Yield curve and financial uncertainty : evidence based on US data
Year of publication: |
2019
|
---|---|
Authors: | Castelnuovo, Efrem |
Publisher: |
[Canberra] : Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis |
Subject: | Financial uncertainty shocks | yield curve | local projections | inflation dynamics | output growth | Zinsstruktur | Yield curve | Risiko | Risk | Schock | Shock | USA | United States | Inflation | Bruttoinlandsprodukt | Gross domestic product | Großbritannien | United Kingdom | VAR-Modell | VAR model | Schätzung | Estimation | Theorie | Theory |
-
Yield curve and financial uncertainty : evidence based on US data
Castelnuovo, Efrem, (2019)
-
Monetary policy shocks identified using the entire yield curve : an alternative approach
Jang, Woon Wook, (2022)
-
Uncertainty shocks, monetary policy and long-term interest rates
Amisano, Gianni, (2019)
- More ...
-
Castelnuovo, Efrem, (2022)
-
Uncertainty, Skewness, and the Business Cycle through the MIDAS Lens
Castelnuovo, Efrem, (2022)
-
Castelnuovo, Efrem, (2022)
- More ...