19
H index
41
i10 index
1707
Citations
Daniel Thornton : Citation Profile
Federal Reserve Bank of St. Louis (50% share) | RESEARCH PRODUCTION: 167 Articles 79 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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42 years (1980 - 2022). 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:
| Cites to:
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Main data
Where Daniel Thornton has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Federal Reserve Bank of St. Louis | 66 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 4 |
| Working Paper Series / European Central Bank | 2 |
Recent works citing Daniel Thornton (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2022 | THE RELATION BETWEEN INNOVATIVE POLICY INSTRUMENTS AND SMES RESILIENCE: CONCEPTUAL ANALYSIS. (2022). Ez-Zarzari, Zakaria ; Chati, Adam ; Cheikh, Mohsine Ait ; Msady, Adil. In: Eastern European Journal for Regional Studies (EEJRS). RePEc:aem:journl:v:8:y:2022:i:2:p:50-67. Full description at Econpapers || Download paper |
| 2023 | Oil 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. Full description at Econpapers || Download paper |
| 2023 | Efficiently 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. Full description at Econpapers || Download paper |
| 2023 | Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644. Full description at Econpapers || Download paper |
| 2022 | Monetary policy expectation errors. (2022). Schrimpf, Andreas ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:996. Full description at Econpapers || Download paper |
| 2022 | Is the ECB’s conventional monetary policy state?dependent? An event study approach. (2022). Perdichizzi, Salvatore ; Torluccio, Giuseppe ; Cotugno, Matteo. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:2:p:213-236. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2022 | Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment. (2022). Coenen, Günter ; On, Taskforce. In: Occasional Paper Series. RePEc:ecb:ecbops:2022290. Full description at Econpapers || Download paper |
| 2022 | Can central bank communication effectively guide the monetary policy expectation of the public?. (2022). Zhao, Fanqing ; Tan, Shuying ; Min, Min ; Liu, Liya. In: China Economic Review. RePEc:eee:chieco:v:75:y:2022:i:c:s1043951x22000918. Full description at Econpapers || Download paper |
| 2022 | Time to build and bond risk premia. (2022). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188921000154. Full description at Econpapers || Download paper |
| 2022 | Real-time Bayesian learning and bond return predictability. (2022). Li, Junye ; Fulop, Andras ; Wan, Runqing. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:114-130. Full description at Econpapers || Download paper |
| 2022 | What drives portfolio capital inflows into emerging market economies? The role of the Feds and ECBs balance sheet policies. (2022). Uk, Piotr ; Ledochowski, Micha. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014121000893. Full description at Econpapers || Download paper |
| 2022 | Monetary policy surprises and interest rates under Chinas evolving monetary policy framework. (2022). Ho, Chun-Yu ; Fu, Liang. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000127. Full description at Econpapers || Download paper |
| 2022 | Forecasting crude oil prices with shrinkage methods: Can nonconvex penalty and Huber loss help?. (2022). Zhang, Yue-Jun ; Xing, Li-Min. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001852. Full description at Econpapers || Download paper |
| 2022 | What drives cross-market correlations during the United States Q.E.?. (2022). Vo, Xuan Vinh ; Do, Hung Xuan ; Brooks, Robert ; Yip, Pick Schen. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002721. Full description at Econpapers || Download paper |
| 2022 | Stock return predictability in China: Power of oil price trend. (2022). Zhang, Qunzi ; Cao, Zhen. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005006. Full description at Econpapers || Download paper |
| 2022 | Disaster risk matters in the bond market. (2022). Zhu, Xiaoneng ; Ying, Chengwei ; Su, Hao. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612322000800. Full description at Econpapers || Download paper |
| 2022 | The visible hand: benchmarks, regulation, and liquidity. (2022). Steffen, Tom ; Mollica, Vito ; Ibikunle, Gbenga ; Aquilina, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:61:y:2022:i:c:s1386418122000271. Full description at Econpapers || Download paper |
| 2022 | The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system. (2022). Wang, Ling. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000750. Full description at Econpapers || Download paper |
| 2022 | On the international co-movement of natural interest rates. (2022). Agnello, Luca ; Castro, Vitor ; Sousa, Ricardo M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000889. Full description at Econpapers || Download paper |
| 2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph |
