Interest Rates, Uncertainty and the Livingston Data
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- Marfatia, Hardik A., 2015. "Monetary policy's time-varying impact on the US bond markets: Role of financial stress and risks," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 103-123.
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"A New Look at Uncertainty Shocks: Imperfect Information and Misallocation,"
UTokyo Price Project Working Paper Series
042, University of Tokyo, Graduate School of Economics.
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"Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters,"
Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 215-228.
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- Glas, Alexander & Hartmann, Matthias, 2016. "Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters," Working Papers 0612, University of Heidelberg, Department of Economics.
- Miles Livingston & Lei Zhou, 2010. "Split Bond Ratings and Information Opacity Premiums," Financial Management, Financial Management Association International, vol. 39(2), pages 515-532, June.
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European Economic Review, Elsevier, vol. 47(6), pages 1037-1059, December.
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- Söderlind, Paul, 2000. "Inflation Forecast Uncertainty," CEPR Discussion Papers 2499, C.E.P.R. Discussion Papers.
- Mehdi Shoja & Ehsan S. Soofi, 2017. "Uncertainty, information, and disagreement of economic forecasters," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 796-817, October.
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"Inflation uncertainty revisited: a proposal for robust measurement,"
Empirical Economics, Springer, vol. 47(4), pages 1497-1523, December.
- Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2011. "Inflation uncertainty revisited: A proposal for robust measurement," ifo Working Paper Series 111, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Wei Xiong & Hongjun Yan, 2010.
"Heterogeneous Expectations and Bond Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1433-1466, April.
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VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
100477, Verein für Socialpolitik / German Economic Association.
- Conrad, Christian & Hartmann, Matthias, 2014. "Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty," Working Papers 0574, University of Heidelberg, Department of Economics.
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- Suardi, Sandy & Rasel, Atiqur Rahman & Liu, Bin, 2022. "On the predictive power of tweet sentiments and attention on bitcoin," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 289-301.
- Ma, Chaoqun & Wang, Hailong & Cheng, Fengchao & Hu, Duni, 2018. "How money illusions and heterogeneous beliefs affect asset prices," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 167-192.
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