Similar Search Results - EconBiz

Futures prices as risk-adjusted forecasts of monetary policy

Piazzesi, Monika; Swanson, Eric Valdeman - 2004

Persistent link: https://www.econbiz.de/10002107265

Convergence and anchoring of yield curves in the euro area

Ehrmann, Michael; Fratzscher, Marcel; Gürkaynak, Refet S. - 2007

We study the convergence of European bond markets and the anchoring of inflation expectations in euro area countries using high-frequency bond yield data for France, Germany, Italy and Spain. We find that Economic and Monetary Union (EMU) has led to substantial convergence in euro area sovereign...

Persistent link: https://www.econbiz.de/10011604863

Futures prices as risk-adjusted forecasts of monetary policy

Piazzesi, Monika; Swanson, Eric T. - In: Journal of monetary economics 55 (2008) 4, pp. 677-691

Persistent link: https://www.econbiz.de/10003764351

Have increases in federal reserve transparency improved private sector interest rate forecasts?

Swanson, Eric T. - In: Journal of money, credit and banking : JMCB 38 (2006) 3, pp. 791-820

Persistent link: https://www.econbiz.de/10003328461

Optimal nonlinear policy : signal extraction with a non-normal prior

Swanson, Eric T. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003416257

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

Market-based measures of monetary policy expectations

Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric T. - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 2, pp. 201-212

Persistent link: https://www.econbiz.de/10003463638

Does inflation targeting anchor long-run inflation rxpectations? : evidence from the U.S., UK and Sweden

Gürkaynak, Refet S.; Swanson, Eric T.; Levin, Andrew T. - In: Journal of the European Economic Association 8 (2010) 6, pp. 1208-1242

Persistent link: https://www.econbiz.de/10008902580

A service of the