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Time-varying yield curve dynamics and monetary policy

Mumtaz, Haroon; Surico, Paolo - In: Journal of applied econometrics 24 (2009) 6, pp. 895-913

Persistent link: https://www.econbiz.de/10003886926

Monetary policy, inflation expectations and the price puzzle

Castelnuovo, Efrem; Surico, Paolo - 2009

Persistent link: https://www.econbiz.de/10003895468

The Fed's monetary policy rule and US inflation : the case of asymmetric preferences

Surico, Paolo - In: Journal of economic dynamics & control 31 (2007) 1, pp. 305-324

Persistent link: https://www.econbiz.de/10003404905

Time-varying yield curve dynamics and monetary policy

Mumtaz, Haroon (contributor); Surico, Paolo (contributor) - 2008

The dynamics of the US economy are modelled using a time-varying structural vector autoregression that incorporates information from the yield curve. We find important changes in the dynamics of macroeconomic variables such as inflation and the federal funds rate. In addition our results suggest...

Persistent link: https://www.econbiz.de/10003674660