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Identifying the Liquidity Effect at the Daily Frequency
16 references·16 citing·37 second hopsampled
Identifying the Liquidity Effect at the Daily Frequency (2001)Identifying the Liquidity Effect at the D…An Enquiry into the Nature and Effects of the Paper Credit of Great Britain (2017)An Enquiry into the Nature an…Interest and Prices (2004)Interest and PricesOpen mouth operations (2000)Open mouth operationsMeasuring Monetary Policy (1998)Measuring Monetary PolicyThe Effects of Monetary Policy Shocks: Evidence from the Flow of Funds (1996)The Effects of Monetary Polic…The Role of Monetary Policy (1995)The Role of Monetary PolicyThe identification of monetary policy disturbances explaining the liquidity puzzle (1995)The identification of monetar…Measuring Monetary Policy (1995)Measuring Monetary PolicyInterpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…‘Interpreting the macroeconomic time series facts: The effects of monetary policy’ (1992)‘Interpreting the macroeconom…Interest rates and the conduct of monetary policy (1991)Interest rates and the conduc…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…The effect of changes in the federal funds rate target on market interest rates in the 1970s (1989)The effect of changes in the …Money, Interest and Prices (1967)Money, Interest and PricesAn Enquiry into the Nature and Effects of the Paper Credit of Great Britain (1802). (1941)An Enquiry into the Nature an…The Rate of Interest (1907)The Rate of InterestMonetary policy announcements and market interest rates’ response: Evidence from China (2020)Monetary policy announcements…Monetary policy: Why money matters (and interest rates don’t) (2014)Monetary policy: Why money ma…Monetary Policy: Why Money Matters, and Interest Rates Don’t (2012)Monetary Policy: Why Money Ma…Whither the liquidity effect: The impact of Federal Reserve open market operations in recent years (2010)Whither the liquidity effect:…Implementation of Monetary Policy (2010)Implementation of Monetary Po…The Daily and Policy-Relevant Liquidity Effects (2007)The Daily and Policy-Relevant…Open Market Operations and Financial Markets (2007)Open Market Operations and Fi…The Liquidity Effect in the Federal Funds Market: Evidence at the Monthly Frequency (2006)The Liquidity Effect in the F…The Daily Liquidity Effect (2006)The Daily Liquidity EffectQuarter-End Effects in Banks: Preferred Habitat or Window Dressing? (2006)Quarter-End Effects in Banks:…Tests of the expectations hypothesis: Resolving the anomalies when the short-term rate is the federal funds rate (2005)Tests of the expectations hyp…The Determinants of the Overnight Interest Rate in the Euro Area (2004)The Determinants of the Overn…How Does the ECB Allot Liquidity in its Weekly Main Refinancing Operations? A Look at the Empirical Evidence (2004)How Does the ECB Allot Liquid…Timeliness and the Fed’s Daily Tactics (2003)Timeliness and the Fed’s Dail…The Announcement Effect: Evidence from Open Market Desk Data. (Session 1: The Reserves Market) (2002)The Announcement Effect: Evid…Measuring the Liquidity Effect: The Case of Japan (2002)Measuring the Liquidity Effec…The Federal Funds Rate and the Channels of Monetary Transnission (1990)Exploring the international linkages of the euro area: a global VAR analysis (2007)Identifying the interdependence between US monetary policy and the stock market (2008)A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Aggregate Dynamics and Staggered Contracts (1980)Optimal monetary policy with staggered wage and price contracts (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)A model of unconventional monetary policy (2010)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)A neo-classical theory of keynesian unemployment (1976)Anatomy of a Financial Crisis (1991)Can banks individually create money out of nothing? — The theories and the empirical evidence (2014)Functional equivalence between liquidity costs and the utility of money (1986)Chapter 25 Government debt (1999)Money Illusion and Housing Frenzies (2007)The Financial Accelerator and the Flight to Quality (1996)Oil price shocks and stock market activity (1999)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)On Stock Market Returns and Monetary Policy (1997)The Pre-FOMC Announcement Drift (2012)Financial Heterogeneity and the Investment Channel of Monetary Policy (2020)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Econometric policy evaluation: A critique (1976)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Economic Policy Uncertainty* (2016)
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References

  • 1995The Role of Monetary Policy3,796 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 2004Interest and Prices2,583 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds1,209 cited
  • 1967Money, Interest and Prices864 cited
  • 2017An Enquiry into the Nature and Effects of the Paper Credit of Great Britain617 cited
  • 1989The effect of changes in the federal funds rate target on market interest rates in the 1970s595 cited
  • 1992‘Interpreting the macroeconomic time series facts: The effects of monetary policy’487 cited
  • 1995The identification of monetary policy disturbances explaining the liquidity puzzle471 cited
  • 1991Interest rates and the conduct of monetary policy464 cited
  • 1907The Rate of Interest404 cited
  • 1941An Enquiry into the Nature and Effects of the Paper Credit of Great Britain (1802).316 cited
  • 2000Open mouth operations249 cited
  • 1995Measuring Monetary Policy

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242 cited

Cited by

  • 2004The Determinants of the Overnight Interest Rate in the Euro Area53 cited
  • 2014Monetary policy: Why money matters (and interest rates don’t)47 cited
  • 2006The Liquidity Effect in the Federal Funds Market: Evidence at the Monthly Frequency46 cited
  • 2005Tests of the expectations hypothesis: Resolving the anomalies when the short-term rate is the federal funds rate40 cited
  • 2006Quarter-End Effects in Banks: Preferred Habitat or Window Dressing?39 cited
  • 2020Monetary policy announcements and market interest rates’ response: Evidence from China38 cited
  • 2003Timeliness and the Fed’s Daily Tactics35 cited
  • 2010Implementation of Monetary Policy32 cited
  • 2010Whither the liquidity effect: The impact of Federal Reserve open market operations in recent years31 cited
  • 2007The Daily and Policy-Relevant Liquidity Effects26 cited
  • 2002The Announcement Effect: Evidence from Open Market Desk Data. (Session 1: The Reserves Market)22 cited
  • 2004How Does the ECB Allot Liquidity in its Weekly Main Refinancing Operations? A Look at the Empirical Evidence22 cited
  • 2002Measuring the Liquidity Effect: The Case of Japan18 cited
  • 2007Open Market Operations and Financial Markets17 cited
  • 2006The Daily Liquidity Effect16 cited
  • 2012Monetary Policy: Why Money Matters, and Interest Rates Don’t16 cited