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Testing the Structural Interpretation of the Price Puzzle with a Cost‐Channel Model*
16 references·9 citing·37 second hop
Testing the Structural Interpretation of the Price Puzzle with a Cost‐Channel Model* (2011)Testing the Structural Interpretation of …Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…Deciphering the Liquidity and Credit Crunch 2007-08 (2008)Deciphering the Liquidity and…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Bayesian Analysis of DSGE Models (2007)Bayesian Analysis of DSGE Mod…Were There Regime Switches in U.S. Monetary Policy? (2006)Were There Regime Switches in…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…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…Testing for Indeterminacy: An Application to U.S. Monetary Policy (2004)Testing for Indeterminacy: An…A New Measure of Monetary Shocks: Derivation and Implications (2004)A New Measure of Monetary Sho…Vector Autoregressions (2001)Vector AutoregressionsMonetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Optimal Monetary Policy Inertia (1999)Optimal Monetary Policy Inert…Inflation dynamics: A structural econometric analysis (1999)Inflation dynamics: A structu…Detrending and business cycle facts (1998)Detrending and business cycle…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…Monetary Policy When the Phillips Curve Is Quite Flat (2023)Monetary Policy When the Phil…Financial shocks and inflation dynamics (2021)Financial shocks and inflatio…Anticipatory Monetary Policy and the Price Puzzle (2017)Anticipatory Monetary Policy …Can exchange rate pass-through explain the price puzzle? (2016)Can exchange rate pass-throug…Monetary policy shocks and Cholesky VARs: an assessment for the Euro area (2015)Monetary policy shocks and Ch…THE PRICE PUZZLE AND VAR IDENTIFICATION (2014)THE PRICE PUZZLE AND VAR IDEN…POLICY RULES, REGIME SWITCHES, AND TREND INFLATION: AN EMPIRICAL INVESTIGATION FOR THE UNITED STATES (2012)POLICY RULES, REGIME SWITCHES…Monetary policy shocks and financial conditions: A Monte Carlo experiment (2012)Monetary policy shocks and fi…Fitting U.S. Trend Inflation: A Rolling-Window Approach (2012)Fitting U.S. Trend Inflation:…A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Large Bayesian vector auto regressions (2009)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Econometric policy evaluation: A critique (1976)Rules, discretion and reputation in a model of monetary policy (1983)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Role of Monetary Policy (1995)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Macroeconomic Shocks and Their Propagation (2016)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Discretion versus policy rules in practice (1993)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)When Is the Government Spending Multiplier Large? (2011)The federal funds rate and the channels of monetary transmission (1989)Measuring Monetary Policy (1998)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Determinants of corporate borrowing (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Market Liquidity and Funding Liquidity (2008)Bank lending during the financial crisis of 2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)
this work references cited by second hop

References

  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 2004A New Measure of Monetary Shocks: Derivation and Implications1,621 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 2007Bayesian Analysis of DSGE Models1,367 cited
  • 2001Vector Autoregressions1,168 cited
  • 2008Deciphering the Liquidity and Credit Crunch 2007-081,026 cited
  • 1999Optimal Monetary Policy Inertia998 cited
  • 1998Detrending and business cycle facts922 cited
  • 2004

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Testing for Indeterminacy: An Application to U.S. Monetary Policy
868 cited

Cited by

  • 2021Financial shocks and inflation dynamics30 cited
  • 2014THE PRICE PUZZLE AND VAR IDENTIFICATION30 cited
  • 2012Monetary policy shocks and financial conditions: A Monte Carlo experiment26 cited
  • 2023Monetary Policy When the Phillips Curve Is Quite Flat20 cited
  • 2015Monetary policy shocks and Cholesky VARs: an assessment for the Euro area16 cited
  • 2016Can exchange rate pass-through explain the price puzzle?15 cited
  • 2012POLICY RULES, REGIME SWITCHES, AND TREND INFLATION: AN EMPIRICAL INVESTIGATION FOR THE UNITED STATES15 cited
  • 2017Anticipatory Monetary Policy and the Price Puzzle15 cited
  • 2012Fitting U.S. Trend Inflation: A Rolling-Window Approach14 cited