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Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development
16 references·1 citing·46 second hop
Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development (2023)Monetary policy and bubbles in G7 economi…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…Oil prices, US stock return, and the dependence between their quantiles (2015)Oil prices, US stock return, …Monetary Policy and Rational Asset Price Bubbles (2014)Monetary Policy and Rational …Panel Vector Autoregressive Models: A Survey (2013)Panel Vector Autoregressive M…Measuring the stance of monetary policy in zero lower bound environments (2012)Measuring the stance of monet…Identifying the interdependence between US monetary policy and the stock market (2008)Identifying the interdependen…Housing and the Monetary Transmission Mechanism (2007)Housing and the Monetary Tran…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Why Stock Markets Crash: Critical Events in Complex Financial Systems (2004)Why Stock Markets Crash: Crit…Stock markets, banks, and growth: Panel evidence (2003)Stock markets, banks, and gro…Should Central Banks Respond to Movements in Asset Prices? (2001)Should Central Banks Respond …Monetary Policy and Asset Price Volatility (2000)Monetary Policy and Asset Pri…CRASHES AS CRITICAL POINTS (2000)CRASHES AS CRITICAL POINTSStock Markets, Banks, and Economic Growth (1999)Stock Markets, Banks, and Eco…Stock Markets, Banks, and Economic Growth (1996)Stock Markets, Banks, and Eco…The Theory of Investment Value. (1939)The Theory of Investment Valu…Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries (2023)Investor sentiment and multi-…Corporate Conservatism and Relative Compensation (1995)Discrete hierarchical organization of social group sizes (2005)Negative bubbles and shocks in cryptocurrency markets (2016)Social physics (2022)Estimating Vector Autoregressions with Panel Data (1988)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Estimating long-run relationships from dynamic heterogeneous panels (1995)Energy consumption, CO 2 emissions, and economic growth: An ethical dilemma (2016)On the nexus of financial development, economic growth, and energy consumption in China: New perspective from a GMM panel VAR approach (2018)Global spillover effects of US uncertainty (2019)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)Financial Intermediaries and Monetary Economics (2010)Oil and the Macroeconomy since World War II (1983)Estimating Production Functions Using Inputs to Control for Unobservables (2003)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)The role of green finance in reducing CO2 emissions: An empirical analysis (2021)Inflation Targeting: A New Framework for Monetary Policy? 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(1998)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)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)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Uncertainty about Government Policy and Stock Prices (2012)Financial intermediation and growth: Causality and causes (2000)
this work references cited by second hop

References

  • 1996Stock Markets, Banks, and Economic Growth3,889 cited
  • 1999Stock Markets, Banks, and Economic Growth2,881 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2003Stock markets, banks, and growth: Panel evidence2,064 cited
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
  • 2015Oil prices, US stock return, and the dependence between their quantiles1,428 cited
  • 2000Monetary Policy and Asset Price Volatility1,274 cited
  • 2001Should Central Banks Respond to Movements in Asset Prices?1,166 cited
  • 2004Why Stock Markets Crash: Critical Events in Complex Financial Systems941 cited
  • 2013Panel Vector Autoregressive Models: A Survey548 cited
  • 2000CRASHES AS CRITICAL POINTS525 cited
  • 1939The Theory of Investment Value.467 cited
  • 2012Measuring the stance of monetary policy in zero lower bound environments442 cited
  • 2008Identifying the interdependence between US monetary policy and the stock market441 cited
  • 2007Housing and the Monetary Transmission Mechanism397 cited
  • 2014

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Monetary Policy and Rational Asset Price Bubbles
330 cited

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  • 2023Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries37 cited