Nothing Special   »   [go: up one dir, main page]

create a website
Monetary Policy, Bond Risk Premia, and the Economy. (2014). Ireland, Peter.
In: Boston College Working Papers in Economics.
RePEc:boc:bocoec:852.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 39

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Predictability in sovereign bond returns using technical trading rule: do developed and emerging markets differ?. (2019). Wu, Gabriel ; Fong, Tom.
    In: IFC Bulletins chapters.
    RePEc:bis:bisifc:50-20.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Andres, Javier, J. David Lopez-Salido, and Edward Nelson. “Tobin’s Imperfect Asset Substitution in Optimizing General Equilibrium.” Journal of Money, Credit, and Banking 36 (August 2004): 665-690.

  2. Ang, Andrew and Monika Piazzezi. “A No-Arbitrage Vector Autoregression of Term Structure Dynamics and Macroeconomic and Latent Variables.” Journal of Monetary Economics 50 (May 2003): 745-787.
    Paper not yet in RePEc: Add citation now
  3. Ang, Andrew, Monika Piazzesi, and Min Wei. “What Does the Yield Curve Tell Us About GDP Growth?” Journal of Econometrics 131 (March/April 2006): 359-403.

  4. Ang, Andrew, Sen Dong, and Monika Piazzesi. “No-Arbitrage Taylor Rules.” Working Paper 13448. Cambridge: National Bureau of Economic Research, September 2007.

  5. Atkeson, Andrew and Patrick J. Kehoe. “On the Need for a New Approach to Analyzing Monetary Policy.” NBER Macroeconomics Annual 23 (2008): 389-425.

  6. Backus, David, Mikhail Chernov, and Stanley E. Zin. “Identifying Taylor Rules in MacroFinance Models.” Working Paper 19360. Cambridge: National Bureau of Economic Research, August 2013.
    Paper not yet in RePEc: Add citation now
  7. Bauer, Michael D. ”Bayesian Estimation of Dynamic Term Structure Models under Restrictions on Risk Pricing.” Working Paper 2011-03. San Francisco: Federal Reserve Bank of San Francisco, November 2011.
    Paper not yet in RePEc: Add citation now
  8. Bernanke, Ben S. “Long-Term Interest Rates.” Speech Given at the Annual Macroeconomics Conference: The Past and Future of Monetary Policy. San Francisco: Federal Reserve Bank of San Francisco, 1 March 2013, http://www.federalreserve.gov/ newsevents/speech/bernanke20130301a.pdf.
    Paper not yet in RePEc: Add citation now
  9. Campbell, John Y., Adi Sunderman, and Luis M. Viceira. “Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.” Manuscript. Cambridge: Harvard University, January 2013.
    Paper not yet in RePEc: Add citation now
  10. Campbell, John Y., Andrew W. Lo, and A. Craig MacKinlay. The Econometrics of Financial Markets. Princeton: Princeton University Press, 1997.
    Paper not yet in RePEc: Add citation now
  11. Chen, Ren-Raw and Louis Scott. “Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates.” Journal of Fixed Income 3 (December 1993): 14-31.
    Paper not yet in RePEc: Add citation now
  12. Clarida, Richard, Jordi Gali, and Mark Gertler. “Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory.” Quarterly Journal of Economics 115 (February 2000): 147-180.

  13. Cochrane, John H. “Determinacy and Identification with Taylor Rules.” Journal of Political Economy 119 (June 2011): 565-615.

  14. Cochrane, John H. and Monika Piazzesi. “Bond Risk Premia.” American Economic Review 95 (March 2005): 138-160. Cochrane, John H. and Monika Piazzesi. “Decomposing the Yield Curve.” Manuscript.
    Paper not yet in RePEc: Add citation now
  15. Dewachter, Hans and Marco Lyrio. “Macro Factors and the Term Structure of Interest Rates.” Journal of Money, Credit, and Banking 38 (February 2006): 119-140. Dewachter, Hans, Leonardo Iania, and Marco Lyrio. “Information in the Yield Curve: A Macro-Finance Approach.” Journal of Applied Econometrics, forthcoming.

