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D-Index & Metrics

Economics and Finance

D-Index
35
Citations
6592
World Ranking
2924
National Ranking
1622

Overview

Daniel L. Thornton is affiliated with the Federal Reserve Bank of St. Louis in the United States. Their research focuses primarily on the fields of economics, econometrics, and finance, with specific attention given to subfields such as economics and econometrics, and finance.

The scientist's work includes several main topics, notably housing market and economics, banking stability, regulation, and efficiency, as well as fiscal policies and political economy.

Daniel L. Thornton has published research in academic journals, with a notable recent paper titled "The financial crisis: what caused it and when and why it ended," published in 2021 in the journal Applied Economics. This paper discusses the causes and timeline of the financial crisis and has been cited twice. Applied Economics is also the primary publication venue for the scientist's work.

Frequent areas of interest reflected in the publication record include the analysis of housing market dynamics and factors influencing banking stability and regulation. The work also engages with fiscal policy implications and the broader intersection with political economy.

  • Applied Economics

  • Housing Market and Economics
  • Banking stability, regulation, efficiency
  • Fiscal Policies and Political Economy

Best Publications

  • A Primer on Cointegration with an Application to Money and Income

    David A. Dickey;Dennis W. Jansen;Daniel L. Thornton

  • Lag-Length Selection and Tests of Granger Causality Between Money and Income

    Daniel L. Thornton;Dallas S. Batten

  • Market Anticipations of Monetary Policy Actions

    William Poole;Robert H. Rasche;Daniel L. Thornton

  • Lag-Length Selection and Tests of Granger Causality Between Money and Income

    Unknown

  • Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective

    Daniel L. Thornton;Giorgio Valente

  • The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation

    Lucio Sarno;Lucio Sarno;Lucio Sarno;Daniel L. Thornton

  • The empirical failure of the expectations hypothesis of the term structure of bond yields

    Lucio Sarno;Daniel L. Thornton;Giorgio Valente

  • The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value

    Pasquale Della Corte;Lucio Sarno;Daniel L Thornton

  • The expectation hypothesis of the term structure of very short-term rates : statistical tests and economic value

    Pasquale Della Corte;Lucio Sarno;Lucio Sarno;Lucio Sarno;Daniel L. Thornton

  • What the Libor-OIS Spread Says

    Daniel L. Thornton

  • When did the FOMC begin targeting the federal funds rate? what the verbatim transcripts tell us

    Daniel L. Thornton

  • Tests of the Market's Reaction to Federal Funds Rate Target Changes

    Daniel L. Thornton

  • Financial Innovation, Deregulation and the "Credit View" of Monetary Policy

    Daniel L. Thornton

  • The Borrowed-Reserves Operating Procedures: Theory and Evidence

    Daniel L. Thornton

  • An Extended Series of Divisia Monetary Aggregates

    Daniel L. Thornton;Piyu Yue

  • The Fed and short-term rates: Is it open market operations, open mouth operations or interest rate smoothing?

    Daniel L. Thornton

  • Monetary policy transparency: transparent about what?

    Daniel L. Thornton

  • The Federal Reserve’s operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect

    Daniel L. Thornton

  • Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset-Allocation Perspective

    Unknown

  • Polynomial Distributed Lags and the Estimation of the St. Louis Equation

    Dallas S. Batten;Daniel L. Thornton

  • A Primer on the Mortgage Market and Mortgage Finance

    Daniel J. McDonald;Daniel L. Thornton

  • Tests of the expectations hypothesis: resolving the Campbell-Shiller paradox

    Daniel L. Thornton

  • A Primer on Cointegration with an Application to Money and Income

    Unknown

  • Predictions of Short-Term Rates and the Expectations Hypothesis of the Term Structure of Interest Rates

    Daniel L. Thornton

Frequent Co-Authors

Lucio Sarno
Lucio Sarno University of Cambridge
David C. Wheelock
David C. Wheelock Federal Reserve Bank of St. Louis
Massimo Guidolin
Massimo Guidolin Bocconi University
Michael D. Hurd
Michael D. Hurd RAND Corporation
Timothy S. Fuerst
Timothy S. Fuerst University of Notre Dame
Adrian Pagan
Adrian Pagan University of Sydney
Charles T. Carlstrom
Charles T. Carlstrom Federal Reserve System
John H. Cochrane
John H. Cochrane Hoover Institution
Michael R. Darby
Michael R. Darby University of California, Los Angeles
Michael T. Owyang
Michael T. Owyang Federal Reserve Bank of St. Louis

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