Genetic algorithm estimation of interest rate term structure
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Fabiani, S. & Druant, M. & Hernando, I. & Kwapil, C. & Landau, B. & Loupias, C. & Martins, F. & Mathä, T. & Sabbatini, R. & Stahl, H. & Stockman, A., 2005.
"The Pricing Behaviour of Firms in the Euro Area: New Survey Evidence,"
Working papers
135, Banque de France.
- Fernando Martins & S. Fabiani, 2005. "The Pricing Behaviour of Firms in the Euro Area: New Survey Evidence," Working Papers w200510, Banco de Portugal, Economics and Research Department.
- Silvia Fabiani & Martine Druant & Ignacio Hernando & Claudia Kwapil & Bettina Landau & Claire Loupias & Fernando Martins & Thomas Mathä & Roberto Sabbatini & Harald Stahl & Ad Stokman, 2005. "The pricing behaviour of firms in the Euro area: new survey evidence," Working Papers 0536, Banco de España.
- Fabiani, Silvia & Stahl, Harald & Kwapil, Claudia & Druant, Martine & Stokman, Ad C.J. & Landau, Bettina & Sabbatini, Roberto & Mathä, Thomas Y. & Loupias, Claire & Hernando, Ignacio & Martins, Fernan, 2005. "The pricing behaviour of firms in the euro area: new survey evidence," Working Paper Series 535, European Central Bank.
- S. Fabiani & M. Druant & I. Hernando & C. Kwapil & B. Landau & C. Loupias & F. Martins & T. Mathä & R. Sabbatini & H. Stahl & A. Stokman, 2005. "The pricing behaviour of firms in the euro area : new survey evidence," Working Paper Research 76, National Bank of Belgium.
- Luis J. Álvarez & Emmanuel Dhyne & Marco Hoeberichts & Claudia Kwapil & Hervé Le Bihan & Patrick Lünnemann & Fernando Martins & Roberto Sabbatini & Harald Stahl & Philip Vermeulen & Jouko Vilmunen, 2006.
"Sticky Prices in the Euro Area: A Summary of New Micro-Evidence,"
Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 575-584, 04-05.
- Luis J. Álvarez & Emmanuel Dhyne & Marco M. Hoeberichts & Claudia Kwapil & Hervé le Bihan & Patrick Lünnemann & Fernando Martins & Roberto Sabbatini & Harald Stahl & Philip Vermeulen & Jouko Vilmunen, 2005. "Sticky prices in the euro area: a summary of new micro evidence," Working Papers 0542, Banco de España.
- Fernando Martins & Luis J. Álvarez, 2006. "Sticky Prices in The Euro Area: a Summary of New Micro Evidence," Working Papers w200605, Banco de Portugal, Economics and Research Department.
- Álvarez, Luis J. & Vermeulen, Philip & Stahl, Harald & Sabbatini, Roberto & Martins, Fernando & Lünnemann, Patrick & Le Bihan, Hervé & Kwapil, Claudia & Hoeberichts, Marco M. & Dhyne, Emmanuel & Vilmu, 2005. "Sticky prices in the euro area: a summary of new micro evidence," Working Paper Series 563, European Central Bank.
- Álvarez, Luis J. & Dhyne, Emmanuel & Hoeberichts, Marco & Kwapil, Claudia & Le Bihan, Hervé & Lünnemann, Patrick & Martins, Fernando & Sabbatini, Roberto & Stahl, Harald & Vermeulen, Philip & Vilmunen, 2006. "Sticky prices in the euro area: a summary of new micro evidence," Discussion Paper Series 1: Economic Studies 2006,02, Deutsche Bundesbank.
- Álvarez, L. & Dhyne, E. & Hoeberichts, M. & Kwapil, C. & Le Bihan, H. & Lünnemann, P. & Martins, F. & Sabbatini, R. & Stahl,H. & Vermeulen, P. & Vilmunen, J., 2005. "Sticky Prices in the Euro Area: A Summary of New Micro Evidence," Working papers 138, Banque de France.
- Galindo, Arturo & Izquierdo, Alejandro & Montero, Jose Manuel, 2007.
