Federal Reserve Bank of St. Louis
United States
Daniel L. Thornton spends much of his time researching Monetary economics, Econometrics, Federal funds, Monetary policy and Interest rate. His Econometrics study integrates concerns from other disciplines, such as Statistical hypothesis testing, Divisia monetary aggregates index, Monetary theory and Bond, Yield curve. His Federal funds research incorporates elements of Interbank lending market, Floating rate note and Financial system.
His work on Credit channel and Monetary hegemony as part of general Monetary policy study is frequently linked to Rate change, therefore connecting diverse disciplines of science. Daniel L. Thornton combines subjects such as Interest rate smoothing, Cointegration, Predictability and Unit root with his study of Interest rate. His Quantitative easing study combines topics from a wide range of disciplines, such as Monetary base and Inflation targeting.
His primary scientific interests are in Monetary economics, Monetary policy, Interest rate, Econometrics and Federal funds. Monetary economics is represented through his Credit channel, Monetary hegemony, Monetary base, Quantitative easing and Monetarism research. To a larger extent, Daniel L. Thornton studies Macroeconomics with the aim of understanding Monetary policy.
His Interest rate research includes themes of Predictability and Portfolio. Daniel L. Thornton has researched Econometrics in several fields, including Forward rate, Score test, Bond, Yield curve and Sample. His Federal funds research is multidisciplinary, incorporating perspectives in Actuarial science, Excess reserves, Finance and Financial system.
Daniel L. Thornton mainly focuses on Monetary economics, Monetary policy, Interest rate, Open market operation and Quantitative easing. Daniel L. Thornton regularly links together related areas like Debt in his Monetary economics studies. His work in Forward guidance and Federal funds is related to Monetary policy.
The study incorporates disciplines such as Sample, Predictability and Portfolio in addition to Interest rate. The various areas that Daniel L. Thornton examines in his Predictability study include Yield curve and Econometrics. His research on Open market operation also deals with topics like
Daniel L. Thornton mostly deals with Monetary policy, Interest rate, Monetary economics, Predictability and Open market operation. His Monetary policy study combines topics in areas such as Inflation and Moneyness. Daniel L. Thornton has included themes like Forward guidance and Portfolio in his Interest rate study.
His Predictability research integrates issues from Yield curve and Econometrics. His work in the fields of Econometrics, such as Null hypothesis, overlaps with other areas such as Performance fee. His work carried out in the field of Open market operation brings together such families of science as Phillips curve, Full employment and Price of stability.
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A Primer on Cointegration with an Application to Money and Income
David A. Dickey;Dennis W. Jansen;Daniel L. Thornton.
Canadian Parliamentary Review (1991)
Lag-Length Selection and Tests of Granger Causality Between Money and Income
Daniel L. Thornton;Dallas S. Batten.
Journal of Money, Credit and Banking (1984)
Market Anticipations of Monetary Policy Actions
William Poole;Robert H. Rasche;Daniel L. Thornton.
Federal Reserve Bank of St Louis Review (2002)
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.
Journal of Banking and Finance (2003)
The empirical failure of the expectations hypothesis of the term structure of bond yields
Lucio Sarno;Daniel L. Thornton;Giorgio Valente.
Journal of Financial and Quantitative Analysis (2007)
Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective
Daniel L. Thornton;Giorgio Valente.
Review of Financial Studies (2010)
What the Libor-OIS Spread Says
Daniel L. Thornton.
Economic Synopses (2009)
Tests of the Market's Reaction to Federal Funds Rate Target Changes
Daniel L. Thornton.
Federal Reserve Bank of St Louis Review (1998)
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.
Journal of Financial Economics (2006)
Financial Innovation, Deregulation and the "Credit View" of Monetary Policy
Daniel L. Thornton.
Federal Reserve Bank of St Louis Review (1994)
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