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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.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Refet S. Gürkaynak & Brian Sack & Eric Swanson, 2005.
"The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models,"
American Economic Review, American Economic Association, vol. 95(1), pages 425-436, March.
Mentioned in:
- Bernanke: Inflation Expectations and Inflation Forecasting
by Mark Thoma in Economist's View on 2007-07-11 01:08:00
- Bernanke: Inflation Expectations and Inflation Forecasting
- Gurkaynak, Refet S & Sack, Brian & Swanson, Eric T, 2005.
"Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements,"
MPRA Paper
820, University Library of Munich, Germany.
- Refet S Gürkaynak & Brian Sack & Eric Swanson, 2005. "Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," International Journal of Central Banking, International Journal of Central Banking, vol. 1(1), May.
- Refet Gurkaynak & Brian Sack & Eric Swanson, 2005. "Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," Macroeconomics 0504013, University Library of Munich, Germany.
- Refet Gürkaynak & Brian Sack, 2005. "Do Actions Speak Louder Than Words?The Response of Asset Prices to Monetary Policy Actions and Statements," Computing in Economics and Finance 2005 323, Society for Computational Economics.
- Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson, 2004. "Do actions speak louder than words? the response of asset prices to monetary policy actions and statements," Finance and Economics Discussion Series 2004-66, Board of Governors of the Federal Reserve System (U.S.).
Mentioned in:
- Quel est l’effet de la borne zéro sur les taux d’intérêt à long terme ?
by ? in D'un champ l'autre on 2014-09-17 04:35:00 - Constructing forward interest rates in FRED
by ? in FRED blog on 2023-05-01 13:00:00
- Eric T. Swanson, 2011.
"Let’s twist again: a high-frequency event-study analysis of operation twist and its implications for QE2,"
Working Paper Series
2011-08, Federal Reserve Bank of San Francisco.
- Eric T. Swanson, 2011. "Let's Twist Again: A High-Frequency Event-study Analysis of Operation Twist and Its Implications for QE2," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 42(1 (Spring), pages 151-207.
- Eric T. Swanson, 2011. "Let's Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2," 2011 Meeting Papers 982, Society for Economic Dynamics.
Mentioned in:
- Blogs review: The Events Study methodology
by ? in Bruegel blog on 2012-10-08 14:51:26
- Refet S Gürkaynak & Brian Sack & Eric Swanson, 2005.
"Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements,"
International Journal of Central Banking, International Journal of Central Banking, vol. 1(1), May.
- Refet Gurkaynak & Brian Sack & Eric Swanson, 2005. "Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," Macroeconomics 0504013, University Library of Munich, Germany.
- Refet Gürkaynak & Brian Sack, 2005. "Do Actions Speak Louder Than Words?The Response of Asset Prices to Monetary Policy Actions and Statements," Computing in Economics and Finance 2005 323, Society for Computational Economics.
- Gurkaynak, Refet S & Sack, Brian & Swanson, Eric T, 2005. "Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," MPRA Paper 820, University Library of Munich, Germany.
- Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson, 2004. "Do actions speak louder than words? the response of asset prices to monetary policy actions and statements," Finance and Economics Discussion Series 2004-66, Board of Governors of the Federal Reserve System (U.S.).
Mentioned in:
- Quel est l’effet de la borne zéro sur les taux d’intérêt à long terme ?
by ? in D'un champ l'autre on 2014-09-17 04:35:00 - Constructing forward interest rates in FRED
by ? in FRED blog on 2023-05-01 13:00:00
- Eric T. Swanson & John C. Williams, 2012.
"Measuring the effect of the zero lower bound on medium- and longer-term interest rates,"
Working Paper Series
2012-02, Federal Reserve Bank of San Francisco.
- Eric T. Swanson & John C. Williams, 2014. "Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates," American Economic Review, American Economic Association, vol. 104(10), pages 3154-3185, October.
- John Williams & Eric Swanson, 2012. "Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates," 2012 Meeting Papers 462, Society for Economic Dynamics.
- Eric T. Swanson & John C. Williams, 2014. "Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates," NBER Working Papers 20486, National Bureau of Economic Research, Inc.
Mentioned in:
- Quel est l’effet de la borne zéro sur les taux d’intérêt à long terme ?
by ? in D'un champ l'autre on 2014-09-17 04:35:00
Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Glenn D. Rudebusch & Eric T. Swanson, 2012.
"The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 105-143, January.
- Glenn D. Rudebusch & Eric T. Swanson, 2008. "The bond premium in a DSGE model with long-run real and nominal risks," Working Paper Series 2008-31, Federal Reserve Bank of San Francisco.
- Glenn D. Rudebusch & Eric T. Swanson, 2008. "The bond premium in a DSGE model with long-run real and nominal risks," Working Paper Research 143, National Bank of Belgium.
Mentioned in:
- The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks (AEJ:MA 2012) in ReplicationWiki ()
- Eric T. Swanson, 2012.
"Risk Aversion and the Labor Margin in Dynamic Equilibrium Models,"
American Economic Review, American Economic Association, vol. 102(4), pages 1663-1691, June.
Mentioned in:
- Risk Aversion and the Labor Margin in Dynamic Equilibrium Models (AER 2012) in ReplicationWiki ()
- Refet S. Gürkaynak & Brian Sack & Eric Swanson, 2005.
"The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models,"
American Economic Review, American Economic Association, vol. 95(1), pages 425-436, March.
Mentioned in:
Working papers
- Eric T. Swanson, 2023.
"The Macroeconomic Effects of the Federal Reserve's Conventional and Unconventional Monetary Policies,"
NBER Working Papers
31603, National Bureau of Economic Research, Inc.
Cited by:
- Brent Bundick & Trenton Herriford & Andrew Lee Smith, 2022.
"The Term Structure of Monetary Policy Uncertainty,"
Research Working Paper
RWP 2022-02, Federal Reserve Bank of Kansas City.
- Bundick, Brent & Herriford, Trenton & Smith, A. Lee, 2024. "The Term Structure of Monetary Policy Uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 160(C).
- Georgiadis, Georgios & Jarociński, Marek, 2023. "Global spillovers from multi-dimensional US monetary policy," Working Paper Series 2881, European Central Bank.
- Jean-Guillaume Sahuc & Grégory Levieuge & José Garcia-Revelo, 2024.
"Revisiting 15 Years of Unusual Transatlantic Monetary Policies,"
EconomiX Working Papers
2024-13, University of Paris Nanterre, EconomiX.
- Jean-Guillaume Sahuc & Grégory Levieuge & José Garcia-Revelo, 2024. "Revisiting 15 Years of Unusual Transatlantic Monetary Policies," Working Papers hal-04563708, HAL.
- Wilhelm, Stefan, 2023. "Efficiency of short-time work schemes and the role of monetary policy," Journal of Macroeconomics, Elsevier, vol. 78(C).
- Brent Bundick & Trenton Herriford & Andrew Lee Smith, 2022.
"The Term Structure of Monetary Policy Uncertainty,"
Research Working Paper
RWP 2022-02, Federal Reserve Bank of Kansas City.
- Michael D. Bauer & Eric T. Swanson, 2022.
"A Reassessment of Monetary Policy Surprises and High-Frequency Identification,"
CESifo Working Paper Series
9642, CESifo.
- Michael D. Bauer & Eric T. Swanson, 2023. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Macroeconomics Annual, University of Chicago Press, vol. 37(1), pages 87-155.
- Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Chapters, in: NBER Macroeconomics Annual 2022, volume 37, pages 87-155, National Bureau of Economic Research, Inc.
- Bauer, Michael D. & Swanson, Eric T., 2022. "A reassessment of monetary policy surprises and high-frequency identification," IMFS Working Paper Series 165, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Working Papers 29939, National Bureau of Economic Research, Inc.
- Bauer, Michael & Swanson, Eric T., 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," CEPR Discussion Papers 17116, C.E.P.R. Discussion Papers.
Cited by:
- Santiago Camara, 2023.
"International Spillovers of ECB Interest Rates: Monetary Policy & Information Effects,"
Papers
2306.04562, arXiv.org.
- Santiago Camara, 2023. "International Spillovers of ECB Interest Rates Monetary Policy & Information Effects," Working Papers 250, Red Nacional de Investigadores en Economía (RedNIE).
- Davide Brignone & Alessandro Franconi & Marco Mazzali, 2023. "Robust Impulse Responses using External Instruments: the Role of Information," Papers 2307.06145, arXiv.org.
- Bulat Gafarov & Madina Karamysheva & Andrey Polbin & Anton Skrobotov, 2024. "Policymaker meetings as heteroscedasticity shifters: Identification and simultaneous inference in unstable SVARs," Papers 2407.03265, arXiv.org.
- Brent Bundick & Trenton Herriford & Andrew Lee Smith, 2022.
"The Term Structure of Monetary Policy Uncertainty,"
Research Working Paper
RWP 2022-02, Federal Reserve Bank of Kansas City.
- Bundick, Brent & Herriford, Trenton & Smith, A. Lee, 2024. "The Term Structure of Monetary Policy Uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 160(C).
- Qi Li & Xu Zhang, 2023. "Monetary Policy and Racial Inequality in Housing Markets: A Study of 140 US Metropolitan Areas," Staff Working Papers 23-62, Bank of Canada.
- Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2023. "An unconventional FX tail risk story," LSE Research Online Documents on Economics 120052, London School of Economics and Political Science, LSE Library.
- Sangyup Choi & Tim Willems & Seung Yong Yoo, 2022.
"Revisiting the Monetary Transmission Mechanism Through an Industry-Level Differential Approach,"
IMF Working Papers
2022/017, International Monetary Fund.
- Choi, Sangyup & Willens, Tim & Yoo, Seung Yong, 2023. "Revisiting the monetary transmission mechanism through an industry‑level differential approach," Bank of England working papers 1024, Bank of England.
- Choi, Sangyup & Willems, Tim & Yoo, Seung Yong, 2024. "Revisiting the monetary transmission mechanism through an industry-level differential approach," Journal of Monetary Economics, Elsevier, vol. 145(C).
- Sangyup Choi & Tim Willems & Seung Yong Yoo, 2023. "Revisiting the Monetary Transmission Mechanism through an Industry-Level Differential Approach," Working papers 2023rwp-215, Yonsei University, Yonsei Economics Research Institute.
- Evgenidis, Anastasios & Fasianos, Apostolos, 2023. "Modelling monetary policy’s impact on labour markets under Covid-19," Economics Letters, Elsevier, vol. 230(C).
- Willem THORBECKE, 2023.
"Macroeconomic Shocks and Economic Performance in Malaysia: A sectoral analysis,"
Discussion papers
23070, Research Institute of Economy, Trade and Industry (RIETI).
- Willem Thorbecke, 2024. "Macroeconomic Shocks and Economic Performance in Malaysia: A Sectoral Analysis," JRFM, MDPI, vol. 17(3), pages 1-19, March.
- Ariadne Checo & Mr. Francesco Grigoli & Mr. Damiano Sandri, 2024.
"Monetary Policy Transmission in Emerging Markets: Proverbial Concerns, Novel Evidence,"
IMF Working Papers
2024/093, International Monetary Fund.
- Ariadne Checo & Francesco Grigoli & Damiano Sandri, 2024. "Monetary Policy Transmission in Emerging Markets: Proverbial Concerns, Novel Evidence," BIS Working Papers 1170, Bank for International Settlements.
- Jonathan J Adams & Philip Barrett, 2023.
"Identifying News Shocks from Forecasts,"
Working Papers
001010, University of Florida, Department of Economics.
- Jonathan J. Adams & Mr. Philip Barrett, 2023. "Identifying News Shocks from Forecasts," IMF Working Papers 2023/208, International Monetary Fund.
- Goodhead, Robert, 2024. "The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy," European Economic Review, Elsevier, vol. 164(C).
- De Santis, Roberto A. & Tornese, Tommaso, 2024. "US monetary policy is more powerful in low economic growth regimes," Working Paper Series 2919, European Central Bank.
- Amina Enkhbold, 2024. "Monetary Policy Transmission Through Shadow and Traditional Banks," Staff Working Papers 24-8, Bank of Canada.
- Gökhan Ider & Alexander Kriwoluzky & Frederik Kurcz & Ben Schumann, 2023.
"The Energy-Price Channel of (European) Monetary Policy,"
Discussion Papers of DIW Berlin
2033, DIW Berlin, German Institute for Economic Research.
- Ider, Gökhan & Kriwoluzky, Alexander & Kurcz, Frederik & Schumann, Ben, 2023. "The Energy-Price Channel of (European) Monetary Policy," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277710, Verein für Socialpolitik / German Economic Association.
- Holtemöller, Oliver & Kriwoluzky, Alexander & Kwak, Boreum, 2024.
"Is there an information channel of monetary policy?,"
IWH Discussion Papers
17/2020, Halle Institute for Economic Research (IWH), revised 2024.
- Oliver Holtemöller & Alexander Kriwoluzky & Boreum Kwak, 2024. "Is There an Information Channel of Monetary Policy?," Discussion Papers of DIW Berlin 2084, DIW Berlin, German Institute for Economic Research.
- Martin Iseringhausen, 2024.
"The housing supply channel of monetary policy,"
Working Papers
59, European Stability Mechanism, revised 05 Feb 2024.
- Bruno Albuquerque & Martin Iseringhausen & Frederic Opitz, 2024. "The Housing Supply Channel of Monetary Policy," IMF Working Papers 2024/023, International Monetary Fund.
- Georgiadis, Georgios & Jarociński, Marek, 2023. "Global spillovers from multi-dimensional US monetary policy," Working Paper Series 2881, European Central Bank.
- Francesco Furlanetto & Antoine Lepetit, 2024. "The Slope of the Phillips Curve," Finance and Economics Discussion Series 2024-043, Board of Governors of the Federal Reserve System (U.S.).
- Alisdair McKay & Christian K. Wolf, "undated". "What Can Time-Series Regressions Tell Us About Policy Counterfactuals?," Staff Report 642, Federal Reserve Bank of Minneapolis.
- Alex Hsu & Indrajit Mitra & Linghang Zeng, 2023. "The Profitability Channel of Monetary Policy Transmission," FRB Atlanta Working Paper 2023-06, Federal Reserve Bank of Atlanta.
- Travis Adams & Andrea Ajello & Diego Silva & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Papers 2305.16164, arXiv.org.
- Filippo Ferroni & Jonas D. M. Fisher & Leonardo Melosi, 2022.
"Usual Shocks in our Usual Models,"
Working Paper Series
WP 2022-39, Federal Reserve Bank of Chicago.
- Melosi, Leonardo & Ferroni, Filippo & Fisher, Jonas, 2023. "Unusual Shocks in our Usual Models," CEPR Discussion Papers 17830, C.E.P.R. Discussion Papers.
- Ehrmann, Michael & Gnan, Phillipp & Rieder, Kilian, 2023.
"Central bank communication by ??? The economics of public policy leaks,"
Working Paper Series
2846, European Central Bank.
- Ehrmann, Michael & Gnan, Phillipp & Rieder, Kilian, 2023. "Central Bank Communication by ??? The Economics of Public Policy Leaks," CEPR Discussion Papers 18152, C.E.P.R. Discussion Papers.
- Inessa BENCHORA & Aurélien LEROY & Louis RAFFESTIN, 2023. "Is Monetary Policy Transmission Green?," Bordeaux Economics Working Papers 2023-08, Bordeaux School of Economics (BSE).
- Santiago Camara & Sebastian Ramirez Venegas, 2022.
"The Transmission of US Monetary Policy Shocks: The Role of Investment & Financial Heterogeneity,"
Papers
2209.11150, arXiv.org.
- Santiago Camara & Sebastian Ramirez Venegas, 2023. "The Transmission of US Monetary Policy Shocks The Role of Investment & Financial Heterogeneity," Working Papers 230, Red Nacional de Investigadores en Economía (RedNIE).
- Holden, Tom D., 2024.
"Robust Real Rate Rules,"
EconStor Preprints
279481, ZBW - Leibniz Information Centre for Economics, revised 2024.
- Holden, Tom D., 2022. "Robust real rate rules," Discussion Papers 42/2022, Deutsche Bundesbank.
- Gökhan Ider & Alexander Kriwoluzky & Frederik Kurcz & Ben Schumann, 2024. "Friend, Not Foe - Energy Prices and European Monetary Policy," Discussion Papers of DIW Berlin 2089, DIW Berlin, German Institute for Economic Research.
- Haroon Mumtaz & Jumana Saleheen & Roxane Spitznagel, 2023. "Keep it Simple: Central Bank Communication and Asset Prices," Working Papers 960, Queen Mary University of London, School of Economics and Finance.
- Andrea Ajello & Diego Silva & Travis Adams & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Finance and Economics Discussion Series 2023-034, Board of Governors of the Federal Reserve System (U.S.).
- Carlos Cañon & Eddie Gerba & Alberto Pambira & Evarist Stoja, 2023. "An Unconventional FX Tail Risk Story," CESifo Working Paper Series 10629, CESifo.
- De Rezende, Rafael B., 2023. "An event-driven bank stress indicator: The case of US regional banks," Finance Research Letters, Elsevier, vol. 56(C).
- Jonathan Hambur & Qazi Haque, 2023.
"Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? Yes and no!,"
School of Economics and Public Policy Working Papers
2023-03 Classification-E4, University of Adelaide, School of Economics and Public Policy.
- Jonathan Hambur & Qazi Haque, 2023. "Can We Use High-Frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!," CAMA Working Papers 2023-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jonathan Hambur & Qazi Haque, 2023. "Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!," RBA Research Discussion Papers rdp2023-04, Reserve Bank of Australia.
- Taeyoung Doh & JiHyung Lee & Woong Yong Park, 2024. "Heterogeneity in Household Inflation Expectations: Policy Implications," Research Working Paper RWP 24-06, Federal Reserve Bank of Kansas City.
- Lu, Dong & Tang, Huoqing & Zhang, Chengsi, 2023. "China's monetary policy surprises and corporate real investment," China Economic Review, Elsevier, vol. 77(C).
- van der Ploeg, Frederick & Willems, Tim, 2024. "Battle of the markups: conflict inflation and the aspirational channel of monetary policy transmission," Bank of England working papers 1065, Bank of England.
- Holm-Hadulla, Fédéric & Mazelis, Falk & Rast, Sebastian, 2023. "Bank and non-bank balance sheet responses to monetary policy shocks," Economics Letters, Elsevier, vol. 222(C).
- Dimitris Christopoulos & Peter McAdam & Elias Tzavalis, 2023. "Threshold Endogeneity in Threshold VARs: An Application to Monetary State Dependence," Research Working Paper RWP 23-09, Federal Reserve Bank of Kansas City.
- Michael D. Bauer & Eric T. Swanson, 2020.
"The Fed's Response to Economic News Explains the "Fed Information Effect","
CESifo Working Paper Series
8151, CESifo.
