Daniel Thornton : Citation Profile


Are you Daniel Thornton?

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

18

H index

35

i10 index

1315

Citations

RESEARCH PRODUCTION:

166

Articles

79

Papers

1

Chapters

RESEARCH ACTIVITY:

   39 years (1980 - 2019). See details.
   Cites by year: 33
   Journals where Daniel Thornton has often published
   Relations with other researchers
   Recent citing documents: 77.    Total self citations: 78 (5.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pth2
   Updated: 2021-11-28    RAS profile: 2021-06-14    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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 (21)

Fratzscher, Marcel (18)

Ehrmann, Michael (17)

Gómez-Puig, Marta (16)

Sosvilla-Rivero, Simon (16)

Nautz, Dieter (13)

Kuttner, Kenneth (11)

Valente, Giorgio (11)

Silva Lopes, Artur (9)

Barnett, William (9)

Neely, Christopher (9)

Cites to:

Campbell, John (55)

Shiller, Robert (50)

Rudebusch, Glenn (37)

Bernanke, Ben (32)

Woodford, Michael (30)

Sarno, Lucio (29)

Bekaert, Geert (28)

Rasche, Robert (26)

Hodrick, Robert (25)

Goodfriend, Marvin (24)

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
National Economic Trends5
Journal of Banking & Finance5
Journal of International Money and Finance3
Oxford Economic Papers2
The Review of Economics and Statistics2
Proceedings2

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 (2021 and 2020)


YearTitle of citing document
2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

Full description at Econpapers || Download paper

2020Money and Output in Tanzania: A Test for Causality. (2020). , Michael ; Maganya, Mnaku H. In: African Journal of Economic Review. RePEc:ags:afjecr:304714.

Full description at Econpapers || Download paper

2021The Recovery from the Great Recession: Did the FOMC Learn the Right Lessons?. (2021). Hetzel, Robert. In: Working Papers. RePEc:ajw:wpaper:3125.

Full description at Econpapers || Download paper

2020Can US Wage Increases be Regarded as a Leading Indicator for Bond Rates?. (2020). Acar, Elif Oznur ; Ozsuca, Ekin Ayse. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:2:p:169-176.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021A Test of Neo-Fisherism: 1964–2019. (2021). Joshua, Hall ; Peter, Bias. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:1:p:221-251:n:8.

Full description at Econpapers || Download paper

2020Validity of the Expectations Hypothesis of the Term Structure of Interest Rates: The Case of Saudi Arabia. (2020). Hamed, Alhoshan ; Nizar, Harrathi. In: Review of Middle East Economics and Finance. RePEc:bpj:rmeecf:v:16:y:2020:i:1:p:18:n:1.

Full description at Econpapers || Download paper

2020The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach. (2020). lucey, brian ; Bekiros, Stelios ; Brian, Lucey ; Stelios, Bekiros ; Christos, Avdoulas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:4:p:23:n:4.

Full description at Econpapers || Download paper

2021What model for the target rate. (2021). Feunou, Bruno ; Bruno, Feunou ; Jianjian, Jin ; Jean-Sebastien, Fontaine. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:23:n:1.

Full description at Econpapers || Download paper

2020Estimation of Impulse response functions with term structure local projections. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-05.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Bank reserves and broad money in the global financial crisis: a quantitative evaluation. (2020). Schuler, Tobias ; Meaning, Jack ; Corrado, Luisa ; Chadha, Jagjit S. In: Working Paper Series. RePEc:ecb:ecbwps:20202463.

Full description at Econpapers || Download paper

2021Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuhl, Patrick. In: Working Paper Series. RePEc:ecb:ecbwps:20212547.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Central bank transparency and market reaction in Brazil, Chile, and Colombia. (2021). Rojer, Guido ; Rai, Anoop ; Susanna, Edirel. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000198.

Full description at Econpapers || Download paper

2021Immune or at-risk? Stock markets and the significance of the COVID-19 pandemic. (2021). Shannon, Darren ; Odonnell, Niall ; Sheehan, Barry. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000216.

Full description at Econpapers || Download paper

2020Time 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

2020Testing linear relationships between non-constant variances of economic variables. (2020). RAÏSSI, HAMDI ; Raissi, Hamdi ; Hirukawa, Junichi. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:182-189.

Full description at Econpapers || Download paper

2020Why the money multiplier has remained persistently so low in the post-crisis United States?. (2020). Morelli, Pierluigi ; Seghezza, Elena. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:309-317.

Full description at Econpapers || Download paper

2020Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries. (2020). Broto, Carmen ; Lamas, Matias. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:217-229.

Full description at Econpapers || Download paper

2021Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Delayed overshooting can still be a puzzle after the 1980s. (2021). Kim, Soyoung ; Ahn, Jihye. In: Economics Letters. RePEc:eee:ecolet:v:199:y:2021:i:c:s0165176520304663.

