Meredith Beechey
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Meredith Beechey & David Gruen & James Vickery, 2000.
"The Efficient Market Hypothesis: A Survey,"
RBA Research Discussion Papers
rdp2000-01, Reserve Bank of Australia.
Mentioned in:
- å¹ççå¸å ´ä»®èª¬ in Wikipedia (Japanese)
- Principles of Finance/Section 1/Chapter 7/Efficient-Market Hypothesis in Wikibooks (English)
- Meredith J. Beechey & Benjamin K. Johannsen & Andrew T. Levin, 2011.
"Are Long-Run Inflation Expectations Anchored More Firmly in the Euro Area Than in the United States?,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 3(2), pages 104-129, April.
- Levin, Andrew & Beechey, Meredith J & Johannsen, Benjamin K, 2007. "Are Long-Run Inflation Expectations Anchored More Firmly in the Euro Area than in the United States?," CEPR Discussion Papers 6536, C.E.P.R. Discussion Papers.
- Meredith J. Beechey & Benjamin K. Johannsen & Andrew T. Levin, 2008. "Are long-run inflation expectations anchored more firmly in the Euro area than in the United States?," Finance and Economics Discussion Series 2008-23, Board of Governors of the Federal Reserve System (U.S.).
Mentioned in:
Working papers
- Beechey, Meredith & Österholm, Pär, 2013.
"Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years,"
Working Papers
128, National Institute of Economic Research.
- Meredith Beechey & Pär Österholm, 2014. "Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 43(1), pages 63-78, February.
Cited by:
- Natvik, Gisle J. & Rime, Dagfinn & Syrstad, Olav, 2020.
"Does publication of interest rate paths provide guidance?,"
Journal of International Money and Finance, Elsevier, vol. 103(C).
- Natvik, Gisle J. & Rime, Dagfinn & Syrstad, Olav, 2019. "Does Publication of Interest Rate Paths Provide Guidance?," Working Paper 2019/16, Norges Bank.
- Beechey, Meredith & Österholm, Pär, 2012.
"Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation,"
Working Papers
127, National Institute of Economic Research.
- Meredith Beechey & P�r Österholm, 2014. "Policy interest-rate expectations in Sweden: a forecast evaluation," Applied Economics Letters, Taylor & Francis Journals, vol. 21(14), pages 984-991, September.
Cited by:
- Pär Stockhammar & Pär Österholm, 2018.
"Do inflation expectations granger cause inflation?,"
Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 35(2), pages 403-431, August.
- Stockhammar, Pär & Österholm, Pär, 2016. "Do Inflation Expectations Granger Cause Inflation?," Working Papers 2016:4, Örebro University, School of Business.
- Stockhammar, Pär & Österholm, Pär, 2016. "Do Inflation Expectations Granger Cause Inflation?," Working Papers 145, National Institute of Economic Research.
- Andersson, Fredrik N. G. & Jonung, Lars, 2019. "The Tyranny of the Tenths. The Rise and Gradual Fall of Forward Guidance in Sweden 2007-2018," Working Papers 2019:14, Lund University, Department of Economics.
- García-Verdú Santiago & Ramos Francia Manuel & Sánchez-Martínez Manuel, 2018.
"TIIE-28 Swaps as Risk-Adjusted Forecasts of Monetary Policy in Mexico,"
Working Papers
2018-16, Banco de México.
- Santiago García-Verdú & Manuel Ramos-Francia & Manuel Sánchez-Martínez, 2019. "TIIE-28 Swaps as Risk-Adjusted Forecasts of Monetary Policy in Mexico," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 9(02), pages 1-23, June.
- van Holle, Frederiek, 2017. "Essays in empirical finance and monetary policy," Other publications TiSEM 30d11a4b-7bc9-4c81-ad24-5, Tilburg University, School of Economics and Management.
- Martin Nordström, 2020. "A forecast evaluation of the Riksbank's policy‐rate projections," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 49(3), September.
- Richhild Moessner & David-Jan Jansen & Jakob de Haan, 2017. "Communication About Future Policy Rates In Theory And Practice: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 31(3), pages 678-711, July.
- Meredith J. Beechey, 2008.
