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Cross-country Transmission Effect of the U.S. Monetary Shock under Global Integration
16 references·1 citing·50 second hop
Cross-country Transmission Effect of the U.S. Monetary Shock under Global Integration (2013)Cross-country Transmission Effect of the …International Transmission of Shocks: A Time-Varying Factor-Augmented VAR Approach to the Open Economy (2011)International Transmission of…The role of the United States in the global economy and its evolution over time (2010)The role of the United States…Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data (2009)Sticky Prices and Monetary Po…Global Financial Transmission of Monetary Policy Shocks* (2009)Global Financial Transmission…The impact of Chinese monetary policy shocks on East and South‐East Asia1 (2008)The impact of Chinese monetar…The transmission of US shocks to Latin America (2005)The transmission of US shocks…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…International dimensions of optimal monetary policy (2005)International dimensions of o…Determinants of business cycle comovement: a robust analysis (2005)Determinants of business cycl…Monetary rules for small, open, emerging economies (2003)Monetary rules for small, ope…Welfare and Macroeconomic Interdependence (2001)Welfare and Macroeconomic Int…Rational contagion and the globalization of securities markets (2000)Rational contagion and the gl…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Measuring Monetary Policy (1998)Measuring Monetary PolicyFoundations of International Macroeconomics (1997)Foundations of International …Sticky Prices in the United States (1982)Sticky Prices in the United S…The Global Effects of U.S. Monetary Policy on Equity and Bond Markets: A Spatial Panel Data Model Approach (2019)The Global Effects of U.S. Mo…Real Business Cycles in a Small Open Economy (1991)Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Bayesian Methods for Dynamic Multivariate Models (1998)External shocks, U.S. monetary policy and macroeconomic fluctuations in emerging markets (2007)Panel Vector Autoregressive Models: A Survey (2013)Determinants of global spillovers from US monetary policy (2015)Expectations and Exchange Rate Dynamics (1976)Exchange Rate Dynamics Redux (1995)Optimal monetary policy in a currency area (2003)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)International Risk Sharing and the Transmission of Productivity Shocks (2008)The Quarterly Journal of Economics (2024)Macroeconomics and Reality (1980)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)Time Series Analysis Forecasting and Control. (1971)Econometric policy evaluation: A critique (1976)Time Series Analysis: Forecasting and Control (1977)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Monetary Theory and Policy (1999)Monetary Policy According to HANK (2018)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Interpreting the macroeconomic time series facts (1992)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)The General Theory of Employment (1937)On the Impossibility of Informationally Efficient Markets (1980)A Simple Model of Herd Behavior (1992)Contagion as a Wealth Effect (2001)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)A Theory of Optimum Currency Areas (1961)A SENSITIVITY ANALYSIS OF CROSS-COUNTRY GROWTH REGRESSIONS (1991)Technology, Geography, and Trade (2002)How Does Globalization Affect the Synchronization of Business Cycles? (2003)Understanding the Evolution of World Business Cycles (2005)GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?* (2008)Goods Prices and Exchange Rates: What Have We Learned? (1996)Price Stability in Open Economies (2003)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Price Stability with Imperfect Financial Integration (2009)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)The determinants of cross-border equity flows (2004)Financial Globalization: A Reappraisal (2006)Why Doesn't Capital Flow from Rich to Poor Countries? An Empirical Investigation (2008)
this work references cited by second hop

References

  • 1997Foundations of International Macroeconomics2,980 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 1982Sticky Prices in the United States1,917 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 2000Rational contagion and the globalization of securities markets952 cited
  • 2001Welfare and Macroeconomic Interdependence732 cited
  • 2005Determinants of business cycle comovement: a robust analysis663 cited
  • 2005The transmission of US shocks to Latin America530 cited
  • 2005International dimensions of optimal monetary policy521 cited
  • 2009Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data426 cited
  • 2003Monetary rules for small, open, emerging economies357 cited
  • 2009Global Financial Transmission of Monetary Policy Shocks*313 cited
  • 2010The role of the United States in the global economy and its evolution over time64 cited
  • 2011International Transmission of Shocks: A Time-Varying Factor-Augmented VAR Approach to the Open Economy34 cited

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  • 2008The impact of Chinese monetary policy shocks on East and South‐East Asia133 cited
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    • 2019The Global Effects of U.S. Monetary Policy on Equity and Bond Markets: A Spatial Panel Data Model Approach11 cited