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A reassessment of monetary policy surprises and high-frequency identification

Bauer, Michael D.; Swanson, Eric T. - 2022

Persistent link: https://www.econbiz.de/10013161717

A reassessment of monetary policy surprises and high-frequency identification

Bauer, Michael D.; Swanson, Eric T. - In: NBER macroeconomics annual 37 (2023), pp. 87-155

Persistent link: https://www.econbiz.de/10014306137

An alternative explanation for the "Fed information effect"

Bauer, Michael D.; Swanson, Eric T. - In: American economic review 113 (2023) 3, pp. 664-700

Persistent link: https://www.econbiz.de/10014229964

Restrictions on risk prices in dynamic term structure models

Bauer, Michael D. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 196-211

Persistent link: https://www.econbiz.de/10011894602

Reprint: discussion of "monetary policy uncertainty and monetary policy surprises"

Swanson, Eric T. - In: Journal of international money and finance 114 (2021), pp. 1-3

Persistent link: https://www.econbiz.de/10012888405

The macroeconomic effects of the Federal Reserve's conventional and unconventional monetary policies

Swanson, Eric T. - In: IMF economic review 72 (2024) 3, pp. 1152-1184

Persistent link: https://www.econbiz.de/10015191826

The relative price and relative productivity channels for aggregate fluctuations

Swanson, Eric T. (contributor) - In: Contributions to macroeconomics 6 (2006) 1, pp. 1-39

Persistent link: https://www.econbiz.de/10003386048

Measuring the effects of unconventional monetary policy on asset prices

Swanson, Eric T. - 2015

Persistent link: https://www.econbiz.de/10011430142

Risk aversion, risk premia, and the labor margin with generalized recursive preferences

Swanson, Eric T. - In: Review of economic dynamics 28 (2018), pp. 290-321

Persistent link: https://www.econbiz.de/10012041480

The Macroeconomic Effects of the Federal Reserve's Conventional and Unconventional Monetary Policies

Swanson, Eric T. - National Bureau of Economic Research - 2023

I separately identify and estimate the effects of the Federal Reserve's federal funds rate, forward guidance, and large-scale asset purchase (LSAP) policies on the U.S. economy. I extend the high-frequency identification strategy of Bauer and Swanson (2023b) for monetary policy VARs by allowing...

Persistent link: https://www.econbiz.de/10014337836