Does the Term Spread play a role in the FED's reaction function? An Empirical Investigation
Year of publication: |
2004
|
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Authors: | Vázquez Pérez, Jesús |
Institutions: | Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales |
Subject: | fed funds rate | switching regimes | term spread |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series DFAEII 2004.02 Number 2004-02 |
Classification: | C32 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
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Does the Term Spread Play a Role in the Fed's Reaction Function? An Empirical Investigation
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