Details about Meredith Beechey

Access statistics for papers by Meredith Beechey.

Last updated 2013-08-22. Update your information in the RePEc Author Service.

Short-id: pbe121

Working Papers

2013

1. Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years
   Working Papers, National Institute of Economic Research

2012

2. Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation
   Working Papers, National Institute of Economic Research View citations (1)

2008

3. Are long-run inflation expectations anchored more firmly in the Euro area than in the United States?
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (34)
   See also Journal Article Are Long-Run Inflation Expectations Anchored More Firmly in the Euro Area Than in the United States?, American Economic Journal: Macroeconomics, American Economic Association (2011) View citations (183) (2011)
4. Lowering the anchor: how the Bank of England's inflation-targeting policies have shaped inflation expectations and perceptions of inflation risk
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
5. Testing the expectations hypothesis when interest rates are near integrated
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
   See also Journal Article Testing the expectations hypothesis when interest rates are near integrated, Journal of Banking & Finance, Elsevier (2009) View citations (18) (2009)
6. The high-frequency impact of news on long-term yields and forward rates: Is it real?
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
   See also Journal Article The high-frequency impact of news on long-term yields and forward rates: Is it real?, Journal of Monetary Economics, Elsevier (2009) View citations (98) (2009)

2007

7. Rounding and the impact of news: a simple test of market rationality
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
8. The Rise and Fall of U.S. Inflation Persistence
   Working Paper Series, Uppsala University, Department of Economics View citations (16)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2007) View citations (11)
   See also Journal Article The Rise and Fall of U.S. Inflation Persistence, International Journal of Central Banking, International Journal of Central Banking (2012) View citations (19) (2012)

2006

9. A closer look at the sensitivity puzzle: the sensitivity of expected future short rates and term premia to macroeconomic news
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (13)

2004

10. Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (13)

2000

11. A Small Model of the Australian Macroeconomy
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (46)
12. The Efficient Market Hypothesis: A Survey
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (49)

Journal Articles

2012

1. The Rise and Fall of U.S. Inflation Persistence
   International Journal of Central Banking, 2012, 8, (3), 55-86 View citations (19)
   See also Working Paper The Rise and Fall of U.S. Inflation Persistence, Working Paper Series (2007) View citations (16) (2007)

2011

2. Are Long-Run Inflation Expectations Anchored More Firmly in the Euro Area Than in the United States?
   American Economic Journal: Macroeconomics, 2011, 3, (2), 104-29 View citations (183)
   See also Working Paper Are long-run inflation expectations anchored more firmly in the Euro area than in the United States?, Finance and Economics Discussion Series (2008) View citations (5) (2008)

2010

3. Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors
   International Journal of Forecasting, 2010, 26, (2), 248-264 View citations (32)

2009

4. Testing the expectations hypothesis when interest rates are near integrated
   Journal of Banking & Finance, 2009, 33, (5), 934-943 View citations (18)
   See also Working Paper Testing the expectations hypothesis when interest rates are near integrated, International Finance Discussion Papers (2008) View citations (4) (2008)
5. The high-frequency impact of news on long-term yields and forward rates: Is it real?
   Journal of Monetary Economics, 2009, 56, (4), 535-544 View citations (98)
   See also Working Paper The high-frequency impact of news on long-term yields and forward rates: Is it real?, Finance and Economics Discussion Series (2008) View citations (6) (2008)
6. Time-varying inflation persistence in the Euro area
   Economic Modelling, 2009, 26, (2), 532-535 View citations (33)

2008

7. A Bayesian Vector Autoregressive Model with Informative Steady‐state Priors for the Australian Economy
   The Economic Record, 2008, 84, (267), 449-465 View citations (13)
8. Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion
   Economics Letters, 2008, 100, (2), 221-223 View citations (24)