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Interest rate pass-through, monetary policy rules and macroeconomic stability
16 references·16 citing·25 second hopsampled
Interest rate pass-through, monetary policy rules and macroeconomic stability (2009)Interest rate pass-through, monetary poli…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…Inflation dynamics: A structural econometric analysis (1999)Inflation dynamics: A structu…Monetary policy rules in practice (1998)Monetary policy rules in prac…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…The Solution of Linear Difference Models under Rational Expectations (1980)The Solution of Linear Differ…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Nonlinearities in the exchange rate pass-through: The role of inflation expectations (2022)Nonlinearities in the exchang…INTEREST RATE PASS‐THROUGH: A META‐ANALYSIS OF THE LITERATURE (2020)INTEREST RATE PASS‐THROUGH: A…The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs (2019)The divergence of bank lendin…Interest rate liberalization and pass-through of monetary policy rate to bank lending rates in China (2019)Interest rate liberalization …Does easing monetary policy increase financial instability? (2017)Does easing monetary policy i…The interest rate pass-through in the euro area during the sovereign debt crisis (2016)The interest rate pass-throug…Retail bank interest rate pass-through in the euro area: An empirical survey (2015)Retail bank interest rate pas…The impact of monetary policy on bank lending rate in South Africa (2014)The impact of monetary policy…Interest rate pass-through in the Euro area during the financial crisis: A multivariate regime-switching approach (2014)Interest rate pass-through in…RIGHT ON TARGET: EXPLORING THE FACTORS LEADING TO INFLATION TARGETING ADOPTION (2013)RIGHT ON TARGET: EXPLORING TH…Interest rate pass-through in the EMU – New evidence from nonlinear cointegration techniques for fully harmonized data (2013)Interest rate pass-through in…Interest Rate Pass-through and Monetary Policy Regimes in South Africa (2013)Interest Rate Pass-through an…TRANSMISSION CHANNEL AND EFFECTIVENESS OF DUAL MONETARY POLICY IN INDONESIA (2012)TRANSMISSION CHANNEL AND EFFE…Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia (2012)Interest rate volatility, asy…Competition among banks and the pass-through of monetary policy (2011)Competition among banks and t…Excess liquidity, bank pricing rules, and monetary policy (2009)Excess liquidity, bank pricin…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Econometric policy evaluation: A critique (1976)Rules, discretion and reputation in a model of monetary policy (1983)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Staggered Prices in a Utility-Maximizing Framework (1996)Discretion versus policy rules in practice (1993)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Unit root tests for panel data (2001)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Testing for unit roots in heterogeneous panels (2003)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1980The Solution of Linear Difference Models under Rational Expectations

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2,412 cited
  • 1998Monetary policy rules in practice2,206 cited
  • Cited by

    • 2016The interest rate pass-through in the euro area during the sovereign debt crisis92 cited
    • 2009Excess liquidity, bank pricing rules, and monetary policy86 cited
    • 2014Interest rate pass-through in the Euro area during the financial crisis: A multivariate regime-switching approach84 cited
    • 2013Interest rate pass-through in the EMU – New evidence from nonlinear cointegration techniques for fully harmonized data76 cited
    • 2015Retail bank interest rate pass-through in the euro area: An empirical survey62 cited
    • 2014The impact of monetary policy on bank lending rate in South Africa53 cited
    • 2020INTEREST RATE PASS‐THROUGH: A META‐ANALYSIS OF THE LITERATURE45 cited
    • 2013RIGHT ON TARGET: EXPLORING THE FACTORS LEADING TO INFLATION TARGETING ADOPTION42 cited
    • 2019Interest rate liberalization and pass-through of monetary policy rate to bank lending rates in China36 cited
    • 2012Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia35 cited
    • 2011Competition among banks and the pass-through of monetary policy33 cited
    • 2013Interest Rate Pass-through and Monetary Policy Regimes in South Africa33 cited
    • 2017Does easing monetary policy increase financial instability?33 cited
    • 2012TRANSMISSION CHANNEL AND EFFECTIVENESS OF DUAL MONETARY POLICY IN INDONESIA32 cited
    • 2022Nonlinearities in the exchange rate pass-through: The role of inflation expectations31 cited
    • 2019The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs30 cited