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Learning, macroeconomic dynamics and the term structure of interest rates

Dewachter, Hans; Lyrio, Marco - In: Asset prices and monetary policy, (pp. 191-238). 2008

Persistent link: https://www.econbiz.de/10003780845

Essays on the term structure of interest rates and the pricing of equity options

Ono, Sadayuki - 2004

Persistent link: https://www.econbiz.de/10003387315

Term structure dynamics in a monetary economy with learning

Ono, Sadayuki (contributor) - 2007

Persistent link: https://www.econbiz.de/10003564787

The role of term structure in an estimated DSGE model with learning

Aguilar, Pablo; Vázquez, Jesús - 2015

Persistent link: https://www.econbiz.de/10011289913

Learning through the yield curve

Ortiz, Marco - 2013

Persistent link: https://www.econbiz.de/10010338336

Government debt, learning and the term structure

Sinha, Arunima - In: Journal of economic dynamics & control 53 (2015), pp. 268-289

Persistent link: https://www.econbiz.de/10011526963

Learning and the yield curve

Sinha, Arunima - In: Journal of money, credit and banking : JMCB 48 (2016) 2/3, pp. 513-547

Persistent link: https://www.econbiz.de/10011516602

The term structure of interest rates and the macroeconomy : learning about economic dynamics from a FAVAR

Halberstadt, Arne - 2015

Expectations about macroeconomic developments are important determinants of long term interest rates. In this paper, I compare two different assumptions on how agents may form their expectations about the economy and yields in a pseudo real time exercise. Based on the no-arbitrage...

Persistent link: https://www.econbiz.de/10010471626

Least squares learning and the US Treasury bill rate

Mishra, Sagarika; Dhole, Sandip - In: Economic systems 38 (2014) 2, pp. 194-204

Persistent link: https://www.econbiz.de/10010459729

A New-Keynesian model of the yield curve with learning dynamics : a Bayesian evaluation

Dewachter, Hans; Iania, Leonardo; Lyrio, Marco - 2011

Persistent link: https://www.econbiz.de/10009512932