Full description at Econpapers || Download paper

2021The signaling effects of central bank tone. (2021). Labondance, Fabien ; Hubert, Paul. In: European Economic Review. RePEc:eee:eecrev:v:133:y:2021:i:c:s0014292121000374.

Full description at Econpapers || Download paper

2021Can interest rate factors explain exchange rate fluctuations?. (2021). Yung, Julieta. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:34-56.

Full description at Econpapers || Download paper

2020Corruption in banks: A bibliometric review and agenda. (2020). Bahoo, Salman. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319311730.

Full description at Econpapers || Download paper

2021Macroeconomic news and treasury futures return volatility: Do treasury auctions matter?. (2021). Smales, Lee. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320301162.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Investigating the inefficiency of the CBO’s budgetary projections. (2020). Arai, Natsuki. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1290-1300.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection. (2020). Ruiz, Esther ; Moura, Guilherme V. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301485.

Full description at Econpapers || Download paper

2021Intertemporal imitation behavior of interbank offered rate submissions. (2021). Zong, Jichuan ; Sun, Hang ; Li, Ming. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:132:y:2021:i:c:s0378426621001783.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Should central banks communicate uncertainty in their projections?. (2021). Petersen, Luba ; Rholes, Ryan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:320-341.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Recent monetary policy and the credit card-augmented Divisia monetary aggregates. (2020). Serletis, Apostolos ; Dery, Cosmas ; Liu, Jinan. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419304513.

Full description at Econpapers || Download paper

2021Modeling U.S. monetary policy during the global financial crisis and lessons for Covid-19. (2021). Malliaris, A G ; Bhar, Ramaprasad. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:15-33.

Full description at Econpapers || Download paper

2021The impact of the term spread in US monetary policy from 1870 to 2013. (2021). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:230-251.

Full description at Econpapers || Download paper

2021The making of hawks and doves. (2021). Nagel, Stefan ; Yan, Zhen ; Malmendier, Ulrike. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:19-42.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020The asymmetric relationship between the oil price and the US-Canada exchange rate. (2020). McFarlane, Adian ; Das, Anupam ; Jung, Young Cheol. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:198-206.

Full description at Econpapers || Download paper

2020The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach. (2020). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:124-137.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Issues Regarding the Use of the Policy Rate Tool. (2020). Zarutskie, Rebecca ; King, Thomas ; Campbell, Jeffrey ; Orlik, Anna . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-70.

Full description at Econpapers || Download paper

2020Bad Medicine? Federal Debt and Deficits after COVID-19. (2020). Kliesen, Kevin. In: Economic Synopses. RePEc:fip:fedles:88066.

Full description at Econpapers || Download paper

2020Managing a New Policy Framework: Paul Volcker, the St. Louis Fed, and the 1979-82 War on Inflation. (2020). Wheelock, David ; Kliesen, Kevin. In: Working Papers. RePEc:fip:fedlwp:88437.

Full description at Econpapers || Download paper

2021What Did Homeowners Do with Home Equity Borrowing? Contemporaneous and Long-term Effects. (2021). Guo, Sheng. In: Working Papers. RePEc:fiu:wpaper:2122.

Full description at Econpapers || Download paper

2021Parsimonious yield curve modeling in less liquid markets. (2021). Dec, Marcin. In: GRAPE Working Papers. RePEc:fme:wpaper:52.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Crisis and the Role of Money in the Real and Financial Economies—An Innovative Approach to Monetary Stimulus. (2021). Littera, Giuseppe ; Culkin, Nigel ; Dini, Paolo ; Simmons, Richard. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:129-:d:520864.

Full description at Econpapers || Download paper

2021The Impacts of Interest Rate Changes on US Midwest Farmland Values. (2021). Zhang, Wendong ; Hart, Chad ; Basha, Albulena. In: Center for Agricultural and Rural Development (CARD) Publications. RePEc:ias:cpaper:21-wp614.

Full description at Econpapers || Download paper

2021Central Bank Communication and Disagreement about the Natural Rate Hypothesis. (2021). Binder, Carola Conces. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2021:q:2:a:3.

Full description at Econpapers || Download paper

2020Monetary Policy Implementation: Operational Issues for Countries with Evolving Monetary Policy Frameworks. (2020). Mahle, Nils. In: IMF Working Papers. RePEc:imf:imfwpa:2020/026.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Whale Watching on the Trading Floor: Unravelling Collusive Rogue Trading in Banks. (2020). Rafeld, Hagen ; Posch, Peter N ; Fritz-Morgenthal, Sebastian G. In: Journal of Business Ethics. RePEc:kap:jbuset:v:165:y:2020:i:4:d:10.1007_s10551-018-4096-7.

Full description at Econpapers || Download paper

2020The Economics of the Fed Put. (2020). Vissing-Jorgensen, Annette ; Cieslak, Anna. In: NBER Working Papers. RePEc:nbr:nberwo:26894.

Full description at Econpapers || Download paper

2020Optimal Monetary Policy in Production Networks. (2020). Tahbaz-Salehi, Alireza ; La'O, Jennifer. In: NBER Working Papers. RePEc:nbr:nberwo:27464.

