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Interest rate dynamics, interest rate expectations and the operational framework of central banks

Schmidt, Sandra - 2010

Persistent link: https://www.econbiz.de/10008655878

Macroeconomic attention and announcement risk premia

Fisher, Adlai; Martineau, Charles; Sheng, Jinfei - In: The review of financial studies 35 (2022) 11, pp. 5057-5093

Persistent link: https://www.econbiz.de/10013400154

Interest rates and equity extraction during the housing boom

Bhutta, Neil; Keys, Benjamin J. - In: The American economic review 106 (2016) 7, pp. 1742-1774

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Customer anger at price increases, time variation in the frequency of price changes and monetary policy

Rotemberg, Julio - 2002

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The role of the real interest rate in US macroeconomic history

Weber, Ernst Juerg - In: The B.E. journal of macroeconomics 10 (2010) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10009577396

Changes in the transmission of monetary policy : evidence from a time-varying factor-augmented VAR

Baumeister, Christiane; Liu, Philip; Mumtaz, Haroon - 2010

This paper re-examines the evolution of the US monetary transmission mechanism using an empirical framework that incorporates substantially more information than the standard tri-variate VAR model used in most previous studies. In particular, we employ an extended version of a factor-augmented...