create a website

The Pavlovian Response of Term Rates to Fed Announcements. (1999). Jorda, Oscar ; Demiralp, Selva.
In: Department of Economics.
RePEc:fth:caldec:99-06.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 26

References cited by this document

Cocites: 59

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Measuring systematic monetary policy. (2001). Jorda, Oscar ; Hoover, Kevin.
    In: Review.
    RePEc:fip:fedlrv:y:2001:i:jul:p:113-144:n:v.83no.4.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Anderson, R. G. and Raasche, R. H. (2000), Retail Sweep Programs and Bank Reserves, 1994-1999, Federal Reserve Bank of St. Louis, working paper 2000-023A.

  2. Bernanke, B. S. and Mihov, I. (1998a), Measuring Monetary Policy, Quarterly Journal of Economics, 113(3), 869-902.

  3. Bernanke, B. S. and Mihov, I. (1998b), The Liquidity Effect and Long-Run Neutrality, Carnegie-Rochester Conference Series on Public Policy, 49(0), 149-194.

  4. Board of Governors of the Federal Reserve, (1991) FOMC Transcript, August 20, 1991.
    Paper not yet in RePEc: Add citation now
  5. Christiano, L. J. (1995), Resolving the Liquidity Effect: Commentary, Federal Reserve Bank of St. Louis Review, 77(3), 55-61.

  6. Clouse, J. A. (1994), Recent Developments in Discount Window Policy, Federal Reserve Bulletin, November, 965-977.

  7. Dueker, M. (1998), Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs Sampling Approach Applied to the Bank Prime Rate, working paper, Federal Reserve Bank of St. Louis.

  8. Eichengreen, B., Watson, M. W., and Grossman, R. 5. (1985), Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model, Economic Journal 95, 725-745.

  9. Furfine, C. H. (2000), Interbank Payments and the Daily Federal Funds Rate, Journal of Monetary Economics, Vol. 46, issue 2, 535-553.

  10. Guthrie, G. and Wright, J. (2000), Open Mouth Operations, Journal of Monetary Economics, Vol. 46, issue 2, 489-516.

  11. Hamilton, J. D. (1996), The Daily Market for Federal Funds, Journal of Political Economy, vol. 104, no. 11, 26-56.

  12. Hamilton, J. D. (1997), Measuring the Liquidity Effect, American Economic Review, vol. 87, no. 1, 80-97.

  13. Hamilton, J. D. and Jordá, 0. (2000), A Model for the Federal Funds Rate Target, NBER working paper 78~7.

  14. Hausman, J. A., Lo, A. W., and MacKinley, A. C. (1992), An Ordered Probit Analysis of Transaction Stock Prices, Journal of Financial Economics, 31, 319-330.

  15. Kuttner, K. (2000), Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Market, Federal Reserve Bank of New York, manuscript.

  16. Leeper, E. M., Sims, C. A. and Zha, T. (1996), What Does Monetary Policy Do? Brookings Papers on Economic Activity, 0(2), 1-63.

  17. McCulloch, R. and Rossi, P. E. (1994), An Exact Likelihood Analysis of the Multinomial Probit Model, Journal of Econometrics, 64, 207-240.

  18. Meulendyke, A. M. (1998), U.S. Monetary Policy and Financial Markets, Federal Reserve Bank of New York.
    Paper not yet in RePEc: Add citation now
  19. Pagan, A. R. and Robertson, J. C. (1995), Resolving the Liquidity Effect, Federal Reserve Bank of St. Louis Review, 77(3), 33-54.

  20. Roley, V.V. and Sellon, G. H. (1998), Market Reaction to Monetary Policy Nonannouncements, Federal Reserve Bank of Kansas City, Working Paper 98-06.

  21. Rudebusch, G. D. (1995), Federal Reserve Interest Rate Targeting, Rational Expectations and the Term Structure, Journal of Monetary Economics, 35(2), 245-274.

