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Macroeconomic Effects of Monetary Policy Shocks
16 references·0 citing·37 second hop
Macroeconomic Effects of Monetary Policy Shocks (2017)Macroeconomic Effects of Monetary Policy …The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis (2014)The Effectiveness of Unconven…How effective is monetary transmission in low-income countries? A survey of the empirical evidence (2013)How effective is monetary tra…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…DOES MONETARY POLICY GENERATE RECESSIONS? (2006)DOES MONETARY POLICY GENERATE…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach (2000)Exchange rate anomalies in th…Do monetary policy shocks matter in the G-7 countries? Using common identifying assumptions about monetary policy across countries (1999)Do monetary policy shocks mat…Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Chapter 2 Monetary policy sho…A STRUCTURAL VECTOR AUTOREGRESSION MODEL OF MONETARY POLICY IN AUSTRALIA (1999)A STRUCTURAL VECTOR AUTOREGRE…Measuring Monetary Policy (1998)Measuring Monetary PolicySystematic Monetary Policy and the Effects of Oil Price Shocks (1997)Systematic Monetary Policy an…Identification and the Effects of Monetary Policy Shocks (1996)Identification and the Effect…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…Macroeconomics and Reality (1980)Macroeconomics and RealityMONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYInvestigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Automatic Lag Selection in Covariance Matrix Estimation (1994)Introductory Econometrics for Finance (2008)A Monetary History of the United States 1867-1960 (1964)Monetary Theory and Policy (1999)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)The federal funds rate and the channels of monetary transmission (1989)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)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)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Econometric policy evaluation: A critique (1976)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Expectations and Exchange Rate Dynamics (1976)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)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)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)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)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)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)Time to Build and Aggregate Fluctuations (1982)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Understanding the Effects of Government Spending on Consumption (2007)
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References

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  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
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  • 2000Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach916 cited
  • 2014The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis625 cited
  • 2006DOES MONETARY POLICY GENERATE RECESSIONS?562 cited
  • 1999Do monetary policy shocks matter in the G-7 countries? Using common identifying assumptions about monetary policy across countries248 cited
  • 2013How effective is monetary transmission in low-income countries? A survey of the empirical evidence143 cited
  • 1996

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Identification and the Effects of Monetary Policy Shocks
133 cited
  • 1999A STRUCTURAL VECTOR AUTOREGRESSION MODEL OF MONETARY POLICY IN AUSTRALIA106 cited
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