Brian P. Sack - Central Bank Research Hub

Papers by year: All | 2011 | 2010 | 2008 | 2006 | 2005 | 2004 | 2003

Title Other author(s)

The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases

IJCB International Journal of Central Banking [View] (Paper: 11q1a1, 28.02.2011)

Large-Scale Asset Purchases by the Federal Reserve:Did They Work?

New York Fed Staff reports [View] (Paper: 441, 19.03.2010)

The TIPS Yield Curve and Inflation Compensation

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2008-05, 02.04.2008)

Macroeconomic Implications of Changes in the Term Premium

San Francisco Fed Working Papers [View] (Paper: 2006-46, 29.11.2006)

The U.S. Treasury Yield Curve: 1961 to the Present

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2006-28, 01.07.2006)

Market-Based Mesaures of Monetary Policy Expectations

San Francisco Fed Working Papers [View] (Paper: 2006-04, 16.02.2006)

Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements

IJCB International Journal of Central Banking [View] (Paper: 05q2a2, 20.05.2005)

JEL: E43, E52, E58, G14

Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2004-66, 10.12.2004)

Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2004-48, 15.09.2004)

JEL: E41, E42, E58, E61

Treasury Inflation-Indexed Debt: A Review of the U.S. Experience

New York Fed Economic policy review [View] (Paper: 0405sack, 01.06.2004)

JEL: E60, G10

The changing information content of market interest rates

Bank for International Settlements Quarterly Review [View] (Paper: 0206e, 01.01.2004)

Central Bank Talk: Does It Matter and Why?

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2003-55, 03.12.2003)

The Excess Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic Models

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2003-50, 18.11.2003)

Does Mortgage Hedging Amplify Movements in Long-term Interest Rates?

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2003-49, 30.09.2003)

The Effects of War Risk on U.S. Financial Markets

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2003-18, 06.06.2003)

Spillovers Across U.S. Financial Markets

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2003-13, 06.06.2003)

A Monetary Policy Rule Based on Treasury Yields

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2003-7, 12.03.2003)

Market-Based Measures of Monetary Policy Expectations

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2002-40, 05.02.2003)

The Impact of Monetary Policy on Asset Prices

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2002-4, 05.02.2003)

Interpreting the Significance of the Lagged Interest Rate in Estimated Monetary Policy Rules

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2002-24, 05.02.2003)

Extracting the Expected Path of Monetary Policy from Futures Rates

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2002-56, 05.02.2003)

Treasury Inflation-Indexed Debt: A Review of the U.S. Experience

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2002-32, 05.02.2003)

Papers by year: All | 2011 | 2010 | 2008 | 2006 | 2005 | 2004 | 2003