图书简介
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.
Foreword Paul Tucker; Preface; 1. Editors’ introductory chapter and overview J. S. Chadha, Alain C. J. Durré, M. A. S. Joyce and L. Sarno; Part I. Keynote Addresses: 2. Is the long-term interest rate a policy victim, a policy variable or a policy lodestar? Philip Turner; 3. Sovereign debt and monetary policy in the euro area Alain C. J. Durré and Frank Smets; 4. The Federal Reserve’s response to the financial crisis: what it did and what it should have done Daniel L. Thornton; 5. Tail risks and contract design from a financial stability perspective Patrik Edsparr and Paul Fisher; Part II. New Techniques: 6. Compound autoregressive processes and defaultable bond pricing Alain Monfort and Jean-Paul Renne; 7. Yield curve dimensionality when short rates are near the zero lower bound James M. Steeley; 8. The intelligible factor model: international comparison and stylized facts Yvan Lengwiler and Carlos Lenz; 9. Estimating the policy rule from money market rates when target rate changes are lumpy Jean-Sébastien Fontaine; 10. Developing a practical yield curve model: an odyssey M. A. H. Dempster, Jack Evans and Elena Medova; Part III. Policy: 11. The repo and federal funds markets before, during, and emerging from the financial crisis Morten Bech, Elizabeth Klee and Viktors Stebunovs; 12. Taylor rule uncertainty: believe it or not Andrea Buraschi, Andrea Carnelli and Paul Whelan; Part IV. Estimating Inflation Risk: 13. Inflation compensation and inflation risk premia in the euro area term structure of interest rates Juan Angel Garcia and Thomas Werner; 14. The predictive content of the yield curve for inflation Hans Dewachter, Leonardo Iania and Marco Lyrio; 15. Inflation risk premium and the term structure of macroeconomic announcements in the euro area and the United States Marcello Pericoli; Part V. Default Risk: 16. A term structure model for defaultable European sovereign bonds Priscilla Burity, Marcelo Medeiros and Luciano Vereda; 17. Some considerations on debt and interest rates Luigi Marattin, Paolo Paesani and Simone Salotti; Index.
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