| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP8560 |
| DP8560 Monetary Policy and TIPS Yields before the Crisis | |
| Stefan Gerlach; Laura Moretti | |
| 发表日期 | 2011-09-01 |
| 出版年 | 2011 |
| 语种 | 英语 |
| 摘要 | We make three points. First, the decade before the financial crisis in 2007 was characterized by a collapse in the yield on TIPS. Second, estimated VARs for the federal funds rate and the TIPS yield show that while monetary policy shocks had negligible effects on the TIPS yield, shocks to the latter had one-to-one effects on the federal funds rate. Third, these findings can be rationalized in a New Keynesian model. |
| 主题 | International Macroeconomics |
| 关键词 | Long real interest rates monetary policy Tips |
| URL | https://cepr.org/publications/dp8560 |
| 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/537397 |
| 推荐引用方式 GB/T 7714 | Stefan Gerlach,Laura Moretti. DP8560 Monetary Policy and TIPS Yields before the Crisis. 2011. |
| 条目包含的文件 | 条目无相关文件。 | |||||
| 个性服务 |
| 推荐该条目 |
| 保存到收藏夹 |
| 导出为Endnote文件 |
| 谷歌学术 |
| 谷歌学术中相似的文章 |
| [Stefan Gerlach]的文章 |
| [Laura Moretti]的文章 |
| 百度学术 |
| 百度学术中相似的文章 |
| [Stefan Gerlach]的文章 |
| [Laura Moretti]的文章 |
| 必应学术 |
| 必应学术中相似的文章 |
| [Stefan Gerlach]的文章 |
| [Laura Moretti]的文章 |
| 相关权益政策 |
| 暂无数据 |
| 收藏/分享 |
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
