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Monetary policy and the exchange rate: Evaluation of VAR models
16 references·6 citing·41 second hopsampled
Monetary policy and the exchange rate: Evaluation of VAR models (2011)Monetary policy and the exchange rate: Ev…WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS (2012)WHY AGNOSTIC SIGN RESTRICTION…Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)Sign Restrictions in Structur…New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates (2008)New evidence on the puzzles: …Bayesian Analysis of DSGE Models (2007)Bayesian Analysis of DSGE Mod…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Monetary Policy and Exchange …Monetary policy's role in exchange rate behavior (2003)Monetary policy's role in exc…Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2002)Monetary Policy and Exchange …Monetary disturbances matter for business fluctuations in the G-7 (2002)Monetary disturbances matter …The monetary transmission mechanism in the euro area: more evidence from VAR analysis (2001)The monetary transmission mec…Monetary Policy Transmission in the Euro Area (2001)Monetary Policy Transmission …Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach (2000)Exchange rate anomalies in th…A Structural VAR Model of the Australian Economy (2000)A Structural VAR Model of the…Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…‘Interpreting the macroeconomic time series facts: The effects of monetary policy’ (1992)‘Interpreting the macroeconom…Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions (2020)Drawing conclusions from stru…Credit Spreads, Monetary Policy and the Price Puzzle (2020)Credit Spreads, Monetary Poli…Assessing the effect of monetary policy on agricultural growth and food prices (2018)Assessing the effect of monet…A Method for Working with Sign Restrictions in Structural Equation Modelling (2016)A Method for Working with Sig…Simulation Evidence on Theory‐based and Statistical Identification under Volatility Breaks (2015)Simulation Evidence on Theory…Delayed Overshooting Puzzle in Structural Vector Autoregression Models (2015)Delayed Overshooting Puzzle i…The Economic Effects of Energy Price Shocks (2008)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)OIL AND THE MACROECONOMY: A QUANTITATIVE STRUCTURAL ANALYSIS (2012)The Role of Speculation in Oil Markets: What Have We Learned So Far? (2013)Time-Varying Effects of Oil Supply Shocks on the US Economy (2013)A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)Macroeconomics and Reality (1980)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)Econometric policy evaluation: A critique (1976)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Understanding the Effects of Government Spending on Consumption (2007)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)The macroeconomic impact of financial and uncertainty shocks (2016)American Economic Review (2019)Expectations and Exchange Rate Dynamics (1976)Empirical exchange rate models of the seventies (1983)The federal funds rate and the channels of monetary transmission (1989)Large Bayesian vector auto regressions (2009)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Cross-Border Banking and Global Liquidity (2014)Discretion versus policy rules in practice (1993)A Monetary History of the United States, 1867-1960 (2017)The Science of Monetary Policy: A New Keynesian Perspective (1999)Optimal monetary policy with staggered wage and price contracts (2000)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Optimal simple and implementable monetary and fiscal rules (2006)Bayesian estimation of an open economy DSGE model with incomplete pass-through (2007)Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework (2009)Time to Build and Aggregate Fluctuations (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Macroeconomic Effects of Financial Shocks (2012)Risk Shocks (2013)DOES MONETARY POLICY GENERATE RECESSIONS? (2006)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 2005Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,453 cited
  • 2007Bayesian Analysis of DSGE Models1,367 cited
  • 2002Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,278 cited
  • 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
  • 2000Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach916 cited
  • 2002Monetary disturbances matter for business fluctuations in the G-7749 cited
  • 2011Sign Restrictions in Structural Vector Autoregressions: A Critical Review689 cited
  • 2012WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS543 cited
  • 1992‘Interpreting the macroeconomic time series facts: The effects of monetary policy’487 cited
  • 2001The monetary transmission mechanism in the euro area: more evidence from VAR analysis365 cited
  • 2003Monetary policy's role in exchange rate behavior333 cited
  • 2000A Structural VAR Model of the Australian Economy294 cited

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2008
New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates
253 cited
  • 2001Monetary Policy Transmission in the Euro Area250 cited
  • Cited by

    • 2020Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions36 cited
    • 2015Simulation Evidence on Theory‐based and Statistical Identification under Volatility Breaks19 cited
    • 2015Delayed Overshooting Puzzle in Structural Vector Autoregression Models17 cited
    • 2018Assessing the effect of monetary policy on agricultural growth and food prices16 cited
    • 2020Credit Spreads, Monetary Policy and the Price Puzzle16 cited
    • 2016A Method for Working with Sign Restrictions in Structural Equation Modelling15 cited