- Bauer, Michael D. & Swanson, Eric T., 2021. "The Fed's response to economic news explains the "Fed information effect"," IMFS Working Paper Series 155, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Michael D. Bauer & Eric T. Swanson, 2020. "The Fed's Response to Economic News Explains the “Fed Information Effect”," Working Paper Series 2020-06, Federal Reserve Bank of San Francisco.
Cited by:
- Sui-Jade Ho & Özer Karagedikli, 2021.
"Effects of Monetary Policy Communication in Emerging Market Economies: Evidence from Malaysia,"
Working Papers
wp44, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Sui-Jade Ho & Ozer Karagedikli, 2021. "Effects of monetary policy communication in emerging market economies: Evidence from Malaysia," CAMA Working Papers 2021-67, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Sui-Jade Ho & Oezer Karagedikli, 2021. "Effects of Monetary Policy Communication in Emerging Market Economies: Evidence from Malaysia," MAGKS Papers on Economics 202126, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Gómez-Cram, Roberto & Grotteria, Marco, 2022. "Real-time price discovery via verbal communication: Method and application to Fedspeak," Journal of Financial Economics, Elsevier, vol. 143(3), pages 993-1025.
- Hoek, Jasper & Kamin, Steve & Yoldas, Emre, 2022. "Are higher U.S. interest rates always bad news for emerging markets?," Journal of International Economics, Elsevier, vol. 137(C).
- De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason, 2021.
"Monetary policy uncertainty and monetary policy surprises,"
Journal of International Money and Finance, Elsevier, vol. 112(C).
- Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu, 2020. "Monetary Policy Uncertainty and Monetary Policy Surprises," Finance and Economics Discussion Series 2020-032, Board of Governors of the Federal Reserve System (U.S.).
- Benjamin Gardner & Chiara Scotti & Clara Vega, 2021.
"Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements,"
Finance and Economics Discussion Series
2021-074, Board of Governors of the Federal Reserve System (U.S.).
- Gardner, Ben & Scotti, Chiara & Vega, Clara, 2022. "Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements," Journal of Econometrics, Elsevier, vol. 231(2), pages 387-409.
- Refet S. Gürkaynak & A. Hakan Kara & Burcin Kisacikoglu, 2020.
"Monetary Policy Surprises and Exchange Rate Behavior,"
CESifo Working Paper Series
8557, CESifo.
- Gürkaynak, Refet S. & Kara, A. Hakan & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2021. "Monetary policy surprises and exchange rate behavior," Journal of International Economics, Elsevier, vol. 130(C).
- Refet S. Gürkaynak & A. Hakan Kara & Burçin Kısacıkoğlu & Sang Seok Lee, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," NBER Working Papers 27819, National Bureau of Economic Research, Inc.
- Gürkaynak, Refet & Kara, A. Hakan & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," CEPR Discussion Papers 15289, C.E.P.R. Discussion Papers.
- Gürkaynak, Refet S. & Kara, Ali Hakan & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2020. "Monetary policy surprises and exchange rate behavior," CFS Working Paper Series 642, Center for Financial Studies (CFS).
- Refet S. Gürkaynak & A. Hakan Kara & Burçin Kısacıkoğlu & Sang Seok Lee, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," NBER Chapters, in: NBER International Seminar on Macroeconomics 2020, National Bureau of Economic Research, Inc.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2023.
"Identification with External Instruments in Structural VARs,"
Journal of Monetary Economics, Elsevier, vol. 135(C), pages 1-19.
- Agrippino, Silvia Miranda & Ricco, Giovanni, 2022. "Identification with external instruments in structural VARs," Bank of England working papers 973, Bank of England.
- De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason, 2021. "Reprint: Monetary policy uncertainty and monetary policy surprises," Journal of International Money and Finance, Elsevier, vol. 114(C).
- Andrew C. Chang & Trace J. Levinson, 2020. "Raiders of the Lost High-Frequency Forecasts: New Data and Evidence on the Efficiency of the Fed's Forecasting," Finance and Economics Discussion Series 2020-090, Board of Governors of the Federal Reserve System (U.S.).
- Jarociński, Marek, 2022.
"Central bank information effects and transatlantic spillovers,"
Journal of International Economics, Elsevier, vol. 139(C).
- Jarociński, Marek, 2020. "Central bank information effects and transatlantic spillovers," Working Paper Series 2482, European Central Bank.
- Karnaukh, Nina & Vokata, Petra, 2022. "Growth forecasts and news about monetary policy," Journal of Financial Economics, Elsevier, vol. 146(1), pages 55-70.
- Dahlhaus, Tatjana & Vasishtha, Garima, 2020. "Monetary policy news in the US: Effects on emerging market capital flows," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Julien Pinter & Evzen Kocenda, 2021.
"Media Treatment of Monetary Policy Surprises and Their Impact on Firms' and Consumers' Expectations,"
Working Papers IES
2021/30, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2021.
- Julien Pinter & Evžen Kocenda, 2023. "Media Treatment of Monetary Policy Surprises and Their Impact on Firms’ and Consumers’ Expectations," CESifo Working Paper Series 10413, CESifo.
- Hamza Bennani, 2023.
"Overconfidence of the chair of the Federal Reserve and market expectations: Evidence based on media coverage,"
Post-Print
hal-04202574, HAL.
- Hamza Bennani, 2023. "Overconfidence of the chair of the Federal Reserve and market expectations: Evidence based on media coverage," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3403-3419, July.
- Yohei Yamamoto & Naoko Hara, 2022.
"Identifying factor‐augmented vector autoregression models via changes in shock variances,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 722-745, June.
- YAMAMOTO, Yohei & 山本, 庸平, 2018. "Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances," Discussion paper series HIAS-E-72, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Tobias Adrian & Gaston Gelos & Nora Lamersdorf & Emanuel Moench, 2024. "The asymmetric and persistent effects of Fed policy on global bond yields," BIS Working Papers 1195, Bank for International Settlements.
- Dahlhaus, Tatjana & Vasishtha, Garima, 2021. "Reprint: Monetary policy news in the US: Effects on emerging market capital flows," Journal of International Money and Finance, Elsevier, vol. 114(C).
- Christopher D. Cotton, 2022. "Looking Beyond the Fed: Do Central Banks Cause Information Effects?," Working Papers 22-21, Federal Reserve Bank of Boston.
- Leonardo Melosi & Francesco Zanetti, 2022. "The Signaling Effects of Fiscal Announcements," Working Paper Series WP 2022-38, Federal Reserve Bank of Chicago.
- Schmeling, Maik & Schrimpf, Andreas & Steffensen, Sigurd A.M., 2022.
"Monetary policy expectation errors,"
Journal of Financial Economics, Elsevier, vol. 146(3), pages 841-858.
- Maik Schmeling & Andreas Schrimpf & Sigurd A. M. Steffensen, 2022. "Monetary policy expectation errors," BIS Working Papers 996, Bank for International Settlements.
- Martin Baumgärtner & Jens Klose, 2021. "Why central banks announcing liquidity injections is more effective than forward guidance," International Finance, Wiley Blackwell, vol. 24(2), pages 236-256, August.
- Assenmacher, Katrin & Glöckler, Gabriel & Holton, Sarah & Trautmann, Peter & Ioannou, Demosthenes & Mee, Simon & Alonso, Conception & Argiri, Eleni & Arigoni, Filippo & Bakk-Simon, Klára & Bergbauer, , 2021. "Clear, consistent and engaging: ECB monetary policy communication in a changing world," Occasional Paper Series 274, European Central Bank.
- Martin Baumgaertner, 2022. "Financial Markets and ECB Monetary Policy Communication – A Second QE Surprise," MAGKS Papers on Economics 202203, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Ampudia, Miguel & Van den Heuvel, Skander J., 2022.
"Monetary Policy and Bank Equity Values in a Time of Low and Negative Interest Rates,"
Journal of Monetary Economics, Elsevier, vol. 130(C), pages 49-67.
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"Stock market evidence on the international transmission channels of US monetary policy surprises,"
Journal of International Money and Finance, Elsevier, vol. 136(C).
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"An Alternative Explanation for the “Fed Information Effect”,"
NBER Working Papers
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Cited by:
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"Communicating Monetary Policy Rules,"
Research Working Paper
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"The Impact of U.S. Monetary Policy on Foreign Firms,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 58-115, March.
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- Julian di Giovanni & John H. Rogers, 2022. "The Impact of U.S. Monetary Policy on Foreign Firms," Staff Reports 1039, Federal Reserve Bank of New York.
- Keweloh, Sascha A. & Hetzenecker, Stephan & Seepe, Andre, 2023. "Monetary policy and information shocks in a block-recursive SVAR," Journal of International Money and Finance, Elsevier, vol. 137(C).
- De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason, 2021.
"Monetary policy uncertainty and monetary policy surprises,"
Journal of International Money and Finance, Elsevier, vol. 112(C).
- Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu, 2020. "Monetary Policy Uncertainty and Monetary Policy Surprises," Finance and Economics Discussion Series 2020-032, Board of Governors of the Federal Reserve System (U.S.).
- Benjamin Gardner & Chiara Scotti & Clara Vega, 2021.
"Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements,"
Finance and Economics Discussion Series
2021-074, Board of Governors of the Federal Reserve System (U.S.).
- Gardner, Ben & Scotti, Chiara & Vega, Clara, 2022. "Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements," Journal of Econometrics, Elsevier, vol. 231(2), pages 387-409.
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"Monetary Policy Surprises and Exchange Rate Behavior,"
CESifo Working Paper Series
8557, CESifo.
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- Refet S. Gürkaynak & A. Hakan Kara & Burçin Kısacıkoğlu & Sang Seok Lee, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," NBER Working Papers 27819, National Bureau of Economic Research, Inc.
- Gürkaynak, Refet & Kara, A. Hakan & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," CEPR Discussion Papers 15289, C.E.P.R. Discussion Papers.
- Gürkaynak, Refet S. & Kara, Ali Hakan & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2020. "Monetary policy surprises and exchange rate behavior," CFS Working Paper Series 642, Center for Financial Studies (CFS).
- Refet S. Gürkaynak & A. Hakan Kara & Burçin Kısacıkoğlu & Sang Seok Lee, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," NBER Chapters, in: NBER International Seminar on Macroeconomics 2020, National Bureau of Economic Research, Inc.
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- Andrew C. Chang & Trace J. Levinson, 2020. "Raiders of the Lost High-Frequency Forecasts: New Data and Evidence on the Efficiency of the Fed's Forecasting," Finance and Economics Discussion Series 2020-090, Board of Governors of the Federal Reserve System (U.S.).
- Ariadne Checo & Mr. Francesco Grigoli & Mr. Damiano Sandri, 2024.
"Monetary Policy Transmission in Emerging Markets: Proverbial Concerns, Novel Evidence,"
IMF Working Papers
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- Frederic Boissay & Fabrice Collard & Cristina Manea & Adam Hale Shapiro, 2023. "Monetary Tightening, Inflation Drivers and Financial Stress," Working Paper Series 2023-38, Federal Reserve Bank of San Francisco.
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"Central bank information effects and transatlantic spillovers,"
Journal of International Economics, Elsevier, vol. 139(C).
- Jarociński, Marek, 2020. "Central bank information effects and transatlantic spillovers," Working Paper Series 2482, European Central Bank.
- Nakamura, Fumitaka & Sudo, Nao & Sugisaki, Yu, 2024. "Assessing monetary policy surprises in Japan by high frequency identification," Journal of the Japanese and International Economies, Elsevier, vol. 71(C).
- Dahlhaus, Tatjana & Vasishtha, Garima, 2020. "Monetary policy news in the US: Effects on emerging market capital flows," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Franconi, Alessandro & Rella, Giacomo, 2023. "Monetary Policy across the Wealth Distribution," SocArXiv hn3pc, Center for Open Science.
- Alex Hsu & Indrajit Mitra & Linghang Zeng, 2023. "The Profitability Channel of Monetary Policy Transmission," FRB Atlanta Working Paper 2023-06, Federal Reserve Bank of Atlanta.
- Dahlhaus, Tatjana & Vasishtha, Garima, 2021. "Reprint: Monetary policy news in the US: Effects on emerging market capital flows," Journal of International Money and Finance, Elsevier, vol. 114(C).
- Jung, Alexander, 2023. "US monetary policy spillovers to European banks," Working Paper Series 2876, European Central Bank.
- Frederic Boissay & Fabrice Collard & Cristina Manea & Adam Shapiro, 2023. "Monetary tightening, inflation drivers and financial stress," BIS Working Papers 1155, Bank for International Settlements.
- Flavia Corneli & Fabrizio Ferriani & Andrea Gazzani, 2023.
"Macroeconomic news, the financial cycle and the commodity cycle: the Chinese footprint,"
Questioni di Economia e Finanza (Occasional Papers)
772, Bank of Italy, Economic Research and International Relations Area.
- Corneli, Flavia & Ferriani, Fabrizio & Gazzani, Andrea, 2023. "Macroeconomic news, the financial cycle and the commodity cycle: The Chinese footprint," Economics Letters, Elsevier, vol. 231(C).
- Inessa BENCHORA & Aurélien LEROY & Louis RAFFESTIN, 2023. "Is Monetary Policy Transmission Green?," Bordeaux Economics Working Papers 2023-08, Bordeaux School of Economics (BSE).
- Alex Hsu & Indrajit Mitra & Yu Xu & Linghang Zeng, 2023.
"The Fed Information Effect and Firm-Level Investment: Evidence and Theory,"
FRB Atlanta Working Paper
2023-6a, Federal Reserve Bank of Atlanta, revised Mar 2024.
- Alex Hsu & Indrajit Mitra & Yu Xu & Linghang Zeng, 2023. "The Fed Information Effect and Firm-Level Investment: Evidence and Theory," FRB Atlanta Working Paper 2023-6a, Federal Reserve Bank of Atlanta.
- Schmeling, Maik & Schrimpf, Andreas & Steffensen, Sigurd A.M., 2022.
"Monetary policy expectation errors,"
Journal of Financial Economics, Elsevier, vol. 146(3), pages 841-858.
- Maik Schmeling & Andreas Schrimpf & Sigurd A. M. Steffensen, 2022. "Monetary policy expectation errors," BIS Working Papers 996, Bank for International Settlements.
- Alex Hsu & Indrajit Mitra & Linghang Zeng, 2023. "The Profitability Channel of Monetary Policy Transmission," FRB Atlanta Working Paper 2023-06, Federal Reserve Bank of Atlanta.
- Martin Baumgärtner & Jens Klose, 2021. "Why central banks announcing liquidity injections is more effective than forward guidance," International Finance, Wiley Blackwell, vol. 24(2), pages 236-256, August.
- Sinem Kandemir & Peter Tillmann, 2023. "Not all ECB meetings are created equal," MAGKS Papers on Economics 202312, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Assenmacher, Katrin & Glöckler, Gabriel & Holton, Sarah & Trautmann, Peter & Ioannou, Demosthenes & Mee, Simon & Alonso, Conception & Argiri, Eleni & Arigoni, Filippo & Bakk-Simon, Klára & Bergbauer, , 2021. "Clear, consistent and engaging: ECB monetary policy communication in a changing world," Occasional Paper Series 274, European Central Bank.
- Martin Baumgaertner, 2022. "Financial Markets and ECB Monetary Policy Communication – A Second QE Surprise," MAGKS Papers on Economics 202203, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Braun, Robin & Miranda-Agrippino, Silvia & Saha, Tuli, 2023. "Measuring monetary policy in the UK: the UK Monetary Policy Event‑Study Database," Bank of England working papers 1050, Bank of England.
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"The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates,"
NBER Working Papers
25123, National Bureau of Economic Research, Inc.
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Cited by:
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"Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect,"
CEPR Discussion Papers
15163, C.E.P.R. Discussion Papers.
- Ricardo J. Caballero & Alp Simsek, 2022. "Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect," CESifo Working Paper Series 9632, CESifo.
- Ricardo J. Caballero & Alp Simsek, 2024. "Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect," Journal of Finance, American Finance Association, vol. 79(3), pages 1719-1753, June.
- Ricardo J. Caballero & Alp Simsek, 2020. "Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect," NBER Working Papers 27712, National Bureau of Economic Research, Inc.
- Richard H. Clarida, 2019. "The Federal Reserve’s Review of Its Monetary Policy Strategy, Tools, and Communication Practices : A speech at \"Fed Policy: A Shadow Review\" Cato Institute’s 37th Annual Monetary Conferenc," Speech 1104, Board of Governors of the Federal Reserve System (U.S.).
- Hartmann, Philipp & Smets, Frank, 2018.
"The first twenty years of the European Central Bank: monetary policy,"
CEPR Discussion Papers
13411, C.E.P.R. Discussion Papers.
- Hartmann, Philipp & Smets, Frank, 2018. "The first twenty years of the European Central Bank: monetary policy," Working Paper Series 2219, European Central Bank.
- P. Andrade & J. Galí & H. Le Bihan & J. Matheron, 2018.
"The Optimal Inflation Target and the Natural Rate of Interest,"
Working papers
670, Banque de France.
- Philippe Andrade & Jordi Galí & Hervé Le Bihan & Julien Matheron, 2017. "The optimal inflation target and the natural rate of interest," Economics Working Papers 1591, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2019.
- Philippe Andrade & Jordi Gali & Herve Le Bihan & Julien Matheron, 2019. "The Optimal Inflation Target and the Natural Rate of Interest," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 50(2 (Fall)), pages 173-255.
- Philippe Andrade & Jordi Galí & Hervé Le Bihan & Julien Matheron, 2017. "The Optimal Inflation Target and the Natural Rate of Interest," Working Papers 1009, Barcelona School of Economics.
- Philippe Andrade & Jordi Galí & Hervé Le Bihan & Julien Matheron, 2018. "The Optimal Inflation Target and the Natural Rate of Interest," NBER Working Papers 24328, National Bureau of Economic Research, Inc.
- Philippe Andrade & Jordi Gali & Hervé Le Bihan & Julien Matheron, 2019. "The Optimal Inflation Target and the Natural Rate of Interest," Working Papers 19-18, Federal Reserve Bank of Boston.
- GalÃ, Jordi & Andrade, Philippe & Le Bihan, Hervé & Matheron, Julien, 2018. "The Optimal Inflation Target and the Natural Rate of Interest," CEPR Discussion Papers 12723, C.E.P.R. Discussion Papers.
- Smith, A. Lee & Valcarcel, Victor J., 2023.
"The financial market effects of unwinding the Federal Reserve’s balance sheet,"
Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
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- Davide Debortoli & Jordi Galí & Luca Gambetti, 2019.
"On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint,"
NBER Working Papers
25820, National Bureau of Economic Research, Inc.
- Debortoli, Davide & GalÃ, Jordi & Gambetti, Luca, 2018. "On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint," CEPR Discussion Papers 12691, C.E.P.R. Discussion Papers.
- Davide Debortoli & Jordi Galí & Luca Gambetti, 2019. "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint," NBER Chapters, in: NBER Macroeconomics Annual 2019, volume 34, pages 141-170, National Bureau of Economic Research, Inc.
