20
H index
41
i10 index
1737
Citations
Daniel Thornton : Citation Profile
| RESEARCH PRODUCTION: 167 Articles 79 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 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 |
| 2024 | 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 |
| 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 |
| 2023 | Central bank communication by ??? The economics of public policy leaks. (2023). Ehrmann, Michael ; Rieder, Kilian ; Gnan, Phillipp. In: Working Paper Series. RePEc:ecb:ecbwps:20232846. Full description at Econpapers || Download paper |
| 2023 | US monetary policy spillovers to European banks. (2023). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232876. Full description at Econpapers || Download paper |
| 2024 | Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Peng, Hongjuan ; Tang, Pan ; Zhang, Ditian ; Zhuang, Yangyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870. Full description at Econpapers || Download paper |
| 2023 | Are bond returns predictable with real-time macro data?. (2023). Li, Kunpeng ; Jiang, Fuwei ; Huang, Dashan ; Zhou, Guofu ; Tong, Guoshi. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001161. Full description at Econpapers || Download paper |
| 2023 | A 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. Full description at Econpapers || Download paper |
| 2024 | Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335. 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 | Commodity 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. 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 |
| 2023 | Risk Management in Monetary Policymaking: The 1994-95 Fed Tightening Episode. (2023). Kliesen, Kevin. In: Working Papers. RePEc:fip:fedlwp:97435. Full description at Econpapers || Download paper |
| 2023 | Relations 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. 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 |
| 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 |
| 2024 | Quantifying sovereign risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: IREA Working Papers. RePEc:ira:wpaper:202403. Full description at Econpapers || Download paper |
| 2024 | Social media disclosure and reputational damage. (2024). Parbonetti, Antonio ; Redigolo, Giulia ; Zhang, Zhewei ; Huan, Xing. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:4:d:10.1007_s11156-023-01239-z. 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 |
| 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 |
| 2023 | Understanding 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. Full description at Econpapers || Download paper |
| 2024 | Particularitǎţi ale evoluţiei variabilelor financiare. (2016). Stefanescu, Razvan ; Dumitriu, Ramona. In: MPRA Paper. RePEc:pra:mprapa:73481. 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 |
| 2023 | Loss aversion or hand-to-mouth behaviour in private consumption models. (2023). Patel, Arvind ; Kumar, Nikeel Nishkar ; Nandani, Shayal ; Prasad, Navneel Shalendra. In: New Zealand Economic Papers. RePEc:taf:nzecpp:v:57:y:2023:i:3:p:247-259. 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 |
| 2024 | 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 | The 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. Full description at Econpapers || Download paper |
| 2024 | . 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 |
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 | 17 |
| 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 nother version. Agregated cites: 17 | 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 nother version. Agregated cites: 17 | 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 nother 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 nother version. Agregated cites: 1 | paper | |
| 2019 | Resolving the unbiasedness and forward premium puzzles In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 9 |
| 2007 | Resolving the unbiasedness and forward premium puzzles.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | 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 | 86 |
| 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 nother version. Agregated cites: 86 | 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 nother version. Agregated cites: 86 | 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 nother version. Agregated cites: 26 | paper | |
| 2004 | Federal funds rate prediction.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2005 | Federal Funds Rate Prediction..(2005) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother 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 | 69 |
| 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 nother version. Agregated cites: 69 | 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 nother version. Agregated cites: 69 | 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 | 62 |
| 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 nother version. Agregated cites: 62 | 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 nother version. Agregated cites: 62 | 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 | 15 |
| 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 nother version. Agregated cites: 15 | paper | |
| 2008 | The daily and policy-relevant liquidity effects In: Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2007 | The daily and policy-relevant liquidity effects.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | 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 nother 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 | 21 |
| 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 nother version. Agregated cites: 21 | 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 nother 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 nother 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 nother 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 | 20 |
| 2013 | The effect of underreporting on LIBOR rates.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2014 | Monetary policy: Why money matters (and interest rates don’t) In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 28 |
| 2008 | Monetary policy: why money matters and interest rates dont.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2012 | Monetary policy: why money matters, and interest rates don’t.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | 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 | 1 |
| 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 nother 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 nother 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 | 4 |
| 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 | 2 |
| 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 nother 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 nother 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 | 80 |
| 2012 | How effective is central bank forward guidance?.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
| 2014 | How Effective Is Central Bank Forward Guidance?.(2014) In: Working Papers CASMEF. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
| 2012 | How Effective Is Central Bank Forward Guidance?.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
| 2022 | Further Evidence on Greenspan’s Conundrum In: Review. [Full Text][Citation analysis] | article | 1 |
| 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 | 17 |
| 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 | 179 |
| 1994 | A Primer on Cointegration with an Application to Money and Income.(1994) In: Palgrave Macmillan Books. [Citation analysis] This paper has nother version. Agregated cites: 179 | 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 | 3 |
| 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 nother version. Agregated cites: 3 | 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 |
| 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 | 143 |
| 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: The Review of Financial Studies. [Full Text][Citation analysis] | article | 89 |
| 2021 | The financial crisis: what caused it and when and why it ended In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 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. Last updated November, 3 2024. Contact: CitEc Team