Extending the McCallum monetary policy reaction function for more than two periods

DOI10.1016/S0165-1765(02)00136-2zbMATH Open1027.91042OpenAlexW2081357893MaRDI QIDQ1852912FDOQ1852912

Authors: Balázs Romhányi 

Publication date: 21 January 2003

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(02)00136-2

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zbMATH Keywords

Interest ratesAsset pricingMonetary policyTerm structureExpectations hypothesis

Mathematics Subject Classification ID

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

Cited In (1)

• Optimal monetary policy and long-term interest rate dynamics: Taylor rule extensions

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