Some Further Evidence on Interest-Rate Smoothing: The Role of Measurement Errors in the Output Gap
Preprint
- 1 January 2006
- preprint
- Published by Elsevier in SSRN Electronic Journal
Abstract
It has been suggested that interest-rate smoothing may be partly explained by an omitted variable that relates to conditions in financial markets. We propose anKeywords
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This publication has 5 references indexed in Scilit:
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