Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? : yes and no!
Year of publication: |
2023
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Authors: | Hambur, Jonathan ; Haque, Qazi |
Publisher: |
Canberra : Australian National University, Crawford School of Public Policy |
Subject: | high-frequency data | affine term structure model | multidimensional policy shocks | monetary policy transmission | Geldpolitik | Monetary policy | Zinsstruktur | Yield curve | Geldpolitische Transmission | Monetary transmission | Theorie | Theory | Schätzung | Estimation | Schock | Shock | Zins | Interest rate |
Extent: | 1 Online-Ressource (circa 39 Seiten) Illustrationen |
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Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2023, 26 (June 2023) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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