Monetary Policy, Interest Rate Rules, and the Term Structure of Interest Rates : Theoretical Considerations and Empirical Implications

Language: English

Published by Peter Lang, Peter Lang, 2007

3631558945 / 9783631558942

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - Interest rate rules play an important role in the empirical analysis of monetary policy as well as in modern monetary theory. Besides giving a comprehensive insight into this line of research the study incorporates the term structure of interest rates into interest rate rules. This is performed analytically as well as empirically. In doing so, state of the art techniques of modern finance for the analysis of the term structure of interest rates are introduced into the macroeconomic concept of interest rate rules. The study implies that from the theoretical perspective term structure effects are an important extension of interest rate rules. From an empirical perspective it shows that including term structure effects in interest rate reaction functions improves our understanding of the interest rate setting of the Deutsche Bundesbank and the European Central Bank.; Habilitationsschrift.

Seller Inventory # 9783631558942

Title
Monetary Policy, Interest Rate Rules, and the Term Structure of Interest Rates : Theoretical Considerations and Empirical Implications
Author
Ralf Fendel
Publisher
Peter Lang, Peter Lang
Publication year
2007
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3631558945
ISBN 13
9783631558942
Item weight
271 grams
Dimensions
210x148x12 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item30 to 40 business days7 to 14 business days
First itemUS$ 69.79US$ 81.16
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