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Vergote, Olivier - 2016

Persistent link: https://www.econbiz.de/10011618280

Azizirad, Marieh - 2022 - This version: October 2022

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Gust, Christopher J.; Herbst, Edward P.; López-Salido, … - In: American economic journal 14 (2022) 4, pp. 174-209

Persistent link: https://www.econbiz.de/10014227185

Carlstrom, Charles T.; Fuerst, Timothy S.; Paustian, … - 2012

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Carlstrom, Charles T.; Fuerst, Timothy S.; Paustian, … - 2012

Persistent link: https://www.econbiz.de/10009619097

Cochrane, John H. - 2014

Persistent link: https://www.econbiz.de/10010433304

Carlstrom, Charles T. - 2012

counterintuitive inflation reversals where the effect of the interest rate peg can switch from highly inflationary to highly …

Persistent link: https://www.econbiz.de/10013096285

Carlstrom, Charles T. - 2012

) model. Some variants of the model produce counterintuitive inflation reversals where an interest rate peg leads to sharp …

Persistent link: https://www.econbiz.de/10013103549

Horváth, Roman; Kaszab, Lorant; Mars, Ales - 2021

Long-term bond yields contain a risk-premium, an important part of which is compensation for inflation risks. The …

Persistent link: https://www.econbiz.de/10012584286

Carlstrom, Charles T.; Fuerst, Timothy S.; Paustian, … - In: Journal of monetary economics 76 (2015), pp. 230-243

Persistent link: https://www.econbiz.de/10011569805