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 1 1 2 2,033
A closer look at the sensitivity puzzle: the sensitivity of expected future short rates and term premia to macroeconomic news 0 0 0 108 0 0 3 276
Are Long-Run Inflation Expectations Anchored More Firmly in the Euro Area than in the United States? 0 0 1 203 0 2 5 643
Are long-run inflation expectations anchored more firmly in the Euro area than in the United States? 0 0 0 124 0 0 2 336
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 0 138 0 1 2 194
Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets 0 0 0 548 2 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 1 2 259
Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation 0 0 1 126 0 1 4 153
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 1 5 11 11,674 6 15 66 33,864
The Rise and Fall of U.S. Inflation Persistence 0 0 0 119 0 0 1 316
The high-frequency impact of news on long-term yields and forward rates: Is it real? 0 0 1 157 0 0 2 426
The rise and fall of U.S. inflation persistence 0 0 0 215 1 1 4 553
Total Working Papers 1 5 14 14,356 10 24 102 40,525


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 1 1 77 0 1 3 212
Are Long-Run Inflation Expectations Anchored More Firmly in the Euro Area Than in the United States? 0 0 1 111 1 2 6 469
Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors 0 0 1 95 2 3 7 255
Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion 0 0 0 89 0 0 2 284
Testing the expectations hypothesis when interest rates are near integrated 0 0 1 49 0 1 3 210
The Rise and Fall of U.S. Inflation Persistence 0 0 0 121 2 2 10 333
The high-frequency impact of news on long-term yields and forward rates: Is it real? 0 1 5 159 1 4 16 491
Time-varying inflation persistence in the Euro area 0 0 0 81 1 2 3 189
Total Journal Articles 0 2 9 782 7 15 50 2,443


Statistics updated 2025-06-06