Relevant bibliographies by topics / Interest rate smoothing

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Interest rate smoothing'

Author: Grafiati
Published: 4 June 2021
Last updated: 9 February 2022

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Journal articles on the topic "Interest rate smoothing"

1

Woodford, Michael. "Optimal Interest-Rate Smoothing." Review of Economic Studies 70, no. 4 (2003): 861–86. http://dx.doi.org/10.1111/1467-937x.00270.

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Smith, R. Todd, and Henry van Egteren. "Interest rate smoothing and financial stability." Review of Financial Economics 14, no. 2 (2005): 147–71. http://dx.doi.org/10.1016/j.rfe.2004.08.004.

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Duarte, Diogo, and Rodolfo Prieto. "Equilibrium implications of interest rate smoothing." Quantitative Finance 20, no. 3 (2019): 409–23. http://dx.doi.org/10.1080/14697688.2019.1645346.

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Reinhart, Vincent. "Interest rate smoothing and staggered contracting." Journal of Economics and Business 42, no. 1 (1990): 1–16. http://dx.doi.org/10.1016/0148-6195(90)90016-6.

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Froyen, Richard T., and Roger N. Waud. "Optimal seigniorage versus interest rate smoothing." Journal of Macroeconomics 17, no. 1 (1995): 111–29. http://dx.doi.org/10.1016/0164-0704(95)80006-9.

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Benhabib, Jess, Stephanie Schmitt-Grohe, and Martin Uribe. "Backward-Looking Interest-Rate Rules, Interest-Rate Smoothing, and Macroeconomic Instability." Journal of Money, Credit, and Banking 35, no. 6b (2003): 1379–412. http://dx.doi.org/10.1353/mcb.2004.0020.

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Rebelo, Sergio, and Danyang Xie. "On the optimality of interest rate smoothing." Journal of Monetary Economics 43, no. 2 (1999): 263–82. http://dx.doi.org/10.1016/s0304-3932(98)00062-2.

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Eo, Yunjong, and Denny Lie. "Average inflation targeting and interest-rate smoothing." Economics Letters 189 (April 2020): 109005. http://dx.doi.org/10.1016/j.econlet.2020.109005.

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Florio, Anna. "Asymmetric interest rate smoothing: The Fed approach." Economics Letters 93, no. 2 (2006): 190–95. http://dx.doi.org/10.1016/j.econlet.2006.05.001.

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Di Giorgio, Giorgio, and Zeno Rotondi. "Financial stability, interest-rate smoothing and equilibrium determinacy." Journal of Financial Stability 7, no. 1 (2011): 1–9. http://dx.doi.org/10.1016/j.jfs.2009.05.004.

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Dissertations / Theses on the topic "Interest rate smoothing"

1

Schnadt, Norbert. "Central banks and short-term interest rates : Bank of England operations in the sterling money market." Thesis, London School of Economics and Political Science (University of London), 1994. http://etheses.lse.ac.uk/1593/.

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The policy instrument of central banks everywhere has usually been a short-term nominal interest rate. This means that central banks have adopted operating procedures whose goal has been to produce some desired level of money market interest rates. Although the Bank of England was in many respects the pioneer of these operating procedures, theoretical and empirical attention has focused almost exclusively on the Federal Reserve. This thesis aims to redress this imbalance by examining - in detail - the sterling money market and the operations of the Bank of England. This task is carried out in
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Pinkwart, Nicolas [Verfasser], and Jürgen [Akademischer Betreuer] Kähler. "Parameter Uncertainty and the Interest Rate Smoothing Behavior of the European Central Bank / Nicolas Pinkwart. Betreuer: Jürgen Kähler." Erlangen : Universitätsbibliothek der Universität Erlangen-Nürnberg, 2012. http://d-nb.info/102031382X/34.

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Söderström, Ulf. "Monetary policy under uncertainty." Doctoral thesis, Handelshögskolan i Stockholm, Samhällsekonomi (S), 1999. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-646.

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This thesis contains four chapters, each of which examines different aspects of the uncertainty facing monetary policymakers.''Monetary policy and market interest rates'' investigates how interest rates set on financial markets respond to policy actions taken by the monetary authorities. The reaction of market rates is shown to depend crucially on market participants' interpretation of the factors underlying the policy move. These theoretical predictions find support in an empirical analysis of the U.S. financial markets.''Predicting monetary policy using federal funds futures prices'' examine
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Yi, Paul. "Essays on uncertainty, asset prices and monetary policy : a case of Korea." Thesis, University of Bath, 2014. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.648935.