  22. Strongin, 5. (1995), The Identification of Monetary Policy Disturbances. Explaining the Liquidity Puzzle, Journal of Monetary Economics 35, 463-497.

  23. Thornton, D. L. (1998), The Federal Reserves Operating Procedure, Nonborrowed Reserves, Borrowed Reserves and the Liquidity Effect, Federal Reserve Bank of St. Louis, manuscript.

  24. Thornton, D. L. (2000), The Market Reaction to Changes in the Feds Fund Rate Target: Has the Fed Used Open Mouth Operations? Federal Reserve Bank of St. Louis, manuscript.
    Paper not yet in RePEc: Add citation now
  25. Woodford, M. (2000), Monetary Policy in a World Without Money, NBER working paper 7853.

  26. Wrase, J. M. (1998), Is the Fed Being Swept Out of (Monetary) Control? Federal Reserve Bank of Philadelphia Business Review, Nov-Dec, 3-12.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Monetary Policy Shifts, Indeterminacy and Inflation Dynamics. (2005). Surico, Paolo.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0504014.

    Full description at Econpapers || Download paper

  2. Real Wage and Nominal Shock: Evidence from Pacific-Rim Countries. (2005). Kim, Doh-Khul.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:11:y:2005:i:3:p:249-255:10.1007/s11294-005-6614-5.

    Full description at Econpapers || Download paper

  3. Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S.. (2005). Monacelli, Tommaso ; Favero, Carlo.
    In: Working Papers.
    RePEc:igi:igierp:282.

    Full description at Econpapers || Download paper

  4. Measuring the Time-Inconsistency of US Monetary Policy. (2004). Surico, Paolo.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0401006.

    Full description at Econpapers || Download paper

  5. Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences. (2004). Surico, Paolo.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:108.

    Full description at Econpapers || Download paper

  6. Monetary Policy Rules, Asset Prices and Exchange Rates. (2004). .
    In: CDMA Working Paper Series.
    RePEc:san:cdmawp:0403.

    Full description at Econpapers || Download paper

  7. A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models. (2004). Occhino, Filippo ; Landon-Lane, John.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200415.

    Full description at Econpapers || Download paper

  8. Market Segmentation and the Hump-Shaped Response of Output to Monetary Policy Shocks. (2004). Occhino, Filippo.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200410.

    Full description at Econpapers || Download paper

  9. Markets Segmentation and the Real Interest Rate Response to Monetary Policy Shocks. (2004). Occhino, Filippo.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200403.

    Full description at Econpapers || Download paper

  10. Oil and the Macroeconomy Since the 1970s. (2004). Kilian, Lutz ; barsky, robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10855.

    Full description at Econpapers || Download paper

  11. On the Time Variations of US Monetary Policy: Who is right?. (2004). Gambetti, Luca ; Canova, Fabio.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:96.

    Full description at Econpapers || Download paper

  12. A Time Varying Natural Rate of Interest for the Euro Area. (2004). Renne, Jean-Paul ; Mésonnier, Jean-Stéphane ; Mesonnier, Jean-Stephane.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:42.

    Full description at Econpapers || Download paper

  13. Structural breaks and regional disparities in the transmission of monetary policy. (2004). Wall, Howard ; Owyang, Michael.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-008.

    Full description at Econpapers || Download paper

  14. Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle. (2004). Owyang, Michael ; Francis, Neville.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-001.

    Full description at Econpapers || Download paper

  15. The liquidity effect in the federal funds market: evidence from daily open market operations. (2004). Demiralp, Selva ; Carpenter, Seth.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-61.

    Full description at Econpapers || Download paper

  16. The term structure of real rates and expected inflation. (2004). Bekaert, Geert ; Ang, Andrew.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2004:i:mar:x:3.

    Full description at Econpapers || Download paper

  17. Were there regime switches in U.S. monetary policy?. (2004). Zha, Tao ; Sims, Christopher.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2004-14.

    Full description at Econpapers || Download paper

  18. Exchange Rate Targeting and Economic Stabilization. (2004). Filer, Larry ; Fackler, J..
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:565.

