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Asymmetries in the international spillover effects of monetary policy: Based on TGVAR model
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Asymmetries in the international spillover effects of monetary policy: Based on TGVAR model (2023)Asymmetries in the international spillove…U.S. Monetary Policy and the Global Financial Cycle (2020)U.S. Monetary Policy and the …Global spillover effects of US uncertainty (2019)Global spillover effects of U…Regional Heterogeneity and the Refinancing Channel of Monetary Policy* (2018)Regional Heterogeneity and th…Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Deconstructing Monetary Polic…Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows (2017)Spillovers of U.S. unconventi…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…International Channels of Transmission of Monetary Policy and the Mundellian Trilemma (2016)International Channels of Tra…Rounding the Corners of the Policy Trilemma: Sources of Monetary Policy Autonomy (2015)Rounding the Corners of the P…Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Monetary Policy Surprises, Cr…Financial crisis, US unconventional monetary policy and international spillovers (2015)Financial crisis, US unconven…Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Dilemma not Trilemma: The Glo…Determinants of global spillovers from US monetary policy (2015)Determinants of global spillo…Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Capital Flows and the Risk-Ta…Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Modeling Regional Interdepend…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…The economics of interdependence (1968)The economics of interdepende…The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–2004 (2007)Liquidity and leverage (2008)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)International Liquidity and Exchange Rate Dynamics * (2015)Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)The Wall Street Consensus (2021)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (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)Credit Spreads and Business Cycle Fluctuations (2012)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy According to HANK (2018)Macroeconomics and Reality (1980)Forward and spot exchange rates (1984)Household Debt and Business Cycles Worldwide* (2017)Credit Cycles (1997)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)The Equilibrium Real Funds Rate: Past, Present, and Future (2016)A Tie That Binds: Revisiting the Trilemma in Emerging Market Economies (2018)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)A model of unconventional monetary policy (2010)The Transmission of Monetary Policy Shocks (2017)Non-monetary news in central bank communication (2019)The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements (2021)Statistical analysis of cointegration vectors (1988)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Panels with Nonstationary Multifactor Error Structures (2006)Exploring the international linkages of the euro area: a global VAR analysis (2007)Unit Roots and Cointegration in Panels (2008)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Determining the Number of Factors in Approximate Factor Models (2002)U.S. Monetary Policy and International Risk Spillovers (2019)China's overseas lending (2021)The Time Variation in Risk Appetite and Uncertainty (2021)The federal funds rate and the channels of monetary transmission (1989)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Quarterly Journal of Economics (2024)Interpreting the macroeconomic time series facts (1992)Monetary Policy Shocks: What Have We Learned and to What End? (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)Continuity and Transformation in the World Polity: Toward a Neorealist Synthesis (1983)International cooperation and institutional choice: the European Community's internal market (1992)On Global Order (2007)
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References

  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 2015Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence2,090 cited
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
  • 2015Monetary Policy Surprises, Credit Costs, and Economic Activity1,480 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 2013Capital Flows and the Risk-Taking Channel of Monetary Policy1,303 cited
  • 2020U.S. Monetary Policy and the Global Financial Cycle1,074 cited
  • 2018Deconstructing Monetary Policy Surprises: The Role of Information Shocks981 cited
  • 2016International Channels of Transmission of Monetary Policy and the Mundellian Trilemma479 cited
  • 1968The economics of interdependence394 cited
  • 2015Determinants of global spillovers from US monetary policy380 cited
  • 2018Regional Heterogeneity and the Refinancing Channel of Monetary Policy*337 cited
  • 2015Financial crisis, US unconventional monetary policy and international spillovers279 cited
  • 2015Rounding the Corners of the Policy Trilemma: Sources of Monetary Policy Autonomy271 cited
  • 2019

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Global spillover effects of US uncertainty
258 cited
  • 2017Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows213 cited
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