| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy |
0 |
0 |
0 |
547 |
3 |
3 |
4 |
1,370 |
| A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy |
0 |
0 |
0 |
39 |
1 |
1 |
2 |
159 |
| A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt |
0 |
0 |
3 |
48 |
0 |
3 |
9 |
139 |
| A Probability-Based Stress Test of Federal Reserve Assets and Income |
0 |
0 |
0 |
86 |
0 |
1 |
5 |
311 |
| A Probability-Based Stress Test of Federal Reserve Assets and Income |
0 |
0 |
1 |
14 |
3 |
7 |
9 |
56 |
| A Wedge in the Dual Mandate: Monetary Policy and Long-Term Unemployment |
0 |
0 |
1 |
78 |
1 |
3 |
7 |
125 |
| A nonparametric investigation of duration dependence in the American business cycle |
0 |
0 |
0 |
1 |
0 |
3 |
5 |
366 |
| Accounting for Low Long-Term Interest Rates: Evidence from Canada |
0 |
0 |
0 |
26 |
3 |
4 |
7 |
48 |
| Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models |
0 |
0 |
0 |
9 |
2 |
4 |
8 |
55 |
| An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model |
0 |
0 |
0 |
104 |
2 |
6 |
7 |
338 |
| An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model |
0 |
0 |
0 |
188 |
4 |
4 |
8 |
536 |
| An arbitrage-free generalized Nelson-Siegel term structure model |
0 |
0 |
1 |
337 |
0 |
2 |
7 |
808 |
| An empirical disequilibrium model of labor, consumption, and investment in the United States |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
205 |
| Are productivity fluctuations due to real supply shocks? |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
162 |
| Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty |
0 |
0 |
0 |
241 |
2 |
2 |
7 |
780 |
| Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty |
0 |
0 |
0 |
9 |
0 |
2 |
3 |
90 |
| Assessing nominal income rules for monetary policy with model and data uncertainty |
0 |
0 |
0 |
184 |
1 |
2 |
4 |
677 |
| Assessing the Lucas Critique in Monetary Policy Models |
0 |
0 |
1 |
47 |
2 |
2 |
9 |
159 |
| Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? |
0 |
0 |
0 |
43 |
1 |
4 |
7 |
152 |
| Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
6 |
| Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions |
0 |
0 |
1 |
4 |
1 |
3 |
6 |
11 |
| Climate Policy Curves: Linking Policy Choices to Climate Outcomes |
0 |
0 |
0 |
260 |
1 |
6 |
7 |
22 |
| Climate Policy Curves: Linking Policy Choices to Climate Outcomes |
0 |
0 |
0 |
4 |
1 |
5 |
7 |
19 |
| Do Measures of Monetary Policy in a VAR Make Sense? |
0 |
0 |
0 |
3 |
4 |
6 |
7 |
2,394 |
| Do central bank liquidity facilities affect interbank lending rates? |
0 |
1 |
2 |
225 |
2 |
6 |
10 |
729 |
| Do measures of monetary policy in a VAR make sense? |
0 |
0 |
0 |
6 |
7 |
13 |
18 |
1,611 |
| Does the business cycle have duration memory? |
0 |
0 |
0 |
1 |
2 |
2 |
3 |
284 |
| Estimating Shadow-Rate Term Structure Models with Near-Zero Yields |
0 |
0 |
1 |
95 |
0 |
1 |
7 |
267 |
| Estimating the Euler equation for output |
0 |
0 |
0 |
17 |
0 |
5 |
5 |
97 |
| Estimating the Euler equation for output |
0 |
0 |
0 |
310 |
3 |
7 |
9 |