"Lowering the anchor: how the Bank of England's inflation-targeting policies have shaped inflation expectations and perceptions of inflation risk,"
Finance and Economics Discussion Series
2008-44, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Refet S. Gürkaynak & Brian Sack & Jonathan H. Wright, 2010.
"The TIPS Yield Curve and Inflation Compensation,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 2(1), pages 70-92, January.
- Refet S. Gürkaynak & Brian P. Sack & Jonathan H. Wright, 2008. "The TIPS yield curve and inflation compensation," Finance and Economics Discussion Series 2008-05, Board of Governors of the Federal Reserve System (U.S.).
- Jonathan H. Wright, 2008. "Term premiums and inflation uncertainty: empirical evidence from an international panel dataset," Finance and Economics Discussion Series 2008-25, Board of Governors of the Federal Reserve System (U.S.).
- Refet S. Gürkaynak & Brian Sack & Jonathan H. Wright, 2010.
"The TIPS Yield Curve and Inflation Compensation,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 2(1), pages 70-92, January.
- Meredith J. Beechey & Erik Hjalmarsson & Pär Österholm, 2008.
"Testing the expectations hypothesis when interest rates are near integrated,"
International Finance Discussion Papers
953, Board of Governors of the Federal Reserve System (U.S.).
- Beechey, Meredith & Hjalmarsson, Erik & sterholm, Pr, 2009. "Testing the expectations hypothesis when interest rates are near integrated," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 934-943, May.
Cited by:
- Hjalmarsson, Erik & Österholm, Pär, 2017. "Households’ Mortgage-Rate Expectations: More Realistic than at First Glance?," Working Papers 2017:9, Örebro University, School of Business.
- Peter Spencer & Zhuoshi Liu, "undated".
"An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK,"
Discussion Papers
09/16, Department of Economics, University of York.
- Spencer, Peter & Liu, Zhuoshi, 2010. "An open-economy macro-finance model of international interdependence: The OECD, US and the UK," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 667-680, March.
- Bulkley, George & Harris, Richard D.F. & Nawosah, Vivekanand, 2011. "Revisiting the expectations hypothesis of the term structure of interest rates," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1202-1212, May.
- Stelios Bekiros & Christos Avdoulas, 2020. "Revisiting the Dynamic Linkages of Treasury Bond Yields for the BRICS: A Forecasting Analysis," Forecasting, MDPI, vol. 2(2), pages 1-28, May.
- Knezevic, David & Nordström, Martin & Österholm, Pär, 2019.
"The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy,"
Working Papers
2019:6, Örebro University, School of Business.
- David Knezevic & Martin Nordström & Pär Österholm, 2021. "The relation between municipal and government bond yields in an era of unconventional monetary policy," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 50(1), February.
- Hernandis, Lucía & Torró, Hipòlit, 2013. "The information content of Eonia swap rates before and during the financial crisis," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5316-5328.
- Kladívko, Kamil & Österholm, Pär, 2021.
"Do market participants’ forecasts of financial variables outperform the random-walk benchmark?,"
Finance Research Letters, Elsevier, vol. 40(C).
- Kladivko, Kamil & Österholm, Pär, 2019. "Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk?," Working Papers 2019:10, Örebro University, School of Business.
- Nautz, Dieter & Schmidt, Sandra, 2009.
"Monetary policy implementation and the federal funds rate,"
Journal of Banking & Finance, Elsevier, vol. 33(7), pages 1274-1284, July.
- Nautz, Dieter & Schmidt, Sandra, 2008. "Monetary Policy Implementation and the Federal Funds Rate," ZEW Discussion Papers 08-025, ZEW - Leibniz Centre for European Economic Research.
- Caroline JARDET & Alain MONFORT & Fulvio PEGORARO, 2011.
"No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth,"
Working Papers
2011-03, Center for Research in Economics and Statistics.
- Jardet, Caroline & Monfort, Alain & Pegoraro, Fulvio, 2013. "No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 389-402.
- Jardet, C. & Monfort, A. & Pegoraro, F., 2009. "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working papers 234, Banque de France.
- Paul Francois Muzindutsi & Sinethemba Mposelwa, 2016. "Testing the Expectations Hypothesis of the Term Structure of Interest Rates in Brics Countries: A Multivariate Co-integration Approach," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 12(4), pages 289-304, October.
