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Market anticipations of monetary policy actions

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  • William Poole
  • Robert H. Rasche
  • Daniel L. Thornton

Abstract

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Suggested Citation

  • William Poole & Robert H. Rasche & Daniel L. Thornton, 2002. "Market anticipations of monetary policy actions," Review, Federal Reserve Bank of St. Louis, vol. 84(Jul), pages 65-94.
    • Handle: RePEc:fip:fedlrv:y:2002:i:jul:p:65-94:n:v.84no.4
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    References listed on IDEAS

    as
    1. Simon, David P, 1990. "Expectations and the Treasury Bill-Federal Funds Rate Spread over Recent Monetary Policy Regimes," Journal of Finance, American Finance Association, vol. 45(2), pages 467-477, June.
    2. Goodfriend, Marvin, 1986. "Monetary mystique: Secrecy and central banking," Journal of Monetary Economics, Elsevier, vol. 17(1), pages 63-92, January.
    3. Laurence H. Meyer, 2001. "Does money matter?," Review, Federal Reserve Bank of St. Louis, vol. 83(May), pages 1-16.
    4. Roberds, William & Runkle, David & Whiteman, Charles H, 1996. "A Daily View of Yield Spreads and Short-Term Interest Rate Movements," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(1), pages 34-53, February.
    5. Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January.
    Full references (including those not matched with items on IDEAS)

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    Keywords

    Monetary policy; Federal funds rate;

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