Access Statistics for Daniel Thornton

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 Dynamic Factor Analysis of the Response of U.S. Interest Rates to News 2 4 18 170 2 10 50 425
A dynamic factor analysis of the response of U. S. interest rates to news 0 0 9 118 1 1 22 348
A new federal funds rate target series: September 27, 1982, - December 31, 1993 0 0 1 47 1 5 26 225
A note on the expectations hypothesis at the founding of the Fed 0 0 3 69 1 2 21 254
A note on the relative efficiency of the Cochrane-Orcutt and OLS estimators when the autocorrelation process has a finite past 0 0 4 10 0 0 15 56
Asymmetry in the prime rate and firms' preference for internal finance 1 2 6 58 5 10 45 669
Complete results for lag length selection 1 2 12 27 4 7 29 66
Discount rate changes and the foreign exchange market 0 0 5 17 1 8 46 121
Discount rate policies of five Federal Reserve Chairmen 0 1 5 164 1 5 46 1,532
Do bank loan rates exhibit a countercyclical mark-up? 2 5 12 62 7 18 48 295
Endpoint constraints and the St. Louis equation: a clarification 0 2 8 26 0 2 27 71
Federal Funds Rate Prediction 1 2 2 2 5 6 6 6
Federal Funds Rate Prediction 1 5 23 170 14 40 195 1,626
Federal Funds Rate Prediction 1 5 37 453 7 48 457 6,109
Federal funds rate prediction 1 2 12 283 6 19 94 1,323
Forecasting the Treasury's balance at the Fed 1 1 4 64 3 6 24 237
Identifying the liquidity effect: the case of nonborrowed reserves 0 0 4 51 0 4 25 366
Lag length selection and Granger causality 3 12 65 118 6 27 116 205
Lag-length selection criteria: empirical results from the St. Louis equation 0 0 8 32 2 6 22 85
Lifting the veil of secrecy from monetary policy: evidence from the Fed's early discount rate policy 0 1 2 35 1 4 13 288
Monetary policy transparency: transparent about what? 1 3 16 223 2 6 27 499
Monetary policy: why money matters and interest rates don't 5 11 56 116 6 16 126 154
On the treatment of the weighted initial observation in the AR(1) regression model 0 0 1 1 0 0 4 21
Open market operations and the federal funds rate 0 1 15 119 10 35 173 686
Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates 1 1 11 138 1 2 39 650
Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates 2 6 40 40 6 20 54 54
Price expectations and the demand for money: a comment 0 0 4 15 0 0 10 43
Resolving the unbiasedness and forward premium puzzles 0 1 11 38 2 3 29 66
Resolving the unbiasedness puzzle in the foreign exchange market 0 4 19 19 1 4 10 10
Revisiting the predictability of bond risk premia 0 4 4 4 3 10 10 10
Should consumer expenditures be the scale variable in empirical money demand equations? 0 0 1 12 0 1 12 118
Testing the expectations hypothesis: some new evidence for Japan 0 0 3 47 0 0 8 144
Tests of price sluggishness in the U.K 0 0 0 1 0 0 1 16
Tests of the expectations hypothesis: resolving the Campbell-Shiller paradox 4 14 64 308 17 59 277 1,195
Tests of the expectations hypothesis: resolving the anomalies when the short-term rate is the federal funds rate 2 5 12 109 2 7 29 447
The Andersen-Jordan equation, revisited 0 0 4 13 1 4 14 50
The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation 5 17 54 261 43 136 417 1,519
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields 3 5 5 5 8 10 10 10
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields 1 3 14 91 2 7 33 210
The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value 2 8 14 46 3 20 45 152
The Federal Reserve's operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect 1 8 38 259 6 17 169 1,910
The appropriate autocorrelation transformation when the autocorrelation process has a finite past 0 0 3 14 1 4 22 108
