Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure
Author
Abstract
Suggested Citation
DOI: 10.1016/j.red.2022.01.001
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Chien-Chiang Wang, 2021. "Online Appendix to "Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure"," Online Appendices 19-500, Review of Economic Dynamics.
- Chien-Chiang Wang, 2021. "Code and data files for "Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure"," Computer Codes 19-500, Review of Economic Dynamics.
References listed on IDEAS
- Glenn D. Rudebusch & Eric T. Swanson, 2012.
"The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 105-143, January.
- Glenn D. Rudebusch & Eric T. Swanson, 2008. "The bond premium in a DSGE model with long-run real and nominal risks," Working Paper Research 143, National Bank of Belgium.
- Glenn D. Rudebusch & Eric T. Swanson, 2008. "The bond premium in a DSGE model with long-run real and nominal risks," Working Paper Series 2008-31, Federal Reserve Bank of San Francisco.
- Francisco Palomino, 2012.
"Bond Risk Premiums and Optimal Monetary Policy,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 19-40, January.
- Francisco Palomino, 2010. "Code and data files for "Bond Risk Premiums and Optimal Monetary Policy"," Computer Codes 09-159, Review of Economic Dynamics.
- John Y. Campbell, 1986.
"Bond and Stock Returns in a Simple Exchange Model,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 101(4), pages 785-803.
- John Y. Campbell, 1984. "Bond and Stock Returns in a Simple Exchange Model," NBER Working Papers 1509, National Bureau of Economic Research, Inc.
- Campbell, John, 1986. "Bond and Stock Returns in a Simple Exchange Model," Scholarly Articles 3122544, Harvard University Department of Economics.
- Dimitri Vayanos & Jean‐Luc Vila, 2021.
"A Preferred‐Habitat Model of the Term Structure of Interest Rates,"
Econometrica, Econometric Society, vol. 89(1), pages 77-112, January.
- Dimitri Vayanos & Jean-Luc Vila, 2009. "A Preferred-Habitat Model of the Term Structure of Interest Rates," NBER Working Papers 15487, National Bureau of Economic Research, Inc.
- Vayanos, Dimitri & ,, 2009. "A Preferred-Habitat Model of the Term Structure of Interest Rates," CEPR Discussion Papers 7547, C.E.P.R. Discussion Papers.
- Jean-Luc Vila & Dimitri Vayanos, 2009. "A Preferred-Habitat Model of the Term Structure of Interest Rates," FMG Discussion Papers dp641, Financial Markets Group.
- Vayanos, Dimitri & Vila, Jean-Luc, 2009. "A preferred-habitat model of the term structure of interest rates," LSE Research Online Documents on Economics 29308, London School of Economics and Political Science, LSE Library.
- Vayanos, Dimitri & Vila, Jean-Luc, 2021. "A preferred-habitat model of the term structure of interest rates," LSE Research Online Documents on Economics 106509, London School of Economics and Political Science, LSE Library.
- Joseph Gagnon & Matthew Raskin & Julie Remache & Brian Sack, 2011. "The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases," International Journal of Central Banking, International Journal of Central Banking, vol. 7(1), pages 3-43, March.
- Shouyong Shi, 1997.
"A Divisible Search Model of Fiat Money,"
Econometrica, Econometric Society, vol. 65(1), pages 75-102, January.
- Shouyong Shi, 1996. "A Divisible Search Model of Fiat Money," Working Paper 930, Economics Department, Queen's University.
- Kocherlakota, Narayana R., 2003.
"Societal benefits of illiquid bonds,"
Journal of Economic Theory, Elsevier, vol. 108(2), pages 179-193, February.
- Narayana Kocherlakota, 2003. "Societal Benefits of Illiquid Bonds," Levine's Working Paper Archive 506439000000000300, David K. Levine.
- Benjamin Lester & Andrew Postlewaite & Randall Wright, 2012. "Information, Liquidity, Asset Prices, and Monetary Policy," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(3), pages 1209-1238.
- Don H. Kim & Jonathan H. Wright, 2005. "An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates," Finance and Economics Discussion Series 2005-33, Board of Governors of the Federal Reserve System (U.S.).
- Athanasios Geromichalos & Lucas Herrenbrueck, 2022.
"The Liquidity-Augmented Model of Macroeconomic Aggregates: A New Monetarist DSGE Approach,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 45, pages 134-167, July.
