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The yield curve information under unconventional monetary policies

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dc.contributor.author Ceballos, Luis
dc.contributor.author Romero, Damián
dc.date.accessioned 2016-09-15T13:49:43Z
dc.date.available 2016-09-15T13:49:43Z
dc.date.issued 2015
dc.identifier.citation Vol. 29, No. 2 (2015) p. 4-18 es_CL
dc.identifier.issn 07165927
dc.identifier.uri http://repositorio.uahurtado.cl/handle/11242/7634
dc.description.abstract This paper attempts to address the question of how unconventional monetary policies affected the market expectations regards the expected path of the monetary policy rate and economic growth in countries where some kind of unconventional monetary policies were applied. The approach used is to compare the implicit expectations in the yield curve with market surveys (for the expected path of monetary policy rate) and econometric models (for economic growth) and evaluate the accuracy of each forecast at different horizons. We conclude that in the period where unconventional monetary policies were applied, the yield curve provided relevant additional information to forecast the monetary policy rate and economic growth, especially in developed economies. es_CL
dc.language.iso en_US es_CL
dc.publisher Universidad Alberto Hurtado. Facultad de Economía y Negocios. es_CL
dc.subject Yield curve es_CL
dc.subject Unconventional monetary policies es_CL
dc.subject Economic forecasting es_CL
dc.title The yield curve information under unconventional monetary policies es_CL
dc.type Artículo es_CL

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