Financial shocks and the maturity of the monetary policy rate

DOI10.1016/J.ECONLET.2010.02.012zbMath1230.91133OpenAlexW2056188801MaRDI QIDQ985207

Petra Gerlach-Kristen, Barbara Rudolf

Publication date: 20 July 2010

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2010.02.012

zbMATH Keywords

financial shocksmaturity of the policy interest ratemonetary policy frameworkthree-month libor

Mathematics Subject Classification ID

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

Related Items (1)

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

Uses Software

• Gensys

Cites Work

• Unnamed Item
• Solving linear rational expectations models
• Forward-looking behavior and optimal discretionary monetary policy
• Inflation Persistence

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