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A STRUCTURAL VECTOR AUTOREGRESSION MODEL OF MONETARY POLICY IN AUSTRALIA
16 references·16 citing·40 second hopsampled
A STRUCTURAL VECTOR AUTOREGRESSION MODEL OF MONETARY POLICY IN AUSTRALIA (1999)A STRUCTURAL VECTOR AUTOREGRESSION MODEL …Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach (2000)Exchange rate anomalies in th…Small-sample Confidence Intervals for Impulse Response Functions (1998)Small-sample Confidence Inter…Measuring Monetary Policy (1998)Measuring Monetary PolicyDo Measures of Monetary Policy in a VAR Make Sense (1998)Do Measures of Monetary Polic…When Do Long-Run Identifying Restrictions Give Reliable Results? (1997)When Do Long-Run Identifying …Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Systematic Monetary Policy an…Identifying monetary policy in a small open economy under flexible exchange rates (1997)Identifying monetary policy i…What Does Monetary Policy Do? (1996)What Does Monetary Policy Do?The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds (1996)The Effects of Monetary Polic…Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…A reconsideration of the uncovered interest parity relationship (1994)A reconsideration of the unco…How Well Does The IS-LM Model Fit Postwar U. S. Data? (1992)How Well Does The IS-LM Model…The theory and practice of econometrics (1986)The theory and practice of ec…Are Forecasting Models Usable for Policy Analysis? 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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1986The theory and practice of econometrics4,342 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 1997Systematic Monetary Policy and the Effects of Oil Price Shocks1,594 cited
  • 1986Are Forecasting Models Usable for Policy Analysis?1,224 cited
  • 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds1,209 cited
  • 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
  • 1996What Does Monetary Policy Do?1,081 cited
  • 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
  • 2000Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach916 cited
  • 1997Identifying monetary policy in a small open economy under flexible exchange rates793 cited
  • 1992How Well Does The IS-LM Model Fit Postwar U. S. Data?699 cited
  • 1998Do Measures of Monetary Policy in a VAR Make Sense629 cited
  • 1997When Do Long-Run Identifying Restrictions Give Reliable Results?505 cited

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1994
A reconsideration of the uncovered interest parity relationship
445 cited

Cited by

  • 2012The Impact of Renewable Energy Sources on Economic Growth and CO2 Emissions - a SVAR approach137 cited
  • 2007A structural VAR business cycle model for a volatile small open economy96 cited
  • 2011DYNAMIC EFFECTS OF MONETARY POLICY SHOCKS IN MALAWI71 cited
  • 2006A VAR Analysis of Kenya's Monetary Policy Transmission Mechanism: How Does the Central Bank's Repo Rate Affect the Economy?71 cited
  • 2005CREDIT AND MONETARY POLICY: AN AUSTRALIAN SVAR70 cited
  • 2013Terms of Trade Shocks: What Are They and What Do They Do?57 cited
  • 2002A structural VAR model of the New Zealand business cycle53 cited
  • 2011Monetary policy and the exchange rate: Evaluation of VAR models43 cited
  • 2007Monetary Transmission in Post-Reform India: An Evaluation38 cited
  • 2011Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods38 cited
  • 2016An SVAR Approach to Evaluation of Monetary Policy in India: Solution to the Exchange Rate Puzzles in an Open Economy37 cited
  • 2009Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence32 cited
  • 2016Monetary Policy Shocks and Industrial Sector Performance in South Africa29 cited
  • 2016Canadian monetary policy analysis using a structural VARMA model28 cited
  • 2008Monetary policy and the exchange rate: Evidence from a two-country model28 cited
  • 1999How well does the Mundell-Fleming model fit Australian data since the collapse of Bretton Woods?28 cited