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Monetary policy, forward rates and long rates : does Germany differ from the United States?

Favero, Carlo A. - In: Monetary policy and interest rates : proceedings of a …, (pp. 198-231). 1998

Persistent link: https://www.econbiz.de/10001303478

La Banca Centrale Europea : la gestione della politica monetaria nell'area dell'Euro

Pifferi, Marco; Porta, Angelo - 1999

Persistent link: https://www.econbiz.de/10001448034

Monetary policy, forward rates and long rates : does Germany differ from the United States?

Favero, Carlo A. - 1996

Persistent link: https://www.econbiz.de/10013422246

RECENSIONI: - La banca centrale europea - La gestione della politica monetaria nell'area dell'euro

Pifferi, M.; Porta, A.; Conti, M. - In: Economia internazionale 52 (1999) 3, pp. 398-399

Persistent link: https://www.econbiz.de/10007682600

Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States?

Favero, Carlo A.; Iacone, Fabrizio; Pifferi, Marco - C.E.P.R. Discussion Papers - 1996

In this paper we analyse the impact of monetary policy shocks on the term structure of interest rates in US and Germany. We estimate the term structure of spot rates and of the instantaneous forward rate following the methodology proposed by Svensson(1994). We interpret the instantaneous forward...

Persistent link: https://www.econbiz.de/10005136777