-
1
-
-
33747371867
-
Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
-
11312
-
Andersen TG, Bollerslev T, Diebold FX, Vega C (2005): Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets. National Bureau of Economic Research, WP, no. 11312.
-
(2005)
National Bureau of Economic Research, WP
-
-
Andersen, T.G.1
Bollerslev, T.2
Diebold, F.X.3
Vega, C.4
-
3
-
-
14944344261
-
What explains the Stock Market's Reaction to Federal Reserve Policy?
-
Bernanke B, Kuttner K (2005): What explains the Stock Market's Reaction to Federal Reserve Policy? Journal of Finance, 60(3):1221-1257.
-
(2005)
Journal of Finance
, vol.60
, Issue.3
, pp. 1221-1257
-
-
Bernanke, B.1
Kuttner, K.2
-
6
-
-
0003243511
-
The forecasting and policy system: The core model
-
August
-
Black R, Cassino V, Drew A, Hansen E, Hunt B, Rose D, Scott A (1997): The forecasting and policy system: the core model. Reserve Bank of New Zealand Research Paper, no. 43, August.
-
(1997)
Reserve Bank of New Zealand Research Paper
, Issue.43
-
-
Black, R.1
Cassino, V.2
Drew, A.3
Hansen, E.4
Hunt, B.5
Rose, D.6
Scott, A.7
-
8
-
-
0034372592
-
On the derivation of monetary policy shocks: Should we throw the VAR out with the bath water?
-
Brunner AD (2000): On the derivation of monetary policy shocks: should we throw the VAR out with the bath water? Journal of Money, Credit, and Banking, 32:254-279.
-
(2000)
Journal of Money, Credit, and Banking
, vol.32
, pp. 254-279
-
-
Brunner, A.D.1
-
9
-
-
34548495189
-
A structural VAR model of the New Zealand business cycle
-
Buckle RA, Kim K, Kirkham H, McLellan N, Sharma J (2002): A structural VAR model of the New Zealand business cycle. New Zealand Treasury Working Paper, 02/06.
-
(2002)
New Zealand Treasury Working Paper
, pp. 02-06
-
-
Buckle, R.A.1
Kim, K.2
Kirkham, H.3
McLellan, N.4
Sharma, J.5
-
10
-
-
0036078840
-
Monetary Policy Transparency, Inflation and the Sacrifice Ratio
-
Chortareas G, Stasavage D, Sterne G (2002): Monetary Policy Transparency, Inflation and the Sacrifice Ratio. International Journal of Finance & Economics (John Wiley & Sons, Ltd.), 7(2):141-55.
-
(2002)
International Journal of Finance & Economics (John Wiley & Sons, Ltd.)
, vol.7
, Issue.2
, pp. 141-155
-
-
Chortareas, G.1
Stasavage, D.2
Sterne, G.3
-
15
-
-
45349110134
-
The effects of Changes in the Federal Funds Rate Target on Market Interest Rates in 1970s
-
Cook T, Hahn T (1989): The effects of Changes in the Federal Funds Rate Target on Market Interest Rates in 1970s. Journal of Monetary Economics, 24: 331-51.
-
(1989)
Journal of Monetary Economics
, vol.24
, pp. 331-351
-
-
Cook, T.1
Hahn, T.2
-
19
-
-
0348167853
-
Monetary Policy Announcements and Money Markets: A Transatlantic Perspective
-
Ehrmann M, Fratzscher M (2003): Monetary Policy Announcements and Money Markets: A Transatlantic Perspective. International Finance, 6:309-328.
-
(2003)
International Finance
, vol.6
, pp. 309-328
-
-
Ehrmann, M.1
Fratzscher, M.2
-
20
-
-
4544234721
-
Taking Stock: Monetary Policy Transmission to Equity Markets
-
May
-
Ehrmann M, Fratzscher M (2004a): Taking Stock: Monetary Policy Transmission to Equity Markets. ECB Working Paper, 354, May.
-
(2004)
ECB Working Paper
, pp. 354
-
-
Ehrmann, M.1
Fratzscher, M.2
-
24
-
-
34247379925
-
The High-Frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements
-
Faust J, Rogers JH, Wang S-YB, Wright JH (2007): The High-Frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements. Journal of Monetary Economics, 54(4):1051-1068.
