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Measuring Monetary Policy
9 references·16 citing·44 second hop
Measuring Monetary Policy (1995)Measuring Monetary PolicyWhat Does the Bundesbank Target? (1996)What Does the Bundesbank Targ…The identification of monetary policy disturbances explaining the liquidity puzzle (1995)The identification of monetar…Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…The Dynamic Impacts of Monetary Policy: An Exercise in Tentative Identification (1994)The Dynamic Impacts of Moneta…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…In search of the liquidity effect (1992)In search of the liquidity ef…‘Interpreting the macroeconomic time series facts: The effects of monetary policy’ (1992)‘Interpreting the macroeconom…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Sufficient information in structural VARs (2014)Sufficient information in str…Effectiveness and Transmission of the ECB's Balance Sheet Policies (2014)Effectiveness and Transmissio…A Shadow Policy Rate to Calibrate U.S. Monetary Policy at the Zero Lower Bound (2014)A Shadow Policy Rate to Calib…Expansionary Austerity New International Evidence (2011)Expansionary Austerity New In…Oil price shocks and the optimality of monetary policy (2010)Oil price shocks and the opti…Banking Globalization and Monetary Transmission (2008)Banking Globalization and Mon…Another Pass-Through Bites the Dust? Oil Prices and Inflation (2007)Another Pass-Through Bites th…Monetary policy and inflation in Brazil (1975-2000): a VAR estimation (2003)Monetary policy and inflation…Does Trade Credit Substitute for Bank Credit? Evidence from Firm-Level Data (2003)Does Trade Credit Substitute …A systematic framework for analyzing the dynamic effects of permanent and transitory shocks (2001)A systematic framework for an…Block recursion and structural vector autoregressions (1999)Block recursion and structura…The Robustness of Identified VAR Conclusions About Money (1998)The Robustness of Identified …The liquidity effect and long-run neutrality (1998)The liquidity effect and long…International evidence on equity prices, interest rates and money (1998)International evidence on equ…Does the Fed Act Gradually? A VAR Analysis (1998)Does the Fed Act Gradually? A…The implementation of monetary policy in industrial countries: a survey (1997)The implementation of monetar…The federal funds rate and the channels of monetary transmission (1989)The Federal Funds Rate and the Channels of Monetary Transnission (1990)Exploring the international linkages of the euro area: a global VAR analysis (2007)Identifying the interdependence between US monetary policy and the stock market (2008)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 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)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)The Role of Monetary Policy (1995)The Cost Channel of Monetary Transmission (2000)On the dynamic effects of oil price shocks: a study using industry level data (2002)Modest policy interventions (2003)A Monetary History of the United States, 1867-1960 (1964)The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers (2017)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Inference in Linear Time Series Models with some Unit Roots (1990)Stock Return Predictability and The Role of Monetary Policy (1997)Firm Size and Cyclical Variations in Stock Returns (2000)An Empirical Analysis of Stock and Bond Market Liquidity (2004)The Effects of Monetary Policy Shocks: Some Evidence from the Flow of Funds (1994)Identifying Government Spending Shocks: It's All in the Timing (2009)A New Action-Based Dataset of Fiscal Consolidation (2011)A New Action-Based Dataset of Fiscal Consolidation (2011)Successful Austerity in the United States, Europe and Japan (2012)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Immediate challenges for the European Central Bank (1998)Inflation Targeting: Lessons from Four Countries (1998)Monetary Policy Transmission in the Euro Area (2003)
this work references cited by second hop

References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
  • 1992‘Interpreting the macroeconomic time series facts: The effects of monetary policy’487 cited
  • 1995The identification of monetary policy disturbances explaining the liquidity puzzle471 cited
  • 1994The Dynamic Impacts of Monetary Policy: An Exercise in Tentative Identification435 cited
  • 1996What Does the Bundesbank Target?382 cited
  • 1992In search of the liquidity effect237 cited

Cited by

  • 2011Expansionary Austerity New International Evidence280 cited
  • 2001A systematic framework for analyzing the dynamic effects of permanent and transitory shocks217 cited
  • 2008Banking Globalization and Monetary Transmission209 cited
  • 2014Sufficient information in structural VARs205 cited
  • 2007Another Pass-Through Bites the Dust? Oil Prices and Inflation198 cited
  • 1998The Robustness of Identified VAR Conclusions About Money

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197 cited
  • 1998The liquidity effect and long-run neutrality183 cited
  • 2014A Shadow Policy Rate to Calibrate U.S. Monetary Policy at the Zero Lower Bound167 cited
  • 1999Block recursion and structural vector autoregressions165 cited
  • 1997The implementation of monetary policy in industrial countries: a survey157 cited
  • 1998Does the Fed Act Gradually? A VAR Analysis155 cited
  • 2014Effectiveness and Transmission of the ECB's Balance Sheet Policies155 cited
  • 1998International evidence on equity prices, interest rates and money137 cited
  • 2003Does Trade Credit Substitute for Bank Credit? Evidence from Firm-Level Data119 cited
  • 2010Oil price shocks and the optimality of monetary policy112 cited
  • 2003Monetary policy and inflation in Brazil (1975-2000): a VAR estimation108 cited