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The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment
16 references·0 citing·39 second hop
The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment (2015)The impact of large-scale asset purchases…The Federal Reserve Bank of Kansas City Economic Review (2020)The Federal Reserve Bank of K…The Signaling Channel for Federal Reserve Bond Purchases (2013)The Signaling Channel for Fed…The Response of Interest Rates to US and UK Quantitative Easing (2012)The Response of Interest Rate…The Macroeconomic Effects of Large‐scale Asset Purchase Programmes (2012)The Macroeconomic Effects of …The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases (2012)The Financial Market Effects …Methods of Policy Accommodation at the Interest-Rate Lower Bound (2012)Methods of Policy Accommodati…International Journal of Central Banking (2012)International Journal of Cent…Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply (2012)Flow and stock effects of lar…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…Let’s Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2 (2011)Let’s Twist Again: A High-Fre…Large-Scale Asset Purchases by the Federal Reserve: Did They Work? (2011)Large-Scale Asset Purchases b…Regime Switches in Interest Rates (2002)Regime Switches in Interest R…State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications (2000)State-Space Models with Regim…State-Space Models with Regime Switching (1999)State-Space Models with Regim…A test for independence based on the correlation dimension (1996)A test for independence based…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Bond Supply and Excess Bond Returns (2014)Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates (2014)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)The Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)A Theory of the Term Structure of Interest Rates (1985)Demand-Based Option Pricing (2005)The U.S. Treasury yield curve: 1961 to the present (2007)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2013)Capital flows to emerging market economies: A brave new world? (2014)A New Measure of Monetary Shocks: Derivation and Implications (2004)Debt, Deleveraging, and the Liquidity Trap: A Fisher-Minsky-Koo Approach* (2012)Fiscal Policy in a Depressed Economy (2012)The Aggregate Demand for Treasury Debt (2012)Macroeconomic Shocks and Their Propagation (2016)Rational-expectations econometric analysis of changes in regime (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)International Asset Allocation With Regime Shifts (2002)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Stock Return Predictability: Is it There? (2006)Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle (1999)A Manifesto on Psychology as Idiographic Science: Bringing the Person Back Into Scientific Psychology, This Time Forever (2004)Modeling the price dynamics of CO2 emission allowances (2008)Real-Time Measurement of Business Conditions (2009)Fiscal Stimulus in a Monetary Union: Evidence from US Regions (2014)FRED-MD: A Monthly Database for Macroeconomic Research (2015)Evolving Post-World War II U.S. Inflation Dynamics (2001)Frontier Estimation and Firm-Specific Inefficiency Measures in the Presence of Heteroscedasticity (1995)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Racial Segregation and the American Foreclosure Crisis (2010)
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References

  • 1996A test for independence based on the correlation dimension3,526 cited
  • 1999State-Space Models with Regime Switching1,304 cited
  • 2012International Journal of Central Banking1,258 cited
  • 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy1,198 cited
  • 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications1,153 cited
  • 2002Regime Switches in Interest Rates854 cited
  • 2012The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases704 cited
  • 2011The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment671 cited
  • 2012Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply655 cited
  • 2020The Federal Reserve Bank of Kansas City Economic Review465 cited
  • 2012The Macroeconomic Effects of Large‐scale Asset Purchase Programmes455 cited
  • 2012Methods of Policy Accommodation at the Interest-Rate Lower Bound439 cited
  • 2011Let’s Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2420 cited
  • 2011Large-Scale Asset Purchases by the Federal Reserve: Did They Work?402 cited
  • 2012

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The Response of Interest Rates to US and UK Quantitative Easing
344 cited
  • 2013The Signaling Channel for Federal Reserve Bond Purchases315 cited
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