Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes.

DOI10.1016/S0165-1765(02)00240-9zbMath1037.91565MaRDI QIDQ1853642

David A. Peel, Christos Ioannidis

Publication date: 22 January 2003

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

Term structureMonetary policyParameter instability

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic growth models (91B62)

Related Items (1)

Testing for long-range dependence in the Brazilian term structure of interest rates

Cites Work

• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*

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