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REAL EXCHANGE RATE, MONETARY POLICY, AND THE U.S. ECONOMY: EVIDENCE FROM A FAVAR MODEL
16 references·0 citing·43 second hop
REAL EXCHANGE RATE, MONETARY POLICY, AND THE U.S. ECONOMY: EVIDENCE FROM A FAVAR MODEL (2018)REAL EXCHANGE RATE, MONETARY POLICY, AND …Dynamic Factor Models (2012)Dynamic Factor ModelsExternal shocks, U.S. monetary policy and macroeconomic fluctuations in emerging markets (2007)External shocks, U.S. monetar…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…International Business Cycles: World, Region, and Country-Specific Factors (2003)International Business Cycles…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter? (2001)Exchange Rate Pass-Through to…Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach (2000)Exchange rate anomalies in th…The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds (1996)The Effects of Monetary Polic…ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES (1996)ON THE DYNAMIC RELATION BETWE…Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…The Dynamic Impacts of Monetary Policy: An Exercise in Tentative Identification (1994)The Dynamic Impacts of Moneta…Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? (1994)Sources of Real Exchange Rate…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)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)Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)Expectations and Exchange Rate Dynamics (1976)Empirical exchange rate models of the seventies (1983)The federal funds rate and the channels of monetary transmission (1989)Large Bayesian vector auto regressions (2009)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Cross-Border Banking and Global Liquidity (2014)Forecasting Using Principal Components From a Large Number of Predictors (2002)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (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)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Goods Prices and Exchange Rates: What Have We Learned? (1996)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Exchange Rates and Monetary Policy in Emerging Market Economies (2006)Exchange Rate Pass-Through in Emerging Markets (2007)Exchange Rate Pass-Through to Trade Prices: The Role of Non-Linearities and Asymmetries (2007)New Indexes of Coincident and Leading Economic Indicators (1989)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Exploring the international linkages of the euro area: a global VAR analysis (2007)U.S. Monetary Policy and the Global Financial Cycle (2020)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)The Financial Accelerator and the Flight to Quality (1996)Oil price shocks and stock market activity (1999)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)
this work references cited by second hop

References

  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 2003International Business Cycles: World, Region, and Country-Specific Factors1,234 cited
  • 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds1,209 cited
  • 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
  • 2000Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach916 cited
  • 2001Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter?677 cited
  • 1994Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?622 cited
  • 2006DOES MONETARY POLICY GENERATE RECESSIONS?562 cited
  • 2012Dynamic Factor Models468 cited
  • 2007External shocks, U.S. monetary policy and macroeconomic fluctuations in emerging markets455 cited
  • 1994

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The Dynamic Impacts of Monetary Policy: An Exercise in Tentative Identification
435 cited
  • 1996ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES427 cited
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