Books on the topic 'Interest rates – Australia – Econometric models'

Karagedikli, Özer. Do inflation targeting central banks behave asymmetrically?: Evidence from Australia and New Zealand. Wellington, N.Z: Economics Dept., Reserve Bank of New Zealand, 2004.

Hemachandra, W. M. Interest rates: The theory and practice. Rajagiriya: Central Bank of Sri Lanka, 2013.

Fuhrer, Jeffrey C. Modeling long-term nominal interest rates. Boston, Mass: Federal Reserve Bank of Boston, 1995.

Fuhrer, Jeffrey C. Modeling long-term nominal interest rates. Boston, Mass: Federal Reserve Bank of Boston, 1995.

Fuhrer, Jeffrey C. Modeling long-term nominal interest rates. Boston, Mass: Federal Reserve Bank of Boston, 1995.

P, Dooley Michael. Interest rates, exchange rates and international adjustment. Cambridge, Mass: National Bureau of Economic Research, 2005.

P, Dooley Michael. Interest rates, exchange rates and international adjustment. Cambridge, MA: National Bureau of Economic Research, 2005.

Sullivan, Michael A. Discrete-time continuous-state interest rate models. Washington, DC: Office of the Comptroller of the Currency, 2000.

St-Amant, Pierre. Decomposing U.S. nominal interest rates into expected inflation and ex ante real interest rates using structural VAR methodology. Ottawa: Bank of Canada, 1996.

St-Amant, Pierre. Decomposing U.S. nominal interest rates into expected inflation and ex ante real interest rates using structural VAR methodology. Ottawa, Ont: Bank of Canada, 1996.

Gambacorta, Leonardo. How do banks set interest rates? Cambridge, MA: National Bureau of Economic Research, 2004.

Gambacorta, Leonardo. How do banks set interest rates? Cambridge, Mass: National Bureau of Economic Research, 2004.

Boudoukh, Jacob. The information in long-maturity forward rates: Implications for exchange rates and the forward premium anomaly. Cambridge, MA: National Bureau of Economic Research, 2005.

J, Barro Robert. World real interest rates. Cambridge, MA: National Bureau of Economic Research, 1990.

Rose, Ngugi, ed. Banking sector interest rate spread in Kenya. Nairobi, Kenya: Kenya Institute for Public Policy Research and Analysis, 2000.

Chetty, Raj. Interest rates and backward-bending investment. Cambridge, Mass: National Bureau of Economic Research, 2004.

Catão, Luis. Perspectives on low global interest rates. [Washington, D.C.]: International Monetary Fund, Research Dept., 2006.

Chetty, Raj. Interest rates and backward-bending investment. Cambridge, MA: National Bureau of Economic Research, 2004.

Jovanovic, Boyan. Interest rates and initial public offerings. Cambridge, MA: National Bureau of Economic Research, 2004.

Ang, Andrew. Regime switches in interest rates. Cambridge, MA: National Bureau of Economic Research, 1998.

Aït-Sahalia, Yacine. Testing continuous-time models of the spot interest rate. Cambridge, MA: National Bureau of Economic Research, 1995.

Mishkin, Frederic S. Understanding real interest rates. Cambridge, MA: National Bureau of Economic Research, 1988.

Brock, Philip Lawton. High real interest rates, guarantor risk, and bank recapitalizations. Washington, DC: World Bank, Office of the Senior Vice President and Chief Economist, Development Economics, 1996.

Nonlinear financial econometrics: Forecasting models, computational and Bayesian models. Basingstoke: Palgrave Macmillan, 2011.

Carlstrom, Charles T. Investment and interest rate policy: A discrete time analysis. [Cleveland, Ohio]: Federal Reserve Bank of Cleveland, 2004.

J, Barro Robert. World interest rates and investment. Cambridge, Mass: National Bureau of Economic Research, 1991.