"Real exchange rates, dollarization and industrial employment in Latin America,"
Emerging Markets Review, Elsevier, vol. 8(4), pages 284-298, December.
- Arturo Galindo & Alejandro Izquierdo & José M. Montero, 2006. "Real exchange rates, dollarization and industrial employment in Latin America," Working Papers 0601, Banco de España.
- Arturo Galindo & Alejandro Izquierdo & José Manuel Montero, 2006. "Real Exchange Rates, Dollarization and Industrial Employment in Latin America," Research Department Publications 4478, Inter-American Development Bank, Research Department.
- Galindo, Arturo & Izquierdo, Alejandro & Montero, José Manuel, 2006. "Real Exchange Rates, Dollarization and Industrial Employment in Latin America," IDB Publications (Working Papers) 1943, Inter-American Development Bank.
- Juan F. Jimeno & Esther Moral & Lorena Saiz, 2006. "Structural breaks in labor productivity growth: the United States vs. the European Union," Working Papers 0625, Banco de España.
- K. C. Fung & Alicia Garcia‐Herrero & Hitomi Iizaka & Alan Siu, 2005.
"Hard Or Soft? Institutional Reforms And Infrastructure Spending As Determinants Of Foreign Direct Investment In China,"
The Japanese Economic Review, Japanese Economic Association, vol. 56(4), pages 408-416, December.
- Fung, K. C. & Garcia-Herrero, Alicia & Iizaka, Hitomi & Siu, Alan, 2005. "Hard or Soft? Institutional Reforms and Infrastructure Spending as Determinants of Foreign Direct Investment in China," Santa Cruz Department of Economics, Working Paper Series qt3w23p8c8, Department of Economics, UC Santa Cruz.
- Fung, K. C. & Garcia-Herrero, Alicia & Iizaka, Hitomi & Siu, Alan, 2005. "Hard or Soft? Institutional Reforms and Infrastructure Spending as Determinants of Foreign Direct Investment in China," Santa Cruz Center for International Economics, Working Paper Series qt9377h519, Center for International Economics, UC Santa Cruz.
- K. C. Fung & Alicia García-Herrero & Hitomi Iizaka & Alan Siu, 2006. "Hard or Soft? Institutional Reforms and Infrastructure Spending as Determinants of Foreign Direct Investment in China," Working Papers 0616, Banco de España.
- Fung, K. C. & Garcia-Herrero, Alicia & Iizaka, Hitomi & Siu, Alan, 2005. "Hard or Soft? Institutional Reforms and Infrastructure Spending as Determinants of Foreign Direct Investment in China," Santa Cruz Department of Economics, Working Paper Series qt9377h519, Department of Economics, UC Santa Cruz.
- Hernando, Ignacio & Álvarez, Luis J., 2005.
"The price setting behaviour of Spanish firms: evidence from survey data,"
Working Paper Series
538, European Central Bank.
- Luis J. Álvarez & Ignacio Hernando, 2005. "The price setting behaviour of Spanish firms: evidence from survey data," Working Papers 0537, Banco de España.
- Josep M. Vilarrubia, 2006. "Neighborhood effects in economic growth," Working Papers 0627, Banco de España.
- Enrique Alberola & Rodrigo César Salvado, 2006. "Banks, remittances and financial deepening in receiving countries. A model," Working Papers 0621, Banco de España.
- Luis J. Álvarez & Pablo Burriel & Ignacio Hernando, 2010.
"Price-setting behaviour in Spain: evidence from micro PPI data,"
Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 31(2-3), pages 105-121.
- Hernando, Ignacio & Álvarez, Luis J. & Burriel, Pablo, 2005. "Price setting behaviour in Spain: evidence from micro PPI data," Working Paper Series 522, European Central Bank.
- Luis J. Álvarez & Pablo Burriel & Ignacio Hernando, 2005. "Price setting behaviour in Spain: evidence from micro PPI data," Working Papers 0527, Banco de España.
