Estimating Parameters of Short-Term Real Interest Rate Models /
This paper sheds light on a narrow but crucial question in finance: What should be the parameters of a model of the short-term real interest rate? Although models for the nominal interest rate are well studied and estimated, dynamics of the real interest rate are rarely explored. Simple ad hoc proce...
| 1. autor: | |
|---|---|
| Format: | Czasopismo |
| Język: | English |
| Wydane: |
Washington, D.C. :
International Monetary Fund,
2013.
|
| Seria: | IMF Working Papers; Working Paper ;
No. 2013/212 |
| Dostęp online: | Full text available on IMF |