금융 | Term Structure Modeling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs | 한국금융연구원

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2014-01-21 일자  [제 14-06 호]

Term Structure Modeling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs
FRB (2014-01-20)

This paper estimates an arbitrage-free term structure model with both observable yield factors and Treasury and Agency MBS supply factors, and uses it to eval‎uate the term premium effects of the Federal Reserve's large-scale asset ..  more

Targeting nominal GDP or prices: Guidance and expectation dynamics
Bank of Finland (2014-01-20)

We examine global dynamics under infinite-horizon learning in New Keynesian models where monetary policy practices either pricelevel or nominal GDP targeting and compare these regimes to inflation targeting. These interest-rate ru ..  more

Governance and Development Outcomes in Asia
ADB (2014-01-20)

The relationship between governance and economic development is one of the most important areas of research in international development. Much of the previous literature has focused on whether better governance leads to higher lev ..  more

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Monetary Policy and Real Borrowing Costs at the Zero Lower Bound	FRB	14-01-20
Term Structure Modeling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs	FRB	14-01-20
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