Keyphrases
Nelson-Siegel Model
47%
Yield Curve
47%
Regime Shift
40%
Switching Parameters
34%
Government Bond Yields
26%
Markov Regime Switching
22%
Inflation
22%
Credit Spreads
21%
Term Structure of Interest Rates
21%
Korean Government
21%
Arbitrage-free
19%
Markov Switching
18%
Zero Lower Bound
17%
Regime Change
17%
Prediction Accuracy
16%
Out-of-sample Forecasting
16%
Bond Market
16%
Yield Spread
16%
Dynamic Linear Model
16%
Korean Banks
14%
Unconventional Monetary Policy
14%
Slope Factor
14%
Joint Dynamics
14%
Regime Switching
14%
Marginal Likelihood
14%
Stock Returns
13%
Global Financial Crisis
12%
Structural Breaks
12%
Yield Curve Dynamics
12%
Yield Curve Model
11%
Foreign Currency
10%
Recession Probability
10%
Nonbanks
10%
Conventional Monetary Policy
10%
Funding Liquidity
10%
Long-horizon Forecasts
10%
Inflation Persistence
10%
Credit Loan
10%
Currency Portfolio
10%
Household Loans
10%
International Consumer
10%
Regime-switching Dynamics
10%
Predictive Density
10%
Monetary Policy Stance
10%
Free Term
10%
Neutral Interest Rate
10%
Likelihood-free Inference
10%
Kim Filter
10%
Forecast Horizon
10%
Yield Curve Forecasting
10%
Economics, Econometrics and Finance
Yield Curve
100%
Inflation
38%
Bayesian
37%
Regime Switching
28%
Public Bond
27%
Monetary Policy
25%
Arbitrage
20%
Volatility
20%
Factor Model
18%
Inflation Expectations
17%
Macroeconomics
16%
Financial Crisis
15%
Low-Interest-Rate Policy
14%
Unconventional Monetary Policy
12%
Interest Rate
12%
Discount Rate
10%
Inflation Targeting
10%
Consumer Price Index
10%
Key Rate
10%
State Space Model
10%
Credit
10%
Foreign Exchange
10%
Labor Mobility
10%
Macroeconomic Variable
10%
Unit Root
10%
Markov Chain Monte Carlo
9%
Machine Learning
9%
Inflation Rate
8%
Mortgages
8%
Capital Market Returns
7%
Portfolio Selection
7%
Risk Premium
7%
Structural Change
5%
Finance
5%
Financial Market
5%
Portfolio Choice
5%
Business Cycle
5%
Risk Management
5%
Currency Basket
5%
Emerging Economies
5%
