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.