- Silvia Fabiani & Martine Druant & Ignacio Hernando & Claudia Kwapil & Bettina Landau & Claire Loupias & Fernando Martins & Thomas Mathä & Roberto Sabbatini & Harald Stahl & Ad Stokman, 2006.
"What Firms' Surveys Tell Us about Price-Setting Behavior in the Euro Area,"
International Journal of Central Banking, International Journal of Central Banking, vol. 2(3), September.
- Fabiani, Silvia & Stahl, Harald & Kwapil, Claudia & Druant, Martine & Stokman, Ad C.J. & Landau, Bettina & Sabbatini, Roberto & Mathä, Thomas Y. & Loupias, Claire & Hernando, Ignacio & Martins, Fernan, 2005. "The pricing behaviour of firms in the euro area: new survey evidence," Working Paper Series 535, European Central Bank.
- Silvia Fabiani & Martine Druant & Ignacio Hernando & Claudia Kwapil & Bettina Landau & Claire Loupias & Fernando Martins & Thomas Mathä & Roberto Sabbatini & Harald Stahl & Ad Stokman, 2005. "The pricing behaviour of firms in the Euro area: new survey evidence," Working Papers 0536, Banco de España.
- Fabiani, Silvia & Druant, Martine & Hernando, Ignacio & Kwapil, Claudia & Landau, Bettina & Loupias, Claire & Martins, Fernando & Matha, Thomas & Sabbatini, Roberto & Stahl, Harald & Stokman, Ad, 2006. "What Firms' Surveys Tell Us about Price-Setting Behavior in the Euro Area," MPRA Paper 808, University Library of Munich, Germany.
- Luis J. Álvarez & Ignacio Hernando, 2006. "Competition and price adjustment in the euro area," Working Papers 0629, Banco de España.
- Luis J. Álvarez & Emmanuel Dhyne & Marco Hoeberichts & Claudia Kwapil & Hervé Le Bihan & Patrick Lünnemann & Fernando Martins & Roberto Sabbatini & Harald Stahl & Philip Vermeulen & Jouko Vilmunen, 2006.
"Sticky Prices in the Euro Area: A Summary of New Micro-Evidence,"
Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 575-584, 04-05.
- Luis J. Álvarez & Emmanuel Dhyne & Marco M. Hoeberichts & Claudia Kwapil & Hervé le Bihan & Patrick Lünnemann & Fernando Martins & Roberto Sabbatini & Harald Stahl & Philip Vermeulen & Jouko Vilmunen, 2005. "Sticky prices in the euro area: a summary of new micro evidence," Working Papers 0542, Banco de España.
- L. J. Álvarez & E. Dhyne & M. Hoeberichts & C. Kwapil & H. Le Bihan & P. Lünnemann & F. Martins & R. Sabbatini & H. Stahl & P. Vermeulen & J. Vilmunen, 2005. "Sticky Prices in the Euro Area: a Summary of New Micro Evidence," DNB Working Papers 062, Netherlands Central Bank, Research Department.
- Fernando Martins & Luis J. Álvarez & Emmanuel Dhyne & Marco Hoeberichts & C. Kwapil & Hervé Le Bihan & Patrick Lünnemann & R. Sabbatini & H. Stahl & Philip Vermeulen & Jouko Vilmunen, 2006. "Sticky Prices in The Euro Area: a Summary of New Micro Evidence," Working Papers w200605, Banco de Portugal, Economics and Research Department.
- Álvarez, Luis J. & Vermeulen, Philip & Stahl, Harald & Sabbatini, Roberto & Martins, Fernando & Lünnemann, Patrick & Le Bihan, Hervé & Kwapil, Claudia & Hoeberichts, Marco M. & Dhyne, Emmanuel & Vilmu, 2005. "Sticky prices in the euro area: a summary of new micro evidence," Working Paper Series 563, European Central Bank.
- Álvarez, Luis J. & Dhyne, Emmanuel & Hoeberichts, Marco & Kwapil, Claudia & Le Bihan, Hervé & Lünnemann, Patrick & Martins, Fernando & Sabbatini, Roberto & Stahl, Harald & Vermeulen, Philip & Vilmunen, 2006. "Sticky prices in the euro area: a summary of new micro evidence," Discussion Paper Series 1: Economic Studies 2006,02, Deutsche Bundesbank.
