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The identification of the response of interest rates to monetary policy actions using market-based measures of monetary policy shocks

Thornton, Daniel L. - In: Oxford economic papers 66 (2014) 1, pp. 67-87

Persistent link: https://www.econbiz.de/10010357324

The effect of underreporting on LIBOR rates

Monticini, Andrea; Thornton, Daniel L. - In: Journal of macroeconomics 37 (2013), pp. 345-348

Persistent link: https://www.econbiz.de/10010237905

Do bank loan rates exhibit a countercyclical mark-up?

Dueker, Michael; Thornton, Daniel L. - 1997

Persistent link: https://www.econbiz.de/10010365947

How effective is central bank forward guidance?

Kool, Clemens; Thornton, Daniel L. - 2012

Persistent link: https://www.econbiz.de/10009681260

Net intergenerational transfers from an increase in social security benefits

Gan, Li; Gong, Guan; Hurd, Michael D. - In: Government spending on the elderly, (pp. 178-190). 2007

Persistent link: https://www.econbiz.de/10003654554

The efficient market hypothesis and identification in structural VARs

Sarno, Lucio; Thornton, Daniel L. - In: Review / Federal Reserve Bank of St. Louis 86 (2004) 1, pp. 49-60

Persistent link: https://www.econbiz.de/10002156376

A dynamic factor analysis of the response of US interest rates to news

Lippi, Marco (contributor); Thornton, Daniel L. (contributor) - 2004

This paper uses a dynamic factor model recently studied by Forni, Hallin, Lippi and Reichlin (2000) to analyze the response of 21 U.S. interest rates to news. Using daily data, we find that the news that affects interest rates daily can be summarized by two common factors. This finding is robust...

Persistent link: https://www.econbiz.de/10003211580

Federal funds rate prediction

Sarno, Lucio; Thornton, Daniel L.; Valente, Giorgio - In: Journal of money, credit and banking : JMCB 37 (2005) 3, pp. 449-471

Persistent link: https://www.econbiz.de/10003012690

A dynamic factor analysis of the response of U.S. interest rates to news

Lippi, Marco (contributor); Thornton, Daniel L. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002496904

Testing the expectations hypothesis : some new evidence

Dittmar, Robert F. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001982897