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In Korea, an inflation targeting (IT) regime was adopted in the aftermath of the Korean currency crisis of 1997–1998. At that time, the Bank of Korea (BOK) shifted the instrument of monetary policy from monetary aggregates to interest rates. Recently, central bank policymakers have confronted more uncertainties than ever before when deciding their policy interest rates. In this monetary policy environment, it is worth exploring whether the BOK has kept a conservative posture in moving the Korean call rate target, the equivalent of the US Federal Funds rate target since the implementation of an
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Antas, Vilém. "Yield Curve Constructions." Master's thesis, Vysoká škola ekonomická v Praze, 2016. http://www.nusl.cz/ntk/nusl-264627.

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The goal of this thesis is to analyze the mathematical apparatus of the most widespread methods used for the yield curves construction. It aims to introduce not only the various of construction models but also to describe the whole process of creation, while discussing the advantages and disadvantage of individual methods. The first chapter focus on the general theory and the use of the term structure of interest rates in practice. The second part deals with the construction process itself and describes the most frequently used methods. The last chapter then shows the real application of selec
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Björklund, Pontus, and Ellinor Hegart. "Taylor-regelns aktualitet och tillämpbarhet : En jämförelse av Taylor-skattningar i Brasilien, Kanada, Polen, Sverige och Sydafrika för åren 2000-2013." Thesis, Linköpings universitet, Nationalekonomi, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-111583.

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John B. Taylor, professor i nationalekonomi vid Stanford University, presenterade år 1993 en penningpolitisk regel som syftade till att vara ett hjälpmedel för centralbanker vid räntebeslut. Taylor-regeln är mycket enkel i sitt uförande och baseras på att styrräntan bör sättas efter två variabler: BNP-gapet och inflationsavvikelsen. Denna styrränteregel fick genomslag inom den vetenskapliga världen men spreds även till makroekonomisk praktik och medförde stora förändringar för penningpolitiken. Flera empriska studier har publicerats sedan Taylor-regeln tillkom och det råder det delade meningar
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Mineo, Eduardo Phillipe. "DCOBS: forecasting the term structure of interest rates with dynamic constrained smoothing B-Splines." Universidade de São Paulo, 2017. http://www.teses.usp.br/teses/disponiveis/45/45132/tde-16012018-111318/.

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The Nelson-Siegel framework published by Diebold and Li a decade ago created an important benchmark and originated several works in the literature of forecasting term structure of interest rates. For instance, the Arbitrage-Free Nelson-Siegel framework improved predictive performance by imposing no-arbitrage conditions to the Nelson-Siegel framework. However, these frameworks were built on the top of a parametric curve model that may lead to poor fitting for sensible term structure shapes affecting forecast results. We propose DCOBS with no-arbitrage restrictions to forecast the term structure
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"Alternative approaches to interest rate smoothing." 1997. http://library.cuhk.edu.hk/record=b5889137.

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Tam Chak Yue, Ben.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 1997.<br>Includes bibliographical references (leaves 49-51).<br>Chapter 1. --- Introduction --- p.3<br>Chapter 2. --- Money and Growth in the neoclassical production function --- p.7<br>Chapter 2.1 --- The Real Competitive Equilibrium --- p.8<br>Chapter 2.2 --- The Monetary Competitive Equilibrium with the Cash-in-Advance approach --- p.11<br>Chapter 2.3 --- Alternative Approach: Money-in-Utility-Function --- p.16<br>Chapter 2.4 --- Alternative Approach: Transaction Cost --- p.20<br>Chapter 3. --- Three Approaches w
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Liao, Wan-Ting, and 廖婉廷. "Interest Rate Smoothing and Monetary Policy Rule:Empirical Results for Taiwan." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/96462043288371004028.

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碩士<br>淡江大學<br>經濟學系碩士班<br>103<br>This study investigates whether the central bank of Taiwan adjusts the interest rate according to the content of Taylor rule and whether the monetary policy incorporates the property interest rate smoothing. We estimate the backward-looking Taylor’s Rule and forward-looking Taylor’s Rule respectively through the methods of two-stage Least Squares and generalized method of moments. According to the empirical results, it concludes that: (1) the central bank adjusts the short-term interest rate according to the changes in inflation and this implies the anti-inflati
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Shan, Jia-jen, and 單家禎. "Estimating the Term Structure of Interest Rate ~ Using Smoothing Spline Functions." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/38142196659451640432.

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Books on the topic "Interest rate smoothing"

1

Benhabib, Jess. Backward-looking interest-rate rules, interest-rate smoothing, and macroeconomic instability. National Bureau of Economic Research, 2003.

