A Primer on Cointegration with an Application to Money and Income DA Dickey, DW Jansen, DL Thornton Cointegration: For the Applied Economist, 9-45, 1994 | 821 | 1994 |
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 | 565 | 1985 |
Market anticipations of monetary policy actions W Poole, RH Rasche, DL Thornton Review-Federal Reserve Bank of Saint Louis 84 (4), 65-94, 2002 | 233 | 2002 |
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 | 209 | 2012 |
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 | 190 | 2003 |
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 | 175 | 2007 |
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 | 146 | 2008 |
What the LIBOR-OIS spread says DL Thornton Economic Synopses, 2009 | 132 | 2009 |
How effective is central bank forward guidance? CJM Kool, DL Thornton Review 97 (4), 303-22, 2015 | 127 | 2015 |
Tests of the market's reaction to federal funds rate target changes DL Thornton Federal Reserve Bank of St. Louis Review, 25-36, 1998 | 117 | 1998 |
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 | 114 | 2006 |
Financial Innovation, Deregulation and the DL Thornton Inter-university Consortium for Political and Social Research, 1996 | 108 | 1996 |
The borrowed-reserves operating procedure: Theory and evidence DL Thornton Federal Reserve Bank of St. Louis Review 70 (1), 30-54, 1988 | 101 | 1988 |
A primer on the mortgage market and mortgage finance DJ McDonald, DL Thornton Review-Federal Reserve Bank of Saint Louis 90 (1), 31, 2008 | 93 | 2008 |
Monetary policy: Why money matters (and interest rates don’t) DL Thornton Journal of Macroeconomics 40, 202-213, 2014 | 92 | 2014 |
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 | 86 | 2004 |
An extended series of Divisia monetary aggregates DL Thornton, P Yue Federal Reserve Bank of St. Louis Review 74 (November/December 1992), 1992 | 83 | 1992 |
Monetary policy transparency: transparent about what? DL Thornton The Manchester School 71 (5), 478-497, 2003 | 75 | 2003 |
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 | 74 | 2001 |
Making Sense of Dissents: A History of FOMC Dissents. DL Thornton, DC Wheelock Review (00149187) 96 (3), 2014 | 72 | 2014 |