Daniel Thornton : Citation Profile


Are you Daniel Thornton?

Federal Reserve Bank of St. Louis (50% share)
Lindenwood University (50% share)

17

H index

30

i10 index

1231

Citations

RESEARCH PRODUCTION:

164

Articles

78

Papers

RESEARCH ACTIVITY:

   38 years (1980 - 2018). See details.
   Cites by year: 32
   Journals where Daniel Thornton has often published
   Relations with other researchers
   Recent citing documents: 132.    Total self citations: 75 (5.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pth2
   Updated: 2020-08-09    RAS profile: 2019-10-18    
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Relations with other researchers


Works with:

Kool, Clemens (2)

Monticini, Andrea (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel Thornton.

Is cited by:

Sarno, Lucio (19)

Fratzscher, Marcel (17)

Ehrmann, Michael (16)

Gómez-Puig, Marta (15)

Sosvilla-Rivero, Simon (15)

Nautz, Dieter (13)

Guidolin, Massimo (12)

Kuttner, Kenneth (11)

Valente, Giorgio (10)

Barnett, William (9)

Silva Lopes, Artur (9)

Cites to:

Campbell, John (59)

Shiller, Robert (50)

Rudebusch, Glenn (40)

Bernanke, Ben (32)

Woodford, Michael (31)

Bekaert, Geert (31)

Sarno, Lucio (27)

Hodrick, Robert (26)

Rasche, Robert (26)

Goodfriend, Marvin (23)

Poole, William (20)

Main data


Where Daniel Thornton has published?


Journals with more than one article published# docs
Review58
Economic Synopses38
Monetary Trends23
Journal of Macroeconomics8
Journal of Money, Credit and Banking6
Journal of Banking & Finance5
National Economic Trends5
Journal of International Money and Finance3
Oxford Economic Papers2
Proceedings2
The Review of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis66
Working Paper Series / European Central Bank2

Recent works citing Daniel Thornton (2018 and 2017)


YearTitle of citing document
2019A regime-switching model for the federal funds rate target. (2019). Sirchenko, Andrei. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1901.

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2018An Analysis of the Behaviour of Prime Lending Rates in Sri Lanka. (2018). Navin, W S. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2018:p:121-138.

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2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

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2020Unconventional Monetary Policies: A Stock-Taking Exercise. (2020). Sahuc, Jean-Guillaume ; Pfister, Christian. In: Working papers. RePEc:bfr:banfra:761.

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2017Australian Bond Excess Returns: An Asset Allocation Perspective. (2017). Chen, Rui ; Svec, Jiri ; Wang, Meng. In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:2:p:163-173.

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2018The Challenges for Central Banks. (2018). Stein, Gabriel. In: Economic Affairs. RePEc:bla:ecaffa:v:38:y:2018:i:1:p:131-138.

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2019QUANTITATIVE EASING AND THE UK STOCK MARKET: DOES THE BANK OF ENGLAND INFORMATION DISSEMINATION STRATEGY MATTER?. (2019). Chortareas, Georgios ; Noikokyris, Emmanouil ; Karanasos, Menelaos. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:569-583.

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2017The Reaction of the Australian Stock Market to Monetary Policy Announcements from the Reserve Bank of Australia. (2017). Brown, Alexandra ; Karpaviius, Sigitas. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:300:p:20-41.

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2020Consumption, 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.

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2017Do macro shocks matter for equities?. (2017). Theodoridis, Konstantinos ; Dison, Will . In: Bank of England working papers. RePEc:boe:boeewp:0692.

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2019Regulatory effects on short-term interest rates. (2019). Ranaldo, Angelo ; Vasios, Michalis ; Schaffner, Patrick. In: Bank of England working papers. RePEc:boe:boeewp:0801.

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2020Frequency-domain information for active portfolio management. (2020). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_002.

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2018Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models. (2018). Pettenuzzo, Davide ; Fisher, Jared D ; Carvalho, Carlos. In: Working Papers. RePEc:brd:wpaper:123.

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2019Improving U.S. Monetary Policy Communications. (2019). Schoenholtz, Kermit ; Cecchetti, Stephen G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13915.

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2019Comparing Forecasts of Extremely Large Conditional Covariance Matrices. (2019). Ruiz, Esther ; Moura, Guilherme. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:29291.

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2017Market Timing under Limited Information: An Empirical Investigation in US Treasury Market. (2017). Tong, Guoshi. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:tong.

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2017Market Timing under Limited Information: An Empirical Investigation in US Treasury Market. (2017). Tong, Guoshi. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:2:tong.

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2017Carry trade returns with Support Vector Machines. (2017). Colombo, Emilio ; Rossignoli, Roberto ; Forte, Gianfranco. In: DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo. RePEc:dis:wpaper:dis1705.

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2017SenSR: A sentiment-based systemic risk indicator. (2017). Rustige, Jordi ; Lammers, Philip ; Garmaev, Evgeny ; Borovkova, Svetlana. In: DNB Working Papers. RePEc:dnb:dnbwpp:553.

