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Financial shocks, financial stability, and optimal Taylor rules

Verona, Fabio; Martins, Manuel Mota Freitas; Drumond, Inês - 2014

Persistent link: https://www.econbiz.de/10010394501

Financial shocks, financial stability, and optimal Taylor rules

Verona, Fabio; Martins, Manuel Mota Freitas; Drumond, Inês - In: Journal of macroeconomics 54 (2017) 2, pp. 187-207

Persistent link: https://www.econbiz.de/10011926952

Inflation dynamics in the frequency domain

Martins, Manuel Mota Freitas; Verona, Fabio - In: Economics letters 231 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014461250

The yield curve and the macro-economy across time and frequencies

Aguiar-Conraria, Luís; Martins, Manuel Mota Freitas; … - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1950-1970

Persistent link: https://www.econbiz.de/10009701904

Level, slope, curvature of the sovereign yield curve, and fiscal behaviour

Afonso, António; Martins, Manuel Mota Freitas - In: Journal of banking & finance 36 (2012) 6, pp. 1789-1807

Persistent link: https://www.econbiz.de/10009616387

Level, slope, curvature of the sovereign yield curve, and fiscal behaviour

Afonso, António; Martins, Manuel Mota Freitas - 2010

We study fiscal behaviour and the sovereign yield curve in the U.S. and Germany in the period 1981:I-2009:IV. The latent factors, level, slope and curvature, obtained with the Kalman filter, are used in a VAR with macro and fiscal variables, controlling for financial stress conditions. In the...