ACCOUNTING FOR THE RELATIONSHIP BETWEEN MONEY AND INTEREST RATES

DOI10.1017/S1365100506050279MaRDI QIDQ3426148zbMATH OpenFDO

Authors Magnus Jonsson, Paul Klein

Publication date 8 March 2007

Published in Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S1365100506050279

zbMATH Keywords

moneynominal interest ratessimulated method of moments

Mathematics Subject Classification ID

Economic dynamics (91B55) Macroeconomic theory (monetary models, models of taxation) (91B64) Economic time series analysis (91B84)

Recommendations

• The term structure of interest rates in real and monetary economies
• Money and the natural rate of interest: structural estimates for the United States and the euro area
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Cites work

• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Hours and employment variation in business cycle theory
• Money and Interest in a Cash-in-Advance Economy
• More Jonsson algebras
• Simulation estimation of time-series models
• The term structure of interest rates in real and monetary economies
• Using the generalized Schur form to solve a multivariate linear rational expectations model

Cited in

(3)

• The short and long-run impact of globalization if firms differ in factor input ratios
• Money and the natural rate of interest: structural estimates for the United States and the euro area
• Euler equations and money market interest rates: the role of monetary policy and risk premium shocks

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