Matches in SemOpenAlex for { <https://semopenalex.org/work/W3123494534> ?p ?o ?g. }
- W3123494534 endingPage "200" @default.
- W3123494534 startingPage "182" @default.
- W3123494534 abstract "Abstract Inflation-indexed and nominal yield curves capture investors׳ expectations of real short rates and inflation as well as their required compensation for bearing liquidity, inflation, and real interest rate risk. We estimate an affine term structure model that allows us to decompose real and nominal bond yields into these components and use the model to study the transmission of monetary policy. The model decompositions imply that the Federal Reserve׳s announcements of LSAPs lowered yields primarily by reducing real term premia. Changes in real term premia also account for the strong response of long-term real forward rates to federal funds rate surprises." @default.
- W3123494534 created "2021-02-01" @default.
- W3123494534 creator A5053963239 @default.
- W3123494534 creator A5061992260 @default.
- W3123494534 creator A5063610629 @default.
- W3123494534 creator A5071459141 @default.
- W3123494534 creator A5079166372 @default.
- W3123494534 date "2016-12-01" @default.
- W3123494534 modified "2023-09-28" @default.
- W3123494534 title "Decomposing real and nominal yield curves" @default.
- W3123494534 cites W1485311795 @default.
- W3123494534 cites W1600805236 @default.
- W3123494534 cites W1792043080 @default.
- W3123494534 cites W1798925343 @default.
- W3123494534 cites W1803174028 @default.
- W3123494534 cites W2020958936 @default.
- W3123494534 cites W2066604636 @default.
- W3123494534 cites W2077252204 @default.
- W3123494534 cites W2094241261 @default.
- W3123494534 cites W2116663683 @default.
- W3123494534 cites W2118773244 @default.
- W3123494534 cites W2119508667 @default.
- W3123494534 cites W2125289291 @default.
- W3123494534 cites W2125336002 @default.
- W3123494534 cites W2129023625 @default.
- W3123494534 cites W2129846541 @default.
- W3123494534 cites W2140667952 @default.
- W3123494534 cites W2150751859 @default.
- W3123494534 cites W2151993164 @default.
- W3123494534 cites W2152110580 @default.
- W3123494534 cites W2159723913 @default.
- W3123494534 cites W2164777891 @default.
- W3123494534 cites W2165100677 @default.
- W3123494534 cites W2182093068 @default.
- W3123494534 cites W2262074371 @default.
- W3123494534 cites W2289040383 @default.
- W3123494534 cites W2318818482 @default.
- W3123494534 cites W2619415170 @default.
- W3123494534 cites W3121195771 @default.
- W3123494534 cites W3121324914 @default.
- W3123494534 cites W3122257378 @default.
- W3123494534 cites W3123494534 @default.
- W3123494534 cites W3123652819 @default.
- W3123494534 cites W3123842146 @default.
- W3123494534 cites W3123936533 @default.
- W3123494534 cites W3123975874 @default.
- W3123494534 cites W3124176187 @default.
- W3123494534 cites W3124438330 @default.
- W3123494534 cites W3124669489 @default.
- W3123494534 cites W3124933125 @default.
- W3123494534 cites W3125064623 @default.
- W3123494534 cites W3125270793 @default.
- W3123494534 cites W3125460877 @default.
- W3123494534 cites W3125877802 @default.
- W3123494534 cites W4237280025 @default.
- W3123494534 cites W4241638292 @default.
- W3123494534 cites W4243692174 @default.
- W3123494534 doi "https://doi.org/10.1016/j.jmoneco.2016.10.006" @default.
- W3123494534 hasPublicationYear "2016" @default.
- W3123494534 type Work @default.
- W3123494534 sameAs 3123494534 @default.
- W3123494534 citedByCount "82" @default.
- W3123494534 countsByYear W31234945342012 @default.
- W3123494534 countsByYear W31234945342013 @default.
- W3123494534 countsByYear W31234945342015 @default.
- W3123494534 countsByYear W31234945342016 @default.
- W3123494534 countsByYear W31234945342017 @default.
- W3123494534 countsByYear W31234945342018 @default.
- W3123494534 countsByYear W31234945342019 @default.
- W3123494534 countsByYear W31234945342020 @default.
- W3123494534 countsByYear W31234945342021 @default.
- W3123494534 countsByYear W31234945342022 @default.
- W3123494534 countsByYear W31234945342023 @default.
- W3123494534 crossrefType "journal-article" @default.
- W3123494534 hasAuthorship W3123494534A5053963239 @default.
- W3123494534 hasAuthorship W3123494534A5061992260 @default.
- W3123494534 hasAuthorship W3123494534A5063610629 @default.
- W3123494534 hasAuthorship W3123494534A5071459141 @default.
- W3123494534 hasAuthorship W3123494534A5079166372 @default.
- W3123494534 hasBestOaLocation W31234945342 @default.
- W3123494534 hasConcept C121332964 @default.
- W3123494534 hasConcept C134121241 @default.
- W3123494534 hasConcept C139719470 @default.
- W3123494534 hasConcept C144237770 @default.
- W3123494534 hasConcept C149782125 @default.
- W3123494534 hasConcept C162324750 @default.
- W3123494534 hasConcept C175025494 @default.
- W3123494534 hasConcept C176230804 @default.
- W3123494534 hasConcept C97355855 @default.
- W3123494534 hasConceptScore W3123494534C121332964 @default.
- W3123494534 hasConceptScore W3123494534C134121241 @default.
- W3123494534 hasConceptScore W3123494534C139719470 @default.
- W3123494534 hasConceptScore W3123494534C144237770 @default.
- W3123494534 hasConceptScore W3123494534C149782125 @default.
- W3123494534 hasConceptScore W3123494534C162324750 @default.
- W3123494534 hasConceptScore W3123494534C175025494 @default.
- W3123494534 hasConceptScore W3123494534C176230804 @default.
- W3123494534 hasConceptScore W3123494534C97355855 @default.