- Álvarez, L. & Dhyne, E. & Hoeberichts, M. & Kwapil, C. & Le Bihan, H. & Lünnemann, P. & Martins, F. & Sabbatini, R. & Stahl,H. & Vermeulen, P. & Vilmunen, J., 2005. "Sticky Prices in the Euro Area: A Summary of New Micro Evidence," Working papers 138, Banque de France.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Emrah Ahi & Vedat Akgiray & Emrah Sener, 2018. "Robust term structure estimation in developed and emerging markets," Annals of Operations Research, Springer, vol. 260(1), pages 23-49, January.
- Paul Beaumont & Yaniv Jerassy-Etzion, 2011. "Computing maximally smooth forward rate curves for coupon bonds: An iterative piecewise quartic polynomial interpolation method," Working Papers wp2011_08_03, Department of Economics, Florida State University.
- Philip Vermeulen & Daniel A. Dias & Maarten Dossche & Erwan Gautier & Ignacio Hernando & Roberto Sabbatini & Harald Stahl, 2012.
"Price Setting in the Euro Area: Some Stylized Facts from Individual Producer Price Data,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1631-1650, December.
- Philip Vermeulen & Daniel A. Dias & Maarten Dossche & Erwan Gautier & Ignacio Hernando & Roberto Sabbatini & Harald Stahl, 2012. "Price Setting in the Euro Area: Some Stylized Facts from Individual Producer Price Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1631-1650, December.
- Vermeulen, Philip & Dias, Daniel & Dossche, Maarten & Gautier, Erwan & Hernando, Ignacio & Sabbatini, Roberto & Stahl, Harald, 2007. "Price setting in the euro area: some stylised facts from individual producer price data," Working Paper Series 727, European Central Bank.
- Philip Vermeulen & Daniel Dias & Maarten Dossche & Erwan Gautier & Ignacio Hernando & Roberto Sabbatini & Harald Stahl, 2007. "Price setting in the euro area : some stylised facts from individual producer price data," Working Paper Research 111, National Bank of Belgium.
- Philip Vermeulen & Daniel Dias & Maarten Dossche & Erwan Gautier & Ignacio Hernando & Roberto Sabbatini & Harald Stahl, 2007. "Price setting in the euro area: some stylised facts from individual producer price data," Working Papers 0703, Banco de España.
- Philip Vermeulen, 2007. "Price setting in the euro area: Some stylised facts from Individual Producer Price Data," Working Papers w200705, Banco de Portugal, Economics and Research Department.
- Vermeulen, Philip & Gautier, Erwan & Stahl, Harald & Dossche, Maarten & Sabbatini, Roberto & Dias, Daniel & Hernando, Ignacio, 2007. "Price setting in the euro area: some stylised facts from individual producer price data," Discussion Paper Series 1: Economic Studies 2007,03, Deutsche Bundesbank.
- Julián Andrada-Félix & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez, 2015. "Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 6(2), pages 207-245, June.
- Kujal Praveen & Ruiz Juan M., 2007.
"Cost Effectiveness of R&D and Strategic Trade Policy,"
The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 7(1), pages 1-35, April.
- Praveen Kujal & Juan Ruiz, 2007. "Cost effectiveness of R&D and strategic trade policy," Working Papers 0701, Banco de España.
- Maravall, A. & del Rio, A., 2007.
"Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter,"
Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 975-998, October.
- Agustín Maravall & Ana del Río, 2007. "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Working Papers 0728, Banco de España.
- Eder, Armin & Keiler, Sebastian & Pichl, Hannes, 2013. "Interest rate risk and the Swiss solvency test," Discussion Papers 41/2013, Deutsche Bundesbank.
- Michiel De Pooter, 2007. "Examining the Nelson-Siegel Class of Term Structure Models," Tinbergen Institute Discussion Papers 07-043/4, Tinbergen Institute.
