Empirical Models of JGB Yields Using Daily Data

IF 1 4区经济学 Q3 ECONOMICS

Journal of Economic Issues Pub Date : 2024-09-04 DOI:10.1080/00213624.2024.2382051

Tanweer Akram, Huiqing Li

引用次数: 0

Abstract

This article models, from a Keynesian perspective, the dynamics of Japanese government bond (JGB) nominal yields using daily data. Models of government bond yields based on daily data, such as thos...

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利用每日数据建立日本国债收益率的经验模型

本文从凯恩斯主义的角度出发，利用每日数据对日本政府债券（JGB）名义收益率的动态进行建模。基于每日数据的政府债券收益率模型，如...

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来源期刊

Journal of Economic Issues ECONOMICS-

CiteScore

1.50

自引率

28.60%

发文量

期刊介绍： The Journal of Economic Issues is an internationally respected journal of institutional and evolutionary economics and serves as the official journal of the Association for Evolutionary Economics (AFEE). JEI publishes articles that describe aspects of evolving economies, economic problems, economic policy, economic history, and methodology. The primary mission of JEI is to present articles that use and develop the core ideas of institutional economics in discussions of current economic problems and policy alternatives. JEI is the leading journal for ongoing debate of institutional economic theory and a major forum for discussion of solutions to real economic problems.