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On the Informational Role of Term Structure in the U.S. Monetary Policy Rule
16 references·13 citing·38 second hop
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References

  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 1997An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy2,077 cited
  • 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,687 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 2001Monetary Policy Rules Based on Real-Time Data1,357 cited
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  • 2005The macroeconomy and the yield curve: a dynamic latent factor approach967 cited
  • 2001A real-time data set for macroeconomists787 cited
  • 2002Term structure evidence on interest rate smoothing and monetary policy inertia772 cited
  • 2006Has Monetary Policy Become More Effective?768 cited
  • 1993Simulated Moments Estimation of Markov Models of Asset Prices

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691 cited
  • 1993Estimating nonlinear time-series models using simulated vector autoregressions686 cited
  • Cited by

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    • 2010A Quarterly Fiscal Database for the Euro Area Based on Intra-Annual Fiscal Information78 cited
    • 2009Firm-Specific Factors Influencing the Selection of Accounting Options Provided by the IFRS: Empirical Evidence from Spanish Market51 cited
    • 2009Distributional Tests in Multivariate Dynamic Models with Normal and Student T Innovations51 cited
    • 2010IT INVESTMENT AND INTANGIBLES: EVIDENCE FROM BANKS50 cited
    • 2010The Euro as a Reserve Currency for Global Investors47 cited
    • 2010Green Shoots in the Euro Area: A Real Time Measure44 cited
    • 2010General Equilibrium Restrictions for Dynamic Factor Models41 cited
    • 2010No Bank, One Bank, Several Banks: Does it Matter for Investment?38 cited
    • 2010Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool32 cited
    • 2010Testing Non-Linear Dependence in the Hedge Fund Industry28 cited