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Monetary Policy and Exchange Rate Interactions in a Small Open Economy
16 references·10 citing·40 second hop
Monetary Policy and Exchange Rate Interactions in a Small Open Economy (2008)Monetary Policy and Exchange Rate Interac…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence (2002)Dynamic Panel Estimation and …Open-Economy Inflation Targeting (2000)Open-Economy Inflation Target…Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Chapter 2 Monetary policy sho…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Inflation forecast targeting: Implementing and monitoring inflation targets (1997)Inflation forecast targeting:…An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)An Optimization-Based Econome…What Does Monetary Policy Do? (1996)What Does Monetary Policy Do?The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…Exchange Rate Dynamics Redux (1995)Exchange Rate Dynamics ReduxInference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Macroeconomics and Reality (1980)Macroeconomics and RealityExpectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Monetary Policy Transmission in Emerging Markets and Developing Economies (2020)Monetary Policy Transmission …Do Monetary Policy Announcements Affect Exchange Rate Returns and Volatility of Returns? Some Evidence from High‐Frequency Intra‐Day South African Data (2018)Do Monetary Policy Announceme…Exchange rate dynamics and stock prices in small open economies: Evidence from Asia-Pacific countries (2017)Exchange rate dynamics and st…Cointegration test of oil price and us dollar exchange rates for some oil dependent economies (2017)Cointegration test of oil pri…Exchange rate pass through, cost channel to monetary policy transmission, adaptive learning, and the price puzzle (2016)Exchange rate pass through, c…The response of macroeconomic aggregates to monetary policy shocks in Pakistan (2014)The response of macroeconomic…Real exchange rate determination and the China puzzle (2014)Real exchange rate determinat…Regional Effects of Monetary Policy in Sweden (2013)Regional Effects of Monetary …Identifying sources of macroeconomic and exchange rate fluctuations in the UK (2012)Identifying sources of macroe…Bank competition and monetary policy (2008)Bank competition and monetary…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Statistical inference in vector autoregressions with possibly integrated processes (1995)Econometric policy evaluation: A critique (1976)The federal funds rate and the channels of monetary transmission (1989)Staggered Prices in a Utility-Maximizing Framework (1996)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Some Evidence on the Importance of Sticky Prices (2004)Understanding the Effects of Government Spending on Consumption (2007)Empirical exchange rate models of the seventies (1983)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)The New Politics of the Welfare State (2001)The Role of Monetary Policy (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Convergence Across States and Regions (1991)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Uncertainty about Government Policy and Stock Prices (2012)It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)The Economics of Exchange Rates (2003)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)
this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 1995Exchange Rate Dynamics Redux2,110 cited
  • 1997An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy2,077 cited
  • 1997Inflation forecast targeting: Implementing and monitoring inflation targets1,666 cited
  • 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?1,484 cited
  • 2000Open-Economy Inflation Targeting1,428 cited
  • 2002Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence1,265 cited
  • 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited

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  • 1996What Does Monetary Policy Do?1,081 cited
  • Cited by

    • 2020Monetary Policy Transmission in Emerging Markets and Developing Economies70 cited
    • 2012Identifying sources of macroeconomic and exchange rate fluctuations in the UK64 cited
    • 2017Cointegration test of oil price and us dollar exchange rates for some oil dependent economies62 cited
    • 2008Bank competition and monetary policy58 cited
    • 2017Exchange rate dynamics and stock prices in small open economies: Evidence from Asia-Pacific countries37 cited
    • 2014Real exchange rate determination and the China puzzle17 cited
    • 2014The response of macroeconomic aggregates to monetary policy shocks in Pakistan12 cited
    • 2018Do Monetary Policy Announcements Affect Exchange Rate Returns and Volatility of Returns? Some Evidence from High‐Frequency Intra‐Day South African Data12 cited
    • 2013Regional Effects of Monetary Policy in Sweden12 cited
    • 2016Exchange rate pass through, cost channel to monetary policy transmission, adaptive learning, and the price puzzle10 cited