The Informational Efficiency of Weekly Money Announcements An Econometric Critique

The American Economic Review

2013 • 15,972 citations

Estimation and Inference in Two-Step Econometric Models

2002 • 1,315 citations

Day of the Week Effects and Asset Returns

1981 • 1,198 citations

Estimation and Inference in Two-Step Econometric Models

1985 • 448 citations

Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates

1983 • 447 citations

A Rational Expectations Approach to Macroeconometrics

1983 • 409 citations

Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates

1983 • 391 citations

The ‘peso problem’ in testing the efficiency of forward exchange markets

1980 • 315 citations

A rational expectations approach to macroeconometrics: Testing policy ineffectiveness and efficient-markets models

1985 • 304 citations

The Money Supply Announcements Puzzle: Review and Interpretation

1983 • 219 citations

The "Rationality" of Money Supply Expectations and the Short-Run Response of Interest Rates to Monetary Surprises

1981 • 132 citations

Money supply announcements, interest rates, and foreign exchange

1982 • 124 citations

Market perceptions of federal reserve policy and the weekly monetary announcements

1984 • 116 citations

Money Supply Announcements and Interest Rates: Another View

1983 • 116 citations

The Effects of Inflation and Money Supply Announcements on Interest Rates

1984 • 96 citations

Biased predictors, rationality and the evaluation of forecasts

1986 • 93 citations

Macroeconometric testing of the rational expectations and structural neutrality hypotheses for the United States

1980 • 86 citations

The Response of Short-Term Interest Rates to Weekly Money Announcements: Note

1983 • 61 citations

The information content of weekly money supply announcements

1982 • 52 citations

Weekly money supply announcements and the volatility of short-term interest rates

1982 • 45 citations

The Impact of New Economic Information on the Volatility Of Short-Term Interest Rates

1983 • 31 citations

Predicting Interest Rates: A Comparison of Professional and Market- Based Forecasts

1987 • 30 citations

Do Money Supply Announcements Affect Short-Term Interest Rates?: Note

1979 • 17 citations

The Response of Short-Term Interest Rates to Weekly Money Announcements: Comment

1985 • 17 citations

The Money Supply Announcements Puzzle: A Comment

1984 • 10 citations

Money supply announcements, forward interest rates and budget deficits

1984 • 9 citations

The Response of Short-Term Interest Rates to Weekly Money Announcements: Reply

1985 • 7 citations