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ASSESSING MONETARY POLICY IN SOUTH AFRICA IN A DATA‐RICH ENVIRONMENT
16 references·4 citing·38 second hop
ASSESSING MONETARY POLICY IN SOUTH AFRICA IN A DATA‐RICH ENVIRONMENT (2011)ASSESSING MONETARY POLICY IN SOUTH AFRICA…Monetary Policy Transmission in India: A Peep Inside the Black Box (2012)Monetary Policy Transmission …The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach (2009)The effect of monetary policy…Large Bayesian vector auto regressions (2009)Large Bayesian vector auto re…AN OPEN ECONOMY NEW KEYNESIAN DSGE MODEL OF THE SOUTH AFRICAN ECONOMY (2009)AN OPEN ECONOMY NEW KEYNESIAN…How Has the Euro Changed the Monetary Transmission? (2008)How Has the Euro Changed the …THE CYCLICALITY OF MONETARY AND FISCAL POLICY IN SOUTH AFRICA SINCE 1994 (2007)THE CYCLICALITY OF MONETARY A…DSGE Models in a Data-Rich Environment (2006)DSGE Models in a Data-Rich En…DSGE Models in a Data-Rich Environment (2006)DSGE Models in a Data-Rich En…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Implications of Dynamic Factor Models for VAR Analysis (2005)Implications of Dynamic Facto…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…On the Derivation of Monetary Policy Shocks: Should We Throw the VAR out with the Bath Water? (2000)On the Derivation of Monetary…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Understanding the price puzzle (1994)Understanding the price puzzleInterpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…The Transmission of Monetary Policy in South Africa Before and After the Global Financial Crisis (2019)The Transmission of Monetary …Output Effects of Monetary Policy in Emerging and Developing Countries: Evidence from a Meta-Analysis (2019)Output Effects of Monetary Po…Measuring the effects of monetary policy in Pakistan: a factor-augmented vector autoregressive approach (2013)Measuring the effects of mone…Important Channels of Transmission Monetary Policy Shock in South Africa (2013)Important Channels of Transmi…Time to Build and Aggregate Fluctuations (1982)Staggered prices in a utility-maximizing framework (1983)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Methods to estimate dynamic stochastic general equilibrium models (2006)A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models (2011)Generalized Shrinkage Methods for Forecasting Using Many Predictors (2012)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 Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model (2010)Real estate markets and the macroeconomy: A dynamic coherence framework (2012)Fiscal Policy Shocks and the Dynamics of Asset Prices (2013)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Forecasting Using Principal Components From a Large Number of Predictors (2002)Panel Vector Autoregressive Models: A Survey (2013)Prior Selection for Vector Autoregressions (2014)U.S. Monetary Policy and the Global Financial Cycle (2020)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Macro Factors in Bond Risk Premia (2009)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)FRED-MD: A Monthly Database for Macroeconomic Research (2015)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Quarterly Journal of Economics (2024)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Macro Factors in Bond Risk Premia (2005)The Federal Response to Home Mortgage Distress: Lessons from the Great Depression (2008)What you match does matter: the effects of data on DSGE estimation (2009)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
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References

  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 2009Large Bayesian vector auto regressions1,158 cited
  • 2005Implications of Dynamic Factor Models for VAR Analysis870 cited
  • 2006DSGE Models in a Data-Rich Environment209 cited
  • 2006DSGE Models in a Data-Rich Environment113 cited
  • 2009The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach109 cited
  • 2009AN OPEN ECONOMY NEW KEYNESIAN DSGE MODEL OF THE SOUTH AFRICAN ECONOMY79 cited
  • 2008How Has the Euro Changed the Monetary Transmission?75 cited
  • 2000On the Derivation of Monetary Policy Shocks: Should We Throw the VAR out with the Bath Water?70 cited
  • 2007THE CYCLICALITY OF MONETARY AND FISCAL POLICY IN SOUTH AFRICA SINCE 199469 cited
  • 1994Understanding the price puzzle

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64 cited
  • 2012Monetary Policy Transmission in India: A Peep Inside the Black Box43 cited
  • Cited by

    • 2019Output Effects of Monetary Policy in Emerging and Developing Countries: Evidence from a Meta-Analysis22 cited
    • 2013Important Channels of Transmission Monetary Policy Shock in South Africa16 cited
    • 2013Measuring the effects of monetary policy in Pakistan: a factor-augmented vector autoregressive approach15 cited
    • 2019The Transmission of Monetary Policy in South Africa Before and After the Global Financial Crisis14 cited