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Japanese monetary policy and international spillovers
16 references·5 citing·49 second hop
Japanese monetary policy and international spillovers (2014)Japanese monetary policy and internationa…Raising an inflation target: The Japanese experience with Abenomics (2016)Raising an inflation target: …Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison (2014)Evaluating Asset-Market Effec…Abenomics: Preliminary Analysis and Outlook (2014)Abenomics: Preliminary Analys…Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory? (2008)Are Structural VARs with Long…ABCs (and Ds) of Understanding VARs (2007)ABCs (and Ds) of Understandin…Evaluating monetary policy when nominal interest rates are almost zero (2006)Evaluating monetary policy wh…DOES MONETARY POLICY GENERATE RECESSIONS? (2006)DOES MONETARY POLICY GENERATE…Assessing Structural VARs (2006)Assessing Structural VARsAssessing Changes in the Monetary Transmission Mechanism: A VAR Approach (2002)Assessing Changes in the Mone…Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach (2000)Exchange rate anomalies in th…Do monetary policy shocks matter in the G-7 countries? Using common identifying assumptions about monetary policy across countries (1999)Do monetary policy shocks mat…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…Exchange Rates and Economic Recovery in the 1930s (1985)Exchange Rates and Economic R…A Strategic Analysis of Monetary Interdependence (1976)A Strategic Analysis of Monet…Inflation Expectations (1975)Inflation ExpectationsInternational spillover effects of unconventional monetary policies of major central banks (2021)International spillover effec…Dividend policy-performance nexus: PMG-ARDL approach (2021)Dividend policy-performance n…Money stock versus monetary base in time–frequency exchange rate determination (2020)Money stock versus monetary b…Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets (2017)Yield curve interactions with…Spillover Effects of Japan's Quantitative and Qualitative Easing on East Asian Economies (2017)Spillover Effects of Japan's …The federal funds rate and the channels of monetary transmission (1989)Exchange Rate Dynamics Redux (1995)Monetary Policy Shocks: What Have We Learned and to What End? 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(1966)The Monetary Approach to Balance-of-Payments Theory (1972)International Macroeconomic Policy Coordination When Policymakers Do Not Agree on the True Model. (1988)Policy Cooperation Among Benevolent Governments May Be Undesirable (1989)The International Ramifications of Tax Reforms: Supply-Side Economics in a Global Economy (1998)Expectations and Exchange Rate Dynamics (1976)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Monetary Policy in the Euro Area (2001)Monetary policy shocks in the new EU members: a VAR approach (2007)The Impact of Monetary Policy Shocks on Commodity Prices (2012)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Time to Build and Aggregate Fluctuations (1982)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Fiscal Foresight and Information Flows (2013)Macroeconomic Shocks and Their Propagation (2016)Optimum Tariffs and Retaliation (1953)A General Equilibrium Approach To Monetary Theory (1969)International Monetary Cooperation Since Bretton Woods (1996)Downward Nominal Wage Rigidity, Currency Pegs, and Involuntary Unemployment (2016)A Model of the International Monetary System* (2017)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)ON TESTING FOR UNBIASEDNESS AND EFFICIENCY OF FORECASTS* (1990)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)Expectations of Returns and Expected Returns (2014)
this work references cited by second hop

References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 2000Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach916 cited
  • 1985Exchange Rates and Economic Recovery in the 1930s576 cited
  • 2006DOES MONETARY POLICY GENERATE RECESSIONS?562 cited
  • 2007ABCs (and Ds) of Understanding VARs480 cited
  • 1975Inflation Expectations454 cited
  • 1976A Strategic Analysis of Monetary Interdependence284 cited
  • 2008Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory?272 cited
  • 1999Do monetary policy shocks matter in the G-7 countries? Using common identifying assumptions about monetary policy across countries248 cited
  • 2006Assessing Structural VARs216 cited
  • 2002Assessing Changes in the Monetary Transmission Mechanism: A VAR Approach162 cited
  • 2014Abenomics: Preliminary Analysis and Outlook151 cited
  • 2014Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison107 cited
  • 2016Raising an inflation target: The Japanese experience with Abenomics98 cited

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  • 2006Evaluating monetary policy when nominal interest rates are almost zero90 cited
  • Cited by

    • 2021Dividend policy-performance nexus: PMG-ARDL approach19 cited
    • 2021International spillover effects of unconventional monetary policies of major central banks16 cited
    • 2020Money stock versus monetary base in time–frequency exchange rate determination15 cited
    • 2017Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets14 cited
    • 2017Spillover Effects of Japan's Quantitative and Qualitative Easing on East Asian Economies13 cited