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A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy · Study

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PreprintA Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy

Glenn D. Rudebusch2004

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Preprintgreen2004

A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy

Glenn D. Rudebusch · Tao L. Wu

93 citations·0/0 files stored·SSRN Electronic Journal

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

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References

1993Discretion versus policy rules in practice 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 1991Common Factors Affecting Bond Returns 2000Specification Analysis of Affine Term Structure Models 1999Monetary Policy Rules 1999Monetary Theory and Policy

Cited by

2008Forecasts of US short-term interest rates: A flexible forecast combination approach 2007Japan's Deflation, Problems in the Financial System and Monetary Policy 2011Risk, Uncertainty and Monetary Policy 2007Macroeconomic Implications of Changes in the Term Premium 2014Bond Market Exposures to Macroeconomic and Monetary Policy Risks 2011Identification and Estimation of Gaussian Affine Term Structure Models

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2004A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economyarticle · 27 shared references 2005Monetary Policy Inertia: Fact or Fiction?preprint · 17 shared references 2005Assessing the Lucas Critique in Monetary Policy Modelsarticle · 16 shared references 2004Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertiapreprint · 15 shared references 2006Monetary Policy Inertia: Fact or Fiction?article · 14 shared references 2007Accounting for a Shift in Term Structure Behavior with No‐Arbitrage and Macro‐Finance Modelsarticle · 14 shared references

Details

Year2004

Typepreprint

Published2004-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations93

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.511282

openalex_workW3124633084

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2005

Term structure estimation without using latent factors

2007The Bond Yield 'Conundrum' from a Macro-Finance Perspective