Search Results

SORT BY: PREVIOUS / NEXT
Author:Thornton, Daniel L. 

Journal Article
Solving the 1980s' velocity puzzle: a progress report

Review , Issue Aug , Pages 5-23

Working Paper
Resolving the unbiasedness and forward premium puzzles

There are two unresolved puzzles in the empirical foreign exchange literature. The first is the finding that tests of forward rate unbiasedness using the forward rate and forward premium equations yield markedly different conclusions. A companion puzzle - the forward premium puzzle - is the fact that the forward premium incorrectly predicts the direction of the subsequent change in the spot rate, which implies a massive rejection of uncovered interest parity. This paper resolves both puzzles.
Working Papers , Paper 2007-014

Journal Article
The golden dollar: the early evidence

Monetary Trends , Issue Dec

Journal Article
How robust are the policy conclusions of the St. Louis equation?: some further evidence

Review , Volume 66 , Issue Jun

Journal Article
Alternative measures of the monetary base: what are the differences and are they important?

Review , Issue Nov , Pages 19-35

Journal Article
The U.S. deficit/debt problem: a longer-run perspective

The U.S. national debt now exceeds 100 percent of gross domestic product. Given that a significant amount of this debt is the result of governmental efforts to mitigate the effects of the financial crisis, the recession, and the anemic recovery, it is tempting to think that the debt problem is a recent phenomenon. This article shows that the United States was on a collision course with a major debt problem for nearly four decades before the financial crisis. In particular, the debt problem began around 1970 when the government decided to significantly increase spending without a corresponding ...
Review , Issue Nov , Pages 441-456

Journal Article
M1 or M2: which is the better monetary target?

Review , Volume 65 , Issue Jun

Working Paper
Predictions of short-term rates and the expectations hypothesis

Despite its role in monetary policy and finance, the expectations hypothesis (EH) of the term structure of interest rates has received virtually no empirical support. The empirical failure of the EH was attributed to a variety of econometric biases associated with the single-equation models most often used to test it, although no bias seems to account for the extent and magnitude of the failure. This paper analyzes the EH by focusing on the predictability of the short-term rate. This is done by comparing h-month ahead forecasts for the 1- and 3-month Treasury bill yields implied by the EH ...
Working Papers , Paper 2010-013

Journal Article
The borrowed-reserves operating procedures: theory and evidence

Review , Issue Jan , Pages 30-54

Journal Article
An extended series of divisia monetary aggregates

Review , Issue Nov , Pages 35-52

FILTER BY year

FILTER BY Bank

FILTER BY Series

Working Papers 66 items

Review 59 items

Economic Synopses 38 items

Monetary Trends 23 items

National Economic Trends 5 items

Proceedings 2 items

show more (1)

FILTER BY Content Type

FILTER BY Author

FILTER BY Jel Classification

E43 3 items

E52 3 items

E58 2 items

E44 1 items

E47 1 items

E61 1 items

show more (3)

FILTER BY Keywords

Monetary policy 61 items

Interest rates 26 items

Federal funds rate 21 items

Federal Open Market Committee 20 items

Inflation (Finance) 14 items

Monetary policy - United States 14 items

show more (92)

PREVIOUS / NEXT