| 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 |
0 |
0 |
2 |
1,367 |
| A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt |
0 |
1 |
3 |
48 |
1 |
3 |
7 |
135 |
| A Probability-Based Stress Test of Federal Reserve Assets and Income |
0 |
0 |
1 |
14 |
0 |
1 |
3 |
49 |
| A Probability-Based Stress Test of Federal Reserve Assets and Income |
0 |
0 |
0 |
86 |
0 |
2 |
5 |
310 |
| A Wedge in the Dual Mandate: Monetary Policy and Long-Term Unemployment |
0 |
1 |
1 |
78 |
0 |
2 |
2 |
120 |
| A macro-finance model of the term structure, monetary policy, and the economy |
0 |
0 |
0 |
39 |
1 |
1 |
2 |
158 |
| A nonparametric investigation of duration dependence in the American business cycle |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
363 |
| Accounting for Low Long-Term Interest Rates: Evidence from Canada |
0 |
0 |
0 |
26 |
0 |
0 |
2 |
43 |
| An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model |
0 |
0 |
0 |
104 |
0 |
0 |
1 |
331 |
| An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model |
0 |
0 |
0 |
188 |
0 |
1 |
5 |
530 |
| An arbitrage-free generalized Nelson-Siegel term structure model |
0 |
0 |
2 |
337 |
1 |
2 |
7 |
805 |
| An empirical disequilibrium model of labor, consumption, and investment in the United States |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
204 |
| Are productivity fluctuations due to real supply shocks? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
161 |
| Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty |
0 |
0 |
0 |
241 |
0 |
0 |
4 |
775 |
| Assessing nominal income rules for monetary policy with model and data uncertainty |
0 |
0 |
1 |
184 |
0 |
0 |
6 |
675 |
| Assessing nominal income rules for monetary policy with model and data uncertainty |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
88 |
| Assessing the Lucas critique in monetary policy models |
0 |
0 |
1 |
47 |
0 |
2 |
6 |
156 |
| Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? |
0 |
0 |
1 |
43 |
1 |
2 |
4 |
148 |
| 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 |
0 |
0 |
1 |
6 |
| Climate Policy Curves: Linking Policy Choices to Climate Outcomes |
0 |
0 |
0 |
260 |
0 |
0 |
1 |
15 |
| Climate Policy Curves: Linking Policy Choices to Climate Outcomes |
0 |
0 |
2 |
4 |
0 |
0 |
5 |
13 |
| Do Measures of Monetary Policy in a VAR Make Sense? |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
2,387 |
| Do central bank liquidity facilities affect interbank lending rates? |
0 |
1 |
1 |
224 |
0 |
2 |
5 |
723 |
| Do measures of monetary policy in a VAR make sense? |
0 |
0 |
0 |
6 |
0 |
2 |
6 |
1,597 |
| Does the business cycle have duration memory? |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
282 |
| Estimating Shadow-Rate Term Structure Models with Near-Zero Yields |
1 |
1 |
1 |
95 |
1 |
2 |
6 |
265 |
| Estimating the Euler equation for output |
0 |
0 |
0 |
310 |
0 |
0 |
4 |
1,058 |
| Estimating the Euler equation for output |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
92 |
| Eurosystem Monetary Targeting: Lessons from U.S. Data |
0 |
0 |
2 |
154 |
1 |
1 |
9 |
629 |
| Eurosystem Monetary Targeting: Lessons from U.S. Data |
0 |
0 |
1 |
123 |
0 |
0 |
2 |
578 |
| Eurosystem Monetary Targeting: Lessons from U.S. Data |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
378 |
| Eurosystem Monetary Targeting: Lessons from U.S. Data |
0 |
0 |
0 |
121 |
0 |
0 |
2 |
623 |
| Eurosystem Monetary Targeting: Lessons from US Data |
0 |
0 |
0 |
85 |
0 |
0 |
1 |
