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Did the Federal Reserve's MBS purchase program lower mortgage rates?

Citations

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. The Federal Reserve: Looking Back, Looking Forward
    by Guest Author in The Big Picture on 2014-01-04 16:00:00

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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Cited by:

  1. Yellen, Janet L., 2011. "Improving the international monetary and financial system : a speech at the Banque de France International Symposium, Paris, France, March 4, 2011," Speech 565, Board of Governors of the Federal Reserve System (U.S.).
  2. Guidolin, Massimo & Tam, Yu Man, 2013. "A yield spread perspective on the great financial crisis: Break-point test evidence," International Review of Financial Analysis, Elsevier, vol. 26(C), pages 18-39.
  3. Scott Brave & Hesna Genay, 2011. "Federal Reserve policies and financial market conditions during the crisis," Proceedings 1129, Federal Reserve Bank of Chicago.
  4. Fratzscher, Marcel & Lo Duca, Marco & Straub, Roland, 2012. "A global monetary tsunami? On the spillovers of US Quantitative Easing," CEPR Discussion Papers 9195, C.E.P.R. Discussion Papers.
  5. Darracq Pariès, Matthieu & Kühl, Michael, 2016. "The optimal conduct of central bank asset purchases," Working Paper Series 1973, European Central Bank.
  6. W. Scott Frame & Andreas Fuster & Joseph Tracy & James Vickery, 2015. "The Rescue of Fannie Mae and Freddie Mac," Journal of Economic Perspectives, American Economic Association, vol. 29(2), pages 25-52, Spring.
  7. John C. Williams, 2011. "Unconventional monetary policy: lessons from the past three years," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct3.
  8. Walentin, Karl, 2014. "Business cycle implications of mortgage spreads," Journal of Monetary Economics, Elsevier, vol. 67(C), pages 62-77.
  9. Lo Duca, Marco & Adam, Tomáš, 2017. "Modeling euro area bond yields using a time-varying factor model," Working Paper Series 2012, European Central Bank.
  10. Benjamin M. Blau & Scott E. Hein & Ryan J. Whitby, 2016. "The Financial Impact Of Lender-Of-Last-Resort Borrowing From The Federal Reserve During The Financial Crisis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 39(2), pages 179-206, June.
  11. Saty Patrabansh & William M. Doerner & Samuel Asin, 2014. "The Effects of Monetary Policy on Mortgage Rates," FHFA Staff Working Papers 14-02, Federal Housing Finance Agency.
  12. repec:eee:moneco:v:101:y:2019:i:c:p:100-127 is not listed on IDEAS
  13. Marco Di Maggio & Amir Kermani & Christopher Palmer, 2016. "How Quantitative Easing Works: Evidence on the Refinancing Channel," NBER Working Papers 22638, National Bureau of Economic Research, Inc.
  14. Simon Gilchrist & Egon Zakrajšek, 2013. "The Impact of the Federal Reserve's Large‐Scale Asset Purchase Programs on Corporate Credit Risk," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 29-57, December.
  15. Meixing Dai & Frédéric Dufourt & Qiao Zhang, 2013. "Large Scale Asset Purchases with segmented mortgage and corporate loan markets," Working Papers of BETA 2013-20, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  16. Tamim Bayoumi & Giovanni Dell'Ariccia & Karl F Habermeier & Tommaso Mancini Griffoli & Fabian Valencia, 2014. "Monetary Policy in the New Normal," IMF Staff Discussion Notes 14/3, International Monetary Fund.
  17. repec:eee:ecofin:v:47:y:2019:i:c:p:308-324 is not listed on IDEAS
  18. Marcel Fratzscher & Marco Lo Duca & Roland Straub, 2018. "On the International Spillovers of US Quantitative Easing," Economic Journal, Royal Economic Society, vol. 128(608), pages 330-377, February.
  19. Bhattarai, Saroj & Neely, Christopher J., 2016. "An Analysis of the Literature on International Unconventional Monetary Policy," Working Papers 2016-21, Federal Reserve Bank of St. Louis, revised 31 Oct 2018.
  20. Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2014. "How did the financial crisis alter the correlations of U.S. yield spreads?," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 362-385.
  21. Zaghini, Andrea, 2019. "The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel," Journal of Corporate Finance, Elsevier, vol. 56(C), pages 282-297.
  22. Fuster, Andreas & Lo, Stephanie & Willen, Paul S., 2017. "The time-varying price of financial intermediation in the mortgage market," Working Papers 16-28, Federal Reserve Bank of Boston.
