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Money, Credit, Monetary Policy and the Business Cycle in the Euro Area: What Has Changed since the Crisis?
16 references·6 citing·39 second hop
Money, Credit, Monetary Policy and the Business Cycle in the Euro Area: What Has Changed since the Crisis? (2019)Money, Credit, Monetary Policy and the Bu…The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis (2014)The Effectiveness of Unconven…Prior Selection for Vector Autoregressions (2014)Prior Selection for Vector Au…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Large Bayesian vector auto regressions (2009)Large Bayesian vector auto re…Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Why is it so difficult to beat the random walk forecast of exchange rates? (2003)Why is it so difficult to bea…Bayesian Methods for Dynamic Multivariate Models (1998)Bayesian Methods for Dynamic …The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds (1996)The Effects of Monetary Polic…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…The Role of Credit Market Imperfections in the Monetary Transmission Mechanism: Arguments and Evidence (1993)The Role of Credit Market Imp…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…Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and Conditional P…The international dimension of trend inflation (2024)The international dimension o…The Identification of Dominant Macroeconomic Drivers: Coping with Confounding Shocks (2021)The Identification of Dominan…A Large Bayesian VAR of the United States Economy (2021)A Large Bayesian VAR of the U…A Bootstrap Method to Test Granger-Causality in the Frequency Domain (2021)A Bootstrap Method to Test Gr…Nowcasting with Large Bayesian Vector Autoregressions (2020)Nowcasting with Large Bayesia…New Approaches to the Identification of Low-Frequency Drivers: An Application to Technology Shocks (2019)New Approaches to the Identif…Econometric policy evaluation: A critique (1976)Macroeconomics and Reality (1980)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Understanding the Effects of Government Spending on Consumption (2007)Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Introductory Econometrics for Finance (2008)Monetary Policy Shocks: What Have We Learned and to What End? 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References

  • 2012The Econometrics of Financial Markets5,875 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission1,418 cited
  • 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
  • 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds1,209 cited
  • 2009Large Bayesian vector auto regressions1,158 cited
  • 1998Bayesian Methods for Dynamic Multivariate Models1,011 cited
  • 2003Why is it so difficult to beat the random walk forecast of exchange rates?784 cited
  • 2014Prior Selection for Vector Autoregressions737 cited
  • 1993The Role of Credit Market Imperfections in the Monetary Transmission Mechanism: Arguments and Evidence736 cited
  • 1990The Federal Funds Rate and the Channels of Monetary Transnission

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658 cited
  • 2014The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis625 cited
  • Cited by

    • 2020Nowcasting with Large Bayesian Vector Autoregressions72 cited
    • 2021A Large Bayesian VAR of the United States Economy19 cited
    • 2024The international dimension of trend inflation18 cited
    • 2021A Bootstrap Method to Test Granger-Causality in the Frequency Domain18 cited
    • 2019New Approaches to the Identification of Low-Frequency Drivers: An Application to Technology Shocks15 cited
    • 2021The Identification of Dominant Macroeconomic Drivers: Coping with Confounding Shocks14 cited