| Publications |
| “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). |