Euler equations and money market interest rates: the role of monetary policy and risk premium shocks

DOI10.1016/J.ECONLET.2013.03.025zbMATH Open1284.91398OpenAlexW2031144896MaRDI QIDQ2440145FDOQ2440145

Authors: Johannes Gareis, Eric Mayer 

Publication date: 27 March 2014

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2013.03.025

Recommendations

• A model of the federal funds market
• A note on modeling the impact of economic announcements on interest rates
• Monetary policy and long term interest rates in Germany
• Time-varying risk, interest rates, and exchange rates in general equilibrium
• ACCOUNTING FOR THE RELATIONSHIP BETWEEN MONEY AND INTEREST RATES

zbMATH Keywords

monetary policyEuler interest raterisk premium shocks

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82) Statistical methods; risk measures (91G70)

Cited In (3)

• ACCOUNTING FOR THE RELATIONSHIP BETWEEN MONEY AND INTEREST RATES
• Changes in the output Euler equation and asset markets participation
• A model of the federal funds market

This page was built for publication: Euler equations and money market interest rates: the role of monetary policy and risk premium shocks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2440145)