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2018The impact of the ECB asset purchases on the European bond market structure: Granular evidence on ownership concentration. (2018). Boermans, Martijn ; Keshkov, Viacheslav. In: DNB Working Papers. RePEc:dnb:dnbwpp:590.

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2020Unconventional Monetary Policies: A Stock-Taking Exercise. (2020). Sahuc, Jean-Guillaume ; Pfister, Christian. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-3.

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2017Investors sentiment in predicting the Effective Federal Funds Rate. (2017). Meshcheryakov, Artem ; Ivanov, Stoyu I. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00751.

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2017Inflation anchoring in the euro area. (2017). Speck, Christian . In: Working Paper Series. RePEc:ecb:ecbwps:20171998.

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2019Medium term treatment and side effects of quantitative easing: international evidence. (2019). Stracca, Livio ; Duca, Ioana A ; Beck, Roland. In: Working Paper Series. RePEc:ecb:ecbwps:20192229.

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2020Efficacy of Fiscal and Monetary Policy in Sierra Leone: An ARDL Bound Testing Approach. (2020). Kargbo, Noah ; Tarawalie, Abu Bakarr. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-26.

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2017The internal dynamic of Indian economic growth. (2017). Balakrishnan, Pulapre ; Parameswaran, M ; Das, Mausumi. In: Journal of Asian Economics. RePEc:eee:asieco:v:50:y:2017:i:c:p:46-61.

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2019Harmful diversification: Evidence from alternative investments. (2019). Sutcliffe, Charles ; Sakkas, Athanasios ; Platanakis, Emmanouil. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:1:p:1-23.

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2019A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US. (2019). Fernandes, Marcelo ; Vieira, Fausto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:4.

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2019Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:1.

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2017Asset market response to monetary policy news from SNB press releases. (2017). Huning, Hendrik . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:160-177.

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2017Monetary policy transparency in a forward-looking market: Evidence from the United States. (2017). Kia, Amir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:597-617.

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2018The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations. (2018). Lange, Ronald Henry. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:80-91.

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2019Explaining the appearance of open-mouth operations in the 1990s U.S.. (2019). Hanes, Christopher. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:682-701.

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2019The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis. (2019). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Singh, Manish K. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:1-26.

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2020Monetary policy on twitter and asset prices: Evidence from computational text analysis. (2020). Lüdering, Jochen ; Tillmann, Peter ; PeterTillmann, ; Ludering, Jochen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302055.

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2019The overshooting of firms’ destruction, banks and productivity shocks. (2019). Rossi, Lorenza. In: European Economic Review. RePEc:eee:eecrev:v:113:y:2019:i:c:p:136-155.

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2019A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology. (2019). Lin, Winston T ; Hung, Tingshu ; Chen, Yueh H. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:2:p:766-779.

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2017Rethinking cointegration and the expectation hypothesis of the term structure. (2017). Li, Jing ; Davis, George. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:177-189.

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2018Market timing over the business cycle. (2018). Sander, Magnus . In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:130-145.

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2018Relief Rallies after FOMC Announcements as a Resolution of Uncertainty. (2018). Kurov, Alexander ; Wolfe, Marketa Halova ; Gu, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:1-18.

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2019The role of technical indicators in exchange rate forecasting. (2019). Panopoulou, Ekaterini ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:197-221.

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2017Economic analysis of Brazilian policies for energy efficient electric motors. (2017). de Castro, Cassio Tersandro ; The, Ricardo Silva . In: Energy Policy. RePEc:eee:enepol:v:106:y:2017:i:c:p:315-325.

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2017Persistence and cycles in the us federal funds rate. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:1-8.

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2018Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates. (2018). Bekiros, Stelios ; Hassapis, Christis ; Avdoulas, Christos. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:140-155.

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2018Dynamic trading volume and stock return relation: Does it hold out of sample?. (2018). Wang, Zijun ; Qian, Yan . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:195-210.

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2017Cross-financial-market correlations and quantitative easing. (2017). Zhang, Jie ; Zhong, Rui ; Kryzanowski, Lawrence. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:13-21.

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2019Currency jumps, Euribor-OIS spreads and the volatility skew: A study on the dollar-euro crash risk of 2007–2015. (2019). Wong, Alfred. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:7-16.

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2019New monetary services (Divisia) indexes for the post-war U.S. (2019). Jones, Barry ; Duca, John ; Anderson, Richard G ; Fleissig, Adrian R. In: Journal of Financial Stability. RePEc:eee:finsta:v:42:y:2019:i:c:p:3-17.

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2017Does more complex language in FOMC decisions impact financial markets?. (2017). Smales, Lee ; Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:171-189.

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2019Asset pricing factors and bank CDS spreads. (2019). Koutmos, Dimitrios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:19-41.

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2020Looking through systemic credit risk: Determinants, stress testing and market value. (2020). Novales, Alfonso ; Chamizo, Alvaro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300939.

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2018Predictions of short-term rates and the expectations hypothesis. (2018). Guidolin, Massimo ; Thornton, Daniel L. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:636-664.

