Author Page for Brian P. Sack

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

FRB of New York Staff Report No. 441

Number of pages: 43 Posted: 24 Mar 2010

Joseph Gagnon, Matthew Raskin, Julie Remache and Brian P. Sack

Peterson Institute, affiliation not provided to SSRN, Federal Reserve Banks - Federal Reserve Bank of New York and Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section

Downloads 1,853 (12,774)

Citation 65

Abstract:

2.

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

Number of pages: 43 Posted: 19 Dec 2004

Refet S. Gürkaynak, Brian P. Sack and Eric T. Swanson

Bilkent University - Department of Economics, Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and University of California, Irvine - Department of Economics

Downloads 1,727 (14,294)

Citation 224

Abstract:

3.

Measuring the Reaction of Monetary Policy to the Stock Market

Downloads 1,291 ( 22,187)

Citation 46

2

Measuring the Reaction of Monetary Policy to the Stock Market

Number of pages: 32 Posted: 11 Jun 2001

Roberto Rigobon and Brian P. Sack

Massachusetts Institute of Technology (MIT) - Sloan School of Management and Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section

Downloads 1,164 (25,438)

Citation 43

Abstract:

Measuring the Reaction of Monetary Policy to the Stock Market

NBER Working Paper No. w8350

Number of pages: 34 Posted: 28 Jun 2001 Last Revised: 27 Apr 2022

Brian P. Sack and Roberto Rigobon

Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 127 (308,462)

Citation 11

Abstract:

4.

Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment

Number of pages: 113 Posted: 20 Dec 2004

Ben S. Bernanke, Vincent R. Reinhart and Brian P. Sack

Board of Governors of the Federal Reserve System, American Enterprise Institute (AEI) and Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section

Downloads 1,112 (27,664)

Citation 154

Abstract:

5.

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

Downloads 871 ( 39,097)

Citation 31

2

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

Number of pages: 40 Posted: 16 Sep 2002

Brian P. Sack and Robert Elsasser

Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Federal Reserve Banks - Federal Reserve Bank of New York

Downloads 495 (80,415)

Citation 34

Abstract:

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

Economic Policy Review, Vol. 10, No. 1, May 2004

Number of pages: 17 Posted: 25 Aug 2005

Brian P. Sack and Robert Elsasser

Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Federal Reserve Banks - Federal Reserve Bank of New York

Downloads 376 (110,959)

Abstract:

6.

The Impact of Monetary Policy on Asset Prices

Downloads 778 ( 45,484)

Citation 168

2

The Impact of Monetary Policy on Asset Prices

Number of pages: 34 Posted: 31 Jan 2002

Brian P. Sack and Roberto Rigobon

Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 647 (57,245)

Citation 1

Abstract:

The Impact of Monetary Policy on Asset Prices

NBER Working Paper No. w8794

Number of pages: 40 Posted: 14 Feb 2002 Last Revised: 14 Jul 2022

Brian P. Sack and Roberto Rigobon

Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 131 (301,265)

Citation 13

Abstract:

7.

Deriving Inflation Expectations from Nominal and Inflation-Indexed Treasury Yields

Number of pages: 24 Posted: 21 Aug 2000

Brian P. Sack

Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section

Downloads 768 (46,257)

Citation 1

Abstract:

8.

Using Treasury Strips to Measure the Yield Curve

Number of pages: 35 Posted: 08 Nov 2000

Brian P. Sack

Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section

Downloads 682 (54,236)

Citation 12

Abstract:

9.

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

FEDS Working Paper No. 2006-28

Number of pages: 42 Posted: 25 Jul 2006

Refet S. Gürkaynak, Brian P. Sack and Jonathan H. Wright

Bilkent University - Department of Economics, Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Johns Hopkins University - Department of Economics

Downloads 558 (69,969)

Citation 380

Abstract:

10.

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

Number of pages: 19 Posted: 30 Nov 2003

Brian P. Sack and Roberto Perli

Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Board of Governors of the Federal Reserve System

Downloads 533 (74,123)

Citation 12

Abstract:

11.

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

Downloads 445 ( 92,099)

Citation 31

3

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

Number of pages: 16 Posted: 01 Apr 2003

Brian P. Sack and Roberto Rigobon

Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 260 (164,329)

Abstract:

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

Number of pages: 18 Posted: 19 Jun 2003

Brian P. Sack and Roberto Rigobon

Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 135 (294,497)

Citation 2

Abstract:

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

NBER Working Paper No. w9609

Number of pages: 16 Posted: 05 Apr 2003 Last Revised: 04 Apr 2022

Brian P. Sack and Roberto Rigobon

Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 50 (533,923)

Citation 5

Abstract:

12.

Macroeconomic Implications of Changes in the Term Premium

FRB of San Francisco Working Paper No. 2006-46

Number of pages: 48 Posted: 17 Aug 2007

Glenn D. Rudebusch, Brian P. Sack and Eric T. Swanson

Federal Reserve Bank of San Francisco, Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and University of California, Irvine - Department of Economics

Downloads 427 (96,635)

Citation 12

Abstract:

13.

