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Bayesian forecasting of federal funds target rate decisions
16 references·0 citing·39 second hop
Bayesian forecasting of federal funds target rate decisions (2013)Bayesian forecasting of federal funds tar…Frontiers of Real-Time Data Analysis (2011)Frontiers of Real-Time Data A…Real-time price discovery in global stock, bond and foreign exchange markets (2007)Real-time price discovery in …Do macro variables, asset markets, or surveys forecast inflation better? (2007)Do macro variables, asset mar…The high-frequency response of exchange rates and interest rates to macroeconomic announcements (2006)The high-frequency response o…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Bond Yields and the Federal Reserve (2005)Bond Yields and the Federal R…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Term structure evidence on interest rate smoothing and monetary policy inertia (2002)Term structure evidence on in…Is the Fed Too Timid? Monetary Policy in an Uncertain World (2001)Is the Fed Too Timid? Monetar…A real-time data set for macroeconomists (2001)A real-time data set for macr…The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank (1997)The predictive power of the t…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Forecasting Output with the Composite Leading Index: A Real-Time Analysis (1991)Forecasting Output with the C…What does the term structure tell us about future inflation? (1990)What does the term structure …The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)What Is Wrong with Taylor Rules? Using Judgment in Monetary Policy through Targeting Rules (2003)A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy (2008)Capital regulation and monetary policy with fragile banks (2013)Comparing Predictive Accuracy (1994)Do Measures of Monetary Policy in a VAR Make Sense (1998)Monetary Policy Rules Based on Real-Time Data (2001)Macroeconomic Forecasting With Mixed-Frequency Data (2008)Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (2010)Communicating uncertainty about facts, numbers and science (2019)Dynamic Conditional Correlation (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes (2008)Capital flows, push versus pull factors and the global financial crisis (2012)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics (2007)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)The Price of Political Uncertainty: Theory and Evidence from the Option Market (2016)Rules, discretion and reputation in a model of monetary policy (1983)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Postwar U.S. Business Cycles: An Empirical Investigation (1997)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)The Determinants of Stock and Bond Return Comovements (2010)Time-varying short-horizon predictability☆ (2010)Expectations of Returns and Expected Returns (2014)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Uncertainty about Government Policy and Stock Prices (2012)Does Corporate Headquarters Location Matter for Stock Returns? (2006)Macroeconomic Effects From Government Purchases and Taxes * (2011)Credit Spreads and Business Cycle Fluctuations (2012)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2007Real-time price discovery in global stock, bond and foreign exchange markets1,127 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices864 cited
  • 2007Do macro variables, asset markets, or surveys forecast inflation better?801 cited
  • 2001A real-time data set for macroeconomists787 cited
  • 2002Term structure evidence on interest rate smoothing and monetary policy inertia772 cited
  • 2005Bond Yields and the Federal Reserve557 cited
  • 1997The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank537 cited
  • 2006The high-frequency response of exchange rates and interest rates to macroeconomic announcements484 cited
  • 1990What does the term structure tell us about future inflation?428 cited
  • 2001Is the Fed Too Timid? Monetary Policy in an Uncertain World405 cited
  • 2011Frontiers of Real-Time Data Analysis

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333 cited
  • 1991Forecasting Output with the Composite Leading Index: A Real-Time Analysis330 cited
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