Daniel Thornton : Citation Profile


Are you Daniel Thornton?

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

19

H index

41

i10 index

1715

Citations

RESEARCH PRODUCTION:

167

Articles

79

Papers

1

Chapters

RESEARCH ACTIVITY:

   42 years (1980 - 2022). See details.
   Cites by year: 40
   Journals where Daniel Thornton has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 84 (4.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pth2
   Updated: 2024-01-16    RAS profile: 2022-01-30    
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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 (20)

Fratzscher, Marcel (19)

Ehrmann, Michael (19)

Hubert, Paul (18)

Sosvilla-Rivero, Simon (17)

Gómez-Puig, Marta (16)

Nautz, Dieter (14)

Valente, Giorgio (14)

Barnett, William (12)

Kuttner, Kenneth (11)

Neely, Christopher (10)

Cites to:

Campbell, John (67)

Shiller, Robert (61)

Woodford, Michael (51)

Rudebusch, Glenn (44)

Sarno, Lucio (40)

Bernanke, Ben (39)

Bekaert, Geert (31)

Hodrick, Robert (27)

Valente, Giorgio (25)

Swanson, Eric (24)

Poole, William (20)

Main data


Where Daniel Thornton has published?


Journals with more than one article published# docs
Review59
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
The Review of Economics and Statistics2
Oxford Economic Papers2
Proceedings2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis66
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Working Paper Series / European Central Bank2

Recent works citing Daniel Thornton (2024 and 2023)


YearTitle of citing document
2023Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002.

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2023Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2023Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644.

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2023The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets. (2023). Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2303.

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2023Central bank communication by ??? The economics of public policy leaks. (2023). Ehrmann, Michael ; Rieder, Kilian ; Gnan, Phillipp. In: Working Paper Series. RePEc:ecb:ecbwps:20232846.

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2023US monetary policy spillovers to European banks. (2023). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232876.

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2023A Comparative Textual Study of FOMC Transcripts Through Inflation Peaks. (2023). Ruman, Asif M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000902.

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2023Inflation, interest rate, and firm efficiency: The impact of policy uncertainty. (2023). Tarkom, Augustine ; Ujah, Nacasius U. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622002029.

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2023Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460.

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2023Mortgage loan and housing market. (2023). Liu, LU. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:736-749.

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2023Risk Management in Monetary Policymaking: The 1994-95 Fed Tightening Episode. (2023). Kliesen, Kevin. In: Working Papers. RePEc:fip:fedlwp:97435.

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2023Relations among Bitcoin Futures, Bitcoin Spot, Investor Attention, and Sentiment. (2023). Panta, Humnath ; Narayanasamy, Arun ; Agarwal, Rohit. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:11:p:474-:d:1273906.

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2023Analysis of Systemic Risk Scenarios and Stabilization Effect of Monetary Policy under the COVID-19 Shock and Pharmaceutical Economic Recession. (2023). Li, NA ; Zheng, Yingrong ; Dong, Hao. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:1:p:880-:d:1024166.

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2023Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance. (2023). Shi, Zhan ; Huang, Jing-Zhi. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1780-1804.

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2023Does scientific research output matter for Portugal’s economic growth?. (2023). Teixeira, Aurora ; Pinto, Tnia. In: GEE Papers. RePEc:mde:wpaper:0174.

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2023Safe Asset Carry Trade. (2023). Ranaldo, Angelo ; Ballensiefen, Benedikt. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:13:y:2023:i:2:p:223-265..

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2023Understanding the LIBOR scandal: the historical, the ethical, and the technological. (2023). Previts, Gary John ; Huan, Xing ; Parbonetti, Antonio. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:4:d:10.1057_s41261-022-00205-4.

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2023Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure. (). Wang, Chien-Chiang. In: Review of Economic Dynamics. RePEc:red:issued:19-500.

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2023The Efficacy of Fiscal Vs Monetary Policies in the Asia-Pacific Region: The St. Louis Equation Revisited. (2023). Gopalakrishnan, Badri Narayanan ; Dwivedi, Dwijendra Nath ; Mahanty, Ghanashyama. In: Vision. RePEc:sae:vision:v:27:y:2023:i:2:p:256-263.

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2023Size and liquidity of government securities in India. (2023). N. R. V. V. M. K. Rajendra Kumar, ; Chander, Jai ; Dayanandan, Ajit. In: Indian Economic Review. RePEc:spr:inecre:v:58:y:2023:i:1:d:10.1007_s41775-023-00178-9.

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2023The relative effectiveness of fiscal and monetary policies in promoting Egypt’s output growth: an empirical investigation using an ARDL approach. (2023). el Husseiny, Israa A. In: Journal of Economic Structures. RePEc:spr:jecstr:v:12:y:2023:i:1:d:10.1186_s40008-023-00298-8.

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2023THE POWER OF THE FEDERAL RESERVE CHAIR. (2023). Rugemurcia, Francisco ; Riboni, Alessandro. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:2:p:727-756.

