Expectations, Bond Yields and Monetary Policy
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Keywordsterm structure; interest rates; affine model; forward-looking policy rule; macro-finance; no-arbitrage; blue-chip forecasts; survey data;
- E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
- 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
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- 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 fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-12-14 (All new papers)
- NEP-CBA-2005-12-14 (Central Banking)
- NEP-FIN-2005-12-14 (Finance)
- NEP-FMK-2005-12-14 (Financial Markets)
- NEP-FOR-2005-12-14 (Forecasting)
- NEP-MAC-2005-12-14 (Macroeconomics)
- NEP-MON-2005-12-14 (Monetary Economics)
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