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Joining the Dots: The FOMC and the future path of policy rates. (2016). Stuart, Rebecca ; Gerlach, Stefan.
In: Research Technical Papers.
RePEc:cbi:wpaper:08/rt/16.

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Cited: 4

Citations received by this document

Cites: 13

References cited by this document

Cocites: 27

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. On unemployment cycles in the Euro Area, 1999–2018. (2020). Charalampidis, Nikolaos.
    In: European Economic Review.
    RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119301898.

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  2. Plotting interest rates: The FOMCs projections and the economy. (2019). Stuart, Rebecca ; Gerlach, Stefan.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:60:y:2019:i:c:p:198-211.

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  3. What Drives the FOMCs Dot Plots?. (2018). Stuart, Rebecca ; Gerlach, Stefan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13117.

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  4. Plotting interest rates: The FOMCs projections and the economy. (2018). Stuart, Rebecca ; Gerlach, Stefan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12768.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Bauer, M. D. and G. D. Rudebusch (2013), ‘Monetary Policy Expectations at the zero Lower Bound’, Federal Reserve Bank of San Francisco Working Paper Series, 2013-18, May.

  2. Berriel, T., C. Carvalho, and O. Machado (2015), ‘Lift-Off Uncertainty: What Can We Infer from the FOMC’s Summary of Economic Projections?’ Society for Economic Dynamics 2015 Meeting Papers, No. 903, February.

  3. Blinder, A. S., M. Ehrmann, M. Fratzscher, J. De Haan and D. J. Jansen (2008), ‘Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence’, NBER Working Paper, No. 13932.

  4. Dincer, N. and B. Eichengreen (2009), ‘Central bank transparency: causes, consequences and updates’, NBER Working Paper, No. 14791.

  5. Feroli, M., D. Greenlaw, P. Hooper, F. S. Mishkin, and A. Sufi (2016), ‘Language after Liftoff: Fed Communication Away from the Zero Lower Bound’, report prepared for the 2016 U.S. Monetary Policy Forum, February 26.
    Paper not yet in RePEc: Add citation now

  6. Geraats, P. (2009), ‘Trends in Monetary Policy Transparency’, International Finance, 12(2), 235-268.

  7. Goodhart, C.A.E. and B. L. Wen (2011), ‘Interest Rate Forecasts: A Pathology’, International Journal of Central Banking, 7(2), 3-39.
    Paper not yet in RePEc: Add citation now

  8. Issing, O. (2005), ‘Communication, Transparency, Accountability: Monetary Policy in the Twenty-First Century’, Federal Reserve Bank of St Louis Review, March/April, 87, p. 65-83.

  9. Kahn, G. A. and A. Palmer (2016), ‘Monetary Policy at the Zero Lower Bound: Revelations from the FOMC’s Summery of Economic Projections’, Federal Reserve Bank of Kansas City, Economic Review, First Quarter.

  10. Mankiw, N., J. Miron and D. Weil (1987), ‘The Adjustment of Expectations to a Change in Regime: A Study of the Founding of the Federal Reserve’, American Economic Review, 77(3), 358-374.

  11. Mirkov, N. and G. J. Natvik (2013), ‘Announcements of Interest Rate Forecasts: Do Policymakers Stick to Them?’ Norges Bank Research Working Paper, 2013|11 Moessner, R. (2013), ‘Effects of Explicit FOMC Policy Rate Guidance on Market Interest Rates’, DNB Working Paper, No. 384, July.

  12. Nelson, C. R. and A. F. Siegel (1987), “Parsimonious modeling of yield curves”, Journal of Business, 60, 473-89.

  13. Winkelmann, L. (2010), ‘The Norges Bank’s key rate projections and the news element of monetary policy: a wavelet based jump detection approach’, Humboldt University Berlin SFB Working paper, 62.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The link between the federal funds rate and banking system distress: An empirical investigation. (2021). Elyasiani, Elyas ; Akcay, Mustafa.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301890.

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  2. Is the credit channel alive? Firm-level evidence on the sensitivity of borrowing spreads to monetary policy. (2018). Kabukcuoglu, Zeynep ; Jeon, Kiyoung ; Aysun, Uluc.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:75:y:2018:i:c:p:305-319.

