The sensitivity of long-term interest rates to economic news: evidence and implications for macroeconomic models

Article Abstract:

A method of assessing the impact of macroeconomic and monetary news on long- term interest rates with the help of macroeconomic models is presented. Macroeconomic models are used in U.S. to understand the business cycles.

Forecasts, trends, outlooks, Interest Rates, Forecasts and trends, Market trend/market analysis, Macroeconomics

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The performance of forecast-based monetary policy rules under model uncertainty

Article Abstract:

The dynamic properties of macroeconomic models of United States economy to examine the performance of forecast-based monetary policy rules are presented.

Economic forecasting

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Testing for indeterminacy: an application to the U.S. monetary policy: comment

Article Abstract:

Various tests for indeterminacy were applied in identifying uncertainty in the U.S. monetary policy and the underlying economic consequences.

Government expenditures, Economic policy, Bayesian statistical decision theory, Bayesian analysis

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