The rational expectation dynamics of a model for the term structure and monetary policy

DOI10.1007/S102030170004MaRDI QIDQ1601360zbMATH OpenOpenAlexFDO

Authors Luisa Malaguti, Costanza Torricelli

Publication date 26 June 2002

Published in Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s102030170004

zbMATH Keywords

term structureterm premiummonetry policyrational expectation model

Mathematics Subject Classification ID

Cites work

• scientific article; zbMATH DE number 1014127 (Why is no real title available?)
• A comparative evaluation of alternative models of the term structure of interest rates
• A theory of the term structure of interest rates

Cited in

(7)

• Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects
• Extending the McCallum monetary policy reaction function for more than two periods
• TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS
• Heterogeneous expectations in monetary DSGE models
• Responses in output to monetary shocks and the interest rate: A rational expectations model with working capital
• Expectations and the Stability Problem for Optimal Monetary Policies
• A stability analysis of the perfect foresight map in nonlinear models of monetary dynamics

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