    Full description at Econpapers || Download paper

  19. Non-Walrasian Labor Market and the European Business Cycle. (2004). Zanetti, Francesco.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:574.

    Full description at Econpapers || Download paper

  20. Monetary Policy Impulses, Local Output and the Transmission Mechanism. (2004). Caruso, Massimo.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_537_04.

    Full description at Econpapers || Download paper

  21. Characterization of the Dynamic Effects of Fiscal Shocks in a Small Open Economy. (2004). Rebei, Nooman.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-41.

    Full description at Econpapers || Download paper

  22. Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences. (2003). Surico, Paolo.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0210002.

    Full description at Econpapers || Download paper

  23. Estimating the effects of monetary policy shocks: does lag structure matter?. (2003). McMillin, W. ; Kim, Keuk-Soo .
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:13:p:1515-1526.

    Full description at Econpapers || Download paper

  24. Monetary policy rules and regime shifts. (2003). Valente, Giorgio.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:7:p:525-535.

    Full description at Econpapers || Download paper

  25. A New Measure of Monetary Shocks: Derivation and Implications. (2003). Romer, Christina.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9866.

    Full description at Econpapers || Download paper

  26. Short Run and Long Run Causality in Time Series : Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
    In: Cahiers de recherche.
    RePEc:mtl:montec:14-2003.

    Full description at Econpapers || Download paper

  27. Short run and long run causality in time series: Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2003-16.

    Full description at Econpapers || Download paper

  28. Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S.. (2003). Monacelli, Tommaso ; Favero, Carlo.
    In: Working Papers.
    RePEc:igi:igierp:234.

    Full description at Econpapers || Download paper

  29. Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility. (2003). Normandin, Michel ; Phaneuf, Louis.
    In: Cahiers de recherche.
    RePEc:iea:carech:0304.

    Full description at Econpapers || Download paper

  30. A Panel Data Test of the Bank Lending Channel in Sweden. (2003). Westerlund, Joakim.
    In: Working Papers.
    RePEc:hhs:lunewp:2003_016.

    Full description at Econpapers || Download paper

  31. Identifying Monetary Policy Shocks with Changes in Open Market Operations. (2003). Schabert, Andreas.
    In: Working Papers.
    RePEc:gla:glaewp:2003_10.

    Full description at Econpapers || Download paper

  32. Is the response of output to monetary policy asymmetric? evidence from a regime-switching coefficients model. (2003). Piger, Jeremy ; Lo, Ming.
    In: Working Papers.
    RePEc:fip:fedlwp:2001-022.

    Full description at Econpapers || Download paper

  33. Regime switching and monetary policy measurement. (2003). Ramey, Garey ; Owyang, Michael.
    In: Working Papers.
    RePEc:fip:fedlwp:2001-002.

    Full description at Econpapers || Download paper

  34. Short Run and Long Run Causality in Time Series: Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-61.

    Full description at Econpapers || Download paper

  35. The Pavlovian Response of Term Rates to Fed Announcements.. (2003). Demiralp, Selva ; Jorda, Oscar.
    In: Working Papers.
    RePEc:cda:wpaper:99-6.

    Full description at Econpapers || Download paper

  36. The Announcement Effect: Evidence from Open Market Desk Data. (2003). Jorda, Oscar ; Demiralp, Selva ; Williams, Jeffrey ; Liu, Holly.
    In: Working Papers.
    RePEc:cda:wpaper:282.

    Full description at Econpapers || Download paper

  37. The Announcement Effect: Evidence from Open Market Desk Data. (2003). Demiralp, Selva ; Jorda, Oscar ; Liu, Holly.
    In: Working Papers.
    RePEc:cda:wpaper:01-4.

    Full description at Econpapers || Download paper

  38. Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model. (2003). Moran, Kevin ; Ho, Wai-Ming ; Hendry, Scott.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-38.

