SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The response of term rates to monetary policy uncertainty
16 references·8 citing·49 second hop
The response of term rates to monetary policy uncertainty (2003)The response of term rates to monetary po…DOES MONETARY POLICY GENERATE RECESSIONS? (2006)DOES MONETARY POLICY GENERATE…Another Perspective on the Effects of Inflation Uncertainty (2004)Another Perspective on the Ef…A Model of the Federal Funds Rate Target (2002)A Model of the Federal Funds …The Long and Large Decline in U.S. Output Volatility (2001)The Long and Large Decline in…Monetary Policy Rules Based on Real-Time Data (2001)Monetary Policy Rules Based o…Interest-rate smoothing and optimal monetary policy: a review of recent empirical evidence (2000)Interest-rate smoothing and o…Inflation uncertainty and growth in a cash-in-advance economy (2000)Inflation uncertainty and gro…Optimal Monetary Policy Inertia (1999)Optimal Monetary Policy Inert…New Directions for Stochastic Open Economy Models (1999)New Directions for Stochastic…Monetary policy and the term structure of nominal interest rates: Evidence and theory (1998)Monetary policy and the term …Sticky price and limited participation models of money: A comparison (1997)Sticky price and limited part…Identification and the Effects of Monetary Policy Shocks (1996)Identification and the Effect…How Well Does The IS-LM Model Fit Postwar U. S. Data? (1992)How Well Does The IS-LM Model…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Modelling the Coherence in Sh…Risk, Uncertainty and Exchange Rates (1987)Risk, Uncertainty and Exchang…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…How Persistent are Climate-Related Price Shocks? Implications for Monetary Policy (2022)How Persistent are Climate-Re…Does economic policy uncertainty affect bank profitability? (2022)Does economic policy uncertai…Does the central bank directly respond to output and inflation uncertainties in Turkey? (2016)Does the central bank directl…Monetary policy's time-varying impact on the US bond markets: Role of financial stress and risks (2015)Monetary policy's time-varyin…The Relationship Between Inflation, Output Growth, and Their Uncertainties: Evidence from Selected CEE Countries (2011)The Relationship Between Infl…Explaining the US bond yield conundrum (2009)Explaining the US bond yield …The effects of inflation uncertainty on interest rates: a nonlinear approach (2008)The effects of inflation unce…Bank lending and the stock market's response to monetary policy shocks (2007)Bank lending and the stock ma…The federal funds rate and the channels of monetary transmission (1989)Exchange Rate Dynamics Redux (1995)Monetary Policy Shocks: What Have We Learned and to What End? (1998)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Comment (2004)Exploring the international linkages of the euro area: a global VAR analysis (2007)Generalized autoregressive conditional heteroskedasticity (1986)A Capital Asset Pricing Model with Time-Varying Covariances (1988)ARCH modeling in finance (1992)Dynamic Conditional Correlation (2002)Introductory Econometrics for Finance (2008)Discretion versus policy rules in practice (1993)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory (1998)The Science of Monetary Policy: A New Keynesian Perspective (1999)Historical Monetary Policy Analysis and the Taylor Rule (2003)The Performance of Forecast-Based Monetary Policy Rules Under Model Uncertainty (2003)Monetary Policy Rules, Macroeconomic Stability, and Inflation: A View from the Trenches (2004)Econometric policy evaluation: A critique (1976)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)One Money, One Market: Estimating the Effect of Common Currencies on Trade (1999)Learning about monetary policy rules (2002)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2010)Goods Prices and Exchange Rates: What Have We Learned? (1996)The Purchasing Power Parity Puzzle (1996)A Simple Framework for International Monetary Policy Analysis (2002)Monetary Policy in the Open Economy Revisited: Price Setting and Exchange-Rate Flexibility (2003)Balance Sheets and Exchange Rate Policy (2004)Monopolistic Competition and the Effects of Aggregate Demand (1987)Frontiers of Business Cycle Research (1995)The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds (1996)A Unified Framework for Monetary Theory and Policy Analysis (2005)Understanding Changes in International Business Cycle Dynamics (2005)Inflation and inequality (2006)Inflation forecast targeting: Implementing and monitoring inflation targets (1997)A real-time data set for macroeconomists (2001)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Estimating the Effects of Fiscal Policy in OECD Countries (2003)Institutional causes, macroeconomic symptoms: volatility, crises and growth (2003)Stock Market Volatility and Macroeconomic Fundamentals (2012)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)What is an Oil Shock? (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)American Economic Review (2019)Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? (1994)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)
this work references cited by second hop

References

  • 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 2001Monetary Policy Rules Based on Real-Time Data1,357 cited
  • 1999Optimal Monetary Policy Inertia998 cited
  • 2001The Long and Large Decline in U.S. Output Volatility995 cited
  • 1999New Directions for Stochastic Open Economy Models884 cited
  • 1992How Well Does The IS-LM Model Fit Postwar U. S. Data?699 cited
  • 2006DOES MONETARY POLICY GENERATE RECESSIONS?562 cited
  • 1997Sticky price and limited participation models of money: A comparison472 cited
  • 2000Interest-rate smoothing and optimal monetary policy: a review of recent empirical evidence393 cited
  • 1998Monetary policy and the term structure of nominal interest rates: Evidence and theory291 cited
  • 2002A Model of the Federal Funds Rate Target262 cited
  • 2000Inflation uncertainty and growth in a cash-in-advance economy241 cited
  • 1987Risk, Uncertainty and Exchange Rates235 cited
  • 2004Another Perspective on the Effects of Inflation Uncertainty209 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1996Identification and the Effects of Monetary Policy Shocks133 cited
  • Cited by

    • 2022How Persistent are Climate-Related Price Shocks? Implications for Monetary Policy39 cited
    • 2022Does economic policy uncertainty affect bank profitability?38 cited
    • 2011The Relationship Between Inflation, Output Growth, and Their Uncertainties: Evidence from Selected CEE Countries30 cited
    • 2009Explaining the US bond yield conundrum28 cited
    • 2015Monetary policy's time-varying impact on the US bond markets: Role of financial stress and risks27 cited
    • 2008The effects of inflation uncertainty on interest rates: a nonlinear approach20 cited
    • 2016Does the central bank directly respond to output and inflation uncertainties in Turkey?15 cited
    • 2007Bank lending and the stock market's response to monetary policy shocks13 cited