19
H index
22
i10 index
2839
Citations
Bilkent Üniversitesi (95% share) | 19 H index 22 i10 index 2839 Citations RESEARCH PRODUCTION: 20 Articles 56 Papers 6 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Refet S. Gürkaynak. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Iktisat Isletme ve Finans | 5 |
International Journal of Central Banking | 2 |
Journal of Monetary Economics | 2 |
Year | Title of citing document | |
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2020 | Turnover Liquidity and the Transmission of Monetary Policy. (2020). Zhang, Shengxing ; Lagos, Ricardo. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:6:p:1635-72. Full description at Econpapers || Download paper | |
2020 | Policy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance. (2020). Lunsford, Kurt G. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:9:p:2899-2934. Full description at Econpapers || Download paper | |
2021 | The Exchange Rate Insulation Puzzle. (2021). Müller, Gernot ; Schmidt, Sebastian ; Corsetti, Giancarlo ; Kuester, Keith. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:060. Full description at Econpapers || Download paper | |
2020 | A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637. Full description at Econpapers || Download paper | |
2020 | Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. (2019). Pfarrhofer, Michael ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1911.06206. Full description at Econpapers || Download paper | |
2020 | Estimating the Effect of Central Bank Independence on Inflation Using Longitudinal Targeted Maximum Likelihood Estimation. (2020). Rossi, Enzo ; Schomaker, Michael ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2003.02208. Full description at Econpapers || Download paper | |
2020 | Monetary Policy and Firm Dynamics. (2020). Read, Matthew. In: Papers. RePEc:arx:papers:2011.03514. Full description at Econpapers || Download paper | |
2021 | Identification and Inference Under Narrative Restrictions. (2021). Giacomini, Raffaella ; Kitagawa, Toru ; Read, Matthew. In: Papers. RePEc:arx:papers:2102.06456. Full description at Econpapers || Download paper | |
2020 | Tweeting on Monetary Policy and Market Sentiments: The Central Bank Surprise Index. (2020). Romelli, Davide ; masciandaro, donato ; Rubera, Gaia. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20134. Full description at Econpapers || Download paper | |
2020 | Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?. (2020). Guidolin, Massimo ; Orlov, Alexei. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20146. Full description at Econpapers || Download paper | |
2020 | Why Do Central Banks Make Public Announcements of Open Market Operations?. (2020). Bulusu, Narayan. In: Staff Working Papers. RePEc:bca:bocawp:20-35. Full description at Econpapers || Download paper | |
2020 | Forward Guidance and Expectation Formation: A Narrative Approach. (2020). Sutherland, Christopher. In: Staff Working Papers. RePEc:bca:bocawp:20-40. Full description at Econpapers || Download paper | |
2021 | Networking the Yield Curve: Implications for Monetary Policy. (2021). Dahlhaus, Tatjana ; Sekhposyan, Tatevik ; Schaumburg, Julia. In: Staff Working Papers. RePEc:bca:bocawp:21-4. Full description at Econpapers || Download paper | |
2020 | Monetary Policy Surprises and Employment: evidence from matched bank-firm loan data on the bank lending-channel. (). Gonzalez, Rodrigo Barbone. In: Working Papers Series. RePEc:bcb:wpaper:518. Full description at Econpapers || Download paper | |
2020 | Forward Guidance Matters: disentangling monetary policy shocks. (2020). Ferreira, Leonardo. In: Working Papers Series. RePEc:bcb:wpaper:530. Full description at Econpapers || Download paper | |
2020 | The use of BVARs in the analysis of emerging economies. (2020). Martinez-Martin, Jaime ; Kataryniuk, Ivan ; Guirola, Luis ; Estrada, Angel. In: Occasional Papers. RePEc:bde:opaper:2001. Full description at Econpapers || Download paper | |
2020 | Monetary policy gradualism and the nonlinear effects of monetary shocks. (2020). Rossi, Luca ; Natoli, Filippo ; Metelli, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1275_20. Full description at Econpapers || Download paper | |
2020 | Equity tail risk in the treasury bond market. (2020). Ruzzi, Dario ; Rubin, Mirco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1311_20. Full description at Econpapers || Download paper | |
2020 | Forward Guidance and Household Expectations. (2020). Weber, Michael ; Gorodnichenko, Yuriy ; Coibion, Olivier ; Georgarakos, Dimitris. In: Working Papers. RePEc:bfi:wpaper:2020-07. Full description at Econpapers || Download paper | |
2020 | Monetary Momentum. (2020). Weber, Michael ; Neuhierl, Andreas. In: Working Papers. RePEc:bfi:wpaper:2020-39. Full description at Econpapers || Download paper | |
