{"title":"Empirical Models of JGB Yields Using Daily Data","authors":"Tanweer Akram, Huiqing Li","doi":"10.1080/00213624.2024.2382051","DOIUrl":null,"url":null,"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...","PeriodicalId":47706,"journal":{"name":"Journal of Economic Issues","volume":"556 1","pages":""},"PeriodicalIF":1.0000,"publicationDate":"2024-09-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Economic Issues","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/00213624.2024.2382051","RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"ECONOMICS","Score":null,"Total":0}
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...
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.