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A structural VAR model of the New Zealand business cycle
16 references·13 citing·40 second hop
A structural VAR model of the New Zealand business cycle (2002)A structural VAR model of the New Zealand…Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach (2000)Exchange rate anomalies in th…An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (1999)An Empirical Characterization…The robustness of identified VAR conclusions about money (1998)The robustness of identified …Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…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?Discretion versus policy rules in practice (1993)Discretion versus policy rule…How Well Does The IS-LM Model Fit Postwar U. S. Data? (1992)How Well Does The IS-LM Model…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Sources of Business Cycle Fluctuations (1988)Sources of Business Cycle Flu…Are Forecasting Models Usable for Policy Analysis? (1986)Are Forecasting Models Usable…Alternative Explanations of the Money-Income Correlation (1986)Alternative Explanations of t…Macroeconomics and Reality (1980)Macroeconomics and RealityEconometric policy evaluation: A critique (1976)Econometric policy evaluation…The Summation of Random Causes as the Source of Cyclic Processes (1937)The Summation of Random Cause…The Impact of Macroeconomic Indicators on Indian Stock Prices: An Empirical Analysis (2017)The Impact of Macroeconomic I…The Effectiveness of Monetary Policy Transmission Channels in the Presence of Islamic Banks: The Case of Saudi Arabia (2015)The Effectiveness of Monetary…Canonical correlation analysis (2014)Canonical correlation analysisIdentifying Terms of Trade Shocks and Their Transmission to the New Zealand Economy (2013)Identifying Terms of Trade Sh…The Impact of Renewable Energy Sources on Economic Growth and CO2 Emissions - a SVAR approach (2012)The Impact of Renewable Energ…Macroeconomic fluctuations in the Eastern Caribbean: The role of climatic and external shocks (2011)Macroeconomic fluctuations in…External Shocks and Business Cycle Fluctuations in Mexico (2008)External Shocks and Business …Past, Present and Future Developments in New Zealand's Terms of Trade (2006)Past, Present and Future Deve…A simple, structural, and empirical model of the antipodean transmission mechanism* (2006)A simple, structural, and emp…Trans-Tasman Transmission of Monetary Shocks: Evidence From a VAR Approach (2005)Trans-Tasman Transmission of …Estimating a New Zealand NAIRU (2004)Estimating a New Zealand NAIRUThe impact of monetary policy on New Zealand business cycles and inflation variability (2003)The impact of monetary policy…Estimating potential output for New Zealand (2003)Estimating potential output f…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? 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(1999)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Macroeconomic Effects From Government Purchases and Taxes * (2011)Fiscal Policy in a Depressed Economy (2012)The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States (2013)Oil price shocks and stock market activity (1999)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1999An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output1,891 cited
  • 1986Alternative Explanations of the Money-Income Correlation1,501 cited
  • 1986Are Forecasting Models Usable for Policy Analysis?1,224 cited
  • 1996What Does Monetary Policy Do?1,081 cited
  • 2000Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach916 cited
  • 1937The Summation of Random Causes as the Source of Cyclic Processes868 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
  • 1988Sources of Business Cycle Fluctuations653 cited

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  • 1998The robustness of identified VAR conclusions about money569 cited
  • Cited by

    • 2012The Impact of Renewable Energy Sources on Economic Growth and CO2 Emissions - a SVAR approach137 cited
    • 2017The Impact of Macroeconomic Indicators on Indian Stock Prices: An Empirical Analysis90 cited
    • 2008External Shocks and Business Cycle Fluctuations in Mexico58 cited
    • 2014Canonical correlation analysis32 cited
    • 2011Macroeconomic fluctuations in the Eastern Caribbean: The role of climatic and external shocks22 cited
    • 2003The impact of monetary policy on New Zealand business cycles and inflation variability20 cited
    • 2015The Effectiveness of Monetary Policy Transmission Channels in the Presence of Islamic Banks: The Case of Saudi Arabia16 cited
    • 2005Trans-Tasman Transmission of Monetary Shocks: Evidence From a VAR Approach13 cited
    • 2006Past, Present and Future Developments in New Zealand's Terms of Trade13 cited
    • 2013Identifying Terms of Trade Shocks and Their Transmission to the New Zealand Economy12 cited
    • 2003Estimating potential output for New Zealand12 cited
    • 2006A simple, structural, and empirical model of the antipodean transmission mechanism*12 cited
    • 2004Estimating a New Zealand NAIRU12 cited