Literatura académica sobre el tema "Nominal interest rates"
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Artículos de revistas sobre el tema "Nominal interest rates"
Bassetto, Marco. "Negative Nominal Interest Rates". American Economic Review 94, n.º 2 (1 de abril de 2004): 104–8. http://dx.doi.org/10.1257/0002828041302064.
Texto completoShi, Shouyong. "NOMINAL BONDS AND INTEREST RATES*". International Economic Review 46, n.º 2 (mayo de 2005): 579–612. http://dx.doi.org/10.1111/j.1468-2354.2005.00335.x.
Texto completoCerrato, Mario, Hyunsok Kim y Ronald MacDonald. "Nominal interest rates and stationarity". Review of Quantitative Finance and Accounting 40, n.º 4 (22 de junio de 2012): 741–45. http://dx.doi.org/10.1007/s11156-012-0296-x.
Texto completoNadal-De Simone, Francisco y Weshah Razzak. "Nominal Exchange Rates and Nominal Interest Rate Differentials". IMF Working Papers 99, n.º 141 (1999): 1. http://dx.doi.org/10.5089/9781451856163.001.
Texto completoBAUER, MICHAEL D. "Nominal Interest Rates and the News". Journal of Money, Credit and Banking 47, n.º 2-3 (marzo de 2015): 295–332. http://dx.doi.org/10.1111/jmcb.12177.
Texto completoErol, Umit, James A. Richardson y Thomas R. Gulledge. "Spectral analysis of nominal interest rates". Journal of Economic Dynamics and Control 11, n.º 2 (junio de 1987): 275–81. http://dx.doi.org/10.1016/0165-1889(87)90020-0.
Texto completoLioui, Abraham y Patrice Poncet. "General equilibrium real and nominal interest rates". Journal of Banking & Finance 28, n.º 7 (julio de 2004): 1569–95. http://dx.doi.org/10.1016/s0378-4266(03)00137-7.
Texto completoMaitra, Biswajit. "Determinants of Nominal Interest Rates in India". Journal of Quantitative Economics 16, n.º 1 (6 de febrero de 2017): 265–88. http://dx.doi.org/10.1007/s40953-017-0079-2.
Texto completoHirose, Yasuo. "Sunspot fluctuations ulnder zero nominal interest rates". Economics Letters 97, n.º 1 (octubre de 2007): 39–45. http://dx.doi.org/10.1016/j.econlet.2007.02.015.
Texto completoPodkaminer, Leon. "Inflationary Effects of High Nominal Interest Rates". Journal of Post Keynesian Economics 20, n.º 4 (julio de 1998): 583–96. http://dx.doi.org/10.1080/01603477.1998.11490169.
Texto completoTesis sobre el tema "Nominal interest rates"
Tsang, Kwok Ping. "The nominal and real term structures and the macroeconomy /". Thesis, Connect to this title online; UW restricted, 2008. http://hdl.handle.net/1773/7468.
Texto completoBrito, Ricardo D. "Essays on the monetary aspects of the term structure of nominal interest rates". reponame:Repositório Institucional do FGV, 2001. http://hdl.handle.net/10438/1027.
Texto completoInterest rates are key economic variables to much of finance and macroeconomics, and an enormous amount of work is found in both fields about the topic. Curiously, in spite of their common interest, finance and macro research on the topic have seldom interacted, using different approaches to address its main issues with almost no intersection. Concerned with interest rate contingent claims, finance term structure models relate interest rates to lagged interest rates; concerned with economic relations and macro dynamics, macro models regress a few interest rates on a wide variety of economic variables. If models are true though simplified descriptions of reality, the relevant factors should be captured by both the set of bond yields and that of economic variables. Each approach should be able to address the other field concerns with equal emciency, since the economic variables are revealed by the bond yields and these by the economic variables.
Kremmer, Michael Leslie y n/a. "An Empirical Study of the Dynamics of Nominal Interest Rates: Australian and Global Perspectives". Griffith University. School of Economics, 2003. http://www4.gu.edu.au:8080/adt-root/public/adt-QGU20051102.151052.
Texto completoKremmer, Michael. "An Empirical Study of the Dynamics of Nominal Interest Rates: Australian and Global Perspectives". Thesis, Griffith University, 2003. http://hdl.handle.net/10072/367662.
Texto completoThesis (PhD Doctorate)
Doctor of Philosophy (PhD)
School of Economics
Full Text
Skallsjö, Sven. "Essays on term structure and monetary policy". Doctoral thesis, Handelshögskolan i Stockholm, Finansiell Ekonomi (FI), 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-548.
