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Measuring the Long-Term Perception of Monetary Policy and the Term Structure
16 references·5 citing·45 second hop
Measuring the Long-Term Perception of Monetary Policy and the Term Structure (2007)Measuring the Long-Term Perception of Mon…The Excess Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic Models (2003)The Excess Sensitivity of Lon…Further Evidence on the Link between Finance and Growth: An International Analysis of Community Banking and Economic Performance (2003)Further Evidence on the Link …Empirical Estimates of Reaction Functions for the Euro Area (2003)Empirical Estimates of Reacti…Term structure views of monetary policy under alternative models of agent expectations (2001)Term structure views of monet…Shifting endpoints in the term structure of interest rates (2001)Shifting endpoints in the ter…The Central Tendency: A Second Factor in Bond Yields (1998)The Central Tendency: A Secon…Monetary policy rules in practice (1998)Monetary policy rules in prac…Monetary policy and the term structure of nominal interest rates: Evidence and theory (1998)Monetary policy and the term …Monetary Policy Rules in Practice: Some International Evidence (1997)Monetary Policy Rules in Prac…The Long-Run Relationship between Nominal Interest Rates and Inflation: The Fisher Equation Revisited (1996)The Long-Run Relationship bet…Monetary Policy Shifts and Long-Term Interest Rates (1996)Monetary Policy Shifts and Lo…Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation? (1995)Do Expected Shifts in Inflati…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…The Changing Behavior of the Term Structure of Interest Rates (1986)The Changing Behavior of the …A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983)Forward Rates and Future Poli…Robust Monetary Policy in the New-Keynesian Framework (2007)Robust Monetary Policy in the…The Impact of Macroeconomic News on Exchange Rate Volatility (2005)The Impact of Macroeconomic N…The Anticipated and Concurring Effects of the Emu: Exchange Rate Volatility, Institutions and Growth (2004)The Anticipated and Concurrin…Monetary Consequences of Alternative Fiscal Policy Rules (2004)Monetary Consequences of Alte…Large Value Payment Systems - Principles and Recent and Future Developments (2004)Large Value Payment Systems -…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Movements in the Equity Premium (1993)The Term Structure of Real Rates and Expected Inflation (2007)Regime Changes and Financial Markets (2012)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Imperfect credibility and inflation persistence (2003)New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)Forecasting Inflation (2013)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Are real interest rates really nonstationary? 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References

  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 1997Monetary Policy Rules in Practice: Some International Evidence614 cited
  • 1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates562 cited
  • 1986The Changing Behavior of the Term Structure of Interest Rates472 cited
  • 2001Shifting endpoints in the term structure of interest rates439 cited
  • 1996The Long-Run Relationship between Nominal Interest Rates and Inflation: The Fisher Equation Revisited311 cited
  • 1998Monetary policy and the term structure of nominal interest rates: Evidence and theory291 cited
  • 1995Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?290 cited
  • 2003Further Evidence on the Link between Finance and Growth: An International Analysis of Community Banking and Economic Performance239 cited
  • 2003Empirical Estimates of Reaction Functions for the Euro Area185 cited
  • 1996Monetary Policy Shifts and Long-Term Interest Rates175 cited
  • 1998The Central Tendency: A Second Factor in Bond Yields145 cited
  • 2003

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The Excess Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic Models
123 cited
  • 2001Term structure views of monetary policy under alternative models of agent expectations105 cited
  • Cited by

    • 2005The Impact of Macroeconomic News on Exchange Rate Volatility34 cited
    • 2004The Anticipated and Concurring Effects of the Emu: Exchange Rate Volatility, Institutions and Growth19 cited
    • 2004Large Value Payment Systems - Principles and Recent and Future Developments18 cited
    • 2004Monetary Consequences of Alternative Fiscal Policy Rules13 cited
    • 2007Robust Monetary Policy in the New-Keynesian Framework13 cited