| 2022 | Forecasting European carbon returns using dimension reduction techniques: Commodity versus financial fundamentals. (2022). Wang, Xinyu ; Vivian, Andrew ; Sirichand, Kavita ; Tan, Xueping. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:944-969. Full description at Econpapers || Download paper |
| 2022 | Monetary policy expectation errors. (2022). , Sigurd ; Schrimpf, Andreas ; Schmeling, Maik. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:841-858. Full description at Econpapers || Download paper |
| 2022 | How persistent are unconventional monetary policy effects?. (2022). Neely, Christopher. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000560. Full description at Econpapers || Download paper |
| 2022 | The Bank of Korea watch. (2022). Ho, Kyu ; Kim, Hyerim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000717. Full description at Econpapers || Download paper |
| 2022 | The Fed and the stock market: A tale of sentiment states. (2022). Kontonikas, Alexandros ; Hung, Chi-Hsiou D ; Guo, Haifeng. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001103. Full description at Econpapers || Download paper |
| 2023 | Inflation, 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. Full description at Econpapers || Download paper |
| 2023 | Mortgage 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. Full description at Econpapers || Download paper |
| 2022 | How Effective Are Macroprudential Policy Instruments? Evidence from Turkey. (2022). Ogus Binatli, Ayla ; Ou, Ayla ; Elik, Mahmut. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:4:p:76-:d:778687. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2023 | Analysis 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. Full description at Econpapers || Download paper |
| 2022 | How the Phillips Curve Shaped Full Employment Policy in the 1970s: The Debates on the Humphrey-Hawkins Act. (2022). Goutsmedt, Aurelien. In: Post-Print. RePEc:hal:journl:hal-03878346. Full description at Econpapers || Download paper |
| 2022 | The Efficiency of the Government’s Revenue Projections. (2022). Yamamoto, Yohei ; Iizuka, Nobuo ; Arai, Natsuki. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-122. Full description at Econpapers || Download paper |
| 2023 | Machine-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. Full description at Econpapers || Download paper |
| 2022 | Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets.. (2022). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:202217. Full description at Econpapers || Download paper |
| 2022 | Forward Interest Rates as Predictors of Future US Spot Rates Before and After the 2008 Financial Crisis. (2022). Wickens, Michael. In: Open Economies Review. RePEc:kap:openec:v:33:y:2022:i:3:d:10.1007_s11079-021-09637-3. Full description at Econpapers || Download paper |
| 2023 | Does scientific research output matter for Portugal’s economic growth?. (2023). Teixeira, Aurora ; Pinto, Tnia. In: GEE Papers. RePEc:mde:wpaper:0174. Full description at Econpapers || Download paper |
| 2022 | The place of the Phillips curve in macroeconometric models: The case of the first Federal Reserve Boards model (1966-1980s). (2022). Rancan, Antonella. In: Economics & Statistics Discussion Papers. RePEc:mol:ecsdps:esdp22080. Full description at Econpapers || Download paper |
| 2022 | A compromise between formalism and realism as a way to influence economic policy. (2022). Bakeev, M. In: Journal of the New Economic Association. RePEc:nea:journl:y:2022:i:57:p:113-125. Full description at Econpapers || Download paper |
| 2023 | Safe 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.. Full description at Econpapers || Download paper |
| 2022 | Connectedness of money market instruments: A time-varying vector autoregression approach. (2022). Muchimba, Lilian. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2022-07. Full description at Econpapers || Download paper |
| 2022 | The bond market impact of the South African Reserve Bank bond purchase programme. (2022). Steenkamp, Daan ; van Jaarsveld, Rossouw ; van Vuuren, Henk Janse ; Havemann, Roy. In: Working Papers. RePEc:rbz:wpaper:11024. Full description at Econpapers || Download paper |
| 2023 | Asset 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Size 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2022 | Short-term and long-term interest rate spread’s dynamics to risk and the yield curve. (2022). Rahman, Wasiqur M ; Ahmed, Haydory Akbar. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:10:d:10.1007_s43546-022-00336-w. Full description at Econpapers || Download paper |
| 2022 | Interest rate sensitivity of demand for money and effectiveness of monetary policy: fresh evidence from combined cointegration test and ARDL approach. (2022). Matuka, Adelajda ; Hussain, Rafiq ; Adil, Masudul Hasan. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:7:d:10.1007_s43546-022-00249-8. Full description at Econpapers || Download paper |
| 2022 | Money demand under a fixed exchange rate regime: the case of Saudi Arabia. (2022). Alfawzan, Ziyadh ; Alsayaary, Salah S ; al Rasasi, Moayad H ; Hasanov, Fakhri J. In: Journal of Applied Economics. RePEc:taf:recsxx:v:25:y:2022:i:1:p:385-411. Full description at Econpapers || Download paper |