Texto completoDiss. Stockholm : Handelshögskolan, 2004
Leal, Ricardo Batista Camara. "Efeitos da política fiscal sobre o nível da taxa de juros nominal de longo prazo de 25 países da OCDE". Universidade de São Paulo, 2011. http://www.teses.usp.br/teses/disponiveis/12/12138/tde-14042011-143847/.
Texto completoThis dissertation is an empirical study that tries to capture the relationship between fiscal variables, such as the public debt and the primary deficit, and the long-term nominal interest rates, a relationship that in the empirical literature as a whole is very ambiguous. However, when, in this literature, we look only at papers that include expected deficits, we obtain positive and significant results. In the same set of studies, few use panel data due to low data availability. We use a panel with 25 countries and annual data between 1980 and 2009. We estimate static and dynamic models in which the long-term nominal interest rate is explained by the public debt and, especially, the primary deficit by controlling for the existence of fixed effects for countries and years. We then estimate non-linear models to capture the non-linear and interactive effects of fiscal variables on interest rates. We find a positive and statistically significant relationship between these variables, indicating that the primary deficit has a positive impact on the long-term nominal interest rate. The magnitude of the estimated effect is similar to other studies with panel data. They show that a one percentage point increase in the primary deficit leads to an increase from zero to 10 bps in the long-term nominal interest rate. As for the public debt, we find that, contrary to what we would expect from economic theory, its effect on the long-term nominal interest rate is negligible and smaller than that found in most of the literature, less than 2 bps, but similar to other panel studies. Unlike the rest of the literature that uses panel data, we included deficit expectations that would incorporate more information than just the current primary deficit and would, therefore, give us more statistically significant results. However, these variables are not available for large periods of time for a panel of countries and, therefore, for this part of our study, our sample is reduced to the period 1996-2009. This time, even though we estimate the same models, but now with the deficit expectations, we now obtain statistically insignificant, sometimes negative and lower coefficients for the primary deficit. Nevertheless, these results seem to be due to the small sample size we have for deficit expectations.
Unger, Julian. "A small open economy’s view on interest rate differential’s relation to the nominal exchange rate". Thesis, Linnéuniversitetet, Institutionen för nationalekonomi och statistik (NS), 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-65487.
Texto completoHarfuch, Leila. "Determinantes da taxa de juros nominal e sua relação com a taxa de câmbio no Brasil no período de 1990 a 2006". Universidade de São Paulo, 2008. http://www.teses.usp.br/teses/disponiveis/11/11132/tde-20082008-112323/.
Texto completoDuring the last two decades, Brazil has been practicing high nominal interest rates, comparing to the observed inflation rate. This fact has a negative impact on credit, increases public debt and reduces the economic growth. In addition, the implementation of economic policies that aim to decrease the inflation rate, together with the economic globalization process, generate a set of variables that are related to the interest rate and, also, explicitly show how important is to analyze the main variables that have impacts on the interest rate determination and its relation with the exchange rate, which are the aim of this dissertation. Theoretical models for interest rate and exchange rate determination for a small and partially open economy were expanded to incorporate not only a suitable Fisher equation to the Brazilian economy, but also the default risk, and they were estimated in the following sequence: 1) Dickey-Pantula, Dickey-Fuller and seasonal unit root tests, and also unit root test with structural changes, were used to verify the integration degree for each variable and how each of them should be considered in the models; 2) interest rate and exchange rate regressions were first estimated by Ordinary Least Squares or, in case of heteroskedasticity and residuals autocorrelations problems, the regressions were reestimated using Weighted Least Squares, Weighted Least Squares with non-linear correction for residuals autocorrelation or Weighted Least Squares with Newey-West or White consistent covariance estimates. Initially, the models were estimated using monthly aggregated data, but they did not present robust results. In sequence, models were estimated using quarterly aggregated data, which had better estimations results and the best results are presented in this thesis. This dissertation presents two groups of results for each determination model of interest and exchange rates, considering the period from 1990 to 2006 without default risk and starting from a year that are default risk data available (the best results including default risk variable happened from 1995 to 2006). These regressions are the base for four VAR (Vector Autoregression) models. Both regression and VAR analysis strengthen the role of external variables in affecting the CDI interest rate for the period starting from 1995, while domestic variables reduced their effect on this process, specially the inflation rate. The results for the exchange rate determination model indicate a similar conclusion because, for the whole period analyzed, CDI interest rate was the most important variable; however, it reduced its influence on exchange rate when the default risk was inserted into the estimations. According to the results, there is evidence that the Brazilian economy is partially open and that the external factors have strong effect on CDI interest rate determination, especially after the implementation of Plano Real (Real Plan). More importantly, the international investors\' default risk perception has an important role showing the following dynamic: under default risk conditions, a larger interest rate (by a restricted monetary policy) can have a perverse effect, because, higher interest rate instead of attracting external capital inflows (which permits financial obligations to be honored) can lead on an external capital outflows, which depreciates the exchange rate and, as a result, increases the inflation rate. These results are extremely important to be considered for monetary policy implementation, as shown on the conclusions of this thesis.
