The Federal Reserve's Portfolio and its Effect on Interest Rates
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DOI: 10.17016/FEDS.2017.075
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- Guidolin, Massimo & Pedio, Manuela, 2019. "Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
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More about this item
Keywords
Federal Reserve; SOMA portfolio; Treasury securities; Portfolio composition;All these keywords.
JEL classification:
- E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- N12 - Economic History - - Macroeconomics and Monetary Economics; Industrial Structure; Growth; Fluctuations - - - U.S.; Canada: 1913-
- O23 - Economic Development, Innovation, Technological Change, and Growth - - Development Planning and Policy - - - Fiscal and Monetary Policy in Development
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2017-07-16 (Macroeconomics)
- NEP-MON-2017-07-16 (Monetary Economics)
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