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Effects of the US monetary policy shocks during financial crises – a threshold vector autoregression approach
16 references·2 citing·48 second hop
Effects of the US monetary policy shocks during financial crises – a threshold vector autoregression approach (2016)Effects of the US monetary policy shocks …The financial cycle and macroeconomics: What have we learnt? (2013)The financial cycle and macro…International Journal of Central Banking (2012)International Journal of Cent…Financial Conditions Indexes: A Fresh Look after the Financial Crisis (2010)Financial Conditions Indexes:…The Cost Channel of Monetary Transmission (2000)The Cost Channel of Monetary …Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)It's Baaack: Japan's Slump an…Sticky price and limited participation models of money: A comparison (1997)Sticky price and limited part…Inference in TAR Models (1997)Inference in TAR ModelsThe Financial Accelerator and the Flight to Quality (1996)The Financial Accelerator and…Monetary and economic studies (1996)Monetary and economic studiesInference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Inference When a Nuisance Par…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Monetary Policy, Business Cyc…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Agency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies (2022)Effectiveness of monetary pol…The Nonlinear Interaction Between Monetary Policy and Financial Stress (2017)The Nonlinear Interaction Bet…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Science of Monetary Policy: A New Keynesian Perspective (1999)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Finance and Growth: Schumpeter Might Be Right (1993)Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure (2002)Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans (2007)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? 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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
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  • 1997Inference in TAR Models636 cited
  • 1997Sticky price and limited participation models of money: A comparison472 cited
  • 2010Financial Conditions Indexes: A Fresh Look after the Financial Crisis395 cited
  • 2000The Cost Channel of Monetary Transmission

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394 cited
  • 1996Monetary and economic studies364 cited
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    • 2022Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies16 cited
    • 2017The Nonlinear Interaction Between Monetary Policy and Financial Stress16 cited