Term structure views of monetary policy under alternative models of agent expectations

DOI10.1016/S0165-1889(99)00072-XzbMath0956.91059MaRDI QIDQ1583315

Sharon Kozicki, P. A. Tinsley

Publication date: 26 October 2000

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

interest rates; short rate expectations; transmission of monetary policy

Mathematics Subject Classification ID

91B64: Macroeconomic theory (monetary models, models of taxation)

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Cites Work

• Moving endpoints and the internal consistency of agents' ex ante forecasts
• A Theory of the Term Structure of Interest Rates
• Tests for Parameter Instability and Structural Change With Unknown Change Point
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
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