  16. Diebold, Francis X., Glenn D. Rudebusch, and S. Boragan Aruoba. “The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach.” Journal of Econometrics 131 (March/April 2006): 309-338.

  17. Doh, Taeyoung. “What Does the Yield Curve Tell Us About the Federal Reserve’s Implicit Inflation Target?” Journal of Money, Credit, and Banking 44 (March/April 2012): 469-486.

  18. Duffee, Gregory R. “Term Premia and Interest Rate Forecasts in Affine Models.” Journal of Finance 57 (February 2002): 405-443.

  19. Efron, Bradley and Robert J. Tibshirani. An Introduction to the Bootstrap. Boca Raton: Chapman and Hall, 1993.
    Paper not yet in RePEc: Add citation now
  20. Eggertsson, Gauti B. and Michael Woodford. “The Zero Bound on Interest Rates and Optimal Monetary Policy.” Brookings Papers on Economic Activity (2003, Issue 1): 139-211.

  21. Favero, Carlo, Iryna Kaminska, and Ulf Soderstrom. “The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation.” Working Paper 280. Milan: Bocconi University, January 2005.

  22. Gali, Jordi. Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework. Princeton: Princeton University Press, 2008.

  23. Goodfriend, Marvin. “Interest Rate Policy and the Inflation Scare Problem: 1979-1992.” Federal Reserve Bank of Richmond Economic Quarterly 79 (Winter 1993): 1-23.
    Paper not yet in RePEc: Add citation now
  24. Hamilton, James D. Time Series Analysis. Princeton: Princeton University Press, 1994.
    Paper not yet in RePEc: Add citation now
  25. Hordahl, Peter and Oreste Tristani. “Inflation Risk Premia in the Term Structure of Interest Rates.” Journal of the European Economic Association 10 (June 2012): 634-657.

  26. Ireland, Peter N. “A Method for Taking Models to the Data.” Journal of Economic Dynamics and Control 28 (March 2004): 1205-1226. Ireland, Peter N. “Changes in the Federal Reserve’s Inflation Target: Causes and Consequences.

  27. Joslin, Scott, Anh Le, and Kenneth J. Singleton. “Gaussian Macro-Finance Term Structure Models with Lags.” Journal of Financial Econometrics 11 (Fall 2013): 581-609.
    Paper not yet in RePEc: Add citation now
  28. Kiley, Michael T. “The Aggregate Demand Effects of Short and Long-Term Interest Rates.” Finance and Economics Discussion Series 2012-54. Washington: Federal Reserve Board, August 2012.

  29. Kozicki, Sharon and P.A. Tinsley. “Shifting Endpoints in the Term Structure of Interest Rates.” Journal of Monetary Economics 47 (June 2001b): 613-652.

  30. Kozicki, Sharon and P.A. Tinsley. “Term Structure Views of Monetary Policy Under Alternative Models of Agent Expectations.” Journal of Economic Dynamics and Control 25 (January 2001a): 149-184.

  31. Lubik, Thomas A. and Frank Schorfheide. “Testing for Indeterminacy: An Application to U.S. Monetary Policy.” American Economic Review 94 (March 2004): 190-217.

  32. McCallum, Bennett T. “Monetary Policy and the Term Structure of Interest Rates.” Federal Reserve Bank of Richmond Economic Quarterly 91 (Fall 2005): 1-21.
    Paper not yet in RePEc: Add citation now
  33. Pericoli, Marcello and Marco Taboga. “Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premia.” Journal of Money, Credit, and Banking 40 (October 2008): 1471-1488. Piazzesi, Monika. “Affine Term Structure Models.” In Yacine Ait-Sahalia and Lars Peter Hansen, Eds. Handbook of Financial Econometrics: Volume 1 – Tools and Techniques.

  34. Rudebusch, Glenn D. and Eric T. Swanson. “The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks.” American Economic Journal: Macroeconomics 4 (January 2012): 105-143.

  35. Rudebusch, Glenn D., Brian P. Sack, and Eric T. Swanson. “Macroeconomic Implications of Changes in the Term Premium.” Federal Reserve Bank of St. Louis Review 89 (July/August 2007): 241-269.
    Paper not yet in RePEc: Add citation now
  36. Sims, Christopher A. and Tao Zha. “Were There Regime Switches in U.S. Monetary Policy ?” American Economic Review 96 (March 2006): 54-81.

