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

DOI10.1016/S0165-1889(99)00072-XzbMATH Open0956.91059OpenAlexW2006217424WikidataQ128018761 ScholiaQ128018761MaRDI QIDQ1583315FDOQ1583315

Authors: P. A. Tinsley, Sharon Kozicki 

Publication date: 26 October 2000

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

Full work available at URL: https://doi.org/10.1016/s0165-1889(99)00072-x

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zbMATH Keywords

interest ratesshort rate expectationstransmission of monetary policy

Mathematics Subject Classification ID

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

Cites Work

• A theory of the term structure of interest rates
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Tests for Parameter Instability and Structural Change With Unknown Change Point
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Moving endpoints and the internal consistency of agents' ex ante forecasts

Cited In (24)

• On the informational role of term structure in the US monetary policy rule
• The expectations hypothesis of the term structure of interest rates, open interest rate parity and central bank policy reaction
• The term premium, time varying interest rate volatility and central bank policy reaction
• Evolving macroeconomic perceptions and the term structure of interest rates
• Monetary policy and the term premium
• Fitting observed inflation expectations
• Minding the gap: Central bank estimates of the unemployment natural rate
• Financial factors, macroeconomic information and the expectations theory of the term structure of interest rates
• A preferred-habitat model of the term structure of interest rates
• Long-term inflation expectations and the transmission of monetary policy shocks: evidence from a SVAR analysis
• Bayesian fan charts for U.K. Inflation: Forecasting and sources of uncertainty in an evolving monetary system
• Heterogeneous response of disaggregate inflation to monetary policy regime change: the role of price stickiness
• Dynamic specifications in optimizing trend-deviation macro models.
• Dynamics of the term structure of interest rates and monetary policy: is monetary policy effective during zero interest rate policy?
• A classification system for economic stochastic control models
• Staying at zero with affine processes: an application to term structure modelling
• Drifting inflation targets and monetary stagflation
• Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation
• Shock and awe? Bond yield responses to domestic monetary policy in a small-open economy
• Uncertainty on monetary policy and the expectations model of the term structure of interest rates
• The macroeconomy and the yield curve: a dynamic latent factor approach
• Macroeconomic effects of inflation target uncertainty shocks
• Monetary policy and the term structure of inflation expectations with information frictions
• Term structure and forward guidance as instruments of monetary policy

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