Pages that link to "Item:Q386942"
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The following pages link to Monetary policy regimes and the term structure of interest rates (Q386942):
Displaying 20 items.
- Monetary regime change and business cycles (Q318335) (← links)
- The term structure of interest rates and regime shifts (Q672787) (← links)
- Long memory affine term structure models (Q898585) (← links)
- Structural shocks and the comovements between output and interest rates (Q976532) (← links)
- Interest rate rules under financial dominance (Q1624107) (← links)
- Nonlinearities, smoothing and countercyclical monetary policy (Q1624114) (← links)
- Debt regimes and the effectiveness of monetary policy (Q1657642) (← links)
- Monetary and fiscal policy switching with time-varying volatilities (Q1670198) (← links)
- Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes. (Q1853642) (← links)
- On the informational role of term structure in the US monetary policy rule (Q1994288) (← links)
- Origins of monetary policy shifts: a new approach to regime switching in DSGE models (Q2054823) (← links)
- A model for policy interest rates (Q2246701) (← links)
- Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models (Q2338517) (← links)
- Monetary policy and risk-based asset allocation (Q2416230) (← links)
- The effects of monetary policy regime shifts on the term structure of interest rates (Q2687866) (← links)
- Monetary policy regime switches and macroeconomic dynamics (Q2802715) (← links)
- Monetary policy implementation frameworks: a comparative analysis (Q2843361) (← links)
- Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model (Q4687656) (← links)
- Monetary policy is not always systematic and data-driven: evidence from the yield curve (Q6049575) (← links)
- Term structures and firm dynamics: a FAVAR approach (Q6665042) (← links)
