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The Information Content of the Federal Funds Rate: Is it Unique?
14 references·1 citing·44 second hop
The Information Content of the Federal Funds Rate: Is it Unique? (1995)The Information Content of the Federal Fu…The information content of discount rate announcements: What is behind the announcement effect? (1998)The information content of di…International term structures and real economic growth (1994)International term structures…Estimating the Open Market Desk's Daily Reaction Function (1993)Estimating the Open Market De…Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance (1992)Monetary Policy and Credit Co…Why Does the Paper-Bill Spread Predict Real Economic Activity? (1991)Why Does the Paper-Bill Sprea…Interest rates and the conduct of monetary policy (1991)Interest rates and the conduc…On the Predictive Power of Interest Rates and Interest Rate Spreads (1990)On the Predictive Power of In…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Variable Trends in Economic Time Series (1988)Variable Trends in Economic T…The Borrowed-Reserves Operating Procedures: Theory and Evidence (1988)The Borrowed-Reserves Operati…An interest rate-based indicator of monetary policy (1988)An interest rate-based indica…Lag-Length Selection and Tests of Granger Causality Between Money and Income (1984)Lag-Length Selection and Test…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…The effects of monetary policy changes on market interest rates in Greece: An event study approach (2004)The effects of monetary polic…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. 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this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1992Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance1,488 cited
  • 1988Variable Trends in Economic Time Series673 cited
  • 1991Interest rates and the conduct of monetary policy464 cited
  • 1994International term structures and real economic growth358 cited
  • 1984Lag-Length Selection and Tests of Granger Causality Between Money and Income324 cited
  • 1990On the Predictive Power of Interest Rates and Interest Rate Spreads196 cited
  • 1988An interest rate-based indicator of monetary policy151 cited
  • 1993Estimating the Open Market Desk's Daily Reaction Function94 cited
  • 1991Why Does the Paper-Bill Spread Predict Real Economic Activity?88 cited
  • 1988The Borrowed-Reserves Operating Procedures: Theory and Evidence59 cited
  • 1998The information content of discount rate announcements: What is behind the announcement effect?40 cited

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2004
The effects of monetary policy changes on market interest rates in Greece: An event study approach
16 cited