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Monetary Policy Rules and Inflation Process in Open Emerging Economies: Evidence for 12 New EU Members
16 references·2 citing·32 second hop
Monetary Policy Rules and Inflation Process in Open Emerging Economies: Evidence for 12 New EU Members (2009)Monetary Policy Rules and Inflation Proce…Exchange Rate Pass-Through into Import Prices (2005)Exchange Rate Pass-Through in…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2002)Monetary Policy and Exchange …Testing for stationarity in heterogeneous panel data (2000)Testing for stationarity in h…Open-Economy Inflation Targeting (2000)Open-Economy Inflation Target…Monetary Policy and Asset Price Volatility (2000)Monetary Policy and Asset Pri…Low inflation, pass-through, and the pricing power of firms (2000)Low inflation, pass-through, …Inflation dynamics: A structural econometric analysis (1999)Inflation dynamics: A structu…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…Monetary policy rules in practice (1998)Monetary policy rules in prac…Foundations of International Macroeconomics (1997)Foundations of International …Foundations of International Macroeconomics (1996)Foundations of International …Automatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Active and Passive Monetary Policy in CEE Countries with Inflation Targeting: The Case of the Czech Republic, Hungary, and Poland (2016)Active and Passive Monetary P…Fejezetek a kockázat témaköréből a közgazdaságtanban (2015)Fejezetek a kockázat témaköré…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Statistical Methods for Meta-Analysis (1988)A simple panel unit root test in the presence of cross‐section dependence (2007)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Rules, discretion and reputation in a model of monetary policy (1983)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)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)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Individualism and Momentum around the World (2010)Sentiment During Recessions (2012)A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2004)Introductory Econometrics for Finance (2008)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)The determinants of cross-border equity flows (2004)Financial Globalization: A Reappraisal (2006)Why Doesn't Capital Flow from Rich to Poor Countries? An Empirical Investigation (2008)
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References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 2000Testing for stationarity in heterogeneous panel data3,003 cited
  • 1997Foundations of International Macroeconomics2,980 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 2000Open-Economy Inflation Targeting1,428 cited
  • 2000Low inflation, pass-through, and the pricing power of firms1,354 cited
  • 2005Exchange Rate Pass-Through into Import Prices1,345 cited
  • 2002Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,278 cited
  • 2000Monetary Policy and Asset Price Volatility1,274 cited

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1996
Foundations of International Macroeconomics
951 cited

Cited by

  • 2016Active and Passive Monetary Policy in CEE Countries with Inflation Targeting: The Case of the Czech Republic, Hungary, and Poland16 cited
  • 2015Fejezetek a kockázat témaköréből a közgazdaságtanban0 cited