  23. Martina Cecioni & Giuseppe Ferrero & Alessandro Secchi, 2018. "Unconventional Monetary Policy in Theory and in Practice," World Scientific Book Chapters,in: Innovative Federal Reserve Policies During the Great Financial Crisis, chapter 1, pages 1-36 World Scientific Publishing Co. Pte. Ltd..
  24. Stephan Luck & Thomas Zimmermann, 2018. "Employment Effects of Unconventional Monetary Policy : Evidence from QE," Finance and Economics Discussion Series 2018-071, Board of Governors of the Federal Reserve System (US).
  25. Ramaprasad Bhar & Malliaris & Mary Malliaris, 2015. "The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment," Applied Economics, Taylor & Francis Journals, vol. 47(55), pages 6010-6018, November.
  26. repec:taf:oaefxx:v:4:y:2016:i:1:p:1210996 is not listed on IDEAS
  27. De Santis, Roberto A., 2016. "Impact of the asset purchase programme on euro area government bond yields using market news," Working Paper Series 1939, European Central Bank.
  28. Leippold, Markus & Strømberg, Jacob, 2014. "Time-changed Lévy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube," Journal of Financial Economics, Elsevier, vol. 111(1), pages 224-250.
  29. Kazuo Nishimura & Carine Nourry & Thomas Seegmuller & Alain Venditti, 2015. "On the (de)stabilizing effect of public debt in a Ramsey model with heterogeneous agents," International Journal of Economic Theory, The International Society for Economic Theory, vol. 11(1), pages 7-24, March.
  30. Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2016. "Mortgage Risk and the Yield Curve," Review of Financial Studies, Society for Financial Studies, vol. 29(5), pages 1220-1253.
  31. Diana Hancock & Wayne Passmore, 2015. "How Does the Federal Reserve's Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(4), pages 855-890, November.
  32. Uluc Aysun, 2016. "The credit channel is alive at the zero lower bound but how does it operate? Firm level evidence on the asymmetric effects of U.S. monetary policy," Working Papers 2016-01, University of Central Florida, Department of Economics.
  33. Simon Gilchrist & Vivian Z. Yue & Egon Zakrajsek, 2018. "US Monetary Policy and International Bond Markets," Finance and Economics Discussion Series 2018-014, Board of Governors of the Federal Reserve System (US).
  34. Hancock, Diana & Passmore, Wayne, 2016. "Cost of funds indexed mortgage contracts with government-backed catastrophic insurance (COFI-Cats): A realistic alternative to the 30-year fixed-rate mortgage?," Journal of Economics and Business, Elsevier, vol. 84(C), pages 109-130.
  35. Lo Duca, Marco & Nicoletti, Giulio & Vidal Martínez, Ariadna, 2016. "Global corporate bond issuance: What role for US quantitative easing?," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 114-150.
  36. Dmitriy Sergeyev & Luigi Iovino, 2017. "Quantitative Easing without Rational Expectations," 2017 Meeting Papers 1387, Society for Economic Dynamics.
  37. Simon Gilchrist & David López-Salido & Egon Zakrajšek, 2015. "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 77-109, January.
  38. John C. Williams, 2012. "The role of monetary policy in bolstering economic growth," Speech 114, Federal Reserve Bank of San Francisco.
  39. Sameer Khatiwada, 2017. "Quantitative Easing by the Fed and International Capital Flows," IHEID Working Papers 02-2017, Economics Section, The Graduate Institute of International Studies.
  40. repec:eee:quaeco:v:66:y:2017:i:c:p:314-327 is not listed on IDEAS
  41. Bernanke, Ben S., 2014. "The Federal Reserve: Looking Back, Looking Forward : a speech at the Annual Meeting of the American Economic Association, Philadelphia, Pennsylvania, January 3, 2014," Speech 792, Board of Governors of the Federal Reserve System (U.S.).
  42. Claudio Borio & Anna Zabai, 2018. "Unconventional monetary policies: a re-appraisal," Chapters,in: Research Handbook on Central Banking, chapter 20, pages 398-444 Edward Elgar Publishing.
  43. Paulo José Saraiva & Luiz Fernando De Paula & André De Melo Modenesi, 2016. "A Crise Financeira Americana E As Implicações Para A Política Monetária," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 114, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  44. McInish, Thomas & Neely, Christopher J. & Planchon, Jade, 2017. "Unconventional monetary Policy and Long Yields During QE1: Learning from the Shorts," Working Papers 2017-31, Federal Reserve Bank of St. Louis.
  45. Daniel L. Thornton, 2012. "Evidence on the portfolio balance channel of quantitative easing," Working Papers 2012-015, Federal Reserve Bank of St. Louis.
