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The Role of Domestic and External Shocks in Poland
13 references·0 citing·48 second hop
The Role of Domestic and External Shocks in Poland (2013)The Role of Domestic and External Shocks …Prior Selection for Vector Autoregressions (2014)Prior Selection for Vector Au…Monetary Policy Transmission Mechanism in Poland - What Do We Know in 2011? (2012)Monetary Policy Transmission …Multiple filtering devices for the estimation of cyclical DSGE models (2011)Multiple filtering devices fo…Steady‐state priors for vector autoregressions (2009)Steady‐state priors for vecto…Responses to monetary policy shocks in the east and the west of Europe: a comparison (2009)Responses to monetary policy …Inflation Targeting Pillars: Transparency and Accountability (2009)Inflation Targeting Pillars: …A Small Quarterly Projection Model of the US Economy (2008)A Small Quarterly Projection …How Much of the Macroeconomic Variation in Eastern Europe is Attributable to External Shocks? (2006)How Much of the Macroeconomic…Analysis of the Monetary Transmission Mechanism: Methodological Issues (2001)Analysis of the Monetary Tran…The Band Pass Filter (1999)The Band Pass FilterIdentifying monetary policy in a small open economy under flexible exchange rates (1997)Identifying monetary policy i…Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Forecasting With Bayesian Vec…Band Spectrum Regression (1974)Band Spectrum RegressionStaggered prices in a utility-maximizing framework (1983)Discretion versus policy rules in practice (1993)Staggered Prices in a Utility-Maximizing Framework (1996)Measuring Systematic Monetary Policy (2001)Monetary Policy Effects on Bank Loans in Germany: A Panel-Econometric Analysis (2002)Long-Run Links among Money, Prices and Output: Worldwide Evidence (2006)Technical Change and the Aggregate Production Function (1957)Macroeconomics and Reality (1980)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)House Prices and the Stance of Monetary Policy (2008)Forecasting with Bayesian Vector Autoregression (2013)Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors (2019)The federal funds rate and the channels of monetary transmission (1989)Interpreting the macroeconomic time series facts (1992)Distinguished Lecture on Economics in Government—Exchange Rate Regimes: Is the Bipolar View Correct? (2001)DOES MONETARY POLICY GENERATE RECESSIONS? (2006)Panel Vector Autoregressive Models: A Survey (2013)Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and conditional projection using realistic prior distributions (1984)Bayesian Methods for Dynamic Multivariate Models (1998)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Large Bayesian vector auto regressions (2009)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Introductory Econometrics for Finance (2008)US Monetary Policy and the Global Financial Cycle (2015)The Transmission of Monetary Policy Shocks (2017)The Quarterly Journal of Economics (2024)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Estimation of DSGE models when the data are persistent (2010)Trend Agnostic One-Step Estimation of DSGE Models (2011)Estimating the Evolution of Money’s Role in the U.S. Monetary Business Cycle (2012)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Postwar U.S. Business Cycles: An Empirical Investigation (1997)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Are Technology Improvements Contractionary? (2006)Fiscal Volatility Shocks and Economic Activity (2015)Estimating long-run relationships from dynamic heterogeneous panels (1995)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)MONETARY TRANSMISSION MECHANISM IN CENTRAL AND EASTERN EUROPE: SURVEYING THE SURVEYABLE (2008)How to Solve the Price Puzzle? A Meta‐Analysis (2013)Combining Monetary and Fiscal Policy in an SVAR for a Small Open Economy (2013)Formation of Inflation Expectations by Different Economic Agents (2013)The Effectiveness of the Monetary Transmission Mechanism in Ukraine since the Transition to Inflation Targeting (2019)Business Cycles and the Exchange Rate System: Some International Evidence (1988)Business cycles and the exchange-rate regime (1989)Location Matters: An Examination of Trading Profits (2001)
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References

  • 1999The Band Pass Filter1,909 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
  • 1997Identifying monetary policy in a small open economy under flexible exchange rates793 cited
  • 2014Prior Selection for Vector Autoregressions737 cited
  • 1974Band Spectrum Regression351 cited
  • 2009Steady‐state priors for vector autoregressions212 cited
  • 2009Responses to monetary policy shocks in the east and the west of Europe: a comparison195 cited
  • 2011Multiple filtering devices for the estimation of cyclical DSGE models69 cited
  • 2001Analysis of the Monetary Transmission Mechanism: Methodological Issues62 cited
  • 2012Monetary Policy Transmission Mechanism in Poland - What Do We Know in 2011?37 cited
  • 2006How Much of the Macroeconomic Variation in Eastern Europe is Attributable to External Shocks?33 cited
  • 2008A Small Quarterly Projection Model of the US Economy28 cited
  • 2009Inflation Targeting Pillars: Transparency and Accountability27 cited

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