Similar Search Results

Do Federal Reserve policy surprises reveal superior information about economy?

Faust, Jon (contributor); Swanson, Eric T. (contributor); … - In: Contributions to macroeconomics 4 (2004) 1

Persistent link: https://www.econbiz.de/10002388587

Credit spreads as predictors of real-time economic activity : a Bayesian model-averaging approach

Faust, Jon; Gilchrist, Simon; Wright, Jonathan H.; … - 2011

Persistent link: https://www.econbiz.de/10008839764

Risk premia in the 8:30 economy

Faust, Jon; Wright, Jonathan H. - In: The quarterly journal of finance 8 (2018) 3, pp. 1-19

Persistent link: https://www.econbiz.de/10011922029

What does monetary policy do to long-term interest rates at the zero lower bound?

Wright, Jonathan H. - 2011

Persistent link: https://www.econbiz.de/10009160435

Comment on "Measuring euro area monetary policy" by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto

Wright, Jonathan H. - In: Journal of monetary economics 108 (2019), pp. 180-184

Persistent link: https://www.econbiz.de/10012267241

Forward-looking estimates of interest-rate distributions

Wright, Jonathan H. - In: Annual review of financial economics 9 (2017), pp. 333-351

Persistent link: https://www.econbiz.de/10011910883

Some observations on forecasting and policy

Wright, Jonathan H. - In: International journal of forecasting 35 (2019) 3, pp. 1186-1192

Persistent link: https://www.econbiz.de/10012305245

Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy?

Faust, Jon; Swanson, Eric; Wright, Jonathan - In: Contributions to Macroeconomics 4 (2004) 1, pp. 1246-1246

A number of recent papers have hypothesized that the Federal Reserve possesses information about the course of inflation and output that is unknown to the private sector, and that policy actions by the Federal Reserve convey some of this superior information. We conduct two tests of this...

Persistent link: https://www.econbiz.de/10005751485

Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data

Faust, Jon; Rogers, John H.; Swanson, Eric T.; Wright, … - National Bureau of Economic Research (NBER) - 2003

This paper proposes a new approach to identifying the effects of monetary policy shocks in an international vector autoregression. Using high-frequency data on the prices of Fed Funds futures contracts, we measure the impact of the surprise component of the FOMC-day Federal Reserve policy...

Persistent link: https://www.econbiz.de/10005049761

Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data

Faust, Jon; Rogers, John H.; Swanson, Eric; Wright, … - In: Journal of the European Economic Association 1 (2003) 5, pp. 1031-1057

Persistent link: https://www.econbiz.de/10005737300