The appropriate interest rate and scale variable in money demand: results from non-nested tests 0 0 2 8 10 45 150 305
The budget constraint, endogenous money and the relative importance of fiscal policy under alternative financing schemes 0 0 4 8 0 1 13 42
The daily and policy-relevant liquidity effects 0 0 2 14 1 2 16 31
The daily and policy-relevant liquidity effects 0 1 11 11 0 4 12 12
The daily liquidity effect 0 1 10 51 2 7 50 201
The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation 4 10 49 416 10 40 221 1,654
The efficient market hypothesis and identification in structural VARs 2 6 17 233 3 11 52 785
The empirical failure of the expectations hypothesis of the term structure of bond yields 5 11 38 260 7 16 62 511
The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value 1 7 58 153 5 22 240 448
The information content of discount rate announcements: what's behind the announcement effect? 1 3 13 68 4 15 84 646
The market's reaction to discount changes: what's behind the announcement effect? 0 0 0 37 0 2 10 326
The real-balance effect with resource-using money: a capital-theoretic interpretation 0 0 1 1 0 1 5 34
The relationship between the federal funds rate and the Fed's federal funds rate target: is it open market or open mouth operations? 4 6 12 28 10 43 124 261
The relationship between the federal funds rate and the Fed's federal funds rate target: is it open market or open mouth operations? 2 2 6 245 5 7 28 1,647
The unusual behavior of the federal funds and 10-year Treasury rates: a conundrum or Goodhart’s Law? 2 3 21 59 5 19 123 260
Unanticipated money and the anticipated liquidity effect: some further evidence 0 1 2 9 0 1 6 71
Weighted monetary aggregates as intermediate targets 1 2 3 4 1 2 7 21
What do Almon's endpoint constraints constrain? 0 0 2 7 0 1 11 45
What's unique about the federal funds rate? evidence from a spectral perspective 1 1 4 105 2 4 19 497
When did the FOMC begin targeting the federal funds rate? what the verbatim transcripts tell us 4 4 11 76 6 20 60 441
Why do T-bill rates react to discount rate changes? 0 0 5 47 2 4 38 744
Why do market interest rates respond to money announcements? 0 0 7 16 0 0 22 161
Total Working Papers 68 193 907 5,711 254 856 4,199 31,522

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Measured pace" in the conduct of monetary policy 0 0 5 21 0 1 12 51
A history of the asymmetric policy directive 0 0 8 68 0 2 35 244
A note on the efficiency of the cochrane-orcutt estimator of the ar(1) regression model 0 0 5 12 0 2 11 40
A note on the expectations hypothesis at the founding of the Fed 0 0 2 7 0 1 4 40
A perspective on the current recession: it's not the "worst case" yet 2 5 5 5 5 16 16 16
A primer on cointegration with an application to money and income 14 35 136 642 17 56 213 1,280
A primer on the mortgage market and mortgage finance 3 10 29 102 25 58 129 244
Alternative measures of the monetary base: what are the differences and are they important? 1 1 1 14 1 1 5 167
Alternative policy weapons? 0 0 0 1 0 3 3 24
An early look at the volatility of money and interest rates under CRR 0 0 0 5 0 4 9 37
An experiment is underway 0 0 0 1 1 2 2 13
An extended series of divisia monetary aggregates 0 2 5 32 0 4 11 157
Are weighted monetary aggregates better than simple-sum M1? 0 0 1 11 0 0 4 40
Channels of monetary policy. Proceedings of the Nineteenth Annual Economic Policy Conference held October 20-21, 1994 0 0 0 0 0 3 5 131
Channels of monetary policy: conference introduction 0 0 4 11 0 0 6 38
Comments on "Modeling money demand in large industrial countries: Buffer stock and error correction approaches" 0 0 0 4 0 0 4 24
