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http://bura.brunel.ac.uk/handle/2438/20063Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Realdon, M | - |
| dc.contributor.author | Boonyanet, W | - |
| dc.date.accessioned | 2020-01-21T13:38:37Z | - |
| dc.date.available | 2017-06-01 | - |
| dc.date.available | 2020-01-21T13:38:37Z | - |
| dc.date.issued | 2017 | - |
| dc.identifier.citation | Economics Letters, 2017, 155 pp. 149 - 153 | en_US |
| dc.identifier.issn | 0165-1765 | - |
| dc.identifier.issn | http://dx.doi.org/10.1016/j.econlet.2017.03.029 | - |
| dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/20063 | - |
| dc.format.extent | 149 - 153 | - |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier | en_US |
| dc.subject | Linear–quadratic term structure models | en_US |
| dc.subject | Quadratic models | en_US |
| dc.subject | Discrete time | en_US |
| dc.subject | Negative yields | en_US |
| dc.subject | Extended Kalman Filter | en_US |
| dc.title | Linear–quadratic term structure models for negative euro area yields | en_US |
| dc.type | Article | en_US |
| dc.identifier.doi | http://dx.doi.org/10.1016/j.econlet.2017.03.029 | - |
| dc.relation.isPartOf | Economics Letters | - |
| pubs.publication-status | Published | - |
| pubs.volume | 155 | - |
| Appears in Collections: | Dept of Economics and Finance Research Papers | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 123.43 kB | Adobe PDF | View/Open |
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