Full description at Econpapers || Download paper

2020Bank reserves and broad money in the global financial crisis: a quantitative evaluation. (2020). Chadha, Jagjit ; Schuler, Tobias ; Meaning, Jack ; Corrado, Luisa. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:519.

Full description at Econpapers || Download paper

2021The “Place Of The Phillips Curve” in Macroeconometric Models: The Case of the First Federal Reserve Board’s Model (1966-1980s). (2021). Rancan, Antonella. In: OSF Preprints. RePEc:osf:osfxxx:t5jrx.

Full description at Econpapers || Download paper

2020Improving CAT bond pricing models via machine learning. (2020). Witowski, Eileen ; Gurtler, Marc ; Gotze, Tobias. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00167-0.

Full description at Econpapers || Download paper

2020The interbank market, Keynes’s degree of confidence and the link between banks’ liquidity and solvency. (2020). Loizos, Konstantinos. In: Working Papers. RePEc:pke:wpaper:pkwp2017.

Full description at Econpapers || Download paper

2021Does the interest parity puzzle hold for Central and Eastern European economies?. (2021). Dąbrowski, Marek ; Janus, Jakub ; Dbrowski, Marek A. In: MPRA Paper. RePEc:pra:mprapa:107558.

Full description at Econpapers || Download paper

2021Economic Evaluation of Cryptocurrency Investment. (2021). Sakemoto, Ryuta. In: MPRA Paper. RePEc:pra:mprapa:108283.

Full description at Econpapers || Download paper

2021Money Multiplier Bias Due to Informal Sector: An Extension of the Existing Money Multiplier. (2021). Tahir, Alishba ; Aslam, Faheem ; Schneider, Friedrich G ; Mughal, Khurrum S. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:10:y:2021:i:2:p:139-157.

Full description at Econpapers || Download paper

2020Should central banks communicate uncertainty in their projections?. (2020). Petersen, Luba ; Rholes, Ryan. In: Discussion Papers. RePEc:sfu:sfudps:dp20-01.

Full description at Econpapers || Download paper

2020Gravity Among Central Bank Balance Sheets: Monetary Policy Spill-Over on FX Volatility. (2020). Meszaros, Mercedesz ; Kiss, Gabor David. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:5:y:2020:i:1:p:33-57.

Full description at Econpapers || Download paper

2020Spillovers to exchange rates from monetary and macroeconomic communications events. (2020). Wolff, Vincent ; Rossi, Enzo. In: Working Papers. RePEc:snb:snbwpa:2020-18.

Full description at Econpapers || Download paper

2020Investigating the expectation hypothesis and the risk premium dynamics: new evidence for Brazil. (2020). Caldeira, Joo F. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:1:d:10.1007_s00181-019-01629-0.

Full description at Econpapers || Download paper

2020Commodity Futures Return Predictability and Intertemporal Asset Pricing. (2020). Eyiah-Donkor, Emmanuel ; Cotter, John ; Pot, Valerio. In: Working Papers. RePEc:ucd:wpaper:202011.

Full description at Econpapers || Download paper

2020Spillover effects of unconventional monetary policy on capital markets in the shadow of the Eurozone: A sample of non-Eurozone countries. (2020). Kiss, Gábor Dávid ; David, Kiss Gabor ; Mercedesz, Meszaros. In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:20:y:2020:i:2:p:171-195:n:3.

Full description at Econpapers || Download paper

2020Causality Between Public Debt, Public Debt Service and Economic Growth in an Emerging Economy. (2020). Odhiambo, Nicholas ; Talknice, Saungweme. In: Studia Universitatis BabeÈ™-Bolyai Oeconomica. RePEc:vrs:subboe:v:65:y:2020:i:1:p:1-19:n:1.

Full description at Econpapers || Download paper

2020Do monetary policy transparency and central bank communication reduce interest rate disagreement?. (2020). Budsaratragoon, Pornanong ; Jitmaneeroj, Boonlert ; Seelajaroen, Ruttachai. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:3:p:368-393.

Full description at Econpapers || Download paper

2021Economic Policy Uncertainty and Bond Risk Premia. (2021). Ka, Kook ; Ioannidis, Christos. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:6:p:1479-1522.

