A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound

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Bibliographic Details
Published inJournal of business & economic statistics pp. 1 - 14
Main Authors Opschoor, Daan, van der Wel, Michel
Format Journal Article
LanguageEnglish
Published 15.07.2024
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ISSN:0735-0015
1537-2707
DOI:10.1080/07350015.2024.2365779