-
1
-
-
0039066490
-
Deutsche Mark-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies
-
Andersen, Torben G., and Tim Bollerslev. 1998. "Deutsche Mark-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies." Journal of Finance, 53(1): 219-65.
-
(1998)
Journal of Finance
, vol.53
, Issue.1
, pp. 219-265
-
-
Andersen, T.G.1
-
2
-
-
0242345456
-
Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
-
Andersen, Torben G., Tim Bollerslev, Francis X. Diebold, and Clara Vega. 2003. " Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange." American Economic Review, 93(1): 38-62.
-
(2003)
American Economic Review
, vol.93
, Issue.1
, pp. 38-62
-
-
Andersen, T.G.1
Bollerslev, T.2
Diebold, F.X.3
-
3
-
-
0001162133
-
Tests for Parameter Instability and Structural Change with Unknown Change Point
-
Andrews, Donald W. K. 1993. "Tests for Parameter Instability and Structural Change with Unknown Change Point." Econometrica, 61(4): 821-56.
-
(1993)
Econometrica
, vol.61
, Issue.4
, pp. 821-856
-
-
Andrews, D.W.K.1
-
4
-
-
79953320626
-
Monetary Policy Shifts and the Term Structure
-
Ang, Andrew, Jean Boivin, Sen Dong, and Rudy Loo-Kung. 2011. "Monetary Policy Shifts and the Term Structure." Review of Economic Studies, 78(2): 429-57.
-
(2011)
Review of Economic Studies
, vol.78
, Issue.2
, pp. 429-457
-
-
Ang, A.1
Boivin, J.2
Dong, S.3
Loo-Kung, R.4
-
6
-
-
77957677077
-
How Economic News Moves Markets
-
Bartolini, Leonardo, Linda Goldberg, and Adam Sacarny. 2008. " How Economic News Moves Markets." Current Issues in Economics and Finance, 14(6): 1-7.
-
(2008)
Current Issues in Economics and Finance
, vol.14
, Issue.6
, pp. 1-7
-
-
Bartolini, L.1
Goldberg, L.2
Sacarny, A.3
-
7
-
-
33747053961
-
Has U. S. Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data
-
Boivin, Jean. 2006. "Has U.S. Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data." Journal of Money, Credit, and Banking, 38(5): 1149-73.
-
(2006)
Journal of Money, Credit, and Banking
, vol.38
, Issue.5
, pp. 1149-1173
-
-
Boivin, J.1
-
8
-
-
0030527779
-
The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds
-
Christiano, Lawrence J., Martin Eichenbaum, and Charles Evans. 1996. "The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds." Review of Economics and Statistics, 78(1): 16-34.
-
(1996)
Review of Economics and Statistics
, vol.78
, Issue.1
, pp. 16-34
-
-
Christiano, L.J.1
Eichenbaum, M.2
Evans, C.3
-
9
-
-
15844392342
-
Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy
-
Christiano, Lawrence J., Martin Eichenbaum, and Charles L. Evans. 2005. " Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy." Journal of Political Economy, 113(1): 1-45.
-
(2005)
Journal of Political Economy
, vol.113
, Issue.1
, pp. 1-45
-
-
Christiano, L.J.1
Eichenbaum, M.2
Evans, C.L.3
-
10
-
-
0006260747
-
Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory
-
Clarida, Richard, Jordi Galí, and Mark Gertler. 2000. " Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory." Quarterly Journal of Economics, 115(1): 147-80.
-
(2000)
Quarterly Journal of Economics
, vol.115
, Issue.1
, pp. 147-180
-
-
Clarida, R.1
Galí, J.2
Gertler, M.3
-
11
-
-
58149251834
-
Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve
-
Cogley, Timothy, and Argia M. Sbordone. 2008. " Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve." American Economic Review, 98(5): 2101-26.
-
(2008)
American Economic Review
, vol.98
, Issue.5
, pp. 2101-2126
-
-
Cogley, T.1
Sbordone, A.M.2
-
12
-
-
0346207335
-
Real-Time Taylor Rules and the Federal Funds Futures Market
-
Evans, Charles L. 1998. "Real-Time Taylor Rules and the Federal Funds Futures Market." Economic Perspectives, 22(3): 44-55.