Full description at Econpapers || Download paper

Works by Daniel Thornton:


YearTitleTypeCited
2010The Phillips Curve and US Monetary Policy: What the FOMC Transcripts Tell Us In: Working Papers.
[Full Text][Citation analysis]
paper11
2010The Phillips curve and US monetary policy: what the FOMC transcripts tell us.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2012The Phillips curve and US monetary policy: what the FOMC transcripts tell us.(2012) In: Oxford Economic Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2003Monetary policy transparency: transparent about what? In: Manchester School.
[Full Text][Citation analysis]
article14
2003Monetary policy transparency: transparent about what?.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2007Whats Unique About the Federal Funds Rate? Evidence from a Spectral Perspective* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article1
2002Whats unique about the federal funds rate? evidence from a spectral perspective.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2019Resolving the unbiasedness and forward premium puzzles In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]
article3
2007Resolving the unbiasedness and forward premium puzzles.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2002The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper73
2003The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation.(2003) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
article
2002The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
paper
2004Federal Funds Rate Prediction In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper23
2003Federal Funds Rate Prediction.(2003) In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2004Federal funds rate prediction.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2005Federal Funds Rate Prediction..(2005) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 23
article
2005The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper57
2007The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields.(2007) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
article
2005The empirical failure of the expectations hypothesis of the term structure of bond yields.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
paper
2007The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper47
2008The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value.(2008) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
article
2007The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
2008Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates In: Working Paper Series.
[Full Text][Citation analysis]
paper9
2005Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2008The daily and policy-relevant liquidity effects In: Working Paper Series.
[Full Text][Citation analysis]
paper4
2007The daily and policy-relevant liquidity effects.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1987A note on the efficiency of the cochrane-orcutt estimator of the ar(1) regression model In: Journal of Econometrics.
[Full Text][Citation analysis]
article1
2018Predictions of short-term rates and the expectations hypothesis In: International Journal of Forecasting.
[Full Text][Citation analysis]
article7
2010Predictions of short-term rates and the expectations hypothesis.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2001The Federal Reserves operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article18
1998The Federal Reserves operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect.(1998) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2004A note on the expectations hypothesis at the founding of the Fed In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article6
2003A note on the expectations hypothesis at the founding of the Fed.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2004The Fed and short-term rates: Is it open market operations, open mouth operations or interest rate smoothing? In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article14
2005Tests of the expectations hypothesis: Resolving the anomalies when the short-term rate is the federal funds rate In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article14
2004Tests of the expectations hypothesis: resolving the anomalies when the short-term rate is the federal funds rate.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
1984Discount rate changes and the foreign exchange market In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article9
1983Discount rate changes and the foreign exchange market.(1983) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
1988On the informational content of spot and forward exchange rates In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article7
1989The effect of unanticipated money on the money and foreign exchange markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article9
1980The empirical significance of the real balance effect In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article0
2013The effect of underreporting on LIBOR rates In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article12
2013The effect of underreporting on LIBOR rates.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2014Monetary policy: Why money matters (and interest rates don’t) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article21
2008Monetary policy: why money matters and interest rates dont.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2012Monetary policy: why money matters, and interest rates don’t.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2016Guest editors introduction: What monetary policy can and cannot do In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article0
2017Effectiveness of QE: An assessment of event-study evidence In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article6
1983Money, net wealth, and the real-balance effect In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article0
