Constrained interest rates and changing dynamics at the zero lower bound
Open access
Date
2020-04Type
- Journal Article
ETH Bibliography
yes
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Permanent link
https://doi.org/10.3929/ethz-b-000410278Publication status
publishedExternal links
Journal / series
Studies in Nonlinear Dynamics & EconometricsVolume
Pages / Article No.
Publisher
De GruyterSubject
Constrained variable; Regime switching; Stochastic volatility; Time-varying probability; Tobit modelMore
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ETH Bibliography
yes
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