papers, data, and programs

“Macroeconomics and the Term Structure.” (with Jonathan Wright)
Journal of Economic Literature, forthcoming.
(Working Paper, CEPR DP, Bond Yields: The Movie)
“How Useful Are Estimated DSGE Model Forecasts for Central Bankers?” (with Rochelle Edge)
Brookings Papers on Economic Activity, Fall 2010, 209-244.
(Working Paper, CEPR DP, Data and Programs)
“The Convergence and Anchoring of Yield Curves in The Euro Area” (with Michael Ehrmann, Marcel Fratzscher and Eric Swanson).
Review of Economics and Statistics 93(1), February 2011, 350–364.
(ECB working paper)
“Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the U.S., U.K., and Sweden.” (with Andrew Levin and Eric Swanson)
Journal of the European Economic Association 8(6), December 2010, 1208–1242.
(Working paper)
"The TIPS Yield Curve and Inflation Compensation." (with Brian Sack and Jonathan Wright)
American Economic Journal: Macroeconomics 2(1), January 2010, 70-92.
(FEDS working paper, daily US TIPS yield curve data)
The U.S. Treasury Yield Curve: 1961 to the Present.” (with Brian Sack and Jonathan Wright)
Journal of Monetary Economics 54(8), November 2007, 2291-2304.
(FEDS working paper, daily US yield curve data)
Econometric Tests of Asset Price Bubbles: Taking Stock.
Journal of Economic Surveys 22(1), February 2008, 166-186.
(Latest working paper, older FEDS working paper)
Market-Based Measures of Monetary Policy Expectations.” (with Brian Sack and Eric Swanson)
Journal of Business and Economic Statistics 25(2), April 2007, 201-12.
(Latest working paper, older FEDS working paper, data and programs)
“Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk.” (with Justin Wolfers)
NBER International Seminar on Macroeconomics 2005 (2), 2007, 11-50.
(Working paper, NBER working paper, data and programs)
Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements” (with Brian Sack and Eric Swanson)
International Journal of Central Banking 1(1), May 2005, 55-93.
(FEDS working paper, data and programs)
The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models” (with Brian Sack and Eric Swanson)
American Economic Review 95(1), March 2005, 425-36.
(Longer FEDS working paper)
Is Growth Exogenous? Taking Mankiw, Romer, and Weil Seriously” (with Ben Bernanke)
NBER Macroeconomics Annual 16, 2001, 11-57.
(NBER working paper, data and programs)
Working Papers
“Using Federal Funds Futures for Monetary Policy Analysis.”
(FEDS working paper, Data and programs)
Work in Progress
“Market Perceptions of Monetary Policy Spillovers” (with Jonathan Wright).
“Leverage of Financial Intermediaries and Cyclical Fluctuations” (with Burcin Kisacikoglu).

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