Svanholm, Daniel y Jennifer Persson. "Debt availability : The impact of repo-rate policy on household borrowing in Sweden: A study of the relationship between the nominal interest rate and the availability of debt for Swedish households". Thesis, Södertörns högskola, Institutionen för samhällsvetenskaper, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-34358.
Texto completoOliveira, Mário André Santos de. "Should central banks increase the inflation target?" Master's thesis, Instituto Superior de Economia e Gestão, 2016. http://hdl.handle.net/10400.5/13101.
Texto completoTipicamente os Bancos Centrais usam as taxas de juro para inverter os efeitos das crises económicas. No entanto, temos observado que se as taxas de juro nominais já estiverem muito próximo de zero, então a capacidade que estes têm de usar este mecanismo para estimular a actividade económica é reduzida. O principal objectivo desta dissertação é estudar se aumentando o nível médio de inflação, aumenta a capacidade do bancos centrais em inverter crises económicas. Especificamente, iremos estudar se a taxa de juro real diminui mais para valores médios mais elevados da taxa de inflação, quando um choque exógeno na taxa de juro nominal ocorre. Para tal, iremos utilizar um modelo de equilíbrio geral, onde os agentes são heterogéneos na quantidade de moeda que detêm. O nosso modelo sugere que aumentar o target da inflação não aumenta o estímulo provocado pela taxa de juro real, quando um choque de 1 ponto-percentual ocorre sobre a taxa de juro nominal. De facto, o que se verifica é que a taxa de juro real diminui mais quanto menor for o nível médio de inflação. Isto ocorre porque o grau de price stickiness é menor para níveis mais elevados do target da inflação.
Typically when central banks face economic slowdowns they use the interest rate channel to boost economies. However, we have seen that if the nominal interest rate is already at low levels, then their capacity to invert such economic slowdowns is little. The main objective of this dissertation is to study whether increasing the inflation target can increase the capacity of central banks to invert economic downturns. Specifically, we will study whether the real interest rate decreases more when the inflation target is higher, as a response to a negative shock in the nominal interest rate. To study this we use a general equilibrium model, where agents are heterogeneous in their amount of money holdings. Our model suggests that increasing the inflation target does not increase the real stimulus of central banks when they decrease the nominal interest rate by one percentage-point. In fact, the real interest rate declines more, the lower the target. This occurs because the degree of price stickiness is lower for higher levels of inflation.
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Libros sobre el tema "Nominal interest rates"
Blake, Andrew P. Targetting inflation with nominal interest rates. London: National Institute of Economic and Social Research, 1994.
Buscar texto completoFuhrer, Jeffrey C. Modeling long-term nominal interest rates. Boston, Mass: Federal Reserve Bank of Boston, 1995.
Buscar texto completoFuhrer, Jeffrey C. Modeling long-term nominal interest rates. Boston, Mass: Federal Reserve Bank of Boston, 1995.
Buscar texto completoFuhrer, Jeffrey C. Modeling long-term nominal interest rates. Boston, Mass: Federal Reserve Bank of Boston, 1995.
Buscar texto completoDriffill, John. Real interest rates, nominal shocks, and real shocks. London: Centre for Economic Policy Research, 1997.
Buscar texto completoChadha, Bankim. Inflation, nominal interest rates and the variability of output. London: Centre for Economic Policy Research, 1994.
Buscar texto completoFund, International Monetary, ed. Inflation, nominal interest rates and the variability of output. Washington, D.C: International Monetary Fund, 1996.
Buscar texto completoChatterjee, Satyajit. On the optimality of eliminating seasonality in nominal interest rates. Philadelphia: Federal Reserve Bank of Philadelphia, Economic Research Division, 1997.
Buscar texto completo-Amant, Pierre St. Decomposing U.S. nominal interest rates into expected inflation and ex ante real interest rates using structuralVAR methodology. Ottawa: Bank of Canada, 1996.
Buscar texto completoBhundia, Ashok. Sources of nominal exchange rate fluctuations in South Africa. Washington, D.C: International Monetary Fund, African Department, 2003.
