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Hogan, Thomas L. - In: Journal of macroeconomics 43 (2015), pp. 257-266

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The Macroeconomic Determinants of the US Term-Structure during the Great Moderation

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The aim of this paper is to study how macroeconomic impulses can affect the term structure during the Great Moderation. As novelty in the research strategy, we create a term-structure using three latent factors of the yield curve. A Nelson-Siegel Model is implemented to estimate the latent...

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China’s Monetary Policy Regulation and Financial Risk Prevention : The Study of Effectiveness and Appropriateness

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correlations between monetary policy, economic growth, inflation and asset price volatility, explores the creation of financial … Regulation on Economic Growth and Inflation -- Appropriateness Study of Monetary Policy Regulation on Real Estate Price … inflation, and provides a theoretical basis for and empirical demonstration of monetary policy implementation in China. Previous …

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The great moderation in the USA and across the world

Ćorić, Bruno; Muštra, Vinko - In: International journal of sustainable economy 6 (2014) 2, pp. 113-129

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