Estimating shadow policy rates in a small open economy and the role of foreign factors
Year of publication: |
2024
|
---|---|
Authors: | Fornero, Jorge ; Kirchner, Markus ; Molina, Carlos |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 0261-5606, ZDB-ID 1500496-X. - Vol. 140.2024, Art.-No. 102972, p. 1-18
|
Subject: | Dynamic factor models | Effective lower bound | Shadow interest rate | Small open economy | Unconventional monetary policy | Kleine offene Volkswirtschaft | Geldpolitik | Monetary policy | Niedrigzinspolitik | Low-interest-rate policy | Schätzung | Estimation | Zins | Interest rate | Zinsstruktur | Yield curve | Eurozone | Euro area |
-
A time series model of interest rates with the effective lower bound
Johannsen, Benjamin K., (2018)
-
A global monetary policy factor in sovereign bond yields
Malliaropulos, Dimitris, (2023)
-
Taylor rule and shadow rates : theory and empirical analysis
Lupiani, Camilla, (2024)
- More ...
-
Estimating shadow policy rates in a small open economy and the role of foreign factors
Fornero, Jorge, (2021)
-
Learning About Commodity Cycles and Saving- Investment Dynamics in a Commodity-Exporting Economy
Fornero, Jorge, (2014)
-
Terms of trade shocks and investment in commodity-exporting economies
Fornero, Jorge, (2016)
- More ...