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MONETARY POLICY AND LONG‐TERM INTEREST RATES: A SURVEY OF EMPIRICAL LITERATURE
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MONETARY POLICY AND LONG‐TERM INTEREST RATES: A SURVEY OF EMPIRICAL LITERATURE (1995)MONETARY POLICY AND LONG‐TERM INTEREST RA…The identification of monetary policy disturbances explaining the liquidity puzzle (1995)The identification of monetar…The term structure spread and future changes in long and short rates in the G7 countries (1994)The term structure spread and…The new Palgrave dictionary of money and finance (1992)The new Palgrave dictionary o…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Yield Spreads and Interest Ra…The Federal Funds Rate and the Channels of Monetary Transnission (1990)The Federal Funds Rate and th…The effect of changes in the federal funds rate target on market interest rates in the 1970s (1989)The effect of changes in the …How Does Macroeconomic Policy Affect Output? (1988)How Does Macroeconomic Policy…Interest Rates and Expected Future Budget Deficits in the United States (1987)Interest Rates and Expected F…New Evidence on Deficits and Interest Rates (1986)New Evidence on Deficits and …Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983)Forward Rates and Future Poli…A Rational Expectations Approach to Macroeconometrics (1983)A Rational Expectations Appro…Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered (1980)Comparison of Interwar and Po…The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure (1979)The Volatility of Long-Term I…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Inflation, Rational Expectations and the Term Structure of Interest Rates (1973)Inflation, Rational Expectati…MONEY, INCOME, AND CAUSALITY (1972)Alternative Explanations of the Money-Income Correlation (1986)Credit, Money, and Aggregate Demand (1988)DOES MONETARY POLICY GENERATE RECESSIONS? (2006)Financial Intermediaries and Monetary Economics (2010)The Transmission of Monetary Policy Shocks (2017)Money and Business Cycles (1963)The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence (2002)ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION (2007)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Imperfect Common Knowledge and the Effects of Monetary Policy (2021)A Monetary History of the United States 1867-1960 (1964)Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)A Theory of the Consumption Function (1960)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)The federal funds rate and the channels of monetary transmission (1989)Inference in Linear Time Series Models with some Unit Roots (1990)Stock Return Predictability and The Role of Monetary Policy (1997)Firm Size and Cyclical Variations in Stock Returns (2000)An Empirical Analysis of Stock and Bond Market Liquidity (2004)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Cointegration and Tests of Present Value Models (1987)The Information in Long-Maturity Forward Rates (1987)Term Premia and Interest Rate Forecasts in Affine Models (2002)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Bond Risk Premia (2005)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)Does the Stock Market Overreact? (1985)Efficient Capital Markets: II (1991)The underpricing of initial public offerings and the partial adjustment phenomenon (1993)Product Mix and Earnings Volatility at Commercial Banks: Evidence from a Degree of Total Leverage Model (2001)Good Day Sunshine: Stock Returns and the Weather (2003)On Stock Market Returns and Monetary Policy (1997)The Pre-FOMC Announcement Drift (2012)Financial Heterogeneity and the Investment Channel of Monetary Policy (2020)
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References

  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
  • 1979The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure811 cited
  • 1992The new Palgrave dictionary of money and finance665 cited
  • 1990The Federal Funds Rate and the Channels of Monetary Transnission658 cited
  • 1989The effect of changes in the federal funds rate target on market interest rates in the 1970s595 cited
  • 1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates562 cited
  • 1995The identification of monetary policy disturbances explaining the liquidity puzzle471 cited
  • 1980Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered410 cited
  • 1988How Does Macroeconomic Policy Affect Output?408 cited
  • 1983A Rational Expectations Approach to Macroeconometrics399 cited
  • 1994The term structure spread and future changes in long and short rates in the G7 countries287 cited
  • 1987Interest Rates and Expected Future Budget Deficits in the United States279 cited
  • 1986New Evidence on Deficits and Interest Rates

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271 cited
  • 1973Inflation, Rational Expectations and the Term Structure of Interest Rates270 cited
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