2020 | Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence. (2020). Sekhposyan, Tatevik ; Hoesch, Lukas ; Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1158. Full description at Econpapers || Download paper | |
2020 | Optimal Policy Perturbations. (2020). Mesters, Geert ; Barnichon, Regis. In: Working Papers. RePEc:bge:wpaper:1171. Full description at Econpapers || Download paper | |
2020 | IBRN Initiative on Interactions of Monetary and Prudential Policies. (2020). Ushakova, Yulia ; Styrin, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:3:p:58-74. Full description at Econpapers || Download paper | |
2020 | The discrete and differential impact of monetary policy. (2020). McCredie, Bronwyn. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2919-2937. Full description at Econpapers || Download paper | |
2020 | Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807. Full description at Econpapers || Download paper | |
2020 | The Banking View of Bond Risk Premia. (2020). Sraer, David ; Haddad, Valentin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2465-2502. Full description at Econpapers || Download paper | |
2020 | Monetary Policy and Global Banking. (2020). Bräuning, Falk ; Brauning, Falk ; Ivashina, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:3055-3095. Full description at Econpapers || Download paper | |
2020 | The Phillips Curve at the ECB. (2020). Osbat, Chiara ; Eser, Fabian ; Moretti, Laura ; Lane, Philip R ; Karadi, Peter. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:s1:p:50-85. Full description at Econpapers || Download paper | |
2020 | Inflation Expectations and Monetary Policy Surprises. (2020). Zachariadis, Marios ; Eminidou, Snezana ; Andreou, Elena. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:306-339. Full description at Econpapers || Download paper | |
2020 | The role of households’ borrowing constraints in the transmission of monetary policy. (2019). Hubert, Paul ; Cumming, Fergus. In: Bank of England working papers. RePEc:boe:boeewp:0836. Full description at Econpapers || Download paper | |
2020 | Changing supply elasticities and regional housing booms. (2020). Albuquerque, Bruno ; Anundsen, Andre ; Aastveit, Knut Are. In: Bank of England working papers. RePEc:boe:boeewp:0844. Full description at Econpapers || Download paper | |
2020 | The interaction between macroprudential policy and monetary policy: overview. (2020). Sinha, Sonalika ; Reinhardt, Dennis ; Meunier, Baptiste ; Lloyd, Simon ; Cao, Jin ; Bussiere, Matthieu ; Styrin, Konstantin ; Sowerbutts, Rhiannon ; Shina, Sonalika ; Pedrono, Justine ; Hills, Robert ; de Haan, Jakob. In: Bank of England working papers. RePEc:boe:boeewp:0886. Full description at Econpapers || Download paper | |
2020 | The effects of conventional and unconventional monetary policy : identification through the yield curve. (2020). Nelimarkka, Jaakko ; Kortela, Tomi . In: Research Discussion Papers. RePEc:bof:bofrdp:2020_003. Full description at Econpapers || Download paper | |
2020 | The Excess Sensitivity of Long-term Interest rates and Central Bank Credibility. (2020). Park, Kwangyong. In: Working Papers. RePEc:bok:wpaper:2029. Full description at Econpapers || Download paper | |
2020 | The Bond Lending Channel of Monetary Policy. (2020). Darmouni, Olivier ; Rodnyansky, R ; Giesecke, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2049. Full description at Econpapers || Download paper | |
2020 | Forward Guidance and Household Expectations. (2020). Weber, Michael ; Gorodnichenko, Yuriy ; Coibion, Olivier ; Georgarakos, Dimitris. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8118. Full description at Econpapers || Download paper | |
2020 | Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates. (2020). Schiman, Stefan ; Badinger, Harald. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8558. Full description at Econpapers || Download paper | |
2020 | High-frequency Identification of Unconventional Monetary Policy Shocks in Japan. (2020). Shintani, Mototsugu ; Kubota, Hiroyuki. In: CARF F-Series. RePEc:cfi:fseres:cf502. Full description at Econpapers || Download paper | |
2020 | Inflation Globally. (2020). Nechio, Fernanda ; Jorda, Oscar. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v27c08pp269-316. Full description at Econpapers || Download paper | |
2020 | Macroprudential Policy and the Inward Transmission of Monetary Policy: the case of Chile, Mexico, and Russia. (2020). Moreno, David ; Ushakova, Yulia ; Styrin, Konstantin ; Jara, Alejandro ; Gomez, Tomas ; Bush, Georgia. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:893. Full description at Econpapers || Download paper | |
2020 | Switching Volatility in a Nonlinear Open Economy. (2020). Benchimol, Jonathan ; Ivashchenko, Sergey. In: Dynare Working Papers. RePEc:cpm:dynare:060. Full description at Econpapers || Download paper | |
