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Daniel Thornton

Institution: Unknown

Primary Field: Macro (weighted toward more recent publications)

First Publication: 1980

Most Recent: 2021

RePEc ID: pth2 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.00 1.01 1.01 35%
Last 10 Years 0.00 0.00 3.03 2.02 5.05 72%
All Time 0.00 14.80 16.48 9.08 40.36 97%

Publication Statistics

Raw Publications 30
Coauthorship-Adjusted Count 42.05

Publications (30)

Year Article Journal Tier Authors
2021 The financial crisis: what caused it and when and why it ended Applied Economics C 1
2018 Predictions of short-term rates and the expectations hypothesis International Journal of Forecasting B 2
2018 Greenspan's Conundrum and the Fed's Ability to Affect Long‐Term Yields Journal of Money, Credit, and Banking B 1
2017 Effectiveness of QE: An assessment of event-study evidence Journal of Macroeconomics C 1
2016 Guest editor's introduction: What monetary policy can and cannot do Journal of Macroeconomics C 1
2014 The identification of the response of interest rates to monetary policy actions using market-based measures of monetary policy shocks Oxford Economic Papers C 1
2014 Monetary policy: Why money matters (and interest rates don’t) Journal of Macroeconomics C 1
2013 The effect of underreporting on LIBOR rates Journal of Macroeconomics C 2
2012 The Phillips curve and US monetary policy: what the FOMC transcripts tell us Oxford Economic Papers C 2
2012 Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective The Review of Financial Studies A 2
2008 The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value Journal of Financial Economics A 3
2007 What's Unique About the Federal Funds Rate? Evidence from a Spectral Perspective* Oxford Bulletin of Economics and Statistics B 3
2007 The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields Journal of Financial and Quantitative Analysis B 3
2005 Tests of the expectations hypothesis: Resolving the anomalies when the short-term rate is the federal funds rate Journal of Banking & Finance B 1
2004 A note on the expectations hypothesis at the founding of the Fed Journal of Banking & Finance B 2
2004 The Fed and short-term rates: Is it open market operations, open mouth operations or interest rate smoothing? Journal of Banking & Finance B 1
2003 The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation Journal of Banking & Finance B 2
2003 Monetary policy transparency: transparent about what? The Manchester School C 1
2001 The Federal Reserve's operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect Journal of Banking & Finance B 1
1989 The effect of unanticipated money on the money and foreign exchange markets Journal of International Money and Finance B 1
1988 On the informational content of spot and forward exchange rates Journal of International Money and Finance B 2
1987 A note on the efficiency of the cochrane-orcutt estimator of the ar(1) regression model Journal of Econometrics A 1
1986 Price Expectations and the Demand for Money: A Comment. Review of Economics and Statistics A 2
1985 Monetary anticipations and the demand for money: Reply to MacKinnon and Milbourne Journal of Monetary Economics A 3
1985 The Andersen-Jordan equation revisited Journal of Macroeconomics C 2
1984 Discount rate changes and the foreign exchange market Journal of International Money and Finance B 2
1984 The government budget constraint with endogenous money Journal of Macroeconomics C 1
1983 Money, net wealth, and the real-balance effect Journal of Macroeconomics C 1
1982 Maximum Likelihood Estimates of a Partial Adjustment-Adaptive Expectations Model of the Demand for Money. Review of Economics and Statistics A 1
1980 The empirical significance of the real balance effect Journal of Macroeconomics C 2