Term structure views of monetary policy under alternative models of agent expectations

DOI10.1016/S0165-1889(99)00072-XzbMath0956.91059OpenAlexW2006217424WikidataQ128018761 ScholiaQ128018761MaRDI QIDQ1583315

P. A. Tinsley, Sharon Kozicki

Publication date: 26 October 2000

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(99)00072-x

zbMATH Keywords

interest ratesshort rate expectationstransmission of monetary policy

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (13)

Drifting inflation targets and monetary stagflation ⋮ The macroeconomy and the yield curve: a dynamic latent factor approach ⋮ Financial factors, macroeconomic information and the expectations theory of the term structure of interest rates ⋮ Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation ⋮ Minding the gap: Central bank estimates of the unemployment natural rate ⋮ A classification system for economic stochastic control models ⋮ Staying at zero with affine processes: an application to term structure modelling ⋮ Evolving macroeconomic perceptions and the term structure of interest rates ⋮ Fitting observed inflation expectations ⋮ Heterogeneous response of disaggregate inflation to monetary policy regime change: the role of price stickiness ⋮ Bayesian fan charts for U.K. Inflation: Forecasting and sources of uncertainty in an evolving monetary system ⋮ Macroeconomic effects of inflation target uncertainty shocks ⋮ Dynamic specifications in optimizing trend-deviation macro models.

Cites Work

• Moving endpoints and the internal consistency of agents' ex ante forecasts
• A Theory of the Term Structure of Interest Rates
• Tests for Parameter Instability and Structural Change With Unknown Change Point
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Term structure views of monetary policy under alternative models of agent expectations