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Monetary reforms and inflation expectations in Japan: Evidence from inflation-indexed bonds
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Monetary reforms and inflation expectations in Japan: Evidence from inflation-indexed bonds (2021)Monetary reforms and inflation expectatio…Measuring the natural rate of interest: International trends and determinants (2017)Measuring the natural rate of…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…The Signaling Channel for Federal Reserve Bond Purchases (2013)The Signaling Channel for Fed…The term structure of inflation expectations (2012)The term structure of inflati…The Response of Interest Rates to US and UK Quantitative Easing (2012)The Response of Interest Rate…The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks (2012)The Bond Premium in a DSGE Mo…The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)The Effects of Quantitative E…The affine arbitrage-free class of Nelson–Siegel term structure models (2011)The affine arbitrage-free cla…Large-Scale Asset Purchases by the Federal Reserve: Did They Work? (2011)Large-Scale Asset Purchases b…Term Structure Models and the Zero Bound: An Empirical Investigation of Japanese Yields (2010)Term Structure Models and the…Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields (2010)Inflation Expectations and Ri…A New Perspective on Gaussian Dynamic Term Structure Models (2010)A New Perspective on Gaussian…Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment (2004)Monetary Policy Alternatives …Term Premia and Interest Rate Forecasts in Affine Models (2002)Term Premia and Interest Rate…Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Transform Analysis and Asset …Parsimonious Modeling of Yield Curves (1987)Parsimonious Modeling of Yiel…"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment (2011)Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply (2012)The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases (2012)A New Measure of Monetary Shocks: Derivation and Implications (2004)Debt, Deleveraging, and the Liquidity Trap: A Fisher-Minsky-Koo Approach* (2012)Fiscal Policy in a Depressed Economy (2012)The Aggregate Demand for Treasury Debt (2012)Macroeconomic Shocks and Their Propagation (2016)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Common risk factors in the returns on stocks and bonds (1993)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Bond Risk Premia (2005)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Discretion versus policy rules in practice (1993)The Rate of Return on Everything, 1870-2015 (2018)The New Tools of Monetary Policy (2020)Foreign Safe Asset Demand and the Dollar Exchange Rate (2021)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Forecasting the Term Structure of Government Bond Yields (2003)Bond Liquidity Premia (2011)Information in (and not in) the Term Structure (2011)Risk premia in crude oil futures prices (2013)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)A Jump-Diffusion Model for Option Pricing (2002)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A General Equilibrium Approach To Monetary Theory (1969)Unconventional monetary policy had large international effects (2014)A Comparative‐Advantage Approach to Government Debt Maturity (2015)On the International Spillovers of US Quantitative Easing (2016)Comparing Predictive Accuracy (1994)Correcting Estimation Bias in Dynamic Term Structure Models (2012)Interpreting the macroeconomic time series facts (1992)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Uncertainty Shocks in a Model of Effective Demand (2017)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)Explaining the Rate Spread on Corporate Bonds (2001)The U.S. Treasury yield curve: 1961 to the present (2007)
this work references cited by second hop

References

  • 1987Parsimonious Modeling of Yield Curves2,918 cited
  • 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions2,789 cited
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
  • 2002Term Premia and Interest Rate Forecasts in Affine Models1,581 cited
  • 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy1,198 cited
  • 2017Measuring the natural rate of interest: International trends and determinants700 cited
  • 2004Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment670 cited
  • 2010A New Perspective on Gaussian Dynamic Term Structure Models544 cited
  • 2011The affine arbitrage-free class of Nelson–Siegel term structure models431 cited
  • 2011Large-Scale Asset Purchases by the Federal Reserve: Did They Work?402 cited
  • 2012The Response of Interest Rates to US and UK Quantitative Easing344 cited
  • 2013The Signaling Channel for Federal Reserve Bond Purchases315 cited
  • 2012The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks314 cited
  • 2010Term Structure Models and the Zero Bound: An Empirical Investigation of Japanese Yields281 cited
  • 2010Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields

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  • 2012The term structure of inflation expectations255 cited
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