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Monetary policy spillovers in emerging economies
16 references·1 citing·41 second hop
Monetary policy spillovers in emerging economies (2019)Monetary policy spillovers in emerging ec…International Monetary Policy Spillovers (2018)International Monetary Policy…Foreign effects of higher U.S. interest rates (2018)Foreign effects of higher U.S…The Global Role of the U.S. Economy: Linkages, Policies and Spillovers (2017)The Global Role of the U.S. E…U.S. Monetary Policy Normalization and Global Interest Rates (2016)U.S. Monetary Policy Normaliz…Food prices and inflation targeting in emerging economies (2016)Food prices and inflation tar…Oil Price Uncertainty (2010)Oil Price UncertaintyMonetary policy and exchange rate overshooting: Dornbusch was right after all (2009)Monetary policy and exchange …The transmission of US shocks to Latin America (2005)The transmission of US shocks…ECONOMIC POLICY IN DOLLARIZED ECONOMIES WITH A SPECIAL REVIEW OF MONTENEGRO (2004)ECONOMIC POLICY IN DOLLARIZED…An impulse-response function for a vector autoregression with multivariate GARCH-in-mean (2003)An impulse-response function …Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Handbook of monetary economics (1990)Handbook of monetary economicsTesting for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Toward green central banking: Proposing an augmented Taylor rule (2024)Toward green central banking:…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES (2011)Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries (2013)Oil shocks, policy uncertainty and stock market return (2013)Real Business Cycles in a Small Open Economy (1991)Bayesian Methods for Dynamic Multivariate Models (1998)External shocks, U.S. monetary policy and macroeconomic fluctuations in emerging markets (2007)Panel Vector Autoregressive Models: A Survey (2013)Determinants of global spillovers from US monetary policy (2015)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Trends and random walks in macroeconmic time series (1982)A simple panel unit root test in the presence of cross‐section dependence (2007)Macroeconomics and Reality (1980)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Economic Uncertainty and the Effectiveness of Monetary Policy (2013)Oil price shocks and U.S. dollar exchange rates (2016)Unconventional Monetary Policy and International Risk Premia (2018)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Estimation and Inference of Impulse Responses by Local Projections (2005)U.S. Monetary Policy and International Risk Spillovers (2019)Unconventional Monetary Policy and Disaster Risk: Evidence from the Subprime and COVID-19 Crises (2020)Are higher U.S. interest rates always bad news for emerging markets? (2022)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Equity Share in New Issues and Aggregate Stock Returns (2000)Strategic Asset Allocation (2002)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
  • 1990Handbook of monetary economics961 cited
  • 2010Oil Price Uncertainty655 cited
  • 2005The transmission of US shocks to Latin America530 cited
  • 2018Foreign effects of higher U.S. interest rates242 cited
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  • 2003An impulse-response function for a vector autoregression with multivariate GARCH-in-mean70 cited
  • 2017The Global Role of the U.S. Economy: Linkages, Policies and Spillovers67 cited
  • 2016Food prices and inflation targeting in emerging economies52 cited
  • 2016U.S. Monetary Policy Normalization and Global Interest Rates38 cited
  • 2018International Monetary Policy Spillovers20 cited

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2004
ECONOMIC POLICY IN DOLLARIZED ECONOMIES WITH A SPECIAL REVIEW OF MONTENEGRO
15 cited

Cited by

  • 2024Toward green central banking: Proposing an augmented Taylor rule12 cited