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Taylor rules in a limited participation model

Christiano, Lawrence J.; Gust, Christopher J. - Federal Reserve Bank of Chicago - 1999

We use the limited participation model of money as a laboratory for studying the operating characteristics of Taylor rules for setting the rate of interest. Rules are evaluated according to their ability to protect the economy from bad outcomes such as the burst of inflation observed in the...

Persistent link: https://www.econbiz.de/10005419947

Off-balance-sheet items and the changing market and interest-rate sensitivity of deposit-institution equity returns

Unal, Haluk; Kane, Edward J. - Federal Reserve Bank of Chicago - 1987

Persistent link: https://www.econbiz.de/10010723680

Banks' exposure to interest rate risk and capital adequacy: an appraisal of the federal banking agencies' approach

Hanweck, Gerald A.; Shull, Bernard - Federal Reserve Bank of Chicago - 1994

Persistent link: https://www.econbiz.de/10010723708

Regulation banks' interest rate risk when interest rates are stochastic and equity has limited liability

Duan, Jin-Chuan; Moreau, Arthur F.; Sealey, C. W. - Federal Reserve Bank of Chicago - 1992

Persistent link: https://www.econbiz.de/10010723779

Interest rates and consumer choice in the residential mortgage market: a summary

Vickery, James - Federal Reserve Bank of Chicago - 2007

Persistent link: https://www.econbiz.de/10010723839

Using interest-rate options to hedge interest rate-dependent securities

Ronn, Ehud I.; Xuan, Changneng - Federal Reserve Bank of Chicago - 1997

Persistent link: https://www.econbiz.de/10010723855

Survey data and the interest rate sensitivity of U.S. bank stock returns

Benink, Harald A.; Wolff, Christian C.P. - Federal Reserve Bank of Chicago - 1998

Persistent link: https://www.econbiz.de/10010723879

Discussion of practical aspects of interest rate swaps vs. "the market for interest rate swaps" -- Alternative explanations of interest rate swaps

Rudnick, Linda T. - Federal Reserve Bank of Chicago - 1987

Persistent link: https://www.econbiz.de/10010723896

The relationship between returns to risky lending and Gap management

Morgan, George Emir - Federal Reserve Bank of Chicago - 1987

Persistent link: https://www.econbiz.de/10010724060

Valuing default-risky interest rate caps: a Monte Carlo approach

Abken, Peter A. - Federal Reserve Bank of Chicago - 1990

Persistent link: https://www.econbiz.de/10010724141

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