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Interest rate expectations and macroeconomic shocks affecting the yield curve

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Author Info
Zoltán Reppa () (Magyar Nemzeti Bank (central bank of Hungary))
Abstract

This study briefly presents the tools the Magyar Nemzeti Bank uses to estimate and interpret the yield curve, and to analyse the underlying reasons of yield changes. The first part of the study compares the yields of government securities and those of interbank and interest rate swap markets, and examines the reasons behind their differences. The second part sums up the dynamic model that is used to describe the interaction between the yield curve and the macroeconomy. This model enables us to examine the different macroeconomic shocks which impact the development of the yield curve; from a central bank perspective it is particularly important to gauge the impact of monetary policy shocks and monetary policy measures on longterm yields.

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File URL: http://english.mnb.hu/Resource.aspx?ResourceID=mnbfile&resourcename=mnb_bull_2008_12_zoltan_reppa_en
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Publisher Info
Article provided by Magyar Nemzeti Bank (The Central Bank of Hungary) in its journal MNB Bulletin.

Volume (Year): 3 (2008)
Issue (Month): 3 (December)
Pages: 26-32
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Handle: RePEc:mnb:bullet:v:3:y:2008:i:3:p:26-32

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Web page: http://www.mnb.hu/
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Related research
Keywords: interest rate expectation; macroeconomic shock; yield curve; dynamic model; monetary policy shock.;

Find related papers by JEL classification:
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions
E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Determination of Interest Rates; Term Structure of Interest Rates
E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing

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This page was last updated on 2009-12-13.


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