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 1,328 (13,710)

Citation 45

Abstract:

2.

Measuring the Reaction of Monetary Policy to the Stock Market

Downloads 1,194 ( 16,157)

Citation 92

2

Measuring the Reaction of Monetary Policy to the Stock Market

FEDS Working Paper No. 2001-14

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 1,104 (17,851)

Citation 92

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: 20 Aug 2001

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 90 (279,936)

Citation 92

Abstract:

3.

Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment

FEDS Working Paper No. 2004-48

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 984 (21,601)

Citation 107

Abstract:

4.

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

FEDS Working Paper No. 2004-66

Number of pages: 43 Posted: 19 Dec 2004

Refet S. Gurkaynak, 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 889 (25,087)

Citation 73

Abstract:

5.

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

Downloads 775 ( 30,354)

Citation 31

2

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

FEDS Working Paper No. 2002-32

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 478 (56,625)

Citation 31

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 297 (99,127)

Citation 31

Abstract:

6.

Deriving Inflation Expectations from Nominal and Inflation-Indexed Treasury Yields

FEDS Working Paper No. 2000-33

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 738 (32,465)

Citation 10

Abstract:

7.

The Impact of Monetary Policy on Asset Prices

Downloads 702 ( 34,708)

Citation 124

2

The Impact of Monetary Policy on Asset Prices

FEDS Working Paper No. 2002-04

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 614 (40,928)

Citation 123

Abstract:

The Impact of Monetary Policy on Asset Prices

NBER Working Paper No. w8794

Number of pages: 40 Posted: 14 Feb 2002 Last Revised: 26 Oct 2010

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 88 (284,027)

Citation 124

Abstract:

8.

Using Treasury Strips to Measure the Yield Curve

FEDS Working Paper No. 2000-42

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 620 (41,022)

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. Gurkaynak, 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 437 (63,915)

Citation 121

Abstract:

10.

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

FEDS Working Paper No. 2003-49

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 Federal Reserve Board - Monetary Affairs

Downloads 413 (68,410)

Citation 16

Abstract:

11.

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

Downloads 412 ( 68,615)

Citation 16

3

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

MIT Sloan Working Paper No. 4417-03

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 251 (118,562)

Citation 16

Abstract:

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

FEDS Working Paper No. 2003-18

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 120 (229,051)

Citation 16

Abstract:

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

NBER Working Paper No. w9609

Number of pages: 16 Posted: 05 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 41 (419,586)

Citation 16

Abstract:

12.

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

FEDS Working Paper No. 99-39

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 395 (72,170)

Citation 73

Abstract:

13.

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 371 (77,600)

Citation 30

Abstract:

14.

The TIPS Yield Curve and Inflation Compensation

FEDS Working Paper No. 2008-05

Number of pages: 42 Posted: 15 Jan 2009

Refet S. Gurkaynak, 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 356 (81,428)

Citation 34

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. Gurkaynak, 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 305 (96,815)

Citation 106

Abstract:

16.

Spillovers Across U.S. Financial Markets

Downloads 305 ( 96,815)

Citation 15

2

Spillovers Across U.S. Financial Markets

MIT Sloan Working Paper No. 4304-03; FEDS Working Paper No. 2003-13

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 273 (108,609)

Citation 15

Abstract:

Spillovers Across U.S. Financial Markets

NBER Working Paper No. w9640

Number of pages: 29 Posted: 25 Apr 2003 Last Revised: 04 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 32 (458,644)

Citation 15

Abstract:

17.

Anticipations of Monetary Policy in Financial Markets

FEDS Working Paper No. 2001-24

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 300 (98,538)

Citation 47

Abstract:

18.

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. Gurkaynak, 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 288 (103,049)

Citation 65

Abstract:

19.

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

FEDS Working Paper No. 2002-24

Number of pages: 27 Posted: 19 Jun 2002

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

Government of the United States of America - Division of Monetary Affairs, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section

Downloads 228 (131,124)

Citation 58

Abstract:

20.

Central Bank Talk: Does it Matter and Why?

FEDS Working Paper No. 2003-55

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 218 (136,921)

Citation 67

Abstract:

21.

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 169 (172,901)

Citation 45

Abstract:

22.

Extracting the Expected Path of Monetary Policy from Futures Rates

FEDS Working Paper No. 2002-56

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 164 (177,439)

Citation 25

Abstract:

23.

Uncertainty, Learning, and Gradual Monetary Policy

FEDS Working Paper Series No. (98-34)

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 149 (192,329)

Citation 32

Abstract:

24.

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

FEDS Working Paper No. 2003-07

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 137 (205,804)

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 79 (300,709)

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 29 (461,493)

Abstract:

27.

Inventories, Production Smoothing and the Shape of the Cost Function

Posted: 27 Dec 2004

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

University of Milan - Department of Environmental Science and Policy (DESP), Einaudi 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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