| Description |
1 online resource (xxiv, 545 pages). |
| Physical Medium |
polychrome |
| Description |
text file |
| Series |
Macroeconomic policy making
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Macroeconomic policy making.
|
| Contents |
Foreword -- Preface -- 1. Editors' introductory chapter and overview -- Part I. Keynote addresses. 2. Is the long-term interest rate a policy victim, a policy variable or a policy lodestar? ; 3. Sovereign debt and monetary policy in the euro area ; 4. The Federal Reserve's response to the financial crisis: what it did and what it should have done ; 5. Tail risks and contract design from a financial stability perspective -- Part II. New techniques. 6. Compound autoregressive processes and defaultable bond pricing ; 7. Yield curve dimensionality when short rates are near the zero lower bound ; 8. The intelligible factor model: international comparison and stylized facts ; 9. Estimating the policy rule from money market rates when target rate changes are lumpy ; 10. Developing a practical yield curve model: an odyssey -- Part III. Policy. 11. The repo and federal funds markets before, during, and emerging from the financial crisis ; 12. Taylor rule uncertainty: believe it or not -- Part IV. Estimating inflation risk. 13. Inflation compensation and inflation risk premia in the euro area term structure of interest rates ; 14. The predictive content of the yield curve for inflation ; 15. Inflation risk premium and the term structure of macroeconomic announcements in the euro area and the United States -- Part V. Default risk. 16. A term structure model for defaultable European sovereign bonds ; 17. Some considerations on debt and interest rates -- Index. |
| Bibliography |
Includes bibliographical references and index. |
| Summary |
State-of-the-art research from academics and policy-makers on the role of and challenges to monetary policy during the ongoing financial crisis. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Monetary policy.
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Monetary policy. |
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Macroeconomics.
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Macroeconomics. |
| Genre/Form |
Electronic books.
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| Added Author |
Chadha, Jagjit, editor.
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Durré, Alain, editor.
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Joyce, Michael (Michael Axel Stuart), editor.
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Sarno, Lucio, editor.
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| Other Form: |
Print version: Developments in macro-finance yield curve modelling 9781107045149 (OCoLC)861318418 |
| ISBN |
9781107694415 (electronic book) |
|
1107694418 (electronic book) |
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9781107045149 (electronic book) |
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1107045142 (electronic book) |
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9781107598843 (electronic book) |
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1107598842 (electronic book) |
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9781107704084 (e-book) |
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1107704081 (e-book) |
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9781306497893 |
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1306497892 |
|
1107597455 |
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9781107597457 |
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9781107044555 |
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1107044553 |
|