1,066 |
| Eurosystem Monetary Targeting: Lessons from U.S. Data |
0 |
0 |
0 |
154 |
1 |
3 |
5 |
632 |
| Eurosystem Monetary Targeting: Lessons from U.S. Data |
0 |
0 |
0 |
123 |
0 |
2 |
3 |
580 |
| Eurosystem Monetary Targeting: Lessons from U.S. Data |
0 |
0 |
0 |
121 |
3 |
8 |
9 |
631 |
| Eurosystem Monetary Targeting: Lessons from U.S. Data |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
380 |
| Eurosystem Monetary Targeting: Lessons from US Data |
0 |
0 |
0 |
85 |
0 |
2 |
3 |
413 |
| Eurosystem monetary targeting: lessons from U.S. data |
0 |
0 |
0 |
12 |
1 |
1 |
2 |
64 |
| Ex ante turning point forecasting with the composite leading index |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
571 |
| Examining alternative econometric specifications of the disequilibrium model: an empirical study with labor market data |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
165 |
| Examining the bond premium puzzle with a DSGE model |
0 |
0 |
1 |
313 |
2 |
6 |
8 |
667 |
| Extracting deflation probability forecasts from Treasury yields |
0 |
0 |
0 |
89 |
1 |
4 |
4 |
185 |
| Federal Reserve interest rate targeting, rational expectations, and the term structure |
0 |
0 |
0 |
9 |
4 |
4 |
9 |
3,178 |
| Forecasting output with the composite leading index: an ex ante analysis |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
1,040 |
| Forecasting recessions: the puzzle of the enduring power of the yield curve |
0 |
0 |
0 |
512 |
5 |
6 |
20 |
1,530 |
| Further evidence on business cycle duration dependence |
0 |
0 |
0 |
0 |
1 |
4 |
7 |
416 |
| Green Stocks and Monetary Policy Shocks: Evidence from Europe |
0 |
0 |
6 |
6 |
5 |
10 |
15 |
17 |
| Green Stocks and Monetary Policy Shocks: Evidence from Europe |
0 |
0 |
9 |
9 |
2 |
3 |
17 |
18 |
| Green stocks and monetary policy shocks: Evidence from Europe |
0 |
0 |
2 |
2 |
2 |
4 |
9 |
9 |
| Have postwar economic fluctuations been stabilized? |
0 |
0 |
0 |
0 |
1 |
3 |
7 |
374 |
| Have postwar economic fluctuations been stabilized? |
0 |
0 |
1 |
63 |
2 |
2 |
7 |
486 |
| Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields |
0 |
0 |
0 |
166 |
2 |
6 |
10 |
442 |
| Interest Rates Under Falling Stars |
0 |
0 |
2 |
62 |
5 |
9 |
22 |
177 |
| Interest Rates Under Falling Stars |
0 |
0 |
1 |
81 |
5 |
13 |
16 |
137 |
| Internal finance and investment: testing the role of asymmetric information and agency costs |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
570 |
| International evidence on business cycle duration dependence |
0 |
0 |
0 |
56 |
1 |
3 |
4 |
379 |
| Is consumption too smooth? Long memory and the Deaton paradox |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
1,015 |
| Is the Fed too timid? Monetary policy in an uncertain world |
0 |
1 |
1 |
521 |
0 |
3 |
7 |
1,328 |
| Is there a bank credit channel for monetary policy? |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
743 |
| Is there a broad credit channel for monetary policy? |
0 |
0 |
0 |
1 |
4 |
7 |
15 |
1,031 |
