Expectations about the Federal Reserve’s Balance Sheet and the Term Structure of Interest Rates
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- Jane E. Ihrig & Elizabeth C. Klee & Canlin Li & Brett Schulte & Min Wei, 2012. "Expectations about the Federal Reserve's balance sheet and the term structure of interest rates," Finance and Economics Discussion Series 2012-57, Board of Governors of the Federal Reserve System (U.S.).
References listed on IDEAS
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Cited by:
- Bailey, Andrew & Bridges, Jonathan & Harrison, Richard & Jones, Josh & Mankodi, Aakash, 2020. "The central bank balance sheet as a policy tool: past, present and future," Bank of England working papers 899, Bank of England.
- Adrien Alvero & Andreas M. Fischer, 2016.
"Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc,"
Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 67(02), pages 31-50, August.
- Adrien Alvero & Andreas M. Fischer, 2016. "Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc," Working Papers 16.07, Swiss National Bank, Study Center Gerzensee.
- Dario Caldara & Etienne Gagnon & Enrique Martinez-Garcia & Christopher J. Neely, 2020.
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2020-026, Federal Reserve Bank of St. Louis, revised 02 Nov 2020.
- Dario Caldara & Etienne Gagnon & Enrique Martinez-Garcia & Christopher J. Neely, 2020. "Monetary Policy and Economic Performance since the Financial Crisis," Finance and Economics Discussion Series 2020-065, Board of Governors of the Federal Reserve System (U.S.).
- Dario Caldara & Etienne Gagnon & Enrique Martinez-Garcia & Christopher J. Neely, 2020. "Monetary Policy and Economic Performance Since the Financial Crisis," Globalization Institute Working Papers 399, Federal Reserve Bank of Dallas.
- Carpenter, Seth & Demiralp, Selva & Ihrig, Jane & Klee, Elizabeth, 2015.
"Analyzing Federal Reserve asset purchases: From whom does the Fed buy?,"
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- Seth B. Carpenter & Selva Demiralp & Jane E. Ihrig & Elizabeth C. Klee, 2013. "Analyzing Federal Reserve asset purchases: from whom does the Fed buy?," Finance and Economics Discussion Series 2013-32, Board of Governors of the Federal Reserve System (U.S.).
- Stephanie Titzck & Jan Willem van den End, 2019. "The impact of size, composition and duration of the central bank balance sheet on inflation expectations and market prices," DNB Working Papers 627, Netherlands Central Bank, Research Department.
- Dario Caldara & Etienne Gagnon & Enrique Martinez-Garcia & Christopher J. Neely, 2020.
"Monetary Policy and Economic Performance since the Financial Crisis,"
Working Papers
2020-026, Federal Reserve Bank of St. Louis, revised 02 Nov 2020.
- Dario Caldara & Etienne Gagnon & Enrique Martínez-García & Christopher J. Neely, 2020. "Monetary Policy and Economic Performance since the Financial Crisis," Working Papers 2020-026, Federal Reserve Bank of St. Louis.
- Dario Caldara & Etienne Gagnon & Enrique Martínez-García & Christopher J. Neely, 2020. "Monetary Policy and Economic Performance Since the Financial Crisis," Globalization Institute Working Papers 399, Federal Reserve Bank of Dallas.
- Dario Caldara & Etienne Gagnon & Enrique Martínez-García & Christopher J. Neely, 2020. "Monetary Policy and Economic Performance since the Financial Crisis," Finance and Economics Discussion Series 2020-065, Board of Governors of the Federal Reserve System (U.S.).
- Alexander D. Gromov, 2017. "The Efficiency of Russian Higher Education Institutions and its Determinants," HSE Working papers WP BRP 40/EDU/2017, National Research University Higher School of Economics.
- Naoko Hara & Ryuzo Miyao & Tatsuyoshi Okimoto, 2020.
"The Effects Of Asset Purchases And Normalization Of U.S. Monetary Policy,"
Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1279-1296, July.
- Naoko Hara & Ryuzo Miyao & Tatsuyoshi Okimoto, 2019. "The Effects of Asset Purchases and Normalization of US Monetary Policy," IMES Discussion Paper Series 19-E-16, Institute for Monetary and Economic Studies, Bank of Japan.
- Breckenfelder, Johannes & De Fiore, Fiorella & Andrade, Philippe & Karadi, Peter & Tristani, Oreste, 2016. "The ECB's asset purchase programme: an early assessment," Working Paper Series 1956, European Central Bank.
- Huseyin Ozturk, 2020. "The shape of sovereign yield curve in an emerging economy: Do macroeconomic or external factors matter?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(1), pages 83-112, February.
- Eser, Fabian & Lemke, Wolfgang & Nyholm, Ken & Radde, Sören & Vladu, Andreea Liliana, 2019.
"Tracing the impact of the ECB’s asset purchase programme on the yield curve,"
Working Paper Series
2293, European Central Bank.
- Eser, Fabian & Lemke, Wolfgang & Nyholm, Ken & Vladu, Andreea, 2020. "Tracing the impact of the ECB's asset purchase programme on the yield curve," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224540, Verein für Socialpolitik / German Economic Association.
- Andrea Landi, Alex Sclip, Valeria Venturelli, 2019. "The effect of the Fed zero-lower bound announcementon bank profitability and diversification," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0079, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Tomoo Inoue & Tatsuyoshi Okimoto, 2020. "International Spillover Effects of Unconventional Monetary Policies of Major Central Banks," Working Papers hal-02938960, HAL.
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JEL classification:
- G1 - Financial Economics - - General Financial Markets
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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