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Effects of Monetary Policy on the US Dollar/UK Pound Exchange Rate. Is There a “Delayed Overshooting Puzzle”?
16 references·1 citing·41 second hop
Effects of Monetary Policy on the US Dollar/UK Pound Exchange Rate. Is There a “Delayed Overshooting Puzzle”? (2012)Effects of Monetary Policy on the US Doll…The Transmission of International Shocks: A Factor‐Augmented VAR Approach (2009)The Transmission of Internati…Monetary policy and exchange rate overshooting: Dornbusch was right after all (2009)Monetary policy and exchange …New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates (2008)New evidence on the puzzles: …The Cointegrated VAR Model: Methodology and Applications (2006)The Cointegrated VAR Model: M…Exchange rate puzzles and distorted beliefs (2004)Exchange rate puzzles and dis…A New Measure of Monetary Shocks: Derivation and Implications (2004)A New Measure of Monetary Sho…Monetary policy's role in exchange rate behavior (2003)Monetary policy's role in exc…Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach (2000)Exchange rate anomalies in th…The robustness of identified VAR conclusions about money (1998)The robustness of identified …Identifying monetary policy in a small open economy under flexible exchange rates (1997)Identifying monetary policy i…Liquidity models in open economies: Theory and empirical evidence (1996)Liquidity models in open econ…Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…International finance and trade (1979)International finance and tra…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…News sentiment and overshooting of exchange rates (2016)News sentiment and overshooti…Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period (1988)Exchange Rates and Fundamentals (2004)The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Food versus fuel: What do prices tell us? (2009)THE FINANCIAL CRISIS AND THE SYSTEMIC FAILURE OF THE ECONOMICS PROFESSION (2009)The impact of economic growth on CO2 emissions in Azerbaijan (2018)Empirical exchange rate models of the seventies (1983)The federal funds rate and the channels of monetary transmission (1989)Large Bayesian vector auto regressions (2009)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Cross-Border Banking and Global Liquidity (2014)Macroeconomics and Reality (1980)Interpreting the macroeconomic time series facts (1992)DOES MONETARY POLICY GENERATE RECESSIONS? (2006)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Bounds testing approaches to the analysis of level relationships (2001)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS (2012)The macroeconomic impact of financial and uncertainty shocks (2016)The Purchasing Power Parity Puzzle (1996)Purchasing Power Parity and the Real Exchange Rate (2002)What drives spreads in the euro area government bond market? (2009)Exchange Rates, Interest Rates, and the Risk Premium (2016)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)Distinguished Lecture on Economics in Government—Exchange Rate Regimes: Is the Bipolar View Correct? (2001)Panel Vector Autoregressive Models: A Survey (2013)Convergence Across States and Regions (1991)
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References

  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 2004A New Measure of Monetary Shocks: Derivation and Implications1,621 cited
  • 2006The Cointegrated VAR Model: Methodology and Applications1,181 cited
  • 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 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
  • 1998The robustness of identified VAR conclusions about money569 cited
  • 2003Monetary policy's role in exchange rate behavior333 cited
  • 2004Exchange rate puzzles and distorted beliefs302 cited
  • 2008New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates253 cited
  • 2009The Transmission of International Shocks: A Factor‐Augmented VAR Approach176 cited
  • 2009Monetary policy and exchange rate overshooting: Dornbusch was right after all176 cited
  • 1979

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International finance and trade
161 cited
  • 1996Liquidity models in open economies: Theory and empirical evidence158 cited
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    • 2016News sentiment and overshooting of exchange rates16 cited