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Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area
16 references·4 citing·39 second hop
Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area (2015)Macroeconomic effects of financial stress…The VIX, the variance premium and stock market volatility (2014)The VIX, the variance premium…The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis (2014)The Effectiveness of Unconven…Credit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Investigating Causal Relation…CISS - A Composite Indicator of Systemic Stress in the Financial System (2010)CISS - A Composite Indicator …The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Credit Spreads and Monetary Policy (2009)Credit Spreads and Monetary P…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…Measuring financial stress in a developed country: An application to Canada (2006)Measuring financial stress in…Monetary Policy Rules (1999)Monetary Policy RulesChapter 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 PolicyAn Historical Analysis of Monetary Policy Rules (1998)An Historical Analysis of Mon…Macroeconomics and Reality (1980)Macroeconomics and RealityInvestigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Unconventional monetary policies and credit co-movement in the Eurozone (2023)Unconventional monetary polic…Digitalization, retail trade and monetary policy (2020)Digitalization, retail trade …Economic growth in the era of unconventional monetary instruments: A FAVAR approach (2019)Economic growth in the era of…Are there monetary clusters in the Eurozone? The impact of ECB policy (2019)Are there monetary clusters i…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)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)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)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Causal Ordering and Identifiability (1977)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site (2009)Testing for Granger non-causality in heterogeneous panels (2012)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Credit Cycles (1997)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)U.S. Monetary Policy and the Global Financial Cycle (2020)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Interpreting the macroeconomic time series facts (1992)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)Low inflation, pass-through, and the pricing power of firms (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)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)Oil and the Macroeconomy since World War II (1983)Policy Uncertainty and Corporate Investment (2015)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2010Investigating Causal Relations by Econometric Models and Cross-Spectral Methods4,760 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 1999Monetary Policy Rules1,705 cited
  • 1998Measuring Monetary Policy1,643 cited
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  • 2014The VIX, the variance premium and stock market volatility812 cited
  • 2009Credit Spreads and Monetary Policy766 cited
  • 1998An Historical Analysis of Monetary Policy Rules665 cited
  • 2014The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis625 cited
  • 2006Measuring financial stress in a developed country: An application to Canada569 cited
  • 2010CISS - A Composite Indicator of Systemic Stress in the Financial System

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Cited by

  • 2020Digitalization, retail trade and monetary policy27 cited
  • 2019Economic growth in the era of unconventional monetary instruments: A FAVAR approach24 cited
  • 2023Unconventional monetary policies and credit co-movement in the Eurozone16 cited
  • 2019Are there monetary clusters in the Eurozone? The impact of ECB policy15 cited