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Monetary Policy and Rejections of the Expectations Hypothesis
16 references·5 citing·29 second hop
Monetary Policy and Rejections of the Expectations Hypothesis (2006)Monetary Policy and Rejections of the Exp…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Interest and Prices (2004)Interest and PricesA no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)A no-arbitrage vector autoreg…Term Premia and Interest Rate Forecasts in Affine Models (2002)Term Premia and Interest Rate…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Inflation dynamics: A structural econometric analysis (1999)Inflation dynamics: A structu…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Yield Spreads and Interest Ra…The Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Habit Formation: A Resolution…The Information in Long-Maturity Forward Rates (1987)The Information in Long-Matur…Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Cyclical Risk Aversion, Precautionary Saving, and Monetary Policy (2013)Cyclical Risk Aversion, Preca…Yield Curve in an Estimated Nonlinear Macro Model (2009)Yield Curve in an Estimated N…Term structure and the estimated monetary policy rule in the Eurozone (2008)Term structure and the estima…Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models (2007)Arbitrage-Free Bond Pricing w…The Effect of Lenders' Credit Risk Transfer Activities on Borrowing Firms' Equity Returns (2006)The Effect of Lenders' Credit…"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Inflation and Costs of Price Adjustment (1977)Aggregate Dynamics and Staggered Contracts (1980)Behavioral Macroeconomics and Macroeconomic Behavior (2002)Employment Fluctuations with Equilibrium Wage Stickiness (2005)Unemployment Fluctuations with Staggered Nash Wage Bargaining (2009)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)Rules, discretion and reputation in a model of monetary policy (1983)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Optimal monetary policy with staggered wage and price contracts (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)A model of unconventional monetary policy (2010)The Science of Monetary Policy: A New Keynesian Perspective (1999)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)
this work references cited by second hop

References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 2004Interest and Prices2,583 cited
  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
  • 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,687 cited
  • 2002Term Premia and Interest Rate Forecasts in Affine Models1,581 cited

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  • 1987The Information in Long-Maturity Forward Rates1,552 cited
  • Cited by

    • 2013Cyclical Risk Aversion, Precautionary Saving, and Monetary Policy30 cited
    • 2007Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models29 cited
    • 2006The Effect of Lenders' Credit Risk Transfer Activities on Borrowing Firms' Equity Returns29 cited
    • 2008Term structure and the estimated monetary policy rule in the Eurozone20 cited
    • 2009Yield Curve in an Estimated Nonlinear Macro Model14 cited