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monetary policy instruments, standard and non-standard measures
term structure of interest rates, term premia, central bank asset purchases, non-standard monetary policy measures, European Central Bank
term structure of interest rates, lower bound, nonlinear state-space model, monetary policy expectations
term structure of interest rates, lower bound, nonlinear state space model, monetary policy expectations
Recessions, forecasting, probit, VAR
arbitrage-free Nelson-Siegel term structure model, Bayesian estimation, equilibrium real rate, natural rate of interest, r*, term premia, unobserved components
natural rate of interest, r, equilibrium real rate, arbitrage-free Nelson-Siegel term structure model, term premia, unobserved components, Bayesian estimation
FAVAR, time-varying parameters, monetary transmission, forecasting
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FAVAR, forecasting, monetary transmission, time-varying parameters
international business cycles, international transmission channels, financial markets, globalization, financial conditions index, global financial crisis, timevarying FAVAR
financial conditions index, financial markets, global financial crisis, globalization, International business cycles, international transmission channels, time-varying FAVAR
Corporate Bonds, Term Structure of Interest Rates, Macro Finance
euro area corporate bonds, yield spread decomposition, unspanned macro factors
equity premium, affine term structure models, asset pricing
Financial crisis, risk transfer, credit default swaps
term structure of interest rates, large-scale asset purchases, term premia
affine term structure models, monetary policy, euro area
Non-affine term structure models, SETAR models, Asset pricing
Money demand, Macroeconomic Uncertainty, Excess Liquidity
Threshold process, term structure of interest rates, nonlinear yield function
Natural real rate of interest, Monetary policy, Wicksell
threshold process, term structure of interest rates, nonlinear yield function, interest rate risk