-
(2007)
Journal of Monetary Economics
, vol.54
, Issue.4
, pp. 1051-1068
-
-
Faust, J.1
Rogers, J.H.2
Wang, S.-Y.B.3
Wright, J.H.4
-
25
-
-
4544236397
-
Identifying VARs Based on High Frequency Futures Data
-
Sept
-
Faust J, Swanson ET, Wright JH (2004): Identifying VARs Based on High Frequency Futures Data. Journal of Monetary Economics, Sept, 51(6): 1107-1131.
-
(2004)
Journal of Monetary Economics
, vol.51
, Issue.6
, pp. 1107-1131
-
-
Faust, J.1
Swanson, E.T.2
Wright, J.H.3
-
26
-
-
1342287361
-
Policy Duration Effect under the Zero Interest Rate Policy in 1999-2002: Evidence from Money Market Data
-
Fujiki H, Shiratsuka S (2002): Policy Duration Effect under the Zero Interest Rate Policy in 1999-2002: Evidence from Money Market Data. Bank of Japan, Monetary and Economic Studies, January 20(1): 1-31
-
(2002)
Bank of Japan, Monetary and Economic Studies, January 20
, pp. 1-31
-
-
Fujiki, H.1
Shiratsuka, S.2
-
28
-
-
0042146881
-
Monetary transmission lags and the formulation of the policy decision on interest rates
-
Goodhart CAE (2001): Monetary transmission lags and the formulation of the policy decision on interest rates. Federal Reserve Bank of St. Louis Review, 83(4): 165-181.
-
(2001)
Federal Reserve Bank of St. Louis Review
, vol.83
, Issue.4
, pp. 165-181
-
-
Goodhart, C.A.E.1
-
29
-
-
84986366224
-
News Effects in a High-Frequency Model of the Sterling-Dollar Exchange Rate
-
Goodhart CAE, Hall SG, Henry D, Pesaran H (1993): News Effects in a High-Frequency Model of the Sterling-Dollar Exchange Rate. Journal of Applied Econometrics, 8:1-13.
-
(1993)
Journal of Applied Econometrics
, vol.8
, pp. 1-13
-
-
Goodhart, C.A.E.1
Hall, S.G.2
Henry, D.3
Pesaran, H.4
-
30
-
-
38349057778
-
-
Gordon M, Krippner L (2001): Market expectations of the Official Cash Rate. Reserve Bank of New Zealand Bulletin, 64 (June).
-
Gordon M, Krippner L (2001): Market expectations of the Official Cash Rate. Reserve Bank of New Zealand Bulletin, 64 (June).
-
-
-
-
32
-
-
38349054222
-
-
Gürkaynak R, Levin A, Swanson E (2006): Does Infation Targeting Anchor Long-Run Infation Expectations? Evidence from Long-Term Bond Yields in the U.S., U.K., and Sweden. Board of Governors of the Federal Reserve System, Working Paper.
-
Gürkaynak R, Levin A, Swanson E (2006): Does Infation Targeting Anchor Long-Run Infation Expectations? Evidence from Long-Term Bond Yields in the U.S., U.K., and Sweden. Board of Governors of the Federal Reserve System, Working Paper.
-
-
-
-
33
-
-
69849083177
-
Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere
-
Mishkin F, Schmidt-Hebbel K eds, Bank of Chile
-
Gürkaynak R, Levin A, Marder A, Swanson E (2006): Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere. In: Mishkin F, Schmidt-Hebbel K (eds): Monetary Policy under Inflation Targeting. Bank of Chile.
-
(2006)
Monetary Policy under Inflation Targeting
-
-
Gürkaynak, R.1
Levin, A.2
Marder, A.3
Swanson, E.4
-
34
-
-
20444380401
-
-
Gürkaynak R, Sack B, Swanson E (2005a): The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Impliactions for Macroeconomic Models. American Economic Review, 95(1-March):425-36.
-
Gürkaynak R, Sack B, Swanson E (2005a): The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Impliactions for Macroeconomic Models. American Economic Review, 95(1-March):425-36.
-
-
-
-
35
-
-
20444412539
-
Do Actions Speak Louder Than Words? The Response of Asses Prices to the Monetary Policy Actions and Statements
-
May
-
Gürkaynak R, Sack B, Swanson E (2005b): Do Actions Speak Louder Than Words? The Response of Asses Prices to the Monetary Policy Actions and Statements. International Journal of Central Banking, (May):55-93.
