Monetary policy rules and the information content of the term structure of interest rates

Ralf Fendel and Michael Frenkel

Applied Economics Letters, 2005, vol. 12, issue 15, 933-936

Abstract: The study incorporates information on the term structure of interest rates into empirical reaction functions for the Bundesbank and the European Central Bank. The results suggest that the term structure played a statistically significant role for the monetary policy of both central banks.

Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:12:y:2005:i:15:p:933-936

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DOI: 10.1080/13504850500378049

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