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A note on the expectations hypothesis at the founding of the Fed
7 references·10 citing·42 second hop
A note on the expectations hypothesis at the founding of the Fed (2004)A note on the expectations hypothesis at …Money and Capital Markets in Postbellum America (2015)Money and Capital Markets in …Expectations Hypotheses Tests (2001)Expectations Hypotheses TestsThe Adjustment of Expectations to a Change in Regime: Comment (1990)The Adjustment of Expectation…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…The Adjustment of Expectations to a Change in Regime: A Study of the Founding of the Federal Reserve (1987)The Adjustment of Expectation…The Changing Behavior of the Term Structure of Interest Rates (1986)The Changing Behavior of the …Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983)Forward Rates and Future Poli…Greenspan's Conundrum and the Fed's Ability to Affect Long‐Term Yields (2018)Greenspan's Conundrum and the…How Effective Is Central Bank Forward Guidance? 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(2007)The Unusual Behavior of the F…Testing the Expectations Hypothesis: Some New Evidence for Japan (2005)Testing the Expectations Hypo…Econometric policy evaluation: A critique (1976)Policy Analysis with Econometric Models (1982)The Size and Incidence of the Losses from Noise Trading (1989)A Model of the Political Economy of the United States (1993)Financial Intermediation (2003)A Monetary History of the United States, 1867-1960 (2017)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)How did we get to inflation targeting and where do we need to go to now? A perspective from the US experience (2010)The Dual Mandate: Has the Fed Changed Its Objective? 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Kenneth French and Jay Ritter get special thanks.1 (1998)An equilibrium characterization of the term structure (1977)Generalized autoregressive conditional heteroskedasticity (1986)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (1999)Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (2004)Bond Supply and Excess Bond Returns (2014)Comparing Predictive Accuracy (1994)Testing the equality of prediction mean squared errors (1997)Do monetary policy transparency and central bank communication reduce interest rate disagreement? (2019)Can central bank communication effectively guide the monetary policy expectation of the public? (2022)Forward guidance and expectation formation: A narrative approach (2022)Lessons from the Great American Real Estate Boom and Bust of the 1920s (2009)Identifying the effects of a lender of last resort on financial markets: Lessons from the founding of the fed☆ (2010)The Federal Reserve and Panic Prevention: The Roles of Financial Regulation and Lender of Last Resort (2013)Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Business conditions and expected returns on stocks and bonds (1989)ARCH modeling in finance (1992)Was There a National Labor Market at the End of the Nineteenth Century? New Evidence on Earnings in Manufacturing (1996)The Promise and Performance of the Federal Reserve as Lender of Last Resort 1914–1933 (2013)Network Contagion and Interbank Amplification during the Great Depression (2016)Interest rates and the conduct of monetary policy (1991)Asset Pricing at the Millennium (2000)Time-varying short-horizon predictability☆ (2010)
this work references cited by second hop

References

  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates562 cited
  • 1986The Changing Behavior of the Term Structure of Interest Rates472 cited
  • 2001Expectations Hypotheses Tests289 cited
  • 1987The Adjustment of Expectations to a Change in Regime: A Study of the Founding of the Federal Reserve192 cited
  • 2015Money and Capital Markets in Postbellum America129 cited
  • 1990The Adjustment of Expectations to a Change in Regime: Comment41 cited

Cited by

  • 2010Revisiting the expectations hypothesis of the term structure of interest rates27 cited
  • 2007The Unusual Behavior of the Federal Funds Rate and Treasury Yields: A Conundrum or an Instance of Goodhart's Law?24 cited
  • 2015How Effective Is Central Bank Forward Guidance?23 cited
  • 2012Evidence on The Portfolio Balance Channel of Quantitative Easing21 cited
  • 2005Testing the Expectations Hypothesis: Some New Evidence for Japan20 cited
  • 2010Predictions of Short-Term Rates and the Expectations Hypothesis15 cited
  • 2011Predictions of Short-Term Rates and the Expectations Hypothesis14 cited
  • 2013

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How Effective is Central Bank Forward Guidance?
14 cited
  • 2018Greenspan's Conundrum and the Fed's Ability to Affect Long‐Term Yields12 cited
  • 2012Greenspan’s Conundrum and the Fed’s Ability to Affect Long-Term Yields12 cited