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Inflation targeting and debt : lessons from Brazil

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Arbitrage-free bond pricing with dynamic macroeconomic models

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properties of the yield curve when inflation is an exogenous process and compare this to the yield curve when inflation is … endogenous and determined through an interest-rate/Taylor rule. When inflation is exogenous, it is difficult to match the shape … with exogenous inflation does not exhibit any negative autocorrelation - a necessary condition for an upward sloping yield …

Persistent link: https://www.econbiz.de/10003495985

The relationship between exchange rates and inflation targeting revisited

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Quantitative goals for monetary policy

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Sticky prices versus monetary frictions : an estimation of policy trade-offs

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Durability of output and expected stock returns

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The demand for durable goods is more cyclical than that for nondurable goods and services. Consequently, the cash flow and stock returns of durable-good producers are exposed to higher systematic risk. Using the NIPA input-output tables, we construct portfolios of durable-good, nondurable-good,...

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