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Monetary policy and macroeconomic responses: non-recursive SVAR study of Egypt
16 references·1 citing·36 second hop
Monetary policy and macroeconomic responses: non-recursive SVAR study of Egypt (2019)Monetary policy and macroeconomic respons…DOES MONETARY POLICY GENERATE RECESSIONS? (2006)DOES MONETARY POLICY GENERATE…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Monetary disturbances matter for business fluctuations in the G-7 (2002)Monetary disturbances matter …Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach (2000)Exchange rate anomalies in th…Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Chapter 2 Monetary policy sho…The robustness of identified VAR conclusions about money (1998)The robustness of identified …Measuring Monetary Policy (1998)Measuring Monetary PolicyIdentifying monetary policy in a small open economy under flexible exchange rates (1997)Identifying monetary policy i…New Keynesian Economics and the Phillips Curve (1995)New Keynesian Economics and t…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Money, Income, Prices and Interest Rates (1992)Money, Income, Prices and Int…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…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…MONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYThe relationship between financial development and effectiveness of monetary policy: new evidence from ASEAN-3 countries (2021)The relationship between fina…Investigating 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)Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Some International Evidence on Output-Inflation Tradeoffs. (1973)Sticky Prices in the United States (1982)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Optimal Monetary Policy Inertia (1999)Prices and unit labor costs: a new test of price stickiness (2002)Oil and the Macroeconomy Since the 1970s (2004)Econometric policy evaluation: A critique (1976)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Understanding the Effects of Government Spending on Consumption (2007)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)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)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)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)The Quarterly Journal of Economics (2024)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 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
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?1,484 cited
  • 2000Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach916 cited
  • 1995New Keynesian Economics and the Phillips Curve896 cited
  • 1997Identifying monetary policy in a small open economy under flexible exchange rates793 cited
  • 2002Monetary disturbances matter for business fluctuations in the G-7749 cited
  • 1992Money, Income, Prices and Interest Rates660 cited
  • 1990The Federal Funds Rate and the Channels of Monetary Transnission658 cited
  • 1998The robustness of identified VAR conclusions about money569 cited

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  • 2006DOES MONETARY POLICY GENERATE RECESSIONS?562 cited
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    • 2021The relationship between financial development and effectiveness of monetary policy: new evidence from ASEAN-3 countries15 cited