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! ]

Macroeconomic factors in the term structure of interest rates when agents learn

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Thomas Laubach (Federal Reserve Board)
Robert J. Tetlow (Federal Reserve Board)
John C. Williams (Federal Reserve Bank of San Francisco)

Additional information is available for the following registered author(s):

Abstract

Finance models of the term structure of interest rates have for a long time relied on unobserved factors as explanatory variables. In a seminal paper, Ang and Piazzesi (2003) have examined the potential role of macroeconomic variables in explaining the term structure. They, and subsequent studies, have found that macroeconomic variables such as inflation and real activity have explanatory power for bond yields, but have also found that latent variables still explain a great deal of the variation in bond yields. A limitation of these studies is that they assume that relationships between macroeconomic variables and interest rates are constant over time. Recent research has highlighted the presence of structural breaks among key U.S. macroeconomic variables over the past four decades. Time-invariant macro models may therefore provide poor representations of market participants' expectations of future interest rates. Given the crucial role of expectations for the term structure, this paper focuses on modeling expectations. We use a flexible framework to allow for time variation in agents' forecasting models and pay close attention to the data they were most likely to observe and forecast. We show that the explanatory power of macro factors is dramatically improved in this way. Time variation is shown to be an important feature of the estimates of both intercepts and slope coefficients. These results emphasize the importance of the expectations channel, especially of perceptions about monetary policy, in the transmission of monetary policy

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info
Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2006 with number 83.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: 04 Jul 2006
Date of revision:
Handle: RePEc:sce:scecfa:83

Contact details of provider:
Email:
Web page: http://comp-econ.org/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords: term structure of interest rates; affine term structure models; least-squares learning;

Find related papers by JEL classification:
E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Determination of Interest Rates; Term Structure of Interest Rates
E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy

Statistics
Access and download statistics

Did you know? The yearly budget of IDEAS is exactly $0: it relies entirely on volunteer work.

This page was last updated on 2009-12-9.


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.