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Non-Monetary News in Central Bank Communication
16 references·1 citing·37 second hop
Non-Monetary News in Central Bank Communication (2018)Non-Monetary News in Central Bank Communi…Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Deconstructing Monetary Polic…Structural Vector Autoregressive Analysis (2017)Structural Vector Autoregress…Macroeconomic Shocks and Their Propagation (2016)Macroeconomic Shocks and Thei…High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)High Frequency Identification…Macroeconomic Effects of Federal Reserve Forward Guidance (2012)Macroeconomic Effects of Fede…Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Structural Vector Autoregress…Real-time price discovery in global stock, bond and foreign exchange markets (2007)Real-time price discovery in …What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)The Sensitivity of Long-Term …The impact of monetary policy on asset prices (2004)The impact of monetary policy…Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics (2004)Econometric Analysis of Reali…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory (1998)Monetary Policy Rules and Mac…What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993)What Moves the Stock and Bond…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …Monetary Policy and Corporate Debt Structure* (2021)Monetary Policy and Corporate…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)The U.S. Treasury yield curve: 1961 to the present (2007)Monetary Policy and Long-Term Real Rates (2012)Discretion versus policy rules in practice (1993)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)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)A five-factor asset pricing model (2014)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)Inflation targeting as a monetary policy rule (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy and Asset Price Volatility (2000)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2002)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)The Transmission of Monetary Policy Shocks (2017)Monetary policy uncertainty (2019)Local Projections and VARs Estimate the Same Impulse Responses (2021)Interest and Prices (2004)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)U.S. Monetary Policy and the Global Financial Cycle (2020)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Uncertainty about Government Policy and Stock Prices (2012)Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? (2015)Local Projection Inference Is Simpler and More Robust Than You Think (2021)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)
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References

  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 cited
  • 1998Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory1,166 cited
  • 2007Real-time price discovery in global stock, bond and foreign exchange markets1,127 cited
  • 2016Macroeconomic Shocks and Their Propagation1,100 cited
  • 2017Structural Vector Autoregressive Analysis1,057 cited
  • 2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models1,004 cited
  • 2018Deconstructing Monetary Policy Surprises: The Role of Information Shocks981 cited
  • 2004The impact of monetary policy on asset prices956 cited
  • 2004Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics907 cited
  • 2009Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference

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901 cited
  • 1993What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns892 cited
  • 2012Macroeconomic Effects of Federal Reserve Forward Guidance748 cited
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    • 2021Monetary Policy and Corporate Debt Structure*17 cited