- Emma Berenguer-Carceles & Ricardo Gimeno & Juan M. Nave, 2012. "Estimation of the Term Structure of Interest Rates: Methodology and Applications," Working Papers 12.06, Universidad Pablo de Olavide, Department of Financial Economics and Accounting (former Department of Business Administration).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Luis J. Álvarez & Ignacio Hernando, 2006. "Competition and price adjustment in the euro area," Working Papers 0629, Banco de España.
- Philip Vermeulen & Daniel A. Dias & Maarten Dossche & Erwan Gautier & Ignacio Hernando & Roberto Sabbatini & Harald Stahl, 2012.
"Price Setting in the Euro Area: Some Stylized Facts from Individual Producer Price Data,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1631-1650, December.
- Philip Vermeulen & Daniel A. Dias & Maarten Dossche & Erwan Gautier & Ignacio Hernando & Roberto Sabbatini & Harald Stahl, 2012. "Price Setting in the Euro Area: Some Stylized Facts from Individual Producer Price Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1631-1650, December.
- Philip Vermeulen, 2007. "Price setting in the euro area: Some stylised facts from Individual Producer Price Data," Working Papers w200705, Banco de Portugal, Economics and Research Department.
- Vermeulen, Philip & Gautier, Erwan & Stahl, Harald & Dossche, Maarten & Sabbatini, Roberto & Dias, Daniel & Hernando, Ignacio, 2007. "Price setting in the euro area: some stylised facts from individual producer price data," Discussion Paper Series 1: Economic Studies 2007,03, Deutsche Bundesbank.
- Dias, D. & Dossche, M. & Gautier, E. & Hernando, I. & Sabbatini , R. & Stahl , H. & Vermeulen, P., 2007. "Macro Price setting in the euro area: Some stylised facts from Individual Producer Price," Working papers 164, Banque de France.
- Philip Vermeulen & Daniel Dias & Maarten Dossche & Erwan Gautier & Ignacio Hernando & Roberto Sabbatini & Harald Stahl, 2007. "Price setting in the euro area : some stylised facts from individual producer price data," Working Paper Research 111, National Bank of Belgium.
- Philip Vermeulen & Daniel Dias & Maarten Dossche & Erwan Gautier & Ignacio Hernando & Roberto Sabbatini & Harald Stahl, 2007. "Price setting in the euro area: some stylised facts from individual producer price data," Working Papers 0703, Banco de España.
- Vermeulen, Philip & Dias, Daniel & Dossche, Maarten & Gautier, Erwan & Hernando, Ignacio & Sabbatini, Roberto & Stahl, Harald, 2007. "Price setting in the euro area: some stylised facts from individual producer price data," Working Paper Series 727, European Central Bank.
- K. C. Fung & Alicia Garcia‐Herrero & Hitomi Iizaka & Alan Siu, 2005.
"Hard Or Soft? Institutional Reforms And Infrastructure Spending As Determinants Of Foreign Direct Investment In China,"
The Japanese Economic Review, Japanese Economic Association, vol. 56(4), pages 408-416, December.
- Fung, K. C. & Garcia-Herrero, Alicia & Iizaka, Hitomi & Siu, Alan, 2005. "Hard or Soft? Institutional Reforms and Infrastructure Spending as Determinants of Foreign Direct Investment in China," Santa Cruz Department of Economics, Working Paper Series qt3w23p8c8, Department of Economics, UC Santa Cruz.
- K. C. Fung & Alicia García-Herrero & Hitomi Iizaka & Alan Siu, 2006. "Hard or Soft? Institutional Reforms and Infrastructure Spending as Determinants of Foreign Direct Investment in China," Working Papers 0616, Banco de España.
- Fung, K. C. & Garcia-Herrero, Alicia & Iizaka, Hitomi & Siu, Alan, 2005. "Hard or Soft? Institutional Reforms and Infrastructure Spending as Determinants of Foreign Direct Investment in China," Santa Cruz Center for International Economics, Working Paper Series qt9377h519, Center for International Economics, UC Santa Cruz.
