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Browsing by Subject "Monetary policy"
Now showing items 1-9 of 9
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(University College Dublin. School of Business. Centre for Financial Markets, 2008-03-04)The definition of the decline of long term yields in the light of increasing short term yields as a conundrum by Chairman Greenspan in February 2005 has generated a significant amount of research. This paper presents a ...
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(University College Dublin. School of Economics, 1983-06)This paper examines the impact of monetary and fiscal policies in both the Barro-Grossman model and a neo-Keynesian model which incorporates a bond market. It is shown that there is a unique demand management policy for ...
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(University College Dublin. School of Economics, 2006-05)This paper offers a theoretical explanation for the determination of exchange rates under specific conditions which can/could be found in some OECD and newly industrialised countries. In an Obstfeld (1994) framework extended ...
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(Central Bank of Ireland, 2003-08)An important trend in macroeconomic research in recent years involves the increased use of optimization-based models with nominal rigidities (such as sticky prices) to analyse how monetary policy affects the economy and ...
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(Federal Reserve, 2003-07-23)This paper presents a re-formulated version of a canonical sticky-price model that has been extended to account for variations over time in the central bank's inflation target. We derive a closed-form solution for the ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2004)We investigate the influence of international interest rate changes on the Dublin inter bank money market rates (Dibor). Specifically, we analyse the impact of (un)expected changes in German(Euro) area and US policy rates ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2005)We use a very general bivariate GARCH-M model and EU monthly data covering the 1962-2003 period to test for the impact of real (output growth) and nominal (inflation) macroeconomic uncertainty on inflation and output growth. ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2006-10-04)We examine the impact and possible pillovers effects of unanticipated monetary policy on international bond returns. First, we decompose international bond returns into news regarding future returns, real interest rates ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2005-10-21)We investigate the influence of changes in UK monetary policy on UK stock returns and the possible reasons behind such a response. Firstly, we conduct an event study to assess the impact of unexpected changes in monetary ...
Now showing items 1-9 of 9