A Black Swan in the Money Market

Williams, John C.; Taylor, John B

doi:10.1257/mac.1.1.58

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A Black Swan in the Money Market

Author(s): John B Taylor , John C Williams

Publication date Created: January 2009

Publication date (Print): January 2009

Journal: American Economic Journal: Macroeconomics

Publisher: American Economic Association

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A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

Monika Piazzesi, Andrew Ang (2003)

0 comments Cited 75 times – based on 0 reviews      Review now

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Determinants of the Japan premium: actions speak louder than words

Eric S Rosengren, Joe Peek (2001)

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Using a long-term interest rate as the monetary policy instrument

Bruce McGough, John Williams, Glenn Rudebusch (2005)

0 comments Cited 4 times – based on 0 reviews      Review now

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Author and article information

Journal

Title: American Economic Journal: Macroeconomics

Abbreviated Title: American Economic Journal: Macroeconomics

Publisher: American Economic Association

ISSN (Print): 1945-7707

ISSN (Electronic): 1945-7715

Publication date Created: January 2009

Publication date (Print): January 2009

Volume: 1

Issue: 1

Pages: 58-83

Article

DOI: 10.1257/mac.1.1.58

SO-VID: 8551d93f-aab6-4c1d-a481-af60c203a60e

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