Developments in macro-finance yield curve modelling

Developments in macro-finance yield curve modelling [electronic resource] / edited by Jagjit S. Chadha ...[et al.] - Cambridge : Cambridge University Press, [2014] - 1 online resource (571p.) - Macroeconomic policy making . - Macroeconomic policy making. .

Includes bibliographical references and index.

part I. Keynote addresses -- part II. New techniques -- part III. Policy -- part IV. Estimating inflation risk -- part V. Default risk.

Bringing together senior central bank economists and leading academic monetary economists, this book offers a state-of-the-art analysis of how the financial crisis has changed the way in which macroeconomic policymakers model longer term interest rates, and the challenges posed to the conduct of monetary policy.

9781107044555 9781107704084 (e-book)


Monetary policy.


Electronic books.

HG230.3 / .D48 2014eb

332.46 / CHA

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