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Statistical Modeling of Monetary Policy and Its Effects
16 references·8 citing·36 second hop
Statistical Modeling of Monetary Policy and Its Effects (2012)Statistical Modeling of Monetary Policy a…American Economic Review (2019)American Economic ReviewA Monetary History of the United States, 1867-1960 (2017)A Monetary History of the Uni…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…On the Fit of New Keynesian Models (2007)On the Fit of New Keynesian M…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Priors from General Equilibrium Models for VARS* (2004)Priors from General Equilibri…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…What Does Monetary Policy Do? (1996)What Does Monetary Policy Do?Are Forecasting Models Usable for Policy Analysis? (1986)Are Forecasting Models Usable…Are Business Cycles All Alike? (1984)Are Business Cycles All Alike?Macroeconomics and Reality (1980)Macroeconomics and RealityRational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment (1973)Rational Expectations, the Re…MONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYA Monetary History of the United States, 1867-1960 (1964)A Monetary History of the Uni…Money and Business Cycles (1963)Money and Business CyclesInteractions between the Multiplier Analysis and the Principle of Acceleration (1939)Interactions between the Mult…Financial openness and financial market development (2023)Financial openness and financ…Wishful Thinking in Macroeconomic Expectations (2021)Wishful Thinking in Macroecon…Choice with Limited Capacity (2019)Choice with Limited CapacityBayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions (2019)Bayesian forecasting of multi…The real exchange rate in Taylor rules: A Re-Assessment (2018)The real exchange rate in Tay…Uncertainty in Economic Analysis and the Economic Analysis of Uncertainty (2017)Uncertainty in Economic Analy…Uncertainty Outside and Inside Economic Models (2014)Uncertainty Outside and Insid…Lost in Transmission? The Effectiveness of Monetary Policy Transmission Channels in the GCC Countries (2012)Lost in Transmission? The Eff…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Automatic Lag Selection in Covariance Matrix Estimation (1994)Introductory Econometrics for Finance (2008)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)The federal funds rate and the channels of monetary transmission (1989)Vector Autoregressions (2001)Large Bayesian vector auto regressions (2009)What are the effects of fiscal policy shocks? (2009)The Role of Monetary Policy (1995)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)Discretion versus policy rules in practice (1993)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)When Is the Government Spending Multiplier Large? (2011)Time to Build and Aggregate Fluctuations (1982)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Understanding the Effects of Government Spending on Consumption (2007)A Monetary History of the United States 1867-1960 (1964)Bank Runs, Deposit Insurance, and Liquidity (1983)Trends and random walks in macroeconomic time series (1988)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Oil price shocks and stock market activity (1999)Why Does Stock Market Volatility Change Over Time? (1989)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Economic Freedom of the World: 2022 Annual Report (2022)Upper Echelons: The Organization as a Reflection of Its Top Managers (1984)The Relational View: Cooperative Strategy and Sources of Interorganizational Competitive Advantage (1998)The Promise of Entrepreneurship as a Field of Research (2000)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 2019American Economic Review10,902 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 2017A Monetary History of the United States, 1867-19602,467 cited
  • 1964A Monetary History of the United States, 1867-19601,752 cited
  • 1986Are Forecasting Models Usable for Policy Analysis?1,224 cited
  • 1996What Does Monetary Policy Do?1,081 cited
  • 1939Interactions between the Multiplier Analysis and the Principle of Acceleration966 cited
  • 1963Money and Business Cycles623 cited
  • 2004Priors from General Equilibrium Models for VARS*539 cited
  • 1973Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment533 cited
  • 2007On the Fit of New Keynesian Models509 cited
  • 1984Are Business Cycles All Alike?

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456 cited

Cited by

  • 2014Uncertainty Outside and Inside Economic Models64 cited
  • 2019Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions43 cited
  • 2023Financial openness and financial market development25 cited
  • 2012Lost in Transmission? The Effectiveness of Monetary Policy Transmission Channels in the GCC Countries23 cited
  • 2018The real exchange rate in Taylor rules: A Re-Assessment20 cited
  • 2017Uncertainty in Economic Analysis and the Economic Analysis of Uncertainty9 cited
  • 2019Choice with Limited Capacity1 cited
  • 2021Wishful Thinking in Macroeconomic Expectations0 cited