- Athanasios Geromichalos & Lucas Herrenbrueck, 2021. "Code and data files for "The Liquidity-Augmented Model of Macroeconomic Aggregates: A New Monetarist DSGE Approach"," Computer Codes 19-205, Review of Economic Dynamics.
- Fama, Eugene F., 1990. "Term-structure forecasts of interest rates, inflation and real returns," Journal of Monetary Economics, Elsevier, vol. 25(1), pages 59-76, January.
- Unknown, 2005. "Forward," 2005 Conference: Slovenia in the EU - Challenges for Agriculture, Food Science and Rural Affairs, November 10-11, 2005, Moravske Toplice, Slovenia 183804, Slovenian Association of Agricultural Economists (DAES).
- Rocheteau, Guillaume & Wright, Randall & Xiaolin Xiao, Sylvia, 2018.
"Open market operations,"
Journal of Monetary Economics, Elsevier, vol. 98(C), pages 114-128.
- Sylvia Xiao & Randall Wright & Guillaume Rocheteau, 2017. "Open Market Operations," 2017 Meeting Papers 345, Society for Economic Dynamics.
- Arvind Krishnamurthy & Annette Vissing-Jorgensen, 2011.
"The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 42(2 (Fall)), pages 215-287.
- Arvind Krishnamurthy & Annette Vissing-Jorgensen, 2011. "The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy," NBER Working Papers 17555, National Bureau of Economic Research, Inc.
- David K. Backus & Jonathan H. Wright, 2007.
"Cracking the Conundrum,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 38(1), pages 293-329.
- David K. Backus & Jonathan H. Wright, 2007. "Cracking the Conundrum," NBER Working Papers 13419, National Bureau of Economic Research, Inc.
- David K. Backus & Jonathan H. Wright, 2007. "Cracking the Conundrum," Working Papers 07-21, New York University, Leonard N. Stern School of Business, Department of Economics.
- David K. Backus & Jonathan H. Wright, 2007. "Cracking the conundrum," Finance and Economics Discussion Series 2007-46, Board of Governors of the Federal Reserve System (U.S.).
- Darrell Duffie, 2012.
"Over-The-Counter Markets,"
Introductory Chapters, in: Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets,
Princeton University Press.
- Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen, 2005. "Over-the-Counter Markets," Econometrica, Econometric Society, vol. 73(6), pages 1815-1847, November.
- Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen, 2004. "Over-the-Counter Markets," NBER Working Papers 10816, National Bureau of Economic Research, Inc.
- Daniel L. Thornton, 2012. "Evidence on the portfolio balance channel of quantitative easing," Working Papers 2012-015, Federal Reserve Bank of St. Louis.
- David Andolfatto, 2015. "A Model of U.S. Monetary Policy Before and After the Great Recession," Review, Federal Reserve Bank of St. Louis, vol. 97(3), pages 233-256.
- Backus, David K. & Gregory, Allan W. & Zin, Stanley E., 1989.
"Risk premiums in the term structure : Evidence from artificial economies,"
Journal of Monetary Economics, Elsevier, vol. 24(3), pages 371-399, November.
- David K. Backus & Allan W. Gregory & Stanley E. Zin, 1986. "Risk Premiums in the Term Structure : Evidence from Artificial Economies," Working Paper 665, Economics Department, Queen's University.
- Thomas J. Sargent & Neil Wallace, 1984.
"Some Unpleasant Monetarist Arithmetic,"
Palgrave Macmillan Books, in: Brian Griffiths & Geoffrey E. Wood (ed.), Monetarism in the United Kingdom, pages 15-41,
Palgrave Macmillan.
- Thomas J. Sargent & Neil Wallace, 1981. "Some unpleasant monetarist arithmetic," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 5(Fall).
- Geromichalos, Athanasios & Herrenbrueck, Lucas M. & Salyer, Kevin D., 2016.
"A search-theoretic model of the term premium,"
Theoretical Economics, Econometric Society, vol. 11(3), September.
- Kevin Salyer & Athanasios Geromichalos & Lucas Herrenbrueck, 2013. "A Search-Theoretic Model of the Term Premium," Working Papers 300, University of California, Davis, Department of Economics.
- Aiyagari, S. Rao & Williamson, Stephen D., 2000.
"Money and Dynamic Credit Arrangements with Private Information,"
Journal of Economic Theory, Elsevier, vol. 91(2), pages 248-279, April.
- Aiyagari, S. Rao & Williamson, Stephen, 1997. "Money and Dynamic Credit Arrangements with Private Information," Working Papers 97-19, University of Iowa, Department of Economics.
- S. Rao Aiyagari & Stephen D. Williamson, 1998. "Money and dynamic credit arrangements with private information," Working Papers (Old Series) 9807, Federal Reserve Bank of Cleveland.
- S. Rao Aiyagari & Stephen D. Williamson, 1998. "Money and Dynamic Credit Arrangements with Private Information," Game Theory and Information 9802002, University Library of Munich, Germany.
- Hayne Leland, 2019.
"Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk,"
Finance, Presses universitaires de Grenoble, vol. 40(3), pages 45-75.
- Hayne Leland., 1994. "Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk," Research Program in Finance Working Papers RPF-240, University of California at Berkeley.
- Arvind Krishnamurthy & Annette Vissing-Jorgensen, 2011. "The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 43(2 (Fall)), pages 215-287.
- Han Chen & Vasco Cúrdia & Andrea Ferrero, 2012.
"The Macroeconomic Effects of Large‐scale Asset Purchase Programmes,"
Economic Journal, Royal Economic Society, vol. 122(564), pages 289-315, November.
- Han Chen & Vasco Curdia & Andrea Ferrero, 2011. "The macroeconomic effects of large-scale asset purchase programs," Staff Reports 527, Federal Reserve Bank of New York.
- Vasco Curdia & Andrea Ferrero & Han Chen, 2012. "The Macroeconomic Effects of Large-Scale Asset Purchase Programs," 2012 Meeting Papers 372, Society for Economic Dynamics.
- Han Chen & Vasco Curdia & Andrea Ferrero, 2012. "The macroeconomic effects of large-scale asset purchase programs," Working Paper Series 2012-22, Federal Reserve Bank of San Francisco.
- Andolfatto, David & Williamson, Stephen, 2015.
"Scarcity of safe assets, inflation, and the policy trap,"
Journal of Monetary Economics, Elsevier, vol. 73(C), pages 70-92.
- David Andolfatto & Stephen D. Williamson, 2015. "Scarcity of Safe Assets, Inflation, and the Policy Trap," Working Papers 2015-2, Federal Reserve Bank of St. Louis.
- Javier Andrés & J. David López Salido & Edward Nelson, 2004. "Tobin's imperfect substitution in optimizing general equilibrium," Working Papers 0409, Banco de España.
- Reuben A. Kessel, 1971. "The Cyclical Behavior of the Term Structure of Interest Rates," NBER Chapters, in: Essays on Interest Rates, Volume 2, pages 337-390, National Bureau of Economic Research, Inc.
- Andrés, Javier & López-Salido, J David & Nelson, Edward, 2004.
"Tobin's Imperfect Asset Substitution in Optimizing General Equilibrium,"
CEPR Discussion Papers
4336, C.E.P.R. Discussion Papers.
- Javier Andres & J. David López-Salido & Edward Nelson, 2004. "Tobin's imperfect asset substitution in optimizing general equilibrium," Working Papers 2004-003, Federal Reserve Bank of St. Louis.
- Rao Aiyagari, S. & Gertler, Mark, 1985. "The backing of government bonds and monetarism," Journal of Monetary Economics, Elsevier, vol. 16(1), pages 19-44, July.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Howard Kung & Gonzalo Morales & Alexandre Corhay, 2017. "Fiscal Discount Rates and Debt Maturity," 2017 Meeting Papers 840, Society for Economic Dynamics.
- Refet S. Gürkaynak & Jonathan H. Wright, 2012.
"Macroeconomics and the Term Structure,"
Journal of Economic Literature, American Economic Association, vol. 50(2), pages 331-367, June.
- Wright, Jonathan & Gürkaynak, Refet, 2010. "Macroeconomics and the Term Structure," CEPR Discussion Papers 8018, C.E.P.R. Discussion Papers.
- Sophocles N. Brissimis & Evangelia A. Georgiou, 2022. "The effects of Federal Reserve's quantitative easing and balance sheet normalization policies on long-term interest rates," Working Papers 299, Bank of Greece.
- David Knezevic & Martin Nordström & Pär Österholm, 2021.
"The relation between municipal and government bond yields in an era of unconventional monetary policy,"
Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 50(1), February.
- Knezevic, David & Nordström, Martin & Österholm, Pär, 2019. "The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy," Working Papers 2019:6, Örebro University, School of Business.
