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Stock-bond return correlation, bond risk premium fundamentals, and fiscal-monetary policy regime
Li, Erica X. N.; Zha, Tao; Zhang, Ji; Zhou, Hao - 2020
Persistent link: https://www.econbiz.de/10012305542
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Stock-bond return correlation, bond risk premium fundamentals, and fiscal-monetary policy regime
Li, Erica X. N.; Zha, Tao; Zhang, Ji; Zhou, Hao - 2020
We incorporate regime switching between monetary and fiscal policies in a general equilibrium model to explain three stylized facts: (1) the positive stock-bond return correlation from 1971 to 2000 and the negative one after 2000, (2) the negative correlation between consumption and inflation...
Persistent link: https://www.econbiz.de/10012294741
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What does monetary policy do to long-term interest rates at the zero lower bound?
Wright, Jonathan H. - 2011
Persistent link: https://www.econbiz.de/10009160435
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What does monetary policy do to long-term interest rates at the zero lower bound?
Wright, Jonathan H. - In: The economic journal : the journal of the Royal … 122 (2012) 564, pp. 447-466
Persistent link: https://www.econbiz.de/10009730284
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Some observations on forecasting and policy
Wright, Jonathan H. - In: International journal of forecasting 35 (2019) 3, pp. 1186-1192
Persistent link: https://www.econbiz.de/10012305245
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Comment on "Measuring euro area monetary policy" by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto
Wright, Jonathan H. - In: Journal of monetary economics 108 (2019), pp. 180-184
Persistent link: https://www.econbiz.de/10012267241
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Forward guidance and asset prices
Akkaya, Yıldız; Gürkaynak, Refet S.; Kısacıkoğlu, … - 2015
Persistent link: https://www.econbiz.de/10011375957
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Identification and inference using event studies
Gürkaynak, Refet S.; Wright, Jonathan H. - 2013
Persistent link: https://www.econbiz.de/10009734152
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Identification and inference using event studies
Gürkaynak, Refet S.; Wright, Jonathan H. - In: Papers in money, macroeconomics and finance : … 81 (2013), pp. 48-65
Persistent link: https://www.econbiz.de/10010254184
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Identifying VARS based on high frequency futures data
Faust, Jon; Swanson, Eric T.; Wright, Jonathan H. - In: Journal of monetary economics 51 (2004) 6, pp. 1107-1131
Persistent link: https://www.econbiz.de/10002222223