DYNAMIC TAYLOR RULES AND THE PREDICTABILITY OF INTEREST RATES

DOI10.1017/S1365100505040277zbMath1082.91053MaRDI QIDQ5717119

Anders Vredin, Ulf Söderström, Paul Söderlind

Publication date: 12 January 2006

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

VARIn-Sample OverfittingInterest Rate SmoothingSurvey DataYield Curve

Mathematics Subject Classification ID

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

Related Items (1)

Performance pay and changes in U.S. labor market dynamics

Cites Work

• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Inflation Persistence

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