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Taylor Rules, McCallum Rules and the Term Structure of Interest Rates · Study

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ArticleTaylor Rules, McCallum Rules and the Term Structure of Interest Rates

Michael F. Gallmeyer2005

OA

Articlegreen2005

Taylor Rules, McCallum Rules and the Term Structure of Interest Rates

Michael F. Gallmeyer · Burton Hollifield · Stanley E. Zin

120 citations·0/0 files stored·Journal of Monetary Economics

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Economic theories and models

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References

1993Discretion versus policy rules in practice 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1999The Science of Monetary Policy: A New Keynesian Perspective 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*1996A YIELD‐FACTOR MODEL OF INTEREST RATES 2000Specification Analysis of Affine Term Structure Models 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables 2002Term Premia and Interest Rate Forecasts in Affine Models

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2007Accounting for a Shift in Term Structure Behavior with No‐Arbitrage and Macro‐Finance Models 2007Cracking the Conundrum 2005Fiscal Policy and the Term Structure of Interest Rates 2008The Yield Curve and Macroeconomic Dynamics*2007Macroeconomic Implications of Changes in the Term Premium 2008A No-Arbitrage Analysis of Macroeconomic Determinants of the Credit Spread Term Structure

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2010Expectations, Bond Yields, and Monetary Policyarticle · 17 shared references 2006Monetary Policy and Rejections of the Expectations Hypothesispreprint · 16 shared references 2010Bond risk premiums and optimal monetary policyarticle · 14 shared references 2013Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risksarticle · 13 shared references 2004A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economyarticle · 13 shared references 2006Macro Factors and the Affine Term Structure of Interest Ratesarticle · 13 shared references

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Year2005

Typearticle

Published2005-04-01

VenueJournal of Monetary Economics

ISSN-L0304-3932

Languageen

Citations120

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.jmoneco.2005.07.010

openalex_workW2072395765

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2006Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premiums

2007Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models