- Davide Debortoli & Jordi Galí & Luca Gambetti, 2020. "On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint," NBER Macroeconomics Annual, University of Chicago Press, vol. 34(1), pages 141-170.
- Davide Debortoli & Jordi Galí & Luca Gambetti, 2018. "On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint," Working Papers 1013, Barcelona School of Economics.
- Davide Debortoli & Jordi Galí & Luca Gambetti, 2018. "On the empirical (ir)relevance of the zero lower bound constraint," Economics Working Papers 1594, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2019.
- 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.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022.
"Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States,"
CAMA Working Papers
2022-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Papers 2012.15158, arXiv.org, revised Nov 2023.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Discussion Papers 2218, Centre for Macroeconomics (CFM).
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2024. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(2), pages 250-286, April.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," BCAM Working Papers 2205, Birkbeck Centre for Applied Macroeconomics.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2021. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Economics Series Working Papers 961, University of Oxford, Department of Economics.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," IMES Discussion Paper Series 20-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2019.
"The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment,"
NBER Working Papers
26002, National Bureau of Economic Research, Inc.
- Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2020. "The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment," International Journal of Central Banking, International Journal of Central Banking, vol. 16(1), pages 5-71, February.
- Richard H. Clarida, 2019. "The Federal Reserve’s Review of Its Monetary Policy Strategy, Tools, and Communication Practices : A speech at \"New England Perspectives on Fed Policymaking: A 'Fed Listens' Conference\" ho," Speech 1063, Board of Governors of the Federal Reserve System (U.S.).
- Chunya Bu & John Rogers & Wenbin Wu, 2019.
"A Unified Measure of Fed Monetary Policy Shocks,"
Finance and Economics Discussion Series
2019-043, Board of Governors of the Federal Reserve System (U.S.).
- Bu, Chunya & Rogers, John & Wu, Wenbin, 2021. "A unified measure of Fed monetary policy shocks," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 331-349.
- Christophe Blot & Jérôme Creel & Paul Hubert, 2019.
"Challenges ahead for EMU monetary policy,"
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- Dario Caldara & Etienne Gagnon & Enrique Martínez García & Christopher J. Neely, 2021.
"Monetary Policy and Economic Performance Since the Financial Crisis,"
Review, Federal Reserve Bank of St. Louis, vol. 103(4), pages 425-460, October.
- 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.).
- 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," Working Papers 2020-026, Federal Reserve Bank of St. Louis, revised 02 Nov 2020.
- Refet S. Gürkaynak & Hatice Gökce Karasoy-Can & Sang Seok Lee, 2019.
"Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect,"
CESifo Working Paper Series
7898, CESifo.
- Gürkaynak, Refet & Lee, Sang Seok & Karasoy Can, Gokce, 2019. "Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect," CEPR Discussion Papers 14017, C.E.P.R. Discussion Papers.
- Refet Gürkaynak & Hati̇ce Gökçe Karasoy‐Can & Sang Seok Lee, 2022. "Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect," Journal of Finance, American Finance Association, vol. 77(4), pages 2375-2421, August.
- Gürkaynak, Refet S. & Karasoy-Can, Hatice Gökçe & Lee, Sang Seok, 2019. "Stock market's assessment of monetary policy transmission: The cash flow effect," CFS Working Paper Series 628, Center for Financial Studies (CFS).
- Leonardo N. Ferreira, 2020.
"Forward Guidance Matters: Disentangling Monetary Policy Shocks,"
Working Papers
912, Queen Mary University of London, School of Economics and Finance.
- Ferreira, Leonardo N., 2022. "Forward guidance matters: Disentangling monetary policy shocks," Journal of Macroeconomics, Elsevier, vol. 73(C).
- Leonardo N. Ferreira, 2020. "Forward Guidance Matters: disentangling monetary policy shocks," Working Papers Series 530, Central Bank of Brazil, Research Department.
- Di Serio, Mario & Fragetta, Matteo & Gasteiger, Emanuel, 2020.
"The government spending multiplier at the zero lower bound: Evidence from the United States,"
ECON WPS - Working Papers in Economic Theory and Policy
04/2020, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
- DI SERIO, Mario & FRAGETTA, Matteo & GASTEIGER, Emanuel, 2017. "The Government Spending Multiplier at the Zero Lower Bound: Evidence from the United States," CELPE Discussion Papers 150, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy.
- Mario Di Serio & Matteo Fragetta & Emanuel Gasteiger, 2020. "The Government Spending Multiplier at the Zero Lower Bound: Evidence from the United States," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(6), pages 1262-1294, December.
- Coenen, Günter & Montes-Galdón, Carlos & Saint Guilhem, Arthur & Hutchinson, John & Motto, Roberto, 2022. "Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment," Occasional Paper Series 290, European Central Bank.
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"Is the negative interest rate policy effective?,"
Journal of Economic Behavior & Organization, Elsevier, vol. 174(C), pages 75-86.
- Robert L. Czudaj, 2019. "Is the negative interest rate policy effective?," Chemnitz Economic Papers 034, Department of Economics, Chemnitz University of Technology, revised Dec 2019.
- Margherita Bottero & Camelia Minoiu & José-Luis Peydró & Andrea Polo & Andrea F. Presbitero & Enrico Sette, 2019.
"Expansionary Yet Different: Credit Supply and Real Effects of Negative Interest Rate Policy,"
Working Papers
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- Margherita Bottero & Enrico Sette, 2020. "Expansionary yet different: credit supply and real effects of negative interest rate policy," Temi di discussione (Economic working papers) 1269, Bank of Italy, Economic Research and International Relations Area.
- Bottero, Margherita & Minoiu, Camelia & Peydró, José-Luis & Polo, Andrea & Presbitero, Andrea & Sette, Enrico, 2020. "Expansionary Yet Different: Credit Supply and Real Effects of Negative Interest Rate Policy," EconStor Preprints 216807, ZBW - Leibniz Information Centre for Economics, revised 2020.
- Bottero, Margherita & Minoiu, Camelia & Peydró, José-Luis & Polo, Andrea & Presbitero, Andrea F. & Sette, Enrico, 2022. "Expansionary yet different: Credit supply and real effects of negative interest rate policy," Journal of Financial Economics, Elsevier, vol. 146(2), pages 754-778.
- Polo, Andrea & Bottero, Margherita & Minoiu, Camelia & Peydró, José-Luis & , & Sette, Enrico, 2019. "Expansionary Yet Different: Credit Supply and Real Effects of Negative Interest Rate Policy," CEPR Discussion Papers 14233, C.E.P.R. Discussion Papers.
- Ricardo J. Caballero & Gunes Kamber, 2019.
"On the Global Impact of Risk-off Shocks and Policy-put Frameworks,"
NBER Working Papers
26031, National Bureau of Economic Research, Inc.
- Ricardo Caballero & Güneş Kamber, 2019. "On the global Impact of risk-off shocks and policy-put frameworks," BIS Working Papers 772, Bank for International Settlements.
- Richard H. Clarida, 2019. "Monetary Policy, Price Stability, and Equilibrium Bond Yields: Success and Consequences : a speech at the High-Level Conference on Global Risk, Uncertainty, And Volatility, co-sponsored by the Bank fo," Speech 1102, Board of Governors of the Federal Reserve System (U.S.).
- Richard H. Clarida, 2019. "Sustaining Maximum Employment and Price Stability : a speech at the Economic Club of New York, New York, New York, May 30, 2019," Speech 1067, Board of Governors of the Federal Reserve System (U.S.).
- Sumner, Scott, 2020. "Currency Manipulation, Saving Manipulation, and the Current Account Balance," Working Papers 07761, George Mason University, Mercatus Center.
- Cole, Stephen J. & Martínez-García, Enrique, 2023.
"The effect of central bank credibility on forward guidance in an estimated New Keynesian model,"
Macroeconomic Dynamics, Cambridge University Press, vol. 27(2), pages 532-570, March.
- Stephen J. Cole & Enrique Martínez García, 2019. "The Effect of Central Bank Credibility on Forward Guidance in an Estimated New Keynesian Model," Globalization Institute Working Papers 375, Federal Reserve Bank of Dallas, revised 20 Mar 2021.
- Richard H. Clarida, 2019. "The Federal Reserve’s Review of Its Monetary Policy Strategy, Tools, and Communication Practices : A speech at \"Fed Listens: A Capstone Roundtable\" hosted by the Federal Reserve Bank of Ne," Speech 1062, Board of Governors of the Federal Reserve System (U.S.).
- Cardamone, Dario & Sims, Eric & Wu, Jing Cynthia, 2023. "Wall Street QE vs. Main Street Lending," European Economic Review, Elsevier, vol. 156(C).
- Fernando M. Duarte & Benjamin K. Johannsen & Leonardo Melosi & Taisuke Nakata, 2020. "Strengthening the FOMC’s Framework in View of the Effective Lower Bound and Some Considerations Related to Time-Inconsistent Strategies," Finance and Economics Discussion Series 2020-067, Board of Governors of the Federal Reserve System (U.S.).
- Aymeric Ortmans, 2020. "Evolving Monetary Policy in the Aftermath of the Great Recession," Documents de recherche 20-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Don H. Kim & Marcelo Ochoa, 2021. "International Yield Spillovers," Finance and Economics Discussion Series 2021-001, Board of Governors of the Federal Reserve System (U.S.).
- James D. Hamilton, 2019. "Perspectives on U.S. Monetary Policy Tools and Instruments," NBER Working Papers 25911, National Bureau of Economic Research, Inc.
- Carl E. Walsh, 2019. "Alternatives to Inflation Targeting in Low Interest Rate Environments," IMES Discussion Paper Series 19-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
- Sims, Eric & Wu, Jing Cynthia, 2021.
"Evaluating Central Banks’ tool kit: Past, present, and future,"
Journal of Monetary Economics, Elsevier, vol. 118(C), pages 135-160.
- Eric R. Sims & Jing Cynthia Wu, 2019. "Evaluating Central Banks' Tool Kit: Past, Present, and Future," NBER Working Papers 26040, National Bureau of Economic Research, Inc.
- Eric T. Swanson, 2017.
"Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets,"
NBER Working Papers
23311, National Bureau of Economic Research, Inc.
- Swanson, Eric T., 2021. "Measuring the effects of federal reserve forward guidance and asset purchases on financial markets," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 32-53.
- Eric Swanson, 2016. "Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets," 2016 Meeting Papers 1222, Society for Economic Dynamics.
Cited by:
- Barnichon, Regis & Mesters, Geert, 2021.
"The Phillips multiplier,"
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"Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S,"
BOFIT Discussion Papers
2/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
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"International effects of euro area versus US policy uncertainty: A FAVAR approach,"
Ruhr Economic Papers
689, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Belke, Ansgar & Osowski, Thomas, 2017. "International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach," GLO Discussion Paper Series 35, Global Labor Organization (GLO).
- Ansgar Belke & Thomas Osowski, 2019. "International Effects Of Euro Area Versus U.S. Policy Uncertainty: A Favar Approach," Economic Inquiry, Western Economic Association International, vol. 57(1), pages 453-481, January.
- Ansgar Belke & Thomas Osowski, 2017. "International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach," ROME Working Papers 201703, ROME Network.
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"Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach,"
Working Papers
2014-124, Department of Research, Ipag Business School.
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"To Guide or Not to Guide? Quantitative Monetary Policy Tools and Macroeconomic Dynamics in China,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 49-94, October.
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- Tan, Ying & Sha, Wenbiao & Paudel, Krishna, 2017. "The Impact of Monetary Policy on Agricultural Price Index in China: A FAVAR Approach," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252676, Southern Agricultural Economics Association.
- Min, Feng & Wen, Fenghua & Wang, Xiong, 2022. "Measuring the effects of monetary and fiscal policy shocks on domestic investment in China," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 395-412.
- Michael Funke & Andrew Tsang, 2021. "The Direction and Intensity of China’s Monetary Policy: A Dynamic Factor Modelling Approach," The Economic Record, The Economic Society of Australia, vol. 97(316), pages 100-122, March.
- Junli Cheng & Feng Lin, 2022. "The Dynamic Effects of Urban–Rural Income Inequality on Sustainable Economic Growth under Urbanization and Monetary Policy in China," Sustainability, MDPI, vol. 14(11), pages 1-23, June.
- Lin Liu, 2022. "Economic Uncertainty and Exchange Market Pressure: Evidence From China," SAGE Open, , vol. 12(1), pages 21582440211, January.
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- srithilat, khaysy & Sun, Gang, 2017. "The Impact of Monetary Policy on Economic Development: Evidence from Lao PDR," MPRA Paper 79369, University Library of Munich, Germany, revised 27 Apr 2017.
- Chen, Yong & Liu, Dingming & Zhuang, Ziguan, 2023. "The spillover effects of China's monetary policy shock: Evidence from B&R countries," Emerging Markets Review, Elsevier, vol. 55(C).
- Xinze Li & Luojia Wang & Kerui Du, 2023. "How do environmental regulations influence resource misallocation in China? The role of investment flows," Business Strategy and the Environment, Wiley Blackwell, vol. 32(1), pages 538-550, January.
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- Makram El-Shagi & Lunan Jiang, 2023. "How the PBoC´s new MLF affects the yield curve," CFDS Discussion Paper Series 2023/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
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- Lin Liu, 2021. "U.S. Economic Uncertainty Shocks and China’s Economic Activities: A Time-Varying Perspective," SAGE Open, , vol. 11(3), pages 21582440211, July.
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"Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany,"
Working Paper Series
2013-21, Federal Reserve Bank of San Francisco.
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Cited by:
- Nasir, Muhammad Ali, 2021. "Zero Lower Bound and negative interest rates: Choices for monetary policy in the UK," Journal of Policy Modeling, Elsevier, vol. 43(1), pages 200-229.
- Marcio Garcia & Marcelo Medeiros & Francisco Eduardo de Luna e Almeida Santos, 2014. "The impact of macroeconomic announcements in the Brazilian futures markets," Textos para discussão 623, Department of Economics PUC-Rio (Brazil).
- George A. Kahn & Lisa Taylor, 2014.
"Evolving market perceptions of Federal Reserve policy objectives,"
Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 5-64.
- George A. Kahn & Lisa Taylor, 2014. "Evolving market perceptions of Federal Reserve policy objectives," Macro Bulletin, Federal Reserve Bank of Kansas City, pages 1-2, March.
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"Macroeconomic news and market reaction: Surprise indexes meet nowcasting,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1725-1734.
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"Deflation probability and the scope for monetary loosening in the United Kingdom,"
Bank of England working papers
627, Bank of England.
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"Time variation in asset price responses to macro announcements,"
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"Government Bond Yields At The Effective Lower Bound: International Evidence,"
Contemporary Economic Policy, Western Economic Association International, vol. 37(1), pages 102-120, January.
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"Implications of Labor Market Frictions for Risk Aversion and Risk Premia,"
Working Paper Series
2013-30, Federal Reserve Bank of San Francisco.
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- Eric Swanson, 2013. "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," 2013 Meeting Papers 1137, Society for Economic Dynamics.
- Eric T. Swanson, 2019. "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," NBER Working Papers 25764, National Bureau of Economic Research, Inc.
Cited by:
- Kangoh Lee, 2021. "Labor market frictions, capital, taxes and employment," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 28(6), pages 1329-1359, December.
- Lea Steininger & Jan Philipp Fritsche, 2022.
"The Labor Share is a Catalyst for Monetary Policy - Two Million Firms' Production Dynamics,"
Department of Economics Working Papers
wuwp326, Vienna University of Economics and Business, Department of Economics.
- Fritsche, Jan Philipp & Steininger, Lea, 2022. "The Labor Share is a Catalyst for Monetary Policy - Two Million Firms' Production Dynamics," Department of Economics Working Paper Series 326, WU Vienna University of Economics and Business.
- Jan Philipp Fritsche & Lea Steininger, 2021. "Zooming in on Monetary Policy - The Labor Share and Production Dynamics of Two Million Firms," Discussion Papers of DIW Berlin 1967, DIW Berlin, German Institute for Economic Research.
- Eric T. Swanson, 2012.
"Risk aversion, risk premia, and the labor margin with generalized recursive preferences,"
Working Paper Series
2012-17, Federal Reserve Bank of San Francisco.
- Eric Swanson, 2018. "Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 290-321, April.
Cited by:
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"Should unemployment insurance be asset-tested?,"
2012 Meeting Papers
850, Society for Economic Dynamics.
- Koehne, Sebastian & Kuhn, Moritz, 2012. "Should unemployment insurance be asset-tested?," MPRA Paper 36973, University Library of Munich, Germany.
- Koehne, Sebastian & Kuhn, Moritz, 2012. "Should unemployment insurance be asset-tested?," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 66056, Verein für Socialpolitik / German Economic Association.
- Sebastian Koehne & Moritz Kuhn, 2013. "Should Unemployment Insurance be Asset-Tested," CESifo Working Paper Series 4324, CESifo.
- Sebastian Koehne & Moritz Kuhn, 2015. "Should unemployment insurance be asset-tested?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(3), pages 575-592, July.
- Koehne, Sebastian & Kuhn, Moritz, 2013. "Should Unemployment Insurance Be Asset-Tested?," IZA Discussion Papers 7488, Institute of Labor Economics (IZA).
- Curran, Michael & Dressler, Scott J., 2020. "Preferences, inflation, and welfare," European Economic Review, Elsevier, vol. 130(C).
- Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2023.
"The risk premium in New Keynesian DSGE models: The cost of inflation channel,"
LIDAM Reprints LFIN
2023013, Université catholique de Louvain, Louvain Finance (LFIN).
- Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2022. "The risk premium in New Keynesian DSGE models: the cost of inflation channel," LIDAM Discussion Papers LFIN 2022008, Université catholique de Louvain, Louvain Finance (LFIN).
- Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2023. "The risk premium in New Keynesian DSGE models: The cost of inflation channel," Journal of Economic Dynamics and Control, Elsevier, vol. 155(C).
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021.
"Why Does Risk Matter More in Recessions than in Expansions?,"
"Marco Fanno" Working Papers
0275, Dipartimento di Scienze Economiche "Marco Fanno".
- Andreasen, Martin Møller & Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2021. "Why does risk matter more in recessions than in expansions?," Bank of Finland Research Discussion Papers 13/2021, Bank of Finland.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," Economics Working Papers 2021-12, Department of Economics and Business Economics, Aarhus University.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why does risk matter more in recessions than in expansions?," CAMA Working Papers 2021-83, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," CESifo Working Paper Series 9328, CESifo.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," Monash Economics Working Papers 2021-11, Monash University, Department of Economics.
- Andreasen, Martin M. & Jørgensen, Kasper, 2020. "The Importance of Timing Attitudes in Consumption-Based Asset Pricing Models," Journal of Monetary Economics, Elsevier, vol. 111(C), pages 95-117.
- Püschel, Veronika & Kindermann, Fabian, 2023. "Progressive Pensions as an Incentive for Labor Force Participation," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277643, Verein für Socialpolitik / German Economic Association.