-
(1998)
Economic Perspectives
, vol.22
, Issue.3
, pp. 44-55
-
-
Evans, C.L.1
-
13
-
-
34247379925
-
The High-Frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements
-
Faust, Jon, John H. Rogers, Shing-Yi B. Wang, and Jonathan H. Wright. 2007. "The High-Frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements." Journal of Monetary Economics, 54(4): 1051-68.
-
(2007)
Journal of Monetary Economics
, vol.54
, Issue.4
, pp. 1051-1068
-
-
Faust, F.1
Rogers, J.H.2
Wang, S.-Y.B.3
Wright, J.H.4
-
14
-
-
79960810975
-
-
Federal Reserve Bank of Philadelphia(accessed January 2009)
-
Federal Reserve Bank of Philadelphia. Survey of Professional Forecasters. http://www.philadelphiafed.org/research-and-data/real-time-center/survey-of-professional-forecasters/ (accessed January 2009).
-
(2020)
Survey of Professional Forecasters
-
-
-
15
-
-
79960826011
-
-
Federal Reserve Bank of St. Louis, (accessed January 2009)
-
Federal Reserve Bank of St. Louis._ Archival Federal Reserve Economic Data (ALFRED). http://alfred.stlouis.org (accessed January 2009).
-
(2020)
Archival Federal Reserve Economic Data (ALFRED)
-
-
-
16
-
-
33846912146
-
Inflation Targeting in the United States?
-
ed. Ben S. Bernanke and Michael Woodford, 311-52. Chicago: University of Chicago Press
-
Goodfriend, Marvin. 2005. "Inflation Targeting in the United States?" In The Inflation Targeting Debate, ed. Ben S. Bernanke and Michael Woodford, 311-52. Chicago: University of Chicago Press.
-
(2005)
The Inflation Targeting Debate
-
-
Goodfriend, M.1
-
17
-
-
20444380401
-
The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models
-
Gürkaynak, Refet S., Brian Sack, and Eric Swanson. 2005. " The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models." American Economic Review, 95(1): 425-36.
-
(2005)
American Economic Review
, vol.95
, Issue.1
, pp. 425-436
-
-
Refet, G.S.1
Sack, B.2
Swanson, E.3
-
18
-
-
34248579290
-
Market-Based Measures of Monetary Policy Expectations
-
Gürkaynak, Refet S., Brian P. Sack, and Eric T. Swanson. 2007. "Market-Based Measures of Monetary Policy Expectations." Journal of Business & Economic Statistics, 25(2): 201-12.
-
(2007)
Journal of Business & Economic Statistics
, vol.25
, Issue.2
, pp. 201-212
-
-
Refet, G.S.1
Sack, B.P.2
Swanson, E.T.3
-
19
-
-
0003410290
-
-
Princeton, NJ: Princeton University Press
-
Hamilton, James D. 1994. Time Series Analysis. Princeton, NJ: Princeton University Press.
-
(1994)
Time Series Analysis
-
-
James, H.D.1
-
20
-
-
55649091388
-
Daily Monetary Policy Shocks and New Home Sales
-
Hamilton, James D. 2008. "Daily Monetary Policy Shocks and New Home Sales." Journal of Monetary Economics, 55(7): 1171-90.
-
(2008)
Journal of Monetary Economics
, vol.55
, Issue.7
, pp. 1171-1190
-
-
James, H.D.1
-
21
-
-
65649152653
-
Daily Changes in Fed Funds Futures Prices, Journal of Money
-
Hamilton, James D. 2009. "Daily Changes in Fed Funds Futures Prices." Journal of Money, Credit and Banking, 41(4): 567-82.
-
(2009)
Credit and Banking
, vol.41
, Issue.4
, pp. 567-582
-
-
James, H.D.1
-
22
-
-
79960783451
-
Estimating the Market-Perceived Monetary Policy Rule: Dataset
-
Hamilton, James D., Seth Pruitt, and Scott Borger. 2011. "Estimating the Market-Perceived Monetary Policy Rule: Dataset." American Economic Journal: Macroeconomics. http://www.aeaweb.org/articles.php?doi=10.1257/mac.3.3.1.