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2019Accounting quality and the transmission of monetary policy. (2019). Armstrong, Christopher S ; Kepler, John D ; Glaeser, Stephen. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:68:y:2019:i:2:s0165410119300606.

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2020Government support of banks and bank lending. (2020). Demiralp, Selva ; Lloyd, Nathan ; Bassett, William. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301693.

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2020Monetary 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.

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2017The effect of the term auction facility on the London interbank offered rate. (2017). McAndrews, James ; Wang, Zhenyu ; Sarkar, Asani. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:135-152.

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2018The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures. (2018). Frino, Alex ; Steffen, Tom ; Mollica, Vito ; Ibikunle, Gbenga. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:27-43.

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2020Animal 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.

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2020Does publication of interest rate paths provide guidance?. (2020). Rime, Dagfinn ; Syrstad, Olav ; Natvik, Gisle J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:103:y:2020:i:c:s0261560618303760.

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2017The effectiveness of the Fed’s quantitative easing policy: New evidence based on international interest rate differentials. (2017). Gros, Daniel ; Belke, Ansgar ; Osowski, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:335-349.

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2017Cross-border spillover effects of unconventional monetary policies on Swiss asset prices. (2017). Bernhard, Severin ; Ebner, Till . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:109-127.

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2019The implications of central bank transparency for uncertainty and disagreement. (2019). Jitmaneeroj, Boonlert ; Wood, Andrew ; Lamla, Michael J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:222-240.

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2019The effectiveness of unconventional monetary policy announcements in the euro area: An event and econometric study. (2019). Rumler, Fabio ; Ambler, Steve. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:48-61.

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2018The missing spillover of base expansion into monetary aggregates: Is there a puzzle?. (2018). Arnold, Ivo ; Soederhuizen, Beau. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:64-76.

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2019Forward guidance reassessed: Stabilizability under endogenous policy rules. (2019). Hughes Hallett, Andrew ; acocella, nicola. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:325-335.

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2020Duration of Global Financial Cycles. (2020). Berument, Hakan M ; Varlik, Serdar ; Akdi, Yilmaz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437120301102.

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2017The asymmetry in carry trade and the U.S. dollar. (2017). Wu, Chih-Chiang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:304-313.

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2018Nominal GDP stabilization: Chasing a mirage. (2018). Veetil, Vipin P ; Wagner, Richard E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:227-236.

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2018Estimation of Environmental Kuznets Curve for CO2 emission: Role of renewable energy generation in India. (2018). Sinha, Avik ; Shahbaz, Muhammad. In: Renewable Energy. RePEc:eee:renene:v:119:y:2018:i:c:p:703-711.

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2017Cointegrated market-neutral strategy for basket trading. (2017). , Philip ; Lu, Renjie . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:112-124.

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2018The term structure of liquidity premia and the macroeconomy in Canada: A dynamic latent-factor approach. (2018). Lange, Ronald Henry. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:164-182.

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2017Who Governs Socially-Oriented Voluntary Sustainability Standards? Not the Producers of Certified Products. (2017). Bennett, Elizabeth A. In: World Development. RePEc:eee:wdevel:v:91:y:2017:i:c:p:53-69.

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2017Does technology cause business cycles in the USA? A Schumpeter-inspired approach. (2017). Michaelides, Panayotis ; Konstantakis, Konstantinos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:80760.

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2017Business cycles in Greek maritime transport: an econometric exploration (1998–2015). (2017). Papageorgiou, Theofanis ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Dokas, Ioannis G ; Christopoulos, Apostolos G. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:83540.

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2018Time-varying Response of Treasury Yields to Monetary Policy Shocks: Evidence from the Tunisian Bond Market. (2018). Marfatia, Hardik ; Juko, Sonja ; Mbarek, Lassaad . In: Working Papers. RePEc:erg:wpaper:1243.

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2020Surveying Business Uncertainty. (2019). Meyer, Brent ; Davis, Steven ; bloom, nicholas ; Altig, David ; Parker, Nicholas B ; Barrero, Jose Maria . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2019-13.

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2019Taking the Fed at its Word: A New Approach to Estimating Central Bank Objectives Using Text Analysis. (2019). Wilson, Daniel ; Shapiro, Adam. In: Working Paper Series. RePEc:fip:fedfwp:2019-02.

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2017Take it to the Limit : The Debt Ceiling and Treasury Yields. (2017). Klee, Elizabeth ; Stevens, Cailey ; Syron, Erin E ; Cashin, David B. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-52.

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2020Treasury Safety, Liquidity, and Money Premium Dynamics: Evidence from Recent Debt Limit Impasses. (2020). Klee, Elizabeth ; Syron, Erin E ; Cashin, David B. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-08.

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2017Why Opportunity and Inclusion Matter to America’s Economic Strength : a speech at the Opportunity and Inclusive Growth Institute Conference, sponsored by the Federal Reserve Bank of Minneapolis, May. (2017). Brainard, Lael. In: Speech. RePEc:fip:fedgsq:953.

