Matches in SemOpenAlex for { <https://semopenalex.org/work/W2220247977> ?p ?o ?g. }
Showing items 1 to 84 of
84
with 100 items per page.
- W2220247977 abstract "I employ a sign-identified vector autoregression (VAR) in foreign Treasury purchases and factors of the yield curve to estimate the dynamic impacts of foreign Treasury purchases on Treasury yields. Although a growing literature studies this question, it does not adequately address the endogeneity of foreign Treasury purchases to yields; not only can purchases affect yields, but yields can affect purchases. I achieve identification using sign identification and estimate effects which are larger than in most of the existing literature, but which roughly match results from event studies. This fact suggests that I successfully overcome endogeneity. Additionally, I decompose the behavior of long rates into the responses of term premia and expected future short rates. Following foreign Treasury purchases, term premia persistently and substantially decline while short rates rise with a substantial lag. This suggests that the Federal Reserve tightens policy in response to foreign purchases, but still allows a loosening of credit conditions." @default.
- W2220247977 created "2016-06-24" @default.
- W2220247977 creator A5009813930 @default.
- W2220247977 date "2014-01-01" @default.
- W2220247977 modified "2023-09-27" @default.
- W2220247977 title "Foreign Treasury Purchases and the Yield Curve: Evidence from a Sign-Identified Vector Autoregression" @default.
- W2220247977 cites W1852024677 @default.
- W2220247977 cites W1978385283 @default.
- W2220247977 cites W1982029994 @default.
- W2220247977 cites W1986555661 @default.
- W2220247977 cites W2009127824 @default.
- W2220247977 cites W2020958936 @default.
- W2220247977 cites W2064376073 @default.
- W2220247977 cites W2135860498 @default.
- W2220247977 cites W2165919262 @default.
- W2220247977 cites W2766201380 @default.
- W2220247977 cites W2971660310 @default.
- W2220247977 cites W3122384573 @default.
- W2220247977 cites W3122936567 @default.
- W2220247977 cites W3123099833 @default.
- W2220247977 cites W3124016198 @default.
- W2220247977 cites W3125814008 @default.
- W2220247977 doi "https://doi.org/10.2139/ssrn.2534430" @default.
- W2220247977 hasPublicationYear "2014" @default.
- W2220247977 type Work @default.
- W2220247977 sameAs 2220247977 @default.
- W2220247977 citedByCount "0" @default.
- W2220247977 crossrefType "journal-article" @default.
- W2220247977 hasAuthorship W2220247977A5009813930 @default.
- W2220247977 hasConcept C106159729 @default.
- W2220247977 hasConcept C133029050 @default.
- W2220247977 hasConcept C134306372 @default.
- W2220247977 hasConcept C139676723 @default.
- W2220247977 hasConcept C149782125 @default.
- W2220247977 hasConcept C162324750 @default.
- W2220247977 hasConcept C166957645 @default.
- W2220247977 hasConcept C175025494 @default.
- W2220247977 hasConcept C176230804 @default.
- W2220247977 hasConcept C205649164 @default.
- W2220247977 hasConcept C2780889827 @default.
- W2220247977 hasConcept C33923547 @default.
- W2220247977 hasConcept C556758197 @default.
- W2220247977 hasConcept C610760 @default.
- W2220247977 hasConceptScore W2220247977C106159729 @default.
- W2220247977 hasConceptScore W2220247977C133029050 @default.
- W2220247977 hasConceptScore W2220247977C134306372 @default.
- W2220247977 hasConceptScore W2220247977C139676723 @default.
- W2220247977 hasConceptScore W2220247977C149782125 @default.
- W2220247977 hasConceptScore W2220247977C162324750 @default.
- W2220247977 hasConceptScore W2220247977C166957645 @default.
- W2220247977 hasConceptScore W2220247977C175025494 @default.
- W2220247977 hasConceptScore W2220247977C176230804 @default.
- W2220247977 hasConceptScore W2220247977C205649164 @default.
- W2220247977 hasConceptScore W2220247977C2780889827 @default.
- W2220247977 hasConceptScore W2220247977C33923547 @default.
- W2220247977 hasConceptScore W2220247977C556758197 @default.
- W2220247977 hasConceptScore W2220247977C610760 @default.
- W2220247977 hasLocation W22202479771 @default.
- W2220247977 hasOpenAccess W2220247977 @default.
- W2220247977 hasPrimaryLocation W22202479771 @default.
- W2220247977 hasRelatedWork W1604282252 @default.
- W2220247977 hasRelatedWork W1928045384 @default.
- W2220247977 hasRelatedWork W2003189093 @default.
- W2220247977 hasRelatedWork W2031238159 @default.
- W2220247977 hasRelatedWork W2148084920 @default.
- W2220247977 hasRelatedWork W2625416412 @default.
- W2220247977 hasRelatedWork W2779176470 @default.
- W2220247977 hasRelatedWork W2899571827 @default.
- W2220247977 hasRelatedWork W3010122167 @default.
- W2220247977 hasRelatedWork W3112064616 @default.
- W2220247977 hasRelatedWork W3124286353 @default.
- W2220247977 hasRelatedWork W3124701429 @default.
- W2220247977 hasRelatedWork W3125486085 @default.
- W2220247977 hasRelatedWork W3125935308 @default.
- W2220247977 hasRelatedWork W3125955580 @default.
- W2220247977 hasRelatedWork W3126007476 @default.
- W2220247977 hasRelatedWork W3153492465 @default.
- W2220247977 hasRelatedWork W3198524459 @default.
- W2220247977 hasRelatedWork W3122050644 @default.
- W2220247977 hasRelatedWork W3122846458 @default.
- W2220247977 isParatext "false" @default.
- W2220247977 isRetracted "false" @default.
- W2220247977 magId "2220247977" @default.
- W2220247977 workType "article" @default.