2020 | Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14271. Full description at Econpapers || Download paper | |
2020 | Banking Supervision, Monetary Policy and Risk-Taking: Big Data Evidence from 15 Credit Registers. (2020). Smets, Frank ; Peydro, Jose-Luis ; Boucinha, Miguel ; Altavilla, Carlo ; Carlo Altavilla , . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14288. Full description at Econpapers || Download paper | |
2020 | Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates. (2020). Mehl, Arnaud ; Grab, Johannes ; Georgiadis, Georgios ; Dedola, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14324. Full description at Econpapers || Download paper | |
2020 | Do Monetary Policy Announcements Shift Household Expectations?. (2020). Mertens, Karel ; Makridis, Christos ; Lewis, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14360. Full description at Econpapers || Download paper | |
2020 | Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence. (2020). Hoesch, Lukas ; Rossi, Barbara ; Sekhposyan, Tatevik. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14456. Full description at Econpapers || Download paper | |
2020 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472. Full description at Econpapers || Download paper | |
2020 | Monetary policy and the term structure of Inflation expectations with information frictions. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-07. Full description at Econpapers || Download paper | |
2020 | Is Monetary Policy Gender Neutral? Evidence from the Stock Market. (2020). Kim, Chi Hyun ; Grazzini, Caterina Forti . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1841. Full description at Econpapers || Download paper | |
2020 | Exchange Rates and the Information Channel of Monetary Policy. (2020). Holtemöller, Oliver ; Kwak, Boreum ; Kriwoluzky, Alexander ; Holtemoller, Oliver. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1906. Full description at Econpapers || Download paper | |
2020 | Natural Rate Chimera and Bond Pricing Reality. (2020). Brand, Claus ; Lemke, Wolfgang ; Goy, Gavin. In: DNB Working Papers. RePEc:dnb:dnbwpp:666. Full description at Econpapers || Download paper | |
2020 | Demand shocks for public debt in the Eurozone. (2020). Giuliodori, Massimo ; Lengyel, Andras. In: DNB Working Papers. RePEc:dnb:dnbwpp:674. Full description at Econpapers || Download paper | |
2020 | Effects of Fed policy rate forecasts on real yields and inflation expectations at the zero lower bound. (2020). Moessner, Richhild ; Galati, Gabriele. In: DNB Working Papers. RePEc:dnb:dnbwpp:690. Full description at Econpapers || Download paper | |
2020 | A Structural Investigation of Quantitative Easing. (2020). Strobel, Felix ; Goy, Gavin ; Boehl, Gregor. In: DNB Working Papers. RePEc:dnb:dnbwpp:691. Full description at Econpapers || Download paper | |
2020 | Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?. (2020). Houben, Aerdt ; Bats, Joost ; Giuliodori, Massimo. In: DNB Working Papers. RePEc:dnb:dnbwpp:694. Full description at Econpapers || Download paper | |
2020 | How do financial markets react to monetary policy signals?. (2020). Motto, Roberto ; Altavilla, Carlo ; Carlo Altavilla , . In: Research Bulletin. RePEc:ecb:ecbrbu:2020:0073:. Full description at Econpapers || Download paper | |
2020 | Banking supervision, monetary policy and risk-taking: big data evidence from 15 credit registers. (2020). Altavilla, Carlo ; Smets, Frank ; Peydro, Jose-Luis ; Boucinha, Miguel. In: Working Paper Series. RePEc:ecb:ecbwps:20202349. Full description at Econpapers || Download paper | |
2020 | The long-run information effect of central bank communication. (2020). Tong, Matthew ; McMahon, Michael ; Hansen, Stephen. In: Working Paper Series. RePEc:ecb:ecbwps:20202363. Full description at Econpapers || Download paper | |
2020 | Trust in the central bank and inflation expectation. (2020). van Rooij, Maarten ; Jappelli, Tullio ; Christelis, Dimitris ; Georgarakos, Dimitris. In: Working Paper Series. RePEc:ecb:ecbwps:20202375. Full description at Econpapers || Download paper | |
2020 | The Phillips Curve at the ECB. (2020). Osbat, Chiara ; Eser, Fabian ; Moretti, Laura ; Lane, Philip R ; Karadi, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202400. Full description at Econpapers || Download paper | |
2020 | Heterogeneity in corporate debt structures and the transmission of monetary policy. (2020). Holm-Hadulla, Fédéric ; Thurwachter, Claire . In: Working Paper Series. RePEc:ecb:ecbwps:20202402. Full description at Econpapers || Download paper | |
2020 | Monetary policy and its transmission in a globalised world. (2020). Strasser, Georg ; Stracca, Livio ; Jarociński, Marek ; Jarociski, Marek ; Georgiadis, Georgios ; Dedola, Luca ; Michele Ca, . In: Working Paper Series. RePEc:ecb:ecbwps:20202407. Full description at Econpapers || Download paper | |