410 |
| Eurosystem monetary targeting: lessons from U.S. data |
0 |
0 |
1 |
12 |
0 |
0 |
3 |
63 |
| 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 |
0 |
0 |
0 |
162 |
| Examining the bond premium puzzle with a DSGE model |
0 |
0 |
1 |
313 |
0 |
1 |
2 |
661 |
| Extracting deflation probability forecasts from Treasury yields |
0 |
0 |
0 |
89 |
0 |
0 |
0 |
181 |
| Federal Reserve interest rate targeting, rational expectations, and the term structure |
0 |
0 |
0 |
9 |
1 |
1 |
8 |
3,173 |
| Forecasting output with the composite leading index: an ex ante analysis |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
1,037 |
| Forecasting recessions: the puzzle of the enduring power of the yield curve |
0 |
0 |
1 |
512 |
4 |
5 |
17 |
1,521 |
| Further evidence on business cycle duration dependence |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
411 |
| Green Stocks and Monetary Policy Shocks: Evidence from Europe |
0 |
1 |
9 |
9 |
0 |
4 |
15 |
15 |
| Have postwar economic fluctuations been stabilized? |
1 |
1 |
1 |
63 |
2 |
2 |
6 |
483 |
| Have postwar economic fluctuations been stabilized? |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
370 |
| Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields |
0 |
0 |
0 |
166 |
1 |
1 |
2 |
434 |
| Interest Rates Under Falling Stars |
0 |
0 |
1 |
80 |
0 |
0 |
3 |
123 |
| Interest Rates Under Falling Stars |
0 |
1 |
1 |
61 |
0 |
2 |
16 |
165 |
| Internal finance and investment: testing the role of asymmetric information and agency costs |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
568 |
| International evidence on business cycle duration dependence |
0 |
0 |
0 |
56 |
0 |
0 |
1 |
376 |
| Is consumption too smooth? Long memory and the Deaton paradox |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1,012 |
| Is the Fed too timid? Monetary policy in an uncertain world |
0 |
0 |
0 |
520 |
0 |
1 |
3 |
1,324 |
| Is there a bank credit channel for monetary policy? |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
742 |
| Is there a broad credit channel for monetary policy? |
0 |
0 |
0 |
1 |
0 |
1 |
8 |
1,023 |
| Judging instrument relevance in instrumental variables estimation |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
599 |
| Long memory and persistence in aggregate output |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
864 |
| Long-Run Inflation Risk and the Postwar Term Premium |
0 |
0 |
0 |
17 |
0 |
2 |
2 |
86 |
| Macro-finance models of interest rates and the economy |
0 |
1 |
5 |
450 |
0 |
3 |
12 |
824 |
| Macroeconomic implications of changes in the term premium |
0 |
0 |
0 |
199 |
0 |
1 |
4 |
628 |
| Macroeconomics and the Yield Curve |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
641 |
| Measuring Business Cycle: A Modern Perspective |
0 |
0 |
2 |
460 |
0 |
1 |
6 |
1,032 |
| Measuring Business Cycles: A Modern Perspective |
0 |
0 |
1 |
537 |
1 |
5 |
13 |
1,488 |
| Modeling Bond Yields in Finance and Macroeconomics |
0 |
0 |
0 |
206 |
1 |
1 |
2 |
494 |
| Modeling Bond Yields in Finance and Macroeconomics |
0 |
0 |
0 |
371 |
0 |
0 |
3 |
957 |
| Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? |
0 |
0 |
2 |
107 |
0 |
0 |
2 |
209 |
| Modeling bond yields in finance and macroeconomics |
0 |
0 |
5 |
258 |
0 |
2 |
7 |
630 |
| Modeling bond yields in finance and macroeconomics |
0 |
0 |
1 |
271 |
0 |
1 |
4 |
717 |
| Monetary Policy Expectations at the Zero Lower Bound |
0 |
1 |
1 |
184 |
0 |
4 |
10 |
346 |
