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Examining the Asymmetric Impact of Macroeconomic Policy in the Uae: Evidence from Quartile Impulse Responses and Machine Learning
16 references·0 citing·52 second hopsampled
Examining the Asymmetric Impact of Macroeconomic Policy in the Uae: Evidence from Quartile Impulse Responses and Machine Learning (2022)Examining the Asymmetric Impact of Macroe…Small and Large Firms over the Business Cycle (2020)Small and Large Firms over th…A capital structure channel of monetary policy (2019)A capital structure channel o…Monetary Policy when Households have Debt: New Evidence on the Transmission Mechanism (2018)Monetary Policy when Househol…Financial crises and macro-prudential policies (2012)Financial crises and macro-pr…Monetary Policy and Stock Market Boom-Bust Cycles (2008)Monetary Policy and Stock Mar…Identifying the interdependence between US monetary policy and the stock market (2008)Identifying the interdependen…Fiscal Policy and Financial Markets (2006)Fiscal Policy and Financial M…Predicting firms' corporate governance choices: Evidence from Korea (2005)Predicting firms' corporate g…Estimation and Inference of Impulse Responses by Local Projections (2005)Estimation and Inference of I…The impact of monetary policy on asset prices (2004)The impact of monetary policy…Monetary policy and asset prices (2002)Monetary policy and asset pri…Monetary Policy and Asset Price Volatility (2000)Monetary Policy and Asset Pri…The Operating Performance of Firms Conducting Seasoned Equity Offerings (1997)The Operating Performance of …Stock Return Predictability and The Role of Monetary Policy (1997)Stock Return Predictability a…On Stock Market Returns and Monetary Policy (1997)On Stock Market Returns and M…Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Monetary Policy, Business Cyc…Macroeconomics and Reality (1980)Staggered prices in a utility-maximizing framework (1983)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)OIL PRICE SHOCKS AND STOCK MARKET BOOMS IN AN OIL EXPORTING COUNTRY (2009)How strong is the linkage between tourism and economic growth in Europe? (2014)Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model (2017)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)One Decade of Inflation Targeting in the World: What Do We Know and What Do We Need to Know? (2001)Should Central Banks Respond to Movements in Asset Prices? (2001)Financial Intermediaries and Monetary Economics (2010)The arbitrage theory of capital asset pricing (1976)Economic Forces and the Stock Market (1986)Firm Size and Cyclical Variations in Stock Returns (2000)An Empirical Analysis of Stock and Bond Market Liquidity (2004)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)A Theory of Demand Shocks (2009)Monetary Policy Strategy: Lessons from the Crisis (2011)Risk, uncertainty and monetary policy (2013)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Identification Through Heteroskedasticity (2003)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Uncertainty about Government Policy and Stock Prices (2012)Does the Stock Market Overreact? (1985)Financing Constraints and Corporate Investment (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Why Stocks May Disappoint (2000)Taking Stock: Monetary Policy Transmission to Equity Markets (2004)The Myth of Long-Horizon Predictability (2005)Discretion versus policy rules in practice (1993)Macroeconomic Shocks and Their Propagation (2016)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Measuring Geopolitical Risk (2022)The Capital Structure Puzzle (1984)The Capital Structure Puzzle (1984)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Detecting abnormal operating performance: The empirical power and specification of test statistics (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)Inefficient Markets (2000)Financing Constraints and Corporate Investment (1987)Consumption and Liquidity Constraints: An Empirical Investigation (1989)Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data (1992)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Credit Cycles (1997)Monetary Policy Shocks: What Have We Learned and to What End? (1998)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)MPC Heterogeneity and Household Balance Sheets (2016)Indebted Demand (2021)Monetary Policy and Heterogeneity: An Analytical Framework (2024)
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References

  • 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
  • 1994Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms2,546 cited
  • 2000Monetary Policy and Asset Price Volatility1,274 cited
  • 1997The Operating Performance of Firms Conducting Seasoned Equity Offerings1,098 cited
  • 2004The impact of monetary policy on asset prices956 cited
  • 1997On Stock Market Returns and Monetary Policy931 cited
  • 1997Stock Return Predictability and The Role of Monetary Policy541 cited
  • 2002Monetary policy and asset prices497 cited
  • 2008Identifying the interdependence between US monetary policy and the stock market441 cited
  • 2018Monetary Policy when Households have Debt: New Evidence on the Transmission Mechanism338 cited
  • 2012Financial crises and macro-prudential policies321 cited
  • 2008Monetary Policy and Stock Market Boom-Bust Cycles283 cited
  • 2005Predicting firms' corporate governance choices: Evidence from Korea279 cited
  • 2020Small and Large Firms over the Business Cycle247 cited
  • 2019A capital structure channel of monetary policy199 cited

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2006
Fiscal Policy and Financial Markets
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