| Judging instrument relevance in instrumental variables estimation |
0 |
0 |
0 |
1 |
2 |
3 |
6 |
603 |
| Long memory and persistence in aggregate output |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
865 |
| Long-Run Inflation Risk and the Postwar Term Premium |
0 |
0 |
0 |
17 |
0 |
6 |
8 |
92 |
| Macro-finance models of interest rates and the economy |
0 |
0 |
3 |
451 |
1 |
3 |
12 |
831 |
| Macroeconomic implications of changes in the term premium |
0 |
0 |
0 |
199 |
2 |
2 |
5 |
630 |
| Macroeconomics and the Yield Curve |
0 |
0 |
0 |
2 |
3 |
3 |
5 |
645 |
| Measuring Business Cycle: A Modern Perspective |
1 |
1 |
2 |
461 |
3 |
3 |
9 |
1,036 |
| Measuring Business Cycles: A Modern Perspective |
1 |
1 |
1 |
538 |
5 |
8 |
18 |
1,497 |
| Modeling Bond Yields in Finance and Macroeconomics |
0 |
0 |
0 |
206 |
6 |
7 |
10 |
502 |
| Modeling Bond Yields in Finance and Macroeconomics |
0 |
0 |
2 |
258 |
5 |
7 |
11 |
637 |
| Modeling Bond Yields in Finance and Macroeconomics |
0 |
0 |
0 |
371 |
0 |
4 |
8 |
962 |
| Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? |
0 |
0 |
1 |
107 |
2 |
6 |
8 |
216 |
| Modeling bond yields in finance and macroeconomics |
0 |
0 |
1 |
271 |
5 |
6 |
10 |
723 |
| Monetary Policy Expectations at the Zero Lower Bound |
0 |
0 |
1 |
184 |
0 |
2 |
8 |
348 |
| Monetary Policy Inertia: Fact or Fiction? |
0 |
0 |
0 |
25 |
1 |
3 |
5 |
111 |
| New and old models of business investment: a comparison of forecasting performance |
0 |
0 |
0 |
1 |
0 |
6 |
7 |
1,002 |
| On the Evolution of U.S. Temperature Dynamics |
0 |
0 |
0 |
12 |
1 |
4 |
5 |
33 |
| On the Evolution of U.S. Temperature Dynamics |
0 |
0 |
0 |
69 |
4 |
4 |
5 |
85 |
| On the power of Dickey-Fuller tests against fractional alternatives |
0 |
0 |
0 |
2 |
1 |
4 |
5 |
686 |
| Opportunistic and deliberate disinflation under imperfect credibility |
0 |
0 |
0 |
24 |
1 |
2 |
4 |
135 |
| Opportunistic and deliberate disinflation under imperfect credibility |
0 |
1 |
1 |
109 |
0 |
2 |
2 |
626 |
| Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach |
0 |
0 |
0 |
18 |
3 |
9 |
19 |
50 |
| Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach |
0 |
0 |
0 |
5 |
0 |
2 |
3 |
28 |
| Policy Rules for Inflation Targeting |
0 |
0 |
0 |
6 |
2 |
3 |
4 |
1,216 |
| Policy Rules for Inflation Targeting |
0 |
0 |
0 |
530 |
2 |
2 |
2 |
1,226 |
| Policy Rules for Inflation Targeting |
0 |
0 |
1 |
1,554 |
4 |
4 |
9 |
3,516 |
| Policy Rules for Inflation Targeting |
0 |
0 |
0 |
1,004 |
1 |
12 |
17 |
2,568 |
| Policy rules for inflation targeting |
0 |
0 |
0 |
0 |
3 |
12 |
13 |
158 |
| Pricing deflation risk with U.S. Treasury yields |
0 |
0 |
0 |
40 |
0 |
4 |
7 |
139 |
| Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections |
0 |
0 |
0 |
15 |
0 |
1 |
2 |
26 |
| Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections |
0 |
0 |
0 |
8 |
2 |
3 |
5 |
39 |
| Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
28 |
| Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections |
0 |
0 |
0 |
11 |
3 |
6 |
7 |
31 |