- Kumar Narayan, Paresh & Narayan, Seema & Popp, Stephan, 2010. "Energy consumption at the state level: The unit root null hypothesis from Australia," Applied Energy, Elsevier, vol. 87(6), pages 1953-1962, June.
- Kessler, Stephan & Scherer, Bernd, 2009. "Varying risk premia in international bond markets," Journal of Banking & Finance, Elsevier, vol. 33(8), pages 1361-1375, August.
- Harrathi Nizar & Alhoshan Hamed M., 2020. "Validity of the Expectations Hypothesis of the Term Structure of Interest Rates: The Case of Saudi Arabia," Review of Middle East Economics and Finance, De Gruyter, vol. 16(1), pages 1-18, April.
- O. Petryk, I. Deysan, 2017. "The heterogeneous impact of monetary levers on the indicators of lending and economic activity," Economy and Forecasting, Valeriy Heyets, issue 2, pages 129-152.
- João F. Caldeira, 2020. "Investigating the expectation hypothesis and the risk premium dynamics: new evidence for Brazil," Empirical Economics, Springer, vol. 59(1), pages 395-412, July.
- Liu, Ming-Hua & Margaritis, Dimitris & Tourani-Rad, Alireza, 2011. "Asymmetric information and price competition in small business lending," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2189-2196, September.
- Liu, Zhuoshi & Spencer, Peter, 2013. "Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 241-256.
- Anne Lundgaard Hansen, 2018. "Volatility-Induced Stationarity and Error-Correction in Macro-Finance Term Structure Modeling," Discussion Papers 18-12, University of Copenhagen. Department of Economics.
- Fricke, Christoph & Menkhoff, Lukas, 2010.
"Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares,"
Hannover Economic Papers (HEP)
dp-449, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Fricke, Christoph & Menkhoff, Lukas, 2011. "Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1057-1072, May.
- Jack R. Rogers, 2013. "Monetary Transmission to UK Retail Mortgage Rates before and after August 2007," Discussion Papers 1307, University of Exeter, Department of Economics.
- Meredith J. Beechey & Jonathan H. Wright, 2008.
"The high-frequency impact of news on long-term yields and forward rates: Is it real?,"
Finance and Economics Discussion Series
2008-39, Board of Governors of the Federal Reserve System (U.S.).
- Beechey, Meredith J. & Wright, Jonathan H., 2009. "The high-frequency impact of news on long-term yields and forward rates: Is it real?," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 535-544, May.
Cited by:
- Michelle L. Barnes & N. Aaron Pancost, 2010. "The sensitivity of long-term interest rates to economic news: comment," Working Papers 10-7, Federal Reserve Bank of Boston.
- Alberto Caruso & Laura Coroneo, 2023. "Does Real‐Time Macroeconomic Information Help to Predict Interest Rates?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(8), pages 2027-2059, December.
- Bianchi, Francesco & Gómez-Cram, Roberto & Kind, Thilo & Kung, Howard, 2023. "Threats to central bank independence: High-frequency identification with twitter," Journal of Monetary Economics, Elsevier, vol. 135(C), pages 37-54.
- Kenneth N. Kuttner & Adam S. Posen, 2007.
"Do Markets Care Who Chairs the Central Bank?,"
Working Paper Series
WP07-3, Peterson Institute for International Economics.
- Kenneth N. Kuttner & Adam S. Posen, 2010. "Do Markets Care Who Chairs the Central Bank?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2-3), pages 347-371, March.
- Kenneth Kuttner & Adam Posen, 2007. "Do Markets Care Who Chairs the Central Bank?," Department of Economics Working Papers 2007-05, Department of Economics, Williams College.
- Kenneth N. Kuttner & Adam S. Posen, 2007. "Do Markets Care Who Chairs the Central Bank?," NBER Working Papers 13101, National Bureau of Economic Research, Inc.
- Kenneth N. Kuttner & Adam S. Posen, 2010. "Do Markets Care Who Chairs the Central Bank?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2‐3), pages 347-371, March.
- Mehmet Pasaogullari & Simeon Tsonevy, 2011. "The term structure of inflation compensation in the nominal yield curve," Working Papers (Old Series) 1133, Federal Reserve Bank of Cleveland.
