Monetary Policy and Interest Rates: Proceedings of a Conference Sponsored by Bancad' Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)

Monetary Policy and Interest Rates: Proceedings of a Conference Sponsored by Bancad' Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)

Hardcover

$120.00

Product Details

ISBN-13: 9780312216726
Publisher: St. Martin's Press
Publication date: 10/15/1998
Pages: 309
Product dimensions: 5.74(w) x 8.82(h) x 1.10(d)

About the Author

Ignazio Angeloni is Director of the Monetary and Financial Sector in the Research Department at Banca d'Italia, Rome.

Riccardo Rovelli is Professor of Economics at the University of Bologna.

Table of Contents

Introduction--Ignazio Angeloni & Riccardo Rovelli
Exchange Rate Regimes and the Expectations Hypothesis of the Term Structure--Stefan Gerlach & Frank Smets
Decomposing the Term Structure into Risk Premia and Expectations: Evidence for the Eurolira Rates--Francesco Drudi & Roberto Violi
Long-Term Bond Yields, Monetary Policy and the Expectations Hypothesis of the Term Structure of Interest Rates--Peter Kugler
Borrowed Reserves, Fed Funds Rate Targets and the Term Structure--Jeffrey H. Nilsen
Monetary Policy Actions and the Term Structure of Interest Rates: A Cross-Country Analysis--Luigi Buttiglione, Paolo Del Giovane & Oreste Tristani
Monetary Policy, Inflation Persistence and the Term Structure of Interest Rates--Jagjit S. Chadha & Joe A. Ganley
Monetary Policy, Forward Rates and Long Rates--Carlo A. Favero, Fabrizio Iacone & Marco Pifferi
Is the Term Structure of Interest Rates a Useful Indicator for Spanish Monetary Policy?--Juan Ayuso & Soledad Núñez
Monetary Policy and the Term Structure of Interest Rates--Glenn D. Rudebusch
Using the Term Structure of Interest Rates for Monetary Policy--Marvin Goodfriend
Index

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