Contents

이자율모형을 이용한 우리나라 기대인플레이션의 추정 및 특징

송준혁

DC Field Value Language
dc.contributor.author송준혁-
dc.date.accessioned2016-07-27T06:44:23Z-
dc.date.available2014-07-02-
dc.date.available2016-07-27T06:44:23Z-
dc.date.issued2014-05-30-
dc.identifier.other2513-
dc.identifier.urihttps://archives.kdischool.ac.kr/handle/11125/19335-
dc.description.abstractThis paper estimates and characterizes expected inflations using an affine term structure model based on the empirical stochastic process of the interest rates in Korea. The empirical results show that the expected inflation which marked above 4% before-
dc.description.tableOfContentsⅠ. 서 론 Ⅱ. 우리나라 금리 기간구조의 추이 및 특징 Ⅲ. 모 형 Ⅳ. 추정 결과 분석 Ⅴ. 기대인플레이션 지표 간 비교 Ⅵ. 결 론 참고문헌 부록-
dc.languageko-
dc.publisher한국개발연구원-
dc.publisherKorea Development Institute-
dc.relation.isPartOf13696-
dc.rightsCC BY-NC-ND 2.0 KR-
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/2.0/kr/-
dc.title이자율모형을 이용한 우리나라 기대인플레이션의 추정 및 특징-
dc.title.alternativeAnalyzing Expected Inflation Based on a Term Structure Model: A Case of Korea-
dc.typeArticle-
dc.relation.startpage65-
dc.relation.lastpage101-
dc.relation.volume36-
dc.relation.no2-
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