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On the Effects of Monetary Policy Shocks on Exchange Rates
16 references·3 citing·39 second hop
On the Effects of Monetary Policy Shocks on Exchange Rates (2010)On the Effects of Monetary Policy Shocks …New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates (2008)New evidence on the puzzles: …Exploring the international linkages of the euro area: a global VAR analysis (2007)Exploring the international l…Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Modeling Regional Interdepend…Exchange rate puzzles and distorted beliefs (2004)Exchange rate puzzles and dis…Monetary policy's role in exchange rate behavior (2003)Monetary policy's role in exc…Structural analysis of vector error correction models with exogenous I(1) variables (2000)Structural analysis of vector…Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach (2000)Exchange rate anomalies in th…Small-sample Confidence Intervals for Impulse Response Functions (1998)Small-sample Confidence Inter…Measuring Monetary Policy (1998)Measuring Monetary PolicyWhen Do Long-Run Identifying Restrictions Give Reliable Results? (1997)When Do Long-Run Identifying …Identifying monetary policy in a small open economy under flexible exchange rates (1997)Identifying monetary policy i…What Does the Bundesbank Target? (1996)What Does the Bundesbank Targ…The identification of monetary policy disturbances explaining the liquidity puzzle (1995)The identification of monetar…The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence (1995)The Forward Discount Anomaly …Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks (2017)Financial Globalisation, Mone…Determinants of global spillovers from US monetary policy (2015)Determinants of global spillo…International Transmission of Bank and Corporate Distress (2010)International Transmission of…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Bounds testing approaches to the analysis of level relationships (2001)Expectations and Exchange Rate Dynamics (1976)Empirical exchange rate models of the seventies (1983)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Theory and Policy (1999)Macroeconomics and Reality (1980)Interpreting the macroeconomic time series facts (1992)DOES MONETARY POLICY GENERATE RECESSIONS? (2006)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)Alternative Explanations of the Money-Income Correlation (1986)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Generalized impulse response analysis in linear multivariate models (1998)International Business Cycles: World, Region, and Country-Specific Factors (2003)General Diagnostic Tests for Cross Section Dependence in Panels (2004)Large Bayesian vector auto regressions (2009)Forecasting: theory and practice (2022)Trends and random walks in macroeconomic time series (1988)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Band Pass Filter (1999)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)The Quarterly Journal of Economics (2024)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Panels with Nonstationary Multifactor Error Structures (2006)Unit Roots and Cointegration in Panels (2008)Modeling monetary policy as an unobserved variable (1979)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Open-Economy Inflation Targeting (2000)
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References

  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
  • 2000Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach916 cited
  • 2000Structural analysis of vector error correction models with exogenous I(1) variables797 cited
  • 1997Identifying monetary policy in a small open economy under flexible exchange rates793 cited
  • 1997When Do Long-Run Identifying Restrictions Give Reliable Results?541 cited
  • 1995The identification of monetary policy disturbances explaining the liquidity puzzle471 cited
  • 1996What Does the Bundesbank Target?382 cited
  • 2003Monetary policy's role in exchange rate behavior333 cited
  • 1995The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence315 cited
  • 2004

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Exchange rate puzzles and distorted beliefs
302 cited
  • 2008New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates253 cited
  • Cited by

    • 2015Determinants of global spillovers from US monetary policy380 cited
    • 2010International Transmission of Bank and Corporate Distress15 cited
    • 2017Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks9 cited