| 2022 | Optimal Monetary Policy in Production Networks. (2022). Salehi, Alireza Tahbaz ; TahbazSalehi, Alireza ; La, Jennifer. In: Econometrica. RePEc:wly:emetrp:v:90:y:2022:i:3:p:1295-1336. Full description at Econpapers || Download paper |
| 2023 | THE 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. Full description at Econpapers || Download paper |
| 2022 | On the transmission mechanism of Asia?Pacific yield curve characteristics. (2022). GUPTA, RANGAN ; Gabauer, David ; Subramaniam, Sowmya. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:473-488. Full description at Econpapers || Download paper |
| 2023 | Do 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. Full description at Econpapers || Download paper |
| 2023 | Predictive 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. Full description at Econpapers || Download paper |
| 2022 | How Much Information Do Monetary Policy Committees Disclose? Evidence from the FOMCs Minutes and Transcripts. (2022). Hull, Isaiah ; Grimaldi, Marianna Blix ; Apel, Mikael. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:5:p:1459-1490. Full description at Econpapers || Download paper |
| 2022 | What Did Homeowners Do with Home Equity Borrowing? Contemporaneous and Long?Term Effects. (2022). Guo, Sheng. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:8:p:2445-2475. Full description at Econpapers || Download paper |
Works by Daniel Thornton:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | The Phillips Curve and US Monetary Policy: What the FOMC Transcripts Tell Us In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2010 | The 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: 16 | paper | |
| 2012 | The 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: 16 | article | |
| 2003 | Monetary policy transparency: transparent about what? In: Manchester School. [Full Text][Citation analysis] | article | 17 |
| 2003 | Monetary policy transparency: transparent about what?.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2007 | Whats Unique About the Federal Funds Rate? Evidence from a Spectral Perspective* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2002 | Whats 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 | |
| 2019 | Resolving the unbiasedness and forward premium puzzles In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 8 |
| 2007 | Resolving the unbiasedness and forward premium puzzles.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2002 | The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 83 |
| 2003 | The 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: 83 | article | |
| 2002 | The 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: 83 | paper | |
| 2004 | Federal Funds Rate Prediction In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
| 2003 | Federal Funds Rate Prediction.(2003) In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2004 | Federal funds rate prediction.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2005 | Federal Funds Rate Prediction..(2005) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 26 | article | |
| 2005 | The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 68 |
| 2007 | The 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: 68 | article | |
| 2005 | The 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: 68 | paper | |
| 2007 | The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 59 |
| 2008 | The 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: 59 | article | |
| 2007 | The 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: 59 | paper | |
| 2008 | Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates In: Working Paper Series. [Full Text][Citation analysis] | paper | 14 |
| 2005 | Predictions 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: 14 | paper | |
| 2008 | The daily and policy-relevant liquidity effects In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2007 | The daily and policy-relevant liquidity effects.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 1987 | A note on the efficiency of the cochrane-orcutt estimator of the ar(1) regression model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Predictions of short-term rates and the expectations hypothesis In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
| 2010 | Predictions of short-term rates and the expectations hypothesis.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2001 | The Federal Reserves operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 20 |
| 1998 | The 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: 20 | paper | |
| 2004 | A note on the expectations hypothesis at the founding of the Fed In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
| 2003 | A 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 | |
| 2004 | The 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] | article | 25 |
| 2005 | Tests 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] | article | 15 |
| 2004 | Tests 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: 15 | paper | |
| 1984 | Discount rate changes and the foreign exchange market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 10 |