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2019Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components. (2019). Chamizo, Alvaro ; Novales, Alfonso. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:129-:d:255199.

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2020Credit Spreads, Business Conditions, and Expected Corporate Bond Returns. (2020). Wu, Chunchi ; Wang, Junbo ; Tao, Xinyuan ; Lin, Hai. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:20-:d:311789.

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2019On the Unsustainable Macroeconomy with Increasing Inequality of Firms Induced by Excessive Liquidity. (2019). Chen, YU ; Lou, Yuting ; Zheng, Wenzhi. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3075-:d:235923.

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2017The Term Structure of Systematic and Idiosyncratic Risk. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Hollstein, Fabian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-618.

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2018Forward Unbiasedness in the Short End of the Interest Rate Market. (2018). Azar, Samih Antoine. In: International Business Research. RePEc:ibn:ibrjnl:v:11:y:2018:i:2:p:70-78.

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2018Phillips Curve Is a Particular Case that Economists Misinterpret the Correlation between Two Dependent Variables for Causal Relation. (2018). Ting, Chao Chiung . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:10:y:2018:i:11:p:70.

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2017Quantity Theory of Money: True or False. (2017). Chiung, Ting Chao. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:10:p:46-63.

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2017Do monetary policy expectations influence transmission mechanism of Danish interbank market under the negative interest rate policy?. (2017). Ito, Takayasu. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:3:y:2017:i:3:p:223-234.

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2019Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson‐Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Working Papers. RePEc:igi:igierp:639.

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2020Monetary Policy Implementation: Operational Issues for Countries with Evolving Monetary Policy Frameworks. (2020). Mahle, Nils. In: IMF Working Papers. RePEc:imf:imfwpa:20/26.

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2020Role of money in the monetary policy: A New Keynesian and new monetarist perspective. (2020). Ghosh, Taniya ; Hatekar, Neeraj R ; Adil, Masudul Hasan. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2020-005.

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2018“The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis”. (2018). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Singh, Manish K ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:201804.

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2019Analysis of the stock market anomalies in the context of changing the information paradigm. (2019). Anashkina, Marina ; Yu, Elena ; Malyshenko, Vadim . In: Eastern Journal of European Studies. RePEc:jes:journl:y:2019:v:10:p:239-270.

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2019Asymmetric impacts of foreign exchange rate on the demand for money in Turkey: new evidence from nonlinear ARDL. (2019). Mrabet, Zouhair ; Alsamara, Mouyad ; Al Samara, Mouyad . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:16:y:2019:i:2:d:10.1007_s10368-018-0421-y.

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2019Мета-аналіз: вплив ключової ставки центрального банку на ставки банківського кредитування. (2019). Антон Шмігель, ; Дарина Пустовойт, ; Валентина Сініченко, ; Олександра Чмель, . In: Suchasni ekonomichni doslidzhennja. RePEc:kse:chasop:v:2:y:2019:i:1:p:2-11.

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2019Meta-Analysis: Effect of central bank’s key policy rate on banks’ lending interest rates. (2019). Shmihel, Anton ; Pustovoit, Daryna ; Sinichenko, Valentyna ; Chmel, Oleksandra. In: Modern Economic Studies. RePEc:kse:modern:v:2:y:2019:i:1:p:2-11.

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2019Text Data Analysis Using Latent Dirichlet Allocation: An Application to FOMC Transcripts. (2019). Edison, Hali ; Carcel, Hector. In: Bank of Lithuania Discussion Paper Series. RePEc:lie:dpaper:11.

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2017Open Market Operation Effectiveness in China. (2017). Liu, Yangshu ; Qiao, Zheng. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:53:y:2017:i:8:p:1706-1719.

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2019Integrity of Financial Benchmarks. (2019). Beres, Daniel. In: Financial and Economic Review. RePEc:mnb:finrev:v:18:y:2019:i:1:p:33-59.

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More than 100 citations found, this list is not complete...

Works by Daniel Thornton:


