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Effects of monetary policy on the twin deficits
16 references·0 citing·34 second hop
Effects of monetary policy on the twin deficits (2006)Effects of monetary policy on the twin de…New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)New Evidence on the Interest …Twin deficit or twin divergence? Fiscal policy, current account, and real exchange rate in the U.S. (2007)Twin deficit or twin divergen…Do central banks respond to exchange rate movements? A structural investigation (2007)Do central banks respond to e…Bond Yields and the Federal Reserve (2005)Bond Yields and the Federal R…Testing for Indeterminacy: An Application to U.S. Monetary Policy (2004)Testing for Indeterminacy: An…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…Monetary Policy Rules (1999)Monetary Policy RulesPolicy Rules for Open Economies (1998)Policy Rules for Open Economi…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? (1991)Testing the Null Hypothesis o…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Theory ahead of business-cycle measurement (1986)Theory ahead of business-cycl…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)A Contribution to the Theory of Economic Growth (1956)Understanding business cycles (1977)Time to Build and Aggregate Fluctuations (1982)Agency Costs, Net Worth, And Business Fluctuations (1988)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The Band Pass Filter (1999)Rules, discretion and reputation in a model of monetary policy (1983)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Time Series Regression with a Unit Root (1987)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)What is an Oil Shock? (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)American Economic Review (2019)The Science of Monetary Policy: A New Keynesian Perspective (1999)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Understanding the Effects of Government Spending on Consumption (2007)Low inflation, pass-through, and the pricing power of firms (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Long memory processes and fractional integration in econometrics (1996)Energy consumption, income, and carbon emissions in the United States (2006)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
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  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
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  • 1986Theory ahead of business-cycle measurement1,663 cited
  • 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
  • 2004Testing for Indeterminacy: An Application to U.S. Monetary Policy868 cited
  • 2009New Evidence on the Interest Rate Effects of Budget Deficits and Debt698 cited
  • 2007Do central banks respond to exchange rate movements? A structural investigation597 cited
  • 2005Bond Yields and the Federal Reserve557 cited
  • 2007Twin deficit or twin divergence? Fiscal policy, current account, and real exchange rate in the U.S.

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  • 1998Policy Rules for Open Economies462 cited
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