Search Results - subject:"INTEREST RATE EXPECTATIONS"

A note on simulating the effect of monetary policy changes using only forward curves as inputs

Rannenberg, Ansgar - 2025

I show that in linear rational expectation models, the effect of a monetary tightening can be simulated using contemporaneous and anticipated monetary policy shocks that replicate the forward curves observed during the period of interest, normalized with the forward curve observed in the quarter...

Persistent link: https://www.econbiz.de/10015195473

A note on simulating the effect of monetary policy changes using only forward curves as inputs

Rannenberg, Ansgar - 2025

Persistent link: https://www.econbiz.de/10015185133

Understanding Expectations Formation for Hand-to-Mouth Households : Lessons from the Financial Crisis

Ekici, Tufan; Geiger, Martin; Zachariadis, Marios - 2024

Persistent link: https://www.econbiz.de/10015144229

Empirical DSGE model evaluation with interest rate expectations measures and preferences over safe assets

De Walque, Gregory; Lejeune, Thomas; Rannenberg, Ansgar - 2023

once interest rate expectations are added to the data set. Including measures interest rate expectations strongly improves …We estimate a DSGE model with Preferences Over Safe Assets (POSA) on Euro Area macroeconomic data and interest rate … expectations measures. The model with POSA has much better empirical fit than the otherwise identical model without, especially …

Persistent link: https://www.econbiz.de/10014550288