  37. Spencer, Peter D. “Stochastic Volatility in a Macro-Finacne Model of the U.S. Term Structure of Interest Rates 1961-2004.” Journal of Money, Credit, and Banking 40 (September 2008): 1177-1215.

  38. Taylor, John B. “Discretion versus Policy Rules in Practice.” Carnegie-Rochester Conference Series on Public Policy 39 (December 1993): 195-214. Woodford, Michael. Interest and Prices: Foundations of a Theory of Monetary Policy.
    Paper not yet in RePEc: Add citation now
  39. Wright, Jonathan H. “The Yield Curve and Predicting Recessions.” Finance and Economics Discussion Series 2006-07. Washington: Federal Reserve Board, February 2006.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective. (2018). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick ; Feve, Patrick.
    In: TSE Working Papers.
    RePEc:tse:wpaper:31822.

    Full description at Econpapers || Download paper

  2. The Macroeconomic Effects of Quantitative Easing in the Euro Area: Evidence from an Estimated DSGE Model. (2017). Vogel, Lukas ; Priftis, Romanos ; Hohberger, Stefan.
    In: MPRA Paper.
    RePEc:pra:mprapa:78955.

    Full description at Econpapers || Download paper

  3. Changing Macroeconomic Dynamics at the Zero Lower Bound. (2017). Zanetti, Francesco ; Theodoridis, Konstantinos ; mumtaz, haroon ; Liu, Philip.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:824.

    Full description at Econpapers || Download paper

  4. Optimal quantitative easing. (2017). Harrison, Richard.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0678.

    Full description at Econpapers || Download paper

  5. Uncovering the portfolio balance channel with the use of sovereign credit ratings.. (2016). Villamizar-Villegas, mauricio ; Vasquez-Escobar, Diego ; Valencia-Arana, Oscar ; Andrade-Pardo, Laura .
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:v:34:y:2016:i:81:p:191-205.

    Full description at Econpapers || Download paper

  6. Monetary Policy, Bond Risk Premia, and the Economy. (2014). Ireland, Peter.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:852.

    Full description at Econpapers || Download paper

  7. Evaluating Quantitative Easing: A DSGE Approach. (2013). Falagiarda, Matteo.
    In: MPRA Paper.
    RePEc:pra:mprapa:49457.

    Full description at Econpapers || Download paper

  8. Liquidity Effects of Central Banks Asset Purchase Programs. (2013). .
    In: MPRA Paper.
    RePEc:pra:mprapa:49424.

    Full description at Econpapers || Download paper

  9. Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserves asset purchase announcements. (2013). D'Amico, Stefania ; Li, Canlin ; Damico, Stefania ; Cahill, Michael E. ; Sears, John S..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-35.

    Full description at Econpapers || Download paper

  10. Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply. (2013). King, Thomas ; D'Amico, Stefania ; Damico, Stefania.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:108:y:2013:i:2:p:425-448.

    Full description at Econpapers || Download paper

  11. Credit, Endogenous Collateral and Risky Assets: A DSGE Model. (2013). Saia, Alessandro ; Falagiarda, Matteo.
    In: Working Papers.
    RePEc:bol:bodewp:wp916.

    Full description at Econpapers || Download paper

  12. The Bank of Englands forecasting platform: COMPASS, MAPS, EASE and the suite of models. (2013). Waldron, Matt ; Theodoridis, Konstantinos ; Monti, Francesca ; Harrison, Richard ; Burgess, Stephen ; Groth, Charlotta ; Fernandez-Corugedo, Emilio .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0471.

    Full description at Econpapers || Download paper

  13. Liquidity Effects of Quantitative Easing on Long-Term Interest Rates. (2012). Reynard, Samuel ; Krogstrup, Signe ; Sutter, Barbara .
    In: Working Papers.
    RePEc:snb:snbwpa:2012-02.

    Full description at Econpapers || Download paper

  14. Reducing Global Imbalances: Can Fixed Exchange Rates and Current Account Limits Help?. (2012). Hughes Hallett, Andrew ; Oliva, Juan Martinez .
    In: Open Economies Review.
    RePEc:kap:openec:v:23:y:2012:i:1:p:163-192.