- Gerlach, Stefan & Moretti, Laura, 2011.
"Monetary policy and TIPS yields before the crisis,"
CFS Working Paper Series
2011/22, Center for Financial Studies (CFS).
- Gerlach, Stefan & Moretti, Laura, 2011. "Monetary Policy and TIPS Yields before the Crisis," CEPR Discussion Papers 8560, C.E.P.R. Discussion Papers.
- Gerlach Stefan & Moretti Laura, 2014. "Monetary policy and TIPS yields before the crisis," The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 1-13, January.
- Ellison, Martin & Carboni, Giacomo, 2022.
"Preferred Habitat and Monetary Policy Through the Looking-Glass,"
CEPR Discussion Papers
17394, C.E.P.R. Discussion Papers.
- Carboni, Giacomo & Ellison, Martin, 2022. "Preferred habitat and monetary policy through the looking-glass," Working Paper Series 2697, European Central Bank.
- Monticini, Andrea & Peel, David & Vaciago, Giacomo, 2011.
"The impact of ECB and FED announcements on the Euro interest rates,"
Economics Letters, Elsevier, vol. 113(2), pages 139-142.
- Andrea Monticini & David Peel & Giacomo Vaciago, 2010. "The Impact of ECB and FED announcements on the Euro Interest Rates," DEP - series of economic working papers 2/2010, University of Genoa, Research Doctorate in Public Economics.
- Winkelmann, Lars & Yao, Wenying, 2020. "Cojump anchoring," Discussion Papers 2020/17, Free University Berlin, School of Business & Economics.
- John Campbell & Robert Shiller & Luis Viceira, 2009.
"Understanding Inflation-Indexed Bond Markets,"
Yale School of Management Working Papers
amz2587, Yale School of Management.
- John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," NBER Working Papers 15014, National Bureau of Economic Research, Inc.
- John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(1 (Spring), pages 79-138.
- John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Cowles Foundation Discussion Papers 1696, Cowles Foundation for Research in Economics, Yale University.
- Shiller, Robert J. & Campbell, John Y. & Viceira, Luis Manuel, 2009. "Understanding Inflation-Indexed Bond Markets," Scholarly Articles 10885503, Harvard University Department of Economics.
- Francesco Bianchi & Thilo Kind & Howard Kung, 2019.
"Threats to Central Bank Independence: High-Frequency Identification with Twitter,"
NBER Working Papers
26308, National Bureau of Economic Research, Inc.
- Bianchi, Francesco & Kind, Thilo & Kung, Howard, 2019. "Threats to Central Bank Independence: High-Frequency Identification with Twitter," CEPR Discussion Papers 14021, C.E.P.R. Discussion Papers.
- Cristhian Hernando Ruiz Cardozo & Jens H. E. Christensen, 2023. "The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market," Working Paper Series 2023-04, Federal Reserve Bank of San Francisco.
- Iryna Kaminska & Haroon Mumtaz & Roman Sustek, 2020. "Monetary policy surprises and their transmission through term premia and expected interest rates," Discussion Papers 2024, Centre for Macroeconomics (CFM).
- Pitschner, Stefan, 2013. "Using Financial Markets To Estimate the Macro Effects of Monetary Policy:," Working Paper Series 267, Sveriges Riksbank (Central Bank of Sweden).
- Aït-Sahalia, Yacine & Xiu, Dacheng, 2016. "Increased correlation among asset classes: Are volatility or jumps to blame, or both?," Journal of Econometrics, Elsevier, vol. 194(2), pages 205-219.
- Jmaes McNeil, 2020.
"Monetary policy and the term structure of Inflation expectations with information frictions,"
Working Papers
daleconwp2020-07, Dalhousie University, Department of Economics.
- McNeil, James, 2023. "Monetary policy and the term structure of inflation expectations with information frictions," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Strohsal, Till & Winkelmann, Lars, 2015. "Assessing the anchoring of inflation expectations," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 33-48.
- Peter Tillmann, 2020. "Macroeconomic Surprises and the Demand for Information about Monetary Policy," MAGKS Papers on Economics 202007, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Kurov, Alexander & Stan, Raluca, 2018. "Monetary policy uncertainty and the market reaction to macroeconomic news," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 127-142.
