This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
The Response of Term Rates to Monetary Policy Uncertainty Author info | Abstract | Publisher info | Download info | Related research | Statistics Oscar Jorda
Kevin Salyer
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
file . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Paper provided by California Davis - Department of Economics in its series Department of Economics with number
01-06.
Download reference. The following formats are available: HTML ,
plain text ,
BibTeX ,
RIS (EndNote),
ReDIF
Length:
Date of creation: Date of revision:
Handle: RePEc:fth:caldec:01-06Contact details of provider: Postal: University of California Davis - Department of Economics. One Shields Ave., California 95616-8578 Phone: (530) 752-0741 Fax: (530) 752-9382 Email: Web page: http://www.econ.ucdavis.edu/ More information through EDIRC
For technical questions regarding this item, or to correct its listing, contact: (Thomas Krichel).
Keywords: Other versions of this item:
This paper has been announced in the following NEP Reports :
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Woodford, Michael, 1999.
"Optimal Monetary Policy Inertia ,"
Manchester School ,
University of Manchester, vol. 67(0), pages 1-35, Supplemen.
[Downloadable!] (restricted)
Other versions:
Woodford, M., 1999.
"Optimal Monetary Policy Inertia. ,"
Papers
666, Stockholm - International Economic Studies.
Woodford, Michael, 2000.
"Optimal Monetary Policy Inertia ,"
Seminar Papers
666, Stockholm University, Institute for International Economic Studies.
[Downloadable!] Michael Woodford, 1999.
"Optimal Monetary Policy Inertia ,"
NBER Working Papers
7261, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Michael Woodford, 1999.
"Optimal monetary policy inertia ,"
Proceedings ,
Federal Reserve Bank of San Francisco.
Hodrick, Robert J., 1989.
"Risk, uncertainty, and exchange rates ,"
Journal of Monetary Economics ,
Elsevier, vol. 23(3), pages 433-459, May.
[Downloadable!] (restricted)
Other versions: Obstfeld, Maurice & Rogoff, Kenneth, 2000.
"New directions for stochastic open economy models ,"
Journal of International Economics ,
Elsevier, vol. 50(1), pages 117-153, February.
[Downloadable!] (restricted)
Other versions:
Maurice Obstfeld & Kenneth Rogoff, 2000.
"New Directions for Stochastic Open Economy Models ,"
International Finance
0004002, EconWPA.
[Downloadable!] Maurice Obstfeld & Kenneth Rogoff, 1999.
"New Directions for Stochastic Open Economy Models ,"
NBER Working Papers
7313, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Maurice Obstfeld & Kenneth Rogoff, 2006.
"New Directions for Stochastic Open Economy Models ,"
Center for International and Development Economics Research, Working Paper Series
1015, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
[Downloadable!] Maurice Obstfeld and Kenneth Rogoff., 1999.
"New Directions for Stochastic Open Economy Models ,"
Center for International and Development Economics Research (CIDER) Working Papers
C99-107, University of California at Berkeley.
[Downloadable!] Dotsey, Michael & Sarte, Pierre Daniel, 2000.
"Inflation uncertainty and growth in a cash-in-advance economy ,"
Journal of Monetary Economics ,
Elsevier, vol. 45(3), pages 631-655, June.
[Downloadable!] (restricted)
Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 1996.
"Sticky price and limited participation models of money: a comparison ,"
Staff Report
227, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Other versions:
Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 1996.
"Sticky price and limited participation models of money: a comparison ,"
Working Paper Series, Macroeconomic Issues
96-28, Federal Reserve Bank of Chicago.
Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 1996.
"Sticky Price and Limited Participation Models of Money: A Comparison ,"
NBER Working Papers
5804, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Christiano, Lawrence J. & Eichenbaum, Martin & Evans, Charles L., 1997.
"Sticky price and limited participation models of money: A comparison ,"
European Economic Review ,
Elsevier, vol. 41(6), pages 1201-1249, June.
[Downloadable!] (restricted) Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 1994.
"Identification and the effects of monetary policy shocks ,"
Working Paper Series, Macroeconomic Issues
94-7, Federal Reserve Bank of Chicago.
Harris Dellas & Kevin D. Salyer, 2003.
