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Monetary Policy and Long-Term Interest Rates
15 references·8 citing·41 second hop
Monetary Policy and Long-Term Interest Rates (2020)Monetary Policy and Long-Term Interest Ra…Monetary policy trade-offs and the correlation between nominal interest rates and real output (1995)Monetary policy trade-offs an…Monetary Policy Actions and Long-Term Interest Rates (1995)Monetary Policy Actions and L…Measuring Monetary Policy (1995)Measuring Monetary PolicyTesting for a Unit Root in Time Series With Pretest Data-Based Model Selection (1994)Testing for a Unit Root in Ti…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (1992)Testing for a unit root in ti…Cointegration in partial systems and the efficiency of single-equation analysis (1992)Cointegration in partial syst…The Federal Funds Rate and the Channels of Monetary Transnission (1990)The Federal Funds Rate and th…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…The effect of changes in the federal funds rate target on market interest rates in the 1970s (1989)The effect of changes in the …New Evidence on Deficits and Interest Rates (1986)New Evidence on Deficits and …Monetary policy and long-term interest rates (1981)Monetary policy and long-term…Macroeconomics and Reality (1980)Macroeconomics and RealityMonetary policy and long‐term interest rates: Evidence from the U.S. economy (2020)Monetary policy and long‐term…International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore (2008)International interest rates …Should Monetary Policy Use Long-Term Rates? (2007)Should Monetary Policy Use Lo…Monetary policy and long-term US interest rates (2006)Monetary policy and long-term…Do emerging financial markets react to monetary policy announcements? Evidence from Poland (2006)Do emerging financial markets…An analysis of PRIBOR interest rates sensitivity to changes in Czech national bank repo rate (2004)An analysis of PRIBOR interes…Irreducibility and structural cointegrating relations: an application to the G‐7 long‐term interest rates (2001)Irreducibility and structural…Explaning the Increased Variability in Long-Term Interest Rates (1999)Explaning the Increased Varia…MONEY, INCOME, AND CAUSALITY (1972)Alternative Explanations of the Money-Income Correlation (1986)Credit, Money, and Aggregate Demand (1988)DOES MONETARY POLICY GENERATE RECESSIONS? (2006)Financial Intermediaries and Monetary Economics (2010)The Transmission of Monetary Policy Shocks (2017)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)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)Testing for a Unit Root in Time Series Regression (1988)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)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)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Unit root tests in panel data: asymptotic and finite-sample properties (2002)The saving and investment nexus for China: evidence from cointegration tests (2005)Econometric policy evaluation: A critique (1976)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (1999)Taking Stock: Monetary Policy Transmission to Equity Markets (2004)The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach (2004)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Exploring the international linkages of the euro area: a global VAR analysis (2007)Testing for Error Correction in Panel Data* (2007)On Stock Market Returns and Monetary Policy (1997)The Pre-FOMC Announcement Drift (2012)Financial Heterogeneity and the Investment Channel of Monetary Policy (2020)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
this work references cited by second hop

References

  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
  • 1994Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection701 cited
  • 1990The Federal Funds Rate and the Channels of Monetary Transnission658 cited
  • 1989The effect of changes in the federal funds rate target on market interest rates in the 1970s595 cited
  • 1995Monetary policy trade-offs and the correlation between nominal interest rates and real output325 cited
  • 1986New Evidence on Deficits and Interest Rates271 cited
  • 1995Measuring Monetary Policy242 cited
  • 1995Monetary Policy Actions and Long-Term Interest Rates141 cited
  • 1981Monetary policy and long-term interest rates63 cited
  • 1992Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection

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45 cited

Cited by

  • 2020Monetary policy and long‐term interest rates: Evidence from the U.S. economy40 cited
  • 1999Explaning the Increased Variability in Long-Term Interest Rates37 cited
  • 2008International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore27 cited
  • 2001Irreducibility and structural cointegrating relations: an application to the G‐7 long‐term interest rates27 cited
  • 2006Monetary policy and long-term US interest rates27 cited
  • 2007Should Monetary Policy Use Long-Term Rates?21 cited
  • 2006Do emerging financial markets react to monetary policy announcements? Evidence from Poland16 cited
  • 2004An analysis of PRIBOR interest rates sensitivity to changes in Czech national bank repo rate16 cited