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A Macro-Augmented Jump-Diffusion Shadow-Rate Model.

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Title: A Macro-Augmented Jump-Diffusion Shadow-Rate Model.
Authors: Chortareas, Georgios1,2 (AUTHOR) georgios.chortareas@kcl.ac.uk, Dotsis, George2 (AUTHOR) gdotsis@econ.uoa.gr, Linardatos, Konstantinos Ioannis2 (AUTHOR) kosglin@econ.uoa.gr
Source: Studies in Nonlinear Dynamics & Econometrics. Jul2026, p1. 29p. 14 Illustrations.
Database: Business Source Ultimate
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PubType: Academic Journal
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        Value: 10.1515/snde-2025-0153
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      – Code: eng
        Text: English
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      – TitleFull: A Macro-Augmented Jump-Diffusion Shadow-Rate Model.
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            NameFull: Dotsis, George
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              Text: Jul2026
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              Y: 2026
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