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Were there structural breaks in the effects of Japanese monetary policy? Re-evaluating policy effects of the lost decade
16 references·16 citing·36 second hopsampled
Were there structural breaks in the effects of Japanese monetary policy? Re-evaluating policy effects of the lost decade (2008)Were there structural breaks in the effec…Were There Regime Switches in U.S. Monetary Policy? (2006)Were There Regime Switches in…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Measuring Monetary Policy (1998)Measuring Monetary PolicyIt's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)It's Baaack: Japan's Slump an…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Macroeconomics and Reality (1980)Macroeconomics and RealityNelson–Siegel decay factor and term premia in Japan (2022)Nelson–Siegel decay factor an…Japan’s monetary policy: a literature review and empirical assessment (2021)Japan’s monetary policy: a li…Exiting from quantitative easing (2019)Exiting from quantitative eas…Winners and losers from the €uro (2018)Winners and losers from the €…Trend inflation and monetary policy regimes in Japan (2018)Trend inflation and monetary …Macroeconomic Effects of Quantitative and Qualitative Monetary Easing Measures (2018)Macroeconomic Effects of Quan…Asymptotic properties of the maximum likelihood estimator in regime switching econometric models (2018)Asymptotic properties of the …Identifying Quantitative and Qualitative Monetary Policy Shocks (2017)Identifying Quantitative and …Effects of the Bank of Japan’s current quantitative and qualitative easing (2015)Effects of the Bank of Japan’…Japanese monetary policy and international spillovers (2014)Japanese monetary policy and …Exiting from QE (2014)Exiting from QEGreat Moderation in the Japanese economy (2013)Great Moderation in the Japan…Endogenous monetary policy shifts and the term structure: Evidence from Japanese government bond yields (2013)Endogenous monetary policy sh…Quantitative easing works: Lessons from the unique experience in Japan 2001–2006 (2011)Quantitative easing works: Le…Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach (2011)Monetary Policy Transmission …Bankruptcy dynamics in Japan (2011)Bankruptcy dynamics in JapanAggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)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)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)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)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)ARCH modeling in finance (1992)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Statistical inference in vector autoregressions with possibly integrated processes (1995)Time Series Regression with a Unit Root (1987)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Econometric policy evaluation: A critique (1976)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 1998It's Baaack: Japan's Slump and the Return of the Liquidity Trap1,754 cited
  • 1998Measuring Monetary Policy

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1,643 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • Cited by

    • 2011Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach50 cited
    • 2011Quantitative easing works: Lessons from the unique experience in Japan 2001–200647 cited
    • 2018Winners and losers from the €uro43 cited
    • 2019Exiting from quantitative easing37 cited
    • 2018Macroeconomic Effects of Quantitative and Qualitative Monetary Easing Measures36 cited
    • 2011Bankruptcy dynamics in Japan29 cited
    • 2018Trend inflation and monetary policy regimes in Japan27 cited
    • 2015Effects of the Bank of Japan’s current quantitative and qualitative easing25 cited
    • 2014Japanese monetary policy and international spillovers22 cited
    • 2018Asymptotic properties of the maximum likelihood estimator in regime switching econometric models20 cited
    • 2014Exiting from QE15 cited
    • 2022Nelson–Siegel decay factor and term premia in Japan13 cited
    • 2013Endogenous monetary policy shifts and the term structure: Evidence from Japanese government bond yields11 cited
    • 2013Great Moderation in the Japanese economy11 cited
    • 2017Identifying Quantitative and Qualitative Monetary Policy Shocks10 cited
    • 2021Japan’s monetary policy: a literature review and empirical assessment9 cited