1984The government budget constraint with endogenous money In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article1
1985The Andersen-Jordan equation revisited In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article1
1983The Andersen-Jordan equation, revisited.(1983) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1990Comments on Modeling money demand in large industrial countries: Buffer stock and error correction approaches In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article0
1985Monetary anticipations and the demand for money: Reply to MacKinnon and Milbourne In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article9
2014Has QE been effective? In: Economic Synopses.
[Full Text][Citation analysis]
article0
2014Are Virtual “Currencies” Likely to Succeed? In: Economic Synopses.
[Full Text][Citation analysis]
article0
2008Walter Bagehot, the discount window, and TAF In: Economic Synopses.
[Full Text][Citation analysis]
article2
2009A perspective on the current recession: its not the \\worst case\\ yet In: Economic Synopses.
[Full Text][Citation analysis]
article0
2009What the Libor-OIS spread says In: Economic Synopses.
[Full Text][Citation analysis]
article21
2009The effect of the Fed’s purchase of long-term treasuries on the yield curve In: Economic Synopses.
[Full Text][Citation analysis]
article3
2009Negating the inflation potential of the Feds lending programs In: Economic Synopses.
[Full Text][Citation analysis]
article2
2009What caused long-term rates to rise? In: Economic Synopses.
[Full Text][Citation analysis]
article0
2009Would quantitative easing sooner have tempered the financial crisis and economic recession? In: Economic Synopses.
[Full Text][Citation analysis]
article2
2009Personal saving and economic growth In: Economic Synopses.
[Full Text][Citation analysis]
article1
2009The case for \\inflation first\\ monetary policy In: Economic Synopses.
[Full Text][Citation analysis]
article0
2010Monetizing the debt In: Economic Synopses.
[Full Text][Citation analysis]
article1
1984Monetizing the debt.(1984) In: Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2010Which comes first: inflation or the FOMCs funds rate target? In: Economic Synopses.
[Full Text][Citation analysis]
article0
2010Can the FOMC increase the funds rate without reducing reserves? In: Economic Synopses.
[Full Text][Citation analysis]
article0
2010Would QE2 have a significant effect on economic growth, employment, or inflation? In: Economic Synopses.
[Full Text][Citation analysis]
article1
2010The downside of quantitative easing In: Economic Synopses.
[Full Text][Citation analysis]
article3
2010Monetary policy and longer-term rates: an opportunity for greater transparency In: Economic Synopses.
[Full Text][Citation analysis]
article0
2011What does the change in the FOMCs statement of objectives mean? In: Economic Synopses.
[Full Text][Citation analysis]
article3
2011Core versus headline inflation: an opportunity for greater transparency In: Economic Synopses.
[Full Text][Citation analysis]
article2
2011Core versus headline inflation again In: Economic Synopses.
[Full Text][Citation analysis]
article0
2011Is the FOMC’s policy inflating asset prices? In: Economic Synopses.
[Full Text][Citation analysis]
article0
2011The federal debt: too little revenue or too much spending In: Economic Synopses.
[Full Text][Citation analysis]
article0
2011The federal debt: what’s the source of the increase in spending? In: Economic Synopses.
[Full Text][Citation analysis]
article0
2011Tax rates and revenue since the 1970s In: Economic Synopses.
[Full Text][Citation analysis]
article0
2011The FOMC’s interest rate policy: how long is the long run? In: Economic Synopses.
[Full Text][Citation analysis]
article0
2011Why is employment growth so low? In: Economic Synopses.
[Full Text][Citation analysis]
article1
2011Inflation objective and policy credibility: a potential problem for the FOMC In: Economic Synopses.
[Full Text][Citation analysis]
article0
2011Monetary policy at the zero bound In: Economic Synopses.
[Full Text][Citation analysis]
article0
2012The efficacy of monetary policy: a tale from two decades In: Economic Synopses.
[Full Text][Citation analysis]
article0
2012The efficacy of the FOMC’s zero interest rate policy In: Economic Synopses.
[Full Text][Citation analysis]
article0
2012Verbal guidance and the efficacy of forward guidance In: Economic Synopses.
[Full Text][Citation analysis]
article1
2012A proposal for improving forward guidance In: Economic Synopses.
[Full Text][Citation analysis]
article2
2012Quantitative easing and money growth: potential for higher inflation? In: Economic Synopses.
[Full Text][Citation analysis]
article0
2013Is the FOMC’s unemployment rate threshold a good idea? In: Economic Synopses.
[Full Text][Citation analysis]
article0
2013A perspective on possible Fed exit strategies In: Economic Synopses.
[Full Text][Citation analysis]
article2
2013Does the economy need more spending now? In: Economic Synopses.
[Full Text][Citation analysis]
article0
2013Is nominal GDP targeting a rule policymakers could accept? In: Economic Synopses.
[Full Text][Citation analysis]
article0
2013Why is output growth so slow? In: Economic Synopses.
[Full Text][Citation analysis]
article0
1998The importance of an asymmetric directive In: Monetary Trends.
[Full Text][Citation analysis]
article0
1999Nominal interest rates: less than zero? In: Monetary Trends.
[Full Text][Citation analysis]
article2
1999The funds rate target and interest rates In: Monetary Trends.
[Full Text][Citation analysis]
article0
2000The golden dollar: the early evidence In: Monetary Trends.
[Full Text][Citation analysis]
article0
2000An experiment is underway In: Monetary Trends.
[Full Text][Citation analysis]
article0
2001What accounts for the reduced frequency of Fed actions? In: Monetary Trends.
[Full Text][Citation analysis]
article0
2001Interest rate targets abandoned In: Monetary Trends.
[Full Text][Citation analysis]
article0
2001The codification of an FOMC procedure In: Monetary Trends.