- Fung, K. C. & Garcia-Herrero, Alicia & Iizaka, Hitomi & Siu, Alan, 2005. "Hard or Soft? Institutional Reforms and Infrastructure Spending as Determinants of Foreign Direct Investment in China," Santa Cruz Department of Economics, Working Paper Series qt9377h519, Department of Economics, UC Santa Cruz.
- Aitor Lacuesta, 2006. "Emigration and human capital: who leaves, who comes back and what difference does it make?," Working Papers 0620, Banco de España.
- Sergio Puente, 2006. "Dynamic stability in repeated games," Working Papers 0618, Banco de España.
- Óscar J. Arce & David López-Salido, 2006.
"House Prices, Rents, and Interest Rates under Collateral Constraints,"
Working Papers
0610, Banco de España.
- López-Salido, J David & Arce, Oscar, 2006. "House Prices, Rents and Interest Rates Under Collateral Constraints," CEPR Discussion Papers 5689, C.E.P.R. Discussion Papers.
- Alvarez González, Luis Julián, 2008.
"What Do Micro Price Data Tell Us on the Validity of the New Keynesian Phillips Curve?,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-36.
- Álvarez, Luis J., 2007. "What Do Micro Price Data Tell Us on the Validity of the New Keynesian Phillips Curve?," Economics Discussion Papers 2007-46, Kiel Institute for the World Economy (IfW Kiel).
- Alvarez González, Luis Julián, 2007. "What Do Micro Price Data Tell Us on the Validity of the New Keynesian Phillips Curve?," Kiel Working Papers 1330, Kiel Institute for the World Economy (IfW Kiel).
- Luis J. Álvarez, 2007. "What do micro price data tell us on the validity of the New Keynesian Phillips Curve?," Working Papers 0728, Banco de España.
- Mario Izquierdo & Aitor Lacuesta, 2006.
"Wage inequality in Spain: recent developments,"
Working Papers
0615, Banco de España.
- Izquierdo, Mario & Lacuesta, Aitor, 2007. "Wage inequality in Spain: recent developments," Working Paper Series 781, European Central Bank.
- Francisco de Castro & Pablo Hernández de Cos, 2006.
"The economic effects of exogenous fiscal shocks in Spain: a SVAR approach,"
Working Papers
0604, Banco de España.
- Hernández de Cos, Pablo & de Castro Fernández, Francisco, 2006. "The economic effects of exogenous fiscal shocks in Spain: a SVAR approach," Working Paper Series 647, European Central Bank.
- Paloma López-García & Sergio Puente, 2006. "Business demography in Spain: determinants of firm survival," Working Papers 0608, Banco de España.
- Aurelijus Dabušinskas & Martti Randveer, 2006. "Comparison of pricing behaviour of firms in the euro area and Estonia," Bank of Estonia Working Papers 2006-08, Bank of Estonia, revised 10 Dec 2006.
- Kujal Praveen & Ruiz Juan M., 2007.
"Cost Effectiveness of R&D and Strategic Trade Policy,"
The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 7(1), pages 1-35, April.
- Praveen Kujal & Juan Ruiz, 2007. "Cost effectiveness of R&D and strategic trade policy," Working Papers 0701, Banco de España.
- Klenow, Peter J. & Malin, Benjamin A., 2010.
"Microeconomic Evidence on Price-Setting,"
Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 6, pages 231-284,
Elsevier.
- Peter J. Klenow & Benjamin A. Malin, 2010. "Microeconomic Evidence on Price-Setting," NBER Working Papers 15826, National Bureau of Economic Research, Inc.
- Anna Watson, 2010. "The Impact of Trade Integration and Competition on Real and Nominal Price Rigidities: Insights from a New-Keynesian DSGE Model," DEGIT Conference Papers c015_061, DEGIT, Dynamics, Economic Growth, and International Trade.
- Mamello A. Nchake & Lawrence Edwards & Asha Sundaram, 2018.
"Price-setting Behavior and Competition in Developing Countries: an Analysis of Retail Outlets in Lesotho,"
Journal of Industry, Competition and Trade, Springer, vol. 18(4), pages 529-547, December.