- Carlo Altavilla & Domenico Giannone & Michèle Modugno, 2014.
"Low Frequency Effects of Macroeconomic News on Government Bond Yields,"
Working Papers ECARES
ECARES 2014-34, ULB -- Universite Libre de Bruxelles.
- Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014. "Low Frequency Effects of Macroeconomic News on Government Bond Yields," CSEF Working Papers 372, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014. "Low Frequency Effects of Macroeconomic News on Government Bond Yields," Finance and Economics Discussion Series 2014-52, Board of Governors of the Federal Reserve System (U.S.).
- Altavilla, Carlo & Giannone, Domenico & Modugno, Michele, 2017. "Low frequency effects of macroeconomic news on government bond yields," Journal of Monetary Economics, Elsevier, vol. 92(C), pages 31-46.
- Michael D. Bauer, 2014.
"Inflation Expectations and the News,"
Working Paper Series
2014-9, Federal Reserve Bank of San Francisco.
- Michael D. Bauer, 2015. "Inflation Expectations and the News," International Journal of Central Banking, International Journal of Central Banking, vol. 11(2), pages 1-40, March.
- Christoph E. Boehm & Niklas Kroner, 2023.
"The US, Economic News, and the Global Financial Cycle,"
International Finance Discussion Papers
1371, Board of Governors of the Federal Reserve System (U.S.).
- Christoph E. Boehm & T. Niklas Kroner, 2020. "The US, Economic News, and the Global Financial Cycle," Working Papers 677, Research Seminar in International Economics, University of Michigan.
- Christoph E. Boehm & T. Niklas Kroner, 2023. "The US, Economic News, and the Global Financial Cycle," NBER Working Papers 30994, National Bureau of Economic Research, Inc.
- Till Strohsal & Rafi Melnick & Dieter Nautz, 2015.
"The Time-Varying Degree of Inflation Expectations Anchoring,"
SFB 649 Discussion Papers
SFB649DP2015-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Strohsal, Till & Melnick, Rafi & Nautz, Dieter, 2016. "The time-varying degree of inflation expectations anchoring," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 62-71.
- James D. Hamilton & Jing Cynthia Wu, 2012.
"Identification and Estimation of Gaussian Affine Term Structure Models,"
NBER Working Papers
17772, National Bureau of Economic Research, Inc.
- Hamilton, James D. & Wu, Jing Cynthia, 2012. "Identification and estimation of Gaussian affine term structure models," Journal of Econometrics, Elsevier, vol. 168(2), pages 315-331.
- Juan Angel García & Sebastian E. V. Werner, 2021. "Inflation News and Euro-Area Inflation Expectations," International Journal of Central Banking, International Journal of Central Banking, vol. 17(3), pages 1-60, September.
- Peter Tillmann, 2023. "Macroeconomic Surprises and the Demand for Information about Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 19(2), pages 351-388, June.
- Paul Hubert, 2017.
"Qualitative and quantitative central bank communication and inflation expectations,"
SciencePo Working papers Main
hal-03409181, HAL.
- Paul Hubert, 2017. "Qualitative and quantitative central bank communication and inflation expectations," Post-Print hal-03409181, HAL.
- Hubert Paul, 2017. "Qualitative and quantitative central bank communication and inflation expectations," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(1), pages 1-41, January.
- Stylianos X. Koufadakis, 2015. "Asymmetries on Closed End Country Funds Premium and Monetary Policy Announcements: An Approach Trough the Perspective of Foreign Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 65(3-4), pages 29-65, july-Dece.
- Kaminska, Iryna & Mumtaz, Haroon & Sustek, Roman, 2021. "Monetary policy surprises and their transmission through term premia and expected interest rates," Bank of England working papers 914, Bank of England, revised 28 Apr 2021.
- Boffelli, Simona & Urga, Giovanni, 2015. "Macroannouncements, bond auctions and rating actions in the European government bond spreads," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 148-173.
- Tillmann, Peter, 2020. "Macroeconomic Surprises and the Demand for Information about Monetary Policy," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224545, Verein für Socialpolitik / German Economic Association.
