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Measuring the effects of monetary policy in Pakistan: a factor-augmented vector autoregressive approach
16 references·1 citing·39 second hop
Measuring the effects of monetary policy in Pakistan: a factor-augmented vector autoregressive approach (2013)Measuring the effects of monetary policy …Transmission Mechanism of Monetary Policy in Pakistan (2005)Transmission Mechanism of Mon…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…MEASURING MONETARY POLICY IN THE UK: A FACTOR‐AUGMENTED VECTOR AUTOREGRESSION MODEL APPROACH (2005)MEASURING MONETARY POLICY IN …Monetary policy in a data-rich environment (2003)Monetary policy in a data-ric…The Effects of Monetary Policy in Japan (2002)The Effects of Monetary Polic…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…The monetary transmission mechanism in the euro area: more evidence from VAR analysis (2001)The monetary transmission mec…Monetary Theory and Policy (1999)Monetary Theory and PolicyChapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Chapter 2 Monetary policy sho…Small-sample Confidence Intervals for Impulse Response Functions (1998)Small-sample Confidence Inter…Measuring monetary policy with VAR models: An evaluation (1998)Measuring monetary policy wit…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…The Federal Funds Rate and the Channels of Monetary Transnission (1990)The Federal Funds Rate and th…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Macroeconomics and Reality (1980)Macroeconomics and RealityCredit market conditions and impact of monetary policy in a developing economy context (2020)Credit market conditions and …A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)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)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)A Contribution to the Theory of Economic Growth (1956)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Inflation targeting as a monetary policy rule (1999)Term structure evidence on interest rate smoothing and monetary policy inertia (2002)A Unified Framework for Monetary Theory and Policy Analysis (2005)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)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)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)Trends and random walks in macroeconomic time series (1988)Costly capital reallocation and the effects of government spending (1998)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)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)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Testing for a unit root in panels with dynamic factors (2004)Macro Factors in Bond Risk Premia (2009)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 1999Monetary Theory and Policy1,690 cited
  • 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?1,484 cited
  • 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
  • 2003Monetary policy in a data-rich environment702 cited
  • 1990The Federal Funds Rate and the Channels of Monetary Transnission658 cited
  • 2001The monetary transmission mechanism in the euro area: more evidence from VAR analysis365 cited
  • 1998Measuring monetary policy with VAR models: An evaluation284 cited
  • 2002The Effects of Monetary Policy in Japan103 cited
  • 2005Transmission Mechanism of Monetary Policy in Pakistan89 cited

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2005
MEASURING MONETARY POLICY IN THE UK: A FACTOR‐AUGMENTED VECTOR AUTOREGRESSION MODEL APPROACH
37 cited

Cited by

  • 2020Credit market conditions and impact of monetary policy in a developing economy context10 cited