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Double inertia, Taylor rules, and monetary policy gradualism

Crawley, Edmund; Goodwin, William; Jacobson, Margaret M.; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015653234

Heaven or earth? : the evolving role of global shocks for domestic monetary policy

Forbes, Kristin; Ha, Jongrim; Kose, M. Ayhan - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015619058

Rising rates, rising risks? : Unpacking the U.S. stock market response to inflation and Fed Hikes (2015-2025)

Abid, Ihsen - 2025

This study investigates the dynamic relationship between key macroeconomic indicators, specifically inflation (CPI), the Federal Funds Rate, GDP growth, unemployment, and money supply, and U.S, stock market returns, represented by the S&P 500 index, over the period January 2015 to June 2025, The...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015548920

Forecasting federal fund rates with AI : LSTM, GRU, and large language model approaches

Chan-Lau, Jorge A.; Quach, Toan Long; Shi, Rui - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015453621

Policy rules and forward guidance following the Covid-19 recession

Papell, David H.; Prodan-Boul, Ruxandra - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015083937

Reserves were not so ample after all

Copeland, Adam; Duffie, Darrell; Yang, Yilin - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015359017

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Reserves Were Not So Ample After All

Copeland, Adam; Duffie, Darrell; Yang, Yilin - 2021

Book / Working Paper

Reserves Were Not So Ample After All

Copeland, Adam M.; Duffie, Darrell; Yang, Yilin (David) - 2021

Book / Working Paper

Expansionary federal monetary policy and U.S. banks' risk profiles during the COVID-19 pandemic-induced economic recession

Zheng, Maoyong; Escalante, Cesar - 2024

This study focuses on the pandemic phase when the U.S. economy dealt with significant economic recessionary pressures due to widespread, prolonged social mobility restraints. The Federal Open Market Committee (FOMC) promptly pursued expansionary policies, such as lowering the federal funds rate...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015334740

Banks and the State-Dependent Effects of Monetary Policy

Eichenbaum, Martin S.; Puglisi, Federico; Rebelo, Sérgio; … - 2025

We show that the response of banks' net interest margin (NIM) to monetary policy shocks is state dependent. Following a period of low (high) Federal Funds rates, a contractionary monetary policy shock leads to an increase (decrease) in NIM. Aggregate economic activity exhibits a similar...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015326516

Uncovering nonlinear dependencies in the treasury-funds rate spread : quantile-based explanation

Meng, Fanyu - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015419159

Local lending specialization and monetary policy

Casado, Alejandro; Martínez-Miera, David - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015175711

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Local lending specialization and monetary policy

Casado, Alejandro; Martinez-Miera, David - 2024

Book / Working Paper

How to get monetary policy back on track

Taylor, John B. - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015051735

The optimal supply of central bank reserves under uncertainty

Afonso, Gara; La Spada, Gabriele; Mertens, Thomas; … - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014480469

The optimal supply of central bank reserves under uncertainty

Afonso, Gara; La Spada, Gabriele; Mertens, Thomas; … - 2023 - Revised December 2023

This paper provides an analytically tractable theoretical framework to study the optimal supply of central bank reserves when the demand for reserves is uncertain and nonlinear. We fully characterize the optimal supply of central bank reserves and associated market equilibrium. We find that the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014426250

Do the effects of interest eate changes depend on inflation?

Christopulos, Dēmētrēs K.; McAdam, Peter; Tzavalis, Elias - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014468395

The European banks' role in the financial crisis of 2007-8 : a critical assessment

Lysandrou, Photis - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013372927

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The European Banks' Role in the Financial Crisis of 2007-8: A Critical Assessment

Lysandrou, Photis - 2022

Book / Working Paper

The European banks' role in the financial crisis of 2007-8 : a critical assessment

Lysandrou, Photis - 2022

Book / Working Paper

Decomposing LIBOR in transition : evidence from the futures markets

Skov, Jacob Bjerre; Skovmand, David - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014304406

The federal reserve’s market functioning purchases

Fleming, Michael J.; Liu, Haoyang; Podjasek, Rich; … - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013329805

The federal funds market, pre- and post-2008

Swanson, Eric T. - 2023

This chapter provides an overview of the federal funds market and how the equilibrium federal fund rate is determined. I devote particular attention to comparing and contrasting the federal funds market before and after 2008, since there were several dramatic changes around that time that...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014331059

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The Federal Funds Market, Pre- and Post-2008

Swanson, Eric T. - 2022

Book / Working Paper

Policy rules consistent with the FOMC's longer-run goals and monetary policy strategy

Papell, David H.; Prodan, Ruxandra - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014293770

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

Swanson, Eric T. - 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://ebvufind01.dmz1.zbw.eu/10014337836

Política monetária e mercados financeiros

Leão, Emanuel R.; Leão, Pedro Reis; Lagoa, Sérgio Chilra - 2023 - 4a edição, revista e atualizada

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014540554

The impacts of interest rate changes on US Midwest farmland values

Basha, Albulena; Zhang, Wendong; Hart, Chad E. - 2021

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012695603

Stablecoins versus traditional cryptocurrencies in response to interbank rates

Nguyen, Thach V. H.; Nguyen Vu Hong Thai; Thanh Cong Nguyen - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013553810

Estimating market index valuation from macroeconomic trends

Afify, Andrea; Roman, Hector Eduardo - 2021

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012591941

Central Bank Swap Arrangements in the COVID-19 Crisis

Aizenman, Joshua; Itō, Hiro; Pasricha, Gurnain Kaur - 2021

Facing acute strains in the offshore dollar funding markets during the COVID-19 crisis, the Federal Reserve (Fed) implemented measures to provide US dollar liquidity by reinforcing swap arrangements with five major central banks, reactivating them with nine other central banks and establishing a...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012496139

