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Interest Rate Surprises: A Tale of Two Shocks
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Interest Rate Surprises: A Tale of Two Shocks (2023)Interest Rate Surprises: A Tale of Two Sh…Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Deconstructing Monetary Polic…Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Monetary Policy Surprises, Cr…The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States (2013)The Dynamic Effects of Person…High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)High Frequency Identification…Credit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Central Bank Communication an…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 …Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …A New Measure of Monetary Shocks: Derivation and Implications (2004)A New Measure of Monetary Sho…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Federal Reserve Information and the Behavior of Interest Rates (2000)Federal Reserve Information a…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Macroeconomics and Reality (1980)Macroeconomics and RealityConditional 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 Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Monetary Policy According to HANK (2018)What Does Monetary Policy Do? (1996)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Credit Cycles (1997)Risk Shocks (2013)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Permanent and Temporary Components of Stock Prices (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Uncertainty about Government Policy and Stock Prices (2012)Staggered prices in a utility-maximizing framework (1983)Staggered Prices in a Utility-Maximizing Framework (1996)Macroeconomic Shocks and Their Propagation (2016)U.S. Monetary Policy and the Global Financial Cycle (2020)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)The effect of changes in the federal funds rate target on market interest rates in the 1970s (1989)Federal Reserve interest rate targeting, rational expectations, and the term structure (1995)Do Measures of Monetary Policy in a VAR Make Sense (1998)Modeling monetary policy as an unobserved variable (1979)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Interpreting the macroeconomic time series facts (1992)Measuring Monetary Policy (1998)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy6,239 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 2004A New Measure of Monetary Shocks: Derivation and Implications1,621 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
  • 2008Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence1,391 cited
  • 2007Real-time price discovery in global stock, bond and foreign exchange markets1,127 cited
  • 2000Federal Reserve Information and the Behavior of Interest Rates1,049 cited
  • 2013The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States1,022 cited

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2005
The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models
1,004 cited
  • 2018Deconstructing Monetary Policy Surprises: The Role of Information Shocks981 cited
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