Estimation of the Equilibrium Interest Rate: Case of CFA zone
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Cited by:
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks," MPRA Paper 50235, University Library of Munich, Germany.
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More about this item
Keywords
Taylor Rule; equilibrium interest rate; Kalman filter;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E0 - Macroeconomics and Monetary Economics - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AFR-2007-06-23 (Africa)
- NEP-MAC-2007-06-23 (Macroeconomics)
- NEP-MON-2007-06-23 (Monetary Economics)
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