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Official Demand for U.S. Debt

Official Demand for U.S. Debt »

Source: Official Demand for U.S. Debt : Implications for U.S. Real Interest Rates

Volume/Issue: 2014/66

Series: IMF Working Papers

Author(s): Iryna Kaminska , and Gabriele Zinna

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 April 2014

ISBN: 9781475590081

Keywords: Term structure of interest rates, Large Scale Asset Purchases (LSAP), real yield curve, Bayesian estimation, bond, treasury bond, bond yields, bond prices, General,

By constructing and estimating a structural arbitrage-free model of demand pressures on US real rates, we find that recent purchases of US government debt securities by the Fed and foreign officials have significan...

Official Demand for U.S. Debt
			: Implications for U.S. Real Interest Rates

Official Demand for U.S. Debt : Implications for U.S. Real Interest Rates »

Volume/Issue: 2014/66

Series: IMF Working Papers

Author(s): Iryna Kaminska , and Gabriele Zinna

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 April 2014

DOI: http://dx.doi.org/10.5089/9781475590081.001

ISBN: 9781475590081

Keywords: Term structure of interest rates, Large Scale Asset Purchases (LSAP), real yield curve, Bayesian estimation, bond, treasury bond, bond yields, bond prices, General,

By constructing and estimating a structural arbitrage-free model of demand pressures on US real rates, we find that recent purchases of US government debt securities by the Fed and foreign officials have significan...