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The Relationship between the Federal Funds Rate and the Fed's Federal Funds Rate Target: Is it Open Market or Open Mouth Operations?
16 references·1 citing·43 second hop
The Relationship between the Federal Funds Rate and the Fed's Federal Funds Rate Target: Is it Open Market or Open Mouth Operations? (2016)The Relationship between the Federal Fund…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Optimal Monetary Policy Inertia (1999)Optimal Monetary Policy Inert…The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds (1996)The Effects of Monetary Polic…The identification of monetary policy disturbances explaining the liquidity puzzle (1995)The identification of monetar…Resolving the Liquidity Effect (1995)Resolving the Liquidity EffectFederal 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…Interest rates and the conduct of monetary policy (1991)Interest rates and the conduc…Interest-rate targeting (1989)Interest-rate targetingTesting for Common Trends (1988)Testing for Common TrendsMacroeconomic information and stock prices (1987)Macroeconomic information and…Requiem for Regulation Q: What It Did and Why It Passed Away (1986)Requiem for Regulation Q: Wha…Asset Returns, Discount Rate Changes, and Market Efficiency (1985)Asset Returns, Discount Rate …Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983)Forward Rates and Future Poli…A Program for Monetary Stability (1961)A Program for Monetary Stabil…The Term Structure with Semi‐credible Targeting (2003)The Term Structure with Semi‐…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A PANIC Attack on Unit Roots and Cointegration (2004)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)The federal funds rate and the channels of monetary transmission (1989)Inference in Linear Time Series Models with some Unit Roots (1990)Interpreting the macroeconomic time series facts (1992)Stock Return Predictability and The Role of Monetary Policy (1997)Firm Size and Cyclical Variations in Stock Returns (2000)An Empirical Analysis of Stock and Bond Market Liquidity (2004)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)Econometric policy evaluation: A critique (1976)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Discretion versus policy rules in practice (1993)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)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)Optimal Interest-Rate Smoothing (2003)Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Business conditions and expected returns on stocks and bonds (1989)ARCH modeling in finance (1992)Expectations and the neutrality of money (1972)A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information (1986)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)The Financial Accelerator and the Flight to Quality (1996)Oil price shocks and stock market activity (1999)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)
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References

  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 1988Testing for Common Trends1,894 cited
  • 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
  • 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds1,209 cited
  • 1961A Program for Monetary Stability1,164 cited
  • 1999Optimal Monetary Policy Inertia998 cited
  • 1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates562 cited
  • 1995The identification of monetary policy disturbances explaining the liquidity puzzle471 cited
  • 1991Interest rates and the conduct of monetary policy464 cited
  • 1995Federal Reserve interest rate targeting, rational expectations, and the term structure373 cited
  • 1987Macroeconomic information and stock prices192 cited
  • 1985Asset Returns, Discount Rate Changes, and Market Efficiency162 cited
  • 1989Interest-rate targeting137 cited
  • 1995Resolving the Liquidity Effect120 cited
  • 1986

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Requiem for Regulation Q: What It Did and Why It Passed Away
119 cited

Cited by

  • 2003The Term Structure with Semi‐credible Targeting30 cited