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Does Monetary Policy React to Asset Prices? Some International Evidence
16 references·9 citing·33 second hop
Does Monetary Policy React to Asset Prices? Some International Evidence (2008)Does Monetary Policy React to Asset Price…Identifying the interdependence between US monetary policy and the stock market (2008)Identifying the interdependen…Housing and Monetary Policy (2007)Housing and Monetary PolicyDoes wealth affect consumption? Evidence for Italy (2007)Does wealth affect consumptio…House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)House Prices, Borrowing Const…Measuring The Reaction of Monetary Policy to the Stock Market (2003)Measuring The Reaction of Mon…Identification Through Heteroskedasticity (2003)Identification Through Hetero…Monetary Policy and Asset Prices: Does 'Benign Neglect' Make Sense? (2002)Monetary Policy and Asset Pri…Asset prices, financial and monetary stability: exploring the nexus (2002)Asset prices, financial and m…Should Central Banks Respond to Movements in Asset Prices? (2001)Should Central Banks Respond …Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Monetary Policy and Asset Price Volatility (2000)Monetary Policy and Asset Pri…Asset prices and central bank policy (2000)Asset prices and central bank…Monetary Policy Rules (1999)Monetary Policy RulesMonetary policy rules in practice (1998)Monetary policy rules in prac…On Stock Market Returns and Monetary Policy (1997)On Stock Market Returns and M…Exploring aggregate asset price fluctuations across countries: measurement, determinants and monetary policy implications (1994)Exploring aggregate asset pri…TO LEAN OR NOT TO LEAN AGAINST AN ASSET PRICE BUBBLE? EMPIRICAL EVIDENCE (2020)TO LEAN OR NOT TO LEAN AGAINS…The Economics of the Fed Put (2020)The Economics of the Fed PutGlobal Financial Cycles and Risk Premiums (2018)Global Financial Cycles and R…Monetary Policy and Stock Prices: Does the “Fed Put” Work When It Is Most Needed? (2016)Monetary Policy and Stock Pri…Asset price and monetary policy: the effect of expectations formation (2014)Asset price and monetary poli…Monetary policy shocks and financial conditions: A Monte Carlo experiment (2012)Monetary policy shocks and fi…Has the Fed Reacted Asymmetrically to Stock Prices? (2012)Has the Fed Reacted Asymmetri…Feasibility of inflation targeting in an emerging market: evidence from Kenya (2012)Feasibility of inflation targ…Stock Market Conditions and Monetary Policy in an DSGE Model for the US (2010)Stock Market Conditions and M…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)One Decade of Inflation Targeting in the World: What Do We Know and What Do We Need to Know? (2001)Financial Intermediaries and Monetary Economics (2010)The arbitrage theory of capital asset pricing (1976)Economic Forces and the Stock Market (1986)Stock Return Predictability and The Role of Monetary Policy (1997)Firm Size and Cyclical Variations in Stock Returns (2000)An Empirical Analysis of Stock and Bond Market Liquidity (2004)Inflation Targeting: A New Framework for Monetary Policy? (1997)Inefficient Credit Booms (2008)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Risk, uncertainty and monetary policy (2013)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)American Economic Review (2019)Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2014)The Quarterly Journal of Economics (2024)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Low inflation, pass-through, and the pricing power of firms (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)The impact of monetary policy on asset prices (2004)Real-time price discovery in global stock, bond and foreign exchange markets (2007)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Has Financial Development Made the World Riskier? (2005)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)
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References

  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 2005House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle2,485 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 1999Monetary Policy Rules1,705 cited
  • 2000Monetary Policy and Asset Price Volatility1,274 cited
  • 2001Should Central Banks Respond to Movements in Asset Prices?1,166 cited
  • 1997On Stock Market Returns and Monetary Policy931 cited
  • 2003Identification Through Heteroskedasticity922 cited
  • 2002Asset prices, financial and monetary stability: exploring the nexus763 cited
  • 2003Measuring The Reaction of Monetary Policy to the Stock Market744 cited
  • 2007Housing and Monetary Policy595 cited
  • 2000Asset prices and central bank policy584 cited
  • 2008Identifying the interdependence between US monetary policy and the stock market441 cited
  • 2002Monetary Policy and Asset Prices: Does 'Benign Neglect' Make Sense?285 cited
  • 2007Does wealth affect consumption? Evidence for Italy240 cited
  • 1994Exploring aggregate asset price fluctuations across countries: measurement, determinants and monetary policy implications

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209 cited

Cited by

  • 2016Monetary Policy and Stock Prices: Does the “Fed Put” Work When It Is Most Needed?34 cited
  • 2010Stock Market Conditions and Monetary Policy in an DSGE Model for the US32 cited
  • 2018Global Financial Cycles and Risk Premiums29 cited
  • 2012Monetary policy shocks and financial conditions: A Monte Carlo experiment26 cited
  • 2012Has the Fed Reacted Asymmetrically to Stock Prices?25 cited
  • 2020The Economics of the Fed Put22 cited
  • 2012Feasibility of inflation targeting in an emerging market: evidence from Kenya19 cited
  • 2014Asset price and monetary policy: the effect of expectations formation19 cited
  • 2020TO LEAN OR NOT TO LEAN AGAINST AN ASSET PRICE BUBBLE? EMPIRICAL EVIDENCE18 cited