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Changes in monetary regimes and the identification of monetary policy shocks: Narrative evidence from Canada
16 references·10 citing·40 second hop
Changes in monetary regimes and the identification of monetary policy shocks: Narrative evidence from Canada (2018)Changes in monetary regimes and the ident…Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Monetary Policy Surprises, Cr…Identifying Government Spending Shocks: It's all in the Timing* (2011)Identifying Government Spendi…The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)The Macroeconomic Effects of …Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …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…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Estimation and Inference of Impulse Responses by Local Projections (2005)Estimation and Inference of I…A New Measure of Monetary Shocks: Derivation and Implications (2004)A New Measure of Monetary Sho…Monetary Policy Rules Based on Real-Time Data (2001)Monetary Policy Rules Based o…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Chapter 2 Monetary policy sho…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Measuring Monetary Policy (1998)Measuring Monetary PolicyThe Effects of Monetary Policy Shocks: Evidence from the Flow of Funds (1996)The Effects of Monetary Polic…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…Revisiting the monetary transmission mechanism through an industry-level differential approach (2024)Revisiting the monetary trans…The international spillovers of synchronous monetary tightening (2023)The international spillovers …Revisiting the Monetary Transmission Mechanism Through an Industry-Level Differential Approach (2022)Revisiting the Monetary Trans…Monetary Policy and Redistribution in Open Economies (2022)Monetary Policy and Redistrib…A large Canadian database for macroeconomic analysis (2022)A large Canadian database for…Financial market spillovers of U.S. monetary policy shocks (2021)Financial market spillovers o…Words and deeds in managing expectations: Empirical evidence from an inflation targeting economy (2020)Words and deeds in managing e…The Missing Link: Monetary Policy and The Labor Share (2020)The Missing Link: Monetary Po…Monetary Policy and Redistribution in Open Economies (2020)Monetary Policy and Redistrib…The effect of monetary policy shocks on macroeconomic variables: Evidence from the Eurozone (2019)The effect of monetary policy…A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Econometric policy evaluation: A critique (1976)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)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)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)Discretion versus policy rules in practice (1993)Macroeconomic Shocks and Their Propagation (2016)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Measuring Geopolitical Risk (2022)Financing Constraints and Corporate Investment (1987)Financing Constraints and Corporate Investment (1988)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)Household Expenditure and the Income Tax Rebates of 2001 (2006)Growth Forecast Errors and Fiscal Multipliers (2013)The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States (2013)Understanding the Effects of Government Spending on Consumption (2007)When Is the Government Spending Multiplier Large? (2011)Measuring the Output Responses to Fiscal Policy (2012)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Were There Regime Switches in U.S. Monetary Policy? (2006)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)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)
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References

  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 2010The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks2,096 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 2011Identifying Government Spending Shocks: It's all in the Timing*1,670 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 2004A New Measure of Monetary Shocks: Derivation and Implications1,621 cited
  • 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?1,484 cited
  • 2015Monetary Policy Surprises, Credit Costs, and Economic Activity1,480 cited

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2001
Monetary Policy Rules Based on Real-Time Data
1,357 cited
  • 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds1,209 cited
  • Cited by

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    • 2023The international spillovers of synchronous monetary tightening39 cited
    • 2020Words and deeds in managing expectations: Empirical evidence from an inflation targeting economy37 cited
    • 2020The Missing Link: Monetary Policy and The Labor Share34 cited
    • 2021Financial market spillovers of U.S. monetary policy shocks34 cited
    • 2022Monetary Policy and Redistribution in Open Economies29 cited
    • 2020Monetary Policy and Redistribution in Open Economies26 cited
    • 2022A large Canadian database for macroeconomic analysis23 cited
    • 2022Revisiting the Monetary Transmission Mechanism Through an Industry-Level Differential Approach19 cited
    • 2019The effect of monetary policy shocks on macroeconomic variables: Evidence from the Eurozone15 cited