Euler equations and money market interest rates: the role of monetary policy and risk premium shocks

DOI10.1016/J.ECONLET.2013.03.025zbMath1284.91398OpenAlexW2031144896MaRDI QIDQ2440145

Johannes Gareis, Eric Mayer

Publication date: 27 March 2014

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2013.03.025

zbMATH Keywords

monetary policyEuler interest raterisk premium shocks

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

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