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monetary policy, zero lower bound, unemployment, shadow rate, dynamic term structure model
Uncertainty, monetary policy, term premium, macroeconomic fluctuations, affine term structure models, stochastic volatility, Bayesian estimation
shadow rate, New Keynesian model, unconventional monetary policy, zero lower bound, QE, lending facilities
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bond risk premia, term structure of interest rates, MCMC, particle filter, recursive preferences, stochastic volatility, habit formation
affine term structure models, unspanned stochastic volatility, estimation
central bank communication, expectations heterogeneity, social dynamics, credibility, inflation targeting, quantitative easing
small-sample bias correction, vector auto-regression, dynamic term structure models, term premium
affine term structure models, identification, estimation, minimum-chi-square
term premia, dynamic term structure model, small-sample bias
effective lower bound, negative interest rates, shadow-rate term structure model, regime-switching model
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