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Detection of anticipated structural changes in a rational expectations environment

Uzeda, Luis; Jones, Callum - In: Applied economics letters 20 (2013) 13/15, pp. 1322-1327

Persistent link: https://www.econbiz.de/10010202917

Long-term interest rates, risk premia and unconventional monetary policy

Jones, Callum; Kulish, Mariano - In: Journal of economic dynamics & control 37 (2013) 12, pp. 2547-2561

Persistent link: https://www.econbiz.de/10010348122

International spillovers of forward guidance shocks

Jones, Callum; Kulish, Mariano; Rees, Daniel M. - In: Journal of applied econometrics 37 (2022) 1, pp. 131-160

Persistent link: https://www.econbiz.de/10013165202

A structural measure of the shadow federal funds rate

Jones, Callum; Kulish, Mariano; Morley, James C. - 2021

Persistent link: https://www.econbiz.de/10012704881

International spillovers of forward guidance shocks

Jones, Callum; Kulish, Mariano; Rees, Daniel M. - 2020

Persistent link: https://www.econbiz.de/10012240786

International spillovers of forward guidance shocks

Jones, Callum; Kulish, Mariano; Rees, Daniel M. - 2018

After 2007, countries that cut their policy interest rates close to zero turned, among other policies, to forward guidance. We estimate a two-country model of the U.S. and Canada to quantify how unexpected changes in U.S. forward guidance affected Canada. Expansionary U.S. forward guidance...