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International monetary policy spillovers to emerging economies in Sub-Saharan Africa: A global VAR analysis
16 references·1 citing·42 second hop
International monetary policy spillovers to emerging economies in Sub-Saharan Africa: A global VAR analysis (2021)International monetary policy spillovers …International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression (2019)International monetary policy…International transmissions of monetary shocks: Between a trilemma and a dilemma (2017)International transmissions o…The international transmission of US shocks—Evidence from Bayesian global vector autoregressions (2015)The international transmissio…On the Drivers of Inflation in Sub-Saharan Africa (2015)On the Drivers of Inflation i…Financial crisis, US unconventional monetary policy and international spillovers (2015)Financial crisis, US unconven…THEORY AND PRACTICE OF GVAR MODELLING (2014)THEORY AND PRACTICE OF GVAR M…Exploring the international linkages of the euro area: a global VAR analysis (2007)Exploring the international l…MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE* (2006)MACROECONOMETRIC MODELLING WI…Bank capital and loan asymmetry in the transmission of monetary policy (2005)Bank capital and loan asymmet…Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Modeling Regional Interdepend…The Transmission Mechanism and the Role of Asset Prices in Monetary Policy (2001)The Transmission Mechanism an…International transmission of U.S. monetary policy shocks: Evidence from VAR's (2001)International transmission of…Symposium on the Monetary Transmission Mechanism (1995)Symposium on the Monetary Tra…Tests for Parameter Instability in Regressions with I(1) Processes (1992)Tests for Parameter Instabili…Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Tests for Parameter Instabili…Testing for the Constancy of Parameters Over Time (1989)Testing for the Constancy of …Patterns of unconventional monetary policy spillovers during a systemic crisis (2023)Patterns of unconventional mo…The federal funds rate and the channels of monetary transmission (1989)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? 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References

  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 1995Symposium on the Monetary Transmission Mechanism1,030 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 1989Testing for the Constancy of Parameters Over Time973 cited
  • 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
  • 1992Tests for Parameter Instability in Regressions with I(1) Processes573 cited
  • 2001International transmission of U.S. monetary policy shocks: Evidence from VAR's538 cited
  • 2001The Transmission Mechanism and the Role of Asset Prices in Monetary Policy375 cited
  • 2015Financial crisis, US unconventional monetary policy and international spillovers279 cited
  • 2005Bank capital and loan asymmetry in the transmission of monetary policy237 cited
  • 2014THEORY AND PRACTICE OF GVAR MODELLING221 cited
  • 2017International transmissions of monetary shocks: Between a trilemma and a dilemma176 cited
  • 2015The international transmission of US shocks—Evidence from Bayesian global vector autoregressions174 cited
  • 2019International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression154 cited

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2006
MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE*
127 cited
  • 2015On the Drivers of Inflation in Sub-Saharan Africa84 cited
  • Cited by

    • 2023Patterns of unconventional monetary policy spillovers during a systemic crisis15 cited