Long-term interest rates, risk premia and unconventional monetary policy

DOI10.1016/J.JEDC.2013.07.004zbMath1402.91830OpenAlexW2167734238MaRDI QIDQ1994180

Mariano Kulish, Callum R. T. Jones

Publication date: 1 November 2018

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2013.07.004

zbMATH Keywords

term structurerisk premiaTaylor ruleunconventional monetary policy

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Related Items (1)

Solving linear rational expectations models in the presence of structural change: some extensions

Uses Software

• Gensys

Cites Work

• The butterfly effect of small open economies
• Financial shocks and the maturity of the monetary policy rate
• Solving linear rational expectations models

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