Term structure views of monetary policy under alternative models of agent expectations
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Cites work
- scientific article; zbMATH DE number 3965301 (Why is no real title available?)
- scientific article; zbMATH DE number 1210329 (Why is no real title available?)
- scientific article; zbMATH DE number 1250597 (Why is no real title available?)
- scientific article; zbMATH DE number 858900 (Why is no real title available?)
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- A theory of the term structure of interest rates
- Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
- Moving endpoints and the internal consistency of agents' ex ante forecasts
- Tests for Parameter Instability and Structural Change With Unknown Change Point
Cited in
(24)- Term structure and forward guidance as instruments of monetary policy
- On the informational role of term structure in the US monetary policy rule
- The expectations hypothesis of the term structure of interest rates, open interest rate parity and central bank policy reaction
- The term premium, time varying interest rate volatility and central bank policy reaction
- Evolving macroeconomic perceptions and the term structure of interest rates
- Monetary policy and the term premium
- Fitting observed inflation expectations
- Minding the gap: Central bank estimates of the unemployment natural rate
- Financial factors, macroeconomic information and the expectations theory of the term structure of interest rates
- A preferred-habitat model of the term structure of interest rates
- Long-term inflation expectations and the transmission of monetary policy shocks: evidence from a SVAR analysis
- Bayesian fan charts for U.K. Inflation: Forecasting and sources of uncertainty in an evolving monetary system
- Heterogeneous response of disaggregate inflation to monetary policy regime change: the role of price stickiness
- Dynamic specifications in optimizing trend-deviation macro models.
- A classification system for economic stochastic control models
- Dynamics of the term structure of interest rates and monetary policy: is monetary policy effective during zero interest rate policy?
- Staying at zero with affine processes: an application to term structure modelling
- Drifting inflation targets and monetary stagflation
- Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation
- The macroeconomy and the yield curve: a dynamic latent factor approach
- Shock and awe? Bond yield responses to domestic monetary policy in a small-open economy
- Uncertainty on monetary policy and the expectations model of the term structure of interest rates
- Macroeconomic effects of inflation target uncertainty shocks
- Monetary policy and the term structure of inflation expectations with information frictions
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