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The Excess Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic Models
16 references·16 citing·41 second hopsampled
The Excess Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic Models (2003)The Excess Sensitivity of Long-Term Inter…The Term Structure of Real Rates and Expected Inflation (2007)The Term Structure of Real Ra…Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Markets (2006)Monetary Policy Surprises and…Imperfect credibility and inflation persistence (2003)Imperfect credibility and inf…Term structure evidence on interest rate smoothing and monetary policy inertia (2002)Term structure evidence on in…Shifting endpoints in the term structure of interest rates (2001)Shifting endpoints in the ter…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Federal Reserve Information and the Behavior of Interest Rates (2000)Federal Reserve Information a…The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…Do Measures of Monetary Policy in a VAR Make Sense (1998)Do Measures of Monetary Polic…The (Un)Importance of Forward-Looking Behavior in Price Specifications (1997)The (Un)Importance of Forward…Is inflation sticky? (1997)Is inflation sticky?Estimating and Interpreting Forward Interest Rates: Sweden 1992 - 1994 (1994)Estimating and Interpreting F…Estimating and Interpreting Foreward Interest Rates: Sweden 1992-1994 (1994)Estimating and Interpreting F…The effect of changes in the federal funds rate target on market interest rates in the 1970s (1989)The effect of changes in the …The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure (1979)The Volatility of Long-Term I…Fearing the Fed: How wall street reads main street (2024)Fearing the Fed: How wall str…Monetary Policy Regimes and Economic Performance (2010)Monetary Policy Regimes and E…The high-frequency impact of news on long-term yields and forward rates: Is it real? 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References

  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 2000Federal Reserve Information and the Behavior of Interest Rates1,049 cited
  • 1979The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure811 cited
  • 2002Term structure evidence on interest rate smoothing and monetary policy inertia772 cited
  • 1998Do Measures of Monetary Policy in a VAR Make Sense629 cited
  • 1989The effect of changes in the federal funds rate target on market interest rates in the 1970s595 cited
  • 1994Estimating and Interpreting Forward Interest Rates: Sweden 1992 - 1994588 cited
  • 2007The Term Structure of Real Rates and Expected Inflation538 cited
  • 1997The (Un)Importance of Forward-Looking Behavior in Price Specifications528 cited
  • 1997Is inflation sticky?487 cited
  • 2001Shifting endpoints in the term structure of interest rates439 cited
  • 2003Imperfect credibility and inflation persistence431 cited
  • 1994Estimating and Interpreting Foreward Interest Rates: Sweden 1992-1994

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

426 cited
  • 2006Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Markets414 cited
  • Cited by

    • 2003The Term Structure of Real Rates and Expected Inflation124 cited
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    • 2009The high-frequency impact of news on long-term yields and forward rates: Is it real?113 cited
    • 2004Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy?95 cited
    • 2004A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy93 cited
    • 2005What do you expect? Imperfect policy credibility and tests of the expectations hypothesis85 cited
    • 2006Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere82 cited
    • 2007Monetary policy when potential output is uncertain: Understanding the growth gamble of the 1990s81 cited
    • 2009The formation of inflation expectations: an empirical analysis for the UK74 cited
    • 2003Has the business cycle changed73 cited
    • 2005New-Keynesian Macroeconomics and the Term Structure71 cited
    • 2003Inflation Targeting in the United States?61 cited
    • 2006Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the U.S., U.K., and Sweden60 cited
    • 2024Fearing the Fed: How wall street reads main street59 cited
    • 2004Futures Prices as Risk-adjusted Forecasts of Monetary Policy57 cited
    • 2010Monetary Policy Regimes and Economic Performance53 cited