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2023Do forward premium rates predict the spot rates? Comparison of developed and emerging economies. (2023). Ahmed, Ijlal ; Khattak, Shoaib. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2178-2187.

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2023The ability of U.S. macroeconomic variables to predict Asian financial market returns. (2023). Tzeng, Kaeyih. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3529-3551.

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2023Predictive power of the implied volatility term structure in the fixed?income market. (2023). Li, Xiaowei ; Huang, Jeffrey ; Hsieh, Peilin ; Chen, Renraw. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:349-383.

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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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paper17
2010The Phillips curve and US monetary policy: what the FOMC transcripts tell us.(2010) In: Working Papers.
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paper
2012The Phillips curve and US monetary policy: what the FOMC transcripts tell us.(2012) In: Oxford Economic Papers.
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This paper has nother version. Agregated cites: 17
article
2003Monetary policy transparency: transparent about what? In: Manchester School.
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article17
2003Monetary policy transparency: transparent about what?.(2003) In: Working Papers.
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This paper has nother version. Agregated cites: 17
paper
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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This paper has nother version. Agregated cites: 1
paper
2019Resolving the unbiasedness and forward premium puzzles In: Scottish Journal of Political Economy.
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article8
2007Resolving the unbiasedness and forward premium puzzles.(2007) In: Working Papers.
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This paper has nother version. Agregated cites: 8
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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paper84
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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This paper has nother version. Agregated cites: 84
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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paper26
2003Federal Funds Rate Prediction.(2003) In: Royal Economic Society Annual Conference 2003.
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This paper has nother version. Agregated cites: 26
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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This paper has nother version. Agregated cites: 26
article
2005The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields In: CEPR Discussion Papers.
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paper68
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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This paper has nother version. Agregated cites: 68
article
2005The empirical failure of the expectations hypothesis of the term structure of bond yields.(2005) In: Working Papers.
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This paper has nother version. Agregated cites: 68
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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paper59
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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This paper has nother version. Agregated cites: 59
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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This paper has nother version. Agregated cites: 59
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2008Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates In: Working Paper Series.
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paper14
2005Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates.(2005) In: Working Papers.
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This paper has nother version. Agregated cites: 14
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2008The daily and policy-relevant liquidity effects In: Working Paper Series.
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paper6
2007The daily and policy-relevant liquidity effects.(2007) In: Working Papers.
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This paper has nother version. Agregated cites: 6
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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article2
2018Predictions of short-term rates and the expectations hypothesis In: International Journal of Forecasting.
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article11
2010Predictions of short-term rates and the expectations hypothesis.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 11
paper
2001The Federal Reserves operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect In: Journal of Banking & Finance.
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article21
1998The Federal Reserves operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect.(1998) In: Working Papers.
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This paper has nother version. Agregated cites: 21
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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This paper has nother version. Agregated cites: 6
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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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article25
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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article15
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 nother version. Agregated cites: 15
paper
1984Discount rate changes and the foreign exchange market In: Journal of International Money and Finance.
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article10
1983Discount rate changes and the foreign exchange market.(1983) In: Working Papers.
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This paper has nother version. Agregated cites: 10
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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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article0
2013The effect of underreporting on LIBOR rates In: Journal of Macroeconomics.
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article19
2013The effect of underreporting on LIBOR rates.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 19
paper
2014Monetary policy: Why money matters (and interest rates don’t) In: Journal of Macroeconomics.
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article27
2008Monetary policy: why money matters and interest rates dont.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 27
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2012Monetary policy: why money matters, and interest rates don’t.(2012) In: Working Papers.
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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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article8
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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article1
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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This paper has nother version. Agregated cites: 1
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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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article0
1985Monetary anticipations and the demand for money: Reply to MacKinnon and Milbourne In: Journal of Monetary Economics.
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article9
2014Has QE been effective? In: Economic Synopses.
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article3
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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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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article3
2009The case for \\inflation first\\ monetary policy In: Economic Synopses.
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2010Monetizing the debt In: Economic Synopses.
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1984Monetizing the debt.(1984) In: Review.
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This paper has nother version. Agregated cites: 6
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2010Which comes first: inflation or the FOMCs funds rate target? In: Economic Synopses.
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2010Can the FOMC increase the funds rate without reducing reserves? In: Economic Synopses.
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2010Would QE2 have a significant effect on economic growth, employment, or inflation? In: Economic Synopses.
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article3
2010The downside of quantitative easing In: Economic Synopses.
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2010Monetary policy and longer-term rates: an opportunity for greater transparency In: Economic Synopses.
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2011What does the change in the FOMCs statement of objectives mean? In: Economic Synopses.
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2011Core versus headline inflation: an opportunity for greater transparency In: Economic Synopses.
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2011Core versus headline inflation again In: Economic Synopses.
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2011Is the FOMC’s policy inflating asset prices? In: Economic Synopses.
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2011The federal debt: too little revenue or too much spending In: Economic Synopses.
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2011The federal debt: what’s the source of the increase in spending? In: Economic Synopses.
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2011Tax rates and revenue since the 1970s In: Economic Synopses.
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2011The FOMC’s interest rate policy: how long is the long run? In: Economic Synopses.
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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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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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2012A proposal for improving forward guidance In: Economic Synopses.
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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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2013Does the economy need more spending now? In: Economic Synopses.