2020 | Disciplining expectations and the forward guidance puzzle. (2020). Müller, Tobias ; Mazelis, Falk ; Muller, Tobias ; Montes-Galdon, Carlos ; Christoffel, Kai. In: Working Paper Series. RePEc:ecb:ecbwps:20202424. Full description at Econpapers || Download paper | |
2020 | Central banks in parliaments: a text analysis of the parliamentary hearings of the Bank of England, the European Central Bank and the Federal Reserve. (2020). Jamet, Jean-Francois ; Fraccaroli, Nicolò ; Giovannini, Alessandro. In: Working Paper Series. RePEc:ecb:ecbwps:20202442. Full description at Econpapers || Download paper | |
2020 | Interest rate setting and communication at the ECB. (2020). Jung, Alexander ; Cour-Thimann, Philippine. In: Working Paper Series. RePEc:ecb:ecbwps:20202443. Full description at Econpapers || Download paper | |
2020 | Central bank information effects and transatlantic spillovers. (2020). Jarociński, Marek ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20202482. Full description at Econpapers || Download paper | |
2020 | Banks, low interest rates, and monetary policy transmission. (2020). Wang, Olivier. In: Working Paper Series. RePEc:ecb:ecbwps:20202492. Full description at Econpapers || Download paper | |
2020 | The global financial crisis and the capital structure of firms: Was the impact more severe among SMEs and non-listed firms?. (2020). Tressel, Thierry ; Demirguc-Kunt, Asli ; Martinez, Maria Soledad ; Demirgu-Kunt, Asli. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918308393. Full description at Econpapers || Download paper | |
2020 | The effects of conventional and unconventional monetary policy on forecasting the yield curve. (2020). Eo, Yunjong ; Ho, Kyu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930209x. Full description at Econpapers || Download paper | |
2020 | Government spending and heterogeneous consumption dynamics. (2020). Laumer, Sebastian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300373. Full description at Econpapers || Download paper | |
2020 | Household balance sheet channels of monetary policy: A back of the envelope calculation for the euro area. (2020). Tristani, Oreste ; Slacalek, Jiri ; Violante, Giovanni L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:115:y:2020:i:c:s0165188920300488. Full description at Econpapers || Download paper | |
2020 | Mind the gap!—A monetarist view of the open-economy Phillips curve. (2020). MartÃÂnez GarcÃÂa, Enrique ; Garcia, Enrique Martinez ; Dur, Aye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301275. Full description at Econpapers || Download paper | |
2020 | Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Širaňová, Mária ; Molnár, Peter ; Lyócsa, Štefan ; Iraova, Maria ; Plihal, Toma ; Molnar, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482. Full description at Econpapers || Download paper | |
2020 | Time to build and bond risk premia. (2020). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301925. Full description at Econpapers || Download paper | |
2020 | Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend. (2020). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:383-393. Full description at Econpapers || Download paper | |
2021 | The reaction of inflation forecasts to news about the Fed. (2021). Mazumder, Sandeep. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:256-264. Full description at Econpapers || Download paper | |
2020 | “Global factors, international spillovers, and the term structure of interest rates: New evidence for Asian Countriesâ€. (2020). Tronzano, Marco ; Guerello, Chiara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300166. Full description at Econpapers || Download paper | |
2020 | Swiss National Bank communication and investors’ uncertainty. (2020). Huning, Hendrik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819301366. Full description at Econpapers || Download paper | |
2020 | Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330. Full description at Econpapers || Download paper | |
2020 | Risk aversion, uncertainty, and monetary policy: Structural vector autoregressions identified with high-frequency external instruments. (2020). Jang, Woon Wook. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303374. Full description at Econpapers || Download paper | |
2020 | Commodity currencies and causality: Some high-frequency evidence. (2020). Ahmed, Rashad. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300422. Full description at Econpapers || Download paper | |
2020 | Revisiting the effects of monetary policy shocks: Evidence from SVAR with narrative sign restrictions. (2020). Yang, Yang ; Cheng, Kai. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303591. Full description at Econpapers || Download paper | |