Discount rate changes and the foreign exchange market 0 1 3 5 0 4 14 34
Do government deficits matter? 0 0 4 53 0 2 11 249
Does a mild recession imply a weak recovery? 0 0 1 12 1 1 6 41
Does the Fed's new policy of immediate disclosure affect the market? 0 2 7 107 0 2 22 423
Federal Funds Rate Prediction 0 0 0 0 2 12 87 627
Financial innovation, deregulation and the "credit view" of monetary policy 0 2 21 128 0 9 45 388
Forecasting the Treasury's balance at the Fed 1 1 3 15 2 4 11 142
Greenspan's unconventional view of the long-run inflation/output trade-off 0 2 6 17 0 5 14 55
Housing and the "R" word 0 1 2 12 0 1 7 26
How effective is monetary policy? 0 0 3 30 0 0 10 63
How robust are the policy conclusions of the St. Louis equation?: some further evidence 0 1 3 17 1 3 11 60
Identifying the liquidity effect at the daily frequency 0 2 11 70 1 4 28 191
Interest rate targets abandoned 0 0 0 5 1 1 2 17
Is there a case for "moderate" inflation? 0 0 1 7 0 0 2 199
Is there less agreement about inflation? 1 2 6 6 1 3 12 12
Lag-Length Selection and Tests of Granger Causality between Money and Income 6 15 79 333 14 38 174 829
Lagged and contemporaneous reserve accounting: an alternative view 0 0 2 6 1 1 4 68
Lifting the Veil of Secrecy from Monetary Policy: Evidence from the Fed's Early Discount Rate Policy 0 0 0 0 1 3 9 188
M1 or M2: which is the better monetary target? 1 1 7 13 1 3 28 74
Making monetary policy more transparent 0 0 0 10 0 0 3 31
Market anticipations of monetary policy actions 0 1 11 86 0 1 18 202
Maximum Likelihood Estimates of a Partial Adjustment-Adaptive Expectations Model of the Demand for Money 1 3 7 50 1 3 10 157
Measure for measure: headline versus core inflation 0 0 2 8 0 1 10 33
Monetary anticipations and the demand for money: Reply to MacKinnon and Milbourne 1 1 4 8 1 2 11 54
Monetary policy transparency: transparent about what? 0 2 4 31 2 6 15 123
Monetizing the debt 2 6 18 85 9 19 113 484
Money demand dynamics: some new evidence 0 1 2 25 0 1 7 60
Money in a theory of exchange 1 2 7 77 1 2 13 262
Money, net wealth, and the real-balance effect 0 0 0 4 1 1 9 33
Nominal interest rates: less than zero? 0 1 6 90 1 7 36 484
On the informational content of spot and forward exchange rates 0 0 2 8 0 0 4 25
Open market operations and the federal funds rate 4 7 28 43 11 42 165 211
Polynomial distributed lags and the estimation of the St. Louis equation 1 2 6 27 1 3 12 76
Predictability and effectiveness of monetary policy 0 0 3 23 0 2 6 45
Price Expectations and the Demand for Money: A Comment 0 0 2 15 0 0 8 55
Public officials and job creation 0 0 0 4 1 2 5 25
Simple analytics of the money supply process and monetary control 0 0 3 28 0 3 18 128
Social security, saving, and wealth accumulation 0 0 2 8 0 1 4 30
Solving the 1980s' velocity puzzle: a progress report 0 3 7 34 0 5 32 225
Subprime side effects in the federal funds market 0 1 9 34 0 9 21 75
Targeting M2: the issue of monetary control 0 0 2 11 0 0 7 97
Testing the Expectations Hypothesis: Some New Evidence for Japan 1 2 6 9 1 3 15 50
Testing the expectations hypothesis: some new evidence for Japan 1 1 8 43 2 4 19 167
Tests of covered interest rate parity 2 10 40 274 2 18 80 1,427
Tests of the Expectations Hypothesis: Resolving the Campbell-Shiller Paradox 1 3 10 10 2 12 33 33
Tests of the expectations hypothesis: Resolving the anomalies when the short-term rate is the federal funds rate 1 2 3 16 1 3 6 66
Tests of the market's reaction to federal funds rate target changes 0 0 33 187 2 5 81 768
The Andersen-Jordan equation revisited 0 3 3 8 0 4 9 47
The Appropriate Interest Race and Scale Variable in Money Demand: Results from Non-nested Tests 0 0 0 0 0 1 4 43
