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The term structure of policy rules
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Cited by:
- Ricardo Reis, 2019.
"Central Banks Going Long,"
Central Banking, Analysis, and Economic Policies Book Series, in: Álvaro Aguirre & Markus Brunnermeier & Diego Saravia (ed.),Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications, edition 1, volume 26, chapter 3, pages 043-081,
Central Bank of Chile.
- Ricardo Reis, 2018. "Central Banks Going Long," Discussion Papers 1810, Centre for Macroeconomics (CFM).
- Reis, Ricardo, 2018. "Central banks going long," LSE Research Online Documents on Economics 87618, London School of Economics and Political Science, LSE Library.
- Ricardo Reis, 2018. "Central Banks Going Long," CESifo Working Paper Series 6998, CESifo.
- Douglas Sutherland & Peter Hoeller & Balázs Égert & Oliver Röhn, 2010. "Counter-cyclical Economic Policy," OECD Economics Department Working Papers 760, OECD Publishing.
- Gürkaynak, Refet S. & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2022.
"Exchange rate and inflation under weak monetary policy: Turkey verifies theory,"
CFS Working Paper Series
679, Center for Financial Studies (CFS).
- Refet S. Gürkaynak & Burcin Kisacikoglu & Sang Seok Lee, 2022. "Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory," CESifo Working Paper Series 9748, CESifo.
- Gürkaynak, Refet & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2022. "Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory," CEPR Discussion Papers 17248, C.E.P.R. Discussion Papers.
- Michael D Bauer & Carolin E Pflueger & Adi Sunderam, 2024.
"Perceptions About Monetary Policy,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 139(4), pages 2227-2278.
- Bauer, Michael D. & Pflueger, Carolin E. & Sunderam, Adi, 2022. "Perceptions about monetary policy," IMFS Working Paper Series 176, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Michael D. Bauer & Carolin Pflueger & Adi Sunderam, 2023. "Perceptions about Monetary Policy," Working Paper Series 2023-31, Federal Reserve Bank of San Francisco.
- Bauer, Michael & Pflueger, Carolin & Sunderam, Adi, 2022. "Perceptions about Monetary Policy," CEPR Discussion Papers 17758, C.E.P.R. Discussion Papers.
- Bauer, Michael & Pflueger, Carolin & Sunderam, Adi, 2022. "Perceptions about Monetary Policy," CEPR Discussion Papers 17574, C.E.P.R. Discussion Papers.
- Michael D. Bauer & Carolin Pflueger & Adi Sunderam, 2022. "Perceptions about Monetary Policy," NBER Working Papers 30480, National Bureau of Economic Research, Inc.
- Michael D. Bauer & Carolin E. Pflueger & Adi Sunderam, 2022. "Perceptions about Monetary Policy," CESifo Working Paper Series 10182, CESifo.
- Backus, David & Zin, Stanley E. & Chernov, Mikhail & Zviadadze, Irina, 2013.
"Monetary policy risk: Rules vs. discretion,"
CEPR Discussion Papers
9611, C.E.P.R. Discussion Papers.
- David Backus & Mikhail Chernov & Stanley E. Zin & Irina Zviadadze, 2021. "Monetary Policy Risk: Rules vs. Discretion," NBER Working Papers 28983, National Bureau of Economic Research, Inc.
- Calice, Giovanni & Ioannidis, Christos & Miao, RongHui, 2016. "A Markov switching unobserved component analysis of the CDX index term premium," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 189-204.
- P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015.
"Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty,"
SIRE Discussion Papers
2015-71, Scottish Institute for Research in Economics (SIRE).
- Byrne, JP & Cao, S & Korobilis, D, 2016. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Essex Finance Centre Working Papers 18195, University of Essex, Essex Business School.
- Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," MPRA Paper 63844, University Library of Munich, Germany.
- Joseph P. Byrne & Shuo Cao. & Dimitris Korobilis., 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Working Papers 2015_08, Business School - Economics, University of Glasgow.
- Joslin, Scott & Le, Anh & Singleton, Kenneth J., 2013. "Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs," Journal of Financial Economics, Elsevier, vol. 109(3), pages 604-622.
- Filardo, Andrew & Hubert, Paul & Rungcharoenkitkul, Phurichai, 2022. "Monetary policy reaction function and the financial cycle," Journal of Banking & Finance, Elsevier, vol. 142(C).
- Daniel L. Thornton, 2018.
"Greenspan's Conundrum and the Fed's Ability to Affect Long‐Term Yields,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(2-3), pages 513-543, March.
- Daniel L. Thornton, 2012. "Greenspan’s conundrum and the Fed’s ability to affect long-term yields," Working Papers 2012-036, Federal Reserve Bank of St. Louis.
- Jagjit S Chadha & Philip Turner & Fabrizio Zampolli, 2013.
"The interest rate effects of government debt maturity,"
BIS Working Papers
415, Bank for International Settlements.
- Jagjit Chadha & Philip Turner & Fabrizio Zampolli, 2017. "The interest rate effects of government debt maturity," National Institute of Economic and Social Research (NIESR) Discussion Papers 476, National Institute of Economic and Social Research.