- Fabian Kindermann & Veronika Püschel, 2021.
"Progressive Pensions as an Incentive for Labor Force Participation,"
Working Papers
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- Kindermann, Fabian & Pueschel, Veronika, 2021. "Progressive Pensions as an Incentive for Labor Force Participation," CEPR Discussion Papers 16380, C.E.P.R. Discussion Papers.
- Dunbar, Kwamie & Owusu-Amoako, Johnson, 2021. "The impact of hedging on risk-averse agents’ output decisions," Economic Modelling, Elsevier, vol. 104(C).
- Kliem, Martin & Meyer-Gohde, Alexander, 2017.
"(Un)expected monetary policy shocks and term premia,"
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30/2017, Deutsche Bundesbank.
- Martin Kliem & Alexander Meyer‐Gohde, 2022. "(Un)expected monetary policy shocks and term premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 477-499, April.
- Martin Kliem & Alexander Meyer-Gohde, 2017. "(Un)expected Monetary Policy Shocks and Term Premia," SFB 649 Discussion Papers SFB649DP2017-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Martin Kliem & Alexander Meyer-Gohde, 2018. "(Un)expected Monetary Policy Shocks and Term Premia," 2018 Meeting Papers 102, Society for Economic Dynamics.
- Kliem, Martin & Meyer-Gohde, Alexander, 2019. "(Un)expected monetary policy shocks and term premia," IMFS Working Paper Series 137, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Alex Ilek & Irit Rozenshtrom, 2017.
"The Term Premium in a Small Open Economy: A Micro-Founded Approach,"
Bank of Israel Working Papers
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- Ilek, Alex & Rozenshtrom, Irit, 2018. "The term premium in a small open economy: A micro-founded approach," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 333-352.
- Martin M. Andreasen, 2021. "The New Keynesian Model and Bond Yields," CREATES Research Papers 2021-01, Department of Economics and Business Economics, Aarhus University.
- Anastasios Karantounias, 2019. "A dynamic theory of the excess burden of taxation," 2019 Meeting Papers 1356, Society for Economic Dynamics.
- Eric Swanson, 2013.
"Implications of Labor Market Frictions for Risk Aversion and Risk Premia,"
2013 Meeting Papers
1137, Society for Economic Dynamics.
- Eric T. Swanson, 2020. "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(2), pages 194-240, April.
- Eric T. Swanson, 2019. "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," NBER Working Papers 25764, National Bureau of Economic Research, Inc.
- Eric T. Swanson, 2013. "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," Working Paper Series 2013-30, Federal Reserve Bank of San Francisco.
- Meyer-Gohde, Alexander, 2019.
"Generalized entropy and model uncertainty,"
Journal of Economic Theory, Elsevier, vol. 183(C), pages 312-343.
- Alexander Meyer-Gohde, 2017. "Generalized Entropy and Model Uncertainty," SFB 649 Discussion Papers SFB649DP2017-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Lorenzo Bretscher & Alex Hsu & Andrea Tamoni, 2019. "Response of the Macroeconomy to Uncertainty Shocks:the Risk Premium Channel," 2019 Meeting Papers 1567, Society for Economic Dynamics.
- Coenen, Günter & Montes-Galdón, Carlos & Saint Guilhem, Arthur & Hutchinson, John & Motto, Roberto, 2022. "Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment," Occasional Paper Series 290, European Central Bank.
- Hiroatsu Tanaka, 2022. "Equilibrium Yield Curves with Imperfect Information," Finance and Economics Discussion Series 2022-086, Board of Governors of the Federal Reserve System (U.S.).
- Martin M Andreasen & Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2018.
"The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 1-49.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Andreasen, Martin M., 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CEPR Discussion Papers 9442, C.E.P.R. Discussion Papers.
- Martin M. Andreasen & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," NBER Working Papers 18983, National Bureau of Economic Research, Inc.
- Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CREATES Research Papers 2013-12, Department of Economics and Business Economics, Aarhus University.
- Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2016. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," Working Papers 2016-07, FEDEA.
- Hening Liu & Yuzhao Zhang, 2022. "Financial Uncertainty with Ambiguity and Learning," Management Science, INFORMS, vol. 68(3), pages 2120-2140, March.
- Pierlauro Lopez & J. David López-Salido & Francisco Vazquez-Grande, 2023.
"Nominal Rigidities and the Term Structures of Equity and Bond Returns,"
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23-11, Federal Reserve Bank of Cleveland.
- Pier dup Lopez & J. David López-Salido & Francisco Vazquez-Grande, 2015. "Nominal Rigidities and the Term Structures of Equity and Bond Returns," Finance and Economics Discussion Series 2015-64, Board of Governors of the Federal Reserve System (U.S.).
- Zhang, Chu & Zhao, Shen, 2023. "The macroeconomic announcement premium and information environment," Journal of Monetary Economics, Elsevier, vol. 139(C), pages 55-73.
- Anthony M. Diercks, 2015. "The Equity Premium, Long-Run Risk, & Optimal Monetary Policy," Finance and Economics Discussion Series 2015-87, Board of Governors of the Federal Reserve System (U.S.).
- Poonpolkul, Phitawat, 2023. "Age-dependent risk aversion: Re-evaluating fiscal policy impacts of population aging," The Journal of the Economics of Ageing, Elsevier, vol. 26(C).
- Vadim Elenev & Tim Landvoigt & Patrick J. Shultz & Stijn Van Nieuwerburgh, 2021.
"Can Monetary Policy Create Fiscal Capacity?,"
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- Van Nieuwerburgh, Stijn & Elenev, Vadim & Landvoigt, Tim & Shultz, Patrick, 2021. "Can Monetary Policy Create Fiscal Capacity?," CEPR Discussion Papers 16414, C.E.P.R. Discussion Papers.
- Gianni Amisano & Oreste Tristani, 2019.
"Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates,"
Finance and Economics Discussion Series
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- Amisano, Gianni & Tristani, Oreste, 2019. "Uncertainty shocks, monetary policy and long-term interest rates," Working Paper Series 2279, European Central Bank.
- Michael Patrick Curran & Scott J. Dressler, 2019. "Preference Heterogeneity, Inflation, and Welfare," Villanova School of Business Department of Economics and Statistics Working Paper Series 40, Villanova School of Business Department of Economics and Statistics.
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"Q-Targeting in New Keynesian Models,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 13(2), pages 189-224, November.
- Burkhard Heer & Alfred Maussner & Halvor Ruf, 2016. "Q-Targeting in New Keynesian Models," CESifo Working Paper Series 5854, CESifo.
- Johnson Kakeu, 2023. "Concerns for Long-Run Risks and Natural Resource Policy," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 84(4), pages 1051-1093, April.
- Huh, Sungjun & Kim, Insu, 2021. "Real estate and relative risk aversion with generalized recursive preferences," Journal of Macroeconomics, Elsevier, vol. 68(C).
- Bretscher, Lorenzo & Malkhozov, Aytek & Tamoni, Andrea, 2021. "Expectations and aggregate risk," Journal of Monetary Economics, Elsevier, vol. 123(C), pages 91-108.
- Gianni Amisano & Oreste Tristani, 2023. "Monetary policy and long‐term interest rates," Quantitative Economics, Econometric Society, vol. 14(2), pages 689-716, May.
- Balke, Nathan S. & Martínez-García, Enrique & Zeng, Zheng, 2021. "In no uncertain terms: The effect of uncertainty on credit frictions and monetary policy," Economic Modelling, Elsevier, vol. 100(C).
- Lorenzo Bretscher & Alex Hsu & Andrea Tamoni, 2023. "The Real Response to Uncertainty Shocks: The Risk Premium Channel," Management Science, INFORMS, vol. 69(1), pages 119-140, January.
- Phitawat Poonpolkul, 2023. "Age-Dependent Risk Aversion: Re-evaluating Fiscal Policy Impacts of Population Aging," PIER Discussion Papers 198, Puey Ungphakorn Institute for Economic Research.
- Pecoraro, Brandon, 2017. "Why don't voters ‘put the Gini back in the bottle'? Inequality and economic preferences for redistribution," European Economic Review, Elsevier, vol. 93(C), pages 152-172.
- Martin M. Andreasen, 2019. "Explaining Bond Return Predictability in an Estimated New Keynesian Model," CREATES Research Papers 2019-11, Department of Economics and Business Economics, Aarhus University.
- Eric T. Swanson & John C. Williams, 2012.
"Measuring the effect of the zero lower bound on medium- and longer-term interest rates,"
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"Are government spending shocks inflationary at the zero lower bound? New evidence from daily data,"
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National Bureau of Economic Research, Inc.
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Liberty Street Economics
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LSE Research Online Documents on Economics
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"Risky Business Cycles,"
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"Federal Reserve Credibility and the Term Structure of Interest Rates,"
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"Risk Premia at the ZLB: A Macroeconomic Interpretation,"
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"Uncertainty and Monetary Policy during Extreme Events,"
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"Beauty Contests and the Term Structure [Risk Premia and Term Premia in General Equilibrium],"
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"Lower-Bound Beliefs and Long-Term Interest Rates,"
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"Equity Premium and Monetary Policy in a Model with Limited Asset Market Participation,"
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"Disaster Risk and Preference Shifts in a New Keynesian Model,"
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PIER Working Paper Archive
10-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Koijen, Ralph & van Binsbergen, Jules, 2010. "The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences," CEPR Discussion Papers 7781, C.E.P.R. Discussion Papers.
- Jules van Binsbergen & Jesús Fernández-Villaverde & Ralph S.J. Koijen & Juan F. Rubio-Ramírez, 2010. "The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences," NBER Working Papers 15890, National Bureau of Economic Research, Inc.
- van Binsbergen, Jules H. & Fernández-Villaverde, Jesús & Koijen, Ralph S.J. & Rubio-Ramírez, Juan, 2012. "The term structure of interest rates in a DSGE model with recursive preferences," Journal of Monetary Economics, Elsevier, vol. 59(7), pages 634-648.
- Christoffel, Kai & Jaccard, Ivan & Kilponen, Juha, 2013. "Welfare and bond pricing implications of fiscal stabilization policies," Bank of Finland Research Discussion Papers 32/2013, Bank of Finland.
- O. Grishchenko & S. Mouabbi & J.-P. Renne, 2017. "The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty," Working papers 622, Banque de France.
- Timmermann, Allan & Burjack, Rafael & Qu, Ritong, 2019. "Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil," CEPR Discussion Papers 14097, C.E.P.R. Discussion Papers.
- Urban Jermann, 2013.
"A Production-Based Model for the Term Structure,"
NBER Working Papers
18774, National Bureau of Economic Research, Inc.
- Jermann, Urban J., 2013. "A production-based model for the term structure," Journal of Financial Economics, Elsevier, vol. 109(2), pages 293-306.
- Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2016. "The term structure of expectations and bond yields," Staff Reports 775, Federal Reserve Bank of New York.
- Chu, Shiou-Yen, 2015. "Funding liquidity constraints and the forward premium anomaly in a DSGE model," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 76-89.
- Bulkley, George & Harris, Richard D.F. & Nawosah, Vivekanand, 2015. "Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates?," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 179-193.
- Pflueger, Carolin & Rinaldi, Gianluca, 2022. "Why does the Fed move markets so much? A model of monetary policy and time-varying risk aversion," Journal of Financial Economics, Elsevier, vol. 146(1), pages 71-89.
- François Gourio & Phuong Ngo, 2024. "Downward Nominal Rigidities and Bond Premia," Working Paper Series WP 2024-09, Federal Reserve Bank of Chicago.
- Hatcher, Michael C., 2011. "Comparing inflation and price-level targeting: A comprehensive review of the literature," Cardiff Economics Working Papers E2011/22, Cardiff University, Cardiff Business School, Economics Section.
- Andreasen, Martin, 2011. "An estimated DSGE model: explaining variation in term premia," Bank of England working papers 441, Bank of England.
- Roman Horvath & Lorant Kaszab & Ales Marsal, 2022. "Interest rate rules and inflation risks in a macro‐finance model," Scottish Journal of Political Economy, Scottish Economic Society, vol. 69(4), pages 416-440, September.
- Felix Geiger, 2009. "International Interest-Rate Risk Premia in Affine Term Structure Models," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 316/2009, Department of Economics, University of Hohenheim, Germany.
- Kevin J. Lansing, 2015. "Asset Pricing with Concentrated Ownership of Capital and Distribution Shocks," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(4), pages 67-103, October.
- Mitsuru Katagiri, 2018. "Equilibrium Yield Curve, the Phillips Curve, and Monetary Policy," IMF Working Papers 2018/242, International Monetary Fund.
- Sophocles N. Brissimis & Evangelia A. Georgiou, 2022. "The effects of Federal Reserve's quantitative easing and balance sheet normalization policies on long-term interest rates," Working Papers 299, Bank of Greece.
- De Graeve, Ferre & Emiris, Marina & Wouters, Raf, 2009. "A structural decomposition of the US yield curve," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 545-559, May.
- Hatcher, Michael C., 2011. "Inflation versus price-level targeting and the zero lower bound: Stochastic simulations from the Smets-Wouters US model," Cardiff Economics Working Papers E2011/24, Cardiff University, Cardiff Business School, Economics Section.
- Lott, Sherwin, 2019. "Perturbations in DSGE models: An odd derivatives theorem," Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.
- Jiyoung Lee, 2015. "Disentangling the Predictive Power of Term Spreads under Inflation Targeting," International Economic Journal, Taylor & Francis Journals, vol. 29(3), pages 419-450, September.
- Glenn D. Rudebusch & Eric T. Swanson, 2008.
"The bond premium in a DSGE model with long-run real and nominal risks,"
Working Paper Research
143, National Bank of Belgium.
- Glenn D. Rudebusch & Eric T. Swanson, 2008. "The bond premium in a DSGE model with long-run real and nominal risks," Working Paper Series 2008-31, Federal Reserve Bank of San Francisco.
- Glenn D. Rudebusch & Eric T. Swanson, 2012. "The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 105-143, January.
- Oreste Tristani & Gianni Amisano, 2010. "A nonlinear DSGE model of the term structure with regime shifts," 2010 Meeting Papers 234, Society for Economic Dynamics.
- Ivan Jaccard, 2014. "Asset Returns and Labor Supply in a Production Economy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(5), pages 889-919, August.
- Kung, Howard, 2015. "Macroeconomic linkages between monetary policy and the term structure of interest rates," Journal of Financial Economics, Elsevier, vol. 115(1), pages 42-57.
- Indrajit Mitra & Yu Xu, 2020. "Limited Household Risk Sharing: General Equilibrium Implications for the Term Structure of Interest Rates," FRB Atlanta Working Paper 2020-20, Federal Reserve Bank of Atlanta.
- Francisco Palomino, 2012.
"Bond Risk Premiums and Optimal Monetary Policy,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 19-40, January.
- Francisco Palomino, 2010. "Code and data files for "Bond Risk Premiums and Optimal Monetary Policy"," Computer Codes 09-159, Review of Economic Dynamics.
- Martin Møller Andreasen, 2008. "Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model," CREATES Research Papers 2008-43, Department of Economics and Business Economics, Aarhus University.
- Eric T. Swanson, 2009.
"Risk aversion, the labor margin, and asset pricing in DSGE models,"
Working Paper Series
2009-26, Federal Reserve Bank of San Francisco.
- Eric Swanson, 2010. "Risk Aversion, the Labor Margin, and Asset Pricing in DSGE Models," 2010 Meeting Papers 138, Society for Economic Dynamics.
- Rabitsch-Schilcher, Katrin & Marsal, Ales & Kaszab, Lorant, 2023.
"From Linear to Nonlinear: Rethinking Inflation Dynamics in the Calvo Pricing Mechanism,"
Department of Economics Working Paper Series
350, WU Vienna University of Economics and Business.
- Ales Marsal & Katrin Rabitsch & Lorant Kaszab, 2023. "From Linear to Nonlinear: Rethinking Inflation Dynamics in the Calvo Pricing Mechanism," Department of Economics Working Papers wuwp350, Vienna University of Economics and Business, Department of Economics.
- Herwartz, Helmut & Rohloff, Hannes, 2018. "Less bang for the buck? Assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment," University of Göttingen Working Papers in Economics 358, University of Goettingen, Department of Economics.
- Stefania D'Amico & Athanasios Orphanides, 2014. "Inflation Uncertainty and Disagreement in Bond Risk Premia," Working Paper Series WP-2014-24, Federal Reserve Bank of Chicago.
- Francois Gourio, 2012.
"Disaster Risk and Business Cycles,"
American Economic Review, American Economic Association, vol. 102(6), pages 2734-2766, October.
- François Gourio, 2009. "Disasters Risk and Business Cycles," NBER Working Papers 15399, National Bureau of Economic Research, Inc.
- Francois Gourio, 2009. "Disaster risk and business cycles," 2009 Meeting Papers 1176, Society for Economic Dynamics.
- Eric T. Swanson, 2012. "Risk Aversion and the Labor Margin in Dynamic Equilibrium Models," American Economic Review, American Economic Association, vol. 102(4), pages 1663-1691, June.
- Basu, Parantap & Wada, Kenji, 2023. "Unconventional monetary policy and the bond market in Japan: A new Keynesian perspective," Japan and the World Economy, Elsevier, vol. 67(C).
- Taeyoung Doh, 2009.
"Yield curve in an estimated nonlinear macro model,"
Research Working Paper
RWP 09-04, Federal Reserve Bank of Kansas City.
- Doh, Taeyoung, 2011. "Yield curve in an estimated nonlinear macro model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1229-1244, August.
- Jaccard, Ivan, 2018. "Stochastic discounting and the transmission of money supply shocks," Working Paper Series 2174, European Central Bank.
- Roman Horvath & Lorant Kaszab & Ales Marsal, 2021. "Interest Rate Rules, Rigidities and Inflation Risks in a Macro-Finance Model," MNB Working Papers 2021/2, Magyar Nemzeti Bank (Central Bank of Hungary).
- 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.
- 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.
- Ian Dew‐Becker, 2014. "Bond Pricing with a Time‐Varying Price of Risk in an Estimated Medium‐Scale Bayesian DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(5), pages 837-888, August.
- Lamé, Gildas, 2013.
"Was there a "Greenspan conundrum" in the Euro area ?,"
MPRA Paper
45870, University Library of Munich, Germany.
- Gildas Lamé, 2013. "Was there a "Greenspan conundrum" in the Euro Area ?," Working Papers 2013-07, Center for Research in Economics and Statistics.
- Bretscher, Lorenzo & Hsu, Alex & Tamoni, Andrea, 2020. "Fiscal policy driven bond risk premia," Journal of Financial Economics, Elsevier, vol. 138(1), pages 53-73.
- Abdymomunov Azamat & Kang Kyu Ho, 2015. "The effects of monetary policy regime shifts on the term structure of interest rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 183-207, April.
