| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP1585 |
| DP1585 Policy Complementarities: The Case for Fundamental Labour Market Reform | |
| Dennis Snower; David T. Coe | |
| 发表日期 | 1997-02-21 |
| 出版年 | 1997 |
| 语种 | 英语 |
| 摘要 | This paper is a selective survey of new or recent methods to extract information about market expectations from asset prices for monetary policy purposes. Traditionally, interest rates and forward exchange rates have been used to extract expected means of future interest rates, exchange rates and inflation. More recently, these methods have been refined to rely on implied forward interest rates, so as to extract expected future time-paths. Very recently, methods have been designed to extract not only the means, but also the whole (risk neutral) probability distribution from a set of option prices. |
| 主题 | International Macroeconomics |
| 关键词 | Exchange rates Forward rate curve inflation Interest rates Options Risk neutral distribution |
| URL | https://cepr.org/publications/dp1585 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/530724 |
| 推荐引用方式 GB/T 7714 | Dennis Snower,David T. Coe. DP1585 Policy Complementarities: The Case for Fundamental Labour Market Reform. 1997. |
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