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The Changing Role of Expectations in US Monetary Policy: A New Look Using the Livingston Survey
16 references·1 citing·42 second hop
The Changing Role of Expectations in US Monetary Policy: A New Look Using the Livingston Survey (2012)The Changing Role of Expectations in US M…Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications (2011)Time-Varying Parameter VAR Mo…Methods for Applied Macroeconomic Research (2011)Methods for Applied Macroecon…Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy (2011)Bayesian analysis of time-var…Transmission of Government Spending Shocks in the Euro Area: Time Variation and Driving Forces (2010)Transmission of Government Sp…Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (2010)Bayesian Multivariate Time Se…Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (2009)Bayesian Multivariate Time Se…Methods for Applied Macroeconomic Research (2007)Methods for Applied Macroecon…ESTIMATING MULTICOUNTRY VAR MODELS* (2006)ESTIMATING MULTICOUNTRY VAR M…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…Choosing the Federal Reserve Chair: Lessons from History (2004)Choosing the Federal Reserve …A New Measure of Monetary Shocks: Derivation and Implications (2004)A New Measure of Monetary Sho…Bayesian Analysis of Stochastic Volatility Models (2002)Bayesian Analysis of Stochast…Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Stochastic Volatility: Likeli…Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model (1998)Median Unbiased Estimation of…The Role of Countercyclical Monetary Policy (1996)The Role of Countercyclical M…Disintermediation or Financial Diversification? The Case of Developed Countries (2012)Disintermediation or Financia…Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)5 Stochastic volatility (1996)Range‐Based Estimation of Stochastic Volatility Models (2002)Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices (2004)Tests For Unit Roots: A Monte Carlo Investigation (1988)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Detrending, stylized facts and the business cycle (1993)Chapter 10 Forecasting with Many Predictors (2006)Investigating Inflation Persistence Across Monetary Regimes* (2008)Safety, Liquidity, and the Natural Rate of Interest (2017)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Stochastic Simulation (1987)The Pricing of Options on Assets with Stochastic Volatilities (1987)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)Power and Bipower Variation with Stochastic Volatility and Jumps (2004)Econometric policy evaluation: A critique (1976)Discretion versus policy rules in practice (1993)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Were There Regime Switches in U.S. Monetary Policy? (2006)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)The federal funds rate and the channels of monetary transmission (1989)Interpreting the macroeconomic time series facts (1992)Measuring Monetary Policy (1998)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)A Theory of Demand Shocks (2009)WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS (2012)Panel Vector Autoregressive Models: A Survey (2013)Impact of the COVID-19 Pandemic on the Crude Oil and Stock Markets in the US: A Time-Varying Analysis (2020)Geopolitical risk and dynamic connectedness between commodity markets (2022)What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound? (2012)Large time-varying parameter VARs (2013)Shocking Language: Understanding the Macroeconomic Effects of Central Bank Communication (2015)The Econometrics of DSGE Models (2009)Uncertainty shocks and unemployment dynamics in U.S. recessions (2014)
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References

  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • 2004A New Measure of Monetary Shocks: Derivation and Implications1,621 cited
  • 2002Bayesian Analysis of Stochastic Volatility Models1,363 cited
  • 2010Bayesian Multivariate Time Series Methods for Empirical Macroeconomics644 cited
  • 2011Methods for Applied Macroeconomic Research573 cited
  • 2007Methods for Applied Macroeconomic Research515 cited
  • 2011Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications402 cited
  • 1998Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model365 cited
  • 2011Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy307 cited
  • 2006ESTIMATING MULTICOUNTRY VAR MODELS*292 cited
  • 2009Bayesian Multivariate Time Series Methods for Empirical Macroeconomics207 cited
  • 1996The Role of Countercyclical Monetary Policy153 cited
  • 2004Choosing the Federal Reserve Chair: Lessons from History

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149 cited
  • 2010Transmission of Government Spending Shocks in the Euro Area: Time Variation and Driving Forces128 cited
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    • 2012Disintermediation or Financial Diversification? The Case of Developed Countries19 cited