- Parantap Basu & Kenji Wada, 2018. "Unconventional Monetary Policy and the Bond Market in Japan: A New-Keynesian Perspective," IMES Discussion Paper Series 18-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
- Andreasen Martin M. & Zabczyk Pawel, 2015. "Efficient bond price approximations in non-linear equilibrium-based term structure models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(1), pages 1-33, February.
- Kozak, Serhiy, 2022. "Dynamics of bond and stock returns," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 188-209.
- Bent Jesper Christensen & Olaf Posch & Michel van der Wel, 2014.
"Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data,"
CESifo Working Paper Series
5030, CESifo.
- Christensen, Bent Jesper & Posch, Olaf & van der Wel, Michel, 2016. "Estimating dynamic equilibrium models using mixed frequency macro and financial data," Journal of Econometrics, Elsevier, vol. 194(1), pages 116-137.
- Zbynek Stork, 2016. "Term Structure of Interest Rates: Macro-Finance Approach," EcoMod2016 9566, EcoMod.
- Asiye Aydilek & Harun Aydilek, 2020. "An optimization model of retiree decisions under recursive utility with housing," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(2), pages 258-277, April.
- M. Falagiarda & M. Marzo, 2012. "A DSGE model with Endogenous Term Structure," Working Papers wp830, Dipartimento Scienze Economiche, Universita' di Bologna.
- Martin M. Andreasen, 2019. "Explaining Bond Return Predictability in an Estimated New Keynesian Model," CREATES Research Papers 2019-11, Department of Economics and Business Economics, Aarhus University.
- Xu, Yuan, 2015. "Robustness to model uncertainty and the nominal term premium puzzle," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 124-137.
- De Paoli, Bianca & Sondergaard, Jens, 2009. "Foreign exchange rate risk in a small open economy," Bank of England working papers 365, Bank of England.
- Eric Jondeau & Michael Rockinger, 2019. "Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2239-2291, December.
- Horváth, Roman & Maršál, Aleš, 2014. "The term structure of interest rates in a small open economy DSGE model with Markov switching," FinMaP-Working Papers 22, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Martin M. Andreasen & Kasper Jørgensen, 2016. "Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution," CREATES Research Papers 2016-16, Department of Economics and Business Economics, Aarhus University.
- Eric Swanson & Glenn Rudebusch, 2008.
"Long-Run Inflation Risk and the Postwar Term Premium,"
2008 Meeting Papers
988, Society for Economic Dynamics.
Cited by:
- 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.
- Ehrmann, Michael & Fratzscher, Marcel & Gürkaynak, Refet & Swanson, Eric T., 2007.
"Convergence and Anchoring of Yield Curves in the Euro Area,"
CEPR Discussion Papers
6456, C.E.P.R. Discussion Papers.
- Michael Ehrmann & Marcel Fratzscher & Refet S Güürkaynak & Eric T Swanson, 2011. "Convergence and Anchoring of Yield Curves in the Euro Area," The Review of Economics and Statistics, MIT Press, vol. 93(1), pages 350-364, February.
- Michael Ehrmann & Marcel Fratzscher & Refet S. Gürkaynak & Eric T. Swanson, 2007. "Convergence and anchoring of yield curves in the Euro area," Working Paper Series 2007-24, Federal Reserve Bank of San Francisco.
- Refet Gurkaynak & Marcel Fratzscher & Eric Swanson & Michael Ehrmann, 2009. "Convergence And Anchoring Of Yield Curves In The Euro Area," 2009 Meeting Papers 897, Society for Economic Dynamics.
- Ehrmann, Michael & Fratzscher, Marcel & Swanson, Eric & Gürkaynak, Refet S., 2007. "Convergence and anchoring of yield curves in the euro area," Working Paper Series 817, European Central Bank.
Cited by:
- Martins, Manuel M.F. & Afonso, António, 2010.
"Level, slope, curvature of the sovereign yield curve, and fiscal behaviour,"
Working Paper Series
1276, European Central Bank.
- António Afonso & Manuel M. F. Martins, 2010. "Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour," Working Papers Department of Economics 2010/23, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Afonso, António & Martins, Manuel M.F., 2012. "Level, slope, curvature of the sovereign yield curve, and fiscal behaviour," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1789-1807.
- Dieppe, Alistair & Mourinho Félix, Ricardo & Marchiori, Luca & Grech, Owen & Albani, Maria & Lalouette, Laure & Kulikov, Dmitry & Papadopoulou, Niki & Sideris, Dimitris & Irac, Delphine & Gordo Mora, , 2015. "Public debt, population ageing and medium-term growth," Occasional Paper Series 165, European Central Bank.
- Christian Leschinski & Michelle Voges & Philipp Sibbertsen, 2021.
"Integration and Disintegration of EMU Government Bond Markets,"
Econometrics, MDPI, vol. 9(1), pages 1-17, March.
- Leschinski, Christian & Voges, Michelle & Sibbertsen, Philipp, 2018. "Integration and Disintegration of EMU Government Bond Markets," Hannover Economic Papers (HEP) dp-625, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Indermit S Gill & Naotaka Sugawara & Juan Zalduendo, 2014. "The Center Still Holds: Financial Integration in the Euro Area," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 56(3), pages 351-375, September.
- Borsi, Mihály Tamás & Metiu, Norbert, 2013.
"The evolution of economic convergence in the European Union,"
Discussion Papers
28/2013, Deutsche Bundesbank.
- Mihály Borsi & Norbert Metiu, 2015. "The evolution of economic convergence in the European Union," Empirical Economics, Springer, vol. 48(2), pages 657-681, March.
- Hartmann, Philipp & Smets, Frank, 2018.
"The first twenty years of the European Central Bank: monetary policy,"
CEPR Discussion Papers
13411, C.E.P.R. Discussion Papers.
- Hartmann, Philipp & Smets, Frank, 2018. "The first twenty years of the European Central Bank: monetary policy," Working Paper Series 2219, European Central Bank.
- Galina Hale & Maurice Obstfeld, 2014.
"The Euro and the Geography of International Debt Flows,"
Working Paper Series
2014-10, Federal Reserve Bank of San Francisco.
- Galina Hale & Maurice Obstfeld, 2016. "The Euro and the Geography of International Debt Flows," Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 115-144.
- Galina Hale & Maurice Obstfeld, 2014. "The Euro and The Geography of International Debt Flows," NBER Working Papers 20033, National Bureau of Economic Research, Inc.
- Galina Hale & Maurice Obstfeld, 2013. "The Euro and the Geography of International Debt Flows," NBER Chapters, in: Sovereign Debt and Financial Crises, National Bureau of Economic Research, Inc.
- Galina Hale & Maurice Obstfeld, 2016. "The Euro And The Geography Of International Debt Flows," Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 115-144, February.
- Obstfeld, Maurice & Hale, Galina, 2014. "The Euro and the Geography of International Debt Flows," CEPR Discussion Papers 9937, C.E.P.R. Discussion Papers.
- Grothe, Magdalena & Lejsgaard Autrup, Søren, 2014. "Economic surprises and inflation expectations: Has anchoring of expectations survived the crisis?," Working Paper Series 1671, European Central Bank.
- Mengus, Eric, 2017.
"Asset Purchase Bailouts and Endogenous Implicit Guarantees,"
HEC Research Papers Series
1248, HEC Paris, revised 22 Jan 2018.
- Mengus, Eric, 2023. "Asset purchase bailouts and endogenous implicit guarantees," Journal of International Economics, Elsevier, vol. 142(C).
- Georgoutsos, Dimitris A. & Migiakis, Petros M., 2013.
"Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?,"
Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4650-4664.
- Dimitris A. Georgoutsos & Petros Migiakis, 2012. "Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?," Working Papers 143, Bank of Greece.
- Eric T. Swanson & John C. Williams, 2013.
"Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany,"
Working Paper Series
2013-21, Federal Reserve Bank of San Francisco.
- Eric T. Swanson & John C. Williams, 2013. "Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany," NBER Chapters, in: NBER International Seminar on Macroeconomics 2013, pages 2-21, National Bureau of Economic Research, Inc.
- Petra Gerlach-Kristen & Richhild Moessner & Rina Rosenblatt-Wisch, 2018.
"Computing Long-Term Market Inflation Expectations for Countries without Inflation Expectation Markets,"
Russian Journal of Money and Finance, Bank of Russia, vol. 77(3), pages 23-48, September.
- Dr. Petra Gerlach & Richhild Moessner & Dr. Rina Rosenblatt-Wisch, 2017. "Computing long‐term market inflation expectations for countries without inflation expectation markets," Working Papers 2017-09, Swiss National Bank.
- Ian Schaeffer & Miguel D. Ramirez, 2017.
"Is there a Long-Term Relationship among European Sovereign Bond Yields?,"
Business and Economic Research, Macrothink Institute, vol. 7(1), pages 68-86, June.
- Ian Schaeffer & Miguel D. Ramirez, 2017. "Is there a Long-Term Relationship among European Sovereign Bond Yields?," Working Papers 1701, Trinity College, Department of Economics.
- Vogel, Lukas & Kollmann, Robert & Ratto, Marco & Roeger, Werner & in 't Veld, Jan, 2015.
"What drives the German current account? And how does it affect other EU Member States?,"
VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy
112810, Verein für Socialpolitik / German Economic Association.
- Robert Kollmann & Marco Ratto & Werner Roeger & Jan in'tVeld & Lukas Vogel, 2014. "What Drives the German Current Account ?And How Does It Affect Other EU Member States ?," Working Papers ECARES ECARES 2014-20, ULB -- Universite Libre de Bruxelles.
- Robert Kollmann & Marco Ratto & Werner Roeger & Jan in't Veld & Lukas Vogel, 2015. "What drives the German current account? And how does it affect other EU Member States?," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 30(81), pages 47-93.
- Kollmann, Robert & Roeger, Werner & in t Veld, Jan & Ratto, Marco & Vogel, Lukas, 2014. "What drives the German current account? And how does it affect other EU member states?," CEPR Discussion Papers 9933, C.E.P.R. Discussion Papers.
- Robert Kollmann & Marco Ratto & Werner Roeger & Jan in’t Veld & Lukas Vogel, 2014. "What drives the German current account? And how does it affect other EU member states?," CAMA Working Papers 2014-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Robert Kollmann & Marco Ratto & Werner Roeger & Jan in’t Veld & Lukas Vogel, 2014. "What drives the German current account? And how does it affect other EU member states?," European Economy - Economic Papers 2008 - 2015 516, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Jan in't Veld & Robert Kollmann & Marco Ratto & Werner Roeger & Lukas Vogel, 2014. "What drives the German current account? and how does it affect other EU member states?," Globalization Institute Working Papers 176, Federal Reserve Bank of Dallas.
- Robert Kollmann & Marco Ratto & Werner Roeger & Jan in't Veld & Lukas Vogel, 2015. "What drives the German current account? And how does it affect other EU member states?," ULB Institutional Repository 2013/259411, ULB -- Universite Libre de Bruxelles.
- Diebold, Francis X. & Yilmaz, Kamil, 2015. "Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring," OUP Catalogue, Oxford University Press, number 9780199338306, Decembrie.
- Michele Lenza, 2011. "Revisiting the information content of core inflation," Research Bulletin, European Central Bank, vol. 14, pages 11-13.
- Maela Giofré, 2009.
"Convergence of EMU Equity Portfolios,"
CeRP Working Papers
88, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Maela Giofré, 2012. "Convergence of EMU Equity Portfolios," Open Economies Review, Springer, vol. 23(2), pages 381-419, April.
- Giofré, Maela/M., 2008. "Convergence of EMU Equity Portfolios," MPRA Paper 13927, University Library of Munich, Germany.
- Matthias Neuenkirch & Maria Repko & Enzo Weber, 2023.
"Hawks and Doves: Financial Market Perception of Western Support for Ukraine,"
Research Papers in Economics
2023-03, University of Trier, Department of Economics.
- Neuenkirch, Matthias & Repko, Maria & Weber, Enzo, 2023. "Hawks and Doves: Financial Market Perception of Western Support for Ukraine," IAB-Discussion Paper 202301, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Matthias Neuenkirch & Maria Repko & Enzo Weber, 2023. "Hawks and Doves: Financial Market Perception of Western Support for Ukraine," Working Paper Series 2023-02, University of Trier, Research Group Quantitative Finance and Risk Analysis.
- Bicu, A.C. & Candelon, B., 2012. "Government bond market dynamics and sovereign risk: systemic or idiosyncratic?," Research Memorandum 032, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Natoli, Filippo & Sigalotti, Laura, 2017.
"Tail co-movement in inflation expectations as an indicator of anchoring,"
Working Paper Series
1997, European Central Bank.
- Filippo Natoli & Laura Sigalotti, 2018. "Tail Co-movement in Inflation Expectations as an Indicator of Anchoring," International Journal of Central Banking, International Journal of Central Banking, vol. 14(1), pages 35-71, January.
- Sara Cecchetti & Filippo Natoli & Laura Sigalotti, 2015. "Tail comovement in option-implied inflation expectations as an indicator of anchoring," Temi di discussione (Economic working papers) 1025, Bank of Italy, Economic Research and International Relations Area.
- Hammoudeh, Shawkat & Reboredo, Juan C., 2018. "Oil price dynamics and market-based inflation expectations," Energy Economics, Elsevier, vol. 75(C), pages 484-491.
- Söderström, Ulf, 2008.
"Re-Evaluating Swedish Membership in EMU: Evidence from an Estimated Model,"
CEPR Discussion Papers
7062, C.E.P.R. Discussion Papers.
- Söderström, Ulf, 2008. "Re-Evaluating Swedish Membership in EMU: Evidence from an Estimated Model," Working Paper Series 227, Sveriges Riksbank (Central Bank of Sweden).
- Ulf Söderström, 2008. "Re-Evaluating Swedish Membership in EMU: Evidence from an Estimated Model," NBER Working Papers 14519, National Bureau of Economic Research, Inc.
- Jean-Charles Bricongne & Antoine Cosson & Albane Garnier-Sauveplane & Rémy Lecat & Irena Peresa & Yuliya Vanzhulova, 2021. "Financial flows, macro-prudential policies, capital restrictions and institutions: what do gravity equations tell us?," Working papers 842, Banque de France.
- Caporin, Massimiliano & Pelizzon, Loriana & Plazzi, Alberto, 2020. "Does monetary policy impact international market co-movements?," SAFE Working Paper Series 276, Leibniz Institute for Financial Research SAFE.
- Ehrmann, Michael & Osbat, Chiara & Stráský, Jan & Uusküla, Lenno, 2013.
"The euro exchange rate during the European sovereign debt crisis - dancing to its own tune?,"
Working Paper Series
1532, European Central Bank.
- Ehrmann, Michael & Osbat, Chiara & Stráský, Jan & Uusküla, Lenno, 2014. "The euro exchange rate during the European sovereign debt crisis – Dancing to its own tune?," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 319-339.
- Rodrigues, Paulo M.M. & Sibbertsen, Philipp & Voges, Michelle, 2019.
"Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium,"
Hannover Economic Papers (HEP)
dp-656, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Paulo M.M. Rodrigues & Philipp Sibbertsen, 2019. "Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium," Working Papers w201912, Banco de Portugal, Economics and Research Department.
- Krista Schwarz, 2019. "Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads," Review of Finance, European Finance Association, vol. 23(3), pages 557-597.
- Hülsewig, Oliver & Rottmann, Horst, 2021.
"Euro area periphery countries' fiscal policy and monetary policy surprises,"
Weidener Diskussionspapiere
81, University of Applied Sciences Amberg-Weiden (OTH).
- Oliver Hülsewig & Horst Rottmann, 2020. "Euro Area Periphery Countries' Fiscal Policy and Monetary Policy Surprises," CESifo Working Paper Series 8041, CESifo.
- Oliver Hülsewig & Horst Rottmann, 2022. "Euro Area Periphery Countries' Fiscal Policy and Monetary Policy Surprises," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 544-568, June.
- Felix Geiger & Oliver Sauter & Kai D. Schmid, 2009. "The Camp View of Inflation Forecasts," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 320/2009, Department of Economics, University of Hohenheim, Germany.
- Coffinet, J. & Frappa, S., 2008. "Macroeconomic Surprises and the Inflation Compensation Curve in the Euro Area," Working papers 220, Banque de France.
- Claudia M. Buch, 2012.
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IAW Discussion Papers
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SFB 649 Discussion Papers
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Cited by:
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Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 201-212, April.
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"Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions,"
MAGKS Papers on Economics
201012, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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"Optimal nonlinear policy: signal extraction with a non-normal prior,"
Working Paper Series
2005-24, Federal Reserve Bank of San Francisco.
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"Inflation targeting, learning and Q volatility in small open economies,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(11), pages 3699-3722, November.
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- G. C. Lim & Paul D. McNelis, 2006. "Inflation Targeting, Learning and Q Volatility in Small Open Economies," Melbourne Institute Working Paper Series wp2006n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Lim, G.C. & McNelis, Paul D., 2008. "Computational Macroeconomics for the Open Economy," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262123061, December.
- Andrea Lanteri & Albert Marcet & Esther Hauk, 2014. "Optimal Policy with Endogenous Signal Extraction," 2014 Meeting Papers 677, Society for Economic Dynamics.
- Laurence H. Meyer & Eric T. Swanson & Volker W. Wieland, 2001.
"NAIRU Uncertainty and Nonlinear Policy Rules,"
American Economic Review, American Economic Association, vol. 91(2), pages 226-231, May.
- Laurence H. Meyer & Eric T. Swanson & Volker W. Wieland, 2001. "NAIRU uncertainty and nonlinear policy rules," Finance and Economics Discussion Series 2001-01, Board of Governors of the Federal Reserve System (U.S.).
- Neuenkirch, Matthias & Tillmann, Peter, 2014.
"Inflation targeting, credibility, and non-linear Taylor rules,"
Journal of International Money and Finance, Elsevier, vol. 41(C), pages 30-45.
- Matthias Neuenkirch & Peter Tillmann, 2012. "Inflation Targeting, Credibility, and Non-Linear Taylor Rules," MAGKS Papers on Economics 201235, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Christopher J. Erceg & James Hebden & Michael T. Kiley & J. David López-Salido & Robert J. Tetlow, 2018. "Some Implications of Uncertainty and Misperception for Monetary Policy," Finance and Economics Discussion Series 2018-059, Board of Governors of the Federal Reserve System (U.S.).
- Andrew Levin & Eric Swanson, 2004.
"Optimal Monetary Policy in an Imperfect World,"
Computing in Economics and Finance 2004
235, Society for Computational Economics.
Cited by:
- Raf Wouters & Frank Smets, 2004.
"Welfare analysis of non-fundamental asset price and investment shocks: Implications for monetary policy,"
Computing in Economics and Finance 2004
132, Society for Computational Economics.
- Frank Smets & Raf Wouters, 2005. "Welfare analysis of non-fundamental asset price and investment shocks: implications for monetary policy," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 146-65, Bank for International Settlements.
