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Modeling Monetary Transmission in Switzerland with a Structural Cointegrated VAR Model
16 references·6 citing·39 second hop
Modeling Monetary Transmission in Switzerland with a Structural Cointegrated VAR Model (2008)Modeling Monetary Transmission in Switzer…The cointegrated VAR model (2006)The cointegrated VAR modelGlobal and National Macroeconometric Modelling (2006)Global and National Macroecon…Structural Vector Autoregressive Modeling and Impulse Responses (2004)Structural Vector Autoregress…Putting "M" Back in Monetary Policy (2003)Putting "M" Back in Monetary …Putting 'M' back in Monetary Policy (2003)Putting 'M' back in Monetary …A Long run structural macroeconometric model of the UK (2003)A Long run structural macroec…The demand for M3 in the euro area (2001)The demand for M3 in the euro…Structural analysis of vector error correction models with exogenous I(1) variables (2000)Structural analysis of vector…Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach (2000)Exchange rate anomalies in th…Some tests for parameter constancy in cointegrated VAR‐models (1999)Some tests for parameter cons…Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Chapter 2 Monetary policy sho…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Identifying monetary policy in a small open economy under flexible exchange rates (1997)Identifying monetary policy i…Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…King Charles I (1981)King Charles IWishful Thinking in Macroeconomic Expectations (2021)Wishful Thinking in Macroecon…Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks (2020)Financial globalisation, mone…Choice with Limited Capacity (2019)Choice with Limited CapacityHow do Individual Sectors Respond to Macroeconomic Shocks? 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References

  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 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
  • 2000Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach916 cited
  • 2000Structural analysis of vector error correction models with exogenous I(1) variables797 cited
  • 1997Identifying monetary policy in a small open economy under flexible exchange rates793 cited
  • 1999Some tests for parameter constancy in cointegrated VAR‐models617 cited
  • 1981King Charles I316 cited
  • 2001The demand for M3 in the euro area251 cited
  • 2003A Long run structural macroeconometric model of the UK225 cited
  • 2004Structural Vector Autoregressive Modeling and Impulse Responses178 cited
  • 2003Putting 'M' back in Monetary Policy165 cited
  • 2003Putting "M" Back in Monetary Policy123 cited
  • 2006Global and National Macroeconometric Modelling102 cited

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  • 2006The cointegrated VAR model92 cited
  • Cited by

    • 2014Exchange rate and price dynamics in a small open economy - the role of the zero lower bound and monetary policy regimes19 cited
    • 2015How do Individual Sectors Respond to Macroeconomic Shocks? A Structural Dynamic Factor Approach Applied to Swiss Data15 cited
    • 1991PRACTITIONERS' CORNER: The Lucas Critique in Light of Swiss Monetary Policy15 cited
    • 2020Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks12 cited
    • 2019Choice with Limited Capacity1 cited
    • 2021Wishful Thinking in Macroeconomic Expectations0 cited