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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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1999The funds rate target and interest rates In: Monetary Trends.
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2000The golden dollar: the early evidence In: Monetary Trends.
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2000An experiment is underway In: Monetary Trends.
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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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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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2004The FOMCs considerable period In: Monetary Trends.
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2004Making monetary policy more transparent In: Monetary Trends.
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2005The monetary policy transmission mechanism? In: Monetary Trends.
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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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2006\Measured pace\ in the conduct of monetary policy In: Monetary Trends.
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2007The federal funds and long-term rates In: Monetary Trends.
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2007Subprime side effects in the federal funds market In: Monetary Trends.
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2007Measure for measure: headline versus core inflation In: Monetary Trends.
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2009Is there less agreement about inflation? In: Monetary Trends.
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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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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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This paper has nother version. Agregated cites: 0
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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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article14
2015How Effective Is Central Bank Forward Guidance? In: Review.
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article79
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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2022Further Evidence on Greenspan’s Conundrum In: Review.
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article0
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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article8
1982Simple analytics of the money supply process and monetary control In: Review.
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article3
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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article16
1983The FOMC in 1982: de-emphasizing M1 In: Review.
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article1
1983M1 or M2: which is the better monetary target? In: Review.
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article2
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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article0
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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article2
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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article6
1986The monetary-fiscal policy debate and the Andersen-Jordan equation In: Review.
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article3
1987Solving the 1980s velocity puzzle: a progress report In: Review.
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article8
1988The borrowed-reserves operating procedures: theory and evidence In: Review.
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article21
1988The effect of monetary policy on short-term interest rates In: Review.
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article5
1988The macroeconomic effects of deficit spending: a review In: Review.
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article2
1989Tests of covered interest rate parity In: Review.
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article5
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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article4
1991The multiplier approach to the money supply process: a precautionary note In: Review.
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article13
1991A primer on cointegration with an application to money and income In: Review.
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1994A Primer on Cointegration with an Application to Money and Income.(1994) In: Palgrave Macmillan Books.
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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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article4
1992An extended series of divisia monetary aggregates In: Review.
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article30
1994Financial innovation, deregulation and the \\credit view\\ of monetary policy In: Review.
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article10
1995Is there a case for \\moderate\\ inflation? In: Review.
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article2
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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article28
1998Tests of the markets reaction to federal funds rate target changes In: Review.
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article36
2000Money in a theory of exchange In: Review.
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article5
2000A history of the asymmetric policy directive In: Review.
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article17
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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article6
2002Market anticipations of monetary policy actions In: Review.
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article78
2002The FOMCs balance-of-risks statement and market expectations of policy actions In: Review.
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article9
2004The efficient market hypothesis and identification in structural VARs In: Review.
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article7
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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This paper has nother version. Agregated cites: 16
paper
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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article2
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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article9
2009The Fed, liquidity, and credit allocation In: Review.
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article8
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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This paper has nother version. Agregated cites: 11
paper
2012How good are the government’s deficit and debt projections and should we care? In: Review.
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article9
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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article10
2012The dual mandate: has the Fed changed its objective? In: Review.
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article4
2012The U.S. deficit/debt problem: a longer-run perspective In: Review.
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article0
1983The appropriate autocorrelation transformation when the autocorrelation process has a finite past In: Working Papers.
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paper0
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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paper0
1983The appropriate interest rate and scale variable in money demand: results from non-nested tests In: Working Papers.
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paper0
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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paper0
1984Lag length selection and Granger causality In: Working Papers.
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paper4
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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paper0
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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paper2
1986Price Expectations and the Demand for Money: A Comment..(1986) In: The Review of Economics and Statistics.
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article
1984What do Almons endpoint constraints constrain? In: Working Papers.
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paper0
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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paper1
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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paper7
1994Why Do T-Bill Rates React to Discount Rate Changes?.(1994) In: Journal of Money, Credit and Banking.
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article
1994Asymmetry in the prime rate and firms preference for internal finance In: Working Papers.
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paper3
1996The information content of discount rate announcements: whats behind the announcement effect? In: Working Papers.
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paper7
1996Discount rate policies of five Federal Reserve Chairmen In: Working Papers.
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paper1
1996Identifying the liquidity effect: the case of nonborrowed reserves In: Working Papers.
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paper2
1997Do bank loan rates exhibit a countercyclical mark-up? In: Working Papers.
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paper10
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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This paper has nother 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.
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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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paper1
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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paper15
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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paper8
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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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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paper2
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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paper3
2013An 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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2000The expectations theory and the founding of the fed: another look at the evidence In: Research Memorandum.
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