| Monetary policy inertia: fact or fiction? |
0 |
0 |
0 |
25 |
0 |
1 |
1 |
107 |
| New and old models of business investment: a comparison of forecasting performance |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
995 |
| On the Evolution of U.S. Temperature Dynamics |
0 |
0 |
0 |
69 |
0 |
0 |
1 |
80 |
| On the Evolution of U.S. Temperature Dynamics |
0 |
0 |
1 |
12 |
0 |
0 |
1 |
28 |
| On the power of Dickey-Fuller tests against fractional alternatives |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
682 |
| Opportunistic and deliberate disinflation under imperfect credibility |
0 |
0 |
0 |
108 |
0 |
0 |
2 |
624 |
| Opportunistic and deliberate disinflation under imperfect credibility |
0 |
0 |
0 |
24 |
1 |
2 |
3 |
133 |
| Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
33 |
| Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
25 |
| Policy Rules for Inflation Targeting |
0 |
0 |
1 |
1,004 |
0 |
3 |
7 |
2,556 |
| Policy Rules for Inflation Targeting |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
1,213 |
| Policy Rules for Inflation Targeting |
0 |
0 |
0 |
530 |
0 |
0 |
1 |
1,224 |
| Policy Rules for Inflation Targeting |
0 |
0 |
2 |
1,554 |
0 |
0 |
5 |
3,511 |
| Policy rules for inflation targeting |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
146 |
| Pricing deflation risk with U.S. Treasury yields |
0 |
0 |
1 |
40 |
0 |
0 |
2 |
133 |
| Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections |
0 |
0 |
1 |
11 |
0 |
0 |
1 |
24 |
| Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
27 |
| Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
24 |
| Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections |
0 |
0 |
0 |
8 |
0 |
1 |
3 |
36 |
| Resolving the Spanning Puzzle in Macro-Finance Term Structure Models |
1 |
1 |
1 |
26 |
1 |
1 |
2 |
128 |
| Resolving the spanning puzzle in macro-finance term structure models |
0 |
0 |
0 |
62 |
0 |
1 |
4 |
134 |
| Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections |
0 |
0 |
0 |
232 |
0 |
0 |
3 |
684 |
| Revealing the secrets of the temple: the value of publishing central bank interest rate projections |
0 |
0 |
1 |
197 |
0 |
1 |
4 |
549 |
| Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
260 |
| Scoring the leading indicators |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
1,042 |
| Term Structure Analysis with Big Data |
0 |
0 |
0 |
12 |
0 |
1 |
3 |
54 |
| Term Structure Analysis with Big Data |
0 |
0 |
0 |
104 |
0 |
1 |
3 |
123 |
| Term structure evidence on interest rate smoothing and monetary policy inertia |
0 |
0 |
1 |
47 |
0 |
0 |
2 |
187 |
| The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models |
0 |
0 |
0 |
229 |
0 |
2 |
11 |
650 |
| The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models |
0 |
0 |
0 |
152 |
0 |
0 |
1 |
423 |
| The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act |
1 |
1 |
1 |
8 |
1 |
7 |
16 |
34 |
| The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act |
0 |
1 |
4 |
13 |
1 |
5 |
13 |
26 |
| The Lucas critique revisited: assessing the stability of empirical Euler equations |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
594 |
| The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach |
1 |
1 |
5 |
496 |
5 |
5 |
16 |
1,343 |
| The Macroeconomy and the Yield Curve: A Nonstructural Analysis |
0 |
0 |
0 |
332 |
0 |
0 |
2 |
934 |
| The Macroeconomy and the Yield Curve: A Nonstructural Analysis |
0 |
0 |
1 |
151 |
0 |
0 |
3 |
485 |
| The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective |
0 |
0 |
1 |
104 |
0 |
0 |
1 |
289 |
| The Rising Cost of Climate Change: Evidence from the Bond Market |
0 |
0 |
0 |
41 |
4 |
30 |
60 |
177 |
| The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off |
1 |
1 |
3 |
136 |
1 |
1 |
7 |
350 |
| The affine arbitrage-free class of Nelson-Siegel term structure models |
0 |
0 |
1 |
198 |
0 |
0 |
3 |
578 |
| The bond premium in a DSGE model with long-run real and nominal risks |
0 |
0 |
1 |
343 |
0 |
0 |
3 |
686 |
| The bond premium in a DSGE model with long-run real and nominal risks |
0 |
1 |
4 |
240 |
0 |
1 |
7 |
492 |
| The bond yield \"conundrum\" from a macro-finance perspective |
0 |
0 |
1 |
416 |
0 |
0 |
4 |
1,001 |
| The macroeconomy and the yield curve: a nonstructural analysis |
0 |
0 |
0 |
26 |
1 |
1 |
3 |
70 |
| The recent shift in term structure behavior from a no-arbitrage macro-finance perspective |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
50 |
| The response of interest rates to U.S. and U.K. quantitative easing |
0 |
0 |
3 |
281 |
0 |
1 |
9 |
785 |
| The signaling channel for Federal Reserve bond purchases |
0 |
0 |
3 |
184 |
1 |
3 |
12 |
637 |
| The uncertain unit root in real GNP |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
550 |
| Trends and random walks in macroeconomic time series: a re-examination |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
695 |
| Trends and random walks in macroeconomic time series: a re-examination |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
1,458 |
| Unbiased estimate of dynamic term structure models |
0 |
0 |
0 |
74 |
1 |
6 |
10 |
277 |
| Using a long-term interest rate as the monetary policy instrument |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
165 |
| When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume |
0 |
0 |
0 |
1 |
1 |
2 |
3 |
14 |
| When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume |
0 |
0 |
0 |
11 |
1 |
1 |
5 |
57 |
| When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume |
0 |
0 |
0 |
48 |
1 |
1 |
1 |
27 |
| Where Is the Carbon Premium? Global Performance of Green and Brown Stocks |
0 |
0 |
1 |
56 |
0 |
2 |
10 |
38 |
| Where is the Carbon Premium? Global Performance of Green and Brown Stocks |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
6 |
| Where is the carbon premium? Global performance of green and brown stocks |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
9 |
| Total Working Papers |
6 |
15 |
88 |
16,059 |
43 |
156 |
555 |
67,072 |
| 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 |
3 |
12 |
1,129 |
| A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy |
1 |
2 |
4 |
15 |
2 |
3 |
9 |
36 |
| A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt |
0 |
3 |
10 |
45 |
3 |
11 |
38 |
178 |
| A Nonparametric Investigation of Duration Dependence in the American Business Cycle |
0 |
0 |
1 |
182 |
1 |
1 |
4 |
576 |
| A Review of the Fed’s Unconventional Monetary Policy |
0 |
1 |
2 |
114 |
2 |
5 |
13 |
387 |
| A macro-finance model of the term structure, monetary policy, and the economy |
0 |
0 |
0 |
716 |
0 |
0 |
4 |
2,006 |
| A probability-based stress test of Federal Reserve assets and income |
0 |
0 |
1 |
41 |
1 |
1 |
6 |
177 |
| A wedge in the dual mandate: Monetary policy and long-term unemployment |
0 |
0 |
0 |
40 |
1 |
2 |
15 |
165 |
| Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models |
0 |
0 |
0 |
209 |
0 |
0 |
1 |
473 |
| Accounting for a Shift in Term Structure Behavior with No‐Arbitrage and Macro‐Finance Models |