2020 | ECB Spillovers and domestic monetary policy effectiveness in small open economies. (2020). Ellen, Saskia Ter ; Midthjell, Nina Larsson ; Jansen, Edvard. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119301989. Full description at Econpapers || Download paper | |
2020 | The impact of ECB policy on structural reforms. (2020). Wittich, Jana ; Rieth, Malte. In: European Economic Review. RePEc:eee:eecrev:v:122:y:2020:i:c:s0014292119302223. Full description at Econpapers || Download paper | |
2020 | Monetary policy transmission in the United Kingdom: A high frequency identification approach. (2020). Vicondoa, Alejandro ; Thwaites, Gregory ; Cesa-Bianchi, Ambrogio. In: European Economic Review. RePEc:eee:eecrev:v:123:y:2020:i:c:s0014292120300076. Full description at Econpapers || Download paper | |
2020 | The effects of the ECB’s expanded asset purchase programme. (2020). Gambetti, Luca ; Musso, Alberto. In: European Economic Review. RePEc:eee:eecrev:v:130:y:2020:i:c:s0014292120302038. Full description at Econpapers || Download paper | |
2020 | Structural recovery of face value at default. (2020). Tarelli, Andrea ; Sbuelz, Alessandro ; Guha, Rajiv. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:3:p:1148-1171. Full description at Econpapers || Download paper | |
2020 | Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach. (2020). Iania, Leonardo ; Allard, Anne-Florence ; Smedts, Kristien. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302015. Full description at Econpapers || Download paper | |
2020 | Monetary policy rate expectation and energy prices during the FOMC announcement period. (2020). Ki, Byoung ; Jang, Hyeonung. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305725. Full description at Econpapers || Download paper | |
2020 | Inflation expectations as a policy tool?. (2020). Gorodnichenko, Yuriy ; Coibion, Olivier ; Pedemonte, Mathieu ; Kumar, Saten. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300167. Full description at Econpapers || Download paper | |
2020 | Shifts in monetary policy and exchange rate dynamics: Is Dornbuschs overshooting hypothesis intact, after all?. (2020). Rüth, Sebastian ; Ruth, Sebastian K. In: Journal of International Economics. RePEc:eee:inecon:v:126:y:2020:i:c:s002219962030060x. Full description at Econpapers || Download paper | |
2020 | Forecasting inflation with online prices. (2020). Bertolotto, Manuel I ; Aparicio, Diego. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:232-247. Full description at Econpapers || Download paper | |
2020 | Monetary policy announcements and market interest rates’ response: Evidence from China. (2020). Sun, Rongrong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300303. Full description at Econpapers || Download paper | |
2020 | Why do firms issue guaranteed bonds?. (2020). Huang, Jingzhi ; Yu, Tong ; Sun, Zhenzhen ; Chen, Fang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426618301699. Full description at Econpapers || Download paper | |
2020 | Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure. (2020). Lloyd, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301771. Full description at Econpapers || Download paper | |
2021 | The FOMC announcement returns on long-term US and German bond futures. (2021). Tse, Yiuman ; Jiao, Feng ; Indriawan, Ivan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302880. Full description at Econpapers || Download paper | |
2020 | Animal spirits, risk premia and monetary policy at the zero lower bound. (2020). Lojak, Benjamin ; Proao, Christian R. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:221-233. Full description at Econpapers || Download paper | |
2020 | Show me the money: The monetary policy risk premium. (2020). Ozdagli, Ali ; Velikov, Mihail. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:320-339. Full description at Econpapers || Download paper | |
2020 | Financing dies in darkness? The impact of newspaper closures on public finance. (2020). Gao, Pengjie ; Murphy, Dermot ; Lee, Chang . In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:445-467. Full description at Econpapers || Download paper | |
2020 | Time-varying inflation risk and stock returns. (2020). Duarte, Fernando ; Szymanowska, Marta ; De Roon, Frans ; Boons, Martijn. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:444-470. Full description at Econpapers || Download paper | |
2020 | Risky bank guarantees. (2020). Sarno, Lucio ; Mäkinen, Taneli ; Zinna, Gabriele ; Makinen, Taneli. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:490-522. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2005 | The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models In: American Economic Review. [Full Text][Citation analysis] | article | 383 |
2010 | The TIPS Yield Curve and Inflation Compensation In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 116 |
