On the effect of Bank of Japan's outright purchase on the JGB yield curve (Q1627831): Difference between revisions
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scientific article
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English | On the effect of Bank of Japan's outright purchase on the JGB yield curve |
scientific article |
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On the effect of Bank of Japan's outright purchase on the JGB yield curve (English)
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3 December 2018
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yield curve
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QQE
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Bank of Japan
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scenario analysis
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state space model
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Kalman filter
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