- Tobias Adrian & Hao Wu, 2009. "The term structure of inflation expectations," Staff Reports 362, Federal Reserve Bank of New York.
- Lars winkelmann & Markus Bibinger & Tobias Linzert, 2013. "ECB monetary policy surprises: identification through cojumps in interest rates," SFB 649 Discussion Papers SFB649DP2013-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Kaminska, Iryna & Mumtaz, Haroon & Šustek, Roman, 2021. "Monetary policy surprises and their transmission through term premia and expected interest rates," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 48-65.
- Born, Benjamin & Dovern, Jonas & Enders, Zeno, 2020.
"Expectation dispersion, uncertainty, and the reaction to news,"
Working Papers
29, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Born, Benjamin & Dovern, Jonas & Enders, Zeno, 2023. "Expectation dispersion, uncertainty, and the reaction to news," European Economic Review, Elsevier, vol. 154(C).
- Born, Benjamin & Dovern, Jonas & Enders, Zeno, 2022. "Expectation dispersion, uncertainty, and the reaction to news," CEPR Discussion Papers 15581, C.E.P.R. Discussion Papers.
- Benjamin Born & Jonas Dovern & Zeno Enders, 2020. "Expectation Dispersion, Uncertainty, and the Reaction to News," CESifo Working Paper Series 8801, CESifo.
- Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš, 2019. "Central bank announcements and realized volatility of stock markets in G7 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 117-135.
- Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš & Širaňová, Mária, 2020. "Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin," Journal of Economic Dynamics and Control, Elsevier, vol. 119(C).
- Winkelmann, Lars & Bibinger, Markus & Linzert, Tobias, 2013. "ECB monetary policy surprises: identification through cojumps in interest rates," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79721, Verein für Socialpolitik / German Economic Association.
- Patrick D'Arcy & Emily Poole, 2010. "Interpreting Market Responses to Economic Data," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 35-42, September.
- Thomas Gilbert & Chiara Scotti & Georg H. Strasser & Clara Vega, 2015.
"Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?,"
Boston College Working Papers in Economics
874, Boston College Department of Economics, revised 23 Apr 2015.
- Thomas Gilbert & Chiara Scotti & Georg Strasser & Clara Vega, 2015. "Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?," Finance and Economics Discussion Series 2015-46, Board of Governors of the Federal Reserve System (U.S.).
- Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2016. "Is the intrinsic value of macroeconomic news announcements related to their asset price impact?," Working Paper Series 1882, European Central Bank.
- Connolly, Robert & Dubofsky, David & Stivers, Chris, 2018. "Macroeconomic uncertainty and the distant forward-rate slope," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 140-161.
- Paul Hubert, 2014.
"Disentangling qualitative and quantitative central bank influence,"
SciencePo Working papers Main
hal-01098464, HAL.
- Paul Hubert, 2014. "Disentangling qualitative and quantitative central bank influence," Documents de Travail de l'OFCE 2014-23, Observatoire Francais des Conjonctures Economiques (OFCE).
- Paul Hubert, 2014. "Disentangling qualitative and quantitative central bank influence," Working Papers hal-01098464, HAL.
- Paul Hubert, 2014. "Disentangling qualitative and quantitative central bank influence," Sciences Po publications 2014-23, Sciences Po.
- Pacheco, André Sanchez, 2023. "Inflation surprises across developed and emerging economies," Textos para discussão 566, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Goodell, John W. & Alon, Ilan & Chiaramonte, Laura & Dreassi, Alberto & Paltrinieri, Andrea & Piserà, Stefano, 2023. "Risk substitution in cryptocurrencies: Evidence from BRICS announcements," Emerging Markets Review, Elsevier, vol. 54(C).
- Degiannakis, Stavros & Filis, George & Tsemperlidis, Stefanos, 2018. "Economic announcements and the 10-year US Treasury bond: Surprising findings without the surprise component," MPRA Paper 94176, University Library of Munich, Germany.
- Lars Winkelmann & Markus Bibinger & Tobias Linzert, 2016. "ECB Monetary Policy Surprises: Identification Through Cojumps in Interest Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(4), pages 613-629, June.
- Michael J. Fleming & Neel Krishnan, 2009.