2008 | The TIPS yield curve and inflation compensation.(2008) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 116 | paper | |
2012 | Macroeconomics and the Term Structure In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 134 |
2010 | Macroeconomics and the Term Structure.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 134 | paper | |
2007 | Market-Based Measures of Monetary Policy Expectations In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 188 |
2006 | Market-based measures of monetary policy expectations.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 188 | paper | |
2002 | Market-based measures of monetary policy expectations.(2002) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 188 | paper | |
2010 | How Useful Are Estimated DSGE Model Forecasts for Central Bankers? In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 98 |
2010 | How Useful Are Estimated DSGE Model Forecasts for Central Bankers?.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 98 | paper | |
2008 | ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK * In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 98 |
2005 | Econometric tests of asset price bubbles: taking stock.(2005) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 98 | paper | |
2005 | Econometric Tests of Asset Price Bubbles: Taking Stock.(2005) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 98 | paper | |
2013 | Identification and Inference Using Event Studies In: Manchester School. [Full Text][Citation analysis] | article | 35 |
2013 | Identification and Inference Using Event Studies.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2015 | Is Optimal Monetary Policy Always Optimal? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
2015 | Is Optimal Monetary Policy Always Optimal?.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2015 | Is optimal monetary policy always optimal?.(2015) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2015 | Is Optimal Monetary Policy Always Optimal?.(2015) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2015 | Is optimal monetary policy always optimal?.(2015) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2015 | Monetary Policy in Turkey after Central Bank Independence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2015 | Monetary Policy in Turkey after Central Bank Independence.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2015 | Monetary Policy in Turkey after Central Bank Independence.(2015) In: Iktisat Isletme ve Finans. [Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2015 | Monetary policy in Turkey after Central Bank independence.(2015) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2018 | Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
2018 | Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2018 | Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2019 | Measuring Euro Area Monetary Policy In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 57 |
2019 | Measuring Euro Area Monetary Policy.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2019 | Measuring euro area monetary policy.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2019 | Measuring euro area monetary policy.(2019) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | article | |
2019 | Measuring euro area monetary policy.(2019) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2019 | Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2019 | Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2019 | Stock markets assessment of monetary policy transmission: The cash flow effect.(2019) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2020 | Monetary Policy Surprises and Exchange Rate Behavior In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2020 | Monetary Policy Surprises and Exchange Rate Behavior.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2020 | Monetary policy surprises and exchange rate behavior.(2020) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2006 | INFLATION TARGETING AND THE ANCHORING OF INFLATION EXPECTATIONS IN THE WESTERN HEMISPHERE In: Journal Economía Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 45 |
2007 | Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere.(2007) In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | chapter | |
2006 | Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere.(2006) In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2007 | Inflation targeting and the anchoring of inflation expectations in the western hemisphere.(2007) In: Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | article | |
2006 | Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
