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Money and Monetary Policy Transmission in the Euro Area: Evidence from Favar- and VAR Approaches
16 references·5 citing·40 second hop
Money and Monetary Policy Transmission in the Euro Area: Evidence from Favar- and VAR Approaches (2016)Money and Monetary Policy Transmission in…DSGE Models in a Data-Rich Environment (2006)DSGE Models in a Data-Rich En…Determining the Number of Primitive Shocks in Factor Models (2006)Determining the Number of Pri…Principal components at work: the empirical analysis of monetary policy with large data sets (2005)Principal components at work:…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Implications of Dynamic Factor Models for VAR Analysis (2005)Implications of Dynamic Facto…An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates (2005)An Arbitrage-Free Three-Facto…Do financial variables help forecasting inflation and real activity in the euro area? (2003)Do financial variables help f…Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited (2002)Tracking Greenspan: Systemati…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Measuring Monetary Policy (1998)Measuring Monetary PolicyLet's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics (1998)Let's Get Real: A Factor Anal…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Price-Level Changes and the Redistribution of Nominal Wealth Across the Euro Area (2022)Price-Level Changes and the R…The cross-country impact of ECB policies: Asymmetries in – Asymmetries out? (2018)The cross-country impact of E…Monetary transmission mechanism and time variation in the Euro area (2013)Monetary transmission mechani…Measuring the effects of monetary policy in Pakistan: a factor-augmented vector autoregressive approach (2013)Measuring the effects of mone…The Transmission of Euro Area Monetary Shocks to the Czech Republic, Poland and Hungary: Evidence from a FAVAR Model (2011)The Transmission of Euro Area…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 Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)Alternative Explanations of the Money-Income Correlation (1986)Forecasting Using Principal Components From a Large Number of Predictors (2002)Determining the Number of Factors in the General Dynamic Factor Model (2007)Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets (2009)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Panels with Nonstationary Multifactor Error Structures (2006)Exploring the international linkages of the euro area: a global VAR analysis (2007)U.S. Monetary Policy and the Global Financial Cycle (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Statistical inference in vector autoregressions with possibly integrated processes (1995)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Large Bayesian vector auto regressions (2009)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Macro Factors in Bond Risk Premia (2009)FRED-MD: A Monthly Database for Macroeconomic Research (2015)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)
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References

  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 2005Implications of Dynamic Factor Models for VAR Analysis870 cited
  • 2006Determining the Number of Primitive Shocks in Factor Models540 cited
  • 2005An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates490 cited
  • 1998Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics384 cited
  • 2003Do financial variables help forecasting inflation and real activity in the euro area?336 cited
  • 2005Principal components at work: the empirical analysis of monetary policy with large data sets167 cited
  • 2006

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DSGE Models in a Data-Rich Environment
113 cited
  • 2002Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited70 cited
  • Cited by

    • 2011The Transmission of Euro Area Monetary Shocks to the Czech Republic, Poland and Hungary: Evidence from a FAVAR Model29 cited
    • 2022Price-Level Changes and the Redistribution of Nominal Wealth Across the Euro Area21 cited
    • 2013Measuring the effects of monetary policy in Pakistan: a factor-augmented vector autoregressive approach15 cited
    • 2013Monetary transmission mechanism and time variation in the Euro area13 cited
    • 2018The cross-country impact of ECB policies: Asymmetries in – Asymmetries out?12 cited