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NEWS SHOCKS AND THE EFFECTS OF MONETARY POLICY
16 references·1 citing·39 second hop
NEWS SHOCKS AND THE EFFECTS OF MONETARY POLICY (2021)NEWS SHOCKS AND THE EFFECTS OF MONETARY P…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Monetary Policy Surprises, Cr…High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)High Frequency Identification…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Shocks and Frictions in US Bu…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…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…A New Measure of Monetary Shocks: Derivation and Implications (2004)A New Measure of Monetary Sho…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2001)Nominal Rigidities and the Dy…Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Chapter 2 Monetary policy sho…Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Systematic Monetary Policy an…Returns to Scale in U.S. Production: Estimates and Implications (1997)Returns to Scale in U.S. Prod…Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Equilibria under ‘active’ and…Macroeconomics and Reality (1980)Macroeconomics and RealityA Monetary History of the United States 1867-1960 (1964)A Monetary History of the Uni…Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach (2021)Identifying credit demand, fi…Econometric policy evaluation: A critique (1976)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Monetary policy and price level determinacy in a cash-in-advance economy (1994)The Role of Monetary Policy (1995)Monetary Policy and Multiple Equilibria (2001)Monetary Policy as Financial Stability Regulation (2012)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Understanding the Effects of Government Spending on Consumption (2007)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)The federal funds rate and the channels of monetary transmission (1989)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Large Bayesian vector auto regressions (2009)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)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)Interpreting the macroeconomic time series facts (1992)Measuring Monetary Policy (1998)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Macroeconomic Shocks and Their Propagation (2016)Uncertainty Shocks in a Model of Effective Demand (2017)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)Financial Contagion (2000)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 1964A Monetary History of the United States 1867-19602,110 cited
  • 1991Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies2,069 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
  • 2004A New Measure of Monetary Shocks: Derivation and Implications1,621 cited
  • 1997Systematic Monetary Policy and the Effects of Oil Price Shocks1,594 cited
  • 2010Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach1,507 cited
  • 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?1,484 cited
  • 2015Monetary Policy Surprises, Credit Costs, and Economic Activity1,480 cited
  • 2001Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy1,448 cited
  • 2013

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High Frequency Identification of Monetary Non-Neutrality: The Information Effect
1,410 cited
  • 1997Returns to Scale in U.S. Production: Estimates and Implications1,366 cited
  • Cited by

    • 2021Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach14 cited