    Full description at Econpapers || Download paper

  39. Pricing-to-market and limited participation : a joint explanation to the exchange rate disconnect puzzle. (2002). Patureau, Lise.
    In: Computing in Economics and Finance 2002.
    RePEc:sce:scecf2:299.

    Full description at Econpapers || Download paper

  40. Precautionary Saving and Consumption Fluctuations. (2002). Preston, Bruce ; Parker, Jonathan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9196.

    Full description at Econpapers || Download paper

  41. Has the Business Cycle Changed and Why?. (2002). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9127.

    Full description at Econpapers || Download paper

  42. Habit Formation and the Persistence of Monetary Shocks. (2002). Ruge-Murcia, Francisco ; Cardia, Emanuela ; Bouakez, Hafedh.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2002-08.

    Full description at Econpapers || Download paper

  43. Monetary and Fiscal Policy Interactions over the Cycle: Some Empirical Evidence. (2002). Trecroci, Carmine ; Tirelli, Patrizio ; Muscatelli, Vito.
    In: Working Papers.
    RePEc:gla:glaewp:2002_13.

    Full description at Econpapers || Download paper

  44. The announcement effect: evidence from open market desk data. (2002). Jorda, Oscar ; Demiralp, Selva.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2002:i:may:p:29-48:n:v.8no.1.

    Full description at Econpapers || Download paper

  45. Habit Formation and the Persistence of Monetary Shocks. (2002). Ruge-Murcia, Francisco ; Cardia, Emanuela ; Bouakez, Hafedh.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-27.

    Full description at Econpapers || Download paper

  46. Monetary Policy Shocks in an Economy with Segmented Markets. (2001). Occhino, Filippo.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200108.

    Full description at Econpapers || Download paper

  47. Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative. (2001). Kilian, Lutz ; barsky, robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8389.

    Full description at Econpapers || Download paper

  48. The Announcement Effect: Evidence from Open Market Desk Data. (2001). Jorda, Oscar ; Demiralp, Selva.
    In: Department of Economics.
    RePEc:fth:caldec:01-04.

    Full description at Econpapers || Download paper

  49. Monetary policy in a changing world: rising role of expectations and the anticipation effect. (2001). Demiralp, Selva.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-55.

    Full description at Econpapers || Download paper

  50. The Pavlovian response of term rates to Fed announcements. (2001). Jorda, Oscar ; Demiralp, Selva.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-10.

    Full description at Econpapers || Download paper

  51. Do high interest rates defend currencies during speculative attacks ?. (2000). Kraay, Aart.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2267.

    Full description at Econpapers || Download paper

  52. A Monetary Explanation of the Great Stagflation of the 1970s. (2000). Kilian, Lutz ; barsky, robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7547.

    Full description at Econpapers || Download paper

  53. Monetary disturbances matter for business fluctuations in the G-7. (2000). Canova, Fabio ; de Nicolo, Gianni.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:660.

    Full description at Econpapers || Download paper

  54. Monetary policy shocks and transmission in Italy: A VAR analysis. (1999). Di Giorgio, Giorgio ; De Arcangelis, Giuseppe.
    In: Economics Working Papers.
    RePEc:upf:upfgen:446.

    Full description at Econpapers || Download paper

  55. Monetary policy misspecification in VAR models. (1999). Pina, Joaquim ; Canova, Fabio.
    In: Economics Working Papers.
    RePEc:upf:upfgen:420.

    Full description at Econpapers || Download paper

  56. Analysis of the Monetary Transmission Mechanism: Methodological Issues. (1999). .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7395.

    Full description at Econpapers || Download paper

  57. The Pavlovian Response of Term Rates to Fed Announcements. (1999). Jorda, Oscar ; Demiralp, Selva.
    In: Department of Economics.
    RePEc:fth:caldec:99-06.

    Full description at Econpapers || Download paper

  58. Monetary Policy Rules with Model and Data Uncertainty. (1998). Swanson, Norman ; Ghysels, Eric ; Callan, Myles.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:98s-40.

    Full description at Econpapers || Download paper

  59. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-30 16:18:13 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.