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Monetary transmission mechanisms in a small open economy: a Bayesian structural VAR approach
16 references·5 citing·31 second hop
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 1995Exchange Rate Dynamics Redux2,110 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?1,484 cited
  • 2005Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,453 cited
  • 2002Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,278 cited
  • 2002Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?1,142 cited
  • 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
  • 1996What Does Monetary Policy Do?1,081 cited
  • 1998Bayesian Methods for Dynamic Multivariate Models1,011 cited

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  • 2000Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach916 cited
  • Cited by

    • 2016Canadian monetary policy analysis using a structural VARMA model28 cited
    • 2014Credit supply shocks and the global financial crisis in three small open economies23 cited
    • 2007Real and nominal effects of monetary policy shocks19 cited
    • 2017Unconventional Monetary Policy in a Small Open Economy19 cited
    • 2011The Effects of Monetary Policy Shocks in Bangladesh: A Bayesian Structural VAR Approach14 cited