Bagliano, F.C., Favero C. A., 1998. Measuring monetary policy with VAR models: An evaluation. European Economic Review 42, 1069-1112.
Bagliano, F.C., Favero C. A., 1999. Information from financial markets and VAR measures of monetary policy. European Economic Review 43, 825-837.
- Balke, N.S., Emery, K. M., 1994. Understanding the price puzzle. Federal Reserve Bank of Dallas Economic Review ~ quarter, 15-26.
Paper not yet in RePEc: Add citation now
Ball, L., 1995. Time-consistent policy and persistent changes in inflation. Journal of Monetary Economics 36, 329-350.
Batini N., Haldane A. G., 1999. Forward-looking rules for monetary policy. In: Taylor, J.B. (Ed.), Monetary Policy Rules. University of Chicago Press for NBER, Chicago, pp. 157-192.
- Bernanke, B. S., Blinder, A. 5., 1992. The federal funds rate and the transmission of monetary policy. American Economic Review 82, 901-921.
Paper not yet in RePEc: Add citation now
Bernanke, B. S., Boivin, J., 2001. Monetary policy in a data-rich environment. NBER Working Paper 8379.
- Bernanke, B. S., Boivin, J., Eliasz, P., 2002. Measuring the effects of monetary policy: A FactorAugmented Vector Autoregressive (FAVAR) approach. Mimeo.
Paper not yet in RePEc: Add citation now
Bernanke, B. S., Mihov, I., 1998. Measuring monetary policy. Quarterly Journal of Economics 113, 869-902.
- Boivin, J., 2001. The Fed's conduct of monetary policy: Has it changed and does it matter? Mimeo.
Paper not yet in RePEc: Add citation now
Bomfim, A. N., Reinhart, V. R., 2000. Making news: Financial market effects of Federal Reserve disclosure practices. Finance and Economics Discussion Series 2000-14, Federal Reserve Board, Washington, DC.
Brunner, A. D., 2000. On the derivation of monetary policy shocks: Should we throw the VAR out with the bath water? Journal of Money, Credit, and Banking 32, 254-279.
Campbell, J. Y., Shiller, R. J., 1991. Yield spreads and interest rate movements: A bird's eye view. Review of Economic Studies 58, 495-5 14.
Carlson, J. B., Mclntire, J. M., Thomson, J. B., 1995. Federal funds futures as an indicator of future monetary policy: A primer. Federal Reserve Bank of Cleveland Economic Review 31, 20-30.
Chari, V. V., Christiano L. J., and Eichenbaum M., 1998. Expectation traps and discretion. Journal of Economic Theory 81, 462-492.
Christiano, L. J., Eichenbaum, M., Evans, C. L., 1999. Monetary policy shocks: What have we learned and to what end?. In: Taylor, J. B., Woodford, M., (Eds.), Handbook of Macroeconomics. Elsevier Science, Amsterdam, pp. 65-148.
Christiano, L. J., Eichenbaum, M., Evans, C., 1996. The effects of monetary policy shocks: Evidence from the flow of funds. Review of Economics and Statistics 78, 16-34.
Clarida, R., Gali, J., Gertler, M., 2000. Monetary policy rules and macroeconomic stability: Evidence and some theory. Quarterly Journal of Economics 115, 147-180.
Cochrane, J. H., 1998. What do the VARs mean? Measuring the output effects of monetary policy. Journal of Monetary Economics 41, 277-300.
Cochrane, J. H., Piazzesi, M., 2002. The Fed and interest rates - A high-frequency identification. American Economic Review Papers and Proceedings 92, 90-95.
Cook, T., Hahn, T., 1989. The effect of changes in the federal funds rate target on market interest rates in the 1970s. Journal of Monetary Economics 24, 331-351.
Croushore, D., Evans, C.L., 2003. Data revisions and the identification of monetary policy shocks. Federal Reserve Bank of Philadelphia Working Paper No. 03-1.
Cushman, D. 0., Zha, T., 1997. Identifying monetary policy in a small open economy under flexible exchange rates. Journal of Monetary Economics 39, 433-448.
Dueker, M.J., 2002. The monetary policy innovation paradox in VARs: A discrete explanation. Federal Reserve Bank of St. Louis Review 84, No. 2, 43-5 0.
Eichenbaum, M., 1992. Comments `Interpreting the macroeconomic time series facts: The effects of monetary policy' by Christofer Sims. European Economic Review 36, 1001-1011.
