Measuring the long-term perception of monetary policy and the term structure
Year of publication: |
2004
|
---|---|
Authors: | Rautureau, Nicolas |
Publisher: |
Helsinki : Bank of Finland |
Subject: | expectations hypothesis | monetary policy | changepoints |
Series: | Bank of Finland Discussion Papers ; 12/2004 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 952-462-138-X |
Other identifiers: | 396637302 [GVK] hdl:10419/211980 [Handle] RePEc:zbw:bofrdp:rdp2004_012 [RePEc] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
-
Measuring the long-term perception of monetary policy and the term structure
Rautureau, Nicolas, (2004)
-
Another look at yield spreads: Monetary policy and the term structure of interest rates
Kim, Dong-heon, (1998)
-
Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates
Tillmann, Peter, (2003)
- More ...
-
Measuring the long-term perception of monetary policy and the term structure
Rautureau, Nicolas, (2004)
-
Feasibility of derivatives for monkfish in France : a dependence analysis using the empirical copula
Rautureau, Nicolas, (2010)
-
Optimal versus realized policy rules in a regime-switching framework
Pardo, Sophie, (2011)
- More ...