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Monetary policy surprises and their transmission through term premia and expected interest rates

Kaminska, Iryna; Mumtaz, Haroon; Šustek, Roman - 2020

Persistent link: https://www.econbiz.de/10012501387

Do markets learn to rationally expect US interest rates? : an anchoring approach

Prat, Georges; Uctum, Remzi - In: Applied economics 50 (2018) 59, pp. 6458-6480

Persistent link: https://www.econbiz.de/10012063437

Words and deeds in managing expectations: empirical evidence on an inflation targeting economy

Baranowski, Paweł; Doryń, Wirginia; Łyziak, Tomasz; … - 2020

Persistent link: https://www.econbiz.de/10012241818

The dynamic impact of macroeconomic news on long-term inflation expectations

Hachula, Michael; Nautz, Dieter - 2017

Well-anchored inflation expectations should not react to short-term oriented macroeconomic news. This paper analyzes the dynamic response of inflation expectations to macro news shocks in a structural VAR model. As identification of structural macro news shocks is controversial, we use a proxy...

Persistent link: https://www.econbiz.de/10011647611

Policy rate expectations of professional forecasters at the zero lower bound

Vladu, Andreea L. - In: Essays on interest rates at the lower bound, (pp. 115-172). 2018

Persistent link: https://www.econbiz.de/10012098888

Are outcomes driving expectations or the other way around? : an I(2) CVAR analysis of interest rate expectations in the dollar/pound market

Jusélius, Katarina; Stillwagon, Josh R. - In: Journal of international money and finance 83 (2018), pp. 93-105

Persistent link: https://www.econbiz.de/10012000315

Predictions of short-term rates and the expectations hypothesis

Guidolin, Massimo; Thornton, Daniel L. - In: International journal of forecasting 34 (2018) 4, pp. 636-664

Persistent link: https://www.econbiz.de/10012031076

Does monetary policy affect the long-run expectations of non-stationary real interest rates?

Kim, Yun-Yeong - In: Applied economics 50 (2018) 12, pp. 1342-1361

Persistent link: https://www.econbiz.de/10011848373

Do expectations matter? : reassessing the effects of government spending on key macroeconomic variables in Germany

Gründler, Klaus; Sauerhammer, Sarah - In: Applied economics letters 25 (2018) 15, pp. 1045-1050

Persistent link: https://www.econbiz.de/10012131693

Firms' expectations and monetary policy shocks in the eurozone

Eminidou, Snezana; Zachariadis, Marios - Panepistēmio Kypru / Department of Economics - 2019

Persistent link: https://www.econbiz.de/10012041817

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