|
2024
|
The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under
|
Journal of Finance
|
A
|
2
|
|
2024
|
Comment on “The long and variable lags of monetary policy: Evidence from disaggregated price indices” by S. Borağan Aruoba and Thomas Drechsel
|
Journal of Monetary Economics
|
A
|
1
|
|
2023
|
Refining set-identification in VARs through independence
|
Journal of Econometrics
|
A
|
2
|
|
2022
|
The Extent and Consequences of Federal Reserve Balance Sheet Shrinkage
|
Brookings Papers on Economic Activity
|
B
|
1
|
|
2022
|
Analyzing cross-validation for forecasting with structural instability
|
Journal of Econometrics
|
A
|
2
|
|
2021
|
Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates*
|
Quarterly Journal of Economics
|
S
|
3
|
|
2020
|
The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment
|
International Journal of Central Banking
|
B
|
3
|
|
2020
|
Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises
|
American Economic Review
|
S
|
3
|
|
2019
|
Some observations on forecasting and policy
|
International Journal of Forecasting
|
B
|
1
|
|
2019
|
Comment on “Measuring euro area monetary policy” by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto
|
Journal of Monetary Economics
|
A
|
1
|
|
2018
|
Unconventional Monetary Policy and International Risk Premia
|
Journal of Money, Credit, and Banking
|
B
|
3
|
|
2017
|
Forecasting With Model Uncertainty: Representations and Risk Reduction
|
Econometrica
|
S
|
2
|
|
2016
|
Options-Implied Probability Density Functions for Real Interest Rates
|
International Journal of Central Banking
|
B
|
1
|
|
2015
|
Weather-Adjusting Economic Data
|
Brookings Papers on Economic Activity
|
B
|
2
|
|
2015
|
Comment
|
Journal of Business & Economic Statistics
|
A
|
1
|
|
2014
|
Forecasting interest rates with shifting endpoints
|
Journal of Applied Econometrics
|
B
|
4
|
|
2014
|
What does monetary policy do at the zero lower bound?
|
Economic Policy
|
B
|
3
|
|
2014
|
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply
|
American Economic Review
|
S
|
1
|
|
2013
|
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
|
Review of Economics and Statistics
|
A
|
4
|
|
2013
|
REVERSE REGRESSIONS AND LONG‐HORIZON FORECASTING
|
Journal of Applied Econometrics
|
B
|
2
|
|
2013
|
Unseasonal Seasonals?
|
Brookings Papers on Economic Activity
|
B
|
1
|
|
2013
|
The economics of options-implied inflation probability density functions
|
Journal of Financial Economics
|
A
|
2
|
|
2013
|
EVALUATING REAL‐TIME VAR FORECASTS WITH AN INFORMATIVE DEMOCRATIC PRIOR
|
Journal of Applied Econometrics
|
B
|
1
|
|
2011
|
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset
|
American Economic Review
|
S
|
1
|
|
2011
|
Editors' Report 2011
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2011
|
Efficient Prediction of Excess Returns
|
Review of Economics and Statistics
|
A
|
2
|
|
2010
|
The TIPS Yield Curve and Inflation Compensation
|
American Economic Journal: Macroeconomics
|
A
|
3
|
|
2009
|
The high-frequency impact of news on long-term yields and forward rates: Is it real?
|
Journal of Monetary Economics
|
A
|
2
|
|
2009
|
Bond risk premia and realized jump risk
|
Journal of Banking & Finance
|
B
|
2
|
|
2008
|
Order flow and exchange rate dynamics in electronic brokerage system data
|
Journal of International Economics
|
A
|
5
|
|
2008
|
Efficient forecast tests for conditional policy forecasts
|
Journal of Econometrics
|
A
|
2
|
|
2008
|
Bayesian Model Averaging and exchange rate forecasts
|
Journal of Econometrics
|
A
|
1
|
|
2007
|
Cracking the Conundrum
|
Brookings Papers on Economic Activity
|
B
|
2
|
|
2007
|
The U.S. Treasury yield curve: 1961 to the present
|
Journal of Monetary Economics
|
A
|
3
|
|
2007
|
The high-frequency response of exchange rates and interest rates to macroeconomic announcements
|
Journal of Monetary Economics
|
A
|
4
|
|
2005
|
Uncovered interest parity: it works, but not for long
|
Journal of International Economics
|
A
|
2
|
|
2004
|
Identifying VARS based on high frequency futures data
|
Journal of Monetary Economics
|
A
|
3
|
|
2003
|
Exchange rate forecasting: the errors we've really made
|
Journal of International Economics
|
A
|
3
|
|
2003
|
DETECTING LACK OF IDENTIFICATION IN GMM
|
Econometric Theory
|
B
|
1
|
|
2001
|
High-Frequency Data, Frequency Domain Inference, And Volatility Forecasting
|
Review of Economics and Statistics
|
A
|
2
|
|
2000
|
Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data
|
Journal of Econometrics
|
A
|
2
|
|
1999
|
A New Test for Structural Stability Based on Recursive Residuals
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|
|
1999
|
THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL INTEGRATION
|
Econometric Theory
|
B
|
1
|
|
1999
|
Frequency domain inference for univariate impulse responses
|
Economics Letters
|
C
|
1
|
|
1999
|
A new estimator of the fractionally integrated stochastic volatility model
|
Economics Letters
|
C
|
1
|
|
1999
|
Testing for a unit root in the volatility of asset returns
|
Journal of Applied Econometrics
|
B
|
1
|
|
1997
|
The Limiting Distribution of Post-sample Stability Tests for GMM Estimation When the Potential Break Date Is Unknown.
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|
|
1996
|
Structural stability tests in the linear regression model when the regressors have roots local to unity
|
Economics Letters
|
C
|
1
|
|
1995
|
HERMIN Ireland
|
Economic Modeling
|
C
|
3
|
|
1993
|
The CUSUM test based on least squares residuals in regressions with integrated variables
|
Economics Letters
|
C
|
1
|