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Achieving price stability by manipulating the central bank's payment on reserves

Hall, Robert Ernest; Reis, Ricardo - 2016

Persistent link: https://www.econbiz.de/10011567472

Achieving price stability by manipulating the central bank's payment on reserves

Hall, Robert Ernest; Reis, Ricardo - 2016

Persistent link: https://www.econbiz.de/10011571308

Central bank policy rates : are they cointegrated?

Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - 2017

Persistent link: https://www.econbiz.de/10011631069

Central banks going long

Reis, Ricardo - 2018

Central banks have sometimes turned their attention to long-term interest rates as a target or as a diagnosis of policy. This paper describes two historical episodes when this happened - the US in 1942-51 and the UK in the 1960s - and uses a model of inflation dynamics to evaluate monetary...

Persistent link: https://www.econbiz.de/10011825249

Central bank policy rates : are they cointegrated?

Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - 2017

the US, the Eurozone, Australia, Canada, Japan and the UK using fractional integration and cointegration techniques … Eurozone and UK ones, Canadian rates with the UK and US ones, and Japanese rates with the UK ones. The increasing degree of …

Persistent link: https://www.econbiz.de/10011619595