-
2
-
-
20444367717
-
The Case for Open-Market Purchases in a Liquidity Trap
-
Auerbach, Alan J., and Maurice Obstfeld (2005) "The Case for Open-Market Purchases in a Liquidity Trap. American Economic Review, 95, 110-137.
-
(2005)
American Economic Review
, vol.95
, pp. 110-137
-
-
Auerbach, A.J.1
Obstfeld, M.2
-
3
-
-
84963257520
-
Are Government Bonds Net Wealth
-
Barro, Robert J. (1974) "Are Government Bonds Net Wealth Journal of Political Economy, 82, 1095-1117.
-
(1974)
Journal of Political Economy
, vol.82
, pp. 1095-1117
-
-
Barro, R.J.1
-
4
-
-
84863067672
-
-
"Unconventional Monetary Policy and the Great Recession: Estimating the Impact of a Compression in the Yield Spread at the Zero Lower Bound." European Central Bank Working Paper No. 1258.
-
Baumeister, Christiane, and Luca Benati (2010) "Unconventional Monetary Policy and the Great Recession: Estimating the Impact of a Compression in the Yield Spread at the Zero Lower Bound." European Central Bank Working Paper No. 1258.
-
(2010)
-
-
Baumeister, C.1
Benati, L.2
-
5
-
-
14944345158
-
Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment
-
Bernanke, Ben S., Vincent R. Reinhart, and Brian P. Sack (2004) "Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment. Brookings Papers on Economic Activity, 2, 1-100.
-
(2004)
Brookings Papers on Economic Activity
, vol.2
, pp. 1-100
-
-
Bernanke, B.S.1
Reinhart, V.R.2
Sack, B.P.3
-
6
-
-
84863056608
-
-
"Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?" Working Paper 2009-13, Federal Reserve Bank of San Francisco.
-
Christensen, Jens H. E., Jose A. Lopez, and Glenn D. Rudebusch (2009) "Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?" Working Paper 2009-13, Federal Reserve Bank of San Francisco.
-
(2009)
-
-
Christensen, J.H.E.1
Lopez, J.A.2
Rudebusch, G.D.3
-
8
-
-
84863060115
-
-
"Flow and Stock Effects of Large-Scale Treasury Purchases." Finance and Economics Discussion Series 2010-52, Federal Reserve Board.
-
D'Amico, Stefania, and Thomas B. King (2010) "Flow and Stock Effects of Large-Scale Treasury Purchases." Finance and Economics Discussion Series 2010-52, Federal Reserve Board.
-
(2010)
-
-
D'Amico, S.1
King, T.B.2
-
9
-
-
84856610536
-
The Efficacy of Large-Scale Asset Purchases at the Zero Lower Bound
-
Doh, Taeyoung. (2010) "The Efficacy of Large-Scale Asset Purchases at the Zero Lower Bound. Federal Reserve Bank of Kansas City Economic Review, Q2, 5-34.
-
(2010)
Federal Reserve Bank of Kansas City Economic Review
, vol.Q2
, pp. 5-34
-
-
Doh, T.1
-
10
-
-
84863056600
-
-
Forecasting with the Term Structure: The Role of No-Arbitrage Restrictions." Working Paper, Johns Hopkins University
-
Duffee, Gregory R. (2011) "Forecasting with the Term Structure: The Role of No-Arbitrage Restrictions." Working Paper, Johns Hopkins University
-
(2011)
-
-
Duffee, G.R.1
-
11
-
-
80051969492
-
Information in (and Not in) the Term Structure
-
Forthcoming)
-
Duffee, Gregory R. (Forthcoming) "Information in (and Not in) the Term Structure. Review of Financial Studies.
-
Review of Financial Studies
-
-
Duffee, G.R.1
-
12
-
-
84863067662
-
-
"How Effective Were the Federal Reserve Emergency Liquidity Facilities? Evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility." QAU Series No. QAU10-3, Federal Reserve Bank of Boston.
-
Duygan-Bump, Burcu, Patrick M. Parkinson, Eric S. Rosengren, Gustavo A. Suarez, and Paul S. Willen (2010) "How Effective Were the Federal Reserve Emergency Liquidity Facilities? Evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility." QAU Series No. QAU10-3, Federal Reserve Bank of Boston.
-
(2010)
-
-
Duygan-Bump, B.1
Parkinson, P.M.2
Rosengren, E.S.3
Suarez, G.A.4
Willen, P.S.5
-
13
-
-
0043241015
-
The Zero Bound on Interest Rates and Optimal Monetary Policy
-
Eggertsson, Gauti, and Michael Woodford (2003) "The Zero Bound on Interest Rates and Optimal Monetary Policy. Brookings Papers on Economic Activity, 1, 139-211.