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  3. Staying at zero with affine processes : an application to term structure modelling. (2017). Roussellet, Guillaume ; Renne, Jean-Paul ; Monfort, Alain ; Pegoraro, Fulvio.
    In: Rue de la Banque.
    RePEc:bfr:rueban:2017:52.

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  4. Unconventional monetary policy in a small open economy. (2016). Popiel, Michal ; MacDonald, Margaux.
    In: Working Papers.
    RePEc:qed:wpaper:1367.

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  5. The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment. (2016). Hännikäinen, Jari ; Hannikainen, Jari.
    In: MPRA Paper.
    RePEc:pra:mprapa:71432.

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  6. What is the effect of unconventional monetary policy on bank performance?. (2016). mamatzakis, emmanuel ; Bermpei, Theodora.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:67:y:2016:i:c:p:239-263.

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  7. Shocking language: Understanding the macroeconomic effects of central bank communication. (2016). McMahon, Michael ; Hansen, Stephen.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:99:y:2016:i:s1:p:s114-s133.

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  8. Joining the Dots: The FOMC and the future path of policy rates. (2016). Stuart, Rebecca ; Gerlach, Stefan.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:08/rt/16.

    Full description at Econpapers || Download paper

  9. Resolving the spanning puzzle in macro-finance term structure models. (2015). Rudebusch, Glenn ; Bauer, Michael.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2015-01.

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  10. A Regime-Switching Model of the Yield Curve at the Zero Bound. (2015). Christensen, Jens ; Jens H. E. Christensen, .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2013-34.

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  11. Shocking language: Understanding the macroeconomic effects of central bank communication. (2015). McMahon, Michael ; Hansen, Stephen.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:86247.

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  12. Restrictions on Risk Prices in Dynamic Term Structure Models. (2015). Bauer, Michael.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5241.

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  13. Resolving the Spanning Puzzle in Macro-Finance Term Structure Models. (2015). Rudebusch, Glenn ; Bauer, Michael ; GlennD. Rudebusch, .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5187.

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  14. Estimating DSGE models with forward guidance. (2014). Robinson, Tim ; Morley, James ; Kulish, Mariano.
    In: Discussion Papers.
    RePEc:swe:wpaper:2014-32a.

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  15. Estimating the expected duration of the zero lower bound in DSGE models with forward guidance. (2014). Robinson, Tim ; Morley, James ; Kulish, Mariano.
    In: Discussion Papers.
    RePEc:swe:wpaper:2014-32.

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  16. Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates. (2014). Williams, John ; Swanson, Eric.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20486.

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  17. Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound. (2014). Wu, Jing Cynthia ; Xia, Fan Dora .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20117.

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  18. The Signaling Channel for Federal Reserve Bond Purchases. (2014). Rudebusch, Glenn ; Bauer, Michael ; GlennD. Rudebusch, .
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2014:q:3:a:7.

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  19. Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance. (2014). Robinson, Tim ; Morley, James ; Kulish, Mariano.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2014n16.

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  20. Measuring the stance of monetary policy in conventional and unconventional environments. (2014). Krippner, Leo.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-06.

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  21. International channels of the Feds unconventional monetary policy. (2014). Neely, Christopher ; Bauer, Michael.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:44:y:2014:i:c:p:24-46.

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  22. Evaluating the robustness of UK term structure decompositions using linear regression methods. (2014). Meldrum, Andrew ; Malik, Sheheryar.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0518.

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  23. A shadow policy rate to calibrate US monetary policy at the zero lower bound. (2014). Lombardi, Marco ; Zhu, Feng.
    In: BIS Working Papers.
    RePEc:bis:biswps:452.

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  24. Dynamic term structure models: The best way to enforce the zero lower bound. (2014). Meldrum, Andrew ; Andreasen, Martin M..
    In: CREATES Research Papers.
    RePEc:aah:create:2014-47.

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  25. Efficient Jacobian evaluations for estimating zero lower bound term structure models. (2013). Krippner, Leo.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-77.

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  26. Faster solutions for Black zero lower bound term structure models. (2013). Krippner, Leo.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-66.

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  27. A tractable framework for zero-lower-bound Gaussian term structure models. (2013). Krippner, Leo.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-49.

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Authors registered in RePEc who have wrote about the same topic

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