Optimal Term Structure in a Monetary Economy with Incomplete Markets
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References listed on IDEAS
- George Kapetanios & Haroon Mumtaz & Ibrahim Stevens & Konstantinos Theodoridis, 2012.
"Assessing the Economy‐wide Effects of Quantitative Easing,"
Royal Economic Society, vol. 122(564), pages 316-347, November.
- Kapetanios, George & Mumtaz, Haroon & Stevens, Ibrahim & Theodoridis, Konstantinos, 2012. "Assessing the economy-wide effects of quantitative easing," Bank of England working papers 443, Bank of England.
- Hoelle, Matthew, 2015. "On the Pareto efficiency of term structure targeting policies," Mathematical Social Sciences, Elsevier, vol. 77(C), pages 62-69.
- Lucas Herrenbrueck, 2014.
"Quantitative Easing and the Liquidity Channel of Monetary Policy,"
dp14-09, Department of Economics, Simon Fraser University, revised Apr 2016.
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- Matthew Hoelle, 2014. "Quantitative Easing under Incomplete Markets: Optimality Conditions for Stationary Policy," Purdue University Economics Working Papers 1277, Purdue University, Department of Economics.
More about this item
Keywordsunconventional monetary policy; yield curve; asset span; incomplete markets; Pareto efficiency;
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
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