The effects of Federal Reserve's quantitative easing and balance sheet normalization policies on long-term interest rates
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DOI: 10.52903/wp2022299
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More about this item
Keywords
Quantitative easing; balance sheet normalization; term structure; time-varying term premium; equilibrium real interest rate;All these keywords.
JEL classification:
- 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
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2022-08-08 (Banking)
- NEP-CBA-2022-08-08 (Central Banking)
- NEP-MON-2022-08-08 (Monetary Economics)
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