- Raf Wouters & Frank Smets, 2004.
"Welfare analysis of non-fundamental asset price and investment shocks: Implications for monetary policy,"
Computing in Economics and Finance 2004
132, Society for Computational Economics.
- Eric T. Swanson, 2004.
"Federal Reserve transparency and financial market forecasts of short-term interest rates,"
Finance and Economics Discussion Series
2004-06, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Min Fan, 2006. "Heterogeneous Beliefs, the Term Structure and Time-varying Risk Premia," Annals of Finance, Springer, vol. 2(3), pages 259-285, July.
- Glenn D. Rudebusch & John C. Williams, 2008.
"Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections,"
NBER Chapters, in: Asset Prices and Monetary Policy, pages 247-289,
National Bureau of Economic Research, Inc.
- Glenn D. Rudebusch & John C. Williams, 2006. "Revealing the secrets of the temple: the value of publishing central bank interest rate projections," Working Paper Series 2006-31, Federal Reserve Bank of San Francisco.
- Glenn D. Rudebusch & John C. Williams, 2006. "Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections," NBER Working Papers 12638, National Bureau of Economic Research, Inc.
- Eijffinger, S.C.W. & Geraats, P., 2002.
"How Transparent are Central Banks?,"
Other publications TiSEM
fbb8af2d-0508-4185-9710-4, Tilburg University, School of Economics and Management.
- Eijffinger, S.C.W. & Geraats, P., 2006. "How transparent are central banks?," Other publications TiSEM b34dfb1f-520f-4787-a08f-5, Tilburg University, School of Economics and Management.
- Eijffinger, Sylvester C.W. & Geraats, Petra M., 2006. "How transparent are central banks?," European Journal of Political Economy, Elsevier, vol. 22(1), pages 1-21, March.
- Eijffinger, Sylvester & Geraats, Petra, 2002. "How Transparent are Central Banks?," CEPR Discussion Papers 3188, C.E.P.R. Discussion Papers.
- Eijffinger, S.C.W. & Geraats, P.M., 2004. "How Transparent Are Central Banks?," Cambridge Working Papers in Economics 0411, Faculty of Economics, University of Cambridge.
- Geraats, P. & Eijffinger, S.C.W. & van der Cruijsen, C.A.B., 2006.
"Does Central Bank Transparency Reduce Interest Rates?,"
Other publications TiSEM
fd5584c7-1654-4695-ac85-e, Tilburg University, School of Economics and Management.
- Geraats, P. & Eijffinger, S.C.W. & van der Cruijsen, C.A.B., 2006. "Does Central Bank Transparancy Reduce Interest Rates?," Discussion Paper 2006-11, Tilburg University, Center for Economic Research.
- Geraats, P. & Eijffinger, S.C.W. & van der Cruijsen, C.A.B., 2006. "Does Central Bank Transparancy Reduce Interest Rates?," Other publications TiSEM bfaccd36-2d30-469a-8618-6, Tilburg University, School of Economics and Management.
- Eijffinger, Sylvester & Geraats, Petra & van der Cruijsen, Carin, 2006. "Does Central Bank Transparency Reduce Interest Rates?," CEPR Discussion Papers 5526, C.E.P.R. Discussion Papers.
- Peter Lildholdt & Anne Vila Wetherilt, 2004.
"Anticipation of monetary policy in UK financial markets,"
Bank of England working papers
241, Bank of England.
- Peter Lildholdt & Anne Vila-Wetherilt, 2004. "Anticipation Of Monetary Policy In UK Financial Markets," Royal Economic Society Annual Conference 2004 20, Royal Economic Society.
- Ehrmann, Michael & Fratzscher, Marcel, 2007.
"Explaining monetary policy in press conferences,"
Working Paper Series
767, European Central Bank.
- Michael Ehrmann & Marcel Fratzscher, 2009. "Explaining Monetary Policy in Press Conferences," International Journal of Central Banking, International Journal of Central Banking, vol. 5(2), pages 42-84, June.
- Geraats, P.M, 2005.
"Transparency of Monetary Policy: Theory and Practice,"
Cambridge Working Papers in Economics
0549, Faculty of Economics, University of Cambridge.
- Petra M. Geraats, 2006. "Transparency of Monetary Policy: Theory and Practice," CESifo Economic Studies, CESifo Group, vol. 52(1), pages 111-152, March.
- Petra Geraats, 2005. "Transparency of Monetary Policy: Theory and Practice," CESifo Working Paper Series 1597, CESifo.
- Downing, Chris & Oliner, Stephen, 2007.
"The term structure of commercial paper rates,"
Journal of Financial Economics, Elsevier, vol. 83(1), pages 59-86, January.
- Chris Downing & Stephen D. Oliner, 2004. "The term structure of commercial paper rates," Finance and Economics Discussion Series 2004-18, Board of Governors of the Federal Reserve System (U.S.).
- Marc D. Hayford & A. G. Malliaris, 2012. "Transparent US monetary policy: theory and tests," Applied Economics, Taylor & Francis Journals, vol. 44(7), pages 813-824, March.
- TUYSUZ, Sukriye, 2007. "Central Bank transparency and the U.S. interest rates level and volatility response to U.S. news," MPRA Paper 5217, University Library of Munich, Germany.
- da Costa Filho, Adonias Evaristo & Rocha, Fabiana, 2009. "Communication, transparency, monetary policy index, central bank watching," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 63(4), December.
- Janet L. Yellen, 2006.
"Enhancing Fed credibility,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue mar17.
- Janet L Yellen, 2006. "Enhancing Fed Credibility," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 41(2), pages 7-13, April.
- Janet L. Yellen, 2006. "Enhancing Fed credibility," Speech 18, Federal Reserve Bank of San Francisco.
- Papadamou, Stephanos, 2013. "Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates," Economic Modelling, Elsevier, vol. 33(C), pages 545-551.
- Eijffinger, Sylvester & van der Cruijsen, Carin, 2007.
"The Economic Impact of Central Bank Transparency: A Survey,"
CEPR Discussion Papers
6070, C.E.P.R. Discussion Papers.
- van der Cruijsen, C.A.B. & Eijffinger, S.C.W., 2007. "The Economic Impact of Central Bank Transparency : A Survey," Other publications TiSEM c0ec8638-a29c-48e3-be11-8, Tilburg University, School of Economics and Management.
- van der Cruijsen, C.A.B. & Eijffinger, S.C.W., 2007. "The Economic Impact of Central Bank Transparency : A Survey," Discussion Paper 2007-06, Tilburg University, Center for Economic Research.
- C.J.M. Kool & S. Rosenkranz & M. Middeldorp, 2007. "Listening Without Understanding: Central Bank Transparency, Financial Markets and the Crowding Out of Private Information," Working Papers 07-19, Utrecht School of Economics.
- Lavan Mahadeva, 2007. "A model of market surprises," Bank of England working papers 327, Bank of England.
- Jakob Haan, 2008. "The effect of ECB communication on interest rates: An assessment," The Review of International Organizations, Springer, vol. 3(4), pages 375-398, December.
- John B. Carlson & Ben R. Craig & William R. Melick, 2005.
"Recovering market expectations of FOMC rate changes with options on federal funds futures,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 25(12), pages 1203-1242, December.
- John B. Carlson & Ben R. Craig & William R. Melick, 2005. "Recovering market expectations of FOMC rate changes with options on federal funds futures," Working Papers (Old Series) 0507, Federal Reserve Bank of Cleveland.
- Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob De Haan & David-Jan Jansen, 2008.
"Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence,"
NBER Working Papers
13932, National Bureau of Economic Research, Inc.
- Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob De Haan & David-Jan Jansen, 2008. "Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence," Working Papers 1038, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob De Haan & David-Jan Jansen, 2008. "Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence," Journal of Economic Literature, American Economic Association, vol. 46(4), pages 910-945, December.
- Blinder, Alan S. & Ehrmann, Michael & Fratzscher, Marcel & de Haan, Jakob & Jansen, David-Jan, 2008. "Central Bank communication and monetary policy: a survey of theory and evidence," Working Paper Series 898, European Central Bank.
- Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob De Haan & David-Jan Jansen, 2008. "Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence," Working Papers 2008-2, Princeton University. Economics Department..
- Lyziak, Tomasz & Mackiewicz, Joanna & Stanislawska, Ewa, 2007. "Central bank transparency and credibility: The case of Poland, 1998-2004," European Journal of Political Economy, Elsevier, vol. 23(1), pages 67-87, March.
- Edward Kutsoati & Sharun Mukand, 2004. "Expectations and the Central Banker: Making Decisions the Market Expects to See? [revised]," Discussion Papers Series, Department of Economics, Tufts University 0418, Department of Economics, Tufts University.
- Beechey, Meredith, 2004. "Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets," Working Paper Series 173, Sveriges Riksbank (Central Bank of Sweden).
- Adonias Evaristo Costa Filho & Fabiana Rocha, 2008. "Comunicação e política monetária no Brasil," Working Papers 08_17, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto.
- Richhild Moessner & William R. Nelson, 2008.
"Central Bank Policy Rate Guidance and Financial Market Functioning,"
International Journal of Central Banking, International Journal of Central Banking, vol. 4(4), pages 193-226, December.
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- Kia, Amir, 2017. "Monetary policy transparency in a forward-looking market: Evidence from the United States," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 597-617.
- Akosah, Nana & Alagidede, Paul & Schaling, Eric, 2019. "Monetary Policy Transparency in Ghana: Recent Evidence," MPRA Paper 96998, University Library of Munich, Germany.
- Csávás, Csaba & Erhart, Szilárd & Naszódi, Anna & Pintér, Klára, 2012.
"Changing central bank transparency in Central and Eastern Europe during the financial crisis,"
MPRA Paper
40335, University Library of Munich, Germany.
- Csaba Csavas & Szilard Erhart & Anna Naszodi & Klara Pinter, 2011. "Changing Central Bank Transparency in Central and Eastern Europe During the Financial Crisis," Contemporary Studies in Economic and Financial Analysis, in: The Impact of the Global Financial Crisis on Emerging Financial Markets, pages 379-403, Emerald Group Publishing Limited.
- Zafar Hayat, 2017. "Pakistan’s Monetary Policy: Some Fundamental Issues," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 56(1), pages 31-58.
- Marie Musard-Gies, 2005. "Do ECB's statements steer short-term and long-term interest rates in the euro zone?," Money Macro and Finance (MMF) Research Group Conference 2005 56, Money Macro and Finance Research Group.
- Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson, 2004.
"Do actions speak louder than words? the response of asset prices to monetary policy actions and statements,"
Finance and Economics Discussion Series
2004-66, Board of Governors of the Federal Reserve System (U.S.).
- Refet S Gürkaynak & Brian Sack & Eric Swanson, 2005. "Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," International Journal of Central Banking, International Journal of Central Banking, vol. 1(1), May.
- Refet Gurkaynak & Brian Sack & Eric Swanson, 2005. "Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," Macroeconomics 0504013, University Library of Munich, Germany.
- Refet Gürkaynak & Brian Sack, 2005. "Do Actions Speak Louder Than Words?The Response of Asset Prices to Monetary Policy Actions and Statements," Computing in Economics and Finance 2005 323, Society for Computational Economics.
- Gurkaynak, Refet S & Sack, Brian & Swanson, Eric T, 2005. "Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," MPRA Paper 820, University Library of Munich, Germany.
Cited by:
- Tadle, Raul Cruz, 2022. "FOMC minutes sentiments and their impact on financial markets," Journal of Economics and Business, Elsevier, vol. 118(C).
- Snezana Eminidou & Marios Zachariadis, 2019. "Firms’ Expectations and Monetary Policy Shocks in the Eurozone," University of Cyprus Working Papers in Economics 02-2019, University of Cyprus Department of Economics.
- Ippolito, Filippo & Ozdagli, Ali K. & Perez-Orive, Ander, 2018.
"The transmission of monetary policy through bank lending: The floating rate channel,"
Journal of Monetary Economics, Elsevier, vol. 95(C), pages 49-71.
- Filippo Ippolito & Ali Ozdagli & Ander Pérez-Orive, 2017. "The Transmission of Monetary Policy through Bank Lending : The Floating Rate Channel," Finance and Economics Discussion Series 2017-026, Board of Governors of the Federal Reserve System (U.S.).
- Chernov, Mikhail & Bauer, Michael, 2021.
"Interest Rate Skewness and Biased Beliefs,"
CEPR Discussion Papers
16274, C.E.P.R. Discussion Papers.
- Michael D. Bauer & Mikhail Chernov, 2021. "Interest Rate Skewness and Biased Beliefs," CESifo Working Paper Series 9150, CESifo.
- Michael D. Bauer & Mikhail Chernov, 2021. "Interest Rate Skewness and Biased Beliefs," NBER Working Papers 28954, National Bureau of Economic Research, Inc.
- Bauer, Michael & Chernov, Mikhail, 2021. "Interest rate skewness and biased beliefs," IMFS Working Paper Series 163, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Michael Bauer & Mikhail Chernov, 2024. "Interest Rate Skewness and Biased Beliefs," Journal of Finance, American Finance Association, vol. 79(1), pages 173-217, February.
- Yuriy Gorodnichenko & Tho Pham & Oleksandr Talavera, 2021.
"The Voice of Monetary Policy,"
Discussion Papers
21-02, Department of Economics, University of Birmingham.
- Yuriy Gorodnichenko & Tho Pham & Oleksandr Talavera, 2023. "The Voice of Monetary Policy," American Economic Review, American Economic Association, vol. 113(2), pages 548-584, February.
- Yuriy Gorodnichenko & Tho Pham & Oleksandr Talavera, 2021. "The Voice of Monetary Policy," Economics Discussion Papers em-dp2021-08, Department of Economics, University of Reading.
- Gorodnichenko, Yuriy & Pham, Tho & Talavera, Oleksandr, 2021. "The Voice of Monetary Policy," CEPR Discussion Papers 15932, C.E.P.R. Discussion Papers.
- Yuriy Gorodnichenko & Tho Pham & Oleksandr Talavera, 2021. "The Voice of Monetary Policy," NBER Working Papers 28592, National Bureau of Economic Research, Inc.
- Fergus Cumming & Paul Hubert, 2019.
"The role of households' borrowing constraints in the transmission of monetary policy,"
SciencePo Working papers Main
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- Cumming, Fergus & Hubert, Paul, 2019. "The role of households’ borrowing constraints in the transmission of monetary policy," Bank of England working papers 836, Bank of England, revised 06 Jan 2020.
- Fergus Cumming & Paul Hubert, 2019. "The role of households' borrowing constraints in the transmission of monetary policy," Working Papers hal-03403257, HAL.
- Fergus Cumming & Paul Hubert, 2019. "The role of households' borrowing constraints in the transmission of monetary policy," Sciences Po publications 20/2019, Sciences Po.
- Schmeling, Maik & Schrimpf, Paul & Kroencke, Tim, 2019.
"The FOMC Risk Shift,"
CEPR Discussion Papers
14037, C.E.P.R. Discussion Papers.
- Kroencke, Tim A. & Schmeling, Maik & Schrimpf, Andreas, 2021. "The FOMC Risk Shift," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 21-39.
- Kroencke, Tim-Alexander & Schmeling, Maik & Schrimpf, Andreas, 2021. "The FOMC risk shift," SAFE Working Paper Series 302, Leibniz Institute for Financial Research SAFE.
- Maxime Phillot & Dr. Samuel Reynard, 2021. "Monetary policy financial transmission and treasury liquidity premia," Working Papers 2021-14, Swiss National Bank.
- Kerssenfischer, Mark, 2017. "The effects of US monetary policy shocks: Applying external instrument identification to a dynamic factor model," Discussion Papers 08/2017, Deutsche Bundesbank.
- Michelle Alexopoulos & Xinfen Han & Oleksiy Kryvtsov & Xu Zhang, 2022.
"More Than Words: Fed Chairs’ Communication During Congressional Testimonies,"
Staff Working Papers
22-20, Bank of Canada.
- Alexopoulos, Michelle & Han, Xinfen & Kryvtsov, Oleksiy & Zhang, Xu, 2024. "More than words: Fed Chairs’ communication during congressional testimonies," Journal of Monetary Economics, Elsevier, vol. 142(C).
- Michelle Alexopoulos & Xinfen Han & Oleksiy Kryvtsov & Xu Zhang, 2022. "More Than Words: Fed Chairs' Communications During Congressional Testimonies," Working Papers tecipa-737, University of Toronto, Department of Economics.
- Dario Caldara & Cristina Fuentes-Albero & Simon Gilchrist & Egon Zakrajšek, 2016.
"The Macroeconomic Impact of Financial and Uncertainty Shocks,"
International Finance Discussion Papers
1166, Board of Governors of the Federal Reserve System (U.S.).
- Caldara, Dario & Fuentes-Albero, Cristina & Gilchrist, Simon & Zakrajšek, Egon, 2016. "The macroeconomic impact of financial and uncertainty shocks," European Economic Review, Elsevier, vol. 88(C), pages 185-207.
- Dario Caldara & Cristina Fuentes-Albero & Simon Gilchrist & Egon Zakrajšek, 2016. "The Macroeconomic Impact of Financial and Uncertainty Shocks," NBER Working Papers 22058, National Bureau of Economic Research, Inc.
- Michael D. Bauer & Eric T. Swanson, 2022.
"A Reassessment of Monetary Policy Surprises and High-Frequency Identification,"
NBER Chapters, in: NBER Macroeconomics Annual 2022, volume 37, pages 87-155,
National Bureau of Economic Research, Inc.
- Bauer, Michael D. & Swanson, Eric T., 2022. "A reassessment of monetary policy surprises and high-frequency identification," IMFS Working Paper Series 165, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Michael D. Bauer & Eric T. Swanson, 2023. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Macroeconomics Annual, University of Chicago Press, vol. 37(1), pages 87-155.
- Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Working Papers 29939, National Bureau of Economic Research, Inc.
- Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," CESifo Working Paper Series 9642, CESifo.
- Bauer, Michael & Swanson, Eric T., 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," CEPR Discussion Papers 17116, C.E.P.R. Discussion Papers.
- Åhl, Magnus, 2017. "How big is the toolbox of a central banker? Managing expectations with policy-rate forecasts: Evidence from Sweden," Working Paper Series 339, Sveriges Riksbank (Central Bank of Sweden).
- Refet S. Gürkaynak & Burcin Kisacikoglu & Sang Seok Lee, 2022.
"Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory,"
CESifo Working Paper Series
9748, CESifo.
- Lee, Sang Seok & Gürkaynak, Refet & Kısacıkoğlu, Burçin, 2022. "Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory," CEPR Discussion Papers 17248, C.E.P.R. Discussion Papers.
- Gürkaynak, Refet S. & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2022. "Exchange rate and inflation under weak monetary policy: Turkey verifies theory," CFS Working Paper Series 679, Center for Financial Studies (CFS).
- Matthew V. Gordon & Kurt Graden Lunsford, 2023.
