Taylor Rules, McCallum Rules and the Term Structure of Interest Rates
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- Gallmeyer, Michael F. & Hollifield, Burton & Zin, Stanley E., 2005. "Taylor rules, McCallum rules and the term structure of interest rates," Journal of Monetary Economics, Elsevier, vol. 52(5), pages 921-950, July.
- Michael Gallmeyer & Burton Hollifield & Stanley E. Zin, 2005. "Taylor Rules, McCallum Rules and the Term Structure of Interest Rates," NBER Working Papers 11276, National Bureau of Economic Research, Inc.
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More about this item
Keywords
term structure; monetary policy; Taylor rule;All these keywords.
JEL classification:
- G0 - Financial Economics - - General
- G1 - Financial Economics - - General Financial Markets
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2005-12-01 (Central Banking)
- NEP-FIN-2005-12-01 (Finance)
- NEP-MAC-2005-12-01 (Macroeconomics)
- NEP-MON-2005-12-01 (Monetary Economics)
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