Measuring Monetary Policy when the Nominal Short-Term Interest Rate is Zero: A Dynamic Stochastic General Equilibrium Approach∗ Tomiyuki Kitamura † - Zero interest-rate policy - Document - PDFSEARCH.IO

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	Measuring Monetary Policy when the Nominal Short-Term Interest Rate is Zero: A Dynamic Stochastic General Equilibrium Approach∗ Tomiyuki Kitamura † Add to Reading List Document Date: 2011-12-28 18:25:43 Open Document File Size: 347,54 KB Share Result on Facebook Company Ap Lp / / Country Japan / / / IndustryTerm lag operator / bank / rational-expectations solution / bank uses / analytical solution / / Organization Bank of Japan / Research and Statistics Department / / Person Equilibrium Approach∗ Tomiyuki Kitamura / / Position author / DSGE model of the economy / rt / Dynamic Stochastic General / observation vector containing rt / / ProvinceOrState Yt / / SocialTag Robot control Estimation theory Stochastic differential equations Dynamic stochastic general equilibrium Particle filter Kalman filter Macroeconomic model Instrumental variable Yield curve Statistics

Measuring Monetary Policy when the Nominal Short-Term Interest Rate is Zero: A Dynamic Stochastic General Equilibrium Approach∗ Tomiyuki Kitamura †Add to Reading List