SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Greenspan’s Conundrum and the Fed’s Ability to Affect Long-Term Yields
16 references·0 citing·42 second hop
Greenspan’s Conundrum and the Fed’s Ability to Affect Long-Term Yields (2012)Greenspan’s Conundrum and the Fed’s Abili…The Term Structure of Real Rates and Expected Inflation (2007)The Term Structure of Real Ra…Output Fluctuations in the United States: What Has Changed Since the Early 1980s? (2006)Output Fluctuations in the Un…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates (2005)An Arbitrage-Free Three-Facto…Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment (2004)Monetary Policy Alternatives …Term structure evidence on interest rate smoothing and monetary policy inertia (2002)Term structure evidence on in…Shifting endpoints in the term structure of interest rates (2001)Shifting endpoints in the ter…Expectations Hypotheses Tests (2001)Expectations Hypotheses TestsOptimal Monetary Policy Inertia (1999)Optimal Monetary Policy Inert…Federal Reserve interest rate targeting, rational expectations, and the term structure (1995)Federal Reserve interest rate…Federal Reserve interest rate targeting, rational expectations, and the term structure (1995)Federal Reserve interest rate…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Yield Spreads and Interest Ra…The effect of changes in the federal funds rate target on market interest rates in the 1970s (1989)The effect of changes in the …Lag-Length Selection and Tests of Granger Causality Between Money and Income (1984)Lag-Length Selection and Test…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)What Is Wrong with Taylor Rules? Using Judgment in Monetary Policy through Targeting Rules (2003)A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy (2008)Capital regulation and monetary policy with fragile banks (2013)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment (2011)Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply (2012)The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases (2012)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Diversification in Banking: Is Noninterest Income the Answer? (2004)The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s? (2007)Econometric policy evaluation: A critique (1976)Rules, discretion and reputation in a model of monetary policy (1983)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)One Money, One Market: Estimating the Effect of Common Currencies on Trade (1999)Learning about monetary policy rules (2002)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2010)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Cointegration and Tests of Present Value Models (1987)The Information in Long-Maturity Forward Rates (1987)Term Premia and Interest Rate Forecasts in Affine Models (2002)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Bond Risk Premia (2005)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)American Economic Review (2019)The Determinants of Stock and Bond Return Comovements (2010)Regime Changes and Financial Markets (2012)On Stock Market Returns and Monetary Policy (1997)The Pre-FOMC Announcement Drift (2012)Financial Heterogeneity and the Investment Channel of Monetary Policy (2020)
this work references cited by second hop

References

  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
  • 1999Optimal Monetary Policy Inertia998 cited
  • 2002Term structure evidence on interest rate smoothing and monetary policy inertia772 cited
  • 2004Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment670 cited
  • 2006Output Fluctuations in the United States: What Has Changed Since the Early 1980s?597 cited
  • 1989The effect of changes in the federal funds rate target on market interest rates in the 1970s595 cited
  • 2007The Term Structure of Real Rates and Expected Inflation538 cited
  • 2005An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates490 cited
  • 2001Shifting endpoints in the term structure of interest rates439 cited
  • 1995Federal Reserve interest rate targeting, rational expectations, and the term structure373 cited
  • 1995Federal Reserve interest rate targeting, rational expectations, and the term structure356 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1984Lag-Length Selection and Tests of Granger Causality Between Money and Income324 cited
  • 2001Expectations Hypotheses Tests289 cited
  • Cited by

    No citing works inside the corpus for this window.