The fed and interest rates - A high-frequency identification

被引：193

作者：

Cochrane, JH

Piazzesi, M

机构：

[1] Univ Chicago, Grad Sch Business, Chicago, IL 60637 USA

[2] NBER, Cambridge, MA 02138 USA

[3] Univ Calif Los Angeles, Anderson Grad Sch Management, Los Angeles, CA 90095 USA

来源：

关键词：

D O I：

10.1257/000282802320189069

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

[No abstract available]

引用

页码：90 / 95

页数：6

共 7 条

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[3] COCHRANE JH, 1989, J BUS ECON STAT, V7, P75
[4] ELLINGSEN T, 2000, 56 SVER RIKSB
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[J]. CARNEGIE - ROCHESTER CONFERENCE SERIES ON PUBLIC POLICY, VOL 49 - DECEMBER 1998, 1998, 49 : 53 - 111
[6] PIAZZESI M, 2001, NATL BUREAU EC RES W, V8246
[7] Do measures of monetary policy in a VAR make sense?
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[J]. INTERNATIONAL ECONOMIC REVIEW, 1998, 39 (04) : 907 - 931