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On the informational role of term structure in the US monetary policy rule

Vázquez, Jesús; María-Dolores, Ramón; Londoño, … - In: Journal of economic dynamics & control 37 (2013) 9, pp. 1852-1871

Persistent link: https://www.econbiz.de/10009786066

The new Keynesian monetary model : does it show the comovement between GDP and inflation in the U.S.?

María-Dolores, Ramón; Vázquez, Jesús - In: Journal of economic dynamics & control 32 (2008) 5, pp. 1466-1488

Persistent link: https://www.econbiz.de/10003732535

How does the new keynesian monetary model fit in the U.S. and Eurozone? : an indirect inference approach

María-Dolores, Ramón (contributor); … - In: Topics in macroeconomics 6 (2006) 2, pp. 1-49

Persistent link: https://www.econbiz.de/10003377797

The importance of stock market returns in estimated monetary policy rules : a structural approach

Vázquez, Jesús - In: Moneda y crédito : revista de economía 224 (2007), pp. 197-226

Persistent link: https://www.econbiz.de/10003531829

The comovement between monetary and fiscal policy instruments during the post-war period in the US

Vázquez, Jesús - In: International review of economics & finance : IREF 17 (2008) 3, pp. 412-424

Persistent link: https://www.econbiz.de/10003749665

Does the term spread play a role in the fed funds rate reaction function? : An empirical investigation

Vázquez, Jesús - In: Empirical economics : a journal of the Institute for … 36 (2009) 1, pp. 175-199

Persistent link: https://www.econbiz.de/10003804565

Switching regimes in the term structure of interest rates during U.S. post-war : A case for the Lucas proof equilibrium?

Vázquez, Jesús (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 1

Persistent link: https://www.econbiz.de/10002651535

Nonlinear monetary policy rules : some new evidence for the U.S.

Dolado, Juan J. (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 4

Persistent link: https://www.econbiz.de/10002652217

Nonlinear monetary policy rules : some new evidence for the US

Dolado, Juan J. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001948224

On the Informational Role of Term Structure in the U.S. Monetary Policy Rule

Vazquez, Jesus; María-Dolores, Ramón; Londono, Juan M. - 2009

The term spread may play a major role in a monetary policy rule whenever data revisions of output and inflation are not well behaved. In this paper we use a structural approach based on the indirect inference principle to estimate a standard version of the New Keynesian Monetary (NKM) model...

Persistent link: https://www.econbiz.de/10014203979