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Do professional forecasters trust in Taylor-type rules? : evidence from the Wall Street Journal poll

Fendel, Ralf; Frenkel, Michael; Ruelke, Jan-Christoph - In: Applied economics 45 (2013) 7/9, pp. 829-838

Persistent link: https://www.econbiz.de/10009718500

Should I stay or should I go? : Bayesian inference in the threshold time varying parameter (TTVP) model

Huber, Florian; Kastner, Gregor; Feldkircher, Martin - 2016

Persistent link: https://www.econbiz.de/10011558068

Monetary policy and asset valuation : evidence from a Markov-switching cay

Bianchi, Francesco; Lettau, Martin; Ludvigson, Sydney C. - 2016

Persistent link: https://www.econbiz.de/10011540476

Monetary policy and the stock market : time-series evidence

Neuhierl, Andreas; Weber, Michael - 2016

We construct a slope factor from changes in federal funds futures of different horizons. Slope predicts stock returns at the weekly frequency: faster monetary policy easing positively predicts excess returns. Investors can achieve increases in weekly Sharpe ratios of 20% conditioning on the...

Persistent link: https://www.econbiz.de/10011566444