0 |
0 |
1 |
4 |
0 |
1 |
4 |
19 |
| An Empirical Disequilibrium Model of Labor, Consumption, and Investment |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
193 |
| An arbitrage-free generalized Nelson--Siegel term structure model |
0 |
0 |
0 |
138 |
1 |
1 |
7 |
550 |
| Are productivity fluctuations due to real supply shocks? |
0 |
0 |
0 |
9 |
1 |
1 |
1 |
48 |
| Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty |
0 |
0 |
0 |
183 |
0 |
0 |
8 |
733 |
| Assessing the Lucas Critique in Monetary Policy Models |
0 |
0 |
0 |
0 |
1 |
10 |
30 |
1,573 |
| Asset prices, exchange rates, and monetary policy |
0 |
0 |
0 |
99 |
0 |
0 |
1 |
250 |
| Central bank inflation targeting |
0 |
0 |
0 |
104 |
0 |
0 |
0 |
287 |
| Climate Change Costs Rise as Interest Rates Fall |
0 |
0 |
1 |
7 |
1 |
2 |
5 |
23 |
| Climate Change Is a Source of Financial Risk |
0 |
0 |
5 |
38 |
0 |
2 |
28 |
133 |
| Climate Change and the Federal Reserve |
0 |
0 |
11 |
129 |
0 |
1 |
20 |
368 |
| Climate models underestimate the sensitivity of Arctic sea ice to carbon emissions |
0 |
0 |
0 |
2 |
0 |
2 |
6 |
12 |
| Correcting Estimation Bias in Dynamic Term Structure Models |
0 |
0 |
0 |
49 |
0 |
2 |
6 |
161 |
| Describing Fed behavior |
0 |
0 |
0 |
93 |
0 |
1 |
2 |
246 |
| Disagreement about the inflation outlook |
0 |
0 |
0 |
27 |
0 |
1 |
3 |
84 |
| Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? |
1 |
2 |
2 |
26 |
2 |
5 |
5 |
115 |
| Do Measures of Monetary Policy in a VAR Make Sense? |
0 |
0 |
0 |
6 |
2 |
4 |
17 |
2,021 |
| Do Measures of Monetary Policy in a VAR Make Sense? A Reply |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
371 |
| Does slower growth imply lower interest rates? |
0 |
0 |
1 |
34 |
0 |
1 |
4 |
99 |
| Erratum |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
65 |
| Estimating Shadow-Rate Term Structure Models with Near-Zero Yields |
0 |
0 |
5 |
57 |
0 |
1 |
9 |
202 |
| Estimating the Euler equation for output |
0 |
0 |
0 |
345 |
0 |
1 |
7 |
876 |
| Eurosystem monetary targeting: Lessons from U.S. data |
0 |
0 |
0 |
201 |
0 |
2 |
6 |
669 |
| Examining the bond premium puzzle with a DSGE model |
0 |
0 |
3 |
267 |
2 |
4 |
13 |
659 |
| Expectations for monetary policy liftoff |
0 |
0 |
1 |
25 |
0 |
5 |
10 |
90 |
| Extracting Deflation Probability Forecasts from Treasury Yields |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
125 |
| Federal Reserve interest rate targeting, rational expectations, and the term structure |
0 |
0 |
1 |
891 |
0 |
2 |
12 |
1,993 |
| Federal Reserve policy and the predictability of interest rates |
0 |
0 |
0 |
68 |
1 |
1 |
1 |
254 |
| Finance and macroeconomics |
0 |
0 |
1 |
164 |
0 |
0 |
3 |
425 |
| Five questions about business cycles |
0 |
0 |
1 |
384 |
0 |
1 |
6 |
1,772 |
| Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve |
1 |
1 |
4 |
237 |
3 |
5 |
18 |
647 |
| Has a recession already started? |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
122 |
| Has the Fed Fallen behind the Curve This Year? |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
41 |
| Have Postwar Economic Fluctuations Been Stabilized? |
1 |
1 |
1 |
55 |
2 |
3 |
5 |
383 |
| How Much Has Job Matching Efficiency Declined? |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
31 |
| How did the economy surprise us in 1998? |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
110 |
| How fast can the new economy grow? |
0 |
0 |
0 |
85 |
0 |
0 |
0 |
390 |
