SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Dynamic effects of monetary policy shocks on macroeconomic volatility
16 references·0 citing·45 second hop
Dynamic effects of monetary policy shocks on macroeconomic volatility (2019)Dynamic effects of monetary policy shocks…Uncertainty shocks are aggregate demand shocks (2016)Uncertainty shocks are aggreg…Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Monetary Policy Surprises, Cr…Measuring Uncertainty (2015)Measuring UncertaintyFiscal Volatility Shocks and Economic Activity (2015)Fiscal Volatility Shocks and …The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States (2013)The Dynamic Effects of Person…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…The cyclical behavior of equilibrium unemployment and vacancies revisited (2008)The cyclical behavior of equi…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…A New Measure of Monetary Shocks: Derivation and Implications (2004)A New Measure of Monetary Sho…Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Stochastic Volatility: Likeli…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Job Creation and Job Destruction in the Theory of Unemployment (1994)Job Creation and Job Destruct…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Investor Psychology and Asset Pricing (2001)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)The Pricing of Options on Assets with Stochastic Volatilities (1987)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)Power and Bipower Variation with Stochastic Volatility and Jumps (2004)Macroeconomics and Reality (1980)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)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)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The Impact of Uncertainty Shocks (2007)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)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)Econometric policy evaluation: A critique (1976)Discretion versus policy rules in practice (1993)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Were There Regime Switches in U.S. Monetary Policy? (2006)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)The Cross-Section of Expected Stock Returns (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Policy Uncertainty and Corporate Investment (2015)COVID-Induced Economic Uncertainty (2020)The Cyclical Behavior of Equilibrium Unemployment and Vacancies (2005)Reassessing the Ins and Outs of Unemployment (2007)Workplace Heterogeneity and the Rise of West German Wage Inequality* (2013)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)When Is the Government Spending Multiplier Large? (2011)
this work references cited by second hop

References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1994Job Creation and Job Destruction in the Theory of Unemployment3,846 cited
  • 2015Measuring Uncertainty2,908 cited
  • 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 2004A New Measure of Monetary Shocks: Derivation and Implications1,621 cited
  • 2015Monetary Policy Surprises, Credit Costs, and Economic Activity1,480 cited
  • 2008The cyclical behavior of equilibrium unemployment and vacancies revisited1,049 cited
  • 2013The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States1,022 cited
  • 2015

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Fiscal Volatility Shocks and Economic Activity
942 cited
  • 2016Uncertainty shocks are aggregate demand shocks830 cited
  • Cited by

    No citing works inside the corpus for this window.