-
2
-
-
85016834058
-
The federal funds rate and the channels of monetary transmission
-
Bernanke, B. S. and Blinder, A. S. (1992). 'The federal funds rate and the channels of monetary transmission', American Economic Review, Vol. 82, pp. 901-921.
-
(1992)
American Economic Review
, vol.82
, pp. 901-921
-
-
Bernanke, B.S.1
Blinder, A.S.2
-
4
-
-
85016078433
-
The dynamic effects of aggregate demand and supply disturbances
-
Blanchard, O. J. and Quah, D. (1989). 'The dynamic effects of aggregate demand and supply disturbances', American Economic Review, Vol. 79, pp. 655-673.
-
(1989)
American Economic Review
, vol.79
, pp. 655-673
-
-
Blanchard, O.J.1
Quah, D.2
-
5
-
-
0002657942
-
Money announcements, the demand for bank reserves and the behavior of the federal funds rate within the statement week
-
Campbell, J. Y. (1987). 'Money announcements, the demand for bank reserves and the behavior of the federal funds rate within the statement week', Journal of Money Credit and Banking, Vol. 19,pp. 56-67.
-
(1987)
Journal of Money Credit and Banking
, vol.19
, pp. 56-67
-
-
Campbell, J.Y.1
-
6
-
-
0036743879
-
Monetary disturbances matter for business fluctuations in the 0-7
-
Canova, F. and De Nicolo', G. (2002). 'Monetary disturbances matter for business fluctuations in the 0-7', Journal of Monetary Economics, Vol. 49, pp. 1131-1159.
-
(2002)
Journal of Monetary Economics
, vol.49
, pp. 1131-1159
-
-
Canova, F.1
De Nicolo', G.2
-
7
-
-
12844281864
-
Monetary policy rules, asset prices and exchange rates
-
Chadha, J. S., Sarno, L. and Valente, G. (2004). 'Monetary policy rules, asset prices and exchange rates', International Monetary Fund Staff Papers, Vol. 51, pp. 529-552.
-
(2004)
International Monetary Fund Staff Papers
, vol.51
, pp. 529-552
-
-
Chadha, J.S.1
Sarno, L.2
Valente, G.3
-
8
-
-
0000749762
-
Identification and liquidity effect of a monetary policy shock
-
Cukierman A, Hercowitz Z. and Leiderman L, eds, UK, pp
-
Christiano, L. J., Eichenbaum, M. and Evans, C. L. (1992). 'Identification and liquidity effect of a monetary policy shock', in Cukierman A., Hercowitz Z. and Leiderman L. (eds), Political Economy, Growth and Business Cycles, MIT Press, Cambridge, MA and London, UK, pp. 335-370.
-
(1992)
Political Economy, Growth and Business Cycles, MIT Press, Cambridge, MA and London
, pp. 335-370
-
-
Christiano, L.J.1
Eichenbaum, M.2
Evans, C.L.3
-
9
-
-
0030527779
-
The effects of monetary policy shocks: Evidence from the flow of funds
-
Christiano, L. J., Eichenbaum, M. and Evans, C. L. (1996a). 'The effects of monetary policy shocks: evidence from the flow of funds', Review of Economics and Statistics, Vol. 78, pp. 16-34.
-
(1996)
Review of Economics and Statistics
, vol.78
, pp. 16-34
-
-
Christiano, L.J.1
Eichenbaum, M.2
Evans, C.L.3
-
10
-
-
0002440033
-
Identification and the effects of monetary policy shocks
-
Blejer M, Eckstein Z, Hercowitz Z. and Leiderman L, eds, Cambridge University Press, Cambridge, UK, pp
-
Christiano, L. J., Eichenbaum, M. and Evans, C. L. (1996b). 'Identification and the effects of monetary policy shocks', in Blejer M., Eckstein Z., Hercowitz Z. and Leiderman L. (eds), Financial Factors in Economic Stabilization and Growth, Cambridge University Press, Cambridge, UK, pp. 36-74.