[Full Text][Citation analysis]
article0
2001The monetary/fiscal policy debate: a controlled experiment In: Monetary Trends.
[Full Text][Citation analysis]
article0
2002Withering dissents In: Monetary Trends.
[Full Text][Citation analysis]
article0
2003Alternative policy weapons? In: Monetary Trends.
[Full Text][Citation analysis]
article0
2003How effective is monetary policy? In: Monetary Trends.
[Full Text][Citation analysis]
article1
2003Predictability and effectiveness of monetary policy In: Monetary Trends.
[Full Text][Citation analysis]
article0
2004The FOMCs considerable period In: Monetary Trends.
[Full Text][Citation analysis]
article1
2004Making monetary policy more transparent In: Monetary Trends.
[Full Text][Citation analysis]
article0
2005The monetary policy transmission mechanism? In: Monetary Trends.
[Full Text][Citation analysis]
article0
2006Greenspans unconventional view of the long-run inflation/output trade-off In: Monetary Trends.
[Full Text][Citation analysis]
article1
2006The Feds inflation objective In: Monetary Trends.
[Full Text][Citation analysis]
article1
2006\Measured pace\ in the conduct of monetary policy In: Monetary Trends.
[Full Text][Citation analysis]
article1
2007The federal funds and long-term rates In: Monetary Trends.
[Full Text][Citation analysis]
article0
2007Subprime side effects in the federal funds market In: Monetary Trends.
[Full Text][Citation analysis]
article0
2007Measure for measure: headline versus core inflation In: Monetary Trends.
[Full Text][Citation analysis]
article2
2009Is there less agreement about inflation? In: Monetary Trends.
[Full Text][Citation analysis]
article0
2000The exceptional 1990s In: National Economic Trends.
[Full Text][Citation analysis]
article0
2002Does a mild recession imply a weak recovery? In: National Economic Trends.
[Full Text][Citation analysis]
article0
2004Public officials and job creation In: National Economic Trends.
[Full Text][Citation analysis]
article0
2005Social security, saving, and wealth accumulation In: National Economic Trends.
[Full Text][Citation analysis]
article0
2008Housing and the \R\ word In: National Economic Trends.
[Full Text][Citation analysis]
article0
1995Channels of monetary policy. Proceedings of the Nineteenth Annual Economic Policy Conference held October 20-21, 1994 In: Proceedings.
[Citation analysis]
article0
1995Channels of monetary policy. Proceedings of the Nineteenth Annual Economic Policy Conference held October 20-21, 1994.(1995) In: Review.
[Citation analysis]
This paper has another version. Agregated cites: 0
article
1995Channels of monetary policy : conference introduction In: Proceedings.
[Full Text][Citation analysis]
article0
1995Channels of monetary policy : conference introduction.(1995) In: Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2014QE: is there a portfolio balance effect? In: Review.
[Full Text][Citation analysis]
article7
2014Making sense of dissents: a history of FOMC dissents In: Review.
[Full Text][Citation analysis]
article10
2015How Effective Is Central Bank Forward Guidance? In: Review.
[Full Text][Citation analysis]
article32
2012How effective is central bank forward guidance?.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2014How Effective Is Central Bank Forward Guidance?.(2014) In: Working Papers CASMEF.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2012How Effective Is Central Bank Forward Guidance?.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
1982The FOMC in 1981: monetary control in a changing financial environment In: Review.
[Full Text][Citation analysis]
article0
1982The discount rate and market interest rates: whats the connection? In: Review.
[Full Text][Citation analysis]
article7
1982Simple analytics of the money supply process and monetary control In: Review.
[Full Text][Citation analysis]
article3
1983Polynomial distributed lags and the estimation of the St. Louis equation In: Review.
[Full Text][Citation analysis]
article9
1983Why does velocity matter? In: Review.
[Full Text][Citation analysis]
article11
1983The FOMC in 1982: de-emphasizing M1 In: Review.
[Full Text][Citation analysis]
article0
1983M1 or M2: which is the better monetary target? In: Review.
[Full Text][Citation analysis]
article1
1983Lagged and contemporaneous reserve accounting: an alternative view In: Review.
[Full Text][Citation analysis]
article0
1984How robust are the policy conclusions of the St. Louis equation?: some further evidence In: Review.
[Full Text][Citation analysis]
article5
1984An early look at the volatility of money and interest rates under CRR In: Review.
[Full Text][Citation analysis]
article0
1985The discount rate, interest rates and foreign exchange rates: an analysis with daily data In: Review.
[Full Text][Citation analysis]
article5
1985Are weighted monetary aggregates better than simple-sum M1? In: Review.
[Full Text][Citation analysis]
article1
1985Money demand dynamics: some new evidence In: Review.
[Full Text][Citation analysis]
article4
1986The cost of checkable deposits in the United States In: Review.
[Full Text][Citation analysis]
article3
1986The discount rate and market interest rates: theory and evidence In: Review.
[Full Text][Citation analysis]
article3
1986The monetary-fiscal policy debate and the Andersen-Jordan equation In: Review.
[Full Text][Citation analysis]
article1
1987Solving the 1980s velocity puzzle: a progress report In: Review.
[Full Text][Citation analysis]
article6
1988The borrowed-reserves operating procedures: theory and evidence In: Review.
[Full Text][Citation analysis]
article21
1988The effect of monetary policy on short-term interest rates In: Review.
[Full Text][Citation analysis]
article4
1988The macroeconomic effects of deficit spending: a review In: Review.
[Full Text][Citation analysis]
article0
1989Tests of covered interest rate parity In: Review.
[Full Text][Citation analysis]
article4
1989The link between M1 and the monetary base in the 198Os In: Review.
[Full Text][Citation analysis]
article3
