Showing 1 - 10 of 13,186
Persistent link: https://www.econbiz.de/10008655878
Persistent link: https://www.econbiz.de/10012425923
Persistent link: https://www.econbiz.de/10010496952
Persistent link: https://www.econbiz.de/10011795056
Persistent link: https://www.econbiz.de/10014259272
Persistent link: https://www.econbiz.de/10011978927
Monetary policy increasingly relies on steering market expectations about future policy. This paper identifies a monetary policy news shock based on a VAR model. A monetary news shock is equivalent to new information about the Fed's future monetary policy becoming available today. One example of...
Persistent link: https://www.econbiz.de/10014637094
Persistent link: https://www.econbiz.de/10015055142
Persistent link: https://www.econbiz.de/10011562389
comparing interest rate spreads with forecast estimates based on either the pure expectations hypothesis or the preferred …
Persistent link: https://www.econbiz.de/10013012623