Gong, Frank F. A three-factor econometric model of the U.S. term structure. New York, N.Y: Federal Reserve Bank of New York, 1997.

Marston, Richard C. Determinants of short-term real interest differentials between Japan and the United States. Cambridge, MA: National Bureau of Economic Research, 1992.

Taller de Investigaciones Socio-Económicas (13th 1991 La Paz, Bolivia). Tasas de interés en la post-estabilización. Edited by Toranzo Roca Carlos F and Instituto Latinoamericano de Investigaciones Sociales. [La Paz, Bolivia]: Instituto Latinoamericano de Investigaciones Sociales, 1992.

Gong, Frank F. A three-factor econometric model of the U.S. term structure. [New York, N.Y.]: Federal Reserve Bank of New York, 1997.

Trolle, Anders B. A general stochastic volatility model for the pricing and forecasting of interest rate derivatives. Cambridge, Mass: National Bureau of Economic Research, 2006.

Pulli, Markku. Pankkien likviditeetti ja lyhyet korot: GARCH-mallin sovellus Suomen aineistolla vuosilta 1987-1989. Helsinki: Suomen Pankki, 1990.

Crespo-Cuaresma, Jesus. Searching for the natural rate of interest: A euro-area perspective. [Vienna]: Oesterreichische Nationalbank, 2003.

Kerstiens, Norbert. Eine empirische Untersuchung der makroökonomischen Zinsbildung an den deutschen Finanzmärkten: Entwicklung eines ökonometrischen Modells. Bonn: Domus-Verlag, 1987.

Bolder, David. Exponentials, polynomials, and Fourier series: More yield curve modelling at the Bank of Canada. [Ottawa]: Bank of Canada, 2002.

Lo, Ingrid. An evaluation of MLE in a model of the nonlinear continuous-time short-term interest rate. Ottawa: Bank of Canada, 2005.

Schmitt-Grohe, Stephanie. Optimal operational monetary policy in the Christiano-Eichenbaum-Evans model of the U.S. business cycle. Cambridge, MA: National Bureau of Economic Research, 2004.

Gruber, Jonathan. A tax-based estimate of the elasticity of intertemporal substitution. Cambridge, Mass: National Bureau of Economic Research, 2006.

Favero, Carlo A. High yields: The spread on German interest rates. Cambridge, MA: National Bureau of Economic Research, 1996.

Favero, Carlo. High yields: The spread on german interest rates. Cambridge, Mass: National Bureau of Economic Research, 1996.

Favero, Carlo A. High yields: The spread on German interest rates. London: Centre for Economic Policy Research, 1996.

Meredith, Guy. Long-horizon uncovered interest rate parity. Cambridge, MA: National Bureau of Economic Research, 1998.

Hellwig, Christian. Self-fulfilling currency crises: The role of interest rates. Cambridge, Mass: National Bureau of Economic Research, 2005.

Hellwig, Christian. Self-fulfilling currency crises: The role of interest rates. Cambridge, MA: National Bureau of Economic Research, 2005.

Kinoshita, Noriaki. Government debt and long-term interest rates. [Washington, D.C.]: International Monetary Fund, Fiscal Affairs Dept., 2006.

Levin, Eric J. Does the gold marketreveal real interest rates? Stirling: University of Stirling, Department of Economics, 1993.

Gallmeyer, Michael F. Taylor rules, McCallum rules and the term structure of interest rates. Cambridge, Mass: National Bureau of Economic Research, 2005.

Gallmeyer, Michael F. Taylor rules, Mccallum rules, and the term structure of interest rates. Cambridge, MA: National Bureau of Economic Research, 2005.

Tarashev, Nikola A. Currency crises and the informational role of interest rates. Basel, Switzerland: Bank for International Settlements, Monetary and Economic Dept., 2003.

Fuhrer, Jeffrey C. Monetary policy when interest rates are bounded at zero. [Boston]: Federal Reserve Bank of Boston, 1994.