YearTitleTypeCited
2010The Phillips Curve and US Monetary Policy: What the FOMC Transcripts Tell Us In: Working Papers.
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paper10
2010The Phillips curve and US monetary policy: what the FOMC transcripts tell us.(2010) In: Working Papers.
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2012The Phillips curve and US monetary policy: what the FOMC transcripts tell us.(2012) In: Oxford Economic Papers.
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2003Monetary policy transparency: transparent about what? In: Manchester School.
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article11
2003Monetary policy transparency: transparent about what?.(2003) In: Working Papers.
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2007Whats Unique About the Federal Funds Rate? Evidence from a Spectral Perspective* In: Oxford Bulletin of Economics and Statistics.
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article1
2002Whats unique about the federal funds rate? evidence from a spectral perspective.(2002) In: Working Papers.
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paper
2002The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation In: CEPR Discussion Papers.
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paper70
2003The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation.(2003) In: Journal of Banking & Finance.
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article
2002The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation.(2002) In: Working Papers.
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paper
2004Federal Funds Rate Prediction In: CEPR Discussion Papers.
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paper22
2003Federal Funds Rate Prediction.(2003) In: Royal Economic Society Annual Conference 2003.
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paper
2004Federal funds rate prediction.(2004) In: Working Papers.
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paper
2005Federal Funds Rate Prediction..(2005) In: Journal of Money, Credit and Banking.
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2005The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields In: CEPR Discussion Papers.
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paper54
2007The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields.(2007) In: Journal of Financial and Quantitative Analysis.
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article
2005The empirical failure of the expectations hypothesis of the term structure of bond yields.(2005) In: Working Papers.
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paper
2007The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value In: CEPR Discussion Papers.
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paper43
2008The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value.(2008) In: Journal of Financial Economics.
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article
2007The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value.(2007) In: Working Papers.
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paper
2008Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates In: Working Paper Series.
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paper9
2005Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates.(2005) In: Working Papers.
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paper
2008The daily and policy-relevant liquidity effects In: Working Paper Series.
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paper4
2007The daily and policy-relevant liquidity effects.(2007) In: Working Papers.
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paper
1987A note on the efficiency of the cochrane-orcutt estimator of the ar(1) regression model In: Journal of Econometrics.
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article1
2001The Federal Reserves operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect In: Journal of Banking & Finance.
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article17
1998The Federal Reserves operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect.(1998) In: Working Papers.
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This paper has another version. Agregated cites: 17
paper
2004A note on the expectations hypothesis at the founding of the Fed In: Journal of Banking & Finance.
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article6
2003A note on the expectations hypothesis at the founding of the Fed.(2003) In: Working Papers.
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paper
2004The Fed and short-term rates: Is it open market operations, open mouth operations or interest rate smoothing? In: Journal of Banking & Finance.
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article13
2005Tests of the expectations hypothesis: Resolving the anomalies when the short-term rate is the federal funds rate In: Journal of Banking & Finance.
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article13
2004Tests of the expectations hypothesis: resolving the anomalies when the short-term rate is the federal funds rate.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 13
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1984Discount rate changes and the foreign exchange market In: Journal of International Money and Finance.
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article9
1983Discount rate changes and the foreign exchange market.(1983) In: Working Papers.
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paper
1988On the informational content of spot and forward exchange rates In: Journal of International Money and Finance.
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article7
1989The effect of unanticipated money on the money and foreign exchange markets In: Journal of International Money and Finance.
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article9
1980The empirical significance of the real balance effect In: Journal of Macroeconomics.
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2013The effect of underreporting on LIBOR rates In: Journal of Macroeconomics.
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article7
2013The effect of underreporting on LIBOR rates.(2013) In: Working Papers.
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paper
2014Monetary policy: Why money matters (and interest rates don’t) In: Journal of Macroeconomics.
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article20
2008Monetary policy: why money matters and interest rates dont.(2008) In: Working Papers.
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2012Monetary policy: why money matters, and interest rates don’t.(2012) In: Working Papers.
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paper
2016Guest editors introduction: What monetary policy can and cannot do In: Journal of Macroeconomics.
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article0
2017Effectiveness of QE: An assessment of event-study evidence In: Journal of Macroeconomics.
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article4
1983Money, net wealth, and the real-balance effect In: Journal of Macroeconomics.
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1984The government budget constraint with endogenous money In: Journal of Macroeconomics.
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1985The Andersen-Jordan equation revisited In: Journal of Macroeconomics.
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article1
1983The Andersen-Jordan equation, revisited.(1983) In: Working Papers.
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1990Comments on Modeling money demand in large industrial countries: Buffer stock and error correction approaches In: Journal of Policy Modeling.
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1985Monetary anticipations and the demand for money: Reply to MacKinnon and Milbourne In: Journal of Monetary Economics.
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2014Has QE been effective? In: Economic Synopses.
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2014Are Virtual “Currencies” Likely to Succeed? In: Economic Synopses.
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2008Walter Bagehot, the discount window, and TAF In: Economic Synopses.
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article2
2009A perspective on the current recession: its not the \\worst case\\ yet In: Economic Synopses.
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2009What the Libor-OIS spread says In: Economic Synopses.
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2009The effect of the Fed’s purchase of long-term treasuries on the yield curve In: Economic Synopses.
