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Are the Effects of Monetary Policy Shocks Big or Small?
16 references·3 citing·33 second hop
Are the Effects of Monetary Policy Shocks Big or Small? (2010)Are the Effects of Monetary Policy Shocks…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Were There Regime Switches in U.S. Monetary Policy? (2006)Were There Regime Switches in…Has Monetary Policy Become More Effective? (2006)Has Monetary Policy Become Mo…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Has U.S. Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data (2005)Has U.S. Monetary Policy Chan…Testing for Indeterminacy: An Application to U.S. Monetary Policy (2004)Testing for Indeterminacy: An…A New Measure of Monetary Shocks: Derivation and Implications (2004)A New Measure of Monetary Sho…Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative (2001)Do We Really Know That Oil Ca…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Measuring Monetary Policy (1998)Measuring Monetary PolicySystematic Monetary Policy and the Effects of Oil Price Shocks (1997)Systematic Monetary Policy an…What Does Monetary Policy Do? (1996)What Does Monetary Policy Do?Discretion versus policy rules in practice (1993)Discretion versus policy rule…The Federal Funds Rate and the Channels of Monetary Transnission (1990)The Federal Funds Rate and th…Monetary Policy and the Labor Market: A Quasi-Experiment in Sweden (2023)Monetary Policy and the Labor…Measuring Under- and Overreaction in Expectation Formation (2022)Measuring Under- and Overreac…A Reassessment of Monetary Policy Surprises and High-Frequency Identification (2022)A Reassessment of Monetary Po…Econometric policy evaluation: A critique (1976)Macroeconomics and Reality (1980)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)The federal funds rate and the channels of monetary transmission (1989)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Atheoretical macroeconometrics: A critique (1985)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)Rules, discretion and reputation in a model of monetary policy (1983)Estimation and Inference of Impulse Responses by Local Projections (2005)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Interpreting the macroeconomic time series facts (1992)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)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Macroeconomic Shocks and Their Propagation (2016)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)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)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 2004A New Measure of Monetary Shocks: Derivation and Implications1,621 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 1997Systematic Monetary Policy and the Effects of Oil Price Shocks1,594 cited
  • 1996What Does Monetary Policy Do?1,081 cited
  • 2004Testing for Indeterminacy: An Application to U.S. Monetary Policy868 cited
  • 2006Has Monetary Policy Become More Effective?768 cited
  • 1990The Federal Funds Rate and the Channels of Monetary Transnission658 cited
  • 2001Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative

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551 cited
  • 2005Has U.S. Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data327 cited
  • Cited by

    • 2022Measuring Under- and Overreaction in Expectation Formation36 cited
    • 2022A Reassessment of Monetary Policy Surprises and High-Frequency Identification18 cited
    • 2023Monetary Policy and the Labor Market: A Quasi-Experiment in Sweden16 cited