Estimating Parameters of Short-Term Real Interest Rate Models /

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...

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Bibliografiske detaljer
Hovedforfatter:	Khramov, Vadim
Format:	Tidsskrift
Sprog:	English
Udgivet:	Washington, D.C. : International Monetary Fund, 2013.
Serier:	IMF Working Papers; Working Paper ; No. 2013/212
Online adgang:	Full text available on IMF

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