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We examine the forecasting performance of a range of time-series models of the daily US effective federal funds (FF) rate recently proposed in the literature. We find that: (i) most of the models and… (More)
This paper tests the expectations hypothesis (EH) using US monthly data for bond yields spanning the 1952-2003 sample period and ranging in maturity from 1 month to 10 years. We apply the Lagrange… (More)
- Daniel Thornton
- 2001
It is widely believed that the Fed controls the overnight federal funds rate, and thereby other short-term interest rates, through open market operations.1 The Fed sells government securities,… (More)
- Daniel Thornton
- 2004
One of the more puzzling results in the expectations hypothesis (EH) testing literature is the Campbell-Shiller paradox. In an influential paper, Campbell and Shiller (1991) found that “the slope of… (More)
- Daniel Thornton
- 1996
The central banks of New Zealand, Canada, and the United Kingdom have recently decided to make price stability the overriding goal of monetary policy. Similar proposals in the United States have… (More)
- Rob Pickles, Daniel Thornton, Richard Feldman, A. A. Marques, Dennis L. Murray
- Global change biology
- 2013
Climate change likely will lead to increasingly favourable environmental conditions for many parasites. However, predictions regarding parasitism's impacts often fail to account for the likely… (More)
- Daniel Thornton, Dale Henderson, +4 authors Adrian R. Pagan
- 1998
Recently, there has been considerable interest in identifying the exogenous policy actions of the Fed and a number of identification methods have been proposed. This paper deals with one of these,… (More)
- Daniel Thornton
- 1996
ntil its February 1994 meeting, the Federal Open Market Committee (FOMC) followed the practice of announcing a “policy directive” approximately 45 days after the meeting in which it had been… (More)
- Michael J. Dueker, Daniel Thornton, Countercyclical Mark-Up
- 1997
Based on a switching-cost model, we examine empirically the hypotheses that bank loan mark-ups are countercycical and asymmetric in their responsiveness to recessionaly and expansionary impulses. The… (More)
- Yuvraj Agrawal, Daniel Thornton, Alan Phipps
- Burns : journal of the International Society for…
- 2009