Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks
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- Herwartz, Helmut & Rohloff, Hannes, 2018. "Less bang for the buck? Assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment," Center for European, Governance and Economic Development Research Discussion Papers 358, University of Goettingen, Department of Economics.
- Efrem Castelnuovo & Giovanni Pellegrino, 2017.
"Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation,"
CESifo Working Paper Series
6821, CESifo Group Munich.
- Efrem Castelnuovo & Giovanni Pellegrino, 2018. "Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation," "Marco Fanno" Working Papers 0219, Dipartimento di Scienze Economiche "Marco Fanno".
- repec:eee:dyncon:v:93:y:2018:i:c:p:277-296 is not listed on IDEAS
More about this item
KeywordsMonetary policy uncertainty; term structure; term premium; unconventional monetary policy; local projections;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2018-01-29 (All new papers)
- NEP-CBA-2018-01-29 (Central Banking)
- NEP-MAC-2018-01-29 (Macroeconomics)
- NEP-MON-2018-01-29 (Monetary Economics)
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