Nothing Special   »   [go: up one dir, main page]
create a website
Fiscal Hedging and the Yield Curve. (2005). Lustig, Hanno ; Sleet, Christopher ; Yeltekin, Sevin .
In: NBER Working Papers.
RePEc:nbr:nberwo:11687.

Full description at Econpapers || Download paper

Cited: 4

Citations received by this document

Cites: 18

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Default and the Maturity Structure in Sovereign Bonds. (2008). Ramanarayanan, Ananth ; Arellano, Cristina.
    In: 2008 Meeting Papers.
    RePEc:red:sed008:479.

    Full description at Econpapers || Download paper

  2. Default and the maturity structure in sovereign bonds. (2008). Ramanarayanan, Ananth ; Arellano, Cristina.
    In: Staff Report.
    RePEc:fip:fedmsr:410.

    Full description at Econpapers || Download paper

  3. Default and the maturity structure in sovereign bonds. (2008). Ramanarayanan, Ananth ; Arellano, Cristina.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:19.

    Full description at Econpapers || Download paper

  4. A Multiplier Approach to Understanding the Macro Implications of Household Finance. (2007). Lustig, Hanno ; Cole, Harold ; Chien, YiLi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13555.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. [1] Aiyagari, R., A. Marcet, T. Sargent, J. SeppÂalÂa. 2002. Optimal taxation without state contingent debt. Journal of Political Economy 110:1220-1254.

  2. [10] Correia, I., J.P. Nicolini and P. Teles. 2002. Optimal ïscal and monetary policy: Equivalence results. FRB Chicago WP 2002-16.

  3. [11] Dai, Q. and T. Philippon. 2004. Fiscal policy and the term structure of interest rates. Unpublished paper. NYU Stern.

  4. [12] Kamihigashi, T. 2003. Necessity of transversality conditions for stochastic problems. Journal of Eco- nomic Theory 109:140-149.

  5. [13] Lucas, R. and N. Stokey. 1983. Optimal ïscal and monetary policy in an economy without capital. Journal of Monetary Economics 12:55-93.

  6. [14] Lustig, H., C. Sleet and S¸. Yeltekin. 2004. Does the US government hedge against US government expenditure risk? Unpublished paper.

  7. [15] Sack, B. 2000. Does the Fed act gradually? A VAR analysis. Journal of Monetary Economics 46:229- 256.

  8. [16] Schmitt-Groh´e, S. and M. Uribe. 2004. Optimal ïscal and monetary policy with sticky prices. Journal of Economic Theory 114:198-230.
    Paper not yet in RePEc: Add citation now
  9. [17] Siu, H. 2004. Optimal ïscal and monetary policy with sticky price. Journal of Monetary Economics 51:575-607.
    Paper not yet in RePEc: Add citation now
  10. [18] Weitzman, M. 1973. Duality theory for inïnite horizon convex models. Management Science 783-789.
    Paper not yet in RePEc: Add citation now

  11. [2] Angeletos, G.M. 2002. Fiscal policy with non-contingent debt and the optimal maturity structure. Quarterly Journal of Economics 117:1105-1131.

  12. [3] Barro, R. 1995. Optimal debt management. NBER WP 5327.

  13. [4] Barro, R. 2002. Optimal management of nominal and indexed debt. In Ed.s Lefort, F. and Schmidt- Hebbel. Indexation, inïation and monetary policy. Central Bank of Chile.

  14. [5] Bohn, H. 1988. Why do we have nominal debt? Journal of Monetary Economics 21:127-140.
    Paper not yet in RePEc: Add citation now

  15. [6] Buera, F. and J. Nicolini. 2004. Optimal maturity of government debt without state contingent bonds. Journal of Monetary Economics 51:531-554.

  16. [7] Blanchard, O. and A. Missale. 1994. The Debt Burden and Debt Maturity. American Economic Review 84:309-319.

  17. [8] Campbell, J. 1995. Some lessons from the yield curve. Journal of Economic Perspectives.

  18. [9] Chari, V., L. Christiano and P. Kehoe. 1991. Optimal monetary and ïscal policy: some recent results. Journal of Money, Credit and Banking 23:519-539.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Alternative Perspectives on Optimal Public Debt Adjustment. (2011). Horvath, Michal.
    In: CDMA Working Paper Series.
    RePEc:san:cdmawp:0607.

    Full description at Econpapers || Download paper

  2. Quel objectif pour la dette publique à moyen terme ?. (2011). villieu, patrick.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00829660.

    Full description at Econpapers || Download paper

  3. Second-best tax policy and natural resource management in growing economies. (2010). Hamilton, Stephen ; Gutiérrez, María-José ; Gorostiaga, Arantza ; Cassou, Steven ; Gutierrez, Maria.
    In: International Tax and Public Finance.
    RePEc:kap:itaxpf:v:17:y:2010:i:6:p:607-626.

