Authors
Jagjit Chadha, Corrado Macchiarelli, Satyam Goel, Arno Hantzsche, Sathya Mellina
- Format
- Paper
- Frequency
- regular
- ISBN
- 9798400284649
- ISSN
- 1018-5941
- Pages
- 43
- Published in
- United States of America
- Series
- Working Paper No. 2024/160
- StockNumber
- WPIEA2024160
Table of Contents
- Jagjit S. Chadha Corrado Macchiarelli Satyam Goel Arno Hantzsche Sathya Mellina 1
- Prepared by Jagjit S. Chadha Corrado Macchiarelli Satyam Goel Arno Hantzsche Sathya Mellina 3
- Contents 4
- Glossary 6
- Executive Summary 7
- Introduction 8
- Related literature 12
- A model of debt supply and term premium 14
- Applying text mining to Bank of England minutes 18
- Determinants of the yield curve 24
- Empirical model and results 26
- Policy implications 31
- Conclusions 32
- Annex I. Long-term bond yield decomposition 34
- Annex II. The LDA algorithm 36
- Annex III. Uncertainty Indices 39
- References 40