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Monetary Policy Actions, Macroeconomic Data Releases, and Inflation Expectations
9 references·0 citing·42 second hopsampled
Monetary Policy Actions, Macroeconomic Data Releases, and Inflation Expectations (2004)Monetary Policy Actions, Macroeconomic Da…The Excess Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic Models (2003)The Excess Sensitivity of Lon…Central Bank Talk: Does It Matter and Why? (2003)Central Bank Talk: Does It Ma…Market-Based Measures of Monetary Policy Expectations (2002)Market-Based Measures of Mone…Market Anticipations of Monetary Policy Actions (2002)Market Anticipations of Monet…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Economic News and Bond Prices: Evidence from the U.S. Treasury Market (2001)Economic News and Bond Prices…Perfecting the Market's Knowledge of Monetary Policy (2000)Perfecting the Market's Knowl…Deriving Inflation Expectations from Nominal and Inflation-Indexed Treasury Yields (2000)Deriving Inflation Expectatio…Forecasting inflation (1999)Forecasting inflationThe Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)Econometric policy evaluation: A critique (1976)The effect of changes in the federal funds rate target on market interest rates in the 1970s (1989)Risk, Uncertainty and Monetary Policy (2011)Stock Returns Over the FOMC Cycle (2015)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory (1998)Monetary Policy Actions and the Incentive to Invest (2004)Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case (2008)Inflation news and stock returns: market direction and flow-through ability (2012)The Information Content of Annual Earnings Announcements (1968)Information Effects on the Bid-Ask Spread (1983)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Real-time price discovery in global stock, bond and foreign exchange markets (2007)The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes (2008)Intraday periodicity and volatility persistence in financial markets (1997)Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment (2004)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)Federal Reserve interest rate targeting, rational expectations, and the term structure (1995)Do Measures of Monetary Policy in a VAR Make Sense (1998)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Discretion versus policy rules in practice (1993)Issues in the Design of Monetary Policy Rules (1997)The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market (2012)Four Stories of Quantitative Easing (2013)Interpreting the macroeconomic time series facts (1992)Efficient Tests for an Autoregressive Unit Root (1996)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Determining the Number of Factors in Approximate Factor Models (2002)Forecasting Using Principal Components From a Large Number of Predictors (2002)Macroeconomic Forecasting Using Diffusion Indexes (2002)Bayesian Methods for Dynamic Multivariate Models (1998)Measuring Monetary Policy (1998)On the consistency and effectiveness of central bank communication: Evidence from the ECB (2006)A New Wave of ECB’s Unconventional Monetary Policies: Domestic Impact and Spillovers (2018)Monetary Momentum (2018)
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References

  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 1999Forecasting inflation1,273 cited
  • 2001Economic News and Bond Prices: Evidence from the U.S. Treasury Market896 cited
  • 2003Central Bank Talk: Does It Matter and Why?251 cited
  • 2002Market Anticipations of Monetary Policy Actions205 cited
  • 2003The Excess Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic Models123 cited
  • 2000Perfecting the Market's Knowledge of Monetary Policy49 cited
  • 2002Market-Based Measures of Monetary Policy Expectations22 cited
  • 2000Deriving Inflation Expectations from Nominal and Inflation-Indexed Treasury Yields17 cited

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