Daniel L. Thornton
Daniel L. Thornton
D.L. Thornton Economics LLC
Verified email at dlthornton.com - Homepage
Title
Cited by
Cited by
Year
A Primer on Cointegration with an Application to Money and Income
DA Dickey, DW Jansen, DL Thornton
Cointegration, 9-45, 1994
7281994
Lag-length selection and tests of Granger causality between money and income
DL Thornton, DS Batten
Journal of Money, credit and Banking 17 (2), 164-178, 1985
4701985
Market anticipations of monetary policy actions
W Poole, RH Rasche, DL Thornton
Review-Federal Reserve Bank of Saint Louis 84 (4), 65-94, 2002
2042002
The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation
L Sarno, DL Thornton
Journal of Banking & Finance 27 (6), 1079-1110, 2003
1732003
The empirical failure of the expectations hypothesis of the term structure of bond yields
L Sarno, DL Thornton, G Valente
Journal of Financial and Quantitative Analysis 42 (1), 81-100, 2007
1472007
Out-of-sample predictions of bond excess returns and forward rates: An asset allocation perspective
DL Thornton, G Valente
The Review of Financial Studies 25 (10), 3141-3168, 2012
1392012
What the LIBOR-OIS spread says
DL Thornton
Economic Synopses, 2009
1192009
The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value
P Della Corte, L Sarno, DL Thornton
Journal of Financial Economics 89 (1), 158-174, 2008
1182008
Tests of the market's reaction to federal funds rate target changes
DL Thornton
Federal Reserve Bank of St. Louis Review 80 (6), 25, 1998
1081998
How effective is central bank forward guidance?
CJM Kool, DL Thornton
Review 97 (4), 303-22, 2015
1052015
Financial Innovation, Deregulation and the'Credit View'Of
DL Thornton
Review-Federal Reserve Bank of St. Louis 76 (1), 31, 1994
871994
The borrowed-reserves operating procedure: Theory and evidence
DL Thornton
Federal Reserve Bank of St. Louis Review 70 (1), 30-54, 1988
871988
When did the FOMC begin targeting the federal funds rate? What the verbatim transcripts tell us
DL Thornton
Journal of Money, Credit and Banking, 2039-2071, 2006
852006
An extended series of Divisia monetary aggregates
DL Thornton, P Yue
Federal Reserve Bank of St. Louis Review 74 (November/December 1992), 1992
801992
The Fed and short-term rates: Is it open market operations, open mouth operations or interest rate smoothing?
DL Thornton
Journal of Banking & Finance 28 (3), 475-498, 2004
762004
The Federal Reserve’s operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect
DL Thornton
Journal of Banking & Finance 25 (9), 1717-1739, 2001
682001
Polynomial distributed lags and the estimation of the St. Louis equation
DS BAflEN, DL Thornton
Federal Reserve Bank of ST. Louis (Consulta: 3 Marzo de 2011)(http …, 1983
681983
Monetary policy transparency: transparent about what?
DL Thornton
The Manchester School 71 (5), 478-497, 2003
652003
A history of the asymmetric policy directive
DL Thornton, DC Wheelock
Federal Reserve Bank of St. Louis Review 82 (September/October 2000), 2000
622000
Tests of the Expectations Hypothesis: Resolving the Campbell-Shiller Paradox
DL Thornton
Journal of Money, Credit, and Banking 38 (2), 511-542, 2006
612006
The system can't perform the operation now. Try again later.
Articles 1–20