- Asha Sundaram & Lawrence Edwards & Mamello A. Nchake, 2015. "Price-setting Behavior and Competition in Developing Countries: An Analysis of Retail Outlets in Lesotho," Working Papers 567, Economic Research Southern Africa.
- Silvia Fabiani & Martine Druant & Ignacio Hernando & Claudia Kwapil & Bettina Landau & Claire Loupias & Fernando Martins & Thomas Mathä & Roberto Sabbatini & Harald Stahl & Ad Stokman, 2006.
"What Firms' Surveys Tell Us about Price-Setting Behavior in the Euro Area,"
International Journal of Central Banking, International Journal of Central Banking, vol. 2(3), September.
- Fabiani, S. & Druant, M. & Hernando, I. & Kwapil, C. & Landau, B. & Loupias, C. & Martins, F. & Mathä, T. & Sabbatini, R. & Stahl, H. & Stockman, A., 2005. "The Pricing Behaviour of Firms in the Euro Area: New Survey Evidence," Working papers 135, Banque de France.
- Fabiani, Silvia & Stahl, Harald & Kwapil, Claudia & Druant, Martine & Stokman, Ad C.J. & Landau, Bettina & Sabbatini, Roberto & Mathä, Thomas Y. & Loupias, Claire & Hernando, Ignacio & Martins, Fernan, 2005. "The pricing behaviour of firms in the euro area: new survey evidence," Working Paper Series 535, European Central Bank.
- Silvia Fabiani & Martine Druant & Ignacio Hernando & Claudia Kwapil & Bettina Landau & Claire Loupias & Fernando Martins & Thomas Mathä & Roberto Sabbatini & Harald Stahl & Ad Stokman, 2005. "The pricing behaviour of firms in the Euro area: new survey evidence," Working Papers 0536, Banco de España.
- Fernando Martins & S. Fabiani, 2005. "The Pricing Behaviour of Firms in the Euro Area: New Survey Evidence," Working Papers w200510, Banco de Portugal, Economics and Research Department.
- S. Fabiani & M. Druant & I. Hernando & C. Kwapil & B. Landau & C. Loupias & F. Martins & T. Mathä & R. Sabbatini & H. Stahl & A. Stokman, 2005. "The pricing behaviour of firms in the euro area : new survey evidence," Working Paper Research 76, National Bank of Belgium.
- Fabiani, Silvia & Druant, Martine & Hernando, Ignacio & Kwapil, Claudia & Landau, Bettina & Loupias, Claire & Martins, Fernando & Matha, Thomas & Sabbatini, Roberto & Stahl, Harald & Stokman, Ad, 2006. "What Firms' Surveys Tell Us about Price-Setting Behavior in the Euro Area," MPRA Paper 808, University Library of Munich, Germany.
- Heiner Mikosch, 2012. "Sticky Prices, Competition and the Phillips Curve," KOF Working papers 11-294, KOF Swiss Economic Institute, ETH Zurich.
- Patrick Lünnemann & Ladislav Wintr, 2011. "Price Stickiness in the US and Europe Revisited: Evidence from Internet Prices," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(5), pages 593-621, October.
- Watson, Anna, 2016. "Trade openness and inflation: The role of real and nominal price rigidities," Journal of International Money and Finance, Elsevier, vol. 64(C), pages 137-169.
- E. Dhyne, 2005. "Inflation persistence and price-setting in the euro area : results of the Eurosystem Inflation Persistence Network," Economic Review, National Bank of Belgium, issue iv, pages 17-37, December.
More about this item
Keywords
forward and spot interest rates; Nelson and Siegel model; non-linear optimization; numerical methods; Svensson model; yield curve estimation;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2007-02-24 (Computational Economics)
- NEP-ECM-2007-02-24 (Econometrics)
- NEP-ICT-2007-02-24 (Information and Communication Technologies)
- NEP-MON-2007-02-24 (Monetary Economics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bde:wpaper:0634. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ángel Rodríguez. Electronic Dissemination of Information Unit. Research Department. Banco de España (email available below). General contact details of provider: https://edirc.repec.org/data/bdegves.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.