Monetary policy, interest rate rules, and the term structure of interest rates: theoretical considerations and empirical implications/ (Record no. 162908)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00466nam a2200145Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783631558942 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | CUS |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.46 |
| Item number | FEN/M |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Fendel,Ralf |
| 245 #0 - TITLE STATEMENT | |
| Title | Monetary policy, interest rate rules, and the term structure of interest rates: theoretical considerations and empirical implications/ |
| Statement of responsibility, etc. | Ralf Fendel. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | New York: |
| Name of publisher, distributor, etc. | Peter Lang, |
| Date of publication, distribution, etc. | 2007. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 187 p. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Part I: Monetary Policy and Interest Rate Rules<br/>1 The New Neoclassical Synthesis and the New Directions in Stabilization<br/>Policies:<br/>An Overview<br/>1.1 Introduction.<br/>1.2 Foundations of the New Neoclassical Synthesis<br/>1.2.1 The Contribution of the Real Business Cycle Theory.<br/>1.2.2 The Contribution of the New Keynesian Macroeconomics.<br/>1.2.3 The Unifying Characteristics of the New Neoclassical<br/>Synthesis<br/>1.3 The Transmission of Shocks<br/>1.4 Revisiting the Phillips Curve..<br/>1.5 Monetary Policy Implications in Brief..<br/>1.6 The'New Consensus Model'.<br/>1.7 The Value Added of the New Neoclassical Synthesis.<br/>Appendix A: A Technical Presentation of the New Neoclassical<br/>Synthesis<br/>2 The Theoretical Foundations of Interest Rate Rules..<br/>2.1 Introduction....<br/>2.2 The Reappearance of Monetary Policy Rules ....<br/>2.3 A General Classification of Monetary Policy Rules<br/>2.4 An Analj^ical Foundation of Interest Rate Rules<br/>2.5 Uniqueness of Equilibrium and the Taylor Principle<br/>2.6 Interest Rate Rules and the Role of Money<br/>2.7 Limits and Perspectives for the Use of Interest Rate Rules<br/>Appendix B: A Second-order Approximation to Household's Utility..<br/>Appendix C: Derivation of an Optimal Interest Rate Rule.<br/>Appendix Di The Analytical Foundation of the Taylor-Principle,<br/>3 Estimating Empirical Monetary Reaction Functions for the Deutsche<br/>Bxmdesbank and European Central Bank<br/>3.1 Introduction..<br/>3.2 The estimation Procedure<br/>3.3 Empirical Reaction Functions for the Deutsche Bundesbank.<br/>3.4 Empirical Reaction Functions for the European Central Bank.<br/>Part II: Interest Rate Rules and the Term Structure of Interest Rates<br/>/<br/>4 Optimal Monetary Policy Rules in the Presence of Term Structure<br/>Effects ....<br/>4.1 Introduction.<br/>4.2 The Term Structure of Interest Rates and Monetary Policy.<br/>4.2.1 Interpreting the term structure of interest rates..<br/>4.2.2 How does monetary policy affect the term structure of<br/>interest rates?...<br/>4.2.3 Implications of the term structure of interest rates for<br/>monetary policy.<br/>4.3 An Optimal Interest Rate Rule with Term Structure Effects...<br/>4.4 A 'Quasi Optimal' Rule in a Generalized (Hybrid) Model<br/>Appendix E: Derivation of an Optimal Rule with Term Structure<br/>Effects .<br/>5 The Empirics of Monetary Reaction Functions and Term Structure.<br/>5.1 Introduction.<br/>5.2 Theoretical Considerations.<br/>5.3 Estimation Results.<br/>6 A Joint Determination of Interest Rate Rules and the Dynamics of<br/>the Term Structure of Interest Rates<br/>6.1 Introduction.<br/>6.2 An Arbitrage-Free Perspective of the Term Structure of Interest<br/>Rates..<br/>6.2.1 A Non-technical Characterization of Affme Term Structure<br/>Models.<br/>6.2.2 The Implications of the Absence of Arbitrage..<br/>6.3 A General Affine Tenn Structure Model in Discrete Time.<br/>6.4 A Gaussian Model for the German Term Structure of Interest<br/>Rates.<br/>6.5 Combining Monetary Policy Rules with the Term Structure<br/>Dynamics.<br/>6.6 Estimation Procedure and Results.. |
| 650 ## - SUBJECT | |
| Keyword | Monetary policy--Mathematical models |
| 650 ## - SUBJECT | |
| Keyword | Interest rates--Mathematical models |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | General Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Full call number | Accession number | Date last seen | Date last checked out | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Central Library, Sikkim University | Central Library, Sikkim University | General Book Section | 29/08/2016 | 332.46 FEN/M | P17818 | 12/07/2018 | 12/07/2018 | General Books |