可预测性
经济
计量经济学
趋同(经济学)
债券
数理经济学
作者
Andrea Berardi,Michael Markovich,Alberto Plazzi,Andrea Tamoni
出处
期刊:Management Science
[Institute for Operations Research and the Management Sciences]
日期:2021-02-17
标识
DOI:10.1287/mnsc.2020.3847
摘要
We show that the difference between the natural rate of interest and the current level of monetary policy stance, which we label Convergence Gap (CG), contains information that is valuable for bond...
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