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Monetary policy, asset prices and consumption in China
16 references·8 citing·38 second hop
Monetary policy, asset prices and consumption in China (2011)Monetary policy, asset prices and consump…The Cointegrated VAR Model: Methodology and Applications (2006)The Cointegrated VAR Model: M…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…The impact of monetary policy on asset prices (2004)The impact of monetary policy…Applied Time Series Econometrics (2004)Applied Time Series Econometr…Measuring Monetary Policy (1998)Measuring Monetary PolicyThe Channels of Monetary Transmission: Lessons for Monetary Policy (1996)The Channels of Monetary Tran…Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…THE LIFE CYCLE HYPOTHESIS OF SAVING: AGGREGATE IMPLICATIONS AND TESTS (1963)THE LIFE CYCLE HYPOTHESIS OF …The Debt-Deflation Theory of Great Depressions (1934)The Debt-Deflation Theory of …The Debt-Deflation Theory of Great Depressions (1933)The Debt-Deflation Theory of …Revisiting the nexus between house pricing and money demand: Power spectrum and wavelet coherence based approach (2021)Revisiting the nexus between …Revisiting interest rate and lending channels of monetary policy transmission in the light of theoretical prescriptions (2020)Revisiting interest rate and …Choice with Limited Capacity (2019)Choice with Limited CapacityEffect Of E-banking On Financial Performance Of Listed Commercial Banks In Kenya (2018)Effect Of E-banking On Financ…Banking Models and Monetary Transmission Mechanisms in Malaysia: Are Islamic Banks Different? (2016)Banking Models and Monetary T…Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model (2015)Do Stock Prices Impact Consum…Monetary policy and stock prices in small open economies: Empirical evidence for the new EU member states (2012)Monetary policy and stock pri…Excess Liquidity, Housing Price Booms and Policy Challenges in China (2011)Excess Liquidity, Housing Pri…Dividend Policy, Growth, and the Valuation of Shares (1961)Social Security, Induced Retirement, and Aggregate Capital Accumulation (1974)Econometric policy evaluation: A critique (1976)Capital markets research in accounting (2001)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Inflation and Costs of Price Adjustment (1977)Aggregate Dynamics and Staggered Contracts (1980)Behavioral Macroeconomics and Macroeconomic Behavior (2002)Employment Fluctuations with Equilibrium Wage Stickiness (2005)Unemployment Fluctuations with Staggered Nash Wage Bargaining (2009)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)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)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)The Role of Monetary Policy (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Impact of Uncertainty Shocks (2009)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Uncertainty about Government Policy and Stock Prices (2012)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Market Liquidity and Funding Liquidity (2008)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1933The Debt-Deflation Theory of Great Depressions2,516 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 1963THE LIFE CYCLE HYPOTHESIS OF SAVING: AGGREGATE IMPLICATIONS AND TESTS2,011 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 2004Applied Time Series Econometrics1,200 cited
  • 2006The Cointegrated VAR Model: Methodology and Applications1,181 cited
  • 2004The impact of monetary policy on asset prices956 cited
  • 1934The Debt-Deflation Theory of Great Depressions812 cited
  • 1996

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The Channels of Monetary Transmission: Lessons for Monetary Policy
716 cited

Cited by

  • 2020Revisiting interest rate and lending channels of monetary policy transmission in the light of theoretical prescriptions38 cited
  • 2015Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model35 cited
  • 2016Banking Models and Monetary Transmission Mechanisms in Malaysia: Are Islamic Banks Different?30 cited
  • 2018Effect Of E-banking On Financial Performance Of Listed Commercial Banks In Kenya30 cited
  • 2012Monetary policy and stock prices in small open economies: Empirical evidence for the new EU member states28 cited
  • 2011Excess Liquidity, Housing Price Booms and Policy Challenges in China18 cited
  • 2021Revisiting the nexus between house pricing and money demand: Power spectrum and wavelet coherence based approach16 cited
  • 2019Choice with Limited Capacity1 cited