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McCallum rules, exchange rates, and the term structure of interest rates
Díez de los Ríos, Antonio (contributor) - 2008
McCallum (1994a) proposes a monetary rule where policymakers have some tendency to resist rapid changes in exchange rates to explain the forward premium puzzle. We estimate this monetary policy reaction function within the framework of an affine term structure model to find that, contrary to...
Persistent link: https://www.econbiz.de/10003775749
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Monetary base endogeneity and the new procedures of the asset-based Canadian and American monetary systems
Lavoie, Marc - In: Journal of post-Keynesian economics : JPKE 27 (2005) 4, pp. 689-709
Persistent link: https://www.econbiz.de/10003000175
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Central bank behavior, the exchange rate regime, and the persistence of inflation in historical perspective
Siklos, Pierre L. - In: Business cycles since 1820 : new international …, (pp. 232-258). 1998
Persistent link: https://www.econbiz.de/10001304211
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McCallum's base growth rule : results for the United States, West Germany, Japan, and Canada
Hall, Thomas Emerson - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 126 (1990) 4, pp. 630-642
Persistent link: https://www.econbiz.de/10001104311
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The impact of unanticipated US weekly money on the path of the dollar
Deaves, Richard - In: The quarterly review of economics and business : … 31 (1991) 2, pp. 94-106
Persistent link: https://www.econbiz.de/10001111303
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Central bank behavior and the strategy of monetary policy : observations from six industrialized countries
Bernanke, Ben - In: NBER macroeconomics annual (1992), pp. 183-228
Persistent link: https://www.econbiz.de/10001158121
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The impact of weekly money supply announcements on stock market returns : a multiprocess mixture model approach
Lesage, James P. - In: The journal of applied business research 9 (1993) 3, pp. 100-109
Persistent link: https://www.econbiz.de/10001153798
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Finanzinnovationen und Geldmengenpolitik : Erfahrungen in USA und Kanada
Herz, Bernhard - In: Geld, Banken und Versicherungen : Beiträge zum ... … 4 (1988) 1, pp. 297-311
Persistent link: https://www.econbiz.de/10001059737