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Extending the McCallum monetary policy reaction function for more than two periods

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  • Romhanyi, Balazs

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  • Romhanyi, Balazs, 2002. "Extending the McCallum monetary policy reaction function for more than two periods," Economics Letters, Elsevier, vol. 77(2), pages 227-232, October.
    • Handle: RePEc:eee:ecolet:v:77:y:2002:i:2:p:227-232
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    References listed on IDEAS

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    1. John Y. Campbell & Robert J. Shiller, 1991. "Yield Spreads and Interest Rate Movements: A Bird's Eye View," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(3), pages 495-514.
    2. Bennett T. McCallum, 2005. "Monetary policy and the term structure of interest rates," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 91(Fall), pages 1-21.
    3. Engsted, Tom & Tanggaard, Carsten, 1994. "Cointegration and the US term structure," Journal of Banking & Finance, Elsevier, vol. 18(1), pages 167-181, January.
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    Cited by:

    1. Balázs Romhányi, 2005. "A learning hypothesis of the term structure of interest rates," Macroeconomics 0503001, University Library of Munich, Germany.

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