    Full description at Econpapers || Download paper

  4. Macroeconomic Effects from Government Purchases and Taxes. (2009). Barro, Robert ; Redlick, Charles J..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15369.

    Full description at Econpapers || Download paper

  5. Optimal Monetary and Fiscal Policy in an Economy with Non-Ricardian Agents. (2007). Horvath, Michal.
    In: CDMA Working Paper Series.
    RePEc:san:cdmawp:0703.

    Full description at Econpapers || Download paper

  6. The McKenna Rule and UK World War I Finance. (2007). Vahey, Shaun ; Nason, James.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2007/08.

    Full description at Econpapers || Download paper

  7. Capital Taxation and Ownership when Markets are Incomplete. (2007). Farhi, Emmanuel.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13390.

    Full description at Econpapers || Download paper

  8. International Evidence on Fiscal Solvency: Is Fiscal Policy Responsible?. (2007). Ostry, Jonathan ; Mendoza, Enrique.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12947.

    Full description at Econpapers || Download paper

  9. Debt and Deficit Fluctuations and the Structure of Bond Markets. (2007). Scott, Andrew ; Marcet, Albert.
    In: UFAE and IAE Working Papers.
    RePEc:aub:autbar:728.08.

    Full description at Econpapers || Download paper

  10. Taxation without Commitment. (2006). Reis, Catarina.
    In: MPRA Paper.
    RePEc:pra:mprapa:2071.

    Full description at Econpapers || Download paper

  11. Modern Macroeconomics in Practice: How Theory is Shaping Policy. (2006). Kehoe, Patrick ; Chari, Varadarajan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12476.

    Full description at Econpapers || Download paper

  12. A Dynamic Theory of Public Spending, Taxation and Debt. (2006). Coate, Stephen ; Battaglini, Marco.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12100.

    Full description at Econpapers || Download paper

  13. Modern macroeconomics in practice: how theory is shaping policy. (2006). Kehoe, Patrick ; Chari, Varadarajan.
    In: Staff Report.
    RePEc:fip:fedmsr:376.

    Full description at Econpapers || Download paper

  14. Second-best tax policy in a growing economy with externalities. (2006). Gutierrez, Maria Jose .
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:200603.

    Full description at Econpapers || Download paper

  15. Debt stabilizing fiscal rules. (2006). von Thadden, Leopold ; Vidal, Jean-Pierre ; Michel, Philippe.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006576.

    Full description at Econpapers || Download paper

  16. A Dynamic Theory of Public Spending, Taxation and Debt. (2006). Coate, Stephen ; Battaglini, Marco.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000001094.

    Full description at Econpapers || Download paper

  17. Optimal Inflation Persistence: Ramsey Taxation with Capital and Habits. (2005). Chugh, Sanjay.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:369.

    Full description at Econpapers || Download paper

  18. Debt stabilizing fiscal rules. (2005). Michel, Philippe ; Vidal, Jean-Piere ; von Thadden, Leopold.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:349.

    Full description at Econpapers || Download paper

  19. Monetary Concequences of Alternative Fiscal Policy Rules. (2005). Railavo, Jukka .
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:145.

    Full description at Econpapers || Download paper

  20. Fiscal Hedging and the Yield Curve. (2005). Lustig, Hanno ; Sleet, Christopher ; Yeltekin, Sevin .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11687.

    Full description at Econpapers || Download paper

  21. Limited Enforceable International Loans, International Risk Sharing and Trade. (2005). Scholl, Almuth.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2005-055.

    Full description at Econpapers || Download paper

  22. Optimal monetary policy under commitment with a zero bound on nominal interest rates. (2005). Billi, Roberto ; Adam, Klaus.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp05-07.

    Full description at Econpapers || Download paper

  23. Optimal inflation persistence: Ramsey taxation with capital and habits. (2005). Chugh, Sanjay.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:829.

    Full description at Econpapers || Download paper

  24. Fiscal Hedging and the Yield Curve(joint with Chris Sleet, CMU, and Sevin Yeltekin (CMU)). (2005). Lustig, Hanno.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:353.

    Full description at Econpapers || Download paper

  25. On the Recursive Saddle Point Method. (2004). Pavoni, Nicola ; Messner, Matthias.
    In: Working Papers.
    RePEc:igi:igierp:255.

    Full description at Econpapers || Download paper

  26. Política fiscal óptima: el estado de la cuestión. (2004). ruiz, jesus ; Manzano, Baltasar.
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:28:y:2004:i:1:p:5-41.

    Full description at Econpapers || Download paper

  27. Fiscal Crisis Resolution: Taxation versus Inflation. (2004). Kumhof, Michael.
    In: Working Papers.
    RePEc:hkm:wpaper:102004.

    Full description at Econpapers || Download paper

  28. Optimal monetary and fiscal policy: a linear-quadratic approach. (2004). Woodford, Michael ; Benigno, Pierpaolo.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:806.

