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Resolving the Liquidity Effect
8 references·16 citing·44 second hop
Resolving the Liquidity Effect (1995)Resolving the Liquidity EffectThe identification of monetary policy disturbances explaining the liquidity puzzle (1995)The identification of monetar…The Dynamic Impacts of Monetary Policy: An Exercise in Tentative Identification (1994)The Dynamic Impacts of Moneta…Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy (1992)Interpreting the Macroeconomi…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…‘Interpreting the macroeconomic time series facts: The effects of monetary policy’ (1992)‘Interpreting the macroeconom…Identification and the Liquidity Effect of a Monetary Policy Shock (1991)Identification and the Liquid…On tests of representative consumer asset pricing models (1990)On tests of representative co…The Economics of Money, Banking and Financial Markets (1986)The Economics of Money, Banki…Monetary policy: Why money matters (and interest rates don’t) (2014)Monetary policy: Why money ma…Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area (2011)Macroeconomic Effects of Unco…Implementation of Monetary Policy: How Do Central Banks Set Interest Rates? (2010)Implementation of Monetary Po…Fluctuations in the foreign exchange market: How important are monetary policy shocks? (2009)Fluctuations in the foreign e…The Liquidity Effect in the Federal Funds Market: Evidence from Daily Open Market Operations (2006)The Liquidity Effect in the F…Monetary policy shocks:☆Testing identification conditions under time-varying conditional volatility (2004)Monetary policy shocks:☆Testi…Monetary policy shocks: (2004)Monetary policy shocks:The Fed and short-term rates: Is it open market operations, open mouth operations or interest rate smoothing? (2003)The Fed and short-term rates:…The Effects of Monetary Policy in Japan (2002)The Effects of Monetary Polic…The Federal Reserve’s operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect (2001)The Federal Reserve’s operati…Identifying the Liquidity Effect at the Daily Frequency (2001)Identifying the Liquidity Eff…Estimating shocks and impulse response functions (2001)Estimating shocks and impulse…Monetary shocks, the exchange rate, and the trade balance (1999)Monetary shocks, the exchange…Structural Models of the Liquidity Effect (1998)Structural Models of the Liqu…Lending cycles (1998)Lending cyclesImpulse response analysis in infinite order cointegrated vector autoregressive processes (1997)Impulse response analysis in …Are Forecasting Models Usable for Policy Analysis? (1986)The federal funds rate and the channels of monetary transmission (1989)THE RELATION BETWEEN NARRATIVE AND MONEY MARKET INDICATORS OF MONETARY POLICY (1995)The Inflation Tax in a Real Business Cycle Model (1998)The Timing of Monetary Policy Shocks (2007)Identifying Monetary Policy Shocks via Changes in Volatility (2008)The Federal Funds Rate and the Channels of Monetary Transnission (1990)Exploring the international linkages of the euro area: a global VAR analysis (2007)Identifying the interdependence between US monetary policy and the stock market (2008)A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Asset Prices in an Exchange Economy (1978)The equity premium: A puzzle (1985)Long-Run Risk through Consumption Smoothing (2010)Estimation of Dynamic Term Structure Models (2012)Structural stochastic volatility in asset pricing dynamics: Estimation and model contest (2012)Alternative Explanations of the Money-Income Correlation (1986)A STRUCTURAL VECTOR AUTOREGRESSION MODEL OF MONETARY POLICY IN AUSTRALIA (1999)Global and National Macroeconometric Modelling (2006)The Role of Monetary Policy (1995)The Cost Channel of Monetary Transmission (2000)On the dynamic effects of oil price shocks: a study using industry level data (2002)Modest policy interventions (2003)Inference in Linear Time Series Models with some Unit Roots (1990)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)Credit Rationing in Markets with Imperfect Information (1981)Trends and random walks in macroeconmic time series (1982)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Bank Credit Cycles (2008)Credit Booms and Lending Standards (2008)Banking stability, competition, and economic volatility (2016)Predictability of Stock Returns: Robustness and Economic Significance (1995)Toward a Comparative Institutional Analysis (2002)Beyond carbon pricing: The role of banking and monetary policy in financing the transition to a low-carbon economy (2016)The Effects of Monetary Policy Shocks: Some Evidence from the Flow of Funds (1994)Has Monetary Policy Become More Effective? (2003)Interest Rates and Money in the Measurement of Monetary Policy (2014)
this work references cited by second hop

References

  • 1986The Economics of Money, Banking and Financial Markets2,292 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 1992‘Interpreting the macroeconomic time series facts: The effects of monetary policy’487 cited
  • 1995The identification of monetary policy disturbances explaining the liquidity puzzle471 cited
  • 1994The Dynamic Impacts of Monetary Policy: An Exercise in Tentative Identification435 cited
  • 1990On tests of representative consumer asset pricing models205 cited
  • 1991Identification and the Liquidity Effect of a Monetary Policy Shock179 cited
  • 1992Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy149 cited

Cited by

  • 1998Lending cycles150 cited
  • 1998Structural Models of the Liquidity Effect114 cited
  • 2002The Effects of Monetary Policy in Japan103 cited
  • 2011Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area99 cited
  • 2004Monetary policy shocks:98 cited
  • 2006The Liquidity Effect in the Federal Funds Market: Evidence from Daily Open Market Operations91 cited
  • 2009Fluctuations in the foreign exchange market: How important are monetary policy shocks?

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90 cited
  • 2004Monetary policy shocks:☆Testing identification conditions under time-varying conditional volatility84 cited
  • 2010Implementation of Monetary Policy: How Do Central Banks Set Interest Rates?82 cited
  • 1997Impulse response analysis in infinite order cointegrated vector autoregressive processes81 cited
  • 2001Estimating shocks and impulse response functions80 cited
  • 1999Monetary shocks, the exchange rate, and the trade balance71 cited
  • 2003The Fed and short-term rates: Is it open market operations, open mouth operations or interest rate smoothing?69 cited
  • 2001Identifying the Liquidity Effect at the Daily Frequency62 cited
  • 2001The Federal Reserve’s operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect60 cited
  • 2014Monetary policy: Why money matters (and interest rates don’t)47 cited