"The microstructure of the TIPS market,"
Staff Reports
414, Federal Reserve Bank of New York.
- Michael J. Fleming & Neel Krishnan, 2012. "The microstructure of the TIPS market," Economic Policy Review, Federal Reserve Bank of New York, vol. 18(Mar), pages 27-45.
- Carlo Rosa, 2013.
"The high-frequency response of energy prices to monetary policy: understanding the empirical evidence,"
Staff Reports
598, Federal Reserve Bank of New York.
- Rosa, Carlo, 2014. "The high-frequency response of energy prices to U.S. monetary policy: Understanding the empirical evidence," Energy Economics, Elsevier, vol. 45(C), pages 295-303.
- Linzert, Tobias & Winkelmann, Lars & Bibinger, Markus, 2014. "ECB monetary policy surprises: identification through cojumps in interest rates," Working Paper Series 1674, European Central Bank.
- Santos, Francisco Luna & Garcia, Márcio Gomes Pinto & Medeiros, Marcelo Cunha, 2016. "The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 36(2), November.
- Moretti, Laura, 2014. "Monetary policy, long real yields and the financial crisis," CFS Working Paper Series 457, Center for Financial Studies (CFS).
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Cited by:
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"Is the US Phillips Curve Stable? Evidence from Bayesian VARs,"
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"An alternative measure of core inflation: the Trimmed Persistence PCE price index,"
Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 58(4), pages 205-223, October.
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"Trend Inflation in Sweden,"
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"La persistencia estadística de la inflación en Colombia,"
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- Juan José Echavarría S. & Enrique López E. & Martha Misas A., 2010. "La persistencia estadística de la inflación en Colombia," Borradores de Economia 623, Banco de la Republica de Colombia.
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"The dynamics of inflation: a study of a large number of countries,"
Applied Economics, Taylor & Francis Journals, vol. 44(16), pages 2001-2026, June.
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"Inflation Target Transparency and the Macroeconomy,"
MPRA Paper
10545, University Library of Munich, Germany.
- Martin Melecký & Diego Rodríguez Palenzuela & Ulf Söderström, 2009. "Inflation Target Transparency and the Macroeconomy," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 10, pages 371-411, Central Bank of Chile.
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"The legacy of the Swedish gift and inheritance tax, 1884–2004,"
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- Jan-Erik Antipin & Farid Jimmy Boumediene & Pär Österholm, 2014.
"Forecasting Inflation Using Constant Gain Least Squares,"
Australian Economic Papers, Wiley Blackwell, vol. 53(1-2), pages 2-15, June.
- Antipin, Jan-Erik & Boumediene, Farid Jimmy & Österholm, Pär, 2012. "Forecasting Inflation Using Constant Gain Least Squares," Working Papers 126, National Institute of Economic Research.
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- Gabriel Zsurkis & JoÃo Nicolau & Paulo M. M. Rodrigues, 2021.
"A Re‐Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(4), pages 935-959, August.
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"The Properties of Survey-Based Inflation Expectations in Sweden,"
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114, National Institute of Economic Research.
- Thomas Jonsson & Pär Österholm, 2012. "The properties of survey-based inflation expectations in Sweden," Empirical Economics, Springer, vol. 42(1), pages 79-94, February.
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"The Impact of Monetary Strategies on Inflation Persistence,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(4), pages 229-274, September.
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- Evžen Kocenda & Balázs Varga, 2017. "The Impact of Monetary Strategies on Inflation Persistence," CESifo Working Paper Series 6306, CESifo.
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"On the dynamics of inflation persistence around the world,"
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"Inflation Persistence: Revisited,"
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"Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs,"
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2008/10, Free University Berlin, School of Business & Economics.
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"A closer look at the sensitivity puzzle: the sensitivity of expected future short rates and term premia to macroeconomic news,"
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"Global asset prices and FOMC announcements,"
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"Cracking the Conundrum,"
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"Restrictions on Risk Prices in Dynamic Term Structure Models,"
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- Melecky, Martin & Rodrıguez Palenzuela, Diego & Soderstrom, Ulf, 2008.
"Inflation Target Transparency and the Macroeconomy,"
MPRA Paper
10545, University Library of Munich, Germany.