"The Effects of the Federal Reserve Chair’s Testimony on Interest Rates and Stock Prices,"
Working Papers
23-26, Federal Reserve Bank of Cleveland.
- Gordon, Matthew V. & Lunsford, Kurt G., 2024. "The effects of the Federal Reserve Chair’s testimony on interest rates and stock prices," Economics Letters, Elsevier, vol. 235(C).
- Bekaert, Geert & Hoerova, Marie & Lo Duca, Marco, 2013.
"Risk, uncertainty and monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 60(7), pages 771-788.
- Geert Bekaert & Marie Hoerova, 2010. "Risk, uncertainty and monetary policy," Research Bulletin, European Central Bank, vol. 10, pages 11-13.
- Geert Bekaert & Marie Hoerova & Marco Lo Duca, 2010. "Risk, Uncertainty and Monetary Policy," NBER Working Papers 16397, National Bureau of Economic Research, Inc.
- Geert Bekaert & Marie Hoerova & Marco Lo Duca, 2012. "Risk, uncertainty and monetary policy," Working Paper Research 229, National Bank of Belgium.
- Lo Duca, Marco & Hoerova, Marie & Bekaert, Geert, 2013. "Risk, uncertainty and monetary policy," Working Paper Series 1565, European Central Bank.
- Bekaert, Geert & Lo Duca, Marco & Hoerova, Marie, 2010. "Risk, Uncertainty and Monetary Policy," CEPR Discussion Papers 8154, C.E.P.R. Discussion Papers.
- Di Pace, Federico & Mangiante, Giacomo & Masolo, Riccardo, 2023.
"Do firm expectations respond to monetary policy announcements?,"
Bank of England working papers
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- Federico Di Pace & Giacomo Mangiante & Riccardo Masolo, 2023. "Do firm expectations respond to Monetary Policy announcements?," DISCE - Working Papers del Dipartimento di Economia e Finanza def127, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Schrimpf, Paul & Kearns, Jonathan & Ferrari, Massimo, 2017.
"Monetary policy's rising FX impact in the era of ultra-low rates,"
CEPR Discussion Papers
11918, C.E.P.R. Discussion Papers.
- Massimo Ferrari & Jonathan Kearns & Andreas Schrimpf, 2017. "Monetary policy's rising FX impact in the era of ultra-low rates," BIS Working Papers 626, Bank for International Settlements.
- Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas, 2021. "Monetary policy’s rising FX impact in the era of ultra-low rates," Journal of Banking & Finance, Elsevier, vol. 129(C).
- Stéphane Lhuissier & Urszula Szczerbowicz, 2022.
"Monetary Policy and Corporate Debt Structure,"
Post-Print
hal-04459541, HAL.
- Stépahne Lhuissier & Urszula Szczerbowicz, 2018. "Monetary Policy and Corporate Debt Structure," Working papers 697, Banque de France.
- Stéphane Lhuissier & Urszula Szczerbowicz, 2022. "Monetary Policy and Corporate Debt Structure," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 497-515, June.
- Marmora, Paul, 2022. "Does monetary policy fuel bitcoin demand? Event-study evidence from emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
- Michael D. Bauer & Carolin Pflueger & Adi Sunderam, 2023.
"Perceptions about Monetary Policy,"
Working Paper Series
2023-31, Federal Reserve Bank of San Francisco.
- Bauer, Michael & Pflueger, Carolin & Sunderam, Adi, 2022. "Perceptions about Monetary Policy," CEPR Discussion Papers 17758, C.E.P.R. Discussion Papers.
- Bauer, Michael & Pflueger, Carolin & Sunderam, Adi, 2022. "Perceptions about Monetary Policy," CEPR Discussion Papers 17574, C.E.P.R. Discussion Papers.
- Michael D. Bauer & Carolin Pflueger & Adi Sunderam, 2022. "Perceptions about Monetary Policy," NBER Working Papers 30480, National Bureau of Economic Research, Inc.
- Michael D. Bauer & Carolin E. Pflueger & Adi Sunderam, 2022. "Perceptions about Monetary Policy," CESifo Working Paper Series 10182, CESifo.
- Bauer, Michael D. & Pflueger, Carolin E. & Sunderam, Adi, 2022. "Perceptions about monetary policy," IMFS Working Paper Series 176, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Kiendrebeogo, Youssouf, 2016. "Unconventional monetary policy and capital flows," Economic Modelling, Elsevier, vol. 54(C), pages 412-424.
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"Monetary Momentum,"
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- Andreas Neuhierl & Michael Weber, 2018. "Monetary Momentum," NBER Working Papers 24748, National Bureau of Economic Research, Inc.
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"The stimulative effect of forward guidance,"
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Cited by:
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"Pruebas de la neutralidad monetaria a largo plazo. El caso de Nicaragua,"
El Trimestre Económico, Fondo de Cultura Económica, vol. 0(283), pages 613-624, julio-sep.
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"Sources of Uncertainty for Conducting Monetary Policy in Chile,"
Working Papers
wp285, University of Chile, Department of Economics.
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"Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences,"
Computing in Economics and Finance 2004
108, Society for Computational Economics.
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"Inflation targeting, credibility, and non-linear Taylor rules,"
Journal of International Money and Finance, Elsevier, vol. 41(C), pages 30-45.
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- Claudia Arguedas Gonzales, 2004. "Las tasas de interés en moneda nacional y la inflación: una revisión de la Hipótesis de Fisher para Bolivia," Monetaria, CEMLA, vol. 0(4), pages 325-341, octubre-d.
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- Paolo Surico, 2004. "Inflation Targeting and Nonlinear Policy Rules: The Case of Asymmetric Preferences (new title: The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences)," CESifo Working Paper Series 1280, CESifo.
- Surico, Paolo, 2007. "The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 305-324, January.
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"On Signal Extraction and Non-Certainty-Equivalence in Optimal Monetary Policy Rules,"
Econometric Society World Congress 2000 Contributed Papers
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Cited by:
- William H.Greene & Max Gillman & Mark N. Harris & Christopher Spencer, 2013.
"The Tempered Ordered Probit (TOP) model with an application to monetary policy,"
Discussion Paper Series
2013_10, Department of Economics, Loughborough University, revised Sep 2013.
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"Simple monetary policy rules and exchange rate uncertainty,"
Journal of International Money and Finance, Elsevier, vol. 24(3), pages 481-507, April.
- Kai Leitemo & Ulf Soderstrom, 2001. "Simple monetary policy rules and exchange rate uncertainty," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
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"Robust Monetary Policy Rules with Unknown Natural Rates,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 33(2), pages 63-146.
- Athanasios Orphanides & John C. Williams, 2002. "Robust monetary policy rules with unknown natural rates," Working Paper Series 2003-01, Federal Reserve Bank of San Francisco.
- Athanasios Orphanides & John C. Williams, 2003. "Robust monetary policy rules with unknown natural rates," Finance and Economics Discussion Series 2003-11, Board of Governors of the Federal Reserve System (U.S.).
- Andrés González Gómez & Lavan Mahadeva & Diego Rodríguez & Luis Eduardo Rojas, 2009.
"Monetary Policy Forecasting In A Dsge Model With Data That Is Uncertain, Unbalanced And About The Future,"
Borradores de Economia
5480, Banco de la Republica.
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"Optimal commitment policy under noisy information,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(1), pages 81-109, January.
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"Uncertain Potential Output: Implications for Monetary Policy,"
Computing in Economics and Finance 2001
8, Society for Computational Economics.
- Ehrmann, Michael & Smets, Frank, 2001. "Uncertain potential output: implications for monetary policy," Working Paper Series 59, European Central Bank.
- Ehrmann, M. & Smets, F., 2001. "Uncertain Potential Output: Implications for Monetary Policy," Papers 59, Quebec a Montreal - Recherche en gestion.
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"Is the Fed too timid? Monetary policy in an uncertain world,"
Working Papers in Applied Economic Theory
99-05, Federal Reserve Bank of San Francisco.
- Glenn D. Rudebusch, 2001. "Is The Fed Too Timid? Monetary Policy In An Uncertain World," The Review of Economics and Statistics, MIT Press, vol. 83(2), pages 203-217, May.
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"Forecast uncertainty and the Taylor rule,"
Journal of International Money and Finance, Elsevier, vol. 77(C), pages 99-116.
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"Modeling Model Uncertainty,"
Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1087-1122, September.
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- Gabriel Srour, 2003. "Some Notes on Monetary Policy Rules with Uncertainty," Staff Working Papers 03-16, Bank of Canada.
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"An Empirical Review of Federal Reserve’s Informational Advantage,"
Documents de Travail de l'OFCE
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- Eric T. Swanson, 2005.
"Optimal nonlinear policy: signal extraction with a non-normal prior,"
Working Paper Series
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- Eric Swanson, 2005. "Optimal Nonlinear Policy: Signal Extraction with a Non-Normal Prior," Computing in Economics and Finance 2005 147, Society for Computational Economics.
- Dotsey, Michael & Hornstein, Andreas, 2003. "Should a monetary policymaker look at money?," Journal of Monetary Economics, Elsevier, vol. 50(3), pages 547-579, April.
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"Endogenous Monetary Policy with Unobserved Potential Output,"
CEPR Discussion Papers
3763, C.E.P.R. Discussion Papers.
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- Cukierman, Alex & Lippi, Francesco, 2005. "Endogenous monetary policy with unobserved potential output," Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1951-1983, November.
- Alex Cukierman & Francesco Lippi, 2003. "Endogenous Monetary Policy with Unobserved Potential Output," CEIS Research Paper 26, Tor Vergata University, CEIS.
- Fabrizio Zampolli & Andrew Blake, 2005.
"Time Consistent Policy in Markov Switching Models,"
Money Macro and Finance (MMF) Research Group Conference 2005
2, Money Macro and Finance Research Group.
- Fabrizio Zampolli & Andrew P. Blake, 2005. "Time Consistent Policy in Markov Switching Models," Computing in Economics and Finance 2005 134, Society for Computational Economics.
- Christopher Martin & Costas Milas, 2009.
"Uncertainty And Monetary Policy Rules In The United States,"
Economic Inquiry, Western Economic Association International, vol. 47(2), pages 206-215, April.
- Christopher Martin & Costas Milas, 2005. "Uncertainty and Monetary Policy Rules in the United States," Keele Economics Research Papers KERP 2005/10, Centre for Economic Research, Keele University.
- Christopher Martin & Costas Milas, 2005. "Uncertainty and Monetary Policy Rules in the United States," Economics and Finance Discussion Papers 05-22, Economics and Finance Section, School of Social Sciences, Brunel University.
- Svensson, Lars & Woodford, Michael, 2000.
"Indicator Variables for Optimal Policy,"
Seminar Papers
688, Stockholm University, Institute for International Economic Studies.
- Lars E.O. Svensson & Michael Woodford, 2000. "Indicator Variables for Optimal Policy," NBER Working Papers 7953, National Bureau of Economic Research, Inc.
- Lars E. O. Svensson & Michael Woodford, 2000. "Indicator variables for optimal policy," Proceedings, Federal Reserve Bank of San Francisco.
- Svensson, Lars E. O. & Woodford, Michael, 2000. "Indicator variables for optimal policy," Working Paper Series 12, European Central Bank.
- Svensson, Lars E. O. & Woodford, Michael, 2003. "Indicator variables for optimal policy," Journal of Monetary Economics, Elsevier, vol. 50(3), pages 691-720, April.
- Belderbos, Rene & Ikeuchi, Kenta & Fukao, Kyoji & Kim, Young Gak & Kwon, Hyeog Ug, 2013. "Plant Productivity Dynamics and Private and Public R&D Spillovers: Technological, Geographic and Relational Proximity," CEI Working Paper Series 2013-05, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Alina Carare & Robert Tchaidze, 2008.
"The Use and Abuse of Taylor Rules: How Precisely Can We Estimate Them?,"
Working Papers
006-08, International School of Economics at TSU, Tbilisi, Republic of Georgia.
- Robert Tchaidze & Alina Carare, 2004. "The Use and Abuse of Taylor Rules: How precisely can we estimate them?," Econometric Society 2004 Latin American Meetings 132, Econometric Society.
- Levin, Andrew T. & Wieland, Volker & Williams, John C., 2001.
"The performance of forecast-based monetary policy rules under model uncertainty,"
Working Paper Series
68, European Central Bank.
- Andrew Levin & Volker Wieland & John Williams, 2000. "The Performance Of Forecast-Based Monetary Policy Rules Under Model Uncertainty," Computing in Economics and Finance 2000 203, Society for Computational Economics.
- Andrew Levin & John C. Williams, 2000. "The Performance of Forecast-Based Monetary Policy Rules under Model Uncertainty," Econometric Society World Congress 2000 Contributed Papers 1781, Econometric Society.
- Levin, Andrew & Wieland, Volker & Williams, John C., 2003. "The performance of forecast-based monetary policy rules under model uncertainty," CFS Working Paper Series 2003/06, Center for Financial Studies (CFS).
- Andrew Levin & Volker Wieland & John C. Williams, 2003. "The Performance of Forecast-Based Monetary Policy Rules Under Model Uncertainty," American Economic Review, American Economic Association, vol. 93(3), pages 622-645, June.
- Andrew T. Levin & Volker W. Wieland & John C. Williams, 2001. "The performance of forecast-based monetary policy rules under model uncertainty," Finance and Economics Discussion Series 2001-39, Board of Governors of the Federal Reserve System (U.S.).
- Francois Gourio & Jonas Fisher, 2015. "Risk Management for Monetary Policy at the Zero Lower Bound," 2015 Meeting Papers 665, Society for Economic Dynamics.
- Travaglini, Guido, 2007. "The U.S. Dynamic Taylor Rule With Multiple Breaks, 1984-2001," MPRA Paper 3419, University Library of Munich, Germany, revised 15 Jun 2007.
- Christopher Martin & Costas Milas, 2005.
"Uncertainty and UK Monetary Policy,"
Keele Economics Research Papers
KERP 2005/11, Centre for Economic Research, Keele University.
- Martin, C. & Milas, C., 2004. "Uncertainty and UK Monetary Policy," Working Papers 04/05, Department of Economics, City University London.
- Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," Economics and Finance Discussion Papers 04-11, Economics and Finance Section, School of Social Sciences, Brunel University.
- Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," Public Policy Discussion Papers 04-11, Economics and Finance Section, School of Social Sciences, Brunel University.
- Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2004 65, Money Macro and Finance Research Group.
- Aoki, Kosuke, 2003. "On the optimal monetary policy response to noisy indicators," Journal of Monetary Economics, Elsevier, vol. 50(3), pages 501-523, April.
- John C. Williams, 2005.
"Robust estimation and monetary policy with unobserved structural change,"
Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 53-81.
- John C. Williams, 2006. "Robust estimation and monetary policy with unobserved structural change," Economic Review, Federal Reserve Bank of San Francisco, pages 1-16.
- John C. Williams, 2004. "Robust estimation and monetary policy with unobserved structural change," Working Paper Series 2004-11, Federal Reserve Bank of San Francisco.
- Mr. Helmut Wagner, 2001. "Implications of Globalization for Monetary Policy," IMF Working Papers 2001/184, International Monetary Fund.
- Leitemo, Kai & Lonning, Ingunn, 2006. "Simple Monetary Policymaking without the Output Gap," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(6), pages 1619-1640, September.
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- Rageh, Rania, 2010. "Interest rate rule for the conduct of monetary policy: analysis for Egypt (1997:2007)," MPRA Paper 26639, University Library of Munich, Germany.
- Gerlach-Kristen, Petra, 2005. "Too little, too late: Interest rate setting and the costs of consensus," Economics Letters, Elsevier, vol. 88(3), pages 376-381, September.
- Christophe Planas & Alessandro Rossi, 2004. "Can inflation data improve the real-time reliability of output gap estimates?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 121-133.
- Andrew P Blake & Fabrizio Zampolli, 2006. "Optimal monetary policy in Markov-switching models with rational expectations agents," Bank of England working papers 298, Bank of England.
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"Estimating time-variation in measurement error from data revisions; an application to forecasting in dynamic models,"
Bank of England working papers
238, Bank of England.
- George Kapetanios, 2004. "Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models," Working Papers 520, Queen Mary University of London, School of Economics and Finance.
- Laurence H. Meyer & Eric T. Swanson & Volker W. Wieland, 2001.
"NAIRU Uncertainty and Nonlinear Policy Rules,"
American Economic Review, American Economic Association, vol. 91(2), pages 226-231, May.
- Laurence H. Meyer & Eric T. Swanson & Volker W. Wieland, 2001. "NAIRU uncertainty and nonlinear policy rules," Finance and Economics Discussion Series 2001-01, Board of Governors of the Federal Reserve System (U.S.).
- Lansing, Kevin J. & Trehan, Bharat, 2003.
"Forward-looking behavior and optimal discretionary monetary policy,"
Economics Letters, Elsevier, vol. 81(2), pages 249-256, November.
- Kevin J. Lansing & Bharat Trehan, 2003. "Forward-looking behavior and optimal discretionary monetary policy," Working Paper Series 2001-03, Federal Reserve Bank of San Francisco.
- Michael Dotsey & Andreas Hornstein, 2002. "Should optimal discretionary monetary policy look at money?," Working Paper 02-04, Federal Reserve Bank of Richmond.
- Iris Claus, 2003. "Estimating potential output for New Zealand," Applied Economics, Taylor & Francis Journals, vol. 35(7), pages 751-760.
- George Kapetanios & Tony Yates, 2010. "Estimating time variation in measurement error from data revisions: an application to backcasting and forecasting in dynamic models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(5), pages 869-893.
- Mr. Helge Berger & Mr. Henning Weber, 2012. "Money As Indicator for the Natural Rate of Interest," IMF Working Papers 2012/006, International Monetary Fund.
- Ruthira Naraidoo & Leroi Raputsoane, 2013.
"Financial markets and the response of monetary policy to uncertainty in South Africa,"
Working Papers
201310, University of Pretoria, Department of Economics.
- Ruthira Naraidoo & Leroi Raputsoane, 2015. "Financial markets and the response of monetary policy to uncertainty in South Africa," Empirical Economics, Springer, vol. 49(1), pages 255-278, August.
- Giese, Guido & Wagner, Helmut, 2009. "A New Keynesian Model with Endogenous Frictions," Discussion Paper Series a520, Institute of Economic Research, Hitotsubashi University.
- Paul Hubert, 2010. "Monetary policy, imperfect information and the expectations channel [Politique monétaire,information imparfaite et canal des anticipations]," SciencePo Working papers Main tel-04095385, HAL.
- Jean-Philippe Cayen & Simon van Norden, 2002. "La fiabilité des estimations de l'écart de production au Canada," Staff Working Papers 02-10, Bank of Canada.
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- Mr. Robert Tchaidze & Ms. Alina Carare, 2005. "The Use and Abuse of Taylor Rules: How Precisely Can We Estimate Them?," IMF Working Papers 2005/148, International Monetary Fund.