-
(1996)
Financial Factors in Economic Stabilization and Growth
, pp. 36-74
-
-
Christiano, L.J.1
Eichenbaum, M.2
Evans, C.L.3
-
11
-
-
70449089152
-
Monetary policy shocks: What have we learned and to what end?
-
Taylor J. B. and Woodford M, eds, Ch. 2, Elsevier, Amsterdam and New York, pp
-
Christiano, L. J., Eichenbaum, M. and Evans, C. L. (1999). 'Monetary policy shocks: what have we learned and to what end?', in Taylor J. B. and Woodford M. (eds), Handbook of Macroeconomics, Vol. 1, Ch. 2, Elsevier, Amsterdam and New York, pp. 65-148.
-
(1999)
Handbook of Macroeconomics
, vol.1
, pp. 65-148
-
-
Christiano, L.J.1
Eichenbaum, M.2
Evans, C.L.3
-
12
-
-
0035202837
-
The empirics of monetary policy rules in open economies
-
Clarida, R. H. (2001). 'The empirics of monetary policy rules in open economies', International Journal of Finance and Economics, Vol. 6, pp. 315-323.
-
(2001)
International Journal of Finance and Economics
, vol.6
, pp. 315-323
-
-
Clarida, R.H.1
-
13
-
-
0031670190
-
Monetary policy rules in practice: Some international evidence
-
Clarida, R. H., Gali, J. and Gertler, M. (1998). 'Monetary policy rules in practice: some international evidence', European Economic Review, Vol. 42, pp. 1033-1067.
-
(1998)
European Economic Review
, vol.42
, pp. 1033-1067
-
-
Clarida, R.H.1
Gali, J.2
Gertler, M.3
-
14
-
-
0006260747
-
Monetary policy rules and macroeconomic stability: Theory and evidence
-
Clarida, R. H., Gali, J. and Gertler, M. (2000). 'Monetary policy rules and macroeconomic stability: theory and evidence', Quarterly Journal of Economics, Vol. 115, pp. 147-180.
-
(2000)
Quarterly Journal of Economics
, vol.115
, pp. 147-180
-
-
Clarida, R.H.1
Gali, J.2
Gertler, M.3
-
15
-
-
33646861767
-
The role of asymmetries and regime shifts in the term structure of interest rates
-
Clarida, R. H., Sarno, L., Taylor, M. P. and Valente, G. (2006). 'The role of asymmetries and regime shifts in the term structure of interest rates', Journal of Business, Vol. 79, pp. 1193-1225.
-
(2006)
Journal of Business
, vol.79
, pp. 1193-1225
-
-
Clarida, R.H.1
Sarno, L.2
Taylor, M.P.3
Valente, G.4
-
16
-
-
0000013567
-
Co-integration and error correction representation, estimation and testing
-
Engle, R. E. and Granger, C. W. J. (1987). 'Co-integration and error correction representation, estimation and testing', Econometrica, Vol. 55, pp. 251-276.
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.E.1
Granger, C.W.J.2
-
17
-
-
38149144632
-
Cointegration and the U.S. term structure
-
Engsted, T. and Tangaard, C. (1994). 'Cointegration and the U.S. term structure', Journal of Banking and Finance, Vol 18, pp. 167-181.
-
(1994)
Journal of Banking and Finance
, vol.18
, pp. 167-181
-
-
Engsted, T.1
Tangaard, C.2
-
18
-
-
0031510344
-
When do long-run identifying restrictions give reliable results?
-
Faust, J. and Leeper, E. M. (1997). 'When do long-run identifying restrictions give reliable results?', Journal of Business Economics and Statistics, Vol. 15, pp. 345-353.
-
(1997)
Journal of Business Economics and Statistics
, vol.15
, pp. 345-353
-
-
Faust, J.1
Leeper, E.M.2
-
19
-
-
13444308656
-
Identifying the effects of monetary policy shocks on exchange rates using high frequency data
-
Faust, J., Rogers, J. H., Swanson, E. T. and Wright, J. H. (2003). 'Identifying the effects of monetary policy shocks on exchange rates using high frequency data', Journal of the European Economic Association, Vol. 1, pp. 1031-1057.
