Changes In The Relationship Between The Long Term Interest Rate And Its Determinants
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| Author | : Mr.William Lee |
| Publisher | : International Monetary Fund |
| Total Pages | : 30 |
| Release | : 1994-10-01 |
| Genre | : Business & Economics |
| ISBN | : 145185465X |
Download Changes in the Relationship Between the Long-Term Interest Rate and its Determinants Book in PDF, Epub and Kindle
This paper assesses the relative importance of alternative explanations for the rise in long-term interest rates in the United States from October 1993 to April 1994. Standard econometric models of the term structure are shown to have a structural break in the early 1980s. An important reason for this change in the traditional term structure relationship appears to be an increase in the responsiveness of long-term rates to changes in the stance of monetary policy. Augmented term structure models that explicitly incorporate the role of monetary policy in determining the level of long-term rates are then constructed. These models track variations in the long-term rate better than traditional term structure models, but still leave a significant fraction of the recent increase in long-term rates unexplained.
| Author | : Eswar S. Prasad |
| Publisher | : |
| Total Pages | : 26 |
| Release | : 2006 |
| Genre | : |
| ISBN | : |
Download Changes in the Relationship between the Long-Term Interest Rate and its Determinants Book in PDF, Epub and Kindle
| Author | : William Lee |
| Publisher | : |
| Total Pages | : 0 |
| Release | : 1994 |
| Genre | : |
| ISBN | : |
Download Changes in the relationship between the long-term interest rate and its determinants Book in PDF, Epub and Kindle
| Author | : William Lee |
| Publisher | : |
| Total Pages | : 18 |
| Release | : 1994 |
| Genre | : |
| ISBN | : |
Download Changes in the Realationship Between the Long-term Interest Rate and Its Determinants Book in PDF, Epub and Kindle
| Author | : Rudiger Dornbusch |
| Publisher | : |
| Total Pages | : 48 |
| Release | : 1979 |
| Genre | : |
| ISBN | : |
Download The Determinants and Effects of Change in Interest Rates Book in PDF, Epub and Kindle
| Author | : Adrian Orr |
| Publisher | : |
| Total Pages | : 50 |
| Release | : 1995 |
| Genre | : Interest rates |
| ISBN | : |
Download The Determinants of Real Long-term Interest Rates Book in PDF, Epub and Kindle
| Author | : Mr.Eugenio M Cerutti |
| Publisher | : International Monetary Fund |
| Total Pages | : 36 |
| Release | : 2019-01-16 |
| Genre | : Business & Economics |
| ISBN | : 1484395212 |
Download Covered Interest Parity Deviations: Macrofinancial Determinants Book in PDF, Epub and Kindle
For about three decades until the Global Financial Crisis (GFC), Covered Interest Parity (CIP) appeared to hold quite closely—even as a broad macroeconomic relationship applying to daily or weekly data. Not only have CIP deviations significantly increased since the GFC, but potential macrofinancial drivers of the variation in CIP deviations have also become significant. The variation in CIP deviations seems to be associated with multiple factors, not only regulatory changes. Most of these do not display a uniform importance across currency pairs and time, and some are associated with possible temporary considerations (such as asynchronous monetary policy cycles).
| Author | : Sidney Homer |
| Publisher | : New Brunswick, N.J. : Rutgers University Press |
| Total Pages | : 640 |
| Release | : 1977 |
| Genre | : Business & Economics |
| ISBN | : 9780813508405 |
Download A History of Interest Rates Book in PDF, Epub and Kindle
"A History of Interest Rates, Fourth Edition presents a readable account of interest rate trends and lending practices spanning over four millennia of economic history. Filled with in-depth insights and illustrative charts and tables, this unique resource provides a broad perspective on interest rate movements - from which financial professionals can evaluate contemporary interest rate and monetary developments - and applies analytical tools, such as yield-curve averaging and decennial averaging, to the data available." "A History of Interest Rates, Fourth Edition offers a highly detailed analysis of money markets and borrowing practices in major economies. It places the rates and corresponding credit forms in context by summarizing the political and economic events and financial customs of particular times and places." "To help you stay as current as possible, this revised and updated Fourth Edition contains a new chapter of contemporary material as well as added discussions of interest rate developments over the past ten years."--BOOK JACKET.
| Author | : Jeffrey R. Brown |
| Publisher | : University of Chicago Press |
| Total Pages | : 473 |
| Release | : 2009-12-15 |
| Genre | : Business & Economics |
| ISBN | : 0226076504 |
Download Social Security Policy in a Changing Environment Book in PDF, Epub and Kindle
Social Security Policy in a Changing Environment analyzes the changing economic and demographic environment in which social insurance programs that benefit elderly households will operate. It also explores how these ongoing trends will affect future beneficiaries, under both the current social security program and potential reform options. In this volume, an esteemed group of economists probes the challenge posed to Social Security by an aging population. The researchers examine trends in private sector retirement saving and health care costs, as well as the uncertain nature of future demographic, economic, and social trends—including marriage and divorce rates and female participation in the labor force. Recognizing the ambiguity of the environment in which the Social Security system must operate and evolve, this landmark book explores factors that policymakers must consider in designing policies that are resilient enough to survive in an economically and demographically uncertain society.
| Author | : David Kern |
| Publisher | : |
| Total Pages | : 152 |
| Release | : 1992 |
| Genre | : Bonds |
| ISBN | : |
Download Interest Rate Analysis and Forecasting Book in PDF, Epub and Kindle
The focus of this book is on interest rate forecasting, and the interaction between analytical factors, political and economic developments and changes in the financial markets. The book takes an international approach with the emphasis on the USA, Germany, Japan and the UK.
