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An affine macro-finance term structure model for the euro area · Study

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ArticleAn affine macro-finance term structure model for the euro area

Wolfgang Lemke2007

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Articlegreen2007

An affine macro-finance term structure model for the euro area

22 citations·0/0 files stored·The North American Journal of Economics and Finance

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Monetary Policy and Economic Impact Stochastic processes and financial applications Economic theories and models

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References

1985A Theory of the Term Structure of Interest Rates 1977An equilibrium characterization of the term structure 2004Interest and Prices 1996A YIELD‐FACTOR MODEL OF INTEREST RATES 2000Specification Analysis of Affine Term Structure Models 1999Monetary Policy Rules 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables 1997Inflation forecast targeting: Implementing and monitoring inflation targets

Cited by

2009An Extended Macro-Finance Model with Financial Factors 2007Time-Varying Contributions by the Corporate Bond and CDS Markets to Credit Risk Price Discovery 2011Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets 2017The interest rate effects of government bond purchases away from the lower bound 2014The Macroeconomic Determinants of the US Term-Structure during the Great Moderation

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Year2007

Typearticle

Published2007-08-27

VenueThe North American Journal of Economics and Finance

ISSN-L1062-9408

Languageen

Citations22

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.najef.2007.07.004

openalex_workW2014563445

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