    Full description at Econpapers || Download paper

  29. Optimal monetary and fiscal policy: a linear-quadratic approach. (2004). Woodford, Michael ; Benigno, Pierpaolo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004345.

    Full description at Econpapers || Download paper

  30. On the Recursive Saddle Point Method. (2004). Pavoni, Nicola ; Messner, Matthias.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000050.

    Full description at Econpapers || Download paper

  31. Debt and deficit fluctuations and the structure of bond markets. (2003). Scott, Andrew ; Marcet, Albert.
    In: Economics Working Papers.
    RePEc:upf:upfgen:558.

    Full description at Econpapers || Download paper

  32. Optimal Fiscal and Monetary Policy Under Imperfect Competition. (2003). Uribe, Martín ; Schmitt-Grohe, Stephanie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10149.

    Full description at Econpapers || Download paper

  33. Fiscal Rules and Countercyclical Policy; Frank Ramsey Meets Gramm-Rudman-Hollings. (2003). Tanner, Evan C.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2003/220.

    Full description at Econpapers || Download paper

  34. Redistribution and fiscal policy. (2002). Rubio-Ramirez, Juan F.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2002-32.

    Full description at Econpapers || Download paper

  35. Optimal Fiscal Policy with Rationing in the Labor Market. (2002). .
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:200229.

    Full description at Econpapers || Download paper

  36. Should Fiscal Policy be different in a Non-Competitive Framework?. (2002). .
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:200228.

    Full description at Econpapers || Download paper

  37. Debt reduction and automatic stabilisation. (2002). Rostagno, Massimo ; Pérez, Javier ; HIEBERT, Paul .
    In: Economic Working Papers at Centro de Estudios Andaluces.
    RePEc:cea:doctra:e2002_12.

    Full description at Econpapers || Download paper

  38. Should Fiscal Policy Be Di.erent in a Non-Competitive Framework?. (2002). Gorostiaga, Arantza.
    In: Economic Working Papers at Centro de Estudios Andaluces.
    RePEc:cea:doctra:e2002_11.

    Full description at Econpapers || Download paper

  39. A Real Time Tax Smoothing Based Fiscal Policy Rule. (2002). Wakerly, Elizabeth ; Vahey, Shaun ; Loukoianova, Elena.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0235.

    Full description at Econpapers || Download paper

  40. Optimal taxation without state-contingent debt. (2001). Seppala, Juha ; Sargent, Thomas ; Marcet, Albert.
    In: Economics Working Papers.
    RePEc:upf:upfgen:170.

    Full description at Econpapers || Download paper

  41. Optimal Fiscal and Monetary Policy Under Sticky Prices. (2001). Uribe, Martín ; Schmitt-Grohe, Stephanie.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200105.

    Full description at Econpapers || Download paper

  42. Government Debt as Insurance against Macroeconomic Risk. (2001). Hagedorn, Marcus ; Kaul, Ashok ; Barbie, Martin.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp412.

    Full description at Econpapers || Download paper

  43. Optimal fiscal and monetary policy under sticky prices. (2001). Uribe, Martín ; Schmitt-Grohe, Stephanie ; Nicolini, Juan Pablo.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2001:i:jun:x:1.

    Full description at Econpapers || Download paper

  44. Tax Smoothing with Stochastic Interest Rates: A Re-assessment of Clintons Fiscal Legacy. (2001). Zhu, Xiaodong ; Lloyd-Ellis, Huw.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:125.

    Full description at Econpapers || Download paper

  45. Optimal Fiscal and Monetary Policy Under Sticky Prices. (2001). Uribe, Martín ; Schmitt-Grohe, Stephanie.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2942.

    Full description at Econpapers || Download paper

  46. Optimal Fiscal and Monetary Policy under Imperfect Competition. (2001). Uribe, Martín ; Schmitt-Grohe, Stephanie.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2688.

    Full description at Econpapers || Download paper

  47. OPTIMAL FISCAL POLICY IN A BUSINESS CYCLE MODEL: ALTERNATIVE IDENTIFICATIONS OF THE OPTIMAL EXPOST CAPITAL INCOME TAX RATES. (2000). Manzano, Baltasar ; Ruz, Jess.
    In: Computing in Economics and Finance 2000.
    RePEc:sce:scecf0:351.

    Full description at Econpapers || Download paper

  48. Optimal Maturity of Government Debt with Incomplete Markets. (2000). Nicolini, Juan Pablo ; Buera, Francisco.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1769.

    Full description at Econpapers || Download paper

  49. Fiscal Policy and the Maturity Structure with Non-Contingent Debt. (2000). Angeletos, George-Marios.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0802.

    Full description at Econpapers || Download paper

  50. Recursive contracts. (1998). Marimon, Ramon ; Marcet, Albert.
    In: Economics Working Papers.
    RePEc:upf:upfgen:337.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-29 14:50:09 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.