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields 0 2 2 2 1 3 3 3
The FOMC in 1981: monetary control in a changing financial environment 0 0 0 2 0 1 3 24
The FOMC in 1982: de-emphasizing M1 0 0 0 2 0 1 2 22
The FOMC's balance-of-risks statement and market expectations of policy actions 0 1 3 55 2 31 90 406
The FOMC’s “considerable period” 1 1 3 16 2 3 17 55
The Fed and short-term rates: Is it open market operations, open mouth operations or interest rate smoothing? 0 3 7 58 1 4 16 156
The Fed's inflation objective 0 0 4 20 1 2 15 46
The Fed, liquidity, and credit allocation 0 3 17 17 3 20 44 44
The Federal Reserve's operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect 2 4 19 118 5 10 83 491
The Information Content of the Federal Funds Rate: Is It Unique? 2 3 5 41 3 6 18 351
The borrowed-reserves operating procedures: theory and evidence 1 3 16 42 1 6 44 329
The codification of an FOMC procedure 0 0 0 4 1 2 7 40
The cost of checkable deposits in the United States 0 0 3 30 0 2 19 503
The costs and benefits of price stability: an assessment of Howitt's rule 0 2 6 23 4 11 45 133
The discount rate and market interest rates: theory and evidence 0 0 12 59 0 1 54 851
The discount rate and market interest rates: what's the connection? 0 0 5 34 1 3 17 112
The discount rate, interest rates and foreign exchange rates: an analysis with daily data 1 1 7 26 5 10 37 147
The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation 2 7 29 152 10 40 173 608
The effect of monetary policy on short-term interest rates 0 1 7 52 0 3 17 256
The effect of unanticipated money on the money and foreign exchange markets 0 1 4 7 1 4 20 33
The efficient market hypothesis and identification in structural VARs 3 6 14 151 3 11 61 768
The empirical significance of the real balance effect 0 0 1 4 0 0 6 12
The exceptional 1990s 0 0 1 2 0 2 4 24
The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value 1 6 18 18 3 27 76 76
The expected federal budget surplus: how much confidence should the public and policymakers place in the projections? 0 0 9 45 1 2 47 349
The federal funds and long-term rates 0 1 3 15 0 4 15 47
The funds rate target and interest rates 0 0 1 2 0 0 2 20
The golden dollar: the early evidence 0 0 0 3 0 1 3 33
The government budget constraint with endogenous money 0 0 1 2 0 2 9 17
The importance of an asymmetric directive 0 0 7 21 1 4 19 76
The link between M1 and the monetary base in the 198O's 0 4 15 31 5 24 84 339
The lower and upper bounds of the Federal Open Market Committee's long-run inflation objective 0 1 8 13 2 6 29 62
The macroeconomic effects of deficit spending: a review 3 4 23 125 7 30 112 857
The monetary policy transmission mechanism? 1 1 5 36 1 2 7 68
The monetary-fiscal policy debate and the Andersen-Jordan equation 0 1 3 48 0 2 11 625
The monetary/fiscal policy debate: a controlled experiment 0 0 7 43 1 6 43 196
The multiplier approach to the money supply process: a precautionary note 2 11 57 232 12 40 214 1,559
Using federal funds futures rates to predict Federal Reserve actions 0 1 18 363 0 5 92 1,925
Walter Bagehot, the discount window, and TAF 1 2 2 2 1 4 4 4
What accounts for the reduced frequency of Fed actions? 0 0 0 6 0 0 2 76
What's Unique About the Federal Funds Rate? Evidence from a Spectral Perspective 2 2 5 16 6 10 42 99
Why Do T-Bill Rates React to Discount Rate Changes? 0 1 14 63 8 13 142 966
Why does velocity matter? 0 1 5 16 1 6 17 53
Withering dissents 0 0 0 0 0 1 2 22
Total Journal Articles 67 208 954 5,045 207 774 3,507 24,631

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-07-03