Showing 71 - 80 of 20,158
This paper models the evolution of monetary policy, the term structure of interest rates and the UK economy across policy regimes. We model the interaction between the macroeconomy and the term structure using a time-varying VAR model augmented with the factors from the yield curve. Our results...
Persistent link: https://www.econbiz.de/10003884546
Persistent link: https://www.econbiz.de/10003901069
Persistent link: https://www.econbiz.de/10003901274
Persistent link: https://www.econbiz.de/10003902899
Persistent link: https://www.econbiz.de/10003906014
Persistent link: https://www.econbiz.de/10003412106
Persistent link: https://www.econbiz.de/10003412184
Persistent link: https://www.econbiz.de/10003482062
Persistent link: https://www.econbiz.de/10003486990
Persistent link: https://www.econbiz.de/10003490082