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The effects of the Federal Reserves date-based forward guidance. (2013). Raskin, Matthew D..
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2013-37.

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Cited: 9

Citations received by this document

Cites: 17

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Cocites: 50

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Citations

Citations received by this document

  1. Forward guidance and the role of central bank credibility under heterogeneous beliefs. (2022). Mavromatis, Kostas ; Hommes, Cars ; Goy, Gavin.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:200:y:2022:i:c:p:1240-1274.

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  2. Gravity Among Central Bank Balance Sheets: Monetary Policy Spill-Over on FX Volatility. (2020). Meszaros, Mercedesz ; Kiss, Gabor David.
    In: Econometric Research in Finance.
    RePEc:sgh:erfinj:v:5:y:2020:i:1:p:33-57.

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  3. Self-fulfillment degree of economic expectations within an integrated space: The European Union case study. (2020). Dobrescu, Emilian.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2020:i:4:p:5-32.

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  4. Forward Guidance and the Role of Central Bank Credibility. (2018). Mavromatis, Kostas(Konstantinos) ; Homme, Cars ; Goy, Gavin.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:614.

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  5. Effectiveness of QE: An assessment of event-study evidence. (2017). Thornton, Daniel.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:52:y:2017:i:c:p:56-74.

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  6. Reactions of US government bond yields to explicit FOMC forward guidance. (2015). Moessner, Richhild.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:33:y:2015:i:c:p:217-233.

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  7. Communication about future policy rates in theory and practice: A Survey. (2015). Moessner, Richhild ; Jansen, David-Jan ; de Haan, Jakob.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:475.

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  8. Central Bank Communications: A Comparative Study. (2014). Stuart, Rebecca ; Kedan, Danielle Author-X-Name-Danielle, ; Stuart, Rebecca Author-X-Name-Rebecca, .
    In: Quarterly Bulletin Articles.
    RePEc:cbi:qtbart:y:2014:m:04:p:89-104.

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  9. Forward guidance with an escape clause: When half a promise is better than a full one. (2014). Parra-Polanía, Julián ; Parra-Polania, Julian A. ; Florez-Jimenez, Maria Lucia .
    In: Borradores de Economia.
    RePEc:bdr:borrec:811.

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References

References cited by this document

  1. Andrews, Donald W. K. (1993): Tests for Parameter Instability and Structural Change With Unknown Change Point, Econometrica, 61, no.4, pp.821-856.

  2. Beechey, Meredith (2007): A Closer Look at the Sensitivity Puzzle: The Sensitivity of Expected Future Short Rate and Term Premia to Macroeconomic News, Finance and Economics Discussion Series, 2007-06.

  3. Breeden, Douglas T. and Robert H. Litzenberger (1978): Prices of State Contingent Claims Implicit in Options Prices, Journal of Business, 51, pp.621-651.
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  4. Campbell, Jeffrey R., Charles L. Evans, Jonas D.M. Fisher, and Alejandro Justiniano (2012): Macroeconomic Effects of FOMC Forward Guidance, Brookings Papers on Economic Activity, 1, pp.1-54. D’Amico, Stefania and Thomas B. King (Fortchoming): Flow and Stock Effects of Large-Scale Treasury Purchases, Journal of Financial Economics.
    Paper not yet in RePEc: Add citation now

  5. Eggertsson, Gauti and Michael Woodford (2003): The Zero Interest-Rate Bound and Optimal Monetary Policy, Brookings Papers on Economic Activity, 1, pp.139-211.

  6. Gagnon, Joseph, Matthew Raskin, Julie Remache and Brian Sack (2011): The Financial Market Effects of Large-Scale Asset Purchases, International Journal of Central Banking, 1, pp.3-44.
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  7. Hamilton, James D. and Jing Cynthia Wu (2012): The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment, Journal of Money, Credit, and Banking, 44, no. s1, pp.3-46.

  8. Joyce, Michael A.S., Ana Lasaosa, Ibrahim Stevens and Matthew Tong (2011): The Financial Market Impact of Quantitative Easing in the United Kingdom, International Journal of Central Banking, 3, pp.113-61.

  9. Kitsul, Yuriy and Jonathan H. Wright (2012): The Economics of Options-Implied Inflation Probability Density Functions, NBER Working Paper 18195.

  10. Krishnamurthy, Arvind and Annette Vissing-Jorgenson (2011): The Effects of Quantitative Easing on Long-term Interest Rates, Brookings Papers on Economic Activity, 2, pp.215-263.

  11. Krugman, Paul (1998): It’s Baaack! Japan’s Slump and the Return of the Liquidity Trap, Brooking Brookings Papers on Economic Activity, 2, pp.137–87.

  12. Li, Canlin and Min Wei (2012): Term Structure Modeling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs, Finance and Economics Discussion Series, 2012-37.
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  13. Moessner, Richhild and William R. Nelson (2008): Central Bank Policy Rate Guidance and Financial Market Functioning, International Journal of Central Banking, 4, pp.193-226.

  14. Rigobon, Roberto, and Brian Sack (2008): Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices, In John Campbell, ed., Asset Prices and Monetary Policy. NBER conference volume. Chicago: University of Chicago Press.

  15. Swanson, Eric T. (2011): Let’s Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2, Brookings Papers on Economic Activity, 2, pp.151-188.

  16. Swanson, Eric T. and John Williams (2013): Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates, Federal Reserve Bank of San Francisco Working Paper, 2012-02.

  17. Wright, Jonathan H. (2012): What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound?, Economic Journal, 122, pp.F447-F466.

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