-
(2003)
Brookings Papers on Economic Activity
, vol.1
, pp. 139-211
-
-
Eggertsson, G.1
Woodford, M.2
-
14
-
-
84863056602
-
-
"Large-Scale Asset Purchases by the Federal Reserve: Did They Work?" Federal Reserve Bank of New York Staff Reports.
-
Gagnon, Joseph, Matthew Raskin, Julie Remache, and Brian Sack (2010) "Large-Scale Asset Purchases by the Federal Reserve: Did They Work?" Federal Reserve Bank of New York Staff Reports.
-
(2010)
-
-
Gagnon, J.1
Raskin, M.2
Remache, J.3
Sack, B.4
-
15
-
-
84863067663
-
-
"Bond Supply and Excess Bond Returns." Working Paper, London School of Economics.
-
Greenwood, Robin, and Dimitri Vayanos (2010) "Bond Supply and Excess Bond Returns." Working Paper, London School of Economics.
-
(2010)
-
-
Greenwood, R.1
Vayanos, D.2
-
16
-
-
36048973867
-
The U.S. Treasury Yield Curve: 1961 to the Present
-
Gürkaynak, Refet S., Brian Sack, and Jonathan H. Wright (2007) "The U.S. Treasury Yield Curve: 1961 to the Present. Journal of Monetary Economics, 54, 2291-2304.
-
(2007)
Journal of Monetary Economics
, vol.54
, pp. 2291-2304
-
-
Gürkaynak, R.S.1
Sack, B.2
Wright, J.H.3
-
17
-
-
84863046444
-
-
"Macroeconomics and the Term Structure." Working Paper, Johns Hopkins University.
-
Gürkaynak, Refet S., and Jonathan H. Wright (2010) "Macroeconomics and the Term Structure." Working Paper, Johns Hopkins University.
-
(2010)
-
-
Gürkaynak, R.S.1
Wright, J.H.2
-
18
-
-
84863056605
-
-
"Identification and Estimation of Gaussian Affine Term Structure Models." Working Paper, University of California, San Diego
-
Hamilton, James D., and Jing Cynthia Wu (2010) "Identification and Estimation of Gaussian Affine Term Structure Models." Working Paper, University of California, San Diego
-
(2010)
-
-
Hamilton, J.D.1
Wu, J.C.2
-
19
-
-
84889090451
-
Testable Implications of Affine Term Structure Models
-
(Forthcoming)
-
Hamilton, James D., and Jing Cynthia Wu (Forthcoming) "Testable Implications of Affine Term Structure Models. Journal of Econometrics.
-
Journal of Econometrics
-
-
Hamilton, J.D.1
Wu, J.C.2
-
20
-
-
84863067666
-
-
"Did the Federal Reserve's MBS Purchase Program Lower Mortgage Rates?" Working Paper, Federal Reserve Board.
-
Hancock, Diana, and Wayne Passmore (2011) "Did the Federal Reserve's MBS Purchase Program Lower Mortgage Rates?" Working Paper, Federal Reserve Board.
-
(2011)
-
-
Hancock, D.1
Passmore, W.2
-
21
-
-
0000714094
-
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
-
Hansen, Lars P., and Robert J. Hodrick (1980) "Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis. Journal of Political Economy, 88, 829-853.
-
(1980)
Journal of Political Economy
, vol.88
, pp. 829-853
-
-
Hansen, L.P.1
Hodrick, R.J.2
-
22
-
-
84863056603
-
-
"Financing U.S. Debt: Is There Enough Money in the World-And at What Cost?" Working Paper, University of Wisconsin-Madison.
-
Kitchen, John, and Menzie D. Chinn (2010) "Financing U.S. Debt: Is There Enough Money in the World-And at What Cost?" Working Paper, University of Wisconsin-Madison.
-
(2010)
-
-
Kitchen, J.1
Chinn, M.D.2
-
23
-
-
84863067667
-
-
"The Aggregate Demand for Treasury Debt." Working Paper, Northwestern University.
-
Krishnamurthy, Arvind, and Annette Vissing-Jorgensen (2010) "The Aggregate Demand for Treasury Debt." Working Paper, Northwestern University.
-
(2010)
-
-
Krishnamurthy, A.1
Vissing-Jorgensen, A.2
-
25
-
-
0032243738
-
It's Baaack: Japan's Slump and the Return of the Liquidity Trap
-
Krugman, Paul R. (1998) "It's Baaack: Japan's Slump and the Return of the Liquidity Trap. Brookings Papers on Economic Activity, 2, 137-205.
-
(1998)
Brookings Papers on Economic Activity
, vol.2
, pp. 137-205
-
-
Krugman, P.R.1
-
26
-
-
84863067668
-
-
Can Central Banks Target Bond Prices?" NBER Working Paper 12454.
-
Kuttner, Kenneth N. (2006) "Can Central Banks Target Bond Prices?" NBER Working Paper 12454.