- Boehm, Christoph E. & House, Christopher L., 2019. "Optimal Taylor rules when targets are uncertain," European Economic Review, Elsevier, vol. 119(C), pages 274-286.
- Paul Hubert, 2010. "Monetary Policy, Imperfect Information and the Expectations Channel," Sciences Po publications info:hdl:2441/f4rshpf3v1u, Sciences Po.
- Blake, Andrew P. & Zampolli, Fabrizio, 2011. "Optimal policy in Markov-switching rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1626-1651, October.
- James D. Hamilton, 2000. "Indicator variables for optimal policy, comments," Proceedings, Federal Reserve Bank of San Francisco.
- Eric T. Swanson, 1999.
"Models of sectoral reallocation,"
Finance and Economics Discussion Series
1999-03, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Giovanni Gallipoli & Gianluigi Pelloni, 2013.
"Macroeconomic Effects of Job Reallocations: A Survey,"
Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 5(2), pages 127-176, December.
- Giovanni Gallipoli & Gianluigi Pelloni, 2013. "Macroeconomic Effects of Job Reallocations: A Survey," Working Paper series 37_13, Rimini Centre for Economic Analysis.
- G. Gallipoli & G. Pelloni, 2013. "Macroeconomic Effects of Job Reallocations: A Survey," Working Papers wp897, Dipartimento Scienze Economiche, Universita' di Bologna.
- Chang, Yongsung & Kwark, Noh-Sun, 2001.
"Decomposition of hours based on extensive and intensive margins of labor,"
Economics Letters, Elsevier, vol. 72(3), pages 361-367, September.
- Yongsung Chang & Noh-Sun Kwark, 2000. "Decomposition of Hours Based on Extensive and Intensive Margins of Labor," Econometric Society World Congress 2000 Contributed Papers 1416, Econometric Society.
- Eric T. Swanson, 1999. "Measuring the cyclicality of real wages: how important is aggregation across industries?," Finance and Economics Discussion Series 1999-52, Board of Governors of the Federal Reserve System (U.S.).
- Giovanni Gallipoli & Gianluigi Pelloni, 2008. "Aggregate Shocks vs Reallocation Shocks: an Appraisal of the Applied Literature," Working Paper series 27_08, Rimini Centre for Economic Analysis.
- Giovanni Gallipoli & Gianluigi Pelloni, 2013.
"Macroeconomic Effects of Job Reallocations: A Survey,"
Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 5(2), pages 127-176, December.
Articles
- Michael D. Bauer & Eric T. Swanson, 2023.
"A Reassessment of Monetary Policy Surprises and High-Frequency Identification,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 37(1), pages 87-155.
- Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Chapters, in: NBER Macroeconomics Annual 2022, volume 37, pages 87-155, National Bureau of Economic Research, Inc.
See citations under working paper version above.- Bauer, Michael D. & Swanson, Eric T., 2022. "A reassessment of monetary policy surprises and high-frequency identification," IMFS Working Paper Series 165, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Working Papers 29939, National Bureau of Economic Research, Inc.
- Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," CESifo Working Paper Series 9642, CESifo.
- Bauer, Michael & Swanson, Eric T., 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," CEPR Discussion Papers 17116, C.E.P.R. Discussion Papers.
- Michael D. Bauer & Eric T. Swanson, 2023.
"An Alternative Explanation for the "Fed Information Effect","
American Economic Review, American Economic Association, vol. 113(3), pages 664-700, March.
See citations under working paper version above.
- Michael D. Bauer & Eric T. Swanson, 2020. "An Alternative Explanation for the “Fed Information Effect”," NBER Working Papers 27013, National Bureau of Economic Research, Inc.
- Eric T. Swanson, 2023.
"The Importance of Fed Chair Speeches as a Monetary Policy Tool,"
AEA Papers and Proceedings, American Economic Association, vol. 113, pages 394-400, May.
Cited by:
- McMahon, Michael & Ahrens, Maximilian & Erdemlioglu, Deniz & Neely, Christopher J & Yang, Xiye, 2023.
"Mind Your Language: Market Responses to Central Bank Speeches,"
CEPR Discussion Papers
18191, C.E.P.R. Discussion Papers.
- Maximilian Ahrens & Deniz Erdemlioglu & Michael McMahon & Christopher J. Neely & Xiye Yang, 2023. "Mind Your Language: Market Responses to Central Bank Speeches," Working Papers 2023-013, Federal Reserve Bank of St. Louis, revised 21 Feb 2024.
- Bekaert, Geert & Hoerova, Marie & Xu, Nancy R., 2023.
"Risk, monetary policy and asset prices in a global world,"
Working Paper Series
2879, European Central Bank.
- Bekaert, Geert & Hoerova, Marie & Xu, Nancy, 2023. "Risk, Monetary Policy and Asset Prices in a Global World," CEPR Discussion Papers 18229, C.E.P.R. Discussion Papers.
- Nakamura, Fumitaka & Sudo, Nao & Sugisaki, Yu, 2024. "Assessing monetary policy surprises in Japan by high frequency identification," Journal of the Japanese and International Economies, Elsevier, vol. 71(C).
- Ko, Eunmi, 2024. "An affine term structure model with Fed chairs’ speeches," Finance Research Letters, Elsevier, vol. 63(C).
- Ehrmann, Michael & Gnan, Phillipp & Rieder, Kilian, 2023.
"Central bank communication by ??? The economics of public policy leaks,"
Working Paper Series
2846, European Central Bank.
- Ehrmann, Michael & Gnan, Phillipp & Rieder, Kilian, 2023. "Central Bank Communication by ??? The Economics of Public Policy Leaks," CEPR Discussion Papers 18152, C.E.P.R. Discussion Papers.
- Haroon Mumtaz & Jumana Saleheen & Roxane Spitznagel, 2023. "Keep it Simple: Central Bank Communication and Asset Prices," Working Papers 960, Queen Mary University of London, School of Economics and Finance.
- McMahon, Michael & Ahrens, Maximilian & Erdemlioglu, Deniz & Neely, Christopher J & Yang, Xiye, 2023.
"Mind Your Language: Market Responses to Central Bank Speeches,"
CEPR Discussion Papers
18191, C.E.P.R. Discussion Papers.
- Swanson, Eric T., 2021.
"Measuring the effects of federal reserve forward guidance and asset purchases on financial markets,"
Journal of Monetary Economics, Elsevier, vol. 118(C), pages 32-53.
See citations under working paper version above.
- Eric T. Swanson, 2017. "Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets," NBER Working Papers 23311, National Bureau of Economic Research, Inc.
- Eric Swanson, 2016. "Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets," 2016 Meeting Papers 1222, Society for Economic Dynamics.
- Eric T. Swanson, 2020.
"Implications of Labor Market Frictions for Risk Aversion and Risk Premia,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 12(2), pages 194-240, April.
See citations under working paper version above.
- Eric Swanson, 2013. "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," 2013 Meeting Papers 1137, Society for Economic Dynamics.
- Eric T. Swanson, 2019. "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," NBER Working Papers 25764, National Bureau of Economic Research, Inc.
- Eric T. Swanson, 2013. "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," Working Paper Series 2013-30, Federal Reserve Bank of San Francisco.
- Eric Swanson, 2018.
"Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 290-321, April.
See citations under working paper version above.
- Eric Swanson, 2017. "Code and data files for "Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences"," Computer Codes 13-261, Review of Economic Dynamics.
- Eric T. Swanson, 2012. "Risk aversion, risk premia, and the labor margin with generalized recursive preferences," Working Paper Series 2012-17, Federal Reserve Bank of San Francisco.
- Eric T. Swanson, 2018.
"The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates,"
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- Bennett Schmanski & Chiara Scotti & Clara Vega, 2023. "Fed Communication, News, Twitter, and Echo Chambers," Finance and Economics Discussion Series 2023-036, Board of Governors of the Federal Reserve System (U.S.).
- Aymen Belgacem, 2009. "Fundamentals, Macroeconomic Announcements and Asset Prices," EconomiX Working Papers 2009-16, University of Paris Nanterre, EconomiX.
- Tas, Bedri Kamil Onur, 2011. "An explanation for the price puzzle: Asymmetric information and expectation dynamics," Journal of Macroeconomics, Elsevier, vol. 33(2), pages 259-275, June.
- Baghestani, Hamid, 2006. "Federal reserve vs. private forecasts of real net exports," Economics Letters, Elsevier, vol. 91(3), pages 349-353, June.
- Samuel Hanson & Jeremy C. Stein, 2012.
"Monetary policy and long-term real rates,"
Finance and Economics Discussion Series
2012-46, Board of Governors of the Federal Reserve System (U.S.).
- Hanson, Samuel G. & Stein, Jeremy C., 2015. "Monetary policy and long-term real rates," Journal of Financial Economics, Elsevier, vol. 115(3), pages 429-448.
- Karlyn Mitchell & Douglas K. Pearce, 2020. "How Did Unconventional Monetary Policy Affect Economic Forecasts?," Contemporary Economic Policy, Western Economic Association International, vol. 38(1), pages 206-220, January.
- Paul Hubert & Becky Maule, 2021. "Policy and Macro Signals from Central Bank Announcements," International Journal of Central Banking, International Journal of Central Banking, vol. 17(2), pages 255-296, June.
- Paul Hubert, 2010. "Monetary policy, imperfect information and the expectations channel [Politique monétaire,information imparfaite et canal des anticipations]," SciencePo Working papers Main tel-04095385, HAL.
- Kenneth N. Kuttner, 2008. "Commentary on \\"Assessing monetary policy effects using daily federal funds futures contracts\\"," Review, Federal Reserve Bank of St. Louis, vol. 90(Jul), pages 399-404.
- Bedri Kamil Onur Tas, 2007. "Inflation Targeting as a Signalling Mechanism," Working Papers 0701, TOBB University of Economics and Technology, Department of Economics.
- Kishor, N. Kundan, 2023. "Estimating Expected Asset Returns With the Present Value Model of Consumption and Fed Forecasts," MPRA Paper 119617, University Library of Munich, Germany.
- Samer Adra & Elie Menassa, 2023. "Uncertainty and corporate investments in response to the Fed's dual shocks," The Financial Review, Eastern Finance Association, vol. 58(3), pages 463-484, August.
- Paul Hubert, 2010. "Monetary Policy, Imperfect Information and the Expectations Channel," Sciences Po publications info:hdl:2441/f4rshpf3v1u, Sciences Po.
- de Jong, Eelke & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2010. "Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS," Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1652-1669, December.
- Goodhart Charles A.E., 2005. "The Monetary Policy Committee's Reaction Function: An Exercise in Estimation," The B.E. Journal of Macroeconomics, De Gruyter, vol. 5(1), pages 1-42, August.
- Andreas Neuhierl & Michael Weber, 2020.
"Monetary Momentum,"
Working Papers
2020-39, Becker Friedman Institute for Research In Economics.
- Swanson, Eric T., 2004.
"Signal Extraction And Non-Certainty-Equivalence In Optimal Monetary Policy Rules,"
Macroeconomic Dynamics, Cambridge University Press, vol. 8(1), pages 27-50, February.
- Eric T. Swanson, 2000. "On signal extraction and non-certainty-equivalence in optimal monetary policy rules," Proceedings, Federal Reserve Bank of San Francisco.
See citations under working paper version above.- Eric Swanson, 2000. "On Signal Extraction and Non-Certainty-Equivalence in Optimal Monetary Policy Rules," Econometric Society World Congress 2000 Contributed Papers 1085, Econometric Society.
- Eric T. Swanson, 2000. "On signal extraction and non-certainty-equivalence in optimal monetary policy rules," Finance and Economics Discussion Series 2000-32, Board of Governors of the Federal Reserve System (U.S.).
- Faust, Jon & Swanson, Eric T. & Wright, Jonathan H., 2004.
"Identifying VARS based on high frequency futures data,"
Journal of Monetary Economics, Elsevier, vol. 51(6), pages 1107-1131, September.
See citations under working paper version above.
- Jon Faust & Eric T. Swanson & Jonathan H. Wright, 2002. "Identifying vars based on high frequency futures data," International Finance Discussion Papers 720, Board of Governors of the Federal Reserve System (U.S.).
- Eric T. Swanson, 2004.
"Measuring the Cyclicality of Real Wages: How Important Is the Firm's Point of View?,"
The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 362-377, February.
Cited by:
- Eran Hoffmann, 2018. "The Cyclical Composition of Startups," 2018 Meeting Papers 553, Society for Economic Dynamics.
- Grace Weishi Gu & Eswar Prasad & Thomas Moehrle, 2020. "New Evidence on Cyclical Variation in Average Labor Costs in the United States," The Review of Economics and Statistics, MIT Press, vol. 102(5), pages 966-979, December.
- Gu, Grace Weishi & Prasad, Eswar, 2018.
"New Evidence on Cyclical Variation in Labor Costs in the U.S,"
IZA Discussion Papers
11311, Institute of Labor Economics (IZA).
- Grace Weishi Gu & Eswar Prasad, 2018. "New Evidence on Cyclical Variation in Labor Costs in the U.S," NBER Working Papers 24266, National Bureau of Economic Research, Inc.
- Eichengreen, Barry, 2021.
"Gold and South Africa's Great Depression,"
CEPR Discussion Papers
15812, C.E.P.R. Discussion Papers.
- Barry Eichengreen, 2021. "Gold and South Africa’s Great Depression," Economic History of Developing Regions, Taylor & Francis Journals, vol. 36(2), pages 175-193, May.
- Eichengreen, Barry & Park, Donghyun & Shin, Kwanho, 2016. "Deflation in Asia: Should the Dangers Be Dismissed?," ADB Economics Working Paper Series 490, Asian Development Bank.
- Gregory Verdugo, 2016.
"Real wage cyclicality in the Eurozone before and during the Great Recession: Evidence from micro data,"
SciencePo Working papers Main
hal-01296738, HAL.
- Verdugo, Gregory, 2015. "Real Wage Cyclicality in the Eurozone Before and During the Great Recession: Evidence from Micro Data," IZA Discussion Papers 9469, Institute of Labor Economics (IZA).
- G. Verdugo, 2015. "Real Wage Cyclicality in the Eurozone before and during the Great Recession: Evidence from micro data," Working papers 570, Banque de France.
- Verdugo, Gregory, 2016. "Real wage cyclicality in the Eurozone before and during the Great Recession: Evidence from micro data," European Economic Review, Elsevier, vol. 82(C), pages 46-69.
- Gregory Verdugo, 2016. "Real wage cyclicality in the Eurozone before and during the Great Recession: Evidence from micro data," Post-Print hal-01296738, HAL.
- Gregory Verdugo, 2016. "Real wage cyclicality in the Eurozone before and during the Great Recession: Evidence from micro data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01296738, HAL.
- Eichengreen, Barry & Park, Donghyun & Shin, Kwanho, 2017. "Should the dangers of deflation be dismissed?," Journal of Macroeconomics, Elsevier, vol. 52(C), pages 287-307.
- Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003.
"Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data,"
Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1031-1057, September.
See citations under working paper version above.
- Jon Faust & John H. Rogers & Eric T. Swanson & Jonathan H. Wright, 2002. "Identifying the effects of monetary policy shocks on exchange rates using high frequency data," International Finance Discussion Papers 739, Board of Governors of the Federal Reserve System (U.S.).
- Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003. "Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data," NBER Working Papers 9660, National Bureau of Economic Research, Inc.
- Faust, Jon & Rogers, John H. & Swanson, Eric & Wright, Jonathan H., 2002. "Identifying the effects of monetary policy shocks on exchange rates using high frequency data," Working Paper Series 167, European Central Bank.
- Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson, 2003.
"The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models,"
Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
See citations under working paper version above.
- Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson, 2003. "The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models," Finance and Economics Discussion Series 2003-50, Board of Governors of the Federal Reserve System (U.S.).
- Laurence H. Meyer & Eric T. Swanson & Volker W. Wieland, 2001.
"NAIRU Uncertainty and Nonlinear Policy Rules,"
American Economic Review, American Economic Association, vol. 91(2), pages 226-231, May.
See citations under working paper version above.
- Laurence H. Meyer & Eric T. Swanson & Volker W. Wieland, 2001. "NAIRU uncertainty and nonlinear policy rules," Finance and Economics Discussion Series 2001-01, Board of Governors of the Federal Reserve System (U.S.).
Software components
-
Sorry, no citations of software components recorded.
Chapters
- Michael D. Bauer & Eric T. Swanson, 2022.
"A Reassessment of Monetary Policy Surprises and High-Frequency Identification,"
NBER Chapters, in: NBER Macroeconomics Annual 2022, volume 37, pages 87-155,
National Bureau of Economic Research, Inc.
- Michael D. Bauer & Eric T. Swanson, 2023. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Macroeconomics Annual, University of Chicago Press, vol. 37(1), pages 87-155.
See citations under working paper version above.- Bauer, Michael D. & Swanson, Eric T., 2022. "A reassessment of monetary policy surprises and high-frequency identification," IMFS Working Paper Series 165, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Working Papers 29939, National Bureau of Economic Research, Inc.
- Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," CESifo Working Paper Series 9642, CESifo.
- Bauer, Michael & Swanson, Eric T., 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," CEPR Discussion Papers 17116, C.E.P.R. Discussion Papers.
- Eric T. Swanson, 2016.
"Measuring the Effects of Unconventional Monetary Policy on Asset Prices,"
Central Banking, Analysis, and Economic Policies Book Series, in: Elías Albagli & Diego Saravia & Michael Woodford (ed.),Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, edition 1, volume 24, chapter 4, pages 105-130,
Central Bank of Chile.
- Eric T. Swanson, 2016. "Measuring the effects of unconventional monetary policy on asset prices," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 19(2), pages 78-100, August.
See citations under working paper version above.- Eric T. Swanson, 2015. "Measuring the Effects of Unconventional Monetary Policy on Asset Prices," NBER Working Papers 21816, National Bureau of Economic Research, Inc.
- Eric T. Swanson & John C. Williams, 2013.
"Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2013, pages 2-21,
National Bureau of Economic Research, Inc.
See citations under working paper version above.
- Eric T. Swanson & John C. Williams, 2013. "Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany," Working Paper Series 2013-21, Federal Reserve Bank of San Francisco.
- Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson, 2007.
"Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere,"
Central Banking, Analysis, and Economic Policies Book Series, in: Frederic S. Miskin & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Se (ed.),Monetary Policy under Inflation Targeting, edition 1, volume 11, chapter 11, pages 415-465,
Central Bank of Chile.
- Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson, 2007. "Inflation targeting and the anchoring of inflation expectations in the western hemisphere," Economic Review, Federal Reserve Bank of San Francisco, pages 25-47.
- Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson, 2006. "Inflation Targeting And The Anchoring Of Inflation Expectations In The Western Hemisphere," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 9(3), pages 19-52, December.
See citations under working paper version above.Sorry, no citations of chapters recorded.- Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson, 2006. "Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere," Working Papers Central Bank of Chile 400, Central Bank of Chile.