    Full description at Econpapers || Download paper

  15. Opening remarks: monetary policy since the onset of the crisis. (2012). Bernanke, Ben.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2012:p:1-22.

    Full description at Econpapers || Download paper

  16. Monetary Policy since the Onset of the Crisis : a speech at the Federal Reserve Bank of Kansas City Economic Symposium, Jackson Hole, Wyoming, August 31, 2012. (2012). Bernanke, Ben S..
    In: Speech.
    RePEc:fip:fedgsq:645.

    Full description at Econpapers || Download paper

  17. Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply. (2012). King, Thomas ; D'Amico, Stefania.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2012-44.

    Full description at Econpapers || Download paper

  18. The macroeconomic effects of large-scale asset purchase programs. (2012). Ferrero, Andrea ; Cúrdia, Vasco ; Chen, Han.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2012-22.

    Full description at Econpapers || Download paper

  19. Quantitative Easing and Unconventional Monetary Policy – an Introduction. (2012). Vayanos, Dimitri ; Scott, Andrew ; Miles, David ; Joyce, Michael.
    In: Economic Journal.
    RePEc:ecj:econjl:v:122:y:2012:i:564:p:f271-f288.

    Full description at Econpapers || Download paper

  20. The ECB Unconventional Monetary Policies: Have They Lowered Market Borrowing Costs for Banks and Governments?. (2012). Szczerbowicz, Urszula.
    In: Working Papers.
    RePEc:cii:cepidt:2012-36.

    Full description at Econpapers || Download paper

  21. A DSGE model with Endogenous Term Structure. (2012). Marzo, Massimiliano ; Falagiarda, Matteo.
    In: Working Papers.
    RePEc:bol:bodewp:wp830.

    Full description at Econpapers || Download paper

  22. Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy. (2012). Zagaglia, Paolo ; Marzo, Massimiliano.
    In: Working Papers.
    RePEc:bol:bodewp:wp821.

    Full description at Econpapers || Download paper

  23. Asset purchase policy at the effective lower bound for interest rates. (2012). Harrison, Richard.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0444.

    Full description at Econpapers || Download paper

  24. Assessing the economy-wide effects of quantitative easing. (2012). Theodoridis, Konstantinos ; Stevens, Ibrahim ; mumtaz, haroon ; Kapetanios, George.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0443.

    Full description at Econpapers || Download paper

  25. Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy. (2011). Kulish, Mariano ; Jones, Callum.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2011-02.

    Full description at Econpapers || Download paper

  26. The Financial Market Impact of Quantitative Easing in the United Kingdom. (2011). Tong, Matthew ; Stevens, Ibrahim ; Lasaosa, Ana ; Michael A. S. Joyce, .
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2011:q:3:a:5.

    Full description at Econpapers || Download paper

  27. The macroeconomic effects of large-scale asset purchase programs. (2011). Ferrero, Andrea ; Cúrdia, Vasco ; Chen, Han ; Curdia, Vasco .
    In: Staff Reports.
    RePEc:fip:fednsr:527.

    Full description at Econpapers || Download paper

  28. Large-scale asset purchases by the Federal Reserve: did they work?. (2011). Remache, Julie ; Gagnon, Joseph ; Sack, Brian ; Raskin, Matthew .
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2011:i:may:p:41-59:n:v.17no.1.

    Full description at Econpapers || Download paper

  29. Have we underestimated the likelihood and severity of zero lower bound events?. (2011). Williams, John ; Laforte, Jean-Philippe ; Chung, Hess ; Reifschneider, David .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2011-01.

    Full description at Econpapers || Download paper

  30. Direct Effects of Money on Aggregate Demand: Another Look at the Evidence. (2010). Kulish, Mariano ; Elias, Stephen .
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2010-05.

    Full description at Econpapers || Download paper

  31. Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs. (2009). Schorfheide, Frank ; Aruoba, S. Boragan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14870.

