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Monetary policy, bond returns and debt dynamics
Berndt, Antje; Yeltekin, Şevin - In: Journal of monetary economics 73 (2015), pp. 119-136
Persistent link: https://www.econbiz.de/10011381760
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Natural rate chimera and bond pricing reality
Brand, Claus; Goy, Gavin; Lemke, Wolfgang - 2020
Incorporating arbitrage-free term-structure dynamics into a semi-structural macro-model, we jointly estimate the real equilibrium interest rate (r*), trend inflation, and term premia for the United States and the euro area, using a Bayesian approach. The natural real rate and trend inflation are...
Persistent link: https://www.econbiz.de/10012425011
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The Bank of Japan's exchange-traded fund purchases under quantitative and qualitative easing with Yield Curve Control
Shirai, Sayuri - In: Monetary policy implementation in East Asia, (pp. 143-166). 2020
This chapter highlights exchange-traded funds (ETF) purchases conducted by the Bank of Japan under Quantitative and …
Persistent link: https://www.econbiz.de/10012297525
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Central bank independence in times of high fiscal risk : the case of Japan
Waldenberger, Franz - In: Central banking and financial stability in East Asia, (pp. 87-100). 2015
Persistent link: https://www.econbiz.de/10014546790
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Nonlinearities in the Brazilian yield curve
Araújo, Luiz Alberto d'Ávila de; Andrade, Joaquim Pinto de - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 3-13
Persistent link: https://www.econbiz.de/10011561371
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Monetary policy and real borrowing costs at the zero lower bound
Gilchrist, Simon; López-Salido, José David; … - In: American economic journal : a journal of the American … 7 (2015) 1, pp. 77-109
Persistent link: https://www.econbiz.de/10010517111
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Monetary policy surprises, credit costs, and economic activity
Gertler, Mark; Karadi, Peter - In: American economic journal : a journal of the American … 7 (2015) 1, pp. 44-76
Persistent link: https://www.econbiz.de/10010517118
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A probability-based stress test of Federal Reserve assets and income
Christensen, Jens H. E.; López, José A.; Rudebusch, … - In: Journal of monetary economics 73 (2015), pp. 26-43
Persistent link: https://www.econbiz.de/10011381692
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Interest rate cycles and implications for the financial sector: a long-term view
Grossman, Richard S. - In: Asset-liability management with ultra-low interest …, (pp. 21-30). 2015
Persistent link: https://www.econbiz.de/10011302961
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Should the monetary policy rule be different in a financial crisis?
Piazzesi, Monika - In: Journal of economic dynamics & control 49 (2014), pp. 18-20
Persistent link: https://www.econbiz.de/10010486617