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A Portfolio-Balance Model of Inflation and Yield Curve Determination
Staff Working Paper 2020-6 Antonio Diez de los RiosHow does the supply of nominal government debt affect the macroeconomy? To answer this question, we propose a portfolio-balance model of the yield curve in which inflation is determined through an interest rate rule.Content Type(s): Staff research, Staff working papers Topic(s): Asset pricing, Debt management, Inflation and prices, Interest rates, Monetary policy JEL Code(s): E, E4, E43, E5, E52, G, G1, G12, H, H6, H63
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