    Full description at Econpapers || Download paper

  32. Deflationary vs. Inflationary Expectations - A New-Keynesian Perspective with Heterogeneous Agents and Monetary Believes. (2009). Sauter, Oliver ; Geiger, Felix.
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
    RePEc:hoh:hohdip:312.

    Full description at Econpapers || Download paper

  33. Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback. (2009). Zagaglia, Paolo.
    In: Research Papers in Economics.
    RePEc:hhs:sunrpe:2009_0014.

    Full description at Econpapers || Download paper

  34. Sticky prices versus monetary frictions: an estimation of policy trade-offs. (2009). Schorfheide, Frank ; Aruoba, S. Boragan.
    In: Working Papers.
    RePEc:fip:fedpwp:09-8.

    Full description at Econpapers || Download paper

  35. DSGE model-based estimation of the New Keynesian Phillips curve. (2008). Schorfheide, Frank.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2008:i:fall:p:397-433:n:v.94no.4.

    Full description at Econpapers || Download paper

  36. Understanding Asset Prices: Determinants and Policy Implications.. (2007). CLERC, Laurent.
    In: Working papers.
    RePEc:bfr:banfra:168.

    Full description at Econpapers || Download paper

  37. Can Central Banks Target Bond Prices?. (2006). Kuttner, Kenneth.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12454.

    Full description at Econpapers || Download paper

  38. money demand and futures. (2006). Oldani, Chiara.
    In: ISAE Working Papers.
    RePEc:isa:wpaper:69.

    Full description at Econpapers || Download paper

  39. The monetary transmission mechanism. (2005). Ireland, Peter.
    In: Working Papers.
    RePEc:fip:fedbwp:06-1.

    Full description at Econpapers || Download paper

  40. Should Monetary Policy use Long-term Rates?. (2005). Kulish, Mariano.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:635.

    Full description at Econpapers || Download paper

  41. Price setting behaviour in Spain: evidence from micro PPI data. (2005). Burriel, Pablo ; Alvarez, Luis ; Hernando, Ignacio.
    In: Working Papers.
    RePEc:bde:wpaper:0527.

    Full description at Econpapers || Download paper

  42. An application of the Tramo Seats automatic procedure; direct versus indirect adjustment. (2005). Maravall, Agustin.
    In: Working Papers.
    RePEc:bde:wpaper:0524.

    Full description at Econpapers || Download paper

  43. Skill mix and technology in Spain: evidence from firm level data. (2005). Luque, Adela.
    In: Working Papers.
    RePEc:bde:wpaper:0513.

    Full description at Econpapers || Download paper

  44. The impact of unsecured debt on financial distress among British households. (2005). Young, Garry ; Rio, Ana Del ; del Rio, Ana.
    In: Working Papers.
    RePEc:bde:wpaper:0512.

    Full description at Econpapers || Download paper

  45. The determinants of unsecured borrowing: evidence from the British household panel survey. (2005). Young, Garry ; Rio, Ana Del ; del Rio, Ana.
    In: Working Papers.
    RePEc:bde:wpaper:0511.

    Full description at Econpapers || Download paper

  46. Dual employment protection legislation: a framework for analysis. (2005). Jimeno, Juan F ; Jansen, Marcel ; Dolado, Juan.
    In: Working Papers.
    RePEc:bde:wpaper:0510.

    Full description at Econpapers || Download paper

  47. The private and fiscal returns to schooling and the effect of public policies on private incentives to invest in education: a general framework and some results for the EU. (2005). Jimeno, Juan F ; de La Fuente, Angel.
    In: Working Papers.
    RePEc:bde:wpaper:0509.

    Full description at Econpapers || Download paper

  48. Do decreasing hazard functions for price changes make any sense?. (2005). Burriel, Pablo ; Alvarez, Luis ; Hernando, Ignacio.
    In: Working Papers.
    RePEc:bde:wpaper:0508.

    Full description at Econpapers || Download paper

  49. The fiscal theory of the price level: a narrow theory for non-fiat money. (2005). Arce, Oscar.
    In: Working Papers.
    RePEc:bde:wpaper:0501.

    Full description at Econpapers || Download paper

  50. Quantitative monetary easing and risk in financial asset markets. (2004). Kimura, Takeshi ; Small, David .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-57.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-28 22:48:35 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.