Interest rate rules and inflation risks in a macro-finance model
Roman Horvath, Lorant Kaszab, Ales Marsal
| Year of publication: |
2022
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|---|---|
| Authors: | Horváth, Roman ; Kaszab, Lorant ; Marsal, Ales |
| Published in: |
Scottish journal of political economy : the journal of the Scottish Economic Society. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9485, ZDB-ID 1473829-6. - Vol. 69.2022, 4, p. 416-440
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| Subject: | GMM | inflation risk | New Keynesian | nominal term premium | Taylor rule | zero-coupon bond | Taylor-Regel | Zinsstruktur | Yield curve | Inflation | Theorie | Theory | Schätzung | Estimation | Geldpolitik | Monetary policy | Risikoprämie | Risk premium | Inflationserwartung | Inflation expectations | Zinspolitik | Interest rate policy | Zero-Bond | Zero-coupon bond | Neoklassische Synthese | Neoclassical synthesis | Zins | Interest rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/sjpe.12307 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013396108