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Identifying the Effects of Monetary Policy Shocks in an Open Economy
16 references·1 citing·41 second hop
Identifying the Effects of Monetary Policy Shocks in an Open Economy (2002)Identifying the Effects of Monetary Polic…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Solving Linear Rational Expectations Models (2002)Solving Linear Rational Expec…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2001)Nominal Rigidities and the Dy…Open-Economy Inflation Targeting (2000)Open-Economy Inflation Target…New Directions for Stochastic Open Economy Models (1999)New Directions for Stochastic…Inflation dynamics: A structural econometric analysis (1999)Inflation dynamics: A structu…Costly capital reallocation and the effects of government spending (1998)Costly capital reallocation a…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?Goods Prices and Exchange Rates: What Have We Learned? (1996)Goods Prices and Exchange Rat…European Unemployment: A Survey (1992)European Unemployment: A Surv…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Testing for Common Trends (1988)Testing for Common TrendsDIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS (1983)DIAGNOSTIC CHECKING ARMA TIME…A Positive Theory of Monetary Policy in a Natural Rate Model (1983)A Positive Theory of Monetary…Tendencias comunes y análisis de la política monetaria en el Perú (2005)Tendencias comunes y análisis…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A PANIC Attack on Unit Roots and Cointegration (2004)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Econometric policy evaluation: A critique (1976)Macroeconomics and Reality (1980)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Understanding the Effects of Government Spending on Consumption (2007)Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Time Series Analysis: Forecasting and Control (1977)Testing for Nonlinear Dependence in Daily Foreign Exchange Rates (1989)Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING (1993)Testing for a Unit Root in Time Series Regression (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Discretion versus policy rules in practice (1993)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Inflation targeting as a monetary policy rule (1999)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2002)The Effect of Fixed Exchange Rates on Monetary Policy (2004)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? (2002)Advanced International Trade : Theory and Evidence Ed. 2 (2004)Exchange Rate Pass-Through into Import Prices (2005)Rules, discretion and reputation in a model of monetary policy (1983)Varieties of Capitalism (2001)Were There Regime Switches in U.S. Monetary Policy? (2006)Pricing-to-Market, Trade Costs, and International Relative Prices (2008)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)
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References

  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 1983A Positive Theory of Monetary Policy in a Natural Rate Model2,212 cited
  • 1988Testing for Common Trends1,894 cited
  • 1996Goods Prices and Exchange Rates: What Have We Learned?1,495 cited
  • 2001Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy1,448 cited
  • 2000Open-Economy Inflation Targeting1,428 cited
  • 1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS1,124 cited
  • 2002Solving Linear Rational Expectations Models1,104 cited
  • 1996What Does Monetary Policy Do?1,081 cited
  • 1998Costly capital reallocation and the effects of government spending1,077 cited
  • 1999New Directions for Stochastic Open Economy Models884 cited
  • 1997Identifying monetary policy in a small open economy under flexible exchange rates793 cited

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  • 1992European Unemployment: A Survey672 cited
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    • 2005Tendencias comunes y análisis de la política monetaria en el Perú11 cited