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2

Montoro, Carlos. Monetary policy committees and interest rate smoothing. Centre for Economic Performance, London School of Economics and Political Science, 2007.

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3

Rebelo, Sergio. On the optimality of interest rate smoothing. National Bureau of Economic Research, 1997.

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4

Chugh, Sanjay K. Does monetary policy keep up with the Joneses?: Optimal interest-rate smoothing with consumption externalities. Federal Reserve Board, 2004.

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5

Sargent, Thomas J. Interpreting the Reagan Deficits. Princeton University Press, 2017. http://dx.doi.org/10.23943/princeton/9780691158709.003.0006.

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This chapter examines the large net-of-interest deficits in the U.S. federal budget that have marked the administration of Ronald Reagan. It explains the fiscal and monetary actions observed during the Reagan administration as reflecting the optimal decisions of government policymakers. The discussion is based on an equation whose validity is granted by all competing theories of macroeconomics: the intertemporal government budget constraint. The chapter first considers the government budget balance and the optimal tax smoothing model of Robert Barro before analyzing monetary and fiscal policy
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Book chapters on the topic "Interest rate smoothing"

1

Goodfriend, Marvin. "Federal Reserve Interest Rate Smoothing." In The Financial Services Revolution. Springer Netherlands, 1988. http://dx.doi.org/10.1007/978-94-009-3277-7_12.

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Cole, Harold L. "Money Supply Rules and Interest Rate Rules." In Monetary and Fiscal Policy through a DSGE Lens. Oxford University Press, 2020. http://dx.doi.org/10.1093/oso/9780190076030.003.0009.

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In this chapter we introduce various formulations of central bank policy rule consider their implications within the context of our model. We introduce preference shocks to our model to create a motivation for smoothing by the central bank.
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Wang, Xuerui, Wei Li, Ying Cui, Ruofei Zhang, and Jianchang Mao. "Click-Through Rate Estimation for Rare Events in Online Advertising." In Advances in Multimedia and Interactive Technologies. IGI Global, 2011. http://dx.doi.org/10.4018/978-1-60960-189-8.ch001.

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In online advertising campaigns, to measure purchase propensity, click-through rate (CTR), defined as a ratio of number of clicks to number of impressions, is one of the most informative metrics used in business activities such as performance evaluation and budget planning. No matter what channel an ad goes through (display ads, sponsored search or contextual advertising), CTR estimation for rare events is essential but challenging, often incurring with huge variance, due to the sparsity in data. In this chapter, to alleviate this sparsity, we develop models and methods to smoothen CTR estimation by taking advantage of the natural data hierarchy or by clustering and data continuity in time to leverage information from data close to the events of interest. In a contextual advertising system running at Yahoo!, we demonstrate that our methods lead to significantly more accurate estimation of CTRs.
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Conference papers on the topic "Interest rate smoothing"

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Laveau, Benoit, Reza S. Abhari, Michael E. Crawford, and Ewald Lutum. "High Resolution Heat Transfer Measurements on the Stator Endwall of an Axial Turbine." In ASME Turbo Expo 2014: Turbine Technical Conference and Exposition. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/gt2014-26105.

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In order to continue increasing the efficiency of gas turbines, an important effort is made on the thermal management of the turbine stage. In particular understanding and accurately estimating the thermal loads in a vane passage is of primary interest to engine designers looking to optimize the cooling requirements and ensure the integrity of the components. This paper focuses on the measurement of endwall heat transfer in a vane passage with a 3D airfoil shape and cylindrical endwalls. It also presents a comparison with predictions performed using an in-house developed RANS solver featuring
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Reports on the topic "Interest rate smoothing"

1

Barro, Robert. Interest-Rate Smoothing. National Bureau of Economic Research, 1988. http://dx.doi.org/10.3386/w2581.

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2

Behabib, Jess, Stephanie Schmitt-Grohe, and Martin Uribe. Backward-Looking Interest-Rate Rules, Interest-Rate Smoothing, and Macroeconomic Instability. National Bureau of Economic Research, 2003. http://dx.doi.org/10.3386/w9558.

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Rebelo, Sergio, and Danyang Xie. On the Optimality of Interest Rate Smoothing. National Bureau of Economic Research, 1997. http://dx.doi.org/10.3386/w5947.

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Thornton, Daniel L. The Fed and Short-Term Rates: Is It Open Market Operations, Open Mouth Operations or Interest Rate Smoothing? Federal Reserve Bank of St. Louis, 1999. http://dx.doi.org/10.20955/wp.1999.022.

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