2005 | Macroeconomic derivatives: an initial analysis of market-based macro forecasts, uncertainty, and risk.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2005 | Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk.(2005) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2005 | Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk.(2005) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | chapter | |
2006 | Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2006 | Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 84 |
2006 | Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | paper | |
2007 | Convergence and Anchoring of Yield Curves in the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 92 |
2007 | Convergence and anchoring of yield curves in the euro area.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | paper | |
2007 | Convergence and anchoring of yield curves in the Euro area.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | paper | |
2009 | CONVERGENCE AND ANCHORING OF YIELD CURVES IN THE EURO AREA.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | paper | |
2013 | Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 36 |
2007 | The U.S. Treasury yield curve: 1961 to the present In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 138 |
2006 | The U.S. Treasury yield curve: 1961 to the present.(2006) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 138 | paper | |
2003 | The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models In: Proceedings. [Full Text][Citation analysis] | article | 109 |
2003 | The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models.(2003) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | paper | |
2004 | Do actions speak louder than words? the response of asset prices to monetary policy actions and statements In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 680 |
2005 | Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 680 | article | |
2005 | Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 680 | paper | |
2005 | Do Actions Speak Louder Than Words?The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: Computing in Economics and Finance 2005. [Citation analysis] This paper has another version. Agregated cites: 680 | paper | |
2005 | Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 680 | paper | |
2005 | Using federal funds futures contracts for monetary policy analysis In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 23 |
2011 | How useful are estimated DSGE model forecasts? In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 12 |
2007 | Devlet iç borçlanma senetleri için getiri eğrisi tahmini In: Iktisat Isletme ve Finans. [Citation analysis] | article | 3 |
2006 | Devlet Ic Borclanma Senetleri Icin Getiri Egrisi Tahmini.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2009 | Türkiyede para politikasının aktarımı: Para politikasının mali piyasalara etkisi In: Iktisat Isletme ve Finans. [Citation analysis] | article | 7 |
2010 | Türkiye’de piyasa göstergelerinden para politikası beklentilerinin ölçülmesi In: Iktisat Isletme ve Finans. [Citation analysis] | article | 1 |
2012 | Cari açık, bütçe dengesi, finansal istikrar ve para politikası: Heyecanlı bir dönemin izi In: Iktisat Isletme ve Finans. [Citation analysis] | article | 7 |
2015 | Forward Guidance and Asset Prices In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 11 |
2005 | Comment on Dual Inflation and the Real Exchange Rate in New Open Economy Macroeconomics In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2002 | Is Growth Exogenous? Taking Mankiw, Romer, and Weil Seriously In: NBER Chapters. [Full Text][Citation analysis] | chapter | 269 |
2001 | Is Growth Exogenous? Taking Mankiw, Romer and Weil Seriously.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 269 | paper | |
2020 | Monetary Policy Surprises and Exchange Rate Abnormalities In: NBER Chapters. [Citation analysis] | chapter | 1 |
2009 | Comment on International Portfolios with Supply, Demand and Redistributive Shocks In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2010 | TCMB Faiz Kararlarinin Piyasa Faizleri Ve Hisse Senedi Piyasalari Uzerine Etkisi In: CBT Research Notes in Economics. [Full Text][Citation analysis] | paper | 2 |
2011 | Turkiyede Endeksli Bonolar Kullanilarak Enflasyon Telafisi Olculmesi In: CBT Research Notes in Economics. [Full Text][Citation analysis] | paper | 1 |
2008 | Turkiye�de Para Politikasinin Aktarimi:Para Politikasinin Mali Piyasalara Etkisi In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2010 | Turkiye�de Piyasa Gostergelerinden Para Politikasi Beklentilerinin Olculmesi In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | Turkiye Icin Getiri Egrileri Kullanilarak Enflasyon Telafisi Tahmin Edilmesi In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., UK, and Sweden In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 142 |
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