Tatevik Sekhposyan - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T08:57:25+00:00Networking the Yield Curve: Implications for Monetary Policy
https://www.bankofcanada.ca/2021/01/staff-working-paper-2021-4/
We study how different monetary policies affect the yield curve and interact. Our study highlights the importance of the spillover structure across the yield curve for policy-making.2021-01-21T15:36:58+00:00enNetworking the Yield Curve: Implications for Monetary Policy2021-01-21Econometric and statistical methodsInterest ratesMonetary policy implementationStaff Working Paper 2021-4https://www.bankofcanada.ca/wp-content/uploads/2021/01/swp2021-4.pdfStaff Working Paper 2021-4Tatjana DahlhausJulia SchaumburgTatevik SekhposyanJanuary 2021CC1C18C2C21C5C53EE4E43E44E5E52Monetary Policy Uncertainty: A Tale of Two Tails
https://www.bankofcanada.ca/2018/09/staff-working-paper-2018-50/
We document a strong asymmetry in the evolution of federal funds rate expectations and map this observed asymmetry into measures of monetary policy uncertainty. We show that periods of monetary policy tightening and easing are distinctly related to downside (policy rate is higher than expected) and upside (policy rate is lower than expected) uncertainty.2018-09-27T08:32:17+00:00enMonetary Policy Uncertainty: A Tale of Two Tails2018-09-27Business fluctuations and cyclesEconometric and statistical methodsMonetary policy and uncertaintyMonetary policy communicationsMonetary policy transmissionStaff Working Paper 2018-50https://www.bankofcanada.ca/wp-content/uploads/2018/09/swp2018-50.pdfMonetary Policy Uncertainty: A Tale of Two TailsTatjana DahlhausTatevik SekhposyanSeptember 2018CC1C18C3C32EE0E02E4E43E5E52