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Asymmetric Transmission of Monetary Policy in Europe: a Markov-switching Approach
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Asymmetric Transmission of Monetary Policy in Europe: a Markov-switching Approach (2008)Asymmetric Transmission of Monetary Polic…The monetary transmission mechanism: Evidence from the industries of five OECD countries (2004)The monetary transmission mec…Financial Structure and the Interest Rate Channel of ECB Monetary Policy (2003)Financial Structure and the I…Regime Switches in Interest Rates (2002)Regime Switches in Interest R…Comparing financial systems (2001)Comparing financial systemsState-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications (2000)State-Space Models with Regim…Comparing financial systems (2000)Comparing financial systemsLegal Structure, Financial Structure and the Monetary Policy Transmission Mechanism (1999)Legal Structure, Financial St…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models (1998)Asymptotic Null Distribution …Erratum: The likelihood ratio test under nonstandard conditions: Testing the Markov switching model of GNP (1996)Erratum: The likelihood ratio…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp (1992)The likelihood ratio test und…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Credit, Money, and Aggregate Demand (1988)Credit, Money, and Aggregate …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)The Science of Monetary Policy: A New Keynesian Perspective (1999)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)A General Equilibrium Approach To Monetary Theory (1969)Credit Rationing in Markets with Imperfect Information (1981)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle (1998)Liquidity and leverage (2008)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Agency Costs, Net Worth, And Business Fluctuations (1988)Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2002)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Macroeconomics and Reality (1980)The Quarterly Journal of Economics (2024)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)International Asset Allocation With Regime Shifts (2002)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Stock Return Predictability: Is it There? (2006)Modeling monetary policy as an unobserved variable (1979)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Law, Finance, and Economic Growth in China (2003)Finance and Growth: Theory and Evidence (2004)Bank Governance, Regulation, and Risk Taking (2008)Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle (1999)A Manifesto on Psychology as Idiographic Science: Bringing the Person Back Into Scientific Psychology, This Time Forever (2004)Forecasting: theory and practice (2022)Chapter 12 Finance and Growth: Theory and Evidence (2005)
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,252 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 2001Comparing financial systems1,591 cited
  • 1988Credit, Money, and Aggregate Demand1,436 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission1,429 cited
  • 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications1,188 cited
  • 2000Comparing financial systems1,047 cited
  • 2002Regime Switches in Interest Rates874 cited
  • 1996Erratum: The likelihood ratio test under nonstandard conditions: Testing the Markov switching model of GNP645 cited
  • 1992The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp623 cited
  • 1998Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models551 cited
  • 2004The monetary transmission mechanism: Evidence from the industries of five OECD countries450 cited
  • 1999

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Legal Structure, Financial Structure and the Monetary Policy Transmission Mechanism
431 cited
  • 2003Financial Structure and the Interest Rate Channel of ECB Monetary Policy331 cited
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