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How has empirical monetary policy analysis in the U.S. changed after the financial crisis?
16 references·0 citing·43 second hop
How has empirical monetary policy analysis in the U.S. changed after the financial crisis? (2019)How has empirical monetary policy analysi…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis (2014)The Effectiveness of Unconven…What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound? (2012)What does Monetary Policy do …The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases (2012)The Financial Market Effects …Measuring the stance of monetary policy in zero lower bound environments (2012)Measuring the stance of monet…Macroeconomic Effects of Federal Reserve Forward Guidance (2012)Macroeconomic Effects of Fede…Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)Sign Restrictions in Structur…The central-bank balance sheet as an instrument of monetarypolicy (2010)The central-bank balance shee…A model of unconventional monetary policy (2010)A model of unconventional mon…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds (1996)The Effects of Monetary Polic…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Interest Rates as Options (1995)Interest Rates as OptionsA Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)A Simple Approach to Valuing …ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)On the Pricing of Corporate D…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment (2011)Bond Supply and Excess Bond Returns (2014)Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates (2014)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)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)Econometric policy evaluation: A critique (1976)Macroeconomics and Reality (1980)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Understanding the Effects of Government Spending on Consumption (2007)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)Discretion versus policy rules in practice (1993)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Monetary Policy and Long-Term Real Rates (2012)The Power of Forward Guidance Revisited (2016)U.S. Monetary Policy and the Global Financial Cycle (2020)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Credit Spreads and Business Cycle Fluctuations (2012)A Macroeconomic Model with a Financial Sector (2014)An equilibrium characterization of the term structure (1977)The Determinants of Credit Spread Changes (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Default Risk in Equity Returns (2004)The cost of capital, corporation finance and the theory of investment (2008)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)The Financial Accelerator and the Flight to Quality (1996)Oil price shocks and stock market activity (1999)
this work references cited by second hop

References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 2010A model of unconventional monetary policy2,439 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
  • 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds1,209 cited
  • 2012Macroeconomic Effects of Federal Reserve Forward Guidance748 cited
  • 2012The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases704 cited
  • 2011Sign Restrictions in Structural Vector Autoregressions: A Critical Review689 cited
  • 2014The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis625 cited
  • 2010The central-bank balance sheet as an instrument of monetarypolicy573 cited
  • 2012What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?531 cited

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Measuring the stance of monetary policy in zero lower bound environments
442 cited
  • 1995Interest Rates as Options428 cited
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