  46. Kandrac, John & Schlusche, Bernd, 2015. "An agency problem in the MBS market and the solicited refinancing channel of large-scale asset purchases," Finance and Economics Discussion Series 2015-27, Board of Governors of the Federal Reserve System (US).
  47. Jochen O. Mierau & Mark Mink, 2018. "A Descriptive Model of Banking and Aggregate Demand," De Economist, Springer, vol. 166(2), pages 207-237, June.
  48. repec:fip:fedfsp:y:2012:i:nov2 is not listed on IDEAS
  49. Kok, Christoffer & Darracq Pariès, Matthieu & Hałaj, Grzegorz, 2016. "Bank capital structure and the credit channel of central bank asset purchases," Working Paper Series 1916, European Central Bank.
  50. Benjamin M. Friedman, 2013. "The Simple Analytics of Monetary Policy: A Post-Crisis Approach," NBER Working Papers 18960, National Bureau of Economic Research, Inc.
  51. Song, Zhaogang & Zhu, Haoxiang, 2014. "QE Auctions of Treasury Bonds," Finance and Economics Discussion Series 2014-48, Board of Governors of the Federal Reserve System (US).
  52. repec:eee:jhouse:v:42:y:2018:i:c:p:69-83 is not listed on IDEAS
  53. Francis Breedon & Jagjit S. Chadha & Alex Waters, 2012. "The financial market impact of UK quantitative easing," Oxford Review of Economic Policy, Oxford University Press, vol. 28(4), pages 702-728, WINTER.
  54. Diana Hancock & Wayne Passmore, 2012. "The Federal Reserve's portfolio and its effects on mortgage markets," Finance and Economics Discussion Series 2012-22, Board of Governors of the Federal Reserve System (US).
  55. repec:eee:ecmode:v:75:y:2018:i:c:p:305-319 is not listed on IDEAS
  56. Hancock, Diana & Passmore, Wayne, 2011. "Did the Federal Reserve's MBS purchase program lower mortgage rates?," Journal of Monetary Economics, Elsevier, vol. 58(5), pages 498-514.
  57. Bernanke, Ben S., 2012. "Monetary Policy since the Onset of the Crisis : a speech at the Federal Reserve Bank of Kansas City Economic Symposium, Jackson Hole, Wyoming, August 31, 2012," Speech 645, Board of Governors of the Federal Reserve System (U.S.).
  58. Hancock, Diana & Passmore, Wayne, 2014. "How the Federal Reserve's Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates," Finance and Economics Discussion Series 2014-12, Board of Governors of the Federal Reserve System (US).
  59. Beraja, Martin & Fuster, Andreas & Hurst, Erik & Vavra, Joseph, 2015. "Regional heterogeneity and the refinancing channel of monetary policy," Staff Reports 731, Federal Reserve Bank of New York, revised 01 Mar 2018.
  60. James D. Hamilton & Jing Cynthia Wu, 2012. "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 3-46, February.
  61. Kandrac, John, 2013. "Have Federal Reserve MBS purchases affected market functioning?," Economics Letters, Elsevier, vol. 121(2), pages 188-191.
  62. repec:gam:jijfss:v:7:y:2019:i:1:p:9-:d:203347 is not listed on IDEAS
  63. repec:eee:finlet:v:24:y:2018:i:c:p:186-192 is not listed on IDEAS
  64. repec:bla:worlde:v:40:y:2017:i:12:p:2752-2770 is not listed on IDEAS
  65. LUPU, Radu & CALIN, Adrian Cantemir, 2014. "Co-Movements Of Regime Shifts In Gbp Currency Pairs Around Boe Quantitative Easing Announcements," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(3), pages 89-101.
  66. Bank for International Settlements, 2012. "Threat of fiscal dominance?," BIS Papers, Bank for International Settlements, number 65, July.
  67. Chabot, Benjamin & Herman, Gabe, 2013. "A History of Large-Scale Asset Purchases before the Federal Reserve," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q IV, pages 140-152.
  68. Chandler Lutz, 2015. "The international impact of US unconventional monetary policy," Applied Economics Letters, Taylor & Francis Journals, vol. 22(12), pages 955-959, August.
  69. repec:eee:jfinec:v:128:y:2018:i:1:p:103-124 is not listed on IDEAS
  70. Jonathan H. Wright, 2011. "What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound?," NBER Working Papers 17154, National Bureau of Economic Research, Inc.
  71. Boyarchenko, Nina & Fuster, Andreas & Lucca, David O., 2014. "Understanding mortgage spreads," Staff Reports 674, Federal Reserve Bank of New York, revised 01 Jun 2018.
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