Regime shifts

A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration
with Gauti Eggertsson, Sergey Egiev, Alessandro Lin and Josef Platzer
Gauti B. Eggertsson, Sergey K. Egiev, Alessandro Lin, Josef Platzer, Luca Riva
PDF Cite Code VoxEU October 2020 VoxEU March 2022