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Futures prices as risk-adjusted forecasts of monetary policy

Piazzesi, Monika (contributor); Swanson, Eric T. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003417953

Macroeconomic implications of changes in the term premium

Rudebusch, Glenn D. (contributor); Sack, Brian (contributor) - 2006

Persistent link: https://www.econbiz.de/10003418399

The relative price and relative productivity channels for aggregate fluctuations

Swanson, Eric T. (contributor) - In: Contributions to macroeconomics 6 (2006) 1, pp. 1-39

Persistent link: https://www.econbiz.de/10003386048

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

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/10003554986