Access Statistics for Meredith Beechey

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Small Model of the Australian Macroeconomy 0 0 0 689 0 3 4 2,035
A closer look at the sensitivity puzzle: the sensitivity of expected future short rates and term premia to macroeconomic news 0 0 0 108 1 1 4 277
Are Long-Run Inflation Expectations Anchored More Firmly in the Euro Area than in the United States? 0 0 1 203 1 2 7 645
Are long-run inflation expectations anchored more firmly in the Euro area than in the United States? 0 0 0 124 0 1 3 337
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 1 1 1 139 1 1 3 195
Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets 0 0 0 548 0 2 3 956
Lowering the anchor: how the Bank of England's inflation-targeting policies have shaped inflation expectations and perceptions of inflation risk 0 0 0 108 0 0 2 259
Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation 0 0 1 126 0 0 3 153
Rounding and the impact of news: a simple test of market rationality 0 0 0 49 0 0 2 223
Testing the expectations hypothesis when interest rates are near integrated 0 0 0 98 0 0 4 293
The Efficient Market Hypothesis: A Survey 2 4 14 11,677 11 19 72 33,877
The Rise and Fall of U.S. Inflation Persistence 0 0 0 119 0 0 0 316
The high-frequency impact of news on long-term yields and forward rates: Is it real? 1 1 2 158 1 1 3 427
The rise and fall of U.S. inflation persistence 0 0 0 215 0 1 2 553
Total Working Papers 4 6 19 14,361 15 31 112 40,546


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Vector Autoregressive Model with Informative Steady‐state Priors for the Australian Economy 0 0 1 77 2 2 4 214
Are Long-Run Inflation Expectations Anchored More Firmly in the Euro Area Than in the United States? 0 0 1 111 0 2 6 470
Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors 0 0 1 95 0 2 5 255
Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion 0 0 0 89 1 1 3 285
Testing the expectations hypothesis when interest rates are near integrated 0 0 1 49 1 1 4 211
The Rise and Fall of U.S. Inflation Persistence 0 0 0 121 0 2 7 333
The high-frequency impact of news on long-term yields and forward rates: Is it real? 2 3 8 162 5 8 21 498
Time-varying inflation persistence in the Euro area 0 0 0 81 1 3 5 191
Total Journal Articles 2 3 12 785 10 21 55 2,457


Statistics updated 2025-08-05