| 1983 | Discount rate changes and the foreign exchange market.(1983) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 1988 | On the informational content of spot and forward exchange rates In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 7 |
| 1989 | The effect of unanticipated money on the money and foreign exchange markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 9 |
| 1980 | The empirical significance of the real balance effect In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2013 | The effect of underreporting on LIBOR rates In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 18 |
| 2013 | The effect of underreporting on LIBOR rates.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2014 | Monetary policy: Why money matters (and interest rates don’t) In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 27 |
| 2008 | Monetary policy: why money matters and interest rates dont.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2012 | Monetary policy: why money matters, and interest rates don’t.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2016 | Guest editors introduction: What monetary policy can and cannot do In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Effectiveness of QE: An assessment of event-study evidence In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 8 |
| 1983 | Money, net wealth, and the real-balance effect In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 1984 | The government budget constraint with endogenous money In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
| 1985 | The Andersen-Jordan equation revisited In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
| 1983 | The Andersen-Jordan equation, revisited.(1983) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1990 | Comments on Modeling money demand in large industrial countries: Buffer stock and error correction approaches In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 0 |
| 1985 | Monetary anticipations and the demand for money: Reply to MacKinnon and Milbourne In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 9 |
| 2014 | Has QE been effective? In: Economic Synopses. [Full Text][Citation analysis] | article | 3 |
| 2014 | Are Virtual “Currencies” Likely to Succeed? In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 2008 | Walter Bagehot, the discount window, and TAF In: Economic Synopses. [Full Text][Citation analysis] | article | 2 |
| 2009 | A perspective on the current recession: its not the \\worst case\\ yet In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 2009 | What the Libor-OIS spread says In: Economic Synopses. [Full Text][Citation analysis] | article | 21 |
| 2009 | The effect of the Fed’s purchase of long-term treasuries on the yield curve In: Economic Synopses. [Full Text][Citation analysis] | article | 3 |
| 2009 | Negating the inflation potential of the Feds lending programs In: Economic Synopses. [Full Text][Citation analysis] | article | 2 |
| 2009 | What caused long-term rates to rise? In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 2009 | Would quantitative easing sooner have tempered the financial crisis and economic recession? In: Economic Synopses. [Full Text][Citation analysis] | article | 2 |
| 2009 | Personal saving and economic growth In: Economic Synopses. [Full Text][Citation analysis] | article | 3 |
| 2009 | The case for \\inflation first\\ monetary policy In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 2010 | Monetizing the debt In: Economic Synopses. [Full Text][Citation analysis] | article | 6 |
| 1984 | Monetizing the debt.(1984) In: Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2010 | Which comes first: inflation or the FOMCs funds rate target? In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 2010 | Can the FOMC increase the funds rate without reducing reserves? In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 2010 | Would QE2 have a significant effect on economic growth, employment, or inflation? In: Economic Synopses. [Full Text][Citation analysis] | article | 3 |
| 2010 | The downside of quantitative easing In: Economic Synopses. [Full Text][Citation analysis] | article | 4 |
| 2010 | Monetary policy and longer-term rates: an opportunity for greater transparency In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 2011 | What does the change in the FOMCs statement of objectives mean? In: Economic Synopses. [Full Text][Citation analysis] | article | 3 |
| 2011 | Core versus headline inflation: an opportunity for greater transparency In: Economic Synopses. [Full Text][Citation analysis] | article | 3 |
| 2011 | Core versus headline inflation again In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 2011 | Is the FOMC’s policy inflating asset prices? In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 2011 | The federal debt: too little revenue or too much spending In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 2011 | The federal debt: what’s the source of the increase in spending? In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 2011 | Tax rates and revenue since the 1970s In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 2011 | The FOMC’s interest rate policy: how long is the long run? In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 2011 | Why is employment growth so low? In: Economic Synopses. [Full Text][Citation analysis] | article | 1 |
