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Why are Long Rates Sensitive to Monetary Policy. (2004). Söderström, Ulf ; Ellingsen, Tore.
In: Working Papers.
RePEc:igi:igierp:256.

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Cited: 14

Citations received by this document

Cites: 14

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Cocites: 24

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Citations

Citations received by this document

  1. Fear of Forward Guidance. (2018). Isakov, Alex ; Gorlinsky, Oleg ; Grishin, Petr.
    In: Russian Journal of Money and Finance.
    RePEc:bkr:journl:v:77:y:2018:i:4:p:84-106.

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  2. Monetary Policy, the Tax Code, and the Real Effects of Energy Shocks. (2015). Keen, Benjamin ; Gavin, William ; Kydland, Finn.
    In: Review of Economic Dynamics.
    RePEc:red:issued:13-128.

    Full description at Econpapers || Download paper

  3. A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve. (2013). Kaminska, Iryna.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:75:y:2013:i:5:p:680-704.

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  4. U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure. (2012). Dungey, Mardi ; Claus, Edda.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:44:y:2012:i:7:p:1443-1453.

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  5. How unconventional are large-scale asset purchases? The impact of monetary policy on asset prices. (2012). Rosa, Carlo.
    In: Staff Reports.
    RePEc:fip:fednsr:560.

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  6. New Keynesian Macroeconomics and the Term Structure. (2010). Bekaert, Geert ; Moreno, Antonio ; Cho, Seong Hoon.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:42:y:2010:i:1:p:33-62.

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  7. Deflationary vs. Inflationary Expectations - A New-Keynesian Perspective with Heterogeneous Agents and Monetary Believes. (2009). Sauter, Oliver ; Geiger, Felix.
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
    RePEc:hoh:hohdip:312.

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  8. Efectos de las Emisión de Bonos del Banco Central Sobre las Tasas de Interés. (2009). Batarce, Marco .
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:551.

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  9. Incomplete Interest Rate Pass-Through and Optimal Monetary Policy. (2008). Kobayashi, Teruyoshi.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2008:q:3:a:4.

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  10. Monetary policy, taxes, and the business cycle. (2007). Pakko, Michael ; Kydland, Finn ; Gavin, William.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:54:y:2007:i:6:p:1587-1611.

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  11. Monetary policy, taxes and the business cycle. (2006). Pakko, Michael ; Kydland, Finn ; Gavin, William.
    In: Working Papers.
    RePEc:fip:fedlwp:2004-017.

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  12. Permanent and transitory policy shocks in an empirical macro model with asymmetric information. (2005). Tinsley, Peter ; Kozicki, Sharon.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:29:y:2005:i:11:p:1985-2015.

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  13. New-Keynesian Models and Monetary Policy: A Re-examination of the Stylized Facts. (2005). Vredin, Anders ; Söderström, Ulf ; Söderlind, Paul.
    In: Scandinavian Journal of Economics.
    RePEc:bla:scandj:v:107:y:2005:i:3:p:521-546.

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  14. On the Relationship Between Short- and Long-term Interest Rates-super-*. (2004). Kobayashi, Teruyoshi.
    In: International Finance.
    RePEc:bla:intfin:v:7:y:2004:i:2:p:261-286.

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References

References cited by this document

  1. Battellino, Ric, John Broadbent, and Philip Lowe, The implementation of monetary policy in Australia, in Implementation and Tactics of Monetary Policy, Bank for International Settlements, Basel, March 1997.

  2. Buttiglione, Luigi, Paolo Del Giovane, and Eugenio Gaiotti, Implementation of monetary policy in Italy: The role of repo operations and official rates, in Implementation and Tactics of Monetary Policy, Bank for International Settlements, Basel, March 1997.
    Paper not yet in RePEc: Add citation now
  3. Dennis, Richard, The policy preferences of the U.S. Federal Reserve, Working Paper No. 2001-08, Federal Reserve Bank of San Francisco, July 2001.

  4. Ellingsen, Tore and Ulf Soderstrom, Monetary policy and market interest rates, American Economic Review 91 (5), 15941607, December 2001.

  5. Evans, Charles L. and David A. Marshall, Monetary policy and the term structure of nominal interest rates: Evidence and theory, Carnegie-Rochester Conference Series on Public Policy 49 (1), 53111, November 1998.

  6. Faust, Jon, Eric Swanson, and Jonathan Wright, Does the Fed possess inside information about the economy? Manuscript, Board of Governors of the Federal Reserve System, June 2002.
    Paper not yet in RePEc: Add citation now
  7. Kuttner, Kenneth N., Monetary policy surprises and interest rates: Evidence from the fed funds futures market, Journal of Monetary Economics 47 (3), 523544, June 2001.

  8. Lindberg, Hans, Kerstin Mitlid, and Peter Sellin, Monetary tactics with an inflation target: The Swedish case, in Implementation and Tactics of Monetary Policy, Bank for International Settlements, Basel, March 1997.
    Paper not yet in RePEc: Add citation now
  9. Peek, Joe, Eric S. Rosengren, and Geoffrey M. B. Tootell, Is bank supervision central to central banking? Quarterly Journal of Economics 114 (2), 629655, May 1999.

