Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach
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- Chin, Michael & Filippeli, Thomai & Theodoridis, Konstantinos, 2015. "Cross-country co-movement in long-term interest rates: a DSGE approach," Bank of England working papers 530, Bank of England.
- Michael Chin & Thomai Filippeli & Konstantinos Theodoridis, 2015. "Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach," Working Papers 753, Queen Mary University of London, School of Economics and Finance.
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As found by EconAcademics.org, the blog aggregator for Economics research:- Cross-country co-movement in long-term interest rates: a DSGE approach
by Christian Zimmermann in NEP-DGE blog on 2015-07-24 20:58:29
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More about this item
Keywords
DSGE model; Small open economy; Yield curve; Long-term interest rates; Term premia; Co-movement;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
- F30 - International Economics - - International Finance - - - General
- F44 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Business Cycles
- F65 - International Economics - - Economic Impacts of Globalization - - - Finance
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2015-10-04 (Dynamic General Equilibrium)
- NEP-MAC-2015-10-04 (Macroeconomics)
- NEP-MON-2015-10-04 (Monetary Economics)
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