A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis
Jamie Cross; Aubrey Poon; Wenying Yao; Dan Zhu
- Published
- Publisher
- Elsevier BV
- Research area
- Capital & markets
- Source type
- Preprint / posted paper
- DOI
- 10.2139/ssrn.4899155
This is a preprint or other posted paper. Check the original source for its review and publication status.
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Cite this source
Jamie Cross; Aubrey Poon; Wenying Yao; Dan Zhu. A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis. Elsevier BV. 2024. https://doi.org/10.2139/ssrn.4899155