Buscar texto completoCapítulos de libros sobre el tema "Nominal interest rates"
Pivetti, Massimo. "Nominal and Real Rates of Interest". En An Essay on Money and Distribution, 52–58. London: Palgrave Macmillan UK, 1991. http://dx.doi.org/10.1007/978-1-349-21334-4_6.
Texto completoBindseil, Ulrich. "Central Bank Digital Currencies in a World with Negative Nominal Interest Rates". En The Future of Financial Systems in the Digital Age, 75–88. Singapore: Springer Singapore, 2022. http://dx.doi.org/10.1007/978-981-16-7830-1_5.
Texto completoZheng, Ke, Runze Yuan, Hao Zhang y Xi Xi. "The Dynamics of Prices Under Nominal Interest Rate Policy". En Atlantis Highlights in Intelligent Systems, 363–71. Dordrecht: Atlantis Press International BV, 2022. http://dx.doi.org/10.2991/978-94-6463-030-5_38.
Texto completoKorn, Ralf y Bernd Luderer. "Why Does Nominal not Equal Effective? The Effective Interest Rate of an Immediate Loan". En Money and Mathematics, 67–68. Wiesbaden: Springer Fachmedien Wiesbaden, 2021. http://dx.doi.org/10.1007/978-3-658-34677-5_18.
Texto completoCole, Harold L. "Exchange Rates and Nominal Interest Rates". En Finance and Financial Intermediation, 126–35. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780190941697.003.0010.
Texto completoBarthalon, Eric. "The HRL Formulation and Nominal Interest Rates". En Uncertainty, Expectations, and Financial Instability, 153–80. Columbia University Press, 2014. http://dx.doi.org/10.7312/columbia/9780231166287.003.0008.
Texto completo"APPENDIX B. Nominal Interest Rates and the Perceived Rate of Nominal Growth". En Uncertainty, Expectations, and Financial Instability. New York Chichester, West Sussex: Columbia University Press, 2014. http://dx.doi.org/10.7312/bart16628-019.
Texto completo"CHAPTER EIGHT. The HRL Formulation and Nominal Interest Rates". En Uncertainty, Expectations, and Financial Instability. New York Chichester, West Sussex: Columbia University Press, 2014. http://dx.doi.org/10.7312/bart16628-013.
Texto completoSlimani, Slah. "Tunisian Fiscal Policy Effects in a New Keynesian Model With Price Rigidity and Monopolistic Competition". En Research Anthology on Macroeconomics and the Achievement of Global Stability, 1170–90. IGI Global, 2022. http://dx.doi.org/10.4018/978-1-6684-7460-0.ch063.
Texto completoLettieri, John, Gerald O’donnell, Seow Eng Ong y Desmond Tsang. "Inflation-Linked Bonds". En Debt Markets and Investments, 345–62. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780190877439.003.0019.
Texto completoActas de conferencias sobre el tema "Nominal interest rates"
Bal, Harun, Esma Erdoğan y Berk Palandökenlier. "The Relationship Between Inflation and Nominal Interest Rate: Case of Selected Countries". En International Conference on Eurasian Economies. Eurasian Economists Association, 2019. http://dx.doi.org/10.36880/c11.02322.
Texto completoHojdan, Dávid. "Impact of Public Debt on Long-Term Interest Rates". En EDAMBA 2021 : 24th International Scientific Conference for Doctoral Students and Post-Doctoral Scholars. University of Economics in Bratislava, 2022. http://dx.doi.org/10.53465/edamba.2021.9788022549301.166-175.
Texto completoKo, S. H., D. L. Rhode y Z. Guo. "Computed Effects of Rim Seal Clearance and Cavity Width on Thermal Distributions". En ASME 1993 International Gas Turbine and Aeroengine Congress and Exposition. American Society of Mechanical Engineers, 1993. http://dx.doi.org/10.1115/93-gt-419.
Texto completoJerković, Emina. "LEGAL ASPECTS OF THE INTRODUCTION OF THE EURO AS THE OFFICIAL CURRENCY IN THE REPUBLIC OF CROATIA". En The recovery of the EU and strengthening the ability to respond to new challenges – legal and economic aspects. Faculty of Law, Josip Juraj Strossmayer University of Osijek, 2022. http://dx.doi.org/10.25234/eclic/22414.
Texto completoSchmidt, Dilnei, Lance Manuel, Hieu H. Nguyen, Luis Volnei Sudati Sagrilo y Edison Castro Prates de Lima. "Fatigue Reliability Assessment for Brace-Column Details in a Semi-Submersible Hull". En ASME 2014 33rd International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/omae2014-24228.
