MARC details
| 000 -LEADER |
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04119nam a2200409 i 4500 |
| 001 - CONTROL NUMBER |
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CR9781107045149 |
| 003 - CONTROL NUMBER IDENTIFIER |
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UkCbUP |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20240906190502.0 |
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| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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130320s2014||||enk o ||1 0|eng|d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781107045149 (ebook) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Canceled/invalid ISBN |
9781107044555 (hardback) |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
UkCbUP |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
UkCbUP |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG230.3 |
| Item number |
.D486 2014 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.4/6 |
| Edition number |
23 |
| 245 00 - TITLE STATEMENT |
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| Title |
Developments in macro-finance yield curve modelling / |
| Statement of responsibility, etc. |
edited by Jagjit S. Chadha, Alain C.J. Durré, Michael A.S. Joyce, and Lucio Sarno. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
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| Place of production, publication, distribution, manufacture |
Cambridge : |
| Name of producer, publisher, distributor, manufacturer |
Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2014. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
1 online resource (xxiii, 545 pages) : |
| Other physical details |
digital, PDF file(s). |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Macroeconomic policy making |
| 500 ## - GENERAL NOTE |
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| General note |
Title from publisher's bibliographic system (viewed on 05 Oct 2015). |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
1. Editors' introductory chapter and overview / L. Sarno -- pt. 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 / Frank Smets -- 4. 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 / Paul Fisher -- pt. II New techniques -- 6. Compound autoregressive processes and defaultable bond pricing / Jean-Paul Renne -- 7. Yield curve dimensionality when short rates are near the zero lower bound / James M. Steeley -- 8. intelligible factor model: international comparison and stylized facts / Carlos Lenz -- 9. Estimating the policy rule from money market rates when target rate changes are lumpy / Jean-Sebastien Fontaine -- 10. Developing a practical yield curve model: an odyssey / Elena Medova -- pt. III Policy -- 11. repo and federal funds markets before, during, and emerging from the financial crisis / Viktors Stebunovs -- 12. Taylor rule uncertainty: believe it or not / Paul Whelan -- pt. IV Estimating inflation risk -- 13. Inflation compensation and inflation risk premia in the euro area term structure of interest rates / Thomas Werner -- 14. predictive content of the yield curve for inflation / Marco Lyrio -- 15. Inflation risk premium and the term structure of macroeconomic announcements in the euro area and the United States / Marcello Pericoli -- pt. V Default risk -- 16. term structure model for defaultable European sovereign bonds / Luciano Vereda -- 17. Some considerations on debt and interest rates / Simone Salotti. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
Changes in the shape of the yield curve have traditionally been one of the key macroeconomic indicators of a likely change in economic outlook. However, the recent financial crises have created a challenge to the management of monetary policy, demanding a revision in the way that policymakers model expected changes in the economy. This volume brings together central bank economists and leading academic monetary economists to propose new methods for modelling the behaviour of interest rates. Topics covered include: the analysis and extraction of expectations of future monetary policy and inflation; the analysis of the short-term dynamics of money market interest rates; the reliability of existing models in periods of extreme market volatility and how to adjust them accordingly; and the role of government debt and deficits in affecting sovereign bond yields and spreads. This book will interest financial researchers and practitioners as well as academic and central bank economists. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Monetary policy. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Macroeconomics. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Sarno, Lucio, |
| Relator term |
editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Joyce, Michael, |
| Relator term |
editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Durré, Alain, |
| Relator term |
editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Chadha, Jagjit, |
| Relator term |
editor. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
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| Relationship information |
Print version: |
| International Standard Book Number |
9781107044555 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
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| Uniform title |
Macroeconomic policy making. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="https://doi.org/10.1017/CBO9781107045149">https://doi.org/10.1017/CBO9781107045149</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
eBooks |
