Identifying Taylor rules in macro-finance models
Year of publication: |
2013-08
|
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Authors: | Backus, David ; Chernov, Mikhail ; Zin, Stanley E. |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | exponential-affine models | forward-looking models | information sets | monetary policy |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 9611 |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; G12 - Asset Pricing |
Source: |
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