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Federal Reserve Transparency and Financial Market Forecasts of Short-Term Interest Rates
10 references·16 citing·39 second hop
Federal Reserve Transparency and Financial Market Forecasts of Short-Term Interest Rates (2004)Federal Reserve Transparency and Financia…Market-Based Measures of Monetary Policy Expectations (2007)Market-Based Measures of Mone…Central Bank transparency in theory and practice (2007)Central Bank transparency in …Identifying VARS based on high frequency futures data (2004)Identifying VARS based on hig…Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data (2003)Identifying the Effects of Mo…Does Inflation Targeting Matter? (2003)Does Inflation Targeting Matt…Anticipations of Monetary Policy in Financial Markets (2003)Anticipations of Monetary Pol…Market Anticipations of Monetary Policy Actions (2002)Market Anticipations of Monet…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Perfecting the Market's Knowledge of Monetary Policy (2000)Perfecting the Market's Knowl…Monetary Policy Rules (1999)Monetary Policy RulesMonetary policy transparency in a forward-looking market: Evidence from the United States (2017)Monetary policy transparency …Escaping Expectations-Driven Liquidity Traps: Experimental Evidence (2015)Escaping Expectations-Driven …Euro Area Monetary Policy Shocks: Impact on Financial Asset Prices During the Crisis? (2014)Euro Area Monetary Policy Sho…Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates (2013)Market anticipation of moneta…The effect of ECB communication on interest rates: An assessment (2008)The effect of ECB communicati…Talking about Monetary Policy: The Virtues (and Vices?) of Central Bank Communication (2008)Talking about Monetary Policy…Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Central Bank Communication an…Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Central Bank Communication an…Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Central Bank Communication an…The Economic Impact of Central Bank Transparency: A Survey (2007)The Economic Impact of Centra…The term structure of commercial paper rates☆ (2006)The term structure of commerc…Heterogeneous Beliefs, the Term Structure and Time-varying Risk Premia (2006)Heterogeneous Beliefs, the Te…Does Central Bank Transparency Reduce Interest Rates? (2006)Does Central Bank Transparenc…DO EUROPEAN CENTRAL BANK'S STATEMENTS STEER INTEREST RATES IN THE EURO ZONE?* (2006)DO EUROPEAN CENTRAL BANK'S ST…Recovering market expectations of FOMC rate changes with options on federal funds futures (2005)Recovering market expectation…How transparent are central banks? (2005)How transparent are central b…Econometric policy evaluation: A critique (1976)The effect of changes in the federal funds rate target on market interest rates in the 1970s (1989)Risk, Uncertainty and Monetary Policy (2011)Stock Returns Over the FOMC Cycle (2015)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Postwar U.S. Business Cycles: An Empirical Investigation (1997)The Band Pass Filter (1999)Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts? (2006)Identifying transparency (2013)A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information (1986)Central Bank Transparency (2002)Social Value of Public Information (2002)Organizational Transparency (2014)Macroeconomics and Reality (1980)The federal funds rate and the channels of monetary transmission (1989)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)The Science of Monetary Policy: A New Keynesian Perspective (1999)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)The Pre-FOMC Announcement Drift (2012)The Transmission of Monetary Policy Shocks (2017)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)The Econometrics of Financial Markets (2012)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Unemployment: macroeconomic performance and the labour market (1992)Inflation forecast targeting: Implementing and monitoring inflation targets (1997)Inflation targeting: lessons from the international experience (1999)Inflation targeting in emerging economies: What do the data say? (2006)Does Inflation Targeting Make a Difference? (2007)Monetary Policy Strategy: Lessons from the Crisis (2011)Federal Reserve interest rate targeting, rational expectations, and the term structure (1995)Do Measures of Monetary Policy in a VAR Make Sense (1998)Inflation dynamics: A structural econometric analysis (1999)Optimal monetary policy with staggered wage and price contracts (2000)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocking Language: Understanding the Macroeconomic Effects of Central Bank Communication (2015)
this work references cited by second hop

References

  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 1999Monetary Policy Rules1,716 cited
  • 2003Does Inflation Targeting Matter?555 cited
  • 2007Market-Based Measures of Monetary Policy Expectations373 cited
  • 2004Identifying VARS based on high frequency futures data265 cited
  • 2002Market Anticipations of Monetary Policy Actions205 cited
  • 2007Central Bank transparency in theory and practice175 cited
  • 2003Anticipations of Monetary Policy in Financial Markets157 cited
  • 2003Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data130 cited
  • 2000Perfecting the Market's Knowledge of Monetary Policy118 cited

Cited by

  • 2008Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence1,391 cited
  • 2005How transparent are central banks?523 cited
  • 2008Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence247 cited
  • 2008Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence166 cited
  • 2006Does Central Bank Transparency Reduce Interest Rates?49 cited

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

  • 2007The Economic Impact of Central Bank Transparency: A Survey39 cited
  • 2008The effect of ECB communication on interest rates: An assessment35 cited
  • 2006The term structure of commercial paper rates☆35 cited
  • 2006DO EUROPEAN CENTRAL BANK'S STATEMENTS STEER INTEREST RATES IN THE EURO ZONE?*34 cited
  • 2005Recovering market expectations of FOMC rate changes with options on federal funds futures29 cited
  • 2006Heterogeneous Beliefs, the Term Structure and Time-varying Risk Premia29 cited
  • 2008Talking about Monetary Policy: The Virtues (and Vices?) of Central Bank Communication26 cited
  • 2014Euro Area Monetary Policy Shocks: Impact on Financial Asset Prices During the Crisis?25 cited
  • 2013Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates20 cited
  • 2017Monetary policy transparency in a forward-looking market: Evidence from the United States11 cited
  • 2015Escaping Expectations-Driven Liquidity Traps: Experimental Evidence10 cited