The response of interest rates to the Federal Reserve's weekly money announcements : The 'puzzle' of anticipated money
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- Richard Deaves & Angelo Melino & James E. Pesando, 1987. "The Response of Interest Rates to the Federal Reserve's Weekly Money Announcements: The "Puzzle" of Anticipated Money," NBER Working Papers 2125, National Bureau of Economic Research, Inc.
References listed on IDEAS
- V. Vance Roley, 1982. "The Response of Short-Term Interest Rates to Weekly Money Announcements," NBER Working Papers 1001, National Bureau of Economic Research, Inc.
- Roley, V Vance, 1983. "The Response of Short-Term Interest Rates to Weekly Money Announcements," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 15(3), pages 344-354, August.
- Pesando, James E, 1979. "On the Random Walk Characteristics of Short- and Long-Term Interest Rates in an Efficient Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 11(4), pages 457-466, November.
- V. Vance Roley & Carl E. Walsh, 1985.
"Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements,"
The Quarterly Journal of Economics,
Oxford University Press, vol. 100(Supplemen), pages 1011-1039.
- V. Vance Roley & Carl E. Walsh, 1983. "Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements," NBER Working Papers 1181, National Bureau of Economic Research, Inc.
- Hein, Scott E, 1985. "The Response of Short-term Interest Rates to Weekly Money Announcements: A Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 17(2), pages 264-271, May.
- Thomas Urich & Paul Wachtel, 1983. "The Structure of Expectations of the Weekly Money Supply Announcement," NBER Working Papers 1090, National Bureau of Economic Research, Inc.
- White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
- Michael T. Belongia & R. W. Hafer & Richard G. Sheehan, 1986. "A note on the temporal stability of the interest rate-weekly money relationship," Working Papers 1986-002, Federal Reserve Bank of St. Louis.
- Cornell, Bradford, 1983. "Money Supply Announcements and Interest Rates: Another View," The Journal of Business, University of Chicago Press, vol. 56(1), pages 1-23, January.
- Breusch, T S & Pagan, A R, 1979. "A Simple Test for Heteroscedasticity and Random Coefficient Variation," Econometrica, Econometric Society, vol. 47(5), pages 1287-1294, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Richard G. Sheehan & R. W. Hafer, 1987. "On the response of interest rates to unexpected weekly money: are policy changes important?," Working Papers 1987-005, Federal Reserve Bank of St. Louis.
- Silva Lopes, Artur, 1994.
"A "hipótese das expectativas racionais": teoria e realidade (uma visita guiada à literatura até 1992)
[The "rational expectations hypothesis": theory and reality (a guided tour ," MPRA Paper 9699, University Library of Munich, Germany, revised 23 Jul 2008.
- Deaves, Richard & Miu, Peter & Barry White, C., 2008. "Canadian stock market multiples and their predictive content," International Review of Economics & Finance, Elsevier, vol. 17(3), pages 457-466.
- Poole, William, 1988.
"Monetary Policy Lessons of Recent Inflation and Disinflation,"
Journal of Economic Perspectives,
American Economic Association, vol. 2(3), pages 73-100, Summer.
- William Poole, 1987. "Monetary Policy Lessons of recent Inflation and Disinflation," NBER Working Papers 2300, National Bureau of Economic Research, Inc.
- Daniel L. Thornton, 1989. "Tests of covered interest rate parity," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 55-66.
- Peter C. Liu, 1994. "Are Money Announcement Forecasts Rational?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(4), pages 475-483, November.
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