The Fed and Interest Rates - A High-frequency Identification

American Economic Review

Volumn 92, Issue 2, 2002, Pages 90-95

  Cochrane, John H ^a   Piazzesi, Monika ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0041417748     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/000282802320189069     Document Type: Article

References (7)

1. Christiano, Lawrence; Eichenbaum, Martin and Evans, Charles. "The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds." Review of Economics and Statistics, February 1996, 78(1), pp. 16-34.
2. Clarida, Richard; Galí, Jordi and Gertler, Mark. "Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory." Quarterly Journal of Economics, February 2000, 115(1), pp. 147-80.
3. Cochrane, John H. "The Return of the Liquidity Effect: A Study of the Short Run Relation Between Money Growth and Interest Rates." Journal of Business and Economic Statistics, January 1989, 7(1), pp. 75-83.
4. Ellingsen, Tore and Söderström, Ulf. "Classifying Monetary Policy." Sveriges Riksbank Working Paper No. 56, 2000.
5. Evans, Charles and Marshall, David. "Monetary Policy and the Term Structure of Nominal Interest Rates: Evidence and Theory." Carnegie-Rochester Conference on Public Policy, Fall 1998, 49, pp. 53-111.
6. Piazzesi, Monika. "An Econometric Model of the Yield Curve with Macroeconomic Jump Effects." National Bureau of Economic Research (Cambridge, MA) Working Paper No. 8246, April 2001.
7. Rudebusch, Glenn D. "Do Measures of Monetary Policy in a VAR Make Sense." International Economic Review, November 1998, 39(4), pp. 907-31.