이자율모형을 이용한 우리나라 기대인플레이션의 추정 및 특징
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 송준혁 | - |
dc.date.accessioned | 2016-07-27T06:44:23Z | - |
dc.date.available | 2014-07-02 | - |
dc.date.available | 2016-07-27T06:44:23Z | - |
dc.date.issued | 2014-05-30 | - |
dc.identifier.other | 2513 | - |
dc.identifier.uri | https://archives.kdischool.ac.kr/handle/11125/19335 | - |
dc.description.abstract | This 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.tableOfContents | Ⅰ. 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.language | ko | - |
dc.publisher | 한국개발연구원 | - |
dc.publisher | Korea Development Institute | - |
dc.relation.isPartOf | 13696 | - |
dc.rights | CC BY-NC-ND 2.0 KR | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/2.0/kr/ | - |
dc.title | 이자율모형을 이용한 우리나라 기대인플레이션의 추정 및 특징 | - |
dc.title.alternative | Analyzing Expected Inflation Based on a Term Structure Model: A Case of Korea | - |
dc.type | Article | - |
dc.relation.startpage | 65 | - |
dc.relation.lastpage | 101 | - |
dc.relation.volume | 36 | - |
dc.relation.no | 2 | - |
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