Natural Yield Curve: The Case of Indonesia

The purpose of this study is to estimate the natural yield curve for an emerging economy, with Indonesia as a case study. The estimation is done by a two-stage approach, namely, the decomposition of the yield curve component through a dynamic Nelson-Siegel model, the results of which are then used t...

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Veröffentlicht in:	Contemporary Economics 2020-06, Vol.14 (2), p.182-200
Hauptverfasser:	Affandi, Yoga, Harahap, Berry A, Bary, Pakasa, Suryani, Fenty T
Format:	Artikel
Sprache:	eng
Schlagworte:	Analysis Case studies Central banks Economic crisis Economic development Economic growth Economic models Emerging markets Financial Markets Fiscal Politics / Budgeting Foreign exchange rates Globalization Inflation Interest rates International finance Kalman Filter Macroeconomics Monetary policy natural interest rate Public Finances term structure Variables Yield curve
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