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The monetary transmission mechanism in the euro area: evidence from VAR analysis
16 references·16 citing·40 second hopsampled
The monetary transmission mechanism in the euro area: evidence from VAR analysis (2003)The monetary transmission mechanism in th…Econometric Analysis of Panel Data (2021)Econometric Analysis of Panel…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Spurious regression and residual-based tests for cointegration in panel data (1999)Spurious regression and resid…Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Pooled Mean Group Estimation …Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)Do Investment-Cash Flow Sensi…Credit Cycles (1997)Credit CyclesEstimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…The Benefits of Lending Relationships: Evidence from Small Business Data (1994)The Benefits of Lending Relat…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Financing Constraints and Corporate Investment (1988)Financing Constraints and Cor…Credit Rationing in Markets with Imperfect Information (1981)Credit Rationing in Markets w…Biases in Dynamic Models with Fixed Effects (1981)Biases in Dynamic Models with…Macroeconomics and Reality (1980)Macroeconomics and RealityJob Market Signaling (1973)Job Market SignalingThe Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…Globalization and inflation: Evidence from a time-varying VAR (2014)Globalization and inflation: …Monetary Policy Transmission in Vector Autoregressions: A New Approach Using Central Bank Communication (2012)Monetary Policy Transmission …Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area (2011)Macroeconomic Effects of Unco…Openness, Imperfect Exchange Rate Pass-Through and Monetary Policy (2010)Openness, Imperfect Exchange …Liquidity, Inflation and Asset Prices in a Time-Varying Framework for the Euro Area (2010)Liquidity, Inflation and Asse…Inflation Dynamics with Labour Market Matching: Assessing Alternative Specifications (2010)Inflation Dynamics with Labou…Optimal monetary policy in the euro area in the presence of heterogeneity (2007)Optimal monetary policy in th…Competition and inflation differentials in EMU (2007)Competition and inflation dif…Global monetary policy shocks in the G5: A SVAR approach (2006)Global monetary policy shocks…Financial structure and monetary policy transmission in transition countries (2006)Financial structure and monet…Comparing monetary policy reaction functions: ECB versus Bundesbank (2006)Comparing monetary policy rea…A VAR Analysis of Kenya's Monetary Policy Transmission Mechanism: How Does the Central Bank's Repo Rate Affect the Economy? 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References

  • 1973Job Market Signaling16,329 cited
  • 2021Econometric Analysis of Panel Data15,089 cited
  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1981Credit Rationing in Markets with Imperfect Information12,762 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1981Biases in Dynamic Models with Fixed Effects8,724 cited
  • 1997Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints?6,790 cited
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
  • 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels6,673 cited
  • 1999Spurious regression and residual-based tests for cointegration in panel data5,792 cited
  • 1988Financing Constraints and Corporate Investment5,566 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 1994The Benefits of Lending Relationships: Evidence from Small Business Data

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5,434 cited
  • 1997Credit Cycles5,254 cited
  • Cited by

    • 2003Some stylised facts on the euro area business cycle138 cited
    • 2006Financial structure and monetary policy transmission in transition countries137 cited
    • 2002Can Monetary Policy Affect the Real Economy?115 cited
    • 2010Openness, Imperfect Exchange Rate Pass-Through and Monetary Policy115 cited
    • 2014Globalization and inflation: Evidence from a time-varying VAR105 cited
    • 2011Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area99 cited
    • 2005Does money matter in the CIS? Effects of monetary policy on output and prices89 cited
    • 2007Competition and inflation differentials in EMU87 cited
    • 2010Liquidity, Inflation and Asset Prices in a Time-Varying Framework for the Euro Area85 cited
    • 2010Inflation Dynamics with Labour Market Matching: Assessing Alternative Specifications84 cited
    • 2006Comparing monetary policy reaction functions: ECB versus Bundesbank83 cited
    • 2005Markov-Switching Structural Vector Autoregressions: Theory and Application80 cited
    • 2006Global monetary policy shocks in the G5: A SVAR approach79 cited
    • 2012Monetary Policy Transmission in Vector Autoregressions: A New Approach Using Central Bank Communication77 cited
    • 2007Optimal monetary policy in the euro area in the presence of heterogeneity74 cited
    • 2006A VAR Analysis of Kenya's Monetary Policy Transmission Mechanism: How Does the Central Bank's Repo Rate Affect the Economy?71 cited