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To bi, or not to bi? Differences between spillover estimates from bilateral and multilateral multi-country models
16 references·7 citing·40 second hop
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(2005)What Explains the Stock Marke…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach* (2005)Measuring the Effects of Mone…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Implications of Dynamic Factor Models for VAR Analysis (2005)Implications of Dynamic Facto…Estimation and Inference of Impulse Responses by Local Projections (2005)Estimation and Inference of I…Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Modeling Regional Interdepend…A New Measure of Monetary Shocks: Derivation and Implications (2004)A New Measure of Monetary Sho…Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach (2000)Exchange rate anomalies in th…Identifying 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…Structural Equation Methods in the Social Sciences (1972)Structural Equation Methods i…What goes around comes around: How large are spillbacks from US monetary policy? 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References

  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
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  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
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  • 2004A New Measure of Monetary Shocks: Derivation and Implications1,621 cited
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793 cited
  • 1972Structural Equation Methods in the Social Sciences683 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach*681 cited
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    • 2021Dominant-currency pricing and the global output spillovers from US dollar appreciation21 cited
    • 2019US monetary policy and the euro area21 cited
    • 2017Fiscal Spillovers in the Euro Area: Letting the Data Speak14 cited
    • 2021The effects of external shocks on the business cycle in China: A structural change perspective10 cited