The rational expectations hypothesis of the term structure, monetary policy, and time-varying term premia
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Bibliographic InfoArticle provided by Federal Reserve Bank of Richmond in its journal Economic Quarterly.
Volume (Year): (1995)
Issue (Month): Win ()
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- Frederic S. Mishkin, 1989.
"The Information in the Term Structure: Some Further Results,"
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- Mishkin, F.S., 1988. "The Information In The Term Structure: Some Further Results," Papers fb-_88-26, Columbia - Graduate School of Business.
- Newey, Whitney K & West, Kenneth D, 1987.
"A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix,"
Econometric Society, vol. 55(3), pages 703-08, May.
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- Marvin Goodfriend & David H. Small (), 1993. "Operating procedures and the conduct of monetary policy: conference proceedings," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- William Roberds & David Runkle & Charles H. Whiteman, 1992.
"Another hole in the ozone layer: changes in FOMC operating procedure and the term structure,"
92-15, Federal Reserve Bank of Atlanta.
- William Roberts & David Runkle & Charles H. Whiteman, 1993. "Another hole in the ozone layer: changes in FOMC operating procedure and the term structure," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- Bennett T. McCallum, 1994.
"Monetary Policy and the Term Structure of Interest Rates,"
NBER Working Papers
4938, National Bureau of Economic Research, Inc.
- Bennett T. McCallum, 2005. "Monetary policy and the term structure of interest rates," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 1-21.
- Timothy Cook & Thomas Hahn, 1990. "Interest rate expectations and the slope of the money market yield curve," Economic Review, Federal Reserve Bank of Richmond, issue Sep, pages 3-26.
- Engle, Robert F & Lilien, David M & Robins, Russell P, 1987. "Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model," Econometrica, Econometric Society, vol. 55(2), pages 391-407, March.
- Goodfriend, Marvin, 1991.
"Interest rates and the conduct of monetary policy,"
Carnegie-Rochester Conference Series on Public Policy,
Elsevier, vol. 34(1), pages 7-30, January.
- Labadie, Pamela, 1994.
"The term structure of interest rates over the business cycle,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 18(3-4), pages 671-697.
- Pamela Labadie, 1991. "The term structure of interest rates over the business cycle," Finance and Economics Discussion Series 159, Board of Governors of the Federal Reserve System (U.S.).
- Choi, Seungmook & Wohar, Mark E, 1991. "New Evidence Concerning the Expectations Theory for the Short End of the Maturity Spectrum," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 14(1), pages 83-92, Spring.
- N. Gregory Mankiw & Jeffrey A. Miron, 1986.
"The Changing Behavior of the Term Structure of Interest Rates,"
NBER Working Papers
1669, National Bureau of Economic Research, Inc.
- Mankiw, N Gregory & Miron, Jeffrey A, 1986. "The Changing Behavior of the Term Structure of Interest Rates," The Quarterly Journal of Economics, MIT Press, vol. 101(2), pages 211-28, May.
- Bollerslev, Tim, 1990. "Modelling the Coherence in Short-run Nominal Exchange Rates: A Multivariate Generalized ARCH Model," The Review of Economics and Statistics, MIT Press, vol. 72(3), pages 498-505, August.
- Fama, Eugene F., 1984. "The information in the term structure," Journal of Financial Economics, Elsevier, vol. 13(4), pages 509-528, December.
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