Rounding and the impact of news: a simple test of market rationality
Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, 2007 - Business & Economics - 14 pages
Try this search over all volumes: impulse response functions
Results 1-0 of 0
What people are saying - Write a review
We haven't found any reviews in the usual places.
Adam Copeland Andrew Cohen Andrew Figura April Asset Markets Asset Prices Asset Return Athanasios Orphanides August Brian Brian Sack Byron F Change in CPI coefﬁcient core CPI core PPI inﬂation core PPI surprises Covitz Credit data release David David Small December Diana Hancock Effects Empirical estimate eurodollar February Financial ﬁnd Firms ﬁrst Forecasts futures contract Gene Amromin Gurkaynak Hannan headline number Interest Rate Investor January Jonathan H Kevin Moore Kiser Macroeconomic March market efﬁciency measurement error Michael Monetary Policy Mortgage nonfarm payrolls Norman Morin November null hypothesis October one-standard deviation surprise percentage point PPI core price index rational expectations react Refet regression Responses of Asset Robert Ron Borzekowski rounded number rounding error sample Sean September 2005 Sherlund signiﬁcance simulated speciﬁcation standard deviation Statistics Steven Stock Surprises and Rounding survey expectations ten-year yield Term Structure Model Test of Market Timothy H unemployment rate unexpected component unrounded Volatility Wayne Passmore Shane yield changes