| Resolving the Spanning Puzzle in Macro-Finance Term Structure Models |
0 |
0 |
1 |
26 |
2 |
5 |
6 |
133 |
| Resolving the spanning puzzle in macro-finance term structure models |
0 |
0 |
0 |
62 |
3 |
5 |
10 |
140 |
| Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections |
0 |
0 |
0 |
232 |
1 |
4 |
6 |
690 |
| Revealing the secrets of the temple: the value of publishing central bank interest rate projections |
0 |
0 |
1 |
197 |
3 |
7 |
13 |
558 |
| Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks |
0 |
0 |
0 |
0 |
2 |
2 |
6 |
263 |
| Scoring the leading indicators |
0 |
0 |
0 |
1 |
2 |
4 |
8 |
1,047 |
| Term Structure Analysis with Big Data |
0 |
0 |
0 |
12 |
2 |
8 |
12 |
64 |
| Term Structure Analysis with Big Data |
0 |
0 |
0 |
104 |
1 |
3 |
6 |
127 |
| Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia |
0 |
0 |
1 |
47 |
2 |
2 |
3 |
189 |
| The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models |
0 |
0 |
0 |
229 |
2 |
6 |
17 |
658 |
| The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models |
0 |
0 |
0 |
152 |
1 |
4 |
4 |
427 |
| The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act |
0 |
0 |
1 |
8 |
5 |
6 |
18 |
41 |
| The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act |
0 |
0 |
2 |
13 |
0 |
3 |
13 |
30 |
| The Lucas critique revisited: assessing the stability of empirical Euler equations |
0 |
0 |
0 |
1 |
0 |
3 |
7 |
599 |
| The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach |
0 |
0 |
3 |
496 |
2 |
12 |
22 |
1,357 |
| The Macroeconomy and the Yield Curve: A Nonstructural Analysis |
0 |
0 |
0 |
26 |
0 |
2 |
4 |
72 |
| The Macroeconomy and the Yield Curve: A Nonstructural Analysis |
0 |
0 |
0 |
332 |
1 |
2 |
4 |
936 |
| The Macroeconomy and the Yield Curve: A Nonstructural Analysis |
0 |
0 |
1 |
151 |
1 |
4 |
6 |
489 |
| The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective |
0 |
0 |
0 |
104 |
3 |
4 |
4 |
293 |
| The Rising Cost of Climate Change: Evidence from the Bond Market |
0 |
1 |
2 |
43 |
5 |
18 |
66 |
199 |
| The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off |
0 |
1 |
2 |
137 |
4 |
5 |
7 |
355 |
| The affine arbitrage-free class of Nelson-Siegel term structure models |
0 |
0 |
2 |
200 |
5 |
7 |
13 |
590 |
| The bond premium in a DSGE model with long-run real and nominal risks |
0 |
0 |
0 |
343 |
3 |
9 |
13 |
697 |
| The bond premium in a DSGE model with long-run real and nominal risks |
0 |
0 |
3 |
240 |
1 |
2 |
8 |
495 |
| The bond yield \"conundrum\" from a macro-finance perspective |
0 |
0 |
1 |
416 |
0 |
3 |
7 |
1,004 |
| The response of interest rates to U.S. and U.K. quantitative easing |
2 |
4 |
5 |
285 |
4 |
8 |
12 |
793 |
| The signaling channel for Federal Reserve bond purchases |
0 |
1 |
1 |
185 |
3 |
12 |
19 |
652 |
| The uncertain unit root in real GNP |
0 |
0 |
0 |
0 |
2 |
5 |
7 |
555 |
| Trends and random walks in macroeconomic time series: a re-examination |
0 |
0 |
0 |
0 |
3 |
4 |
8 |
700 |
| Trends and random walks in macroeconomic time series: a re-examination |
