Using the term structure of interest rates for monetary policy
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Bibliographic InfoArticle provided by Federal Reserve Bank of Richmond in its journal Economic Quarterly.
Volume (Year): (1998)
Issue (Month): Sum ()
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[Taylor Rule and the Subprime Crisis - An Empirical Analysis of the US Monetary Policy]," MPRA Paper 18604, University Library of Munich, Germany.
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- Michael Feroli, 2004. "Monetary policy and the information content of the yield spread," Finance and Economics Discussion Series 2004-44, Board of Governors of the Federal Reserve System (U.S.).
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- Mariano Kulish, 2005.
"Should Monetary Policy use Long-term Rates?,"
Boston College Working Papers in Economics
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- Jennifer E. Roush, 2001. "Evidence uncovered: long-term interest rates, monetary policy, and the expectations theory," International Finance Discussion Papers 712, Board of Governors of the Federal Reserve System (U.S.).
- Eric Tymoigne, 2006. "Asset Prices, Financial Fragility, and Central Banking," Economics Working Paper Archive wp_456, Levy Economics Institute, The.
- PeterTillmann, 2004. "Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates," Computing in Economics and Finance 2004 53, Society for Computational Economics.
- Ruth, Karsten, 2004. "Interest rate reaction functions for the euro area Evidence from panel data analysis," Discussion Paper Series 1: Economic Studies 2004,33, Deutsche Bundesbank, Research Centre.
- Karel Bruna, 2006. "Disinflationary Monetary Strategy and Instability of the Forward Yield Curve: The Case of the Czech Republic, 1999-2005," Post-Communist Economies, Taylor & Francis Journals, vol. 18(4), pages 459-478.
- Kunio Okina & Shigenori Shiratsuka, 2004. "Policy Duration Effect under Zero Interest Rates: An Application of Wavelet Analysis," CESifo Working Paper Series 1138, CESifo Group Munich.
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