SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives
16 references·2 citing·58 second hopsampled
Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives (2018)Reprint of: Assessing the effects of unco…Unconventional monetary policy had large international effects (2014)Unconventional monetary polic…The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis (2014)The Effectiveness of Unconven…What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound? (2012)What does Monetary Policy do …The Macroeconomic Effects of Large‐scale Asset Purchase Programmes (2012)The Macroeconomic Effects of …Public Pension Promises: How Big Are They and What Are They Worth? (2010)Public Pension Promises: How …Large Bayesian vector auto regressions (2009)Large Bayesian vector auto re…Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? (2008)Forecasting using a large num…Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated (2007)Portfolio Choice over the Lif…Investment and Financing Constraints: Evidence from the Funding of Corporate Pension Plans (2006)Investment and Financing Cons…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Consumption and Portfolio Choice over the Life Cycle (2005)Consumption and Portfolio Cho…A multivariate model of strategic asset allocation (2002)A multivariate model of strat…Who Should Buy Long-Term Bonds? (2001)Who Should Buy Long-Term Bond…Autoregressive conditional heteroskedasticity and changes in regime (1994)Autoregressive conditional he…Macroeconomics and Reality (1980)Macroeconomics and RealityMONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYCash holdings in pension funds (2024)Cash holdings in pension fundsEssays on finance and decision theory (2023)Essays on finance and decisio…A Monetary History of the United States, 1867-1960 (1964)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)The Optimum Quantity of Money: and Other Essays (1971)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Automatic Lag Selection in Covariance Matrix Estimation (1994)Introductory Econometrics for Finance (2008)Biases in Dynamic Models with Fixed Effects (1981)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Financial crisis, US unconventional monetary policy and international spillovers (2015)What are the macroeconomic effects of asset purchases? (2016)QE 1 vs. 2 vs. 3. . . : A Framework for Analyzing Large-Scale Asset Purchases as a Monetary Policy Tool (2018)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Forecasting Using Principal Components From a Large Number of Predictors (2002)Macroeconomic Forecasting Using Diffusion Indexes (2002)Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (2009)U.S. Monetary Policy and the Global Financial Cycle (2020)Forecasting: theory and practice (2022)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Optimum consumption and portfolio rules in a continuous-time model (1971)The equity premium: A puzzle (1985)Household Finance (2006)Financial Literacy and Stock Market Participation (2007)The Economic Importance of Financial Literacy: Theory and Evidence (2014)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)Presidential Address: Discount Rates (2011)The Econometrics of Financial Markets (2012)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Discrete Choice Methods with Simulation (2001)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Expectations and Exchange Rate Dynamics (1976)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)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)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Econometric Analysis of Cross Section and Panel Data (2001)Is cash negative debt? A hedging perspective on corporate financial policies (2007)Military CEOs (2014)Financing Innovation: Evidence from R&D Grants (2017)Econometric policy evaluation: A critique (1976)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Were There Regime Switches in U.S. Monetary Policy? (2006)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1980Macroeconomics and Reality12,826 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 1994Autoregressive conditional heteroskedasticity and changes in regime1,846 cited
  • 2005Consumption and Portfolio Choice over the Life Cycle1,544 cited
  • 2009Large Bayesian vector auto regressions1,211 cited
  • 2006Investment and Financing Constraints: Evidence from the Funding of Corporate Pension Plans829 cited
  • 2014The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis625 cited
  • 2001Who Should Buy Long-Term Bonds?624 cited
  • 2014Unconventional monetary policy had large international effects618 cited
  • 2002A multivariate model of strategic asset allocation551 cited
  • 2012What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?531 cited
  • 2008Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?521 cited
  • 2007Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated466 cited
  • 2012The Macroeconomic Effects of Large‐scale Asset Purchase Programmes

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

455 cited
  • 2010Public Pension Promises: How Big Are They and What Are They Worth?423 cited
  • Cited by

    • 2024Cash holdings in pension funds10 cited
    • 2023Essays on finance and decision theory0 cited