Monetary policy and asset valuation

Bianchi, Francesco; Lettau, Martin; Ludvigson, Sydney C. - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013190467

Interest Rate Volatility of the Federal Funds Rate: Response of the Bank Indonesia and its Impact on the Indonesian Economic Stability

Mukhlis, Imam; Hidayah, Isnawati; Retnasih, Nora Ria - 2020

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012217933

Systematic cojumps, market component portfolios and scheduled macroeconomic announcements

Kam Fong Chan; Bowman, Robert G.; Neely, Christopher J. - 2017

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011817903

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Systematic cojumps, market component portfolios and scheduled macroeconomic announcements

Kam Fong Chan; Bowman, Robert G.; Neely, Christopher J. - 2017 - This version: April 2017

Edition: This version: April 2017

Book / Working Paper

A new daily federal funds rate series and history of the federal funds market, 1928-1954

Anbil, Sriya; Carlson, Mark; Hanes, Christopher L.; … - 2020

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012306882

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A new daily federal funds rate series and history of the federal funds market, 1928-1954

Anbil, Sriya; Carlson, Mark; Hanes, Christopher L.; … - 2020

Book / Working Paper

A study on the impact of macroeconomic determinants on the non-performing assets of old private sector banks in India

Gokul Kumar, S. - 2021

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012990196

Interest rate volatility of the federal funds rate : response of the Bank Indonesia and its impact on the Indonesian economic stability

Mukhlis, Imam; Hidayah, Isnawati; Retnasih, Nora Ria - 2020

This research aims to analyse the response of the Bank Indonesia (BI rate) to the Indonesian economic stability. The data analysis is stationarity test, model stability test, lag determination, Structural Vector Autoregression (SVAR), Impulse Response Function (IRF), and Variance Decomposition...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012167214

Demand elasticity for deposit services at U.S. retail banks in high and low rate environments

Tanner, Noam; Zanzalari, Danielle; Manion, Mark; … - 2021

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015801196

The making of hawks and doves

Malmendier, Ulrike; Nagel, Stefan; Yan, Zhen - 2021

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012602686

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The making of hawks and doves

Malmendier, Ulrike; Nagel, Stefan; Yan, Zhen - 2020

Book / Working Paper

Monetary policy with opinionated markets

Caballero, Ricardo J.; Simsek, Alp - 2020

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012240532

Impact of a policy rate cut on bank profitability and financial stability

Hwang, Sunjoo - 2020

Concerns prevail that a policy rate cut could weaken bank profitability and trigger financial instability. However, banks can sustain relatively high net interest margins with little fluctuation despite a rate cut owing to their dominant position in the deposit market and ability to adjust loan...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012302246

Federal reserve chair communication sentiments' heterogeneity, personal characteristics, and their impact on target rate discovery

Arismendi Zambrano, Juan Carlos; Guidolin, Massimo; … - 2020

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012542371

Om gjennomslaget fra styringsrenten til bankenes renter : en analyse basert på gjennomsnittlige bankrenter og paneldata

Juelsrud, Ragnar Enger; Nordal, Kjell Bjørn; Winje, Hanna - 2020

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012320485

Predicting Federal Funds Rate Using Extreme Value Theory

Dey, Ashim Kumar; Das, Kumer Pial - 2020

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014591045

Monetary policy rate expectation and energy prices during the FOMC announcement period

Jang, Hyeonung; Seo, Byoung Ki - 2020

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012430739

When to ease off the brakes (and hopefully prevent recessions)

Hastings, Harold M.; Young-Taft, Tai; Wang, Thomas - 2019

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012142976

Policy language and information effects in the early days of federal reserve forward guidance

Lunsford, Kurt G. - 2020

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012430945

Firm debt covenants and the macroeconomy : the interest coverage channel

Greenwald, Daniel - 2019

Interest coverage covenants, which set a maximum ratio of interest payments to earnings, are among the most popular provisions in firm debt contracts. For affected firms, the amount of additional debt that can be issued without violating these covenants is highly sensitive to interest rates....

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012225155

Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2019

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012100515

Equal treatment under the Fed : interest on reserves, the federal funds rate, and the "Third Regime" of bank behavior

Dutkowsky, Donald H.; VanHoose, David D. - 2020

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012242403

What rule for the Federal Reserve? : forecast targeting

Svensson, Lars E. O. - 2020

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012621671

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What rule for the federal reserve? : forecast targeting

Svensson, Lars E. O. - 2019 - This version: August 2019

Edition: This version: August 2019

Book / Working Paper

What rule for the Federal Reserve? : forecast targeting

Svensson, Lars E. O. - 2017

Book / Working Paper

What Rule for the Federal Reserve? Forecast Targeting

Svensson, Lars E. O. - 2017

Book / Working Paper

What Rule for the Federal Reserve? Forecast Targeting

Svensson, Lars E.O. - 2017

Book / Working Paper

When to ease off the brakes (and hopefully prevent recessions)

Hastings, Harold M.; Young-Taft, Tai; Wang, Thomas - 2019

Increases in the federal funds rate aimed at stabilizing the economy have inevitably been followed by recessions. Recently, peaks in the federal funds rate have occurred 6-16 months before the start of recessions; reductions in interest rates apparently occurred too late to prevent those...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012006453