Eichenbaum, M., Evans, C. L., 1995. Some empirical evidence on the effects of shocks to monetary policy on exchange rates. Quarterly Journal of Economics 110, 975-1009.
Ellingsen,T., S
Fama, E. F., 1984. The information in the term structure. Journal of Financial Economics 13, 509-528.
- Faust, J., Swanson, E., Wright, J. H., 2002a. Identifying VARs based on high frequency futures data. International Finance Discussion Papers No. 720, Board of Governors of the Federal Reserve System.
Paper not yet in RePEc: Add citation now
- Faust, J., Swanson, E., Wright, J., 2002 b. Does the Fed possess inside information about the economy? Mimeo. Federal Reserve Board.
Paper not yet in RePEc: Add citation now
Giordani, P., 2001. An alternative explanation of the price puzzle. Sveriges Riksbank Working Paper Series No. 125.
Gordon, D. B., Leeper, E. M., 1994. The dynamic impacts of monetary policy: An exercise in tentative identification. Journal of Political Economy 102, 1228-1247.
Grilli, V., Roubini, N., 1996. Liquidity models in open economies: Theory and empirical evidence. European Economic Review 40, 847-859.
Gurkaynak, R. S., Sack, B., Swanson, E., 2002. Market-based measures of monetary policy expectations. Finance and Economics Discussion Series 2002-40, Federal Reserve Board, Washington, DC.
- Hanson, M. 5., 1999. On the identification of monetary policy: The price puzzle reconsidered. Mimeo.
Paper not yet in RePEc: Add citation now
Hardouvelis, G. A., 1988. The predictive power of the term structure during recent monetary regimes. Journal of Finance 43, 339-556.
Judd, J. P., Rudebusch, G. D., 1998. Taylor's rule and the Fed: 1970-1997. Federal Reserve Bank of San Francisco Economic Review 98-03, 3-16.
Kim, 5., 1999. Do monetary policy shocks matter in the G-7 Countries? Using common identifying assumptions about monetary policy across countries. Journal of International Economics 48, 387-412.
- Kim, 5., 2001. International transmission of U.S. monetary policy shocks: Evidence from VAR `s. Journal of Monetary Economics 48, 339-372.
Paper not yet in RePEc: Add citation now
Kim, S., Roubini, N., (2000). Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach. Journal of Monetary Economics 45, 56 1-586.
- Krueger, J. T., Kuttner, K. N., 1996. The fed funds futures rate as a predictor of Federal Reserve policy. Journal of Futures Markets 16, 865-879.
Paper not yet in RePEc: Add citation now
Kuttner, K. N., 2001. Monetary policy surprises and interest rates: Evidence from the Fed funds futures market. Journal of Monetary Economics 47, 523-544.
Lange, J., Sack, B., Whitesell, W., 2001. Anticipations of monetary policy in financial markets. Mimeo. Board of Governors of the Federal Reserve System.
Mishkin, F. 5., 1988. The information in the term structure: Some further results. Journal of Applied Econometrics 3, 307-3 14.
Poole, W., Rasche, R. H., 2000. Perfecting the market's knowledge of monetary policy. Journal of Financial Services Research 18, 255-298.
Romer, C. 0., Romer, D. H., 2000. Federal reserve information and the behavior of interest rates. American Economic Review 90, 429-457.
Rudebusch, G. D., 1998. Do measures of monetary policy in a VAR make sense?. International Economic Review 39, 907-931.
S
- S
Paper not yet in RePEc: Add citation now
Sims, C. A., 1992. Interpreting the macroeconomic time series facts. The effects of monetary policy. European Economic Review 36, 975-1000.
- Skinner, T., Zettelmeyer, J., 1996. Identification and effects of monetary policy shocks: An alternative approach. Mimeo. MIT, Cambridge MA.
Paper not yet in RePEc: Add citation now
Stiglitz, J. E., 1992. Capital markets and economic fluctuations in capitalist economies. European Economic Review 36, 269-3 06.
Strongin, 5., 1995. The identification of monetary policy disturbances. Explaining the liquidity puzzle. Journal of Monetary Economics 35, 463-497.
Taylor, J. B., 1993. Discretion versus policy rules in practice. Carnegie-Rochester Conference Series on Public Policy 39, 195-2 14.
Woodford, M., 1999. Optimal monetary policy inertia. The Manchester School Supplement, 1-