-
(2005)
International Journal of Central Banking
, pp. 55-93
-
-
Gürkaynak, R.1
Sack, B.2
Swanson, E.3
-
36
-
-
0040897332
-
-
Guthrie G, Wright J (2000): Open mouth operations. Journal of Monetary Economics, 46(2-October).
-
Guthrie G, Wright J (2000): Open mouth operations. Journal of Monetary Economics, 46(2-October).
-
-
-
-
37
-
-
35649003277
-
Communicating a Policy Path: The Next Frontier in Central Bank Transparency?
-
1
-
Kahn GA (2007): Communicating a Policy Path: The Next Frontier in Central Bank Transparency? Federal Reserve Bank of Kansas City Economic Review, (1).
-
(2007)
Federal Reserve Bank of Kansas City Economic Review
-
-
Kahn, G.A.1
-
42
-
-
8744288646
-
The Fed Funds Futures Rate as a Predictor of Federal Reserve Policy
-
Krueger J, Kuttner K (1996): The Fed Funds Futures Rate as a Predictor of Federal Reserve Policy. Journal of Futures Markets, 16:865-879.
-
(1996)
Journal of Futures Markets
, vol.16
, pp. 865-879
-
-
Krueger, J.1
Kuttner, K.2
-
43
-
-
0001011206
-
Monetary Policy Surprises and Interest Rates: Evidence from Fed Funds Futures
-
Kuttner K (2001): Monetary Policy Surprises and Interest Rates: Evidence from Fed Funds Futures. Journal of Monetary Economics, 47(3):523-44.
-
(2001)
Journal of Monetary Economics
, vol.47
, Issue.3
, pp. 523-544
-
-
Kuttner, K.1
-
44
-
-
33748209397
-
Can central bank transparency go too far? National Bureau of Economic Research Working
-
Paper, no. 10829
-
Mishkin F (2004): Can central bank transparency go too far? National Bureau of Economic Research Working Paper, no. 10829.
-
(2004)
-
-
Mishkin, F.1
-
45
-
-
0013082741
-
Social Value of Public Information
-
Morris S, Shin HS (2002): Social Value of Public Information. American Economic Review, 92(5): 1521-34.
-
(2002)
American Economic Review
, vol.92
, Issue.5
, pp. 1521-1534
-
-
Morris, S.1
Shin, H.S.2
-
46
-
-
38349018109
-
-
Reserve Bank of New Zealand (2004): Reserve Bank's forecasting and policy system. http://www.rbnz.govt.nz/research/fps/fps2004.pdf
-
Reserve Bank of New Zealand (2004): Reserve Bank's forecasting and policy system. http://www.rbnz.govt.nz/research/fps/fps2004.pdf
-
-
-
-
47
-
-
38349078136
-
-
Reserve Bank of New Zealand (2007): A review of economic developments and monetary policy since 2000. http://www.rbnz.govt.nz/monpol/about/ 3075588.pdf
-
Reserve Bank of New Zealand (2007): A review of economic developments and monetary policy since 2000. http://www.rbnz.govt.nz/monpol/about/ 3075588.pdf
-
-
-
-
48
-
-
0347392838
-
Do Measures of Monetary Policy in a VAR Make Sense?
-
November
-
Rudebusch G (1998): Do Measures of Monetary Policy in a VAR Make Sense? International Economic Review, 39(November):907-931
-
(1998)
International Economic Review
, vol.39
, pp. 907-931
-
-
Rudebusch, G.1
-
50
-
-
38349078135
-
-
Sleeman C (2005): Analysis of revisions to quarterly GDP - a real-time database. Reserve Bank of New Zealand, 69(1-March).
-
Sleeman C (2005): Analysis of revisions to quarterly GDP - a real-time database. Reserve Bank of New Zealand, 69(1-March).
-
-
-
-
52
-
-
0000529574
-
Inflation Forecast Targeting: Implementing and Monitoring Inflation Targets
-
Svensson L (1997): Inflation Forecast Targeting: Implementing and Monitoring Inflation Targets. European Economic Review, 41:1111-1146.
-
(1997)
European Economic Review
, vol.41
, pp. 1111-1146
-
-
Svensson, L.1
|