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article3
2009Negating the inflation potential of the Feds lending programs In: Economic Synopses.
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article2
2009What caused long-term rates to rise? In: Economic Synopses.
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article0
2009Would quantitative easing sooner have tempered the financial crisis and economic recession? In: Economic Synopses.
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article2
2009Personal saving and economic growth In: Economic Synopses.
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article1
2009The case for \\inflation first\\ monetary policy In: Economic Synopses.
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2010Monetizing the debt In: Economic Synopses.
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article1
1984Monetizing the debt.(1984) In: Review.
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2010Which comes first: inflation or the FOMCs funds rate target? In: Economic Synopses.
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article0
2010Can the FOMC increase the funds rate without reducing reserves? In: Economic Synopses.
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article0
2010Would QE2 have a significant effect on economic growth, employment, or inflation? In: Economic Synopses.
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article1
2010The downside of quantitative easing In: Economic Synopses.
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article3
2010Monetary policy and longer-term rates: an opportunity for greater transparency In: Economic Synopses.
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article0
2011What does the change in the FOMCs statement of objectives mean? In: Economic Synopses.
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article2
2011Core versus headline inflation: an opportunity for greater transparency In: Economic Synopses.
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article2
2011Core versus headline inflation again In: Economic Synopses.
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article0
2011Is the FOMC’s policy inflating asset prices? In: Economic Synopses.
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article0
2011The federal debt: too little revenue or too much spending In: Economic Synopses.
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article0
2011The federal debt: what’s the source of the increase in spending? In: Economic Synopses.
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article0
2011Tax rates and revenue since the 1970s In: Economic Synopses.
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article0
2011The FOMC’s interest rate policy: how long is the long run? In: Economic Synopses.
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article0
2011Why is employment growth so low? In: Economic Synopses.
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article1
2011Inflation objective and policy credibility: a potential problem for the FOMC In: Economic Synopses.
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2011Monetary policy at the zero bound In: Economic Synopses.
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article0
2012The efficacy of monetary policy: a tale from two decades In: Economic Synopses.
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2012The efficacy of the FOMC’s zero interest rate policy In: Economic Synopses.
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2012Verbal guidance and the efficacy of forward guidance In: Economic Synopses.
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article1
2012A proposal for improving forward guidance In: Economic Synopses.
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article2
2012Quantitative easing and money growth: potential for higher inflation? In: Economic Synopses.
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2013Is the FOMC’s unemployment rate threshold a good idea? In: Economic Synopses.
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2013A perspective on possible Fed exit strategies In: Economic Synopses.
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article2
2013Does the economy need more spending now? In: Economic Synopses.
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article0
2013Is nominal GDP targeting a rule policymakers could accept? In: Economic Synopses.
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article0
2013Why is output growth so slow? In: Economic Synopses.
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1998The importance of an asymmetric directive In: Monetary Trends.
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1999Nominal interest rates: less than zero? In: Monetary Trends.
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article2
1999The funds rate target and interest rates In: Monetary Trends.
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article0
2000The golden dollar: the early evidence In: Monetary Trends.
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2000An experiment is underway In: Monetary Trends.
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article0
2001What accounts for the reduced frequency of Fed actions? In: Monetary Trends.
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2001Interest rate targets abandoned In: Monetary Trends.
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2001The codification of an FOMC procedure In: Monetary Trends.
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2001The monetary/fiscal policy debate: a controlled experiment In: Monetary Trends.
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2002Withering dissents In: Monetary Trends.
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2003Alternative policy weapons? In: Monetary Trends.
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article0
2003How effective is monetary policy? In: Monetary Trends.
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article1
2003Predictability and effectiveness of monetary policy In: Monetary Trends.
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article0
2004The FOMCs considerable period In: Monetary Trends.
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article1
2004Making monetary policy more transparent In: Monetary Trends.
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article0
2005The monetary policy transmission mechanism? In: Monetary Trends.
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article0
2006Greenspans unconventional view of the long-run inflation/output trade-off In: Monetary Trends.
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article1
2006The Feds inflation objective In: Monetary Trends.
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article1
2006Measured pace in the conduct of monetary policy In: Monetary Trends.
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article1
2007The federal funds and long-term rates In: Monetary Trends.
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article0
2007Subprime side effects in the federal funds market In: Monetary Trends.
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article0
2007Measure for measure: headline versus core inflation In: Monetary Trends.
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article2
2009Is there less agreement about inflation? In: Monetary Trends.
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article0
2000The exceptional 1990s In: National Economic Trends.
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2002Does a mild recession imply a weak recovery? In: National Economic Trends.
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2004Public officials and job creation In: National Economic Trends.
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2005Social security, saving, and wealth accumulation In: National Economic Trends.
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article0
2008Housing and the \\R\\ word In: National Economic Trends.
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1995Channels of monetary policy. Proceedings of the Nineteenth Annual Economic Policy Conference held October 20-21, 1994 In: Proceedings.
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1995Channels of monetary policy. Proceedings of the Nineteenth Annual Economic Policy Conference held October 20-21, 1994.(1995) In: Review.
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1995Channels of monetary policy : conference introduction In: Proceedings.
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1995Channels of monetary policy : conference introduction.(1995) In: Review.
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2014QE: is there a portfolio balance effect? In: Review.