| 2011 | Inflation objective and policy credibility: a potential problem for the FOMC In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 2011 | Monetary policy at the zero bound In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 2012 | The efficacy of monetary policy: a tale from two decades In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 2012 | The efficacy of the FOMC’s zero interest rate policy In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 2012 | Verbal guidance and the efficacy of forward guidance In: Economic Synopses. [Full Text][Citation analysis] | article | 1 |
| 2012 | A proposal for improving forward guidance In: Economic Synopses. [Full Text][Citation analysis] | article | 2 |
| 2012 | Quantitative easing and money growth: potential for higher inflation? In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 2013 | Is the FOMC’s unemployment rate threshold a good idea? In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 2013 | A perspective on possible Fed exit strategies In: Economic Synopses. [Full Text][Citation analysis] | article | 2 |
| 2013 | Does the economy need more spending now? In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 2013 | Is nominal GDP targeting a rule policymakers could accept? In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 2013 | Why is output growth so slow? In: Economic Synopses. [Full Text][Citation analysis] | article | 0 |
| 1998 | The importance of an asymmetric directive In: Monetary Trends. [Full Text][Citation analysis] | article | 0 |
| 1999 | Nominal interest rates: less than zero? In: Monetary Trends. [Full Text][Citation analysis] | article | 7 |
| 1999 | The funds rate target and interest rates In: Monetary Trends. [Full Text][Citation analysis] | article | 2 |
| 2000 | The golden dollar: the early evidence In: Monetary Trends. [Full Text][Citation analysis] | article | 0 |
| 2000 | An experiment is underway In: Monetary Trends. [Full Text][Citation analysis] | article | 0 |
| 2001 | What accounts for the reduced frequency of Fed actions? In: Monetary Trends. [Full Text][Citation analysis] | article | 0 |
| 2001 | Interest rate targets abandoned In: Monetary Trends. [Full Text][Citation analysis] | article | 0 |
| 2001 | The codification of an FOMC procedure In: Monetary Trends. [Full Text][Citation analysis] | article | 0 |
| 2001 | The monetary/fiscal policy debate: a controlled experiment In: Monetary Trends. [Full Text][Citation analysis] | article | 0 |
| 2002 | Withering dissents In: Monetary Trends. [Full Text][Citation analysis] | article | 0 |
| 2003 | Alternative policy weapons? In: Monetary Trends. [Full Text][Citation analysis] | article | 0 |
| 2003 | How effective is monetary policy? In: Monetary Trends. [Full Text][Citation analysis] | article | 1 |
| 2003 | Predictability and effectiveness of monetary policy In: Monetary Trends. [Full Text][Citation analysis] | article | 0 |
| 2004 | The FOMCs considerable period In: Monetary Trends. [Full Text][Citation analysis] | article | 1 |
| 2004 | Making monetary policy more transparent In: Monetary Trends. [Full Text][Citation analysis] | article | 0 |
| 2005 | The monetary policy transmission mechanism? In: Monetary Trends. [Full Text][Citation analysis] | article | 0 |
| 2006 | Greenspans unconventional view of the long-run inflation/output trade-off In: Monetary Trends. [Full Text][Citation analysis] | article | 1 |
| 2006 | The Feds inflation objective In: Monetary Trends. [Full Text][Citation analysis] | article | 1 |
| 2006 | \Measured pace\ in the conduct of monetary policy In: Monetary Trends. [Full Text][Citation analysis] | article | 1 |
| 2007 | The federal funds and long-term rates In: Monetary Trends. [Full Text][Citation analysis] | article | 0 |
| 2007 | Subprime side effects in the federal funds market In: Monetary Trends. [Full Text][Citation analysis] | article | 0 |
| 2007 | Measure for measure: headline versus core inflation In: Monetary Trends. [Full Text][Citation analysis] | article | 2 |
| 2009 | Is there less agreement about inflation? In: Monetary Trends. [Full Text][Citation analysis] | article | 0 |
| 2000 | The exceptional 1990s In: National Economic Trends. [Full Text][Citation analysis] | article | 0 |
| 2002 | Does a mild recession imply a weak recovery? In: National Economic Trends. [Full Text][Citation analysis] | article | 0 |
| 2004 | Public officials and job creation In: National Economic Trends. [Full Text][Citation analysis] | article | 0 |
| 2005 | Social security, saving, and wealth accumulation In: National Economic Trends. [Full Text][Citation analysis] | article | 0 |
| 2008 | Housing and the \R\ word In: National Economic Trends. [Full Text][Citation analysis] | article | 0 |
| 1995 | Channels of monetary policy. Proceedings of the Nineteenth Annual Economic Policy Conference held October 20-21, 1994 In: Proceedings. [Citation analysis] | article | 1 |
