Likelihood Inference in Non-Linear Term Structure Models: The Importance of the Zero Lower Bound

2011 ◽  
Author(s):  
Martin M. Andreasen ◽  
Andrew Meldrum
Keyword(s):  
Lower Bound ◽  
Term Structure ◽  
Linear Term ◽  
Likelihood Inference ◽  
Zero Lower Bound ◽  
Term Structure Models ◽  
Non Linear

Approximation of Non-Linear Term Structure Models

2001 ◽  
Vol 8 (3) ◽  
pp. 44-51 ◽  
Author(s):  
Hideyuki Takamizawa ◽  
Isao Shoji
Keyword(s):  
Term Structure ◽  
Linear Term ◽  
Term Structure Models ◽  
Non Linear
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