Market-Based Measures of Monetary Policy Expectations

The Econometrics of Financial Markets

2012 • 6,595 citations

What Explains the Stock Market's Reaction to Federal Reserve Policy?

2005 • 2,126 citations

Monetary policy surprises and interest rates: Evidence from the Fed funds futures market

2001 • 1,699 citations

Measuring Monetary Policy

1998 • 1,691 citations

Bayesian Methods for Dynamic Multivariate Models

1998 • 975 citations

The impact of monetary policy on asset prices

2004 • 901 citations

Term structure evidence on interest rate smoothing and monetary policy inertia

2002 • 791 citations

Do Measures of Monetary Policy in a Var Make Sense?

1998 • 654 citations

Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market

2002 • 449 citations

The Fed and Interest Rates—A High-Frequency Identification

2002 • 439 citations

Combining Economic Forecasts

1986 • 310 citations

Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Markets

2000 • 301 citations

The Fed funds futures rate as a predictor of federal reserve policy

1996 • 289 citations

Identifying VARS based on high frequency futures data

2004 • 246 citations

Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts?

2006 • 242 citations

Economic Perspectives

1998 • 214 citations

Monetary Policy and Market Interest Rates

2001 • 210 citations

The money market

1983 • 163 citations

Anticipations of Monetary Policy in Financial Markets

2003 • 147 citations

Untitled

2000 • 123 citations

Combining Economic Forecasts

1986 • 110 citations

Treasury Inflation-Indexed Debt: A Review of the U.S. Experience

2002 • 104 citations

On the Derivation of Monetary Policy Shocks: Should We Throw the VAR out with the Bath Water?

2000 • 73 citations

Extracting the Expected Path of Monetary Policy From Futures Rates

2004 • 69 citations

Improving Federal-Funds Rate Forecasts in VAR Models Used for Policy Analysis

2001 • 62 citations

Real-Time Taylor Rules and the Federal Funds Futures Market

1998 • 61 citations

Predicting monetary policy with federal funds futures prices

2001 • 46 citations

Pre-Announcement Effects, News, and Volatility: Monetary Policy and the Stock Market

2000 • 12 citations