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 1 1 1 690 1 2 6 2,037
A closer look at the sensitivity puzzle: the sensitivity of expected future short rates and term premia to macroeconomic news 0 0 0 108 2 2 5 279
Are Long-Run Inflation Expectations Anchored More Firmly in the Euro Area than in the United States? 0 0 0 203 2 3 8 648
Are long-run inflation expectations anchored more firmly in the Euro area than in the United States? 0 0 0 124 0 2 5 339
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 1 139 0 0 3 195
Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets 0 0 0 548 0 2 5 958
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 1 2 3 261
Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation 0 0 0 126 1 1 2 154
Rounding and the impact of news: a simple test of market rationality 0 0 0 49 1 1 3 224
Testing the expectations hypothesis when interest rates are near integrated 0 0 0 98 0 0 4 293
The Efficient Market Hypothesis: A Survey 0 2 13 11,679 3 13 63 33,890
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? 0 0 2 158 0 0 3 427
The rise and fall of U.S. inflation persistence 0 0 0 215 1 1 3 554
Total Working Papers 1 3 17 14,364 12 29 113 40,575


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 6 216
Are Long-Run Inflation Expectations Anchored More Firmly in the Euro Area Than in the United States? 0 0 0 111 1 2 7 472
Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors 0 0 1 95 3 4 8 259
Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion 0 0 0 89 1 1 3 286
Testing the expectations hypothesis when interest rates are near integrated 0 1 2 50 0 1 5 212
The Rise and Fall of U.S. Inflation Persistence 0 0 0 121 1 1 5 334
The high-frequency impact of news on long-term yields and forward rates: Is it real? 0 0 7 162 1 4 22 502
Time-varying inflation persistence in the Euro area 0 0 0 81 0 0 4 191
Total Journal Articles 0 1 11 786 9 15 60 2,472


Statistics updated 2025-11-08