0 |
0 |
0 |
0 |
3 |
4 |
5 |
1,462 |
| Unbiased estimate of dynamic term structure models |
0 |
0 |
0 |
74 |
1 |
10 |
17 |
287 |
| Using a Long-Term Interest Rate as the Monetary Policy Instrument |
0 |
0 |
0 |
28 |
3 |
3 |
4 |
168 |
| When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume |
0 |
0 |
0 |
11 |
2 |
5 |
10 |
62 |
| When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
27 |
| When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume |
0 |
0 |
0 |
1 |
1 |
5 |
9 |
20 |
| Where Is the Carbon Premium? Global Performance of Green and Brown Stocks |
0 |
0 |
1 |
56 |
3 |
4 |
8 |
42 |
| Where is the Carbon Premium? Global Performance of Green and Brown Stocks |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
10 |
| Where is the carbon premium? Global performance of green and brown stocks |
0 |
0 |
0 |
5 |
1 |
2 |
3 |
11 |
| Total Working Papers |
4 |
12 |
74 |
16,085 |
240 |
563 |
1,043 |
67,752 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy |
0 |
0 |
0 |
469 |
2 |
8 |
16 |
1,138 |
| A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy |
0 |
2 |
4 |
17 |
36 |
42 |
48 |
79 |
| A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt |
0 |
0 |
8 |
48 |
2 |
5 |
31 |
188 |
| A Nonparametric Investigation of Duration Dependence in the American Business Cycle |
0 |
0 |
1 |
182 |
0 |
1 |
5 |
578 |
| A Review of the Fed’s Unconventional Monetary Policy |
0 |
1 |
5 |
117 |
5 |
8 |
19 |
399 |
| A probability-based stress test of Federal Reserve assets and income |
0 |
0 |
1 |
41 |
1 |
2 |
5 |
179 |
| A wedge in the dual mandate: Monetary policy and long-term unemployment |
0 |
0 |
0 |
40 |
2 |
5 |
10 |
170 |
| Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models |
0 |
0 |
0 |
209 |
1 |
2 |
2 |
475 |
| Accounting for a Shift in Term Structure Behavior with No‐Arbitrage and Macro‐Finance Models |
0 |
0 |
0 |
4 |
0 |
2 |
5 |
22 |
| An Empirical Disequilibrium Model of Labor, Consumption, and Investment |
0 |
0 |
0 |
25 |
1 |
1 |
4 |
196 |
| An arbitrage-free generalized Nelson--Siegel term structure model |
0 |
0 |
0 |
138 |
3 |
5 |
8 |
555 |
| Are productivity fluctuations due to real supply shocks? |
0 |
0 |
0 |
9 |
0 |
1 |
2 |
49 |
| Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty |
0 |
0 |
0 |
183 |
1 |
18 |
22 |
752 |
| Assessing the Lucas Critique in Monetary Policy Models |
0 |
0 |
0 |
0 |
1 |
4 |
33 |
1,578 |
| Asset prices, exchange rates, and monetary policy |
0 |
0 |
0 |
99 |
1 |
1 |
2 |
252 |
| Central bank inflation targeting |
0 |
0 |
0 |
104 |
0 |
2 |
2 |
289 |
| Climate Change Costs Rise as Interest Rates Fall |
0 |
0 |
1 |
7 |
3 |
3 |
7 |
26 |
| Climate Change Is a Source of Financial Risk |
0 |
0 |
3 |
38 |
3 |
5 |
24 |
140 |
| Climate Change and the Federal Reserve |
0 |
0 |
4 |
129 |
3 |
6 |
13 |
374 |
| Climate models underestimate the sensitivity of Arctic sea ice to carbon emissions |
0 |
0 |
0 |
2 |
1 |
1 |
4 |
13 |
| Climate policy curves highlight key mitigation choices |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
