Author Page for Brian P. Sack

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 3,323 (7,700)

Citation 382

Abstract:

2.

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 2,050 (16,547)

Citation 109

Abstract:

3.

Measuring the Reaction of Monetary Policy to the Stock Market

Downloads 1,417 (29,283)

Citation 94

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 1,237 (35,067)

Citation 47

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 Oct 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 180 (349,106)

Citation 47

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 1,208 (36,875)

Citation 154

Abstract:

5.

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

Downloads 1,097 (42,558)

Citation 36

2

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 557 (103,327)

Citation 2

Abstract:

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 540 (107,430)

Citation 34

Abstract:

6.

The Impact of Monetary Policy on Asset Prices

Downloads 1,023 (46,933)

Citation 14

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 719 (74,561)

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 304 (208,302)

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 841 (61,555)

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 750 (71,660)

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 706 (77,451)

Citation 3,918

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 634 (88,837)

Citation 14

Abstract:

11.

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 560 (103,972)

Citation 12

Abstract:

12.

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

Downloads 543 (108,036)

Citation 9

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 291 (218,101)

Citation 2

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 187 (337,049)

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: 05 Oct 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 65 (728,556)

Citation 5

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 500 (119,573)

Citation 72

Abstract:

14.

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 461 (131,773)

Citation 255

Abstract:

15.

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 455 (133,873)

Citation 43

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 420 (147,095)

Citation 102

Abstract:

17.

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 394 (158,162)

Citation 325

Abstract:

18.

Spillovers Across U.S. Financial Markets

Downloads 373 (168,140)

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 312 (202,432)

Abstract:

Spillovers Across U.S. Financial Markets

NBER Working Paper No. w9640

Number of pages: 29 Posted: 25 Apr 2003 Last Revised: 05 Nov 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 61 (752,905)

Abstract:

19.

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 350 (180,349)

Citation 17

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 348 (181,488)

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 279 (229,521)

Citation 31

Abstract:

22.

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 262 (244,669)

Citation 24

Abstract:

23.

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 234 (273,663)

Citation 15

Abstract:

24.

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 165 (377,568)

Citation 22

Abstract:

25.

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 155 (398,255)

Citation 1

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 56 (769,921)

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

28

Top 4,305

18,604

Top 863

5,692

Scholarly Papers (28)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract: