A model of target changes and the term structure of interest rates
Open Access
- 1 July 1997
- journal article
- Published by Elsevier in Journal of Monetary Economics
- Vol. 39 (2) , 223-249
- https://doi.org/10.1016/s0304-3932(97)00010-x
Abstract
No abstract availableKeywords
All Related Versions
This publication has 23 references indexed in Scilit:
- The Daily Market for Federal FundsJournal of Political Economy, 1996
- Interest rates and the conduct of monetary policyCarnegie-Rochester Conference Series on Public Policy, 1991
- Was there a "Peso Problem" in the U.S. Term Structure of Interest Rates: 1979-1982?International Economic Review, 1991
- Cointegration and Tests of Present Value ModelsJournal of Political Economy, 1987
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance MatrixEconometrica, 1987
- Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement WeekJournal of Money, Credit and Banking, 1987
- The Term Structure of Interest Rates RevisitedBrookings Papers on Economic Activity, 1986
- Forward Rates and Future Policy: Interpreting the Term Structure of Interest RatesBrookings Papers on Economic Activity, 1983
- The Federal Reserve System and Control of the Money Supply in the 1970sJournal of Money, Credit and Banking, 1981
- The Volatility of Long-Term Interest Rates and Expectations Models of the Term StructureJournal of Political Economy, 1979