Long-Term Interest Rates
Response of Long-Term Interest Rates to Overnight Interest Rates in the United States
... the long-term interest rates is a practical problem for private and public ...estimate interest rates for purposes of assigning value to long-term obligations such ...
13
The Determinants of Real Long-Term Interest Rates
... Real long-term interest rates are key determinants of longer-term saving and investment decisions, while their influence on business spending, housing investment and the consumption of ...
45
Government Debt and Long-Term Interest Rates
... their rates of return are equalized in equilibrium, we use real long-term interest rates on government bonds as the dependent ...Real long-term interest ...
25
Monetary policy and long-term interest rates
... that long-term interest rates move ahead of the announced change in the funds rate ...of interest rate responses before, during, and after the policy action, however, depend upon ...
23
Long-term interest rates, wealth and consumption
... And long-term interest rates may be less important than the model suggests if there is uncertainty about the future short rates that pin them ...of term premia at ...
69
Monetary policy shocks and long-term interest rates
... shorter- term bond yields should be affected by monetary ...the interest rate charged for overnight interbank loans. Since short-term borrowing (such as a one-month loan) acts as a reason- ably close ...
25
Monetary policy actions and long-term interest rates
... and long-term rates can be found in the immediate reaction of long-term rates in the days surrounding announcements of policy ...which long-term rates fell ...
17
Explaining the increased variability in long-term interest rates
... of long-term rates, but the shift is small and the exact magnitude is difficult to determine because of sampling ...of long-term interest ...
26
Unconventional Monetary Policy and Long-Term Interest Rates
... of long-term bond yields, which is identical to the average of expected future short rates over the maturity of the bond, should not be affected by any other policies including the LSAP, as the ...
49
Monetary Policy and Long-Term Interest Rates in South Africa
... market interest rates, the relationship between monetary policy actions and long-term interest rates is not ...the term structure of interest rates, changes ...
15
Budget deficit and long-term interest rates in South Africa
... the long- term interest rate and budget deficit in the context of the loanable funds theory of interest ...theory, interest rate is determined in terms of the demand and supply of funds ...
8
Monetary Policy And Long-Term Interest Rates In South Africa
... and long-term interest rates to monetary, demand and supply shocks for South Africa over the quarterly period 1986 to ...with long-run ...and long-term interest ...
12
The Aggregate Demand Effects of Short- and Long-Term Interest Rates
... of long-run inflation expectations and long- term interest rates (a finding related to that of Kozicki and Tinsley ...on long-term ...is long, and the transitory ...
36
Short and long term interest rates and the effectiveness of monetary and macroprudential policies
... short term or long term. The short-term rate would be directly linked to the policy ...The long-term one would be linked to expected short-term ...in ...
26
Determinants of the expected real long-term interest rates in the G7-countries
... Expected real long-term interest rates turn out to be influenced positively by real short-term interest rates, capacity utilization and structural public borrowing.. JEL Classification: [r] ...
20
Do ECB's Statements Steer Short-Term and Long-Term Interest Rates in the Euro Zone ?
... short-term interest rates and long-term interest ...euro interest rates tend to rise and, vice- versa, if the statement moves from hawkish to neutral, or from ...
30
REAL LONG-TERM INTEREST RATES: THE EVIDENCE FROM POOLED-TIME-SERIES
... real long-term interest ...for long-term interest rates to react to both observed and expected changes in policy-controlled short-term ...short-term ...
33
Real long-term interest rates and monetary policy: a cross-country perspective
... of interest is a central concept in ...real rates usually cannot be observed ...of long-term real rates in which long-term inflationary expectations come into ...real ...
24
A note on the effect of expected changes in monetary policy on long-term interest rates
... the long-term interest rates respond asymmetrically to expected and unexpected changes in the federal funds ...on long-term interest ...that long-term ...
16
Monetary Policy and U.S. Long-term Interest Rates: How Close are the Linkages
... last term before the residual requires explanation. This term is a coefficient vector ( Γ ) multiplied by the vector of deviations of current values of the economic state variables included in ...this ...
17