OpenAlex topic

Monetary Policy and Economic Impact

This page lists works and academicians tagged with an OpenAlex topic. It is not a YÖKSİS primary or secondary field.

OpenAlex 7,305 works 1,129 author topics

Works

7,305 works

Better to give than to receive Predictive directional measurement ofvolatility spillovers 2012
YÖKSİS SJR Q1 JCR Q2 OpenAlex top 1% OpenAlex 100.0%
No abstract yet.
- KAMİL YILMAZ
The US Treasury yield curve: 1961 to the present 2007
YÖKSİS SJR Q1 JCR Q1 OpenAlex top 1% OpenAlex 99.7%
No abstract yet.
- REFET SOYKAN GÜRKAYNAK
The sensitivity of long-term interest rates to economic news: Evidence and implications for macroeconomic models 2005
YÖKSİS SJR Q1 JCR Q1 OpenAlex top 1% OpenAlex 99.9%
The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models by Refet S. Gürkaynak, Brian Sack and Eric Swanson. Published in volume 95, issue 1, pages 425-436 of American Economic Review, March 2005
- REFET SOYKAN GÜRKAYNAK
Stock market seasonality 1983
OpenAlex top 10% OpenAlex 98.1%
No abstract yet.
Testing for Granger causality in heterogeneous mixed panels 2011
YÖKSİS SJR Q2 JCR Q3 OpenAlex top 10% OpenAlex 93.5%
No abstract yet.
- NEZİR KÖSE
Testing for Granger causality in heterogeneous mixed panels 2011
YÖKSİS SJR Q2 JCR Q3 OpenAlex top 10% OpenAlex 93.5%
No abstract yet.
- FURKAN EMİRMAHMUTOĞLU
Measuring euro area monetary policy 2019
YÖKSİS SJR Q1 JCR Q1 OpenAlex top 1% OpenAlex 100.0%
We map ECB policy communication into yield curve changes and study the information flow on policy dates. A byproduct is the publicly available Euro Area Monetary Policy Event-Study Database (EA-MPD), containing intraday asset price changes. We find that Policy Target, Forward Guidance and Quantitative Easing factors c…
- REFET SOYKAN GÜRKAYNAK
Market-based measures of monetary policy expectations 2007
YÖKSİS SJR Q1 JCR Q1 OpenAlex top 1% OpenAlex 99.6%
A number of recent articles have used different financial market instruments to measure near-term expectations of the federal funds rate and the high-frequency changes in these instruments around Federal Open Market Committee announcements to measure monetary policy shocks. This article evaluates the empirical success…
- REFET SOYKAN GÜRKAYNAK
The TIPS Yield Curve and Inflation Compensation 2010
YÖKSİS SJR Q1 JCR Q4 OpenAlex top 1% OpenAlex 99.3%
For over ten years, the Treasury has issued index-linked debt. This paper describes the methodology for fitting a smoothed yield curve to these securities that is used at the Federal Reserve Board every day, and makes the estimates public. Comparison with the corresponding nominal yield curve allows measures of inflat…
- REFET SOYKAN GÜRKAYNAK
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test 2016
OpenAlex top 1% OpenAlex 99.7%
No abstract yet.
Macroeconomics and the Term Structure 2012
YÖKSİS SJR Q1 JCR Q1 OpenAlex top 1% OpenAlex 99.6%
This paper provides an overview of the analysis of the term structure of interest rates with a special emphasis on recent developments at the intersection of macroeconomics and finance. The topic is important to investors and also to policymakers, who wish to extract macroeconomic expectations from longer-term interes…
- REFET SOYKAN GÜRKAYNAK
Professional Expectations: Accuracy and Diagnosis of Errors 1984
OpenAlex top 1% OpenAlex 99.5%
The purpose of this paper is to analyze the errors made by professional forecasters (analysts) in estimating earnings per share for a large number of firms over a number of years. We have demonstrated in a previous paper that consensus (average) estimates of earnings per share play a key role in share price determinat…

Academicians

1,129 academicians