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The Fed and Interest Rates—A High-Frequency Identification
3 references·16 citing·53 second hop
The Fed and Interest Rates—A High-Frequency Identification (2002)The Fed and Interest Rates—A High-Frequen…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Do Measures of Monetary Policy in a VAR Make Sense (1998)Do Measures of Monetary Polic…The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds (1996)The Effects of Monetary Polic…An Alternative Explanation for the “Fed Information Effect” (2023)An Alternative Explanation fo…A Reassessment of Monetary Policy Surprises and High-Frequency Identification (2023)A Reassessment of Monetary Po…Foreign Safe Asset Demand and the Dollar Exchange Rate (2021)Foreign Safe Asset Demand and…Identification in Macroeconomics (2018)Identification in Macroeconom…Macroeconomic Shocks and Their Propagation (2016)Macroeconomic Shocks and Thei…Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)Dynamic Factor Models, Factor…Monetary Policy Surprises, Credit Costs and Economic Activity (2014)Monetary Policy Surprises, Cr…Interest Rates and Equity Extraction During the Housing Boom (2013)Interest Rates and Equity Ext…What Can Survey Forecasts Tell Us about Information Rigidities? 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this work references cited by second hop

References

  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds1,209 cited
  • 1998Do Measures of Monetary Policy in a VAR Make Sense629 cited

Cited by

  • 2004An Empirical Analysis of Stock and Bond Market Liquidity900 cited
  • 2012What Can Survey Forecasts Tell Us about Information Rigidities?846 cited
  • 2005Financial Markets and the Real Economy572 cited
  • 2016Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics432 cited
  • 2018Identification in Macroeconomics429 cited
  • 2014Monetary Policy Surprises, Credit Costs and Economic Activity400 cited
  • 2010Affine Term Structure Models384 cited
  • 2007Market-Based Measures of Monetary Policy Expectations373 cited
  • 2008Futures prices as risk-adjusted forecasts of monetary policy353 cited
  • 2012Disentangling the Channels of the 2007-2009 Recession347 cited
  • 2021Foreign Safe Asset Demand and the Dollar Exchange Rate331 cited
  • 2023A Reassessment of Monetary Policy Surprises and High-Frequency Identification

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321 cited
  • 2003Monetary Theory and Policy, 2nd Edition298 cited
  • 2023An Alternative Explanation for the “Fed Information Effect”285 cited
  • 2013Interest Rates and Equity Extraction During the Housing Boom285 cited
  • 2016Macroeconomic Shocks and Their Propagation270 cited