| Correcting Estimation Bias in Dynamic Term Structure Models |
0 |
0 |
0 |
49 |
3 |
6 |
10 |
167 |
| Describing Fed behavior |
0 |
0 |
0 |
93 |
0 |
0 |
2 |
246 |
| Disagreement about the inflation outlook |
0 |
0 |
0 |
27 |
1 |
2 |
5 |
86 |
| Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? |
0 |
0 |
2 |
26 |
1 |
5 |
10 |
120 |
| Do Measures of Monetary Policy in a VAR Make Sense? |
0 |
0 |
0 |
6 |
2 |
14 |
27 |
2,037 |
| Do Measures of Monetary Policy in a VAR Make Sense? A Reply |
0 |
0 |
0 |
0 |
5 |
6 |
9 |
378 |
| Does slower growth imply lower interest rates? |
0 |
0 |
0 |
34 |
2 |
3 |
6 |
104 |
| Erratum |
0 |
0 |
0 |
12 |
1 |
1 |
1 |
66 |
| Estimating Shadow-Rate Term Structure Models with Near-Zero Yields |
0 |
0 |
3 |
57 |
1 |
7 |
15 |
212 |
| Estimating the Euler equation for output |
0 |
0 |
0 |
345 |
0 |
8 |
12 |
884 |
| Eurosystem monetary targeting: Lessons from U.S. data |
0 |
0 |
0 |
201 |
0 |
1 |
5 |
670 |
| Examining the bond premium puzzle with a DSGE model |
0 |
0 |
1 |
267 |
7 |
13 |
22 |
672 |
| Expectations for monetary policy liftoff |
0 |
0 |
0 |
25 |
1 |
3 |
10 |
93 |
| Extracting Deflation Probability Forecasts from Treasury Yields |
0 |
0 |
0 |
37 |
3 |
5 |
9 |
133 |
| Federal Reserve interest rate targeting, rational expectations, and the term structure |
0 |
0 |
0 |
891 |
1 |
3 |
10 |
1,996 |
| Federal Reserve policy and the predictability of interest rates |
0 |
0 |
0 |
68 |
2 |
3 |
5 |
258 |
| Finance and macroeconomics |
0 |
0 |
0 |
164 |
0 |
0 |
1 |
425 |
| Five questions about business cycles |
0 |
0 |
1 |
385 |
0 |
4 |
9 |
1,777 |
| Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve |
1 |
1 |
2 |
238 |
1 |
5 |
18 |
654 |
| Green stocks and monetary policy shocks: Evidence from Europe |
0 |
3 |
6 |
6 |
3 |
18 |
28 |
28 |
| Has a recession already started? |
0 |
0 |
0 |
19 |
1 |
2 |
4 |
125 |
| Has the Fed Fallen behind the Curve This Year? |
0 |
0 |
0 |
9 |
1 |
1 |
3 |
42 |
| Have Postwar Economic Fluctuations Been Stabilized? |
0 |
0 |
1 |
55 |
3 |
6 |
10 |
389 |
| How Much Has Job Matching Efficiency Declined? |
0 |
0 |
0 |
2 |
4 |
4 |
5 |
35 |
| How did the economy surprise us in 1998? |
0 |
0 |
0 |
12 |
2 |
3 |
4 |
114 |
| How fast can the new economy grow? |
0 |
0 |
0 |
85 |
1 |
2 |
2 |
392 |
| How sluggish is the Fed? |
0 |
0 |
0 |
36 |
2 |
2 |
2 |
119 |
| Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields |
0 |
0 |
0 |
149 |
1 |
8 |
12 |
568 |
| Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields |
0 |
0 |
7 |
19 |
1 |
7 |
25 |
69 |
| Inflation: mind the gap |
0 |
0 |
0 |
73 |
1 |
3 |
3 |
232 |
| Interest Rates under Falling Stars |
0 |
5 |
9 |
70 |
5 |
15 |
25 |
316 |
| Interest rates and monetary policy |
0 |
0 |
0 |
90 |
0 |
3 |
4 |
209 |
| Is Consumption Too Smooth? Long Memory and the Deaton Paradox |
0 |
0 |
0 |
157 |
1 |
5 |
7 |
533 |
| Is The Fed Too Timid? Monetary Policy In An Uncertain World |
0 |
0 |
1 |
294 |
2 |
7 |
14 |
788 |
| Is opportunistic monetary policy credible? |
