IDEAS home Printed from https://ideas.repec.org/a/fip/fedles/87632.html
   My bibliography  Save this article

What to Expect from Quantitative Tightening

Author

Abstract

Quantitative tightening is unlikely to noticeably impede economic activity.

Suggested Citation

  • Christopher J. Neely, 2019. "What to Expect from Quantitative Tightening," Economic Synopses, Federal Reserve Bank of St. Louis, issue 8, April.
  • Handle: RePEc:fip:fedles:87632
    DOI: 10.20955/es.2019.8
    as

    Download full text from publisher

    File URL: https://files.stlouisfed.org/research/publications/economic-synopses/2019/04/05/what-to-expect-from-quantitative-tightening.pdf
    File Function: Full Text
    Download Restriction: no

    File URL: https://libkey.io/10.20955/es.2019.8?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Brian Bonis & Jane E. Ihrig & Min Wei, 2017. "Projected Evolution of the SOMA Portfolio and the 10-Year Treasury Term Premium Effect," FEDS Notes 2017-09-22, Board of Governors of the Federal Reserve System (U.S.).
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. John C. Williams, 2017. "Interest Rates and the \\"New Normal\\"," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
    2. John C. Williams, 2017. "Interest Rates and the “New Normal”," Speech 182, Federal Reserve Bank of San Francisco.
    3. Luchelle Soobyah & Daan Steenkamp, 2020. "Term premium and rate expectation estimates from the South African yield curve," Working Papers 9998, South African Reserve Bank.
    4. Martin Møller Andreasen & Kasper Jørgensen & Andrew Meldrum, 2019. "Bond Risk Premiums at the Zero Lower Bound," CREATES Research Papers 2019-10, Department of Economics and Business Economics, Aarhus University.
    5. Martin M. Andreasen & Kasper Joergensen & Andrew C. Meldrum, 2019. "Bond Risk Premiums at the Zero Lower Bound," Finance and Economics Discussion Series 2019-040, Board of Governors of the Federal Reserve System (U.S.).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedles:87632. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Anna Oates (email available below). General contact details of provider: https://edirc.repec.org/data/frbslus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.