Switching Monetary Policy Regimes and the Nominal Term Structure
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- Marcelo Ferman, 2011. "Switching Monetary Policy Regimes and the Nominal Term Structure," FMG Discussion Papers dp678, Financial Markets Group.
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- Ales Marsal & Lorant Kaszab & Roman Horvath, 2017.
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- Ales Marsal, 2018. "Government Spending and the Term Structure of Interest Rates in a DSGE Model," 2018 Meeting Papers 107, Society for Economic Dynamics.
- Andreasen, Martin, 2011. "An estimated DSGE model: explaining variation in term premia," Bank of England working papers 441, Bank of England.
- Horváth, Roman & Maršál, Aleš, 2014. "The term structure of interest rates in a small open economy DSGE model with Markov switching," FinMaP-Working Papers 22, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2011-05-24 (Central Banking)
- NEP-DGE-2011-05-24 (Dynamic General Equilibrium)
- NEP-MAC-2011-05-24 (Macroeconomics)
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