-
(2006)
-
-
Kuttner, K.N.1
-
27
-
-
84863056607
-
-
"The Effect of the Term Auction Facility on the London Inter-Bank Offered Rate." Staff Reports No. 335, Federal Reserve Bank of New York.
-
McAndrews, James, Asani Sarkar, and Zhenyu Wang (2008) "The Effect of the Term Auction Facility on the London Inter-Bank Offered Rate." Staff Reports No. 335, Federal Reserve Bank of New York.
-
(2008)
-
-
McAndrews, J.1
Sarkar, A.2
Wang, Z.3
-
28
-
-
23044521584
-
Theoretical Analysis Regarding a Zero Lower Bound on Nominal Interest Rates
-
McCallum, Bennett T. (2000) "Theoretical Analysis Regarding a Zero Lower Bound on Nominal Interest Rates. Journal of Money, Credit and Banking, 32, 870-904.
-
(2000)
Journal of Money, Credit and Banking
, vol.32
, pp. 870-904
-
-
McCallum, B.T.1
-
29
-
-
0000314740
-
Lifetime Portfolio Selection Under Uncertainty: The Continuous Time Case
-
Merton, Robert C. (1969) "Lifetime Portfolio Selection Under Uncertainty: The Continuous Time Case. Review of Economics and Statistics, 51, 247-257.
-
(1969)
Review of Economics and Statistics
, vol.51
, pp. 247-257
-
-
Merton, R.C.1
-
30
-
-
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, 703-708.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.K.1
West, K.D.2
-
31
-
-
0013166476
-
Funding System
-
" In, 4th, 5th, and 6th eds. Reprinted in The Works and Correspondence of David Ricardo 4, 1951, edited by Piero Sraffa Cambridge : Cambridge University Press.
-
Ricardo, David. (1820) "Funding System." In Encyclopaedia Britannica, 4th, 5th, and 6th eds. Reprinted in The Works and Correspondence of David Ricardo 4, 1951, edited by Piero Sraffa, pp. 149-200. Cambridge : Cambridge University Press.
-
(1820)
Encyclopaedia Britannica
, pp. 149-200
-
-
Ricardo, D.1
-
32
-
-
84963052709
-
The Effect of Federal Debt-Management Policy on Corporate Bond and Equity Yields
-
Roley, V. Vance. (1982) "The Effect of Federal Debt-Management Policy on Corporate Bond and Equity Yields. Quarterly Journal of Economics, 97, 645-668.
-
(1982)
Quarterly Journal of Economics
, vol.97
, pp. 645-668
-
-
Roley, V.V.1
-
34
-
-
0032345097
-
New Wine in Old Bottles: A Meta-Analysis of Ricardian Equivalence
-
Stanley, T.D. (1998) "New Wine in Old Bottles: A Meta-Analysis of Ricardian Equivalence. Southern Economic Journal, 64, 713-727.
-
(1998)
Southern Economic Journal
, vol.64
, pp. 713-727
-
-
Stanley, T.D.1
-
35
-
-
0001673254
-
The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap
-
Svensson, Lars E. O. (2001) "The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap. Monetary and Economic Studies, 19, 277-312.
-
(2001)
Monetary and Economic Studies
, vol.19
, pp. 277-312
-
-
Svensson, L.E.O.1
-
36
-
-
85086494629
-
Let's Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2
-
Forthcoming)
-
Swanson, Eric T. (Forthcoming) "Let's Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2. Brookings Papers on Economic Activity.
-
Brookings Papers on Economic Activity
-
-
Swanson, E.T.1
-
38
-
-
84863067671
-
-
"A Preferred-Habitat Model of the Term Structure of Interest Rates." Working Paper, London School of Economics
-
Vayanos, Dimitri, and Jean-Luc Vila (2009) "A Preferred-Habitat Model of the Term Structure of Interest Rates." Working Paper, London School of Economics
-
(2009)
-
-
Vayanos, D.1
Vila, J.-L.2
-
39
-
-
85017323992
-
A Modigliani-Miller Theorem for Open-Market Operations
-
Wallace, Neil. (1981) "A Modigliani-Miller Theorem for Open-Market Operations. American Economic Review, 71, 267-74.
-
(1981)
American Economic Review
, vol.71
, pp. 267-274
-
-
Wallace, N.1
-
40
-
-
84863070623
-
Comments on Ashcraft, Garleanu, and Pedersen, 'Two Monetary Tools: Interest Rates and Haircuts
-
edited by Daron Acemoglu and Michael Woodford. Chicago : University of Chicago Press.
-
Woodford, Michael. (2010) "Comments on Ashcraft, Garleanu, and Pedersen, 'Two Monetary Tools: Interest Rates and Haircuts"' In NBER Macroeconomics Annual 2010, Vol. 25, edited by Daron Acemoglu and Michael Woodford Chicago : University of Chicago Press.
-
(2010)
NBER Macroeconomics Annual 2010
, vol.25
-
-
Woodford, M.1
|