Title:

Modelling the Central Bank Repo Rate in a Dynamic General Equilibrium Framework

Authors:

Emanuel Leão (ISCTE - Instituto Universitário de Lisboa, DINÂMIA CET- ISCTE, IUL)
Pedro Leão (UTL)

Journal:

Economic Modelling

Year:

2007

Volume:

24

Pages:

571-610

JEL codes:

E13 - Neoclassical
E32 - Business Fluctuations; Cycles
E52 - Monetary Policy (Targets, Instruments, and Effects)
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages