Financial shocks and the maturity of the monetary policy rate

DOI10.1016/J.ECONLET.2010.02.012zbMATH Open1230.91133OpenAlexW2056188801MaRDI QIDQ985207FDOQ985207

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

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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)

Cites Work

• Solving linear rational expectations models
• Title not available (Why is that?)
• Inflation Persistence
• Forward-looking behavior and optimal discretionary monetary policy

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

Uses Software

• Gensys

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