-
(2011)
American Economic Journal: Macroeconomics
-
-
James, H.D.1
Pruitt, S.2
Borger, S.3
-
23
-
-
0000414660
-
Large Sample Properties of Generalized Method of Moments Estimators
-
Hansen, Lars Peter. 1982. "Large Sample Properties of Generalized Method of Moments Estimators." Econometrica, 50(4): 1029-54.
-
(1982)
Econometrica
, vol.50
, Issue.4
, pp. 1029-1054
-
-
Lars, H.P.1
-
24
-
-
84986397960
-
Detrending, Stylized Facts and the Business Cycle
-
Harvey, A. C., and A. Jaeger. 1993. "Detrending, Stylized Facts and the Business Cycle." Journal of Applied Econometrics, 8(3): 231-47.
-
(1993)
Journal of Applied Econometrics
, vol.8
, Issue.3
, pp. 231-247
-
-
Harvey, A.C.1
Jaeger, A.2
-
25
-
-
36348939170
-
Changes in the Federal Reserve's Inflation Target: Causes and Consequences
-
Ireland, Peter N. 2007. "Changes in the Federal Reserve's Inflation Target: Causes and Consequences." Journal of Money, Credit and Banking, 39(8): 1851-82.
-
(2007)
Journal of Money, Credit and Banking
, vol.39
, Issue.8
, pp. 1851-1882
-
-
Peter, I.N.1
-
26
-
-
79960789091
-
Central Bank Talk: Does It Matter and Why? Paper presented at the
-
Bank of Canada, June
-
Kohn, Donald L., and Brian P. Sack. 2003. "Central Bank Talk: Does It Matter and Why?" Paper presented at the Macroeconomics, Monetary Policy, and Financial Stability Conference, Bank of Canada, June.
-
(2003)
Macroeconomics, Monetary Policy, and Financial Stability Conference
-
-
Donald, K.L.1
Sack, B.P.2
-
27
-
-
0006178565
-
Shifting Endpoints in the Term Structure of Interest Rates
-
Kozicki, Sharon, and P. A. Tinsley. 2001. "Shifting Endpoints in the Term Structure of Interest Rates." Journal of Monetary Economics, 47(3): 613-52.
-
(2001)
Journal of Monetary Economics
, vol.47
, Issue.3
, pp. 613-652
-
-
Sharon, K.1
Tinsley, P.A.2
-
28
-
-
70350096085
-
Large Sample Estimation and Hypothesis Testing
-
ed. Robert F. Engle and Daniel L. McFadden, Amsterdam: Elsevier
-
Newey, Whitney K., and Daniel McFadden. 1994. "Large Sample Estimation and Hypothesis Testing." In Handbook of Econometrics, Vol. 4, ed. Robert F. Engle and Daniel L. McFadden, 2111-2245. Amsterdam: Elsevier.
-
(1994)
Handbook of Econometrics
, pp. 2111-2245
-
-
Whitney, N.K.1
McFadden, D.2
-
29
-
-
0000706085
-
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
-
Newey, Whitney K., and Kenneth D. West. 1987. "A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix." Econometrica, 55(3): 703-08.
-
(1987)
Econometrica
, vol.55
, Issue.3
, pp. 703-708
-
-
Whitney, N.K.1
West, K.D.2
-
30
-
-
0002925890
-
Monetary Policy Rules Based on Real-Time Data
-
Orphanides, Athanasios. 2001. "Monetary Policy Rules Based on Real-Time Data." American Economic Review, 91(4): 964-85.
-
(2001)
American Economic Review
, vol.91
, Issue.4
, pp. 964-985
-
-
Athanasios, O.1
-
31
-
-
0036421580
-
The Unreliability of Output-Gap Estimates in Real Time
-
Orphanides Athanasios Simon van Norden
-
Orphanides, Athanasios, and Simon van Norden. 2002. "The Unreliability of Output-Gap Estimates in Real Time." Review of Economics and Statistics, 84(4): 569-83.
-
(2002)
Review of Economics and Statistics
, vol.84
, Issue.4
, pp. 569-583
-
-
-
32
-
-
10644279757
-
Regime Switching and Monetary Policy Measurement
-
Owyang, Michael T., and Garey Ramey. 2004. "Regime Switching and Monetary Policy Measurement." Journal of Monetary Economics, 51(8): 1577-97.