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2014Making sense of dissents: a history of FOMC dissents In: Review.
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2015How Effective Is Central Bank Forward Guidance? In: Review.
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2012How effective is central bank forward guidance?.(2012) In: Working Papers.
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2014How Effective Is Central Bank Forward Guidance?.(2014) In: Working Papers CASMEF.
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2012How Effective Is Central Bank Forward Guidance?.(2012) In: Working Papers.
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1982The FOMC in 1981: monetary control in a changing financial environment In: Review.
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1982The discount rate and market interest rates: whats the connection? In: Review.
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1982Simple analytics of the money supply process and monetary control In: Review.
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1983Polynomial distributed lags and the estimation of the St. Louis equation In: Review.
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1983Why does velocity matter? In: Review.
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article11
1983The FOMC in 1982: de-emphasizing M1 In: Review.
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1983M1 or M2: which is the better monetary target? In: Review.
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article1
1983Lagged and contemporaneous reserve accounting: an alternative view In: Review.
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1984How robust are the policy conclusions of the St. Louis equation?: some further evidence In: Review.
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article5
1984An early look at the volatility of money and interest rates under CRR In: Review.
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1985The discount rate, interest rates and foreign exchange rates: an analysis with daily data In: Review.
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article5
1985Are weighted monetary aggregates better than simple-sum M1? In: Review.
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article1
1985Money demand dynamics: some new evidence In: Review.
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article4
1986The cost of checkable deposits in the United States In: Review.
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article3
1986The discount rate and market interest rates: theory and evidence In: Review.
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article3
1986The monetary-fiscal policy debate and the Andersen-Jordan equation In: Review.
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article1
1987Solving the 1980s velocity puzzle: a progress report In: Review.
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1988The borrowed-reserves operating procedures: theory and evidence In: Review.
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1988The effect of monetary policy on short-term interest rates In: Review.
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1988The macroeconomic effects of deficit spending: a review In: Review.
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1989Tests of covered interest rate parity In: Review.
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1989The link between M1 and the monetary base in the 198Os In: Review.
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article3
1990Do government deficits matter? In: Review.
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article2
1991The multiplier approach to the money supply process: a precautionary note In: Review.
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article7
1991A primer on cointegration with an application to money and income In: Review.
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article125
1991Alternative measures of the monetary base: what are the differences and are they important? In: Review.
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article5
1992Targeting M2: the issue of monetary control In: Review.
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article2
1992An extended series of divisia monetary aggregates In: Review.
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1994Financial innovation, deregulation and the \\credit view\\ of monetary policy In: Review.
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1995Is there a case for \\moderate\\ inflation? In: Review.
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article1
1996The costs and benefits of price stability: an assessment of Howitts rule In: Review.
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article14
1996Does the Feds new policy of immediate disclosure affect the market? In: Review.
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article14
1997Using federal funds futures rates to predict Federal Reserve actions In: Review.
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article18
1998Tests of the markets reaction to federal funds rate target changes In: Review.
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article24
2000Money in a theory of exchange In: Review.
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article1
2000A history of the asymmetric policy directive In: Review.
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article16
2001Identifying the liquidity effect at the daily frequency In: Review.
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article16
2001The expected federal budget surplus: how much confidence should the public and policymakers place in the projections? In: Review.
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article4
2002Market anticipations of monetary policy actions In: Review.
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article67
2002The FOMCs balance-of-risks statement and market expectations of policy actions In: Review.
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2004The efficient market hypothesis and identification in structural VARs In: Review.
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2003The efficient market hypothesis and identification in structural VARs.(2003) In: Working Papers.
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2004Testing the expectations hypothesis: some new evidence for Japan In: Review.
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2003Testing the expectations hypothesis: some new evidence for Japan.(2003) In: Working Papers.
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2004Testing the Expectations Hypothesis: Some New Evidence for Japan.(2004) In: Monetary and Economic Studies.
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2007The lower and upper bounds of the Federal Open Market Committees long-run inflation objective In: Review.
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2007Open market operations and the federal funds rate In: Review.
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2005Open market operations and the federal funds rate.(2005) In: Working Papers.
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2008A primer on the mortgage market and mortgage finance In: Review.
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2009The Fed, liquidity, and credit allocation In: Review.
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2010The relationship between the daily and policy-relevant liquidity effects In: Review.
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2011The effectiveness of unconventional monetary policy: the term auction facility In: Review.
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2010The effectiveness of unconventional monetary policy: the term auction facility.(2010) In: Working Papers.
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2012How good are the government’s deficit and debt projections and should we care? In: Review.
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2012How did we get to inflation targeting and where do we need to go to now? a perspective from the U.S. experience In: Review.
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2012The dual mandate: has the Fed changed its objective? In: Review.
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2012The U.S. deficit/debt problem: a longer-run perspective In: Review.
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1983The appropriate autocorrelation transformation when the autocorrelation process has a finite past In: Working Papers.
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1982The budget constraint, endogenous money and the relative importance of fiscal policy under alternative financing schemes In: Working Papers.