1990Do government deficits matter? In: Review.
[Full Text][Citation analysis]
article2
1991The multiplier approach to the money supply process: a precautionary note In: Review.
[Full Text][Citation analysis]
article11
1991A primer on cointegration with an application to money and income In: Review.
[Full Text][Citation analysis]
article125
1994A Primer on Cointegration with an Application to Money and Income.(1994) In: Palgrave Macmillan Books.
[Citation analysis]
This paper has another version. Agregated cites: 125
chapter
1991Alternative measures of the monetary base: what are the differences and are they important? In: Review.
[Full Text][Citation analysis]
article5
1992Targeting M2: the issue of monetary control In: Review.
[Full Text][Citation analysis]
article2
1992An extended series of divisia monetary aggregates In: Review.
[Full Text][Citation analysis]
article22
1994Financial innovation, deregulation and the \\credit view\\ of monetary policy In: Review.
[Full Text][Citation analysis]
article11
1995Is there a case for \\moderate\\ inflation? In: Review.
[Full Text][Citation analysis]
article1
1996The costs and benefits of price stability: an assessment of Howitts rule In: Review.
[Full Text][Citation analysis]
article14
1996Does the Feds new policy of immediate disclosure affect the market? In: Review.
[Full Text][Citation analysis]
article14
1997Using federal funds futures rates to predict Federal Reserve actions In: Review.
[Full Text][Citation analysis]
article19
1998Tests of the markets reaction to federal funds rate target changes In: Review.
[Full Text][Citation analysis]
article26
2000Money in a theory of exchange In: Review.
[Full Text][Citation analysis]
article1
2000A history of the asymmetric policy directive In: Review.
[Full Text][Citation analysis]
article16
2001Identifying the liquidity effect at the daily frequency In: Review.
[Full Text][Citation analysis]
article16
2001The expected federal budget surplus: how much confidence should the public and policymakers place in the projections? In: Review.
[Full Text][Citation analysis]
article5
2002Market anticipations of monetary policy actions In: Review.
[Full Text][Citation analysis]
article68
2002The FOMCs balance-of-risks statement and market expectations of policy actions In: Review.
[Full Text][Citation analysis]
article7
2004The efficient market hypothesis and identification in structural VARs In: Review.
[Full Text][Citation analysis]
article7
2003The efficient market hypothesis and identification in structural VARs.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2004Testing the expectations hypothesis: some new evidence for Japan In: Review.
[Full Text][Citation analysis]
article11
2003Testing the expectations hypothesis: some new evidence for Japan.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2004Testing the Expectations Hypothesis: Some New Evidence for Japan.(2004) In: Monetary and Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2007The lower and upper bounds of the Federal Open Market Committees long-run inflation objective In: Review.
[Full Text][Citation analysis]
article2
2007Open market operations and the federal funds rate In: Review.
[Full Text][Citation analysis]
article6
2005Open market operations and the federal funds rate.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2008A primer on the mortgage market and mortgage finance In: Review.
[Full Text][Citation analysis]
article4
2009The Fed, liquidity, and credit allocation In: Review.
[Full Text][Citation analysis]
article8
2010The relationship between the daily and policy-relevant liquidity effects In: Review.
[Full Text][Citation analysis]
article2
2011The effectiveness of unconventional monetary policy: the term auction facility In: Review.
[Full Text][Citation analysis]
article8
2010The effectiveness of unconventional monetary policy: the term auction facility.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2012How good are the government’s deficit and debt projections and should we care? In: Review.
[Full Text][Citation analysis]
article8
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.
[Full Text][Citation analysis]
article4
2012The dual mandate: has the Fed changed its objective? In: Review.
[Full Text][Citation analysis]
article1
2012The U.S. deficit/debt problem: a longer-run perspective In: Review.
[Full Text][Citation analysis]
article0
1983The appropriate autocorrelation transformation when the autocorrelation process has a finite past In: Working Papers.
[Full Text][Citation analysis]
paper0
1982The budget constraint, endogenous money and the relative importance of fiscal policy under alternative financing schemes In: Working Papers.
[Full Text][Citation analysis]
paper0
1983Endpoint constraints and the St. Louis equation: a clarification In: Working Papers.
[Full Text][Citation analysis]
paper0
1983The appropriate interest rate and scale variable in money demand: results from non-nested tests In: Working Papers.
[Full Text][Citation analysis]
paper0
1983Lag-length selection criteria: empirical results from the St. Louis equation In: Working Papers.
[Full Text][Citation analysis]
paper1
1983Complete results for lag length selection In: Working Papers.
[Full Text][Citation analysis]
paper0
1983The real-balance effect with resource-using money: a capital-theoretic interpretation In: Working Papers.
[Full Text][Citation analysis]
paper0
1984Lag length selection and Granger causality In: Working Papers.
[Full Text][Citation analysis]
paper2
1984A note on the relative efficiency of the Cochrane-Orcutt and OLS estimators when the autocorrelation process has a finite past In: Working Papers.
[Full Text][Citation analysis]
paper0
1984On the treatment of the weighted initial observation in the AR(1) regression model In: Working Papers.
[Full Text][Citation analysis]
paper0
1984Price expectations and the demand for money: a comment In: Working Papers.
[Full Text][Citation analysis]
paper2
1986Price Expectations and the Demand for Money: A Comment..(1986) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
