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Monetary Policy in a Data-Rich Environment
15 references·16 citing·35 second hop
Monetary Policy in a Data-Rich Environment (2001)Monetary Policy in a Data-Rich EnvironmentA Real-Time Data Set for Macroeconomists: Does the Data Vintage Matter? (2003)A Real-Time Data Set for Macr…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…Monetary Policy Rules Based on Real-Time Data (2001)Monetary Policy Rules Based o…The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Federal Reserve Information and the Behavior of Interest Rates (2000)Federal Reserve Information a…The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…Forward-Looking Rules for Monetary Policy (1999)Forward-Looking Rules for Mon…What Does Monetary Policy Do? (1996)What Does Monetary Policy Do?Dynamic Common Factors in Large Cross-Sections (1996)Dynamic Common Factors in Lar…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…New Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Business Cycle Modeling Witho…Forward-Looking Information in VAR Models and the Price Puzzle (2022)Forward-Looking Information i…Common Macro Factors and Currency Premia (2017)Common Macro Factors and Curr…Monetary Versus Macroprudential Policies: Causal Impacts of Interest Rates and Credit Controls in the Era of the UK Radcliffe Report (2016)Monetary Versus Macroprudenti…Fred-Md: A Monthly Database for Macroeconomic Research (2015)Fred-Md: A Monthly Database f…Large-Dimensional Dynamic Factor Models in Real-Time: A Survey (2014)Large-Dimensional Dynamic Fac…Prediction Using Several Macroeconomic Models (2013)Prediction Using Several Macr…Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling (2013)Facts and Challenges from the…Dynamic Factor Models: A Review of the Literature (2013)Dynamic Factor Models: A Revi…Inflation Measure, Taylor Rules, and the Greenspan-Bernanke Years (2010)Inflation Measure, Taylor Rul…Evaluating Point and Density Forecasts of DSGE Models (2010)Evaluating Point and Density …Disagreement among Forecasters in G7 Countries (2009)Disagreement among Forecaster…Forecast combination and the Bank of England's suite of statistical forecasting models (2008)Forecast combination and the …Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP (2007)Factor-MIDAS for Now- and For…Bayesian VARs with Large Panels (2007)Bayesian VARs with Large Pane…SIGNAL EXTRACTION AND NON-CERTAINTY-EQUIVALENCE IN OPTIMAL MONETARY POLICY RULES (2004)SIGNAL EXTRACTION AND NON-CER…IS MACROECONOMIC RESEARCH ROBUST TO ALTERNATIVE DATA SETS? (2002)IS MACROECONOMIC RESEARCH ROB…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)Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)Forecasting Using Principal Components From a Large Number of Predictors (2002)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)The federal funds rate and the channels of monetary transmission (1989)Vector Autoregressions (2001)Large Bayesian vector auto regressions (2009)What are the effects of fiscal policy shocks? (2009)Rules, discretion and reputation in a model of monetary policy (1983)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Inflation forecast targeting: Implementing and monitoring inflation targets (1997)A real-time data set for macroeconomists (2001)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Panels with Nonstationary Multifactor Error Structures (2006)Exploring the international linkages of the euro area: a global VAR analysis (2007)U.S. Monetary Policy and the Global Financial Cycle (2020)The Conditional CAPM and the Cross-Section of Expected Returns (1996)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Measuring the Output Responses to Fiscal Policy (2012)
this work references cited by second hop

References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
  • 2001Monetary Policy Rules Based on Real-Time Data1,357 cited
  • 1996What Does Monetary Policy Do?1,081 cited
  • 2000Federal Reserve Information and the Behavior of Interest Rates1,049 cited
  • 1977Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory708 cited
  • 1999Forward-Looking Rules for Monetary Policy507 cited
  • 2003A Real-Time Data Set for Macroeconomists: Does the Data Vintage Matter?193 cited
  • 1996Dynamic Common Factors in Large Cross-Sections74 cited

Cited by

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  • 2008Forecast combination and the Bank of England's suite of statistical forecasting models80 cited
  • 2004SIGNAL EXTRACTION AND NON-CERTAINTY-EQUIVALENCE IN OPTIMAL MONETARY POLICY RULES60 cited
  • 2016Monetary Versus Macroprudential Policies: Causal Impacts of Interest Rates and Credit Controls in the Era of the UK Radcliffe Report50 cited
  • 2015Fred-Md: A Monthly Database for Macroeconomic Research48 cited
  • 2009Disagreement among Forecasters in G7 Countries47 cited
  • 2013Prediction Using Several Macroeconomic Models40 cited
  • 2007Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP38 cited
  • 2013Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling31 cited
  • 2017Common Macro Factors and Currency Premia30 cited
  • 2013Dynamic Factor Models: A Review of the Literature27 cited
  • 2007Bayesian VARs with Large Panels25 cited
  • 2010Inflation Measure, Taylor Rules, and the Greenspan-Bernanke Years25 cited
  • 2022Forward-Looking Information in VAR Models and the Price Puzzle22 cited
  • 2010Evaluating Point and Density Forecasts of DSGE Models16 cited
  • 2002IS MACROECONOMIC RESEARCH ROBUST TO ALTERNATIVE DATA SETS?15 cited
  • 2014Large-Dimensional Dynamic Factor Models in Real-Time: A Survey14 cited