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International spillovers of (un)conventional monetary policy: The effect of the ECB and the US Fed on non-euro EU countries
16 references·8 citing·50 second hopsampled
International spillovers of (un)conventional monetary policy: The effect of the ECB and the US Fed on non-euro EU countries (2018)International spillovers of (un)conventio…On the International Spillovers of US Quantitative Easing (2016)On the International Spillove…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…The Next Generation of the Penn World Table (2015)The Next Generation of the Pe…The international transmission of US shocks—Evidence from Bayesian global vector autoregressions (2015)The international transmissio…Financial crisis, US unconventional monetary policy and international spillovers (2015)Financial crisis, US unconven…Unconventional monetary policy had large international effects (2014)Unconventional monetary polic…The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis (2014)The Effectiveness of Unconven…International channels of the Fed's unconventional monetary policy (2014)International channels of the…How do US credit supply shocks propagate internationally? A GVAR approach (2014)How do US credit supply shock…A Shadow Policy Rate to Calibrate U.S. Monetary Policy at the Zero Lower Bound (2014)A Shadow Policy Rate to Calib…Panel Vector Autoregressive Models: A Survey (2013)Panel Vector Autoregressive M…Exploring the international linkages of the euro area: a global VAR analysis (2007)Exploring the international l…A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis (2005)A Practitioner's Guide to Lag…Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Modeling Regional Interdepend…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Excess Capacity, Monopolistic Competition, and International Transmission of Monetary Disturbances (1989)Excess Capacity, Monopolistic…Evaluating the Outcomes of Monetary and Fiscal Policies in the EU in Times of Crisis: A PLS-SEM Approach (2023)Evaluating the Outcomes of Mo…International monetary policy spillovers to emerging economies in Sub-Saharan Africa: A global VAR analysis (2021)International monetary policy…The third round of euro area enlargement: Are the candidates ready? (2020)The third round of euro area …The impact of euro Area monetary policy on Central and Eastern Europe (2020)The impact of euro Area monet…How have the European central bank’s monetary policies been affecting financial markets in CEE-3 countries? (2020)How have the European central…Do ECB's Monetary Policies Benefit EMEs? A GVAR Analysis on the Global Financial and Sovereign Debt Crises and Postcrises Period* (2020)Do ECB's Monetary Policies Be…International effects of a compression of euro area yield curves (2019)International effects of a co…Impacts of conventional and unconventional US monetary policies on global financial markets (2019)Impacts of conventional and u…Estimating Vector Autoregressions with Panel Data (1988)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Estimating long-run relationships from dynamic heterogeneous panels (1995)Energy consumption, CO 2 emissions, and economic growth: An ethical dilemma (2016)On the nexus of financial development, economic growth, and energy consumption in China: New perspective from a GMM panel VAR approach (2018)Global spillover effects of US uncertainty (2019)The federal funds rate and the channels of monetary transmission (1989)Inference in Linear Time Series Models with some Unit Roots (1990)The Impact of Uncertainty Shocks (2009)What are the macroeconomic effects of asset purchases? (2016)QE 1 vs. 2 vs. 3. . . : A Framework for Analyzing Large-Scale Asset Purchases as a Monetary Policy Tool (2018)Macroeconomics and Reality (1980)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)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)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2004)General Diagnostic Tests for Cross Section Dependence in Panels (2004)Unit Roots and Cointegration in Panels (2008)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Dynamic linkages among oil price, gold price, exchange rate, and stock market in India (2016)Bank liquidity creation, monetary policy, and financial crises (2017)Caring for the environment: How human capital, natural resources, and economic growth interact with environmental degradation in Pakistan? A dynamic ARDL approach (2021)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Optimum Technical Change in An Aggregative Model of Economic Growth (1965)The Economic Theory of Index Numbers and the Measurement of Input, Output, and Productivity (1982)Why do Some Countries Produce So Much More Output Per Worker than Others? (1999)The KOF Globalisation Index – revisited (2019)Moving towards a sustainable environment: The dynamic linkage between natural resources, human capital, urbanization, economic growth, and ecological footprint in China (2020)Statistical analysis of cointegration vectors (1988)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Panels with Nonstationary Multifactor Error Structures (2006)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)Unconventional monetary policies: a re-appraisal (2018)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)What matters for financial development? Capital controls, institutions, and interactions (2005)The Worldwide Governance Indicators: Methodology and Analytical Issues (2010)Asset Price Dynamics in Partially Segmented Markets (2018)Global Waves of Debt: Causes and Consequences (2021)International Spillovers and Local Credit Cycles (2021)Interpreting the macroeconomic time series facts (1992)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Macroeconomic Shocks and Their Propagation (2016)Uncertainty Shocks in a Model of Effective Demand (2017)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)
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References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2015The Next Generation of the Penn World Table4,927 cited
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 2014The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis625 cited
  • 2013Panel Vector Autoregressive Models: A Survey548 cited
  • 2014Unconventional monetary policy had large international effects419 cited
  • 2016On the International Spillovers of US Quantitative Easing362 cited
  • 2005A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis311 cited
  • 2014International channels of the Fed's unconventional monetary policy301 cited
  • 2015Financial crisis, US unconventional monetary policy and international spillovers279 cited
  • 2014How do US credit supply shocks propagate internationally? A GVAR approach195 cited
  • 2015The international transmission of US shocks—Evidence from Bayesian global vector autoregressions174 cited

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2014
A Shadow Policy Rate to Calibrate U.S. Monetary Policy at the Zero Lower Bound
167 cited
  • 1989Excess Capacity, Monopolistic Competition, and International Transmission of Monetary Disturbances164 cited
  • Cited by

    • 2019International effects of a compression of euro area yield curves30 cited
    • 2021International monetary policy spillovers to emerging economies in Sub-Saharan Africa: A global VAR analysis24 cited
    • 2020The third round of euro area enlargement: Are the candidates ready?23 cited
    • 2020The impact of euro Area monetary policy on Central and Eastern Europe16 cited
    • 2019Impacts of conventional and unconventional US monetary policies on global financial markets14 cited
    • 2020Do ECB's Monetary Policies Benefit EMEs? A GVAR Analysis on the Global Financial and Sovereign Debt Crises and Postcrises Period*14 cited
    • 2020How have the European central bank’s monetary policies been affecting financial markets in CEE-3 countries?13 cited
    • 2023Evaluating the Outcomes of Monetary and Fiscal Policies in the EU in Times of Crisis: A PLS-SEM Approach10 cited