1984What do Almons endpoint constraints constrain? In: Working Papers.
[Full Text][Citation analysis]
paper0
1984Tests of price sluggishness in the U.K. In: Working Papers.
[Full Text][Citation analysis]
paper0
1985Weighted monetary aggregates as intermediate targets In: Working Papers.
[Full Text][Citation analysis]
paper1
1987Unanticipated money and the anticipated liquidity effect: some further evidence In: Working Papers.
[Full Text][Citation analysis]
paper0
1988Why do market interest rates respond to money announcements? In: Working Papers.
[Full Text][Citation analysis]
paper0
1988Should consumer expenditures be the scale variable in empirical money demand equations? In: Working Papers.
[Full Text][Citation analysis]
paper1
1992The markets reaction to discount changes: whats behind the announcement effect? In: Working Papers.
[Full Text][Citation analysis]
paper0
1992Why do T-bill rates react to discount rate changes? In: Working Papers.
[Full Text][Citation analysis]
paper6
1994Why Do T-Bill Rates React to Discount Rate Changes?.(1994) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
1994Asymmetry in the prime rate and firms preference for internal finance In: Working Papers.
[Full Text][Citation analysis]
paper2
1996The information content of discount rate announcements: whats behind the announcement effect? In: Working Papers.
[Full Text][Citation analysis]
paper7
1996Discount rate policies of five Federal Reserve Chairmen In: Working Papers.
[Full Text][Citation analysis]
paper1
1996Identifying the liquidity effect: the case of nonborrowed reserves In: Working Papers.
[Full Text][Citation analysis]
paper1
1997Do bank loan rates exhibit a countercyclical mark-up? In: Working Papers.
[Full Text][Citation analysis]
paper10
1998Lifting the veil of secrecy from monetary policy: evidence from the Feds early discount rate policy In: Working Papers.
[Full Text][Citation analysis]
paper10
2000Lifting the Veil of Secrecy from Monetary Policy: Evidence from the Feds Early Discount Rate Policy..(2000) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 10
article
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.
[Full Text][Citation analysis]
paper2
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2003Forecasting the Treasurys balance at the Fed In: Working Papers.
[Full Text][Citation analysis]
paper1
2004Forecasting the Treasurys balance at the Fed.(2004) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2004Tests of the expectations hypothesis: resolving the Campbell-Shiller paradox In: Working Papers.
[Full Text][Citation analysis]
paper23
2006Tests of the Expectations Hypothesis: Resolving the Campbell-Shiller Paradox.(2006) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
article
2004A dynamic factor analysis of the response of U. S. interest rates to news In: Working Papers.
[Full Text][Citation analysis]
paper1
2004A Dynamic Factor Analysis of the Response of U.S. Interest Rates to News.(2004) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2005When did the FOMC begin targeting the federal funds rate? what the verbatim transcripts tell us In: Working Papers.
[Full Text][Citation analysis]
paper12
2005A new federal funds rate target series: September 27, 1982, - December 31, 1993 In: Working Papers.
[Full Text][Citation analysis]
paper5
2006The daily liquidity effect In: Working Papers.
[Full Text][Citation analysis]
paper6
2008The unusual behavior of the federal funds and 10-year Treasury rates: a conundrum or Goodhart’s Law? In: Working Papers.
[Full Text][Citation analysis]
paper0
2009Resolving the unbiasedness puzzle in the foreign exchange market In: Working Papers.
[Full Text][Citation analysis]
paper0
2009Revisiting the predictability of bond risk premia In: Working Papers.
[Full Text][Citation analysis]
paper0
2009The identification of the response of interest rates to monetary policy actions using market-based measures of monetary policy shocks In: Working Papers.
[Full Text][Citation analysis]
paper20
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2009How did we get to inflation targeting and where do we go now? a perspective from the U.S. experience In: Working Papers.
[Full Text][Citation analysis]
paper0
2010Predicting bond excess returns with forward rates: an asset-allocation perspective In: Working Papers.
[Full Text][Citation analysis]
paper0
2012Evidence on the portfolio balance channel of quantitative easing In: Working Papers.
[Full Text][Citation analysis]
paper5
2012Greenspan’s conundrum and the Fed’s ability to affect long-term yields In: Working Papers.
[Full Text][Citation analysis]
paper2
2018Greenspans Conundrum and the Feds Ability to Affect Long‐Term Yields.(2018) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2012The Federal Reserve’s response to the financial crisis: what it did and what it should have done In: Working Papers.
[Full Text][Citation analysis]
paper1
2013An Evaluation of Event-Study Evidence on the Effectiveness of the FOMC’s LSAP Program: Are the Announcement Effects Identified? In: Working Papers.
[Full Text][Citation analysis]
paper1
2016Understanding the Predictability of Excess Returns In: Credit and Capital Markets.
[Citation analysis]
article0
1985Lag-Length Selection and Tests of Granger Causality between Money and Income. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article124
1995The Information Content of the Federal Funds Rate: Is It Unique? In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article8
2012Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective In: Review of Financial Studies.
[Full Text][Citation analysis]
article57
1982Maximum Likelihood Estimates of a Partial Adjustment-Adaptive Expectations Model of the Demand for Money. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article3
2000The expectations theory and the founding of the fed: another look at the evidence In: Research Memorandum.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team