Euler equations and money market interest rates: A challenge for monetary policy models
- 31 October 2007
- journal article
- Published by Elsevier in Journal of Monetary Economics
- Vol. 54 (7) , 1863-1881
- https://doi.org/10.1016/j.jmoneco.2006.09.001
Abstract
No abstract availableThis publication has 25 references indexed in Scilit:
- Interest rate rules and price determinacy: The role of transactions services of bondsJournal of Monetary Economics, 2005
- Nominal Rigidities and the Dynamic Effects of a Shock to Monetary PolicyJournal of Political Economy, 2005
- The Equivalence of Wage and Price Staggering in Monetary Business Cycle ModelsReview of Economic Dynamics, 2002
- Habit Persistence, Asset Returns, and the Business CycleAmerican Economic Review, 2001
- By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market BehaviorJournal of Political Economy, 1999
- Risk premia and term premia in general equilibriumJournal of Monetary Economics, 1999
- Chapter 2 Monetary policy shocks: What have we learned and to what end?Published by Elsevier ,1999
- Sticky price and limited participation models of money: A comparisonEuropean Economic Review, 1997
- A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate PuzzlesJournal of Political Economy, 1996
- Liquidity Effects, Monetary Policy, and the Business CycleJournal of Money, Credit and Banking, 1995