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Canadian monetary policy analysis using a structural VARMA model
16 references·3 citing·40 second hop
Canadian monetary policy analysis using a structural VARMA model (2016)Canadian monetary policy analysis using a…Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory? (2008)Are Structural VARs with Long…Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach (2000)Exchange rate anomalies in th…A Structural VAR Model of the Australian Economy (2000)A Structural VAR Model of the…Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Chapter 2 Monetary policy sho…Small-sample Confidence Intervals for Impulse Response Functions (1998)Small-sample Confidence Inter…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Measuring Monetary Policy (1998)Measuring Monetary PolicyIdentifying 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?Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…The American Business Cycle: Continuity and Change. (1987)The American Business Cycle: …Alternative Explanations of the Money-Income Correlation (1986)Alternative Explanations of t…Are Business Cycles All Alike? (1984)Are Business Cycles All Alike?Macroeconomics and Reality (1980)Macroeconomics and RealityTime series analysis and simultaneous equation econometric models (1974)Time series analysis and simu…Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks (2020)Financial globalisation, mone…Choice with Limited Capacity (2019)Choice with Limited CapacityUsing Local Information to Improve Short-Run Corn Price Forecasts (2018)Using Local Information to Im…A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)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)The federal funds rate and the channels of monetary transmission (1989)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Expectations and Exchange Rate Dynamics (1976)Empirical exchange rate models of the seventies (1983)Large Bayesian vector auto regressions (2009)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Cross-Border Banking and Global Liquidity (2014)Credit Rationing in Markets with Imperfect Information (1981)Time to Build and Aggregate Fluctuations (1982)Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors (1993)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Trends and random walks in macroeconomic time series (1988)Costly capital reallocation and the effects of government spending (1998)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Uncertainty and Economic Activity: Evidence from Business Survey Data (2013)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)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)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)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)Vector Autoregressions (2001)What are the effects of fiscal policy shocks? (2009)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 1986Alternative Explanations of the Money-Income Correlation1,501 cited
  • 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?1,484 cited
  • 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
  • 1996What Does Monetary Policy Do?1,081 cited
  • 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
  • 2000Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach916 cited
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  • 1984Are Business Cycles All Alike?456 cited
  • 1987The American Business Cycle: Continuity and Change.453 cited
  • 2000A Structural VAR Model of the Australian Economy294 cited
  • 2008

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Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory?
272 cited

Cited by

  • 2018Using Local Information to Improve Short-Run Corn Price Forecasts71 cited
  • 2020Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks12 cited
  • 2019Choice with Limited Capacity1 cited