0 |
0 |
0 |
48 |
0 |
3 |
4 |
159 |
| Is there a bank lending channel for monetary policy? |
0 |
0 |
0 |
961 |
6 |
9 |
12 |
2,067 |
| Is there a broad credit channel for monetary policy? |
1 |
2 |
7 |
1,066 |
22 |
25 |
38 |
2,385 |
| Judging Instrument Relevance in Instrumental Variables Estimation |
0 |
0 |
0 |
2 |
3 |
3 |
6 |
895 |
| Long memory and persistence in aggregate output |
0 |
0 |
0 |
160 |
1 |
2 |
3 |
366 |
| MACRO‐FINANCE MODELS OF INTEREST RATES AND THE ECONOMY |
0 |
0 |
0 |
117 |
2 |
5 |
5 |
264 |
| Macroeconomic implications of changes in the term premium |
0 |
0 |
0 |
187 |
2 |
3 |
7 |
547 |
| Macroeconomic models for monetary policy |
0 |
0 |
0 |
149 |
1 |
1 |
2 |
385 |
| Measuring Business Cycles: A Modern Perspective |
1 |
2 |
13 |
505 |
3 |
11 |
38 |
1,684 |
| Modeling Bond Yields in Finance and Macroeconomics |
0 |
0 |
2 |
249 |
0 |
2 |
9 |
791 |
| Monetary Policy Expectations at the Zero Lower Bound |
0 |
1 |
7 |
72 |
4 |
12 |
29 |
261 |
| Monetary Policy Inertia: Fact or Fiction? |
0 |
0 |
0 |
187 |
96 |
104 |
114 |
739 |
| Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment |
0 |
1 |
3 |
317 |
0 |
3 |
8 |
805 |
| Monetary policy and asset price bubbles |
0 |
0 |
0 |
362 |
3 |
4 |
4 |
748 |
| Monetary policy and monetary institutions |
0 |
0 |
3 |
139 |
0 |
4 |
13 |
639 |
| Monetary policy inertia and recent Fed actions |
1 |
1 |
1 |
57 |
2 |
2 |
3 |
209 |
| New Evidence for a Lower New Normal in Interest Rates |
0 |
0 |
0 |
19 |
2 |
3 |
3 |
106 |
| New and Old Models of Business Investment: A Comparison of Forecasting Performance |
0 |
0 |
0 |
398 |
1 |
4 |
5 |
1,097 |
| New estimates of the recent growth in potential output |
0 |
0 |
0 |
17 |
0 |
1 |
1 |
87 |
| On the power of Dickey-Fuller tests against fractional alternatives |
0 |
0 |
2 |
154 |
2 |
6 |
12 |
394 |
| Opportunistic and Deliberate Disinflation under Imperfect Credibility |
0 |
0 |
0 |
0 |
3 |
4 |
12 |
544 |
| Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach |
0 |
0 |
0 |
2 |
2 |
2 |
4 |
13 |
| Optimal policy and market-based expectations |
0 |
0 |
0 |
12 |
1 |
2 |
5 |
57 |
| Pricing Deflation Risk with US Treasury Yields |
0 |
0 |
1 |
8 |
1 |
2 |
3 |
55 |
| Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections |
0 |
0 |
0 |
1 |
2 |
3 |
6 |
17 |
| Publishing FOMC economic forecasts |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
125 |
| Publishing central bank interest rate forecasts |
0 |
0 |
0 |
93 |
4 |
6 |
6 |
346 |
| Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| Residual seasonality and monetary policy |
0 |
0 |
0 |
4 |
3 |
4 |
7 |
52 |
| Resolving the Spanning Puzzle in Macro-Finance Term Structure Models |
0 |
0 |
1 |
16 |
1 |
6 |
9 |
83 |
| Scoring the Leading Indicators |
0 |
0 |
1 |
766 |
1 |
6 |
12 |
1,740 |
| Shorter recessions and longer expansions |
0 |
0 |
0 |
36 |
0 |
1 |
1 |
506 |
| Signals from unconventional monetary policy |
0 |
0 |
1 |
50 |
0 |
0 |
1 |
124 |
| Sources of the Financing Hierarchy for Business Investment |
