Towards a Joint Characterization of Monetary Policy and the Dynamics of the Term Structure of Interest Rates
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Cited by:
- Lemke, Wolfgang, 2008.
"An affine macro-finance term structure model for the euro area,"
The North American Journal of Economics and Finance, Elsevier, vol. 19(1), pages 41-69, March.
- Lemke, Wolfgang, 2007. "An affine macro-finance term structure model for the euro area," Discussion Paper Series 1: Economic Studies 2007,13, Deutsche Bundesbank.
- Fladung, Michael, 2007. "Spill-over effects of monetary policy: a progress report on interest rate convergence in Europe," Discussion Paper Series 1: Economic Studies 2007,27, Deutsche Bundesbank.
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More about this item
Keywords
affine term structure models; monetary policy rules; Kalman filter;All these keywords.
JEL classification:
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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