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Real-Time Taylor Rules and the Federal Funds Futures Market
7 references·16 citing·46 second hop
Real-Time Taylor Rules and the Federal Funds Futures Market (1998)Real-Time Taylor Rules and the Federal Fu…Monetary Policy Shocks: What Have We Learned and to What End? 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this work references cited by second hop

References

  • 1998Monetary policy rules in practice2,206 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 1997The Time-Varying NAIRU and its Implications for Economic Policy831 cited
  • 1991Interest rates and the conduct of monetary policy464 cited
  • 1996The Fed funds futures rate as a predictor of federal reserve policy262 cited
  • 1998Inflation Expectations and the Transmission of Monetary Policy177 cited

Cited by

  • 2017Financial Frictions and the Stock Price Reaction to Monetary Policy68 cited
  • 2020Monetary Policy Expectation Errors64 cited
  • 2004Futures Prices as Risk-adjusted Forecasts of Monetary Policy57 cited
  • 2004Monetary Policy and the U.S. Stock Market53 cited
  • 1999A REAL-TIME DATA SET FOR MACROECONOMISTS53 cited
  • 2006Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates51 cited
  • 2006Futures Prices as Risk-Adjusted Forecasts of Monetary Policy44 cited
  • 2009The impact of monetary policy surprises on asset return volatility: the case of Germany38 cited

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  • 2006Market-Based Measures of Monetary Policy Expectations36 cited
  • 2001Do Provisional Estimates of Output Miss Economic Turning Points?35 cited
  • 2006Asymmetric Effects of Monetary Policy29 cited
  • 2017The Transmission of Monetary Policy through Bank Lending: The Floating Rate Channel23 cited
  • 2022The Fed and the stock market: A tale of sentiment states22 cited
  • 2002Market-Based Measures of Monetary Policy Expectations22 cited
  • 2012A Bivariate Model of Federal Reserve and ECB Main Policy Rates20 cited
  • 2010Estimating the Market-Perceived Monetary Policy Rule19 cited