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DOES INFLATION TARGETING ANCHOR LONG-RUN INFLATION EXPECTATIONS? EVIDENCE FROM THE U.S., UK, AND SWEDEN4
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DOES INFLATION TARGETING ANCHOR LONG-RUN INFLATION EXPECTATIONS? EVIDENCE FROM THE U.S., UK, AND SWEDEN4 (2010)DOES INFLATION TARGETING ANCHOR LONG-RUN …The U.S. Treasury yield curve: 1961 to the present (2007)The U.S. Treasury yield curve…The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)The Sensitivity of Long-Term …INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…Bond Risk Premia (2005)Bond Risk PremiaMicro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Micro Effects of Macro Announ…Interest and prices : foundations of a theory of monetary policy (2003)Interest and prices : foundat…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Economic News and Bond Prices: Evidence from the U.S. Treasury Market (2001)Economic News and Bond Prices…Inflation Targeting: Lessons from the International Experience (1999)Inflation Targeting: Lessons …Inflation targeting: lessons from the international experience (1999)Inflation targeting: lessons …Inflation Targeting: A New Framework for Monetary Policy? (1997)Inflation Targeting: A New Fr…Inflation forecast targeting: Implementing and monitoring inflation targets (1997)Inflation forecast targeting:…Optimal contracts for central bankers (1995)Optimal contracts for central…Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Yield Spreads and Interest Ra…The Information in Long-Maturity Forward Rates (1987)The Information in Long-Matur…Parsimonious Modeling of Yield Curves (1987)Parsimonious Modeling of Yiel…Expectations' anchoring and inflation persistence (2021)Expectations' anchoring and i…A Time‐Series Model of Interest Rates with the Effective Lower Bound (2021)A Time‐Series Model of Intere…The Phillips multiplier (2020)The Phillips multiplierThe European Central Bank's Monetary Policy during Its First 20 Years (2018)The European Central Bank's M…Low frequency effects of macroeconomic news on government bond yields (2017)Low frequency effects of macr…A Time Series Model of Interest Rates With the Effective Lower Bound (2016)A Time Series Model of Intere…Do Central Bank Forecasts Influence Private Agents? Forecasting Performance versus Signals (2015)Do Central Bank Forecasts Inf…Economic Policy Uncertainty and Inflation Expectations (2014)Economic Policy Uncertainty a…Assessing the anchoring of inflation expectations (2014)Assessing the anchoring of in…WHY ARE THE 2000s SO DIFFERENT FROM THE 1970s? A STRUCTURAL INTERPRETATION OF CHANGES IN THE MACROECONOMIC EFFECTS OF OIL PRICES (2013)WHY ARE THE 2000s SO DIFFEREN…Measuring the effect of the zero lower bound on yields and exchange rates in the U.K. and Germany (2013)Measuring the effect of the z…Identification and Inference Using Event Studies (2013)Identification and Inference …Forecasting with factor-augmented error correction models (2013)Forecasting with factor-augme…Liquidity, Term Spreads and Monetary Policy (2012)Liquidity, Term Spreads and M…Did the Crisis Affect Inflation Expectations (2009)Did the Crisis Affect Inflati…Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty (2008)Inflation Risk Premia and Sur…Trends and random walks in macroeconomic time series (1988)Business conditions and expected returns on stocks and bonds (1989)Dynamic Asset Pricing Theory. 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(2011)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Explaining the Rate Spread on Corporate Bonds (2001)Forecasting the Term Structure of Government Bond Yields (2003)Real Wage Rigidities and the New Keynesian Model (2007)Learning from Inflation Experiences * (2015)U.S. Monetary Policy and the Global Financial Cycle (2020)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)
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References

  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1987Parsimonious Modeling of Yield Curves2,918 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
  • 1997Inflation forecast targeting: Implementing and monitoring inflation targets1,666 cited
  • 1987The Information in Long-Maturity Forward Rates1,552 cited
  • 2005Bond Risk Premia1,546 cited
  • 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange1,377 cited
  • 2007The U.S. Treasury yield curve: 1961 to the present1,337 cited
  • 2003Interest and prices : foundations of a theory of monetary policy1,275 cited
  • 1997Inflation Targeting: A New Framework for Monetary Policy?1,233 cited
  • 1999Inflation targeting: lessons from the international experience1,154 cited
  • 1995Optimal contracts for central bankers1,131 cited
  • 2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models1,004 cited
  • 2001Economic News and Bond Prices: Evidence from the U.S. Treasury Market

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896 cited
  • 1999Inflation Targeting: Lessons from the International Experience820 cited
  • Cited by

    • 2013WHY ARE THE 2000s SO DIFFERENT FROM THE 1970s? A STRUCTURAL INTERPRETATION OF CHANGES IN THE MACROECONOMIC EFFECTS OF OIL PRICES363 cited
    • 2013Identification and Inference Using Event Studies93 cited
    • 2013Measuring the effect of the zero lower bound on yields and exchange rates in the U.K. and Germany92 cited
    • 2009Did the Crisis Affect Inflation Expectations89 cited
    • 2014Economic Policy Uncertainty and Inflation Expectations87 cited
    • 2018The European Central Bank's Monetary Policy during Its First 20 Years82 cited
    • 2013Forecasting with factor-augmented error correction models82 cited
    • 2017Low frequency effects of macroeconomic news on government bond yields81 cited
    • 2021Expectations' anchoring and inflation persistence80 cited
    • 2008Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty74 cited
    • 2020The Phillips multiplier69 cited
    • 2015Do Central Bank Forecasts Influence Private Agents? Forecasting Performance versus Signals69 cited
    • 2016A Time Series Model of Interest Rates With the Effective Lower Bound69 cited
    • 2021A Time‐Series Model of Interest Rates with the Effective Lower Bound61 cited
    • 2012Liquidity, Term Spreads and Monetary Policy61 cited
    • 2014Assessing the anchoring of inflation expectations59 cited