- Martin Melecký & Diego Rodríguez Palenzuela & Ulf Söderström, 2009. "Inflation Target Transparency and the Macroeconomy," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 10, pages 371-411, Central Bank of Chile.
- Martin Melecky & Diego Rodríguez Palenzuela & Ulf Söderström, 2008. "Inflation Target Transparency and the Macroeconomy," Working Papers Central Bank of Chile 490, Central Bank of Chile.
- Jonsson, Thomas & Österholm, Pär, 2009.
"The Properties of Survey-Based Inflation Expectations in Sweden,"
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114, National Institute of Economic Research.
- Thomas Jonsson & Pär Österholm, 2012. "The properties of survey-based inflation expectations in Sweden," Empirical Economics, Springer, vol. 42(1), pages 79-94, February.
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"The high-frequency impact of news on long-term yields and forward rates: Is it real?,"
Journal of Monetary Economics, Elsevier, vol. 56(4), pages 535-544, May.
- Meredith J. Beechey & Jonathan H. Wright, 2008. "The high-frequency impact of news on long-term yields and forward rates: Is it real?," Finance and Economics Discussion Series 2008-39, Board of Governors of the Federal Reserve System (U.S.).
- Troy Davig & Jeffrey R. Gerlach, 2006. "Monetary Policy, the Bond Market, and Changes in FOMC Communication Policy," Working Papers 31, Department of Economics, College of William and Mary.
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"News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents,"
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- Fischer, Thomas, 2011. "News reaction in financial markets within a behavioral finance model with heterogeneous agents," Darmstadt Discussion Papers in Economics 205, Darmstadt University of Technology, Department of Law and Economics.
- Fischer, Thomas, 2012. "News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 58930, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- El-Shagi Makram & Ilgmann Cordelius, 2010. "Die Bedeutung der Besitzverflechtung von Kapitalgesellschaften für die Finanzmarktkrise / The importance of mutual ownership for the genesis of financial crisis," ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft, De Gruyter, vol. 61(1), pages 299-324, January.
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- Sergio Da Silva & Raul Matsushita & Ricardo Giglio, 2008. "The relative efficiency of stockmarkets," Economics Bulletin, AccessEcon, vol. 7(6), pages 1-12.
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"Real Estate Market Efficiency: A Survey of Literature,"
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- Gunther Maier & Shanaka Herath, 2009. "Real Estate Market Efficiency: A Survey of Literature," SRE-Disc sre-disc-2009_07, Institute for Multilevel Governance and Development, Department of Socioeconomics, Vienna University of Economics and Business.
- Leonardo Chaves Borges Cardoso & Maurício Vaz Lobo Bittencourt, 2016. "Price Volatility Transmission From Oil To Energy And Non-Energy Agricultural Commodities," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 181, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
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- Basak, Suryoday & Kar, Saibal & Saha, Snehanshu & Khaidem, Luckyson & Dey, Sudeepa Roy, 2019. "Predicting the direction of stock market prices using tree-based classifiers," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 552-567.
- Howden, David, 2009. "Fama's Efficient Market Hypothesis and Mises' Evenly Rotating Economy: Comparative Constructs," MPRA Paper 79586, University Library of Munich, Germany.
- Mavee, Nasha & Bonga-Bonga, Lumengo, 2017. "The unbiased forward rate hypothesis before and after the inflation targeting regime in South Africa: A cointegration Analysis," MPRA Paper 77195, University Library of Munich, Germany.
- Khondaker Golam Moazzem & Md. Tariqur Rahman, 2012. "Stabilising the Capital Market of Bangladesh: Addressing the Structural, Institutional and Operational Issues," CPD Working Paper 95, Centre for Policy Dialogue (CPD).
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"Market structure and rating strategies in credit rating markets – A dynamic model with matching of heterogeneous bond issuers and rating agencies,"
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- Mubariz Hasanov, 2009. "Is South Korea's stock market efficient? Evidence from a nonlinear unit root test," Applied Economics Letters, Taylor & Francis Journals, vol. 16(2), pages 163-167.
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- Giorgio Canarella & Stephen M. Miller, 2016. "Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US," Working papers 2016-21, University of Connecticut, Department of Economics.
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