-
(2004)
Journal of Monetary Economics
, vol.51
, Issue.8
, pp. 1577-1597
-
-
Michael, O.T.1
Ramey, G.2
-
33
-
-
84963043455
-
Two Stage and Related Estimators and Their Applications
-
Pagan, Adrian. 1986. "Two Stage and Related Estimators and Their Applications." Review of Economic Studies, 53(4): 517-38.
-
(1986)
Review of Economic Studies
, vol.53
, Issue.4
, pp. 517-538
-
-
Adrian, P.1
-
34
-
-
46749114332
-
Futures Prices as Risk-Adjusted Forecasts of Monetary Policy
-
Piazzesi, Monika, and Eric T. Swanson. 2008. "Futures Prices as Risk-Adjusted Forecasts of Monetary Policy." Journal of Monetary Economics, 55(4): 677-91.
-
(2008)
Journal of Monetary Economics
, vol.55
, Issue.4
, pp. 677-691
-
-
Monika, P.1
Swanson, E.T.2
-
35
-
-
33746633914
-
Why Inflation Rose and Fell: Policy-Makers' Beliefs and U.S. Postwar Stabilization Policy
-
Primiceri, Giorgio E. 2006. "Why Inflation Rose and Fell: Policy-Makers' Beliefs and U.S. Postwar Stabilization Policy." Quarterly Journal of Economics, 121(3): 867-901.
-
(2006)
Quarterly Journal of Economics
, vol.121
, Issue.3
, pp. 867-901
-
-
Giorgio, P.E.1
-
36
-
-
18744391055
-
On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations
-
Ravn, Morten O., and Harald Uhlig. 2002. "On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations." The Review of Economics and Statistics, 84(2): 371-76.
-
(2002)
The Review of Economics and Statistics
, vol.84
, Issue.2
, pp. 371-376
-
-
Ravn, M.O.1
Uhlig, H.2
-
37
-
-
0036742601
-
Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia
-
Rudebusch, Glenn D. 2002. " Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia." Journal of Monetary Economics, 49(6): 1161-87.
-
(2002)
Journal of Monetary Economics
, vol.49
, Issue.6
, pp. 1161-1187
-
-
Rudebusch, G.D.1
-
41
-
-
0012958104
-
Money Supply Announcements and the Market's Perception of Federal Reserve Policy
-
Strongin, Steven, and Vefa Tarhan. 1990. "Money Supply Announcements and the Market's Perception of Federal Reserve Policy." Journal of Money, Credit and Banking, 22(2): 135-53.
-
(1990)
Journal of Money, Credit and Banking
, vol.22
, Issue.2
, pp. 135-153
-
-
Steven, S.1
Tarhan, V.2
-
43
-
-
79960776265
-
-
Paper presented at Housing, Housing Finance, and Monetary Policy Symposium, Federal Reserve Bank of Kansas City, Jackson Hole, WY, August 30-September 1
-
Taylor, John B. 2007. "Housing and Monetary Policy." Paper presented at Housing, Housing Finance, and Monetary Policy Symposium, Federal Reserve Bank of Kansas City, Jackson Hole, WY, August 30-September 1.
-
(2007)
Housing and Monetary Policy
-
-
Taylor, J.B.1
-
44
-
-
77952028327
-
The Determinants of Future U.S. Monetary Policy: High-Frequency Evidence
-
Taylor, Nicholas. 2010. "The Determinants of Future U.S. Monetary Policy: High-Frequency Evidence." Journal of Money, Credit and Banking, 42(2-3): 399-420.
-
(2010)
Journal of Money, Credit and Banking
, vol.42
, Issue.2-3
, pp. 399-420
-
-
Taylor, N.1
-
45
-
-
46749142424
-
Using Private Forecasts to Estimate the Effects of Monetary Policy
-
Thapar, Aditi. 2008. "Using Private Forecasts to Estimate the Effects of Monetary Policy." Journal of Monetary Economics, 55(4): 806-24.
-
(2008)
Journal of Monetary Economics
, vol.55
, Issue.4
, pp. 806-824
-
-
Thapar, A.1
|