| 000 | 02292nam a22003497a 4500 | ||
|---|---|---|---|
| 001 | sulb-eb0015139 | ||
| 003 | BD-SySUS | ||
| 005 | 20160405134115.0 | ||
| 008 | 130320s2014||||enk o ||1 0|eng|d | ||
| 020 | _a9781107045149 (ebook) | ||
| 020 | _z9781107044555 (hardback) | ||
| 020 | _z9781316623169 (paperback) | ||
| 040 |
_aUkCbUP _beng _erda _cUkCbUP _dBD-SySUS. |
||
| 050 | 0 | 0 |
_aHG230.3 _b.D486 2014 |
| 082 | 0 | 0 |
_a332.4/6 _223 |
| 245 | 0 | 0 |
_aDevelopments in Macro-Finance Yield Curve Modelling / _cedited by Jagjit S. Chadha, Alain C. J. Durré, Michael A. S. Joyce, Lucio Sarno. |
| 264 | 1 |
_aCambridge : _bCambridge University Press, _c2014. |
|
| 300 |
_a1 online resource (570 pages) : _bdigital, PDF file(s). |
||
| 490 | 0 | _aMacroeconomic Policy Making | |
| 500 | _aTitle from publisher's bibliographic system (viewed on 04 Apr 2016). | ||
| 520 | _aChanges 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. | ||
| 650 | 0 | _aMonetary policy | |
| 650 | 0 | _aMacroeconomics | |
| 700 | 1 |
_aChadha, Jagjit S., _eeditor. |
|
| 700 | 1 |
_aDurré, Alain C. J., _eeditor. |
|
| 700 | 1 |
_aJoyce, Michael A. S., _eeditor. |
|
| 700 | 1 |
_aSarno, Lucio, _eeditor. |
|
| 776 | 0 | 8 |
_iPrint version: _z9781107044555 |
| 830 | 0 | _aMacroeconomic Policy Making. | |
| 856 | 4 | 0 | _uhttp://dx.doi.org/10.1017/CBO9781107045149 |
| 942 |
_2Dewey Decimal Classification _ceBooks |
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| 999 |
_c36983 _d36983 |
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