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The impact of ECB monetary policy decisions and communication on the yield curve

Brand, Claus; Turunen, Jarkko; Buncic, Daniel - In: Journal of the European Economic Association 8 (2010) 6, pp. 1266-1298

Persistent link: https://www.econbiz.de/10008902577

The impact of ECB monetary policy decisions and communication on the yield curve

Brand, Claus (contributor); Buncic, Daniel (contributor); … - 2006

We analyse high-frequency changes in the euro area money market yield curve on dates when the ECB regularly sets and communicates decisions on policy interest rates to construct different indicators of monetary policy news relating to policy decisions and to central bank communication. The...

Persistent link: https://www.econbiz.de/10003358614

The impact of ECB monetary policy decisions and communication on the yield curve

Brand, Claus (contributor); Buncic, Daniel (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003798184

The term structure of interest rates in an estimated New Keynesian policy model

Buncic, Daniel; Lentner, Philipp - In: Journal of macroeconomics 50 (2016), pp. 126-150

Persistent link: https://www.econbiz.de/10011707874

Recovering stars in macroeconomics

Buncic, Daniel; Pagan, Adrian R.; Robinson, Tim - 2023

Persistent link: https://www.econbiz.de/10014490398

The Term Structure of Interest Rates in an Estimated New Keynesian Policy Model

Buncic, Daniel - 2016

We jointly estimate a New Keynesian Policy Model with a Gaussian affine no-arbitrage specification of the term structure of interest rates, and assess how important inflation, output and monetary policy shocks are as sources of fluctuations in interest rates and the term premium. To mitigate...

Persistent link: https://www.econbiz.de/10012989942