Showing 1 - 10 of 10
Persistent link: https://www.econbiz.de/10011473161
Persistent link: https://www.econbiz.de/10011447779
Persistent link: https://www.econbiz.de/10012297521
Persistent link: https://www.econbiz.de/10011585976
Persistent link: https://www.econbiz.de/10011985993
Persistent link: https://www.econbiz.de/10012164028
This paper examines the empirical relationship between the movement of the slope factor in term structure of nominal interest rates and exogenous monetary-policy shocks in the U.S. after 1982. Using first a six-variable VAR model and then a GMM estimation model of the "Taylor rule," I estimate...
Persistent link: https://www.econbiz.de/10005721450
Persistent link: https://www.econbiz.de/10000855398
Persistent link: https://www.econbiz.de/10002088317
Persistent link: https://www.econbiz.de/10001111966