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Market-based measures of monetary policy expectations

Gürkaynak, Refet S. (contributor); Sack, Brian (contributor) - 2006

Persistent link: https://www.econbiz.de/10003416330

Does inflation targeting anchor long-run inflation expectations? : evidence from long-term bond yields in the US, UK, and Sweden

Gürkaynak, Refet S. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003416406

Futures prices as risk-adjusted forecasts of monetary policy

Piazzesi, Monika (contributor); Swanson, Eric T. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003417953

Do actions speak louder than words? : The response of asset prices to monetary policy actions and statements

Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric T. - 2004

Persistent link: https://www.econbiz.de/10002455560

Market-based measures of monetary policy expectations

Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric T. - 2002

Persistent link: https://www.econbiz.de/10001706701

Identifying VARs based on high frequency futures data

Faust, Jon; Swanson, Eric T.; Wright, Jonathan H. - 2002

Persistent link: https://www.econbiz.de/10001657391

Identifying the effects of monetary policy shocks on exchange rates using high frequency data

Faust, Jon; Rogers, John H.; Swanson, Eric T.; Wright, … - 2002

Persistent link: https://www.econbiz.de/10001715318

The excess sensitivity of long-term interest rates : evidence and implications for macroeconomic models

Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric T. - 2003

Persistent link: https://www.econbiz.de/10001828363

Identifying the effects of monetary policy shocks on exchange rates using high frequency data

Faust, Jon; Rogers, John H.; Swanson, Eric T.; Wright, … - 2003

Persistent link: https://www.econbiz.de/10001756611

A Reassessment of Monetary Policy Surprises and High-Frequency Identification

Bauer, Michael D.; Swanson, Eric T. - National Bureau of Economic Research - 2022

High-frequency changes in interest rates around FOMC announcements are an important tool for identifying the effects of monetary policy on asset prices and the macroeconomy. However, some recent studies have questioned both the exogeneity and the relevance of these monetary policy surprises as...

Persistent link: https://www.econbiz.de/10013191034