| How sluggish is the Fed? |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
117 |
| Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields |
0 |
0 |
0 |
149 |
1 |
1 |
11 |
560 |
| Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields |
2 |
3 |
6 |
17 |
3 |
10 |
16 |
58 |
| Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
139 |
| Inflation: mind the gap |
0 |
0 |
0 |
73 |
0 |
0 |
0 |
229 |
| Interest Rates under Falling Stars |
0 |
0 |
4 |
63 |
0 |
1 |
14 |
298 |
| Interest rates and monetary policy |
0 |
0 |
0 |
90 |
1 |
1 |
3 |
206 |
| Is Consumption Too Smooth? Long Memory and the Deaton Paradox |
0 |
0 |
0 |
157 |
0 |
0 |
2 |
527 |
| Is The Fed Too Timid? Monetary Policy In An Uncertain World |
0 |
0 |
1 |
294 |
0 |
1 |
7 |
779 |
| Is opportunistic monetary policy credible? |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
155 |
| Is there a bank lending channel for monetary policy? |
0 |
0 |
1 |
961 |
0 |
0 |
9 |
2,058 |
| Is there a broad credit channel for monetary policy? |
0 |
1 |
9 |
1,063 |
0 |
3 |
25 |
2,359 |
| Judging Instrument Relevance in Instrumental Variables Estimation |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
891 |
| Long memory and persistence in aggregate output |
0 |
0 |
0 |
160 |
1 |
1 |
3 |
364 |
| MACRO‐FINANCE MODELS OF INTEREST RATES AND THE ECONOMY |
0 |
0 |
0 |
117 |
0 |
0 |
1 |
259 |
| Macroeconomic implications of changes in the term premium |
0 |
0 |
0 |
187 |
0 |
2 |
6 |
544 |
| Macroeconomic models for monetary policy |
0 |
0 |
0 |
149 |
1 |
1 |
2 |
384 |
| Measuring Business Cycles: A Modern Perspective |
2 |
2 |
12 |
503 |
4 |
6 |
37 |
1,669 |
| Modeling Bond Yields in Finance and Macroeconomics |
0 |
0 |
2 |
249 |
0 |
1 |
7 |
788 |
| Monetary Policy Expectations at the Zero Lower Bound |
0 |
3 |
12 |
70 |
3 |
8 |
29 |
246 |
| Monetary Policy Inertia: Fact or Fiction? |
0 |
0 |
2 |
187 |
0 |
1 |
8 |
628 |
| Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment |
1 |
1 |
2 |
316 |
1 |
1 |
5 |
802 |
| Monetary policy and asset price bubbles |
0 |
0 |
0 |
362 |
0 |
0 |
1 |
744 |
| Monetary policy and monetary institutions |
0 |
1 |
5 |
139 |
0 |
2 |
21 |
635 |
| Monetary policy inertia and recent Fed actions |
0 |
0 |
0 |
56 |
0 |
0 |
1 |
207 |
| New Evidence for a Lower New Normal in Interest Rates |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
103 |
| New and Old Models of Business Investment: A Comparison of Forecasting Performance |
0 |
0 |
1 |
398 |
0 |
0 |
2 |
1,092 |
| New estimates of the recent growth in potential output |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
86 |
| On the power of Dickey-Fuller tests against fractional alternatives |
0 |
1 |
2 |
154 |
1 |
2 |
4 |
386 |
| Opportunistic and Deliberate Disinflation under Imperfect Credibility |
0 |
0 |
0 |
0 |
1 |
2 |
13 |
539 |
| Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
11 |
| Optimal policy and market-based expectations |
0 |
0 |
0 |
12 |
0 |
0 |
4 |
55 |
| Policy rules for inflation targeting |
0 |
0 |
0 |
3 |
0 |
1 |
5 |
976 |
| Pricing Deflation Risk with US Treasury Yields |
0 |
0 |
1 |
8 |
0 |
0 |
3 |
53 |
| Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections |
0 |
0 |
0 |
1 |
1 |
2 |
6 |
14 |
| Publishing FOMC economic forecasts |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
125 |
| Publishing central bank interest rate forecasts |
0 |
0 |
0 |
93 |
0 |
0 |
2 |
340 |
| Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
