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Term structure views of monetary policy under alternative models of agent expectations

Kozicki, Sharon; Tinsley, Peter A. - In: Journal of economic dynamics & control 25 (2001) 1/2, pp. 149-184

Persistent link: https://www.econbiz.de/10001518180

Monetary policy and the slope factor in empirical term structure estimations

Wu, Tao (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001686948

Intelligible factors for the yield curve

Lengwiler, Yvan; Lenz, Carlos - In: Journal of econometrics 157 (2010) 2, pp. 481-491

Persistent link: https://www.econbiz.de/10008662977

Empirical evaluations of the US and Canadian monetary policies and the associated causal linkages

Zestos, George K.; Shaltayev, Dmitriy; Winder, Robert C. - In: The journal of business and economic studies 16 (2010) 1, pp. 94-109

Persistent link: https://www.econbiz.de/10003986911

Alternative maximum likelihood estimation of structural vector autoregressive models partially identified with short-run restrictions

Jang, Kyungho - In: Journal of money, credit and banking : JMCB 45 (2013) 2/3, pp. 465-476

Persistent link: https://www.econbiz.de/10009759303

Low-inflation-targeting monetary policy and differential unemployment rate : is monetary policy to be blamed for the financial crisis? ; evidence from major OECD countries

Jean-Louis, Rosmy; Balli, Faruk - In: Economic modelling 30 (2013), pp. 546-564

Persistent link: https://www.econbiz.de/10009708851

Can monetary policy influence long-term interest rates? : it depends

Beckworth, David; Moon, Kenneth P.; Toles, J. Holland - In: Economic inquiry : journal of the Western Economic … 50 (2012) 4, pp. 1080-1096

Persistent link: https://www.econbiz.de/10009696165

A shadow policy rate to calibrate US monetary policy at the zero lower bound

Lombardi, Marco; Zhu, Feng - 2014

Persistent link: https://www.econbiz.de/10010402200

Unconventional monetary policy and the great recession : estimating the impact of a compression in the yield spread at the zero lower bound

Baumeister, Christiane; Benati, Luca - 2010

We explore the macroeconomic impact of a compression in the long-term bond yield spread within the context of the Great Recession of 2007-2009 via a Bayesian time-varying parameter structural VAR. We identify a 'pure' spread shock which, leaving the short-term rate unchanged by construction,...

Persistent link: https://www.econbiz.de/10008688522

Time-varying yield curve dynamics and monetary policy

Mumtaz, Haroon (contributor); Surico, Paolo (contributor) - 2008

The dynamics of the US economy are modelled using a time-varying structural vector autoregression that incorporates information from the yield curve. We find important changes in the dynamics of macroeconomic variables such as inflation and the federal funds rate. In addition our results suggest...

Persistent link: https://www.econbiz.de/10003674660