Financial shocks and the maturity of the monetary policy rate

DOI10.1016/J.ECONLET.2010.02.012MaRDI QIDQ985207zbMATH OpenOpenAlexFDO

Authors Petra Gerlach-Kristen, Barbara Rudolf

Publication date 20 July 2010

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2010.02.012

zbMATH Keywords

financial shocksmaturity of the policy interest ratemonetary policy frameworkthree-month libor

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• Forward-looking behavior and optimal discretionary monetary policy
• Inflation Persistence
• Solving linear rational expectations models

Cited in

(4)

• Monetary policy and long term interest rates in Germany
• Equilibrium implications of interest rate smoothing
• Long-term interest rates, risk premia and unconventional monetary policy
• Shock and awe? Bond yield responses to domestic monetary policy in a small-open economy

Describes a project that uses

Uses Software

• Gensys

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