-
(2003)
Journal of the European Economic Association
, vol.1
, pp. 1031-1057
-
-
Faust, J.1
Rogers, J.H.2
Swanson, E.T.3
Wright, J.H.4
-
20
-
-
4544236397
-
Identifying VARs based on high frequency futures data
-
Faust, J., Swanson, E. T. and Wright, J. H. (2004). 'Identifying VARs based on high frequency futures data', Journal of Monetary Economics, Vol. 51, pp. 1107-1131.
-
(2004)
Journal of Monetary Economics
, vol.51
, pp. 1107-1131
-
-
Faust, J.1
Swanson, E.T.2
Wright, J.H.3
-
21
-
-
38249037973
-
Interest rate smoothing and price level trend-stationarity
-
Goodfriend, M. (1987). 'Interest rate smoothing and price level trend-stationarity', Journal of Monetary Economics, Vol. 20, pp. 335-348.
-
(1987)
Journal of Monetary Economics
, vol.20
, pp. 335-348
-
-
Goodfriend, M.1
-
22
-
-
44949283841
-
-
Goodfriend, M. (1991). 'Interest rates and the conduct of monetary policy', Carnegie-Rochester Conference Series on Public Policy, 34, pp. 7-30.
-
Goodfriend, M. (1991). 'Interest rates and the conduct of monetary policy', Carnegie-Rochester Conference Series on Public Policy, Vol. 34, pp. 7-30.
-
-
-
-
23
-
-
0003410290
-
-
Princeton University Press, Princeton, NJ
-
Hamilton, J. D. (1994). Time Series Analysis, Princeton University Press, Princeton, NJ.
-
(1994)
Time Series Analysis
-
-
Hamilton, J.D.1
-
24
-
-
0002846188
-
Measuring the liquidity effect
-
Hamilton, J. D. (1997). 'Measuring the liquidity effect', American Economic Review, Vol. 87, pp. 80-97.
-
(1997)
American Economic Review
, vol.87
, pp. 80-97
-
-
Hamilton, J.D.1
-
25
-
-
0000573656
-
Stochastic trends and economic fluctuations
-
King, R. G., Plosser, C. I., Stock, J. H. and Watson, M. W. (1991). 'Stochastic trends and economic fluctuations', American Economic Review, Vol. 81, pp. 819-840.
-
(1991)
American Economic Review
, vol.81
, pp. 819-840
-
-
King, R.G.1
Plosser, C.I.2
Stock, J.H.3
Watson, M.W.4
-
26
-
-
0033412794
-
Near unit roots and the predictive power of yield spreads for changes in long-term interest rates
-
Lanne, M. (1999). 'Near unit roots and the predictive power of yield spreads for changes in long-term interest rates', Review of Economics and Statistics, Vol. 81, 393-398.
-
(1999)
Review of Economics and Statistics
, vol.81
, pp. 393-398
-
-
Lanne, M.1
-
27
-
-
0040362440
-
Near unit roots, cointegration, and the term structure of interests rates
-
Lanne, M. (2000). 'Near unit roots, cointegration, and the term structure of interests rates', Journal of Applied Econometrics, Vol. 15, pp. 513-529.
-
(2000)
Journal of Applied Econometrics
, vol.15
, pp. 513-529
-
-
Lanne, M.1
-
28
-
-
0030361278
-
What does monetary policy do?
-
Leeper, E. M., Sims, C. A. and Zha, T. (1996). 'What does monetary policy do?', Brookings Papers on Economic Activity, Vol. 2, pp. 1-63.
-
(1996)
Brookings Papers on Economic Activity
, vol.2
, pp. 1-63
-
-
Leeper, E.M.1
Sims, C.A.2
Zha, T.3
-
30
-
-
0038405240
-
The dynamic relationship between the federal funds rate and the treasury bill rate: An empirical investigation
-
Sarno, L. and Thornton, D. L. (2003). 'The dynamic relationship between the federal funds rate and the treasury bill rate: an empirical investigation', Journal of Banking and Finance, Vol. 27, pp.1079-1110.