The TIPS Yield Curve and Inflation Compensation

FEDS Working Paper No. 2008-05

Number of pages: 42 Posted: 15 Jan 2009

Refet S. Gürkaynak, Brian P. Sack and Jonathan H. Wright

Bilkent University - Department of Economics, Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Johns Hopkins University - Department of Economics

Downloads 409 (101,510)

Citation 72

Abstract:

14.

Interest-Rate Smoothing and Optimal Monetary Policy: A Review of Recent Empirical Evidence

Number of pages: 36 Posted: 12 Dec 1999

Brian P. Sack and Volker Wieland

Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and University of Frankfurt

Downloads 409 (101,510)

Citation 32

Abstract:

15.

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

Number of pages: 44 Posted: 09 Mar 2004

Refet S. Gürkaynak, Brian P. Sack and Eric T. Swanson

Bilkent University - Department of Economics, Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and University of California, Irvine - Department of Economics

Downloads 340 (125,059)

Citation 178

Abstract:

16.

Market-Based Measures of Monetary Policy Expectations

Federal Reserve Bank of San Francisco Working Paper No. 2006-04, FEDS Working paper 2002-40

Number of pages: 36 Posted: 25 Nov 2002

Refet S. Gürkaynak, Brian P. Sack and Eric T. Swanson

Bilkent University - Department of Economics, Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and University of California, Irvine - Department of Economics

Downloads 334 (127,431)

Citation 63

Abstract:

17.

Spillovers Across U.S. Financial Markets

Downloads 325 (131,144)

2

Spillovers Across U.S. Financial Markets

Number of pages: 30 Posted: 01 May 2003

Brian P. Sack and Roberto Rigobon

Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 285 (149,643)

Abstract:

Spillovers Across U.S. Financial Markets

NBER Working Paper No. w9640

Number of pages: 29 Posted: 25 Apr 2003 Last Revised: 07 May 2022

Brian P. Sack and Roberto Rigobon

Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 40 (584,978)

Abstract:

18.

Anticipations of Monetary Policy in Financial Markets

Number of pages: 38 Posted: 14 Jul 2001

Joe Lange, Brian P. Sack and William C. Whitesell

Cornerstone Research, Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Federal Reserve Board - Division of Monetary Affairs

Downloads 312 (136,781)

Citation 14

Abstract:

19.

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

Economic Policy Review, Vol. 17, No. 1, p. 41, May 2011

Number of pages: 19 Posted: 01 Nov 2011

Joseph Gagnon, Matthew Raskin, Julie Remache and Brian P. Sack

Peterson Institute, affiliation not provided to SSRN, Federal Reserve Banks - Federal Reserve Bank of New York and Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section

Downloads 262 (163,679)

Citation 255

Abstract:

20.

Central Bank Talk: Does it Matter and Why?

Number of pages: 38 Posted: 04 Jan 2004

Brian P. Sack and Donald L. Kohn

Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Board of Governors of the Federal Reserve

Downloads 259 (165,615)

Citation 30

Abstract:

21.

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

Number of pages: 27 Posted: 19 Jun 2002

William B. English, William R. Nelson and Brian P. Sack

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section

Downloads 244 (175,441)

Citation 31

Abstract:

22.

Extracting the Expected Path of Monetary Policy from Futures Rates

Number of pages: 33 Posted: 25 Mar 2003

Brian P. Sack

Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section

Downloads 198 (213,432)

Citation 13

Abstract:

23.

Uncertainty, Learning, and Gradual Monetary Policy

Number of pages: 34 Posted: 06 Sep 1998

Brian P. Sack

Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section

Downloads 197 (214,419)

Citation 24

Abstract:

24.

A Monetary Policy Rule Based on Nominal and Inflation-Indexed Treasury Yield

Number of pages: 16 Posted: 04 Jun 2003

Brian P. Sack

Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section

Downloads 141 (283,578)

Citation 1

Abstract:

25.

The Effects of Policy Guidance on Perceptions of the Fed's Reaction Function

FRB of New York Staff Report No. 652

Number of pages: 15 Posted: 17 Nov 2013

Katherine Femia, Steven Friedman and Brian P. Sack

Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section

Downloads 118 (323,883)

Citation 22

Abstract:

26.

Latent Policies: An Extended Example

Number of pages: 29 Posted: 19 Nov 1997

Richard J. Arnott, Brian P. Sack and Chong-En Bai

Boston College, Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and The University of Hong Kong - School of Economics and Finance

Downloads 39 (577,753)

Abstract:

27.

Inventories, Production Smoothing and the Shape of the Cost Function

Posted: 27 Dec 2004

Marzio Galeotti, Luigi Guiso, Luigi Guiso, Brian P. Sack and Fabio Schiantarelli

University of Milan - Department of Environmental Science and Policy (ESP), Einaudi Institute for Economics and FinanceEinaudi Institute for Economics and Finance (EIEF), Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Boston College - Department of Economics

Abstract:

28.

Does the Fed Act Gradually? A VAR Analysis

Mimeo

Posted: 09 Jan 1998

Brian P. Sack

Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section

Brian P. Sack

Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section

Economist

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Scholarly Papers (28)

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