  10. Peersman, Gert, Monetary policy and long term interest rates in Germany, Economics Letters 77 (2), 271277, October 2002.

  11. Rigobon, Roberto and Brian Sack, The impact of monetary policy on asset prices, Working Paper No. 8794, National Bureau of Economic Research, February 2002.

  12. Romer, Christina D. and David H. Romer, Federal Reserve information and the behavior of interest rates, American Economic Review 90 (3), 429457, June 2000.

  13. Rudebusch, Glenn D., Assessing nominal income rules for monetary policy with model and data uncertainty, Economic Journal 112 (479), 131, April 2002.

  14. Soderlind, Paul, Solution and estimation of RE macromodels with optimal policy, European Economic Review Papers and Proceedings 43 (46), 813823, April 1999.

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  1. Is the ECB already following albeit implicitly an average inflation targeting strategy?. (2022). , Abel ; Mota, Paulo R.
    In: Research in Economics.
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  3. Monetary Policy Under Uncertainty: Practice Versus Theory. (2017). Murchison, Stephen ; Mendes, Rhys ; Wilkins, Carolyn A.
    In: Discussion Papers.
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  4. Monetary Policy in a Markov-Switching VECM: Implications for the Cost of Disinflation in Ghana. (2017). Adu, Joseph ; Ayisi, Richard Kwabi.
    In: American Journal of Economics and Business Administration.
    RePEc:abk:jajeba:ajebasp.2016.53.61.

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  5. ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia. (2012). Kim, Jae ; Silvapulle, Param ; Rushdi, Mustabshira .
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  6. Explaining ECB and Fed interest rate correlation: Economic interdependence and optimal monetary policy. (2010). Mandler, Martin.
    In: MPRA Paper.
    RePEc:pra:mprapa:25929.

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  7. Explaining ECB and FED interest rate correlation: Economic interdependence and optimal monetary policy. (2010). Mandler, Martin.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201025.

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  8. ESTIMATING CORE INFLATION IN NORWAY. (2009). Di Dio, Fabio ; Felici, Francesco.
    In: Journal of Applied Economic Sciences.
    RePEc:ush:jaessh:v:4:y:2009:i:3(9)_fall2009:72.

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  9. A Microfounded Mechanism of Observed Substantial Inflation Persistence. (2008). Harashima, Taiji.
    In: MPRA Paper.
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  10. Inflation Target Transparency and the Macroeconomy. (2008). Söderström, Ulf ; Melecký, Martin ; Palenzuela, Diego Rodrguez ; Soderstrom, Ulf .
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  11. Hyperinflation, disinflation, deflation, etc.: A unified and micro-founded explanation for inflation. (2007). Harashima, Taiji.
    In: MPRA Paper.
    RePEc:pra:mprapa:3836.

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  12. The Cause of the Great Inflation: Interactions between the Government and the Monetary Policymakers. (2005). Harashima, Taiji.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0510026.

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  13. Asymmetric Monetary Policy in Australia. (2005). Sheen, Jeffrey ; Leu, Shawn.
    In: Working Papers.
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  14. Asymmetric Monetary Policy in Australia. (2005). Sheen, Jeffrey ; Leu, Shawn.
    In: Working Papers.
    RePEc:syd:wpaper:2123/7633.

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  15. An Investigation of the Impact of Interest Rates and Interest Rate Volatility on Australian Financial Sector Stock Return Distributions. (2005). faff, robert ; Hodgson, Allan ; Kremmer, Michael L.
    In: Journal of Business Finance & Accounting.
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  16. An Investigation of the Impact of Interest Rates and Interest Rate Volatility on Australian Financial Sector Stock Return Distributions. (2005). faff, robert ; Hodgson, Allan ; Kremmer, Michael L..
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  17. Modelling conditional heteroscedasticity and jumps in Australian short-term interest rates. (2005). Chan, Kam Fong.
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  18. Why are Long Rates Sensitive to Monetary Policy. (2004). Söderström, Ulf ; Ellingsen, Tore.
    In: Working Papers.
    RePEc:igi:igierp:256.

    Full description at Econpapers || Download paper

  19. Why Are Long Rates Sensitive to Monetary Policy?. (2004). Söderström, Ulf ; Ellingsen, Tore.
    In: Working Paper Series.
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  20. A Time-Varying Natural Rate for the Euro Area. (2004). Renne, Jean-Paul ; Mésonnier, Jean-Stéphane ; Mesonnier, J-S., ; Renne, J-P., .
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  21. Monetary Policy and Market Interest Rates. (2001). Söderström, Ulf ; Ellingsen, Tore.
    In: American Economic Review.
    RePEc:aea:aecrev:v:91:y:2001:i:5:p:1594-1607.

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  22. What Moves Yields in Australia?. (1998). Lewis, Eleanor ; Campbell, Frank.
    In: RBA Research Discussion Papers.
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  23. IMPLICATIONS OF NEW PAYMENTS TECHNOLOGY FOR MONETARY POLICY. (1998). AVRAM, KATHERINE .
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    RePEc:bla:econpa:v:17:y:1998:i:4:p:54-68.

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  24. The Smoothing of Official Interest Rates. (1997). Ellis, Luci ; Lowe, Philip.
    In: RBA Annual Conference Volume.
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