Description:Changes in the shape of the yield curve have traditionally been one of the key macroeconomic indicators of a likely change in economic outlook. However, the recent financial crises have created a challenge to the management of monetary policy, demanding a revision in the way that policymakers model expected changes in the economy. This volume brings together central bank economists and leading academic monetary economists to propose new methods for modelling the behaviour of interest rates. Topics covered include: the analysis and extraction of expectations of future monetary policy and inflation; the analysis of the short-term dynamics of money market interest rates; the reliability of existing models in periods of extreme market volatility and how to adjust them accordingly; and the role of government debt and deficits in affecting sovereign bond yields and spreads. This book will interest financial researchers and practitioners as well as academic and central bank economists.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Developments in Macro-Finance Yield Curve Modelling (Macroeconomic Policy Making). To get started finding Developments in Macro-Finance Yield Curve Modelling (Macroeconomic Policy Making), you are right to find our website which has a comprehensive collection of manuals listed. Our library is the biggest of these that have literally hundreds of thousands of different products represented.
Pages
—
Format
PDF, EPUB & Kindle Edition
Publisher
—
Release
—
ISBN
1107044553
Developments in Macro-Finance Yield Curve Modelling (Macroeconomic Policy Making)
Description: Changes in the shape of the yield curve have traditionally been one of the key macroeconomic indicators of a likely change in economic outlook. However, the recent financial crises have created a challenge to the management of monetary policy, demanding a revision in the way that policymakers model expected changes in the economy. This volume brings together central bank economists and leading academic monetary economists to propose new methods for modelling the behaviour of interest rates. Topics covered include: the analysis and extraction of expectations of future monetary policy and inflation; the analysis of the short-term dynamics of money market interest rates; the reliability of existing models in periods of extreme market volatility and how to adjust them accordingly; and the role of government debt and deficits in affecting sovereign bond yields and spreads. This book will interest financial researchers and practitioners as well as academic and central bank economists.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Developments in Macro-Finance Yield Curve Modelling (Macroeconomic Policy Making). To get started finding Developments in Macro-Finance Yield Curve Modelling (Macroeconomic Policy Making), you are right to find our website which has a comprehensive collection of manuals listed. Our library is the biggest of these that have literally hundreds of thousands of different products represented.