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Structural Changes in the Transmission Mechanism of Monetary Policy in Mexico: A Non-Linear VAR Approach
16 references·0 citing·44 second hop
Structural Changes in the Transmission Mechanism of Monetary Policy in Mexico: A Non-Linear VAR Approach (2006)Structural Changes in the Transmission Me…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Critical values for multiple structural change tests (2003)Critical values for multiple …Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2002)Monetary Policy and Exchange …Monetary disturbances matter for business fluctuations in the G-7 (2002)Monetary disturbances matter …Optimal Monetary Policy in Open versus Closed Economies: An Integrated Approach (2001)Optimal Monetary Policy in Op…Open-Economy Inflation Targeting (2000)Open-Economy Inflation Target…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Measuring Monetary Policy (1998)Measuring Monetary PolicyWhen Do Long-Run Identifying Restrictions Give Reliable Results? (1997)When Do Long-Run Identifying …Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis (1997)Markov-Switching Vector Autor…What Does Monetary Policy Do? (1996)What Does Monetary Policy Do?Testing for parameter instability in linear models (1992)Testing for parameter instabi…The Federal Funds Rate and the Channels of Monetary Transnission (1990)The Federal Funds Rate and th…Atheoretical macroeconometrics: A critique (1985)Atheoretical macroeconometric…Policy Analysis with Econometric Models (1982)Policy Analysis with Economet…Macroeconomics and Reality (1980)Macroeconomics and RealityEconometric policy evaluation: A critique (1976)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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Some tests for parameter constancy in cointegrated VAR‐models (1999)Information Technology and the U.S. Productivity Revival: What Do the Industry Data Say? (2002)Dealing with Structural Breaks (2005)MONEY, INCOME, AND CAUSALITY (1972)The federal funds rate and the channels of monetary transmission (1989)Vector Autoregressions (2001)Large Bayesian vector auto regressions (2009)What are the effects of fiscal policy shocks? (2009)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Discretion versus policy rules in practice (1993)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Inflation targeting as a monetary policy rule (1999)The Effect of Fixed Exchange Rates on Monetary Policy (2004)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Interpreting the macroeconomic time series facts (1992)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)The Science of Monetary Policy: A New Keynesian Perspective (1999)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Optimal simple and implementable monetary and fiscal rules (2006)Bayesian estimation of an open economy DSGE model with incomplete pass-through (2007)Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework (2009)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Modelling structural breaks, long memory and stock market volatility: an overview (2004)Inequality and Unsustainable Growth: Two Sides of the Same Coin? (2017)The European business cycle (2003)Modelling Nonlinear Economic Time Series (2010)Regime switching models (2010)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 2000Open-Economy Inflation Targeting1,428 cited
  • 2002Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,278 cited
  • 1996What Does Monetary Policy Do?1,081 cited
  • 2003Critical values for multiple structural change tests860 cited
  • 1992Testing for parameter instability in linear models768 cited
  • 1997Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis761 cited
  • 2002Monetary disturbances matter for business fluctuations in the G-7749 cited
  • 1985Atheoretical macroeconometrics: A critique714 cited
  • 1982Policy Analysis with Econometric Models681 cited
  • 1990The Federal Funds Rate and the Channels of Monetary Transnission658 cited
  • 2001Optimal Monetary Policy in Open versus Closed Economies: An Integrated Approach561 cited

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1997
When Do Long-Run Identifying Restrictions Give Reliable Results?
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