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Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?
16 references·16 citing·35 second hopsampled
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? (2012)Do Euro Area Countries Respond Asymmetric…Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)Sign Restrictions in Structur…Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions (2006)Confidence Intervals for Diff…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Implications of Dynamic Factor Models for VAR Analysis (2005)Implications of Dynamic Facto…Inferential Theory for Factor Models of Large Dimensions (2003)Inferential Theory for Factor…An Area Wide Model (Awm) for the Euro Area (2003)An Area Wide Model (Awm) for …Monetary disturbances matter for business fluctuations in the G-7 (2002)Monetary disturbances matter …Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…Small-sample Confidence Intervals for Impulse Response Functions (1998)Small-sample Confidence Inter…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Monetary policy rules in practice (1998)Monetary policy rules in prac…Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets (1983)Arbitrage, Factor Structure, …Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Business Cycle Modeling Witho…Parents, Schools and Human Capital Differences Across Countries (2020)Parents, Schools and Human Ca…The Labor Market Channel of Macroeconomic Uncertainty (2016)The Labor Market Channel of M…Sovereign debt and reserves with liquidity and productivity crises (2016)Sovereign debt and reserves w…Retirement, pension eligibility and home production (2016)Retirement, pension eligibili…Quantifying the Productivity Effects of Global Sourcing (2016)Quantifying the Productivity …Optimal Inflation Weights in the Euro Area (2016)Optimal Inflation Weights in …Multitask Agents and Incentives: The Case of Teaching and Research for University Professors (2016)Multitask Agents and Incentiv…Macroeconomic Effectiveness of Non-Standard Monetary Policy and Early Exit. A Model-Based Evaluation (2016)Macroeconomic Effectiveness o…Deconstructing the Gains from Trade: Selection of Industries vs Reallocation of Workers (2016)Deconstructing the Gains from…Debt Maturity and the Liquidity of Secondary Debt Markets (2016)Debt Maturity and the Liquidi…Bank Quality, Judicial Efficiency and Borrower Runs: Loan Repayment Delays in Italy (2016)Bank Quality, Judicial Effici…An Evaluation of the Policies on Repayment of Government's Trade Debt in Italy (2016)An Evaluation of the Policies…The time varying effect of oil price shocks on euro-area exports (2015)The time varying effect of oi…The Macroeconomic Effects of the Sovereign Debt Crisis in the Euro Area (2015)The Macroeconomic Effects of …Procyclicality of Credit Rating Systems: How to Manage it (2015)Procyclicality of Credit Rati…Follow the Value Added: Bilateral Gross Export Accounting (2015)Follow the Value Added: Bilat…Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)New Indexes of Coincident and Leading Economic Indicators (1989)Transition Modeling and Econometric Convergence Tests (2007)Econometric policy evaluation: A critique (1976)Macroeconomics and Reality (1980)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Understanding the Effects of Government Spending on Consumption (2007)Macroeconomic Forecasting Using Diffusion Indexes (2002)Measuring Uncertainty (2015)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Large Bayesian vector auto regressions (2009)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Trends and random walks in macroeconomic time series (1988)Costly capital reallocation and the effects of government spending (1998)Uncertainty and Economic Activity: Evidence from Business Survey Data (2013)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)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)Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy (1989)Overconfidence, Arbitrage, and Equilibrium Asset Pricing (2001)International Stock Return Comovements (2005)
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References

  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
  • 2003Inferential Theory for Factor Models of Large Dimensions1,688 cited
  • 1983Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets1,097 cited
  • 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
  • 2005Implications of Dynamic Factor Models for VAR Analysis870 cited
  • 2002Monetary disturbances matter for business fluctuations in the G-7749 cited
  • 1977Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory708 cited
  • 2011Sign Restrictions in Structural Vector Autoregressions: A Critical Review689 cited
  • 2003

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An Area Wide Model (Awm) for the Euro Area
641 cited
  • 2006Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions629 cited
  • Cited by

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    • 2016Deconstructing the Gains from Trade: Selection of Industries vs Reallocation of Workers107 cited
    • 2015The Macroeconomic Effects of the Sovereign Debt Crisis in the Euro Area87 cited
    • 2015Follow the Value Added: Bilateral Gross Export Accounting79 cited
    • 2016Optimal Inflation Weights in the Euro Area75 cited
    • 2016Macroeconomic Effectiveness of Non-Standard Monetary Policy and Early Exit. A Model-Based Evaluation74 cited
    • 2016Multitask Agents and Incentives: The Case of Teaching and Research for University Professors72 cited
    • 2016Bank Quality, Judicial Efficiency and Borrower Runs: Loan Repayment Delays in Italy69 cited
    • 2016An Evaluation of the Policies on Repayment of Government's Trade Debt in Italy63 cited
    • 2020Parents, Schools and Human Capital Differences Across Countries53 cited
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