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Term Structure and the Estimated Monetary Policy Rule in the Eurozone

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  • María-Dolores, Ramón
  • Vázquez Pérez, Jesús

Abstract

Published as an article in: Spanish Economic Review, 2008, vol. 10, issue 4, pages 251-277.

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Paper provided by University of the Basque Country - Department of Foundations of Economic Analysis II in its series DFAEII Working Papers with number 2008-05.

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Date of creation: Dec 2007
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Handle: RePEc:ehu:dfaeii:200805

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Keywords: NKM model; term structure; policy rule; indirect inference;

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References

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Cited by:
  1. Jesús Vázquez & Ramón María-Dolores & Juan-Miguel Londoño, 2009. "On the informational role of term structure in the U.S. monetary policy rule," Banco de Espa�a Working Papers, Banco de Espa�a 0919, Banco de Espa�a.
  2. Nicolas Pinkwart, 2013. "Quantifying The European Central Bank'S Interest Rate Smoothing Behavior," Manchester School, University of Manchester, University of Manchester, vol. 81(4), pages 470-492, 07.

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