On the informational role of term structure in the US monetary policy rule

DOI10.1016/j.jedc.2013.04.002zbMath1402.91513OpenAlexW3122766281MaRDI QIDQ1994288

Ramón María-Dolores, Jesús Vázquez, Juan-Miguel Londoño

Publication date: 1 November 2018

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

Full work available at URL: http://www.bde.es/f/webbde/SES/Secciones/Publicaciones/PublicacionesSeriadas/DocumentosTrabajo/09/Fic/dt0919e.pdf

zbMATH Keywords

term structureindirect inferenceNKM modelmonetary policy rulereal-time and revised data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• The macroeconomy and the yield curve: a dynamic latent factor approach
• A joint econometric model of macroeconomic and term-structure dynamics
• Simulation estimation of time-series models
• Comparing dynamic equilibrium models to data: a Bayesian approach
• Computing sunspot equilibria in linear rational expectations models
• A method for taking models to the data
• Simulated Moments Estimation of Markov Models of Asset Prices
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• A real-time data set for macroeconomists
• Unnamed Item

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