Results 211-220 of 416.
|2008 ||Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model||Giese, Julia V.
|2009 ||Should We Discount the Far-Distant Future at Its Lowest Possible Rate?||Gollier, Christian
|2011 ||Monetary policy and TIPS yields before the crisis||Gerlach, Stefan / Moretti, Laura
|2003 ||Permanent and transitory policy shocks in an empirical macro model with asymmetric information||Kozicki, Sharon / Tinsley, P. A.
|2003 ||Equal size, equal role? Interest rate interdependence between the Euro area and the United States||Ehrmann, Michael / Fratzscher, Marcel
|2012 ||Euler equations and money market interest rates: The role of monetary and risk premium shocks||Gareis, Johannes / Mayer, Eric
|2015 ||Forward guidance at the zero lower bound in a model of price-level targeting||Illing, Gerhard / Siemsen, Thomas
|2013 ||Party affiliation rather than former occupation: The background of central bank governors and its effect on monetary policy||Neuenkirch, Matthias / Neumeier, Florian
|2008 ||Great moderations and US interest rates: Unconditional evidence||Nason, James M. / Smith, Gregor W.
|2007 ||Explaining the US bond yield conundrum||Bandholz, Harm / Clostermann, Jörg / Seitz, Franz