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Interest Rates, Money Supply Announcements, and Monetary Base Announcements

Author: Leonardo Leiderman; John Huizinga; National Bureau of Economic Research.
Publisher: Cambridge, Mass. : National Bureau of Economic Research, 1985.
Series: Working paper series (National Bureau of Economic Research), no. w1705.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Database:WorldCat
Summary:
This paper presents a new set of empirical regularities on the link between interest rates, money supply announcements and monetary base announcements. Among the main findings reported are: (i) unexpected increases in the announced monetary base have a significantly positive effect on interest rates during the period from October 1979 to October 1982; (ii) although unexpected money supply and monetary base  Read more...
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Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Leonardo Leiderman; John Huizinga; National Bureau of Economic Research.
OCLC Number: 756572960
Description: 1 online resource.
Series Title: Working paper series (National Bureau of Economic Research), no. w1705.
Responsibility: John Huizinga, Leonardo Leiderman.

Abstract:

This paper presents a new set of empirical regularities on the link between interest rates, money supply announcements and monetary base announcements. Among the main findings reported are: (i) unexpected increases in the announced monetary base have a significantly positive effect on interest rates during the period from October 1979 to October 1982; (ii) although unexpected money supply and monetary base announcements have the same impact on interest rates, they have different implications for the future behavior of the money supply and monetary base; (iii) the significant response of longer-term interest rates to unexpected monetary announcements is reflecting a response of current and expected future short-term rates -- i.e.term-structure premia are not altered by these announcements.

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