| 1995 | Channels 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: 1 | article | |
| 1995 | Channels of monetary policy : conference introduction In: Proceedings. [Full Text][Citation analysis] | article | 0 |
| 1995 | Channels of monetary policy : conference introduction.(1995) In: Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2014 | QE: is there a portfolio balance effect? In: Review. [Full Text][Citation analysis] | article | 9 |
| 2014 | Making sense of dissents: a history of FOMC dissents In: Review. [Full Text][Citation analysis] | article | 14 |
| 2015 | How Effective Is Central Bank Forward Guidance? In: Review. [Full Text][Citation analysis] | article | 79 |
| 2012 | How effective is central bank forward guidance?.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 79 | paper | |
| 2014 | How Effective Is Central Bank Forward Guidance?.(2014) In: Working Papers CASMEF. [Full Text][Citation analysis] This paper has another version. Agregated cites: 79 | paper | |
| 2012 | How Effective Is Central Bank Forward Guidance?.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 79 | paper | |
| 2022 | Further Evidence on Greenspan’s Conundrum In: Review. [Full Text][Citation analysis] | article | 0 |
| 1982 | The FOMC in 1981: monetary control in a changing financial environment In: Review. [Full Text][Citation analysis] | article | 0 |
| 1982 | The discount rate and market interest rates: whats the connection? In: Review. [Full Text][Citation analysis] | article | 8 |
| 1982 | Simple analytics of the money supply process and monetary control In: Review. [Full Text][Citation analysis] | article | 3 |
| 1983 | Polynomial distributed lags and the estimation of the St. Louis equation In: Review. [Full Text][Citation analysis] | article | 11 |
| 1983 | Why does velocity matter? In: Review. [Full Text][Citation analysis] | article | 16 |
| 1983 | The FOMC in 1982: de-emphasizing M1 In: Review. [Full Text][Citation analysis] | article | 1 |
| 1983 | M1 or M2: which is the better monetary target? In: Review. [Full Text][Citation analysis] | article | 2 |
| 1983 | Lagged and contemporaneous reserve accounting: an alternative view In: Review. [Full Text][Citation analysis] | article | 0 |
| 1984 | How robust are the policy conclusions of the St. Louis equation?: some further evidence In: Review. [Full Text][Citation analysis] | article | 5 |
| 1984 | An early look at the volatility of money and interest rates under CRR In: Review. [Full Text][Citation analysis] | article | 0 |
| 1985 | The discount rate, interest rates and foreign exchange rates: an analysis with daily data In: Review. [Full Text][Citation analysis] | article | 5 |
| 1985 | Are weighted monetary aggregates better than simple-sum M1? In: Review. [Full Text][Citation analysis] | article | 2 |
| 1985 | Money demand dynamics: some new evidence In: Review. [Full Text][Citation analysis] | article | 4 |
| 1986 | The cost of checkable deposits in the United States In: Review. [Full Text][Citation analysis] | article | 3 |
| 1986 | The discount rate and market interest rates: theory and evidence In: Review. [Full Text][Citation analysis] | article | 6 |
| 1986 | The monetary-fiscal policy debate and the Andersen-Jordan equation In: Review. [Full Text][Citation analysis] | article | 3 |
| 1987 | Solving the 1980s velocity puzzle: a progress report In: Review. [Full Text][Citation analysis] | article | 8 |
| 1988 | The borrowed-reserves operating procedures: theory and evidence In: Review. [Full Text][Citation analysis] | article | 21 |
| 1988 | The effect of monetary policy on short-term interest rates In: Review. [Full Text][Citation analysis] | article | 5 |
| 1988 | The macroeconomic effects of deficit spending: a review In: Review. [Full Text][Citation analysis] | article | 2 |
| 1989 | Tests of covered interest rate parity In: Review. [Full Text][Citation analysis] | article | 5 |
| 1989 | The link between M1 and the monetary base in the 198Os In: Review. [Full Text][Citation analysis] | article | 3 |
| 1990 | Do government deficits matter? In: Review. [Full Text][Citation analysis] | article | 4 |
| 1991 | The multiplier approach to the money supply process: a precautionary note In: Review. [Full Text][Citation analysis] | article | 13 |
| 1991 | A primer on cointegration with an application to money and income In: Review. [Full Text][Citation analysis] | article | 178 |
| 1994 | A Primer on Cointegration with an Application to Money and Income.(1994) In: Palgrave Macmillan Books. [Citation analysis] This paper has another version. Agregated cites: 178 | chapter | |
| 1991 | Alternative measures of the monetary base: what are the differences and are they important? In: Review. [Full Text][Citation analysis] | article | 5 |
| 1992 | Targeting M2: the issue of monetary control In: Review. [Full Text][Citation analysis] | article | 4 |
| 1992 | An extended series of divisia monetary aggregates In: Review. [Full Text][Citation analysis] | article | 30 |
| 1994 | Financial innovation, deregulation and the \\credit view\\ of monetary policy In: Review. [Full Text][Citation analysis] | article | 10 |