- M. Falagiarda & M. Marzo, 2012. "A DSGE model with Endogenous Term Structure," Working Papers wp830, Dipartimento Scienze Economiche, Universita' di Bologna.
- José Dorich & Nicholas Labelle St-Pierre & Vadym Lepetyuk & Rhys R. Mendes, 2018.
"Could a higher inflation target enhance macroeconomic stability?,"
Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 1029-1055, August.
- José Dorich & Nicholas Labelle St‐Pierre & Vadym Lepetyuk & Rhys R. Mendes, 2018. "Could a higher inflation target enhance macroeconomic stability?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(3), pages 1029-1055, August.
- José Dorich & Nicholas Labelle & Vadym Lepetyuk & Rhys R. Mendes, 2018. "Could a Higher Inflation Target Enhance Macroeconomic Stability?," Staff Working Papers 18-17, Bank of Canada.
- José Dorich & Nicholas Labelle St-Pierre & Vadym Lepetyuk & Rhys Mendes, 2018. "Could a higher inflation target enhance macroeconomic stability?," BIS Working Papers 720, Bank for International Settlements.
- Martin Kliem & Alexander Meyer‐Gohde, 2022.
"(Un)expected monetary policy shocks and term premia,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 477-499, April.
- Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected monetary policy shocks and term premia," Discussion Papers 30/2017, Deutsche Bundesbank.
- Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected Monetary Policy Shocks and Term Premia," SFB 649 Discussion Papers 2017-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Martin Kliem & Alexander Meyer-Gohde, 2018. "(Un)expected Monetary Policy Shocks and Term Premia," 2018 Meeting Papers 102, Society for Economic Dynamics.
- Kliem, Martin & Meyer-Gohde, Alexander, 2019. "(Un)expected monetary policy shocks and term premia," IMFS Working Paper Series 137, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Michael Joyce & David Miles & Andrew Scott & Dimitri Vayanos, 2012. "Quantitative Easing and Unconventional Monetary Policy – an Introduction," Economic Journal, Royal Economic Society, vol. 122(564), pages 271-288, November.
- Matteo Falagiarda, 2014.
"Evaluating quantitative easing: a DSGE approach,"
International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 7(4), pages 302-327.
- Falagiarda, Matteo, 2013. "Evaluating Quantitative Easing: A DSGE Approach," MPRA Paper 49457, University Library of Munich, Germany.
- Giuseppe Ferrero & Michele Loberto & Marcello Miccoli, 2021. "The assets’ pledgeability channel of unconventional monetary policy," Economic Inquiry, Western Economic Association International, vol. 59(4), pages 1547-1568, October.
- Michiel De Pooter & Robert F. Martin & Seth Pruitt & Rebecca DeSimone, 2015. "Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter?," International Finance Discussion Papers 1139, Board of Governors of the Federal Reserve System (U.S.).
- Pagliari, Maria Sole, 2024.
"Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies,"
European Economic Review, Elsevier, vol. 168(C).
- Maria Sole Pagliari, 2021. "Does one (unconventional) size fit all? Effects of the ECB's unconventional monetary policies on the euro area economies," Working papers 829, Banque de France.
- Sami Alpanda & Uluc Aysun & Serdar Kabaca, 2022.
"International Portfolio Rebalancing and Fiscal Policy Spillovers,"
Working Papers
2022-01, University of Central Florida, Department of Economics.
- Sami Alpanda & Uluc Aysun & Serdar Kabaca, 2023. "International Portfolio Rebalancing and Fiscal Policy Spillovers," Staff Working Papers 23-56, Bank of Canada.
- Gregor Boehl & Gavin Goy & Felix Strobel, 2024.
"A Structural Investigation of Quantitative Easing,"
The Review of Economics and Statistics, MIT Press, vol. 106(4), pages 1028-1044, July.
- Gregor Boehl & Gavin Goy & Felix Strobel, 2020. "A Structural Investigation of Quantitative Easing," CRC TR 224 Discussion Paper Series crctr224_2020_193, University of Bonn and University of Mannheim, Germany.
- Böhl, Gregor & Goy, Gavin & Strobel, Felix, 2020. "A structural investigation of quantitative easing," IMFS Working Paper Series 142, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Gregor Boehl & Gavin Goy & Felix Strobel, 2020. "A Structural Investigation of Quantitative Easing," Working Papers 691, DNB.
