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Developments in Macro-Finance Yield Curve Modelling
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The shape of the yield curve has traditionally been a key indicator of the macroeconomic outlook. However, the ongoing financial crisis has created several challenges for the conduct of monetary policy, one of which has demanded whole-scale revision of the way that policy-makers model longer term interest rates. This volume brings together central bank economists and leading academic monetary economists to propose new methods for modelling the behaviour of interest rates. Topics covered include: the analysis and extraction of expectations of future monetary policy and inflation; the analysis of the short-term dynamics of money market interest rates; the reliability of existing models in periods of extreme market volatility and how to adjust them accordingly; and the role of government debt and deficits in affecting sovereign bond yields and spreads. This book will interest financial researchers and practitioners as well as academic and central bank economists.
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