0 |
0 |
0 |
382 |
0 |
2 |
3 |
1,636 |
| Stress testing the Fed |
0 |
0 |
0 |
10 |
2 |
2 |
6 |
65 |
| Structural change and monetary policy |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
257 |
| Taylor's rule and the Fed, 1970-1997 |
3 |
5 |
11 |
2,500 |
5 |
18 |
57 |
5,942 |
| Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment |
0 |
0 |
1 |
67 |
0 |
0 |
5 |
341 |
| Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices |
0 |
1 |
5 |
25 |
1 |
3 |
13 |
86 |
| Term structure evidence on interest rate smoothing and monetary policy inertia |
0 |
0 |
1 |
475 |
1 |
4 |
17 |
1,167 |
| Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model |
0 |
0 |
0 |
32 |
1 |
1 |
2 |
148 |
| The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks |
0 |
1 |
4 |
219 |
4 |
13 |
24 |
674 |
| The Bond Yield "Conundrum" from a Macro-Finance Perspective |
0 |
0 |
0 |
189 |
3 |
7 |
15 |
682 |
| The Economics of Climate Change: A First Fed Conference |
0 |
0 |
2 |
32 |
1 |
1 |
6 |
142 |
| The Fed's exit strategy for monetary policy |
0 |
0 |
0 |
79 |
1 |
3 |
4 |
201 |
| The Fed's interest rate risk |
0 |
0 |
0 |
29 |
4 |
7 |
9 |
86 |
| The Fed's monetary policy response to the current crisis |
0 |
0 |
1 |
908 |
3 |
7 |
17 |
2,098 |
| The Lucas critique revisited assessing the stability of empirical Euler equations for investment |
0 |
0 |
1 |
146 |
1 |
1 |
4 |
461 |
| The Response of Interest Rates to US and UK Quantitative Easing |
2 |
4 |
5 |
153 |
3 |
12 |
20 |
504 |
| The Rising Cost of Climate Change: Evidence from the Bond Market |
0 |
0 |
3 |
20 |
0 |
4 |
15 |
128 |
| The Signaling Channel for Federal Reserve Bond Purchases |
1 |
3 |
11 |
159 |
7 |
22 |
56 |
747 |
| The Uncertain Unit Root in Real GNP |
0 |
0 |
2 |
218 |
1 |
5 |
14 |
619 |
| The affine arbitrage-free class of Nelson-Siegel term structure models |
0 |
3 |
29 |
449 |
3 |
22 |
77 |
1,371 |
| The goals of U.S. monetary policy |
0 |
0 |
0 |
223 |
0 |
1 |
1 |
794 |
| The macroeconomy and the yield curve: a dynamic latent factor approach |
3 |
9 |
16 |
623 |
11 |
31 |
77 |
1,942 |
| The puzzle of weak first-quarter GDP growth |
0 |
0 |
0 |
14 |
0 |
1 |
2 |
92 |
| Trends and Random Walks in Macroeconomic Time Series: A Re-examination |
0 |
0 |
1 |
970 |
0 |
1 |
5 |
2,445 |
| U.S. inflation targeting: pro and con |
0 |
0 |
0 |
198 |
1 |
2 |
3 |
707 |
| Using a long-term interest rate as the monetary policy instrument |
0 |
0 |
0 |
168 |
0 |
1 |
1 |
614 |
| What are the lags in monetary policy? |
0 |
0 |
0 |
199 |
1 |
2 |
4 |
873 |
| What caused the decline in long-term yields? |
0 |
0 |
1 |
42 |
1 |
3 |
4 |
162 |
| When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume |
0 |
0 |
0 |
2 |
2 |
6 |
6 |
16 |
| Why Are Long-Term Interest Rates So Low? |
0 |
0 |
0 |
44 |
1 |
2 |
5 |
257 |
| Will the economic recovery die of old age? |
0 |
0 |
0 |
17 |
2 |
4 |
7 |
103 |
| Total Journal Articles |
13 |
45 |
196 |
20,682 |
353 |
730 |
1,461 |
66,044 |
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