- Böhl, Gregor & Goy, Gavin & Strobel, Felix, 2021. "A structural investigation of quantitative easing," Discussion Papers 01/2021, Deutsche Bundesbank.
- Hohberger, Stefan & Priftis, Romanos & Vogel, Lukas, 2020.
"The distributional effects of conventional monetary policy and quantitative easing: Evidence from an estimated DSGE model,"
Journal of Banking & Finance, Elsevier, vol. 113(C).
- Hohberger, Stefan & Priftis, Romanos & Vogel, Lukas, 2018. "The distributional effects of conventional monetary policy and quantitative easing: Evidence from an estimated DSGE model," Working Papers 2018-12, Joint Research Centre, European Commission.
- Stefan Hohberger & Romanos Priftis & Lukas Vogel, 2019. "The Distributional Effects of Conventional Monetary Policy and Quantitative Easing: Evidence from an Estimated DSGE Model," Staff Working Papers 19-6, Bank of Canada.
- Hohberger, Stefan & Priftis, Romanos & Vogel, Lukas, 2019.
"The macroeconomic effects of quantitative easing in the euro area: Evidence from an estimated DSGE model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 108(C).
- HOHBERGER, Stefan; PRIFTIS, Romanos; VOGEL, Lukas, 2017. "The macroeconomic effects of quantitative easing in the Euro area : evidence from an estimated DSGE model," Economics Working Papers ECO2017/04, European University Institute.
- Hohberger, Stefan & Priftis, Romanos & Vogel, Lukas, 2017. "The Macroeconomic Effects of Quantitative Easing in the Euro Area: Evidence from an Estimated DSGE Model," MPRA Paper 78955, University Library of Munich, Germany.
- Vogel, Lukas & Hohberger, Stefan & Priftis, Romanos, 2017. "The Macroeconomic Effects of Quantitative Easing in the Euro Area: Evidence from an Estimated DSGE Model," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168060, Verein für Socialpolitik / German Economic Association.
- Stefan Hohberger & Romanos Priftis & Lukas Vogel, 2018. "The Macroeconomic Effects of Quantitative Easing in the Euro Area: Evidence from an Estimated DSGE Model," Staff Working Papers 18-11, Bank of Canada.
- Blattner Tobias S. & Swarbrick Jonathan M., 2021.
"Monetary Policy and Cross-Border Interbank Market Fragmentation: Lessons from the Crisis,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(1), pages 323-368, January.
- Blattner, Tobias & Swarbrick, Jonathan, 2017. "Monetary policy and cross-border interbank market fragmentation: lessons from the crisis," EconStor Preprints 157881, ZBW - Leibniz Information Centre for Economics, revised 2017.
- Tobias Blattner & Jonathan Swarbrick, 2020. "Monetary Policy and Cross-Border Interbank Market Fragmentation: Lessons from the Crisis," Staff Working Papers 20-34, Bank of Canada.
- Blattner, Tobias Sebastian & Swarbrick, Jonathan M., 2018. "Monetary policy and cross-border interbank market fragmentation: lessons from the crisis," Working Paper Series 2139, European Central Bank.
- Ricardo Reis, 2016. "QE in the future: the central bank's balance sheet in a financial crisis," Discussion Papers 1620, Centre for Macroeconomics (CFM).
- Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2017.
"The impact of monetary policy on corporate bonds under regime shifts,"
Journal of Banking & Finance, Elsevier, vol. 80(C), pages 176-202.
- Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2015. "The Impact of Monetary Policy on Corporate Bonds under Regime Shifts," Working Papers 562, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Ellison, Martin & Tischbirek, Andreas, 2014.
"Unconventional government debt purchases as a supplement to conventional monetary policy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 199-217.
- Ellison, Martin & Tischbirek, Andreas, 2013. "Unconventional government debt purchases as a supplement to conventional monetary policy," Bank of Finland Research Discussion Papers 3/2013, Bank of Finland.
- Martin Ellison & Andreas Tischbirek, 2013. "Unconventional government debt purchases as a supplement to conventional monetary policy," Economics Series Working Papers 679, University of Oxford, Department of Economics.
More about this item
Keywords
Term premium; Yield curve; Financial friction; Monetary policy; Quantitative easing; Heterogeneous households;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:red:issued:19-500. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christian Zimmermann (email available below). General contact details of provider: https://edirc.repec.org/data/sedddea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.