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International Transmission of Shocks: A Time-Varying Factor-Augmented VAR Approach to the Open Economy
15 references·7 citing·50 second hopsampled
International Transmission of Shocks: A Time-Varying Factor-Augmented VAR Approach to the Open Economy (2011)International Transmission of Shocks: A T…The Transmission of International Shocks: A Factor‐Augmented VAR Approach (2009)The Transmission of Internati…Exchange Rate Pass-Through into UK Import Prices (2007)Exchange Rate Pass-Through in…UK Monetary Regimes and Macroeconomic Stylised Facts (2006)UK Monetary Regimes and Macro…Output Fluctuations in the United States: What Has Changed Since the Early 1980s? 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(2003)Has Monetary Policy Become Mo…Globalization and Global Disinflation (2003)Globalization and Global Disi…Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach (2000)Exchange rate anomalies in th…State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications (1999)State-Space Models with Regim…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory (1998)Monetary Policy Rules and Mac…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…International Evidence on Shock-Dependent Exchange Rate Pass-Through (2020)International Evidence on Sho…International Evidence on Shock-Dependent Exchange Rate Pass-Through (2020)International Evidence on Sho…Monetary Policy Contagion in the West African Monetary Zone (2019)Monetary Policy Contagion in …Consistent estimation of time-varying loadings in high-dimensional factor models (2018)Consistent estimation of time…Credit supply shocks in the Netherlands (2016)Credit supply shocks in the N…The World is Not Enough! 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References

  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 2005Exchange Rate Pass-Through into Import Prices1,345 cited
  • 1998Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory1,166 cited
  • 2000Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach916 cited
  • 2006Output Fluctuations in the United States: What Has Changed Since the Early 1980s?597 cited
  • 2003Globalization and Global Disinflation339 cited
  • 2005A Bayesian Look at New Open Economy Macroeconomics231 cited
  • 2009The Transmission of International Shocks: A Factor‐Augmented VAR Approach176 cited
  • 1999State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications136 cited
  • 2003Has Monetary Policy Become More Effective?131 cited
  • 2005Markov-Switching Structural Vector Autoregressions: Theory and Application80 cited
  • 2007Exchange Rate Pass-Through into UK Import Prices52 cited
  • 2006

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UK Monetary Regimes and Macroeconomic Stylised Facts
40 cited

Cited by

  • 2020International Evidence on Shock-Dependent Exchange Rate Pass-Through32 cited
  • 2018Consistent estimation of time-varying loadings in high-dimensional factor models19 cited
  • 2013The World is Not Enough! Small Open Economies and Regional Dependence17 cited
  • 2016Credit supply shocks in the Netherlands15 cited
  • 2013Cross-country Transmission Effect of the U.S. Monetary Shock under Global Integration14 cited
  • 2020International Evidence on Shock-Dependent Exchange Rate Pass-Through12 cited
  • 2019Monetary Policy Contagion in the West African Monetary Zone10 cited