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Interest rates and exchange rates under money supply targets
16 references·0 citing·42 second hop
Interest rates and exchange rates under money supply targets (1994)Interest rates and exchange rates under m…The Role of Monetary Policy (1995)The Role of Monetary PolicyModeling the Liquidity Effect of a Money Shock (1994)Modeling the Liquidity Effect…Political economy, growth, and business cycles (1992)Political economy, growth, an…Liquidity Effects and the Monetary Transmission Mechanism (1992)Liquidity Effects and the Mon…In search of the liquidity effect (1992)In search of the liquidity ef…Money and business cycles (1991)Money and business cyclesModeling the Liquidity Effect of a Money Shock (1991)Modeling the Liquidity Effect…Interest rates and the conduct of monetary policy (1991)Interest rates and the conduc…Identification and the Liquidity Effect of a Monetary Policy Shock (1991)Identification and the Liquid…The Return of the Liquidity Effect: A Study of the Short-Run Relation Between Money Growth and Interest Rates (1989)The Return of the Liquidity E…Interest-rate targeting (1989)Interest-rate targetingEconomic news, exchange rates and interest rates (1988)Economic news, exchange rates…THE IMPACT OF MONEY ON SHORT‐TERM INTEREST RATES (1987)THE IMPACT OF MONEY ON SHORT‐…Interest rate smoothing and price level trend-stationarity (1987)Interest rate smoothing and p…Some issues concerning interest rate pegging, price level determinacy, and the real bills doctrine (1986)Some issues concerning intere…Price level determinacy with an interest rate policy rule and rational expectations (1981)Price level determinacy with …Are Forecasting Models Usable for Policy Analysis? (1986)The federal funds rate and the channels of monetary transmission (1989)THE RELATION BETWEEN NARRATIVE AND MONEY MARKET INDICATORS OF MONETARY POLICY (1995)The Inflation Tax in a Real Business Cycle Model (1998)The Timing of Monetary Policy Shocks (2007)Identifying Monetary Policy Shocks via Changes in Volatility (2008)A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)Empirical exchange rate models of the seventies (1983)Macroeconomic news and bond market volatility1We thank Walter Toshi Baily, Bob Korajczyk, Jim Poterba, Mark Watson, seminar participants at the University of Chicago, Columbia University, Cornell University, and the University of Montreal, and especially Ludger Hentschel (the referee) for helpful comments. We also thank Mark Mitchell for supplying data, and Amy C. Ko and Sydney Ludvigson for research assistance. Lamont was supported by the FMC Faculty Research Fund at the Graduate School of Business, University of Chicago. A portion of this research was completed while Lumsdaine was a National Fellow at the Hoover Institution. We also thank the Financial Research Center at Princeton University for support. A previous version of this paper circulated as `Public Information and the Persistence of Bond Market Volatility'.1 (1998)The surprise element: jumps in interest rates (2002)How is macro news transmitted to exchange rates? (2008)A Monetary History of the United States, 1867-1960 (1964)Measuring Monetary Policy (1995)The Robustness of Identified VAR Conclusions About Money (1998)The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers (2017)Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model (1970)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)The Information in Long-Maturity Forward Rates (1987)The identification of monetary policy disturbances explaining the liquidity puzzle (1995)Firm Size and Cyclical Variations in Stock Returns (2000)Optimal Interest-Rate Smoothing (2003)Trends and random walks in macroeconmic time series (1982)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Indeterminacy, bubbles, and the fiscal theory of price level determination (2001)Some International Evidence on Output-Inflation Tradeoffs. (1973)Are Government Bonds Net Wealth? (1974)On Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective (1981)On non-uniqueness in rational expectations models (1983)Money's Role in the Monetary Business Cycle (2001)The Changing Behavior of the Term Structure of Interest Rates (1986)Does the Fed Act Gradually? A VAR Analysis (1998)Monetary Policy Rules, Asset Prices, and Exchange Rates (2004)Determinants of economic growth in China: Private enterprise, education, and openness (2000)Lurking in the shadows: the informal sector and government policy (2003)Chapter 5 Poverty Traps (2005)Sticky price and limited participation models of money: A comparison (1997)Business Cycles in Emerging Economies: The Role of Interest Rates (2004)Optimal monetary policy with the cost channel (2006)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
  • 1992Liquidity Effects and the Monetary Transmission Mechanism555 cited
  • 1991Interest rates and the conduct of monetary policy464 cited
  • 1981Price level determinacy with an interest rate policy rule and rational expectations264 cited
  • 1992In search of the liquidity effect237 cited
  • 1988Economic news, exchange rates and interest rates212 cited
  • 1991Identification and the Liquidity Effect of a Monetary Policy Shock179 cited
  • 1986Some issues concerning interest rate pegging, price level determinacy, and the real bills doctrine162 cited
  • 1987Interest rate smoothing and price level trend-stationarity161 cited
  • 1992Political economy, growth, and business cycles147 cited
  • 1989Interest-rate targeting137 cited
  • 1994Modeling the Liquidity Effect of a Money Shock118 cited
  • 1987THE IMPACT OF MONEY ON SHORT‐TERM INTEREST RATES94 cited
  • 1989The Return of the Liquidity Effect: A Study of the Short-Run Relation Between Money Growth and Interest Rates93 cited
  • 1991Modeling the Liquidity Effect of a Money Shock77 cited
  • 1991

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Money and business cycles
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