Texto completoDombard, Jérôme, Florent Duchaine, Laurent Gicquel, Nicolas Odier, Kevin Leroy, Nicolas Buffaz, Sébastien Le-Guyader, Jacques Démolis, Stéphane Richard y Thomas Grosnickel. "Evaluation of the Capacity of RANS/URANS/LES in Predicting the Performance of a High-Pressure Turbine: Effect of Load and Off Design Condition". En ASME Turbo Expo 2020: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2020. http://dx.doi.org/10.1115/gt2020-15447.
Texto completoHampson, Gregory J. "High Efficiency Natural Gas Engine Combustion Using Controlled Auto-Ignition". En ASME 2019 Internal Combustion Engine Division Fall Technical Conference. American Society of Mechanical Engineers, 2019. http://dx.doi.org/10.1115/icef2019-7292.
Texto completoDurocher, Antoine, Philippe Versailles, Gilles Bourque y Jeffrey M. Bergthorson. "Uncertainty Quantification of NOx Emissions Induced Through the Prompt Route in Premixed Alkane Flames". En ASME Turbo Expo 2018: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/gt2018-75579.
Texto completoAraujo, Maria S., Heath A. Spidle, Shane P. Siebenaler, Samantha G. Blaisdell y David W. Vickers. "Application of Machine Learning to Distributed Temperature Sensing (DTS) Systems". En 2018 12th International Pipeline Conference. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/ipc2018-78640.
Texto completoCsápai, Ádám. "Analyzing the Interactions of Monetary and Fiscal Policy in a Small Open Economy Using a DSGE Model". En EDAMBA 2021 : 24th International Scientific Conference for Doctoral Students and Post-Doctoral Scholars. University of Economics in Bratislava, 2022. http://dx.doi.org/10.53465/edamba.2021.9788022549301.63-72.
Texto completoInformes sobre el tema "Nominal interest rates"
Eggertsson, Gauti, Ragnar Juelsrud y Ella Getz Wold. Are Negative Nominal Interest Rates Expansionary? Cambridge, MA: National Bureau of Economic Research, noviembre de 2017. http://dx.doi.org/10.3386/w24039.
Texto completoEggertsson, Gauti, Ragnar Juelsrud, Lawrence Summers y Ella Getz Wold. Negative Nominal Interest Rates and the Bank Lending Channel. Cambridge, MA: National Bureau of Economic Research, enero de 2019. http://dx.doi.org/10.3386/w25416.
Texto completoMcCallum, Bennett. Theoretical Analysis Regarding a Zero Lower Bound on Nominal Interest Rates. Cambridge, MA: National Bureau of Economic Research, abril de 2000. http://dx.doi.org/10.3386/w7677.
Texto completoBuiter, Willem. Negative Nominal Interest Rates: Three ways to overcome the zero lower bound. Cambridge, MA: National Bureau of Economic Research, junio de 2009. http://dx.doi.org/10.3386/w15118.
Texto completoCecchetti, Stephen. The Case of the Negative Nominal Interest Rates: New Estimates of the Term Structure of Interest Rates During the Great Depression. Cambridge, MA: National Bureau of Economic Research, diciembre de 1987. http://dx.doi.org/10.3386/w2472.
Texto completoSwanson, Eric. The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates. Cambridge, MA: National Bureau of Economic Research, octubre de 2018. http://dx.doi.org/10.3386/w25123.
Texto completoLopez, Jose, Andrew Rose y Mark Spiegel. Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence. Cambridge, MA: National Bureau of Economic Research, septiembre de 2018. http://dx.doi.org/10.3386/w25004.
Texto completoBarr, David y John Campbell. Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices. Cambridge, MA: National Bureau of Economic Research, noviembre de 1996. http://dx.doi.org/10.3386/w5821.
Texto completoHamann, Franz, Cesar Anzola, Oscar Avila-Montealegre, Juan Carlos Castro-Fernandez, Anderson Grajales-Olarte, Alexander Guarín, Juan C. Mendez-Vizcaino, Juan J. Ospina-Tejeiro y Mario A. Ramos-Veloza. Monetary Policy Response to a Migration Shock: An Analysis for a Small Open Economy. Banco de la República de Colombia, enero de 2021. http://dx.doi.org/10.32468/be.1153.
Texto completoMoores, Lee, Stacy Jones, Garrett George, David Henderson y Timothy Schutt. Photo degradation kinetics of insensitive munitions constituents nitroguanidine, nitrotriazolone, and dinitroanisole in natural waters. Engineer Research and Development Center (U.S.), septiembre de 2021. http://dx.doi.org/10.21079/11681/41900.
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