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Volumn 111, Issue 4, 1996, Pages 1182-1209

Monetary policy shifts and long-term interest rates

(1)  Fuhrer, Jeffrey C a  

a NONE

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0039120731     PISSN: 00335533     EISSN: None     Source Type: Journal    
DOI: 10.2307/2946712     Document Type: Article
Times cited : (70)

References (20)
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  • 2
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  • 3
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    • Yield spreads and interest rate movements: A bird's eye view
    • Campbell, John Y., and Robert J. Shiller, "Yield Spreads and Interest Rate Movements: A Bird's Eye View," Review of Economic Studies, LVII (1991), 495-514.
    • (1991) Review of Economic Studies , vol.57 , pp. 495-514
    • Campbell, J.Y.1    Shiller, R.J.2
  • 4
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    • The rational expectations hypothesis of the term structure, monetary policy, and time-varying term premia
    • Winter
    • Dotsey, Michael, and Christopher Otrok, "The Rational Expectations Hypothesis of the Term Structure, Monetary Policy, and Time-Varying Term Premia," Federal Reserve Bank of Richmond Economic Quarterly, LXXXI/1 (Winter 1995), 65-81.
    • (1995) Federal Reserve Bank of Richmond Economic Quarterly , vol.81 , Issue.1 , pp. 65-81
    • Dotsey, M.1    Otrok, C.2
  • 5
    • 38249016050 scopus 로고
    • Changes in regime and the term structure: A note
    • Driffil, John, "Changes in Regime and the Term Structure: A Note," Journal of Economic Dynamics and Control, XVI (1992), 165-73.
    • (1992) Journal of Economic Dynamics and Control , vol.16 , pp. 165-173
    • Driffil, J.1
  • 6
    • 0001180692 scopus 로고
    • Monetary policy trade-offs and the correlation between nominal interest rates and real output
    • Fuhrer, Jeffrey C., and George R. Moore, "Monetary Policy Trade-offs and the Correlation between Nominal Interest Rates and Real Output," American Economic Review, LXXXV (1995), 219-39.
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    • Fuhrer, J.C.1    Moore, G.R.2
  • 8
    • 0000909365 scopus 로고
    • Rational expectations econometric analysis of changes in regime: An investigation of the term structure of interest rates
    • Hamilton, James, "Rational Expectations Econometric Analysis of Changes in Regime: An Investigation of the Term Structure of Interest Rates," Journal of Economic Dynamics and Control, XII (1988), 385-423.
    • (1988) Journal of Economic Dynamics and Control , vol.12 , pp. 385-423
    • Hamilton, J.1
  • 9
    • 2342456208 scopus 로고
    • Impact of discount policy procedures on reserve targeting
    • Washington, DC: Board of Governors of the Federal Reserve System
    • Keir, Peter, "Impact of Discount Policy Procedures on Reserve Targeting," in New Monetary Control Procedures (Washington, DC: Board of Governors of the Federal Reserve System, 1981).
    • (1981) New Monetary Control Procedures
    • Keir, P.1
  • 11
    • 0002831073 scopus 로고
    • The term structure of interest rates revisited
    • Mankiw, N. Gregory, "The Term Structure of Interest Rates Revisited," Brookings Papers on Economic Activity (1986), 61-110.
    • (1986) Brookings Papers on Economic Activity , pp. 61-110
    • Mankiw, N.G.1
  • 12
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    • The changing behavior of the term structure of interest rates
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    • Mankiw, N. Gregory, and Jeffrey A. Miron, "The Changing Behavior of the Term Structure of Interest Rates," Quarterly Journal of Economics, CI (May 1986), 211-28.
    • (1986) Quarterly Journal of Economics , vol.101 , pp. 211-228
    • Mankiw, N.G.1    Miron, J.A.2
  • 15
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    • The great crash, the oil price shock and the unit root hypothesis
    • Perron, Pierre, "The Great Crash, the Oil Price Shock and the Unit Root Hypothesis," Econometrica, LVII (1989), 1361-1401.
    • (1989) Econometrica , vol.57 , pp. 1361-1401
    • Perron, P.1
  • 16
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    • Federal reserve interest rate targeting, rational expectations, and the term structure
    • Federal Reserve Bank of San Francisco Working Paper, February
    • Rudebusch, Glenn D., "Federal Reserve Interest Rate Targeting, Rational Expectations, and the Term Structure," Federal Reserve Bank of San Francisco Working Paper, February 1995, Journal of Monetary Economics.
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  • 17
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  • 19
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    • Stock, James H., "Confidence Intervals for the Largest Autoregressive Root in U. S. Macroeconomic Time Series," Journal of Monetary Economics XXVII (1991), 435-59.
    • (1991) Journal of Monetary Economics , vol.27 , pp. 435-459
    • Stock, J.H.1


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