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Impacts of the monetary policy on the exchange rate: case study of Vietnam
16 references·0 citing·42 second hop
Impacts of the monetary policy on the exchange rate: case study of Vietnam (2019)Impacts of the monetary policy on the exc…Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)Sign Restrictions in Structur…What caused the early millennium slowdown? Evidence based on vector autoregressions (2005)What caused the early millenn…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Monetary policy's role in exchange rate behavior (2003)Monetary policy's role in exc…Monetary disturbances matter for business fluctuations in the G-7 (2002)Monetary disturbances matter …Low inflation, pass-through, and the pricing power of firms (2000)Low inflation, pass-through, …Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach (2000)Exchange rate anomalies in th…The robustness of identified VAR conclusions about money (1998)The robustness of identified …Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Measuring Monetary Policy (1998)Measuring Monetary PolicyIdentifying monetary policy in a small open economy under flexible exchange rates (1997)Identifying monetary policy i…Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? (1994)Sources of Real Exchange Rate…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Macroeconomics and Reality (1980)Macroeconomics and RealityExpectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Aggregate Dynamics and Staggered Contracts (1980)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Monetary policy rules in practice (1998)Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter? (2001)Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime (2002)Exchange Rate Pass-Through into Import Prices (2005)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)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Understanding the Effects of Government Spending on Consumption (2007)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)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)Interpreting the macroeconomic time series facts (1992)DOES MONETARY POLICY GENERATE RECESSIONS? (2006)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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Statistical inference in vector autoregressions with possibly integrated processes (1995)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 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)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)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)Distinguished Lecture on Economics in Government—Exchange Rate Regimes: Is the Bipolar View Correct? (2001)Panel Vector Autoregressive Models: A Survey (2013)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 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
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  • 2000Low inflation, pass-through, and the pricing power of firms1,354 cited
  • 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
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  • 1994Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?622 cited
  • 1998The robustness of identified VAR conclusions about money569 cited
  • 2005What caused the early millennium slowdown? Evidence based on vector autoregressions

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389 cited
  • 2003Monetary policy's role in exchange rate behavior333 cited
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