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Monetary Policy through Production Networks: Evidence from the Stock Market
16 references·7 citing·43 second hop
Monetary Policy through Production Networks: Evidence from the Stock Market (2017)Monetary Policy through Production Networ…Supply Chain Disruptions: Evidence from the Great East Japan Earthquake* (2020)Supply Chain Disruptions: Evi…Input Specificity and the Propagation of Idiosyncratic Shocks in Production Networks * (2016)Input Specificity and the Pro…High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)High Frequency Identification…The Network Origins of Aggregate Fluctuations (2012)The Network Origins of Aggreg…The Granular Origins of Aggregate Fluctuations (2011)The Granular Origins of Aggre…Introduction to Spatial Econometrics (2009)Introduction to Spatial Econo…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…The impact of monetary policy on asset prices (2004)The impact of monetary policy…Measuring The Reaction of Monetary Policy to the Stock Market (2003)Measuring The Reaction of Mon…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2001)Nominal Rigidities and the Dy…Asset Pricing at the Millennium (2000)Asset Pricing at the Millenni…The Inflation Tax in a Real Business Cycle Model (1998)The Inflation Tax in a Real B…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Real Business Cycles (1983)Real Business CyclesUnderstanding business cycles (1977)Understanding business cyclesGlobal intersectoral production network and aggregate fluctuations (2021)Global intersectoral producti…Optimal Monetary Policy in Production Networks (2020)Optimal Monetary Policy in Pr…Output Spillovers from U.S. Monetary Policy: The Role of International Trade and Financial Linkages (2019)Output Spillovers from U.S. M…Input-Output Linkages and Sectoral Volatility (2019)Input-Output Linkages and Sec…The Propagation of Monetary Policy Shocks in a Heterogeneous Production Economy (2018)The Propagation of Monetary P…Monetary Momentum (2018)Monetary MomentumPrice Rigidity and the Origins of Aggregate Fluctuations (2017)Price Rigidity and the Origin…The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Irreversibility, Uncertainty, and Cyclical Investment (1980)Indivisible labor and the business cycle (1985)Time to Build and Aggregate Fluctuations (1982)Trends and random walks in macroeconmic time series (1982)Agency Costs, Collateral, and Business Fluctuations (1986)Noise (1986)The Value Premium (2005)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Interest and Prices (2004)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)U.S. Monetary Policy and the Global Financial Cycle (2020)The Role of Monetary Policy (1995)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Impact of Uncertainty Shocks (2009)Who's Who in Networks. Wanted: The Key Player (2006)Naïve Learning in Social Networks and the Wisdom of Crowds (2010)An Illustrated User Guide to the World Input–Output Database: the Case of Global Automotive Production (2015)Systemic Risk and Stability in Financial Networks (2015)Corporate Immunity to the COVID-19 Pandemic (2020)Were There Regime Switches in U.S. Monetary Policy? (2006)Pricing-to-Market, Trade Costs, and International Relative Prices (2008)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Uncertainty about Government Policy and Stock Prices (2012)Power Laws in Economics and Finance (2009)The Rise of Market Power and the Macroeconomic Implications (2017)The Rise of Market Power and the Macroeconomic Implications* (2020)Applied Spatial Econometrics: Raising the Bar (2010)Matlab Software for Spatial Panels (2012)THE SLX MODEL (2015)
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References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2009Introduction to Spatial Econometrics5,542 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2012The Network Origins of Aggregate Fluctuations2,310 cited
  • 1983Real Business Cycles2,076 cited
  • 1977Understanding business cycles1,460 cited
  • 2001Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy1,448 cited
  • 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 cited
  • 2011The Granular Origins of Aggregate Fluctuations1,373 cited
  • 2016Input Specificity and the Propagation of Idiosyncratic Shocks in Production Networks *1,336 cited
  • 2004The impact of monetary policy on asset prices956 cited
  • 2020Supply Chain Disruptions: Evidence from the Great East Japan Earthquake*953 cited
  • 1998The Inflation Tax in a Real Business Cycle Model833 cited
  • 2003Measuring The Reaction of Monetary Policy to the Stock Market744 cited
  • 2000

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Asset Pricing at the Millennium
734 cited

Cited by

  • 2017Price Rigidity and the Origins of Aggregate Fluctuations30 cited
  • 2020Optimal Monetary Policy in Production Networks29 cited
  • 2018Monetary Momentum26 cited
  • 2018The Propagation of Monetary Policy Shocks in a Heterogeneous Production Economy17 cited
  • 2019Input-Output Linkages and Sectoral Volatility16 cited
  • 2019Output Spillovers from U.S. Monetary Policy: The Role of International Trade and Financial Linkages16 cited
  • 2021Global intersectoral production network and aggregate fluctuations12 cited