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Monetary Policy Surprises, Credit Costs, and Economic Activity
11 references·15 citing·28 second hop
Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Monetary Policy Surprises, Credit Costs, …High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)High Frequency Identification…A model of unconventional monetary policy (2010)A model of unconventional mon…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …A New Measure of Monetary Shocks: Derivation and Implications (2004)A New Measure of Monetary Sho…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Local Projections and VARs Estimate the Same Impulse Responses (2021)Local Projections and VARs Es…U.S. Monetary Policy and the Global Financial Cycle (2020)U.S. Monetary Policy and the …Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)Measuring the effects of fede…Measuring euro area monetary policy (2019)Measuring euro area monetary …Monetary Policy According to HANK (2018)Monetary Policy According to …Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments (2018)Identification and Estimation…Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Deconstructing Monetary Polic…The Transmission of Monetary Policy Shocks (2017)The Transmission of Monetary …The Deposits Channel of Monetary Policy* (2017)The Deposits Channel of Monet…Household Debt and Business Cycles Worldwide* (2017)Household Debt and Business C…Uncertainty shocks are aggregate demand shocks (2016)Uncertainty shocks are aggreg…Macroeconomic Shocks and Their Propagation (2016)Macroeconomic Shocks and Thei…US Monetary Policy and the Global Financial Cycle (2015)US Monetary Policy and the Gl…The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States (2013)The Dynamic Effects of Person…Credit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Credit Cycles (1997)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)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)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)The Role of Monetary Policy (1995)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)Macroeconomics and Reality (1980)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)The Quarterly Journal of Economics (2024)Discretion versus policy rules in practice (1993)When Is the Government Spending Multiplier Large? (2011)Interpreting the macroeconomic time series facts (1992)Measuring Monetary Policy (1998)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)A Macroeconomic Model with a Financial Sector (2014)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
this work references cited by second hop

References

  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 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
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 2010A model of unconventional monetary policy2,439 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 2004A New Measure of Monetary Shocks: Derivation and Implications1,621 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 cited

Cited by

  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 2018Monetary Policy According to HANK1,393 cited
  • 2016Macroeconomic Shocks and Their Propagation1,100 cited
  • 2020

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U.S. Monetary Policy and the Global Financial Cycle
1,074 cited
  • 2013The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States1,022 cited
  • 2017The Deposits Channel of Monetary Policy*989 cited
  • 2018Deconstructing Monetary Policy Surprises: The Role of Information Shocks981 cited
  • 2016Uncertainty shocks are aggregate demand shocks830 cited
  • 2017Household Debt and Business Cycles Worldwide*758 cited
  • 2021Local Projections and VARs Estimate the Same Impulse Responses738 cited
  • 2018Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments654 cited
  • 2020Measuring the effects of federal reserve forward guidance and asset purchases on financial markets597 cited
  • 2017The Transmission of Monetary Policy Shocks542 cited
  • 2019Measuring euro area monetary policy540 cited
  • 2015US Monetary Policy and the Global Financial Cycle490 cited