| Residual seasonality and monetary policy |
0 |
0 |
0 |
4 |
0 |
1 |
4 |
48 |
| Resolving the Spanning Puzzle in Macro-Finance Term Structure Models |
0 |
0 |
3 |
16 |
0 |
0 |
5 |
76 |
| Scoring the Leading Indicators |
0 |
0 |
3 |
766 |
0 |
0 |
6 |
1,731 |
| Shorter recessions and longer expansions |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
505 |
| Signals from unconventional monetary policy |
0 |
1 |
1 |
50 |
0 |
1 |
1 |
124 |
| Sources of the Financing Hierarchy for Business Investment |
0 |
0 |
1 |
382 |
0 |
0 |
3 |
1,633 |
| Stress testing the Fed |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
61 |
| Structural change and monetary policy |
0 |
0 |
1 |
50 |
0 |
0 |
1 |
257 |
| Taylor's rule and the Fed, 1970-1997 |
1 |
2 |
6 |
2,494 |
3 |
9 |
44 |
5,921 |
| Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment |
0 |
1 |
1 |
67 |
1 |
3 |
7 |
341 |
| Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices |
2 |
2 |
6 |
24 |
3 |
6 |
12 |
82 |
| Term structure evidence on interest rate smoothing and monetary policy inertia |
0 |
1 |
1 |
475 |
2 |
7 |
21 |
1,160 |
| Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model |
0 |
0 |
0 |
32 |
1 |
1 |
1 |
147 |
| The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks |
0 |
0 |
4 |
218 |
0 |
1 |
17 |
660 |
| The Bond Yield "Conundrum" from a Macro-Finance Perspective |
0 |
0 |
3 |
189 |
2 |
2 |
13 |
675 |
| The Economics of Climate Change: A First Fed Conference |
0 |
0 |
1 |
31 |
0 |
0 |
5 |
140 |
| The Fed's exit strategy for monetary policy |
0 |
0 |
0 |
79 |
0 |
1 |
1 |
198 |
| The Fed's interest rate risk |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
79 |
| The Fed's monetary policy response to the current crisis |
0 |
0 |
2 |
907 |
0 |
2 |
7 |
2,084 |
| The Lucas critique revisited assessing the stability of empirical Euler equations for investment |
0 |
0 |
0 |
145 |
2 |
2 |
3 |
459 |
| The Response of Interest Rates to US and UK Quantitative Easing |
0 |
0 |
2 |
148 |
1 |
1 |
12 |
489 |
| The Rising Cost of Climate Change: Evidence from the Bond Market |
0 |
1 |
4 |
19 |
0 |
3 |
13 |
120 |
| The Signaling Channel for Federal Reserve Bond Purchases |
0 |
1 |
8 |
155 |
1 |
9 |
43 |
718 |
| The Uncertain Unit Root in Real GNP |
0 |
0 |
2 |
218 |
1 |
4 |
8 |
612 |
| The affine arbitrage-free class of Nelson-Siegel term structure models |
2 |
11 |
27 |
441 |
5 |
23 |
70 |
1,333 |
| The goals of U.S. monetary policy |
0 |
0 |
0 |
223 |
0 |
0 |
0 |
793 |
| The macroeconomy and the yield curve: a dynamic latent factor approach |
0 |
1 |
9 |
612 |
3 |
11 |
61 |
1,895 |
| The puzzle of weak first-quarter GDP growth |
0 |
0 |
0 |
14 |
0 |
1 |
1 |
91 |
| Trends and Random Walks in Macroeconomic Time Series: A Re-examination |
0 |
1 |
1 |
970 |
0 |
1 |
5 |
2,444 |
| U.S. inflation targeting: pro and con |
0 |
0 |
0 |
198 |
0 |
0 |
7 |
704 |
| Using a long-term interest rate as the monetary policy instrument |
0 |
0 |
0 |
168 |
0 |
0 |
0 |
613 |
| What are the lags in monetary policy? |
0 |
0 |
0 |
199 |
0 |
0 |
3 |
871 |
| What caused the decline in long-term yields? |
0 |
1 |
2 |
42 |
0 |
1 |
3 |
159 |
| When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
10 |
| Why Are Long-Term Interest Rates So Low? |
0 |
0 |
0 |
44 |
0 |
1 |
3 |
255 |
| Will the economic recovery die of old age? |
0 |
0 |
0 |
17 |
0 |
0 |
4 |
99 |
| Total Journal Articles |
14 |
45 |
204 |
21,368 |
72 |
226 |
993 |
68,282 |
LogEc is hosted by the
Örebro University School of Business.