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Research Article

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

Daan Opschoora Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, Rotterdam, The Netherlands;b Tinbergen Institute, Amsterdam, The NetherlandsCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0003-0317-7680
ORCID Icon &
Michel van der Wela Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, Rotterdam, The Netherlands;b Tinbergen Institute, Amsterdam, The Netherlands
Published online: 15 Jul 2024
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