Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Information from Financial Markets and VAR Measures of Monetary Policy

12 references·4 citing·42 second hop

FromToDepth

this work references cited by second hop

References

1989The federal funds rate and the channels of monetary transmission2,833 cited
1992Interpreting the macroeconomic time series facts1,858 cited
1998Measuring Monetary Policy1,643 cited
1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
1997Identifying monetary policy in a small open economy under flexible exchange rates793 cited
1997Topics in Structural VAR Econometrics589 cited
1994Estimating and Interpreting Foreward Interest Rates: Sweden 1992-1994426 cited
1998Measuring monetary policy with VAR models: An evaluation284 cited
1997New Techniques to Extract Market Expectations from Financial Instruments233 cited
1996Liquidity models in open economies: Theory and empirical evidence158 cited
1995Liquidity and Exchange Rates: Puzzling Evidence from the G-7 Countries152 cited
2005Measuring Monetary Policy Shocks in France, Germany and Italy: The Role of the Exchange Rate81 cited

Cited by

2017The Time-Varying Effect of Monetary Policy on Asset Prices27 cited
2011ARE EMPIRICAL MEASURES OF MACROECONOMIC UNCERTAINTY ALIKE?26 cited
2017Monetary Policy in the Capitals of Capital

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

22 cited

2013Using Financial Markets to Estimate the Macro Effects of Monetary Policy: An Impact-Identified FAVAR15 cited