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Monetary policy uncertainty and monetary policy surprises
16 references·3 citing·37 second hop
Monetary policy uncertainty and monetary policy surprises (2020)Monetary policy uncertainty and monetary …Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)Measuring the effects of fede…Intermediary asset pricing: New evidence from many asset classes (2017)Intermediary asset pricing: N…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Monetary Policy Surprises, Cr…Measuring Uncertainty (2015)Measuring UncertaintyMeasuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates (2014)Measuring the Effect of the Z…Pricing the term structure with linear regressions (2013)Pricing the term structure wi…High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)High Frequency Identification…Monetary Policy and Long-Term Real Rates (2012)Monetary Policy and Long-Term…Macroeconomic Effects of Federal Reserve Forward Guidance (2012)Macroeconomic Effects of Fede…The U.S. Treasury yield curve: 1961 to the present (2007)The U.S. Treasury yield curve…An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates (2005)An Arbitrage-Free Three-Facto…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 (1999)Monetary Policy RulesEstimating and Interpreting Forward Interest Rates: Sweden 1992 - 1994 (1994)Estimating and Interpreting F…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Monetary policy uncertainty and corporate cash holdings: Evidence from China (2023)Monetary policy uncertainty a…Uncertainty before and during COVID‐19: A survey (2022)Uncertainty before and during…Market-Based Monetary Policy Uncertainty (2019)Market-Based Monetary Policy …Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Credit Spreads and Business Cycle Fluctuations (2012)Monetary Policy According to HANK (2018)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Parsimonious Modeling of Yield Curves (1987)The Information in Long-Maturity Forward Rates (1987)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)The Econometrics of Financial Markets (2012)Common risk factors in the returns on stocks and bonds (1993)Liquidity Risk and Expected Stock Returns (2003)A five-factor asset pricing model (2014)Short and Long Horizon Behavioral Factors (2017)Deviations from Covered Interest Rate Parity (2018)Taming the Factor Zoo: A Test of New Factors (2020)Interest and Prices (2004)Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)The Cross-Section of Expected Stock Returns (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Policy Uncertainty and Corporate Investment (2015)COVID-Induced Economic Uncertainty (2020)Low inflation, pass-through, and the pricing power of firms (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)The Power of Forward Guidance Revisited (2016)U.S. Monetary Policy and the Global Financial Cycle (2020)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 2015Measuring Uncertainty2,908 cited
  • 1999Monetary Policy Rules1,705 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2015Monetary Policy Surprises, Credit Costs, and Economic Activity1,480 cited
  • 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 cited
  • 2007The U.S. Treasury yield curve: 1961 to the present1,337 cited
  • 2017Intermediary asset pricing: New evidence from many asset classes792 cited
  • 2012Macroeconomic Effects of Federal Reserve Forward Guidance748 cited
  • 2013Pricing the term structure with linear regressions703 cited
  • 2012Monetary Policy and Long-Term Real Rates680 cited
  • 2020Measuring the effects of federal reserve forward guidance and asset purchases on financial markets597 cited
  • 2014Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates595 cited
  • 1994Estimating and Interpreting Forward Interest Rates: Sweden 1992 - 1994588 cited

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  • 2005An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates490 cited
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    • 2022Uncertainty before and during COVID‐19: A survey74 cited
    • 2023Monetary policy uncertainty and corporate cash holdings: Evidence from China42 cited
    • 2019Market-Based Monetary Policy Uncertainty12 cited