Advanced search
Publication Cover
Journal of Business & Economic Statistics Latest Articles
Submit an article Journal homepage
232
Views
0
CrossRef citations to date
0
Altmetric
Research Article

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

Daan OpschoorEconometric Institute, Erasmus University RotterdamCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0003-0317-7680
ORCID Icon &
Michel van der WelEconometric Institute, Erasmus University Rotterdam
Accepted author version posted online: 12 Jun 2024
Accepted author version

Reprints and Permissions

Permission is granted subject to the terms of the License under which the work was published. Permission will be required if your reuse is not covered by the terms of the License.

To request a reprint or commercial or derivative permissions for this article, please click on the relevant link below.

Order Reprints Request Permissions

For more information please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.