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Tag: monetary-policy
39 items with this tag.
Apr 13, 2026
Active and passive monetary policy regimes coexist with rational expectations
monetary-policy
regime-switching
taylor-rule
rational-expectations
sunspots
Apr 13, 2026
Anticipated changes in monetary policy regime are a first-order driver of CRE cap rates and CRE-collateralized mortgage spreads
commercial-real-estate
cap-rate
monetary-policy
regime-switching
mortgage
Apr 13, 2026
Adding commercial real estate prices to a joint estimation sharpens monetary policy regime identification
commercial-real-estate
monetary-policy
regime-switching
identification
asset-pricing
Apr 13, 2026
Inflation target switching is irrelevant for MSRE determinacy
msre
determinacy
inflation-target
regime-switching
new-keynesian
monetary-policy
Apr 13, 2026
Pre-Volcker U.S. monetary policy is inconsistent with equilibrium determinacy
monetary-policy
indeterminacy
new-keynesian
bayesian-estimation
sunspots
Apr 13, 2026
Term premium decline explains the 2004-05 yield conundrum
term-structure
term-premium
monetary-policy
yield-curve
Apr 13, 2026
Yield curve information sharpens identification of monetary policy regimes
term-structure
monetary-policy
identification
regime-switching
Apr 13, 2026
Beliefs counterfactual simulation
regime-switching
dsge
counterfactual-analysis
monetary-policy
expectations
Apr 13, 2026
Forward-looking Taylor rule with regime switching
monetary-policy
taylor-rule
regime-switching
new-keynesian
Apr 13, 2026
Identification under regime switching
identification
regime-switching
term-structure
monetary-policy
Apr 13, 2026
Long-Run Taylor Principle
monetary-policy
regime-switching
determinacy
taylor-rule
rational-expectations
Apr 13, 2026
Markov-Switching Rational Expectations CRE Pricing
commercial-real-estate
markov-switching
rational-expectations
asset-pricing
dsge
monetary-policy
Apr 13, 2026
Monetary Policy Regime Switching
monetary-policy
regime-switching
dsge
taylor-rule
central-banking
Apr 13, 2026
New Keynesian Phillips Curve
new-keynesian
inflation
price-setting
dsge
monetary-policy
Apr 13, 2026
BC-style identification simulation study: CRE cap rates as observation-menu identification device
identification
simulation-study
observation-menu
cap-rates
monetary-policy
regime-switching
fisher-information
Apr 13, 2026
An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates
term-structure
term-premium
monetary-policy
affine-model
Kalman-filter
survey-data
inflation-risk-premium
Apr 13, 2026
Monetary Policy Regimes and the Term Structure of Interest Rates
monetary-policy
regime-switching
taylor-rule
term-structure
no-arbitrage
Apr 13, 2026
The forward method as a solution refinement in rational expectations models
rational-expectations
forward-method
no-bubble-condition
determinacy
monetary-policy
Apr 13, 2026
Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields
term-structure
regime-switching
no-arbitrage
treasury-bonds
gaussian-affine
monetary-policy
Apr 13, 2026
DSGE Model-Based Estimation of the New Keynesian Phillips Curve
new-keynesian
phillips-curve
dsge
identification
bayesian-estimation
monetary-policy
Apr 13, 2026
Macro Fundamentals & Commercial Real Estate Price Dynamics
commercial-real-estate
markov-switching
asset-pricing
no-arbitrage
dsge
monetary-policy
wage-rigidity
exponential-quadratic
riccati
Apr 13, 2026
The Long-Run Taylor Principle Revisited
msre
determinacy
taylor-principle
rational-expectations
monetary-policy
Apr 13, 2026
Monetary Policy Regime Switches and Macroeconomic Dynamics
msre
determinacy
monetary-policy
regime-switching
new-keynesian
inflation-target
taylor-rule
Apr 13, 2026
Regime Switches, Agents' Beliefs, and Post-World War II U.S. Macroeconomic Dynamics
regime-switching
dsge
monetary-policy
bayesian-estimation
beliefs
great-inflation
great-recession
Apr 13, 2026
Testing for Indeterminacy: An Application to U.S. Monetary Policy
indeterminacy
monetary-policy
bayesian-estimation
new-keynesian
sunspots
dsge
Apr 13, 2026
Understanding Markov-Switching Rational Expectations Models
msre
determinacy
mean-square-stability
sunspot
rational-expectations
monetary-policy
Apr 13, 2026
antonio-moreno
rational-expectations
macroeconomics
monetary-policy
dsge
term-structure
Apr 13, 2026
david-leather
commercial-real-estate
asset-pricing
regime-switching
monetary-policy
dsge
mjls
term-structure
Apr 13, 2026
don-kim
term-structure
affine-models
term-premium
monetary-policy
Apr 13, 2026
francesco-bianchi
regime-switching
dsge
monetary-policy
bayesian-estimation
macroeconomics
Apr 13, 2026
frank-schorfheide
bayesian-estimation
dsge
new-keynesian
monetary-policy
indeterminacy
macroeconometrics
Apr 13, 2026
jacob-sagi
commercial-real-estate
asset-pricing
regime-switching
term-structure
monetary-policy
oil-pricing
real-estate
Apr 13, 2026
min-wei
term-structure
monetary-policy
macro-finance
regime-switching
Apr 13, 2026
roger-farmer
macroeconomics
rational-expectations
monetary-policy
determinacy
indeterminacy
sunspots
Apr 13, 2026
ruslan-bikbov
term-structure
monetary-policy
regime-switching
fixed-income
Apr 13, 2026
seonghoon-cho
rational-expectations
macroeconomics
monetary-policy
dsge
Apr 13, 2026
tao-zha
macroeconomics
rational-expectations
regime-switching
monetary-policy
bayesian-econometrics
Apr 13, 2026
thomas-lubik
bayesian-estimation
dsge
indeterminacy
monetary-policy
macroeconometrics
Apr 13, 2026
Markov-Switching Term Structure Models
term-structure
regime-switching
asset-pricing
no-arbitrage
monetary-policy
bond-pricing
macro-finance