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Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy?

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References

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
2000Federal Reserve Information and the Behavior of Interest Rates1,049 cited
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1998Do Measures of Monetary Policy in a VAR Make Sense629 cited
1989The effect of changes in the federal funds rate target on market interest rates in the 1970s595 cited
2002The Fed and Interest Rates—A High-Frequency Identification477 cited
1984Monetary Policy Games and the Role of Private Information440 cited
2006Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Markets414 cited
2007Market-Based Measures of Monetary Policy Expectations373 cited
2002The Role of Models and Probabilities in the Monetary Policy Process299 cited
2004Identifying VARS based on high frequency futures data265 cited
1996The Fed funds futures rate as a predictor of federal reserve policy262 cited
1999Is Bank Supervision Central to Central Banking?214 cited
2003Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data

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130 cited

2003The Excess Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic Models123 cited

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2017Monetary Policy through Production Networks: Evidence from the Stock Market89 cited
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2019Monetary policy communication, policy slope, and the stock market83 cited
2010Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS82 cited
2015Do Central Bank Forecasts Influence Private Agents? Forecasting Performance versus Signals69 cited
2021The signaling effects of central bank tone61 cited
2005Is the central bank's publication of economic forecasts influential?61 cited
2010A Survey of Announcement Effects on Foreign Exchange Returns53 cited
2020An Alternative Explanation for the “Fed Information Effect”47 cited
2017Identification in Macroeconomics46 cited
2012What Determines the Stock Market's Reaction to Monetary Policy Statements?46 cited
2004What Explains the Stock Market's Reaction to Federal Reserve Policy?45 cited
2008Efficient forecast tests for conditional policy forecasts44 cited
2008Federal Reserve Information During the Great Moderation43 cited
2017Federal Reserve Private Information and the Stock Market43 cited
2004Why are Long Rates Sensitive to Monetary Policy?43 cited