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Forecasting the Treasurys balance at the Fed. (2003). Thornton, Daniel.
In: Working Papers.
RePEc:fip:fedlwp:2001-004.

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Cited: 1

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Cites: 3

References cited by this document

Cocites: 50

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Coauthors: 0

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Citations received by this document

  1. The Debt Ratio and Sustainable Macroeconomic Policy. (2016). Fullwiler, Scott T.
    In: World Economic Review.
    RePEc:wea:worler:v:2016:y:2016:i:7:p:12.

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References

References cited by this document

  1. Feinman, J. N. Estimating the Open Market Desk Daily Reaction Function, Journal of Money, Credit and Banking, (1993), 231-47.

  2. Hamilton, J. D. Measuring the Liquidity Effect, American Economic Review (March 1997), 80-97.

  3. Thornton, D. L. The Federal Reserves Operating Procedure, Nonborrowed Reserves, Borrowed Reserves and the Liquidity Effect. Journal of Banking and Finance, forthcoming, 2001a.

Cocites

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  1. Explaining the appearance of open-mouth operations in the 1990s U.S.. (2019). Hanes, Christopher.
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  2. A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series. (2013). Monokroussos, George.
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  3. The relationship between the daily and policy-relevant liquidity effects. (2010). Thornton, Daniel.
    In: Review.
    RePEc:fip:fedlrv:y:2010:i:jan:p:73-88:n:v.92no.1.

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  4. The role of ad hoc factors in policy rate settings. (2008). Podpiera, Jiri.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:25:y:2008:i:5:p:1003-1010.

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  5. The daily and policy-relevant liquidity effects. (2008). Thornton, Daniel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008984.

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  6. Policy Rate Decisions and Unbiased Parameter Estimation in Conventionally Estimated Monetary Policy Rules. (2008). Podpiera, Jiri.
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  7. The impact of the return to lagged reserve requirements on the federal funds market. (2007). Winters, Drew B..
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  8. A Dynamic Tobit Model for the Open Market Desks Daily Reaction Function. (2006). Monokroussos, George.
    In: Computing in Economics and Finance 2006.
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  9. Quarter-End Effects in Banks: Preferred Habitat or Window Dressing?. (2006). Kotomin, Vladimir ; Winters, Drew.
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  10. The daily liquidity effect. (2006). Thornton, Daniel.
    In: Working Papers.
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  11. Cross-country differences in monetary policy execution and money market rates volatility. (2006). Prati, Alessandro ; Bartolini, Leonardo.
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  12. When did the FOMC begin targeting the federal funds rate? what the verbatim transcripts tell us. (2005). Thornton, Daniel.
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  13. Interest rate smoothing and financial stability. (2005). van Egteren, Henry ; Smith, Richard.
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  14. Declining required reserves, funds rate volatility, and open market operations. (2005). Demiralp, Selva ; Farley, Dennis .
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  15. Demand and supply in the ECBs main refinancing operations. (2004). Stracca, Livio ; Moss, Clara Martin.
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  16. Tests of the expectations hypothesis: resolving the anomalies when the short-term rate is the federal funds rate. (2004). Thornton, Daniel.
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  17. Public disclosures and calendar-related movements in risk premiums: evidence from interbank lending. (2004). Furfine, Craig H..
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  18. The execution of monetary policy: a tale of two central banks. (2003). Prati, Alessandro ; Bartolini, Leonardo.
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  19. Forecasting the Treasurys balance at the Fed. (2003). Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2001-004.

    Full description at Econpapers || Download paper

  20. Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market. (2003). Bomfim, Antulio N..
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  21. How does the ECB allot liquidity in its weekly main refinancing operations? A look at the empirical evidence. (2003). Stracca, Livio ; Moss, Clara Martin ; Ejerskov, Steen .
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  22. The Announcement Effect: Evidence from Open Market Desk Data. (2003). Jorda, Oscar ; Demiralp, Selva ; Williams, Jeffrey ; Liu, Holly .
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  23. The announcement effect: evidence from open market desk data. (2002). Jorda, Oscar ; Demiralp, Selva.
    In: Economic Policy Review.
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  24. Whats unique about the federal funds rate? evidence from a spectral perspective. (2002). Wen, Yi ; Thornton, Daniel ; Sarno, Lucio.
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  25. Setting the interest rate. (2002). Marquis, Milton.
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  26. Measuring the Liquidity Effect: The Case of Japan. (2002). Uesugi, Iichiro.
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  27. The Announcement Effect: Evidence from Open Market Desk Data. (2001). Jorda, Oscar ; Demiralp, Selva.
    In: Department of Economics.
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  28. Monetary policy in a changing world: rising role of expectations and the anticipation effect. (2001). Demiralp, Selva.
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  29. Anticipations of monetary policy in financial markets. (2001). Sack, Brian ; Whitesell, William ; Lange, Joe.
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  30. The Federal Reserves operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect. (2001). Thornton, Daniel.
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  31. A Model for the Federal Funds Rate Target. (2000). Jorda, Oscar ; Hamilton, James.
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  33. Pre-announcement effects, news, and volatility: monetary policy and the stock market. (2000). Bomfim, Antulio N..
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  35. Interbank payments and the daily federal funds rate. (2000). Furfine, Craig H..
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  36. Open mouth operations. (2000). Wright, Julian ; Guthrie, Graeme.
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  37. Banks Reserve Management, Transaction Costs, and the Timing of Federal Reserve Intervention. (2000). Prati, Alessandro ; Bertola, Giuseppe ; Bartolini, Leonardo.
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  38. Estimating the Discount Rate Policy Reaction Function of the Monetary Authority.. (1999). Choi, Woon Gyu.
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  40. The Federal Reserves operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect. (1998). Thornton, Daniel.
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  41. Tests of the markets reaction to federal funds rate target changes. (1998). Thornton, Daniel.
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  42. Interbank payments and the daily federal funds rate. (1998). Furfine, Craig .
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  43. Borrowed reserves and deposit variation: The risks to monetary policy. (1997). Tindall, Michael.
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  44. Declining required reserves and the volatility of the federal funds rate.. (1997). Elmendorf, Douglas ; Clouse, James A..
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  45. The market reaction to federal reserve policy action from 1989 to 1992. (1997). Simin, Timothy ; Reinhart, Vincent.
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  46. The Daily Market for Federal Funds.. (1996). Hamilton, James.
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  47. Does the Feds new policy of immediate disclosure affect the market?. (1996). Thornton, Daniel.
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  48. A friction model of daily Bundesbank and Federal Reserve intervention. (1996). Eijffinger, Sylvester ; Almekinders, Geert J..
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  49. Accounting for Daily Bundesbank and federal reserve intervention : A friction model with a GARCH application. (1994). Eijffinger, Sylvester ; Eijffinger, S. C. W., ; Almekinders, G. J..
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  50. The federal funds rate and the implementation of monetary policy: estimating the Federal Reserves reaction function. (1994). Brunner, Allan.
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