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Shifts in monetary policy and exchange rate dynamics: Is Dornbusch's overshooting hypothesis intact, after all?
16 references·4 citing·39 second hop
Shifts in monetary policy and exchange rate dynamics: Is Dornbusch's overshooting hypothesis intact, after all? (2020)Shifts in monetary policy and exchange ra…Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Deconstructing Monetary Polic…Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Government Spending Multiplie…Macroeconomic Shocks and Their Propagation (2016)Macroeconomic Shocks and Thei…Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Monetary Policy Surprises, Cr…The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States (2013)The Dynamic Effects of Person…Credit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …A New Measure of Monetary Shocks: Derivation and Implications (2004)A New Measure of Monetary Sho…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Foundations of International Macroeconomics (1997)Foundations of International …Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…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…MONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYDelayed Overshooting: The Case for Information Rigidities (2024)Delayed Overshooting: The Cas…Monetary Policy Announcements, Information Shocks, and Exchange Rate Dynamics (2022)Monetary Policy Announcements…Real exchange rate and international spillover effects of US technology shocks (2021)Real exchange rate and intern…Effects of monetary policy on the exchange rates: A Time-varying analysis (2021)Effects of monetary policy on…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)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)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)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)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)The federal funds rate and the channels of monetary transmission (1989)Interpreting the macroeconomic time series facts (1992)Measuring Monetary Policy (1998)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)The determinants of cross-border equity flows (2004)Financial Globalization: A Reappraisal (2006)Why Doesn't Capital Flow from Rich to Poor Countries? An Empirical Investigation (2008)
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References

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  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
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  • 2013The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States

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1,022 cited
  • 2018Deconstructing Monetary Policy Surprises: The Role of Information Shocks981 cited
  • Cited by

    • 2021Real exchange rate and international spillover effects of US technology shocks19 cited
    • 2024Delayed Overshooting: The Case for Information Rigidities17 cited
    • 2021Effects of monetary policy on the exchange rates: A Time-varying analysis16 cited
    • 2022Monetary Policy Announcements, Information Shocks, and Exchange Rate Dynamics12 cited