| 1995 | Is there a case for \\moderate\\ inflation? In: Review. [Full Text][Citation analysis] | article | 2 |
| 1996 | The costs and benefits of price stability: an assessment of Howitts rule In: Review. [Full Text][Citation analysis] | article | 14 |
| 1996 | Does the Feds new policy of immediate disclosure affect the market? In: Review. [Full Text][Citation analysis] | article | 14 |
| 1997 | Using federal funds futures rates to predict Federal Reserve actions In: Review. [Full Text][Citation analysis] | article | 28 |
| 1998 | Tests of the markets reaction to federal funds rate target changes In: Review. [Full Text][Citation analysis] | article | 36 |
| 2000 | Money in a theory of exchange In: Review. [Full Text][Citation analysis] | article | 5 |
| 2000 | A history of the asymmetric policy directive In: Review. [Full Text][Citation analysis] | article | 17 |
| 2001 | Identifying the liquidity effect at the daily frequency In: Review. [Full Text][Citation analysis] | article | 16 |
| 2001 | The expected federal budget surplus: how much confidence should the public and policymakers place in the projections? In: Review. [Full Text][Citation analysis] | article | 6 |
| 2002 | Market anticipations of monetary policy actions In: Review. [Full Text][Citation analysis] | article | 78 |
| 2002 | The FOMCs balance-of-risks statement and market expectations of policy actions In: Review. [Full Text][Citation analysis] | article | 9 |
| 2004 | The efficient market hypothesis and identification in structural VARs In: Review. [Full Text][Citation analysis] | article | 7 |
| 2003 | The 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 | |
| 2004 | Testing the expectations hypothesis: some new evidence for Japan In: Review. [Full Text][Citation analysis] | article | 16 |
| 2003 | Testing the expectations hypothesis: some new evidence for Japan.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2004 | Testing 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: 16 | article | |
| 2007 | The lower and upper bounds of the Federal Open Market Committees long-run inflation objective In: Review. [Full Text][Citation analysis] | article | 2 |
| 2007 | Open market operations and the federal funds rate In: Review. [Full Text][Citation analysis] | article | 7 |
| 2005 | Open market operations and the federal funds rate.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2008 | A primer on the mortgage market and mortgage finance In: Review. [Full Text][Citation analysis] | article | 9 |
| 2009 | The Fed, liquidity, and credit allocation In: Review. [Full Text][Citation analysis] | article | 8 |
| 2010 | The relationship between the daily and policy-relevant liquidity effects In: Review. [Full Text][Citation analysis] | article | 2 |
| 2011 | The effectiveness of unconventional monetary policy: the term auction facility In: Review. [Full Text][Citation analysis] | article | 11 |
| 2010 | The effectiveness of unconventional monetary policy: the term auction facility.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2012 | How good are the government’s deficit and debt projections and should we care? In: Review. [Full Text][Citation analysis] | article | 9 |
| 2012 | How 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] | article | 10 |
| 2012 | The dual mandate: has the Fed changed its objective? In: Review. [Full Text][Citation analysis] | article | 4 |
| 2012 | The U.S. deficit/debt problem: a longer-run perspective In: Review. [Full Text][Citation analysis] | article | 0 |
| 1983 | The appropriate autocorrelation transformation when the autocorrelation process has a finite past In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1982 | The budget constraint, endogenous money and the relative importance of fiscal policy under alternative financing schemes In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1983 | Endpoint constraints and the St. Louis equation: a clarification In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1983 | The appropriate interest rate and scale variable in money demand: results from non-nested tests In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1983 | Lag-length selection criteria: empirical results from the St. Louis equation In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1983 | Complete results for lag length selection In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1983 | The real-balance effect with resource-using money: a capital-theoretic interpretation In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1984 | Lag length selection and Granger causality In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 1984 | A 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] | paper | 0 |
| 1984 | On the treatment of the weighted initial observation in the AR(1) regression model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1984 | Price expectations and the demand for money: a comment In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1986 | Price 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 | |