-
(2003)
Journal of Banking and Finance
, vol.27
, pp. 1079-1110
-
-
Sarno, L.1
Thornton, D.L.2
-
31
-
-
34147136859
-
The efficient market hypothesis and identification in structural VARs
-
Sarno, L. and Thornton, D. L. (2004). 'The efficient market hypothesis and identification in structural VARs', Federal Reserve Bank of St Louis Review, Vol. 86, pp. 49-60.
-
(2004)
Federal Reserve Bank of St Louis Review
, vol.86
, pp. 49-60
-
-
Sarno, L.1
Thornton, D.L.2
-
32
-
-
0038383895
-
Cointegration, long-run movements, and long-horizon forecasting
-
Kreps D. M. and Wallis K. F, eds, Ill, Cambridge University Press, Cambridge, UK, pp
-
Stock, J. H. (1997). 'Cointegration, long-run movements, and long-horizon forecasting', in Kreps D. M. and Wallis K. F. (eds), Advances in Economics and Econometrics: Theory and Applications, Seventh World Congress, Vol. Ill, Cambridge University Press, Cambridge, UK, pp. 34-60.
-
(1997)
Advances in Economics and Econometrics: Theory and Applications, Seventh World Congress
, pp. 34-60
-
-
Stock, J.H.1
-
34
-
-
0009937070
-
Expectations, open market operations, and changes in the federal funds rate
-
Taylor, J. B. (2001). 'Expectations, open market operations, and changes in the federal funds rate', Federal Reserve Bank of St. Louis Review, Vol. 83, pp. 33-48.
-
(2001)
Federal Reserve Bank of St. Louis Review
, vol.83
, pp. 33-48
-
-
Taylor, J.B.1
-
35
-
-
0011196201
-
The federal reserve's operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect
-
Thornton, D. L. (2001). 'The federal reserve's operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect', Journal of Banking and Finance, Vol. 25, pp. 1717-1739.
-
(2001)
Journal of Banking and Finance
, vol.25
, pp. 1717-1739
-
-
Thornton, D.L.1
-
36
-
-
33845723252
-
When did the FOMC begin targeting the federal funds rate? What the verbatim transcripts tell us
-
forthcoming
-
Thornton, D. L. (2006). 'When did the FOMC begin targeting the federal funds rate? What the verbatim transcripts tell us', Journal of Money, Credit and Banking, forthcoming.
-
(2006)
Journal of Money, Credit and Banking
-
-
Thornton, D.L.1
-
37
-
-
15844368307
-
What are the effects of monetary policy on output? Results from an agnostic identification procedure
-
Uhlig, H. (2005). 'What are the effects of monetary policy on output? Results from an agnostic identification procedure', Journal of Monetary Economics, Vol. 52, pp. 381-419.
-
(2005)
Journal of Monetary Economics
, vol.52
, pp. 381-419
-
-
Uhlig, H.1
-
38
-
-
0347078538
-
An equilibrium characterization of the term structure
-
Vasicek, O. (1977). 'An equilibrium characterization of the term structure', Journal of Financial Economics, Vol. 5, pp. 177-188.
-
(1977)
Journal of Financial Economics
, vol.5
, pp. 177-188
-
-
Vasicek, O.1
-
39
-
-
0035624115
-
A generalized method of impulse identification
-
Wen, Y. (2001). 'A generalized method of impulse identification', Economics Letters, Vol. 73, pp. 367-374.
-
(2001)
Economics Letters
, vol.73
, pp. 367-374
-
-
Wen, Y.1
-
40
-
-
0036741819
-
The business cycle effects of Christmas
-
Wen, Y. (2002). 'The business cycle effects of Christmas', Journal of Monetary Economics, Vol. 49, pp. 1289-1314.
-
(2002)
Journal of Monetary Economics
, vol.49
, pp. 1289-1314
-
-
Wen, Y.1
|