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Measuring Monetary Policy with VAR Models: An Evaluation
16 references·16 citing·46 second hopsampled
Measuring Monetary Policy with VAR Models: An Evaluation (1997)Measuring Monetary Policy with VAR Models…DOES MONETARY POLICY GENERATE RECESSIONS? (2006)DOES MONETARY POLICY GENERATE…What Does Monetary Policy Do? (1996)What Does Monetary Policy Do?The identification of monetary policy disturbances explaining the liquidity puzzle (1995)The identification of monetar…The Dynamic Impacts of Monetary Policy: An Exercise in Tentative Identification (1994)The Dynamic Impacts of Moneta…Estimating and Interpreting Foreward Interest Rates: Sweden 1992-1994 (1994)Estimating and Interpreting F…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Liquidity Effects and the Monetary Transmission Mechanism (1992)Liquidity Effects and the Mon…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Does Monetary Policy Matter? A New Test in the Spirit of Friedman and Schwartz (1989)Does Monetary Policy Matter? …Unit roots, structural breaks and trends (1986)Unit roots, structural breaks…Macroeconomics and Reality (1980)Macroeconomics and RealityThe Phillips curve and labor markets (1976)The Phillips curve and labor …Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Expectations and the neutrality of money (1972)Expectations and the neutrali…GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES (2017)GIMME A BREAK! IDENTIFICATION…Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited (2013)Semiparametric Estimates of M…House Prices and Stock Prices: Different Roles in the US Monetary Transmission Mechanism* (2013)House Prices and Stock Prices…Does Macro-Pru Leak? Evidence from a UK Policy Experiment (2012)Does Macro-Pru Leak? Evidence…Understanding the Relationship between Financial Development and Monetary Policy (2010)Understanding the Relationshi…Monetary Policy, Asset Prices and Consumption in China (2010)Monetary Policy, Asset Prices…The Impact of Monetary Policy on Economic Growth and Inflation in Sri Lanka (2009)The Impact of Monetary Policy…Monetary Policy and Exchange Rate Interactions in a Small Open Economy (2008)Monetary Policy and Exchange …The Impact of Corporate Risk Management on Monetary Policy Transmission: Some Empirical Evidence (2005)The Impact of Corporate Risk …Structural Breaks and Regional Disparities in the Transmission of Monetary Policy (2003)Structural Breaks and Regiona…What Does the Single Monetary Policy Do? A SVAR Benchmark for the European Central Bank (2002)What Does the Single Monetary…Does Institutional Change Really Matter? 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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1972Expectations and the neutrality of money4,826 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 1996What Does Monetary Policy Do?1,081 cited
  • 1989Does Monetary Policy Matter? A New Test in the Spirit of Friedman and Schwartz744 cited
  • 1976The Phillips curve and labor markets612 cited
  • 2006DOES MONETARY POLICY GENERATE RECESSIONS?562 cited
  • 1992Liquidity Effects and the Monetary Transmission Mechanism555 cited
  • 1995The identification of monetary policy disturbances explaining the liquidity puzzle471 cited
  • 1986Unit roots, structural breaks and trends438 cited
  • 1994The Dynamic Impacts of Monetary Policy: An Exercise in Tentative Identification435 cited
  • 1994Estimating and Interpreting Foreward Interest Rates: Sweden 1992-1994

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426 cited

Cited by

  • 2012Does Macro-Pru Leak? Evidence from a UK Policy Experiment102 cited
  • 2013Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited80 cited
  • 2008Monetary Policy and Exchange Rate Interactions in a Small Open Economy71 cited
  • 2002What Does the Single Monetary Policy Do? A SVAR Benchmark for the European Central Bank63 cited
  • 2001Does Institutional Change Really Matter? Inflation Targets, Central Bank Reform and Interest Rate Policy in the OECD Countries51 cited
  • 2013House Prices and Stock Prices: Different Roles in the US Monetary Transmission Mechanism*49 cited
  • 2009The Impact of Monetary Policy on Economic Growth and Inflation in Sri Lanka48 cited
  • 1999The transmission of monetary policy shocks in Italy42 cited
  • 2003Structural Breaks and Regional Disparities in the Transmission of Monetary Policy40 cited
  • 2000The exchange rate and monetary conditions in the Euro area36 cited
  • 2010Understanding the Relationship between Financial Development and Monetary Policy35 cited
  • 1998Monetary transmission and controllability of money in Europe: a structural vector error correction approach34 cited
  • 2000Monetary transmission and business cycle asymmetry30 cited
  • 2017GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES22 cited
  • 2010Monetary Policy, Asset Prices and Consumption in China20 cited
  • 2005The Impact of Corporate Risk Management on Monetary Policy Transmission: Some Empirical Evidence20 cited