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A rational expectations model of the term structure with stationary or cointegrated interest rates

Ekdahl, Ossian; Warne, Anders - 1990

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Volatility in equity markets and monetary policy rate uncertainty

Kaminska, Iryna; Roberts-Sklar, Matt - In: Journal of empirical finance 45 (2018), pp. 68-83

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Volatility in equity markets and monetary policy rate uncertainty

Kaminska, Iryna; Roberts-Sklar, Matt - 2017

Persistent link: https://www.econbiz.de/10011913026

Die Zinsstrukturkurve als Indikator zukünftiger Zins- und Preisniveauentwicklung

Brinkmann, Norbert - 2005 - 1. Aufl

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The effectiveness of alternative monetary policy tools in a zero lower bound environment

Hamilton, James D.; Wu, Jing Cynthia - In: Journal of money, credit and banking : JMCB 44 (2012), pp. 3-46

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Forecasting long-term interest rates with a general-equilibrium model of the Euro area : what role for liquidity services of bonds? : Paolo Zagaglia

Zagaglia, Paolo - In: Asia-Pacific financial markets 20 (2013) 4, pp. 383-430

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The Term Structure of Inflation Forecasts Disagreement and Monetary Policy Transmission

Barbera, Alessandro; Zhu, Xingyu Sonya; Xia, Fan Dora - 2023

The term structure of inflation forecasts disagreement in the US can be summarized by two components: disagreement about the trend inflation, and disagreement about the cyclical inflation. While the former has identical impacts on forecasts disagreement across forecasting horizons, the latter...

Persistent link: https://www.econbiz.de/10014349318

Financial and macroeconomic data through the lens of a nonlinear dynamic factor model

Guerrón-Quintana, Pablo A.; Khazanov, Alexey; Zhong, Molin - 2023

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Lower bound beliefs and long-term interest rates

Grisse, Christian; Krogstrup, Signe; Schumacher, Silvio - 2017 - This version: March 2017

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Testing the expectations hypothesis of the term structure of interest rate : the case of Ghana

Boamah, Nicholas Addai - In: Journal of African business 17 (2016) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10011559237