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What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?
15 references·16 citing·33 second hop
What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound? (2012)What does Monetary Policy do to Long‐term…The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)The Effects of Quantitative E…The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment (2011)The Effectiveness of Alternat…Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (2010)Bayesian Multivariate Time Se…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…The impact of monetary policy on asset prices (2004)The impact of monetary policy…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …Measuring The Reaction of Monetary Policy to the Stock Market (2003)Measuring The Reaction of Mon…Identification Through Heteroskedasticity (2003)Identification Through Hetero…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Small-sample Confidence Intervals for Impulse Response Functions (1998)Small-sample Confidence Inter…The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds (1996)The Effects of Monetary Polic…Alternative Explanations of the Money-Income Correlation (1986)Alternative Explanations of t…Forecasting and conditional projection using realistic prior distributions (1984)Forecasting and conditional p…Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and Conditional P…Macroeconomics and Reality (1980)Macroeconomics and RealityA unified measure of Fed monetary policy shocks (2020)A unified measure of Fed mone…QE 1 vs. 2 vs. 3. . . : A Framework for Analyzing Large-Scale Asset Purchases as a Monetary Policy Tool (2018)QE 1 vs. 2 vs. 3. . . : A Fra…Outside the Box: Unconventional Monetary Policy in the Great Recession and Beyond (2018)Outside the Box: Unconvention…On the International Spillovers of US Quantitative Easing (2016)On the International Spillove…Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)Dynamic Factor Models, Factor…U.S. unconventional monetary policy and transmission to emerging market economies (2015)U.S. unconventional monetary …Shocking Language: Understanding the Macroeconomic Effects of Central Bank Communication (2015)Shocking Language: Understand…Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme (2015)Evaluating the impact of unco…Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2014)Rise of the Machines: Algorit…International channels of the Fed's unconventional monetary policy (2014)International channels of the…Evaluating asset-market effects of unconventional monetary policy: a multi-country review (2014)Evaluating asset-market effec…The Signaling Channel for Federal Reserve Bond Purchases (2013)The Signaling Channel for Fed…Risk, uncertainty and monetary policy (2013)Risk, uncertainty and monetar…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2013)Measuring the Macroeconomic I…Central bank announcements of asset purchases and the impact on global financial and commodity markets (2012)Central bank announcements of…The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)The Effects of Quantitative E…Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Introductory Econometrics for Finance (2008)Credit Rationing in Markets with Imperfect Information (1981)Time to Build and Aggregate Fluctuations (1982)Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors (1993)Chapter 2 Monetary policy shocks: What have we learned and to what end? 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this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 1986Alternative Explanations of the Money-Income Correlation1,501 cited
  • 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
  • 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds1,209 cited
  • 1984Forecasting and conditional projection using realistic prior distributions1,203 cited
  • 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy1,198 cited
  • 2004The impact of monetary policy on asset prices956 cited
  • 2003Identification Through Heteroskedasticity922 cited
  • 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
  • 2003Measuring The Reaction of Monetary Policy to the Stock Market744 cited
  • 2011The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment671 cited
  • 2010

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Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
644 cited

Cited by

  • 2013Risk, uncertainty and monetary policy1,237 cited
  • 2014Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market606 cited
  • 2013Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound436 cited
  • 2016Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics432 cited
  • 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy413 cited
  • 2015Shocking Language: Understanding the Macroeconomic Effects of Central Bank Communication390 cited
  • 2016On the International Spillovers of US Quantitative Easing362 cited
  • 2014Evaluating asset-market effects of unconventional monetary policy: a multi-country review327 cited
  • 2018QE 1 vs. 2 vs. 3. . . : A Framework for Analyzing Large-Scale Asset Purchases as a Monetary Policy Tool325 cited
  • 2015U.S. unconventional monetary policy and transmission to emerging market economies325 cited
  • 2015Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme316 cited
  • 2013The Signaling Channel for Federal Reserve Bond Purchases315 cited
  • 2014International channels of the Fed's unconventional monetary policy301 cited
  • 2020A unified measure of Fed monetary policy shocks232 cited
  • 2012Central bank announcements of asset purchases and the impact on global financial and commodity markets230 cited
  • 2018Outside the Box: Unconventional Monetary Policy in the Great Recession and Beyond224 cited