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A note on the expectations hypothesis at the founding of the Fed

Kool, Clemens J.M.; Thornton, Daniel L. - In: Journal of banking & finance 28 (2004) 12, pp. 3055-3068

Persistent link: https://www.econbiz.de/10005882378

Stock prices, inflation and real activity: a test of the Fama hypothesis, 1920-84

Kool, Clemens J.M.; Hafer, R.W. - Federal Reserve Bank of St. Louis - 1988

Also called: Inflation and stock prices: a long term view

Persistent link: https://www.econbiz.de/10005352770

Comparing Multi-State Kalman Filter and ARIMA forecasts: an application to the money multiplier

Hafer, R. W.; Hein, Scott E.; Kool, Clemens J.M. - Federal Reserve Bank of St. Louis - 1985

This paper derives one-month ahead forecasts of the money (M I) multiplier using the Multi-State Kalman Filter and Box-Jenkins ARIMA methods. A comparison of the forecasts far the period 1980-82 reveals that the Multi-State Kalman Filter procedure was generally superior to the ARIMA procedure In...

Persistent link: https://www.econbiz.de/10005360619

Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates

Thornton, Daniel L. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002115886

Monetary policy transparency : transparent about what?

Thornton, Daniel L. (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001974807

Tests of the expectations hypothesis : resolving the Campbell-Shiller paradox

Thornton, Daniel L. (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001982928

When did the FOMC begin targeting the federal funds rate? : What the verbatim transcripts tell us

Thornton, Daniel L. (contributor) - 2004 - [Elektronische Ressource],

Persistent link: https://www.econbiz.de/10002496906

A new federal funds rate target series : september 27, 1982 - december 31, 1993

Thornton, Daniel L. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003342430

Testing the expectations hypothesis : some new evidence for Japan

Thornton, Daniel L. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001986701

The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation

Sarno, Lucio; Thornton, Daniel L. - Federal Reserve Bank of St. Louis - 2002

This article examines the dynamic relationship between two key U.S. money market interest rates - the federal funds rate and the 3-month Treasury bill rate. Using daily data over the period 1974 to 1999, we find a long-run relationship between these two rates that is remarkably stable across...

Persistent link: https://www.econbiz.de/10005490888