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1983Endpoint constraints and the St. Louis equation: a clarification In: Working Papers.
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1983The appropriate interest rate and scale variable in money demand: results from non-nested tests In: Working Papers.
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1983Lag-length selection criteria: empirical results from the St. Louis equation In: Working Papers.
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1983Complete results for lag length selection In: Working Papers.
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1983The real-balance effect with resource-using money: a capital-theoretic interpretation In: Working Papers.
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1984Lag length selection and Granger causality In: Working Papers.
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1984A note on the relative efficiency of the Cochrane-Orcutt and OLS estimators when the autocorrelation process has a finite past In: Working Papers.
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1984On the treatment of the weighted initial observation in the AR(1) regression model In: Working Papers.
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1984Price expectations and the demand for money: a comment In: Working Papers.
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1986Price Expectations and the Demand for Money: A Comment..(1986) In: The Review of Economics and Statistics.
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1984What do Almons endpoint constraints constrain? In: Working Papers.
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1984Tests of price sluggishness in the U.K. In: Working Papers.
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1985Weighted monetary aggregates as intermediate targets In: Working Papers.
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1987Unanticipated money and the anticipated liquidity effect: some further evidence In: Working Papers.
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1988Why do market interest rates respond to money announcements? In: Working Papers.
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1988Should consumer expenditures be the scale variable in empirical money demand equations? In: Working Papers.
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1992The markets reaction to discount changes: whats behind the announcement effect? In: Working Papers.
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1992Why do T-bill rates react to discount rate changes? In: Working Papers.
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1994Why Do T-Bill Rates React to Discount Rate Changes?.(1994) In: Journal of Money, Credit and Banking.
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1994Asymmetry in the prime rate and firms preference for internal finance In: Working Papers.
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1996Discount rate policies of five Federal Reserve Chairmen In: Working Papers.
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1996Identifying the liquidity effect: the case of nonborrowed reserves In: Working Papers.
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1997Do bank loan rates exhibit a countercyclical mark-up? In: Working Papers.
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1998Lifting the veil of secrecy from monetary policy: evidence from the Feds early discount rate policy In: Working Papers.
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2000Lifting the Veil of Secrecy from Monetary Policy: Evidence from the Feds Early Discount Rate Policy..(2000) In: Journal of Money, Credit and Banking.
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2000The relationship between the federal funds rate and the Feds federal funds rate target: is it open market or open mouth operations? In: Working Papers.
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2000The relationship between the federal funds rate and the Feds federal funds rate target: is it open market or open mouth operations?.(2000) In: Discussion Paper Series 1: Economic Studies.
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2003Forecasting the Treasurys balance at the Fed In: Working Papers.
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2004Forecasting the Treasurys balance at the Fed.(2004) In: Journal of Forecasting.
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2004Tests of the expectations hypothesis: resolving the Campbell-Shiller paradox In: Working Papers.
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2006Tests of the Expectations Hypothesis: Resolving the Campbell-Shiller Paradox.(2006) In: Journal of Money, Credit and Banking.
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2004A dynamic factor analysis of the response of U. S. interest rates to news In: Working Papers.
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2004A Dynamic Factor Analysis of the Response of U.S. Interest Rates to News.(2004) In: LEM Papers Series.
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2005When did the FOMC begin targeting the federal funds rate? what the verbatim transcripts tell us In: Working Papers.
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2005A new federal funds rate target series: September 27, 1982, - December 31, 1993 In: Working Papers.
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2006The daily liquidity effect In: Working Papers.
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2007Resolving the unbiasedness and forward premium puzzles In: Working Papers.
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2008The unusual behavior of the federal funds and 10-year Treasury rates: a conundrum or Goodhart’s Law? In: Working Papers.
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2009Resolving the unbiasedness puzzle in the foreign exchange market In: Working Papers.
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2009Revisiting the predictability of bond risk premia In: Working Papers.
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2009The identification of the response of interest rates to monetary policy actions using market-based measures of monetary policy shocks In: Working Papers.
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2014The identification of the response of interest rates to monetary policy actions using market-based measures of monetary policy shocks.(2014) In: Oxford Economic Papers.
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2009How did we get to inflation targeting and where do we go now? a perspective from the U.S. experience In: Working Papers.
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2010Predictions of short-term rates and the expectations hypothesis In: Working Papers.
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2010Predicting bond excess returns with forward rates: an asset-allocation perspective In: Working Papers.
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2012Evidence on the portfolio balance channel of quantitative easing In: Working Papers.
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2012Greenspan’s conundrum and the Fed’s ability to affect long-term yields In: Working Papers.
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2018Greenspans Conundrum and the Feds Ability to Affect Long‐Term Yields.(2018) In: Journal of Money, Credit and Banking.
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2012The Federal Reserve’s response to the financial crisis: what it did and what it should have done In: Working Papers.
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2014An Evaluation of Event-Study Evidence on the Effectiveness of the FOMC’s LSAP Program: Are the Announcement Effects Identified? In: Working Papers.
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2016Understanding the Predictability of Excess Returns In: Credit and Capital Markets.
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1985Lag-Length Selection and Tests of Granger Causality between Money and Income. In: Journal of Money, Credit and Banking.
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1995The Information Content of the Federal Funds Rate: Is It Unique? In: Journal of Money, Credit and Banking.
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2012Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective In: Review of Financial Studies.
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1982Maximum Likelihood Estimates of a Partial Adjustment-Adaptive Expectations Model of the Demand for Money. In: The Review of Economics and Statistics.
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