- Ricardo Reis, 2019.
"Central Banks Going Long,"
Central Banking, Analysis, and Economic Policies Book Series, in: Álvaro Aguirre & Markus Brunnermeier & Diego Saravia (ed.),Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications, edition 1, volume 26, chapter 3, pages 043-081,
Central Bank of Chile.
- Ricardo Reis, 2018. "Central Banks Going Long," Discussion Papers 1810, Centre for Macroeconomics (CFM).
- Reis, Ricardo, 2018. "Central Banks Going Long," CEPR Discussion Papers 12833, C.E.P.R. Discussion Papers.
- Ricardo Reis, 2018. "Central Banks Going Long," CESifo Working Paper Series 6998, CESifo.
- Reis, Ricardo, 2018. "Central banks going long," LSE Research Online Documents on Economics 87618, London School of Economics and Political Science, LSE Library.
- Grzegorz Wesoƚowski, 2018.
"Do long-term interest rates drive GDP and inflation in small open economies? Evidence from Poland,"
Applied Economics, Taylor & Francis Journals, vol. 50(57), pages 6174-6192, December.
- Grzegorz Wesołowski, 2016. "Do long term interest rates drive GDP and inflation in small open economies? Evidence from Poland," NBP Working Papers 242, Narodowy Bank Polski.
- Sophocles N. Brissimis & Evangelia A. Georgiou, 2022. "The effects of Federal Reserve's quantitative easing and balance sheet normalization policies on long-term interest rates," Working Papers 299, Bank of Greece.
- James D. Hamilton & Seth Pruitt & Scott Borger, 2011.
"Estimating the Market-Perceived Monetary Policy Rule,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 1-28, July.
- James D. Hamilton & Seth Pruitt & Scott Borger, 2010. "Estimating the Market-Perceived Monetary Policy Rule," NBER Working Papers 16412, National Bureau of Economic Research, Inc.
- Luis Ceballos & Alberto Naudon & Damián Romero, 2016.
"Nominal term structure and term premia: evidence from Chile,"
Applied Economics, Taylor & Francis Journals, vol. 48(29), pages 2721-2735, June.
- Ceballos, Luis & Naudon, Alberto & Romero, Damian, 2014. "Nominal Term Structure and Term Premia. Evidence from Chile," MPRA Paper 60911, University Library of Munich, Germany.
- Luis Ceballos & Alberto Naudon & Damián Romero, 2015. "Nominal Term Structure and Term Premia: Evidence from Chile," Working Papers Central Bank of Chile 752, Central Bank of Chile.
- Balcilar, Mehmet & Gupta, Rangan & Wang, Shixuan & Wohar, Mark E., 2020.
"Oil price uncertainty and movements in the US government bond risk premia,"
The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar, 2019. "Oil Price Uncertainty and Movements in the US Government Bond Risk Premia," Working Papers 201919, University of Pretoria, Department of Economics.
- Kaya, Huseyin, 2013. "The yield curve and the macroeconomy: Evidence from Turkey," Economic Modelling, Elsevier, vol. 32(C), pages 100-107.
- P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 2015-71, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2020.
"Macroeconomic Drivers of Bond and Equity Risks,"
Journal of Political Economy, University of Chicago Press, vol. 128(8), pages 3148-3185.
- John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2013. "Macroeconomic Drivers of Bond and Equity Risks," Harvard Business School Working Papers 14-031, Harvard Business School, revised Aug 2018.
- John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2014. "Macroeconomic Drivers of Bond and Equity Risks," NBER Working Papers 20070, National Bureau of Economic Research, Inc.
- David Backus & Mikhail Chernov & Stanley Zin, 2013.
"Identifying Taylor Rules in Macro-finance Models,"
Working Papers
13-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- David Backus & Mikhail Chernov & Stanley E. Zin, 2013. "Identifying Taylor Rules in Macro-Finance Models," NBER Working Papers 19360, National Bureau of Economic Research, Inc.
- EL FAIZ, Zakaria & ZIANI, Manal, 2016. "Influence de la politique monétaire sur le taux long Quelques évidences empiriques, cas du Maroc [The impact of monetary on long rates : Some empirical evidence from Morocco]," MPRA Paper 72817, University Library of Munich, Germany.
- Billio, M. & Busetto, F. & Dufour, A. & Varotto, S., 2025. "Bond supply expectations and the term structure of interest rates," Journal of International Money and Finance, Elsevier, vol. 150(C).
- Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2021. "Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia," International Review of Finance, International Review of Finance Ltd., vol. 21(2), pages 661-674, June.
- Bouri, Elie & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2021.
"Gold, platinum and the predictability of bond risk premia,"
Finance Research Letters, Elsevier, vol. 38(C).
- Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019. "Gold, Platinum and the Predictability of Bond Risk Premia," Working Papers 201967, University of Pretoria, Department of Economics.
- Vijay A Murik, 2013. "Measuring monetary policy expectations," Australian Journal of Management, Australian School of Business, vol. 38(1), pages 49-65, April.