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

DOI10.1007/S102030170004zbMATH Open1010.91050OpenAlexW1555879015MaRDI QIDQ1601360FDOQ1601360

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

• A theory of the term structure of interest rates
• Title not available (Why is that?)
• A comparative evaluation of alternative models of the term structure of interest rates

Cited In (7)

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

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