"Some Fiscal Implications of Monetary Policy ,"
Bulletin of Economic Research ,
Blackwell Publishing, vol. 55(1), pages 21-36, January.
[Downloadable!] (restricted)
Athanasios Orphanides, 1998.
"Monetary policy rules based on real-time data ,"
Finance and Economics Discussion Series
1998-03, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 1998.
"Monetary Policy Shocks: What Have We Learned and to What End? ,"
NBER Working Papers
6400, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 1997.
"Monetary policy shocks: what have we learned and to what end? ,"
Working Paper Series, Macroeconomic Issues
WP-97-18, Federal Reserve Bank of Chicago.
Christiano, Lawrence J. & Eichenbaum, Martin & Evans, Charles L., 1999.
"Monetary policy shocks: What have we learned and to what end? ,"
Handbook of Macroeconomics ,
in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 2, pages 65-148
Elsevier.
[Downloadable!] (restricted) Gali, Jordi, 1992.
"How Well Does the IS-LM Model Fit Postwar U.S. Data ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 107(2), pages 709-38, May.
[Downloadable!] (restricted)
Kevin D. Salyer & George A. Slotsve, 1993.
"Time-Varying Technological Uncertainty and Asset Prices ,"
Canadian Journal of Economics ,
Canadian Economics Association, vol. 26(2), pages 392-416, May.
[Downloadable!] (restricted)
James D. Hamilton & Oscar Jorda, 2000.
"A Model for the Federal Funds Rate Target ,"
NBER Working Papers
7847, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Kevin D. Hoover & Òscar Jordà, 2001.
"Measuring systematic monetary policy ,"
Review ,
Federal Reserve Bank of St. Louis, issue Jul, pages 113-144.
[Downloadable!]
Other versions: 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.
[Downloadable!] (restricted)
Lawrence J. Christiano & Martin Eichenbaum, 1991.
"Identification and the Liquidity Effect of a Monetary Policy Shock ,"
NBER Working Papers
3920, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Christopher A. Sims & Tao A. Zha, 1998.
"Does monetary policy generate recessions? ,"
Working Paper
98-12, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions: Sack, Brian & Wieland, Volker, 2000.
"Interest-rate smoothing and optimal monetary policy: a review of recent empirical evidence ,"
Journal of Economics and Business ,
Elsevier, vol. 52(1-2), pages 205-228.
[Downloadable!] (restricted)
Other versions:
Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Bianca De Paoli, Alasdair Scott, Olaf Weeken, 2007.
"Asset pricing implications for a New Keynesian model ,"
Money Macro and Finance (MMF) Research Group Conference 2006
156, Money Macro and Finance Research Group.
[Downloadable!]
Other versions: Balázs Romhányi, 2005.
"A learning hypothesis of the term structure of interest rates ,"
Macroeconomics
0503001, EconWPA.
[Downloadable!]
Oscar Jorda, 2005.
"Estimation and Inference of Impulse Responses by Local Projections ,"
American Economic Review ,
American Economic Association, vol. 95(1), pages 161-182, March.
[Downloadable!] (restricted)
Uluc Aysun, 2006.
"Testing for Balance Sheet Effects in Emerging Market Countries ,"
Working papers
2006-28, University of Connecticut, Department of Economics.
[Downloadable!]
Don Bredin & Stilianos Fountas, 2008.
"Macroeconomic Uncertainty and Performance in the European Union and Implications for the objectives of Monetary Policy ,"
Discussion Paper Series
2008_01, Department of Economics, University of Macedonia, revised Jan 2008.
[Downloadable!]
Oscar Jorda, 2004.
"Model-Free Impulse Responses ,"
Macroeconomics
0403016, EconWPA.
[Downloadable!]
Timothy Cogley, 2005.
"Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 420-451, April.
[Downloadable!] (restricted)
Bandholz, Harm & Clostermann, Joerg & Seitz, Franz, 2007.
"Explaining the US Bond Yield Conundrum ,"
MPRA Paper
2386, University Library of Munich, Germany.
[Downloadable!]
Access and
download statistics Did you know? IDEAS also indexes software components .
This page was last updated on 2008-7-20.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .