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Delayed Overshooting: The Case for Information Rigidities
54/54 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 54 checked references that resolve
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Chapter 2 Monetary policy shocks: What have we learned and to what end?
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Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts
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Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates
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Monetary Policy and Exchange Rate Volatility in a Small Open Economy
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MEASURING INTERTEMPORAL SUBSTITUTION: THE IMPORTANCE OF METHOD CHOICES AND SELECTIVE REPORTING
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Deconstructing Monetary Policy Surprises— The Role of Information Shocks
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The informational effect of monetary policy and the case for policy commitment
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Monetary policy surprises and interest rates: Evidence from the Fed funds futures market
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Monetary policy in an estimated open‐economy model with imperfect pass‐through
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The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk
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Fleshing out the Monetary Transmission Mechanism: Output Composition and the Role of Financial Frictions
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High-Frequency Identification of Monetary Non-Neutrality: The Information Effect*
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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy
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The 17 references without a DOI — listed, not checked
no DOI — not checkedBank of England. 2023a. "Interest & Exchange Rates Data." Bank of England Database. Accessed July 2023. https://www.bankofengland.co.uk/boeapps/database/index.asp?SectionRequired=I& rst=yes&HideNums=-1&ExtraInfo=true&Travel=NIxIRx&levels=3.
no DOI — not checkedBank of England. 2023b. "Yield Curve Data." Bank of England Database. Accessed July 2023. https:// www.bankofengland.co.uk/statistics/yield-curves.
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no DOI — not checkedBoard of Governors of the Federal Reserve System. 2023. "Nominal Yield Curve." Accessed July 2023. https://www.federalreserve.gov/data/nominal-yield-curve.htm.
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no DOI — not checkedChinn, M., and J. Frankel. 2020. "A Third of a Century of Currency Expectations Data: The Carry Trade and the Risk Premium." Unpublished.
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no DOI — not checkedFederal Reserve Bank of St. Louis. 2023. "FRED Graph Observations." Federal Reserve Economic Data. Accessed July 2023. https://fred.stlouisfed.org.
no DOI — not checkedFX4Casts. "Historical Data." 2023. Accessed July 2023. https://fx4casts.com/ historical-data.
no DOI — not checkedGalí, Jordi. 2015. Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework and Its Applications - Second Edition. Princeton: Princeton University Press.
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no DOI — not checkedLSEG Data and Analytics. 2023. "Datastream Macroeconomic Analysis." Accessed July 2023. https:// www.lseg.com/en/data-analytics/products/datastream-macroeconomic-analysis.
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no DOI — not checkedMüller, Gernot J., Martin Wolf, and Thomas Hettig. 2019. "Exchange Rate Undershooting: Evidence and Theory." CEPR Discussion Paper 13597.
no DOI — not checkedMüller, Gernot J., Martin Wolf, and Thomas Hettig. 2024. "Replication data for: Delayed Overshooting: The Case for Information Rigidities." American Economic Association [publisher], Inter-university Consortium for Political and Social Research [distributor]. https://doi.org/10.38886/E 184521V1.
no DOI — not checkedStavrakeva, Vania, and Jenny Tang. 2019. "The Dollar during the Great Recession: US Monetary Policy Signaling and the Flight to Safety." CEPR Discussion Paper 14034.
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