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Monetary shocks in the G-6 countries: Is there a puzzle?
16 references·16 citing·35 second hopsampled
Monetary shocks in the G-6 countries: Is there a puzzle? (1998)Monetary shocks in the G-6 countries: Is …A systematic framework for analyzing the dynamic effects of permanent and transitory shocks (2001)A systematic framework for an…The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds (1996)The Effects of Monetary Polic…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…Shocks (1994)ShocksFive alternative methods of estimating long-run equilibrium relationships (1994)Five alternative methods of e…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…In search of the liquidity effect (1992)In search of the liquidity ef…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Are Forecasting Models Usable for Policy Analysis? (1986)Are Forecasting Models Usable…Atheoretical macroeconometrics: A critique (1985)Atheoretical macroeconometric…Macroeconomics and Reality (1980)Macroeconomics and RealityUncertainty and Multiple Paradigms of the Transmission Mechanism (2021)Uncertainty and Multiple Para…The Quantity of Money and Monetary Policy (2021)The Quantity of Money and Mon…Forecasting Inflation with the M1-VECM: Part Two (2021)Forecasting Inflation with th…Effectiveness of Monetary Policy in Pakistan: Empirical Evidences based on Bound Test Approach (2011)Effectiveness of Monetary Pol…Bank loan portfolios and the Canadian monetary transmission mechanism (2009)Bank loan portfolios and the …Financial systems and the cost channel transmission of monetary policy shocks (2008)Financial systems and the cos…Explaining and Forecasting Inflation in Turkey (2004)Explaining and Forecasting In…Does Liquidity Matter? Properties of a Divisia Monetary Aggregate in the Euro Area* (2004)Does Liquidity Matter? Proper…Cross‐Country Variation in the Liquidity Effect: The Role of Financial Markets (2004)Cross‐Country Variation in th…Monetary transmission in Spain: a structural cointegrated VAR approach (2002)Monetary transmission in Spai…Evidence on the cross-country transmission of monetary shocks (2002)Evidence on the cross-country…THE TRANSMISSION OF MONETARY POLICY IN THE EURO AREA: IMPLICATIONS FOR THE EUROPEAN CENTRAL BANK (2001)THE TRANSMISSION OF MONETARY …The transmission mechanism of monetary policy: Analysing the financial market pass-through (2001)The transmission mechanism of…The M1 Vector-Error-Correction Model: some Extensions and Applications (2001)The M1 Vector-Error-Correctio…Passive Money, Active Money, and Monetary Policy (1999)Passive Money, Active Money, …SOME RECENT INTERNATIONAL EVIDENCE ON THE DEMAND FOR MONEY (1998)SOME RECENT INTERNATIONAL EVI…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)Monetary Theory and Policy (1999)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Spurious regression and residual-based tests for cointegration in panel data (1999)On the estimation and inference of a cointegrated regression in panel data (2004)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)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)The Financial Accelerator and the Flight to Quality (1996)Oil price shocks and stock market activity (1999)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)What Does Monetary Policy Do? (1996)What are the effects of fiscal policy shocks? (2009)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
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References

  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 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
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 1986Are Forecasting Models Usable for Policy Analysis?1,224 cited
  • 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds1,209 cited
  • 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
  • 1985Atheoretical macroeconometrics: A critique714 cited
  • 1995The identification of monetary policy disturbances explaining the liquidity puzzle471 cited
  • 1994The Dynamic Impacts of Monetary Policy: An Exercise in Tentative Identification435 cited
  • 1992In search of the liquidity effect237 cited
  • 1994

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Shocks
224 cited
  • 2001A systematic framework for analyzing the dynamic effects of permanent and transitory shocks217 cited
  • Cited by

    • 2004Does Liquidity Matter? Properties of a Divisia Monetary Aggregate in the Euro Area*41 cited
    • 2008Financial systems and the cost channel transmission of monetary policy shocks39 cited
    • 2001THE TRANSMISSION OF MONETARY POLICY IN THE EURO AREA: IMPLICATIONS FOR THE EUROPEAN CENTRAL BANK38 cited
    • 2021Uncertainty and Multiple Paradigms of the Transmission Mechanism34 cited
    • 2021The Quantity of Money and Monetary Policy32 cited
    • 2002Evidence on the cross-country transmission of monetary shocks29 cited
    • 2002Monetary transmission in Spain: a structural cointegrated VAR approach27 cited
    • 2004Cross‐Country Variation in the Liquidity Effect: The Role of Financial Markets27 cited
    • 1999Passive Money, Active Money, and Monetary Policy27 cited
    • 2009Bank loan portfolios and the Canadian monetary transmission mechanism25 cited
    • 2021Forecasting Inflation with the M1-VECM: Part Two21 cited
    • 2001The M1 Vector-Error-Correction Model: some Extensions and Applications21 cited
    • 2004Explaining and Forecasting Inflation in Turkey19 cited
    • 1998SOME RECENT INTERNATIONAL EVIDENCE ON THE DEMAND FOR MONEY18 cited
    • 2001The transmission mechanism of monetary policy: Analysing the financial market pass-through18 cited
    • 2011Effectiveness of Monetary Policy in Pakistan: Empirical Evidences based on Bound Test Approach17 cited