| 1984 | What do Almons endpoint constraints constrain? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1984 | Tests of price sluggishness in the U.K. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1985 | Weighted monetary aggregates as intermediate targets In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1987 | Unanticipated money and the anticipated liquidity effect: some further evidence In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1988 | Why do market interest rates respond to money announcements? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1988 | Should consumer expenditures be the scale variable in empirical money demand equations? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1992 | The markets reaction to discount changes: whats behind the announcement effect? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1992 | Why do T-bill rates react to discount rate changes? In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 1994 | Why 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: 7 | article | |
| 1994 | Asymmetry in the prime rate and firms preference for internal finance In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 1996 | The information content of discount rate announcements: whats behind the announcement effect? In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 1996 | Discount rate policies of five Federal Reserve Chairmen In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1996 | Identifying the liquidity effect: the case of nonborrowed reserves In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1997 | Do bank loan rates exhibit a countercyclical mark-up? In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 1998 | Lifting the veil of secrecy from monetary policy: evidence from the Feds early discount rate policy In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2000 | Lifting 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 | |
| 2000 | The 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] | paper | 4 |
| 2000 | The 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: 4 | paper | |
| 2003 | Forecasting the Treasurys balance at the Fed In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Forecasting the Treasurys balance at the Fed.(2004) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2004 | Tests of the expectations hypothesis: resolving the Campbell-Shiller paradox In: Working Papers. [Full Text][Citation analysis] | paper | 25 |
| 2006 | Tests 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: 25 | article | |
| 2004 | A dynamic factor analysis of the response of U. S. interest rates to news In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2004 | A 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: 4 | paper | |
| 2005 | When did the FOMC begin targeting the federal funds rate? what the verbatim transcripts tell us In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2005 | A new federal funds rate target series: September 27, 1982, - December 31, 1993 In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2006 | The daily liquidity effect In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2008 | The unusual behavior of the federal funds and 10-year Treasury rates: a conundrum or Goodhart’s Law? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Resolving the unbiasedness puzzle in the foreign exchange market In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Revisiting the predictability of bond risk premia In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | The 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] | paper | 28 |
| 2014 | The 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: 28 | article | |
| 2009 | How 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] | paper | 0 |
| 2010 | Predicting bond excess returns with forward rates: an asset-allocation perspective In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Evidence on the portfolio balance channel of quantitative easing In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2012 | Greenspan’s conundrum and the Fed’s ability to affect long-term yields In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Greenspans 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 | |
| 2012 | The Federal Reserve’s response to the financial crisis: what it did and what it should have done In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | An 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] | paper | 2 |
| 2016 | Understanding the Predictability of Excess Returns In: Credit and Capital Markets. [Citation analysis] | article | 0 |
| 1985 | Lag-Length Selection and Tests of Granger Causality between Money and Income. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 140 |
| 1995 | The Information Content of the Federal Funds Rate: Is It Unique? In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 8 |
| 2012 | Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective In: Review of Financial Studies. [Full Text][Citation analysis] | article | 85 |
| 1982 | Maximum 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] | article | 3 |
| 2000 | The expectations theory and the founding of the fed: another look at the evidence In: Research Memorandum. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team