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Monetary Policy Misspecification in VAR Models
16 references·7 citing·38 second hop
Monetary Policy Misspecification in VAR Models (2000)Monetary Policy Misspecification in VAR M…A Monetary History of the United States, 1867-1960 (2008)A Monetary History of the Uni…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Sticky Price Models of the Business Cycle: Can the Contract Multiplier Solve the Persistence Problem? (2000)Sticky Price Models of the Bu…The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…Error Bands for Impulse Responses (1999)Error Bands for Impulse Respo…The robustness of identified VAR conclusions about money (1998)The robustness of identified …Measuring Monetary Policy (1998)Measuring Monetary PolicyDo Measures of Monetary Policy in a VAR Make Sense (1998)Do Measures of Monetary Polic…What Does Monetary Policy Do? (1996)What Does Monetary Policy Do?The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds (1996)The Effects of Monetary Polic…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…The Federal Funds Rate and the Channels of Monetary Transnission (1990)The Federal Funds Rate and th…Liquidity and interest rates (1990)Liquidity and interest ratesThe federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Atheoretical macroeconometrics: A critique (1985)Atheoretical macroeconometric…Is the exchange rate a shock absorber or a source of shocks? Evidence from the U.S. (2019)Is the exchange rate a shock …“Conditional PPP” and real exchange rate convergence in the euro area (2017)“Conditional PPP” and real ex…Sources of exchange rate fluctuations: Are they real or nominal? (2011)Sources of exchange rate fluc…Exchange Rate Pass-through: Evidence Based on Vector Autoregression with Sign Restrictions (2011)Exchange Rate Pass-through: E…Structural Changes in the Transmission Mechanism of Monetary Policy in Mexico: A Non-Linear VAR Approach (2006)Structural Changes in the Tra…New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates (2006)New Evidence on the Puzzles. …Assessing Simple Policy Rules: A View from a Complete Macroeconomic Model (2001)Assessing Simple Policy Rules…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)Econometric policy evaluation: A critique (1976)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)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)Little Science, Big Science (1963)Bank Runs, Deposit Insurance, and Liquidity (1983)Rules, discretion and reputation in a model of monetary policy (1983)Why Does Stock Market Volatility Change Over Time? (1989)From Financial Crash to Debt Crisis (2011)Are Forecasting Models Usable for Policy Analysis? (1986)Inference in Linear Time Series Models with some Unit Roots (1990)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site (2009)Risk, uncertainty and monetary policy (2013)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Vector Autoregressions (2001)Large Bayesian vector auto regressions (2009)What are the effects of fiscal policy shocks? (2009)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 and the Flight to Quality (1996)Oil price shocks and stock market activity (1999)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds1,209 cited
  • 2008A Monetary History of the United States, 1867-19601,158 cited
  • 1996What Does Monetary Policy Do?1,081 cited
  • 1999Error Bands for Impulse Responses930 cited
  • 2000Sticky Price Models of the Business Cycle: Can the Contract Multiplier Solve the Persistence Problem?767 cited
  • 1985Atheoretical macroeconometrics: A critique714 cited
  • 1990The Federal Funds Rate and the Channels of Monetary Transnission658 cited
  • 1990Liquidity and interest rates639 cited
  • 1998Do Measures of Monetary Policy in a VAR Make Sense629 cited
  • 1998

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The robustness of identified VAR conclusions about money
569 cited

Cited by

  • 2001Assessing Simple Policy Rules: A View from a Complete Macroeconomic Model39 cited
  • 2011Sources of exchange rate fluctuations: Are they real or nominal?33 cited
  • 2017“Conditional PPP” and real exchange rate convergence in the euro area24 cited
  • 2019Is the exchange rate a shock absorber or a source of shocks? Evidence from the U.S.21 cited
  • 2011Exchange Rate Pass-through: Evidence Based on Vector Autoregression with Sign Restrictions19 cited
  • 2006New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates19 cited
  • 2006Structural Changes in the Transmission Mechanism of Monetary Policy in Mexico: A Non-Linear VAR Approach15 cited