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Have credit card services become important to monetary aggregation? An application of sign restricted Bayesian VAR
16 references·0 citing·46 second hop
Have credit card services become important to monetary aggregation? An application of sign restricted Bayesian VAR (2024)Have credit card services become importan…Household Debt and Business Cycles Worldwide* (2017)Household Debt and Business C…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…Quantifying the speculative component in the real price of oil: The role of global oil inventories (2013)Quantifying the speculative c…WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS (2012)WHY AGNOSTIC SIGN RESTRICTION…Macroeconomics and the Reality of Mixed Frequency Data (2012)Macroeconomics and the Realit…DSGE Model-Based Forecasting (2012)DSGE Model-Based ForecastingSign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)Sign Restrictions in Structur…MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area (2010)MIDAS vs. mixed-frequency VAR…Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Structural Vector Autoregress…Is the Price Level Tied to the M2 Monetary Aggregate in the Long Run (2007)Is the Price Level Tied to th…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Bayesian skepticism on unit root econometrics (1988)Bayesian skepticism on unit r…Stochastic Trends and Economic Fluctuations (1987)Stochastic Trends and Economi…Macroeconomics and Reality (1980)Macroeconomics and RealityEconomic monetary aggregates an application of index number and aggregation theory (1980)Economic monetary aggregates …The user cost of money (1978)The user cost of moneyThe Economic Effects of Energy Price Shocks (2008)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Is the Phillips Curve Alive and Well after All? Inflation Expectations and the Missing Disinflation (2015)Local Projections and VARs Estimate the Same Impulse Responses (2021)Economics and Information Theory (1967)General competitive analysis (1971)Exact and superlative index numbers (1976)Dynamic Econometrics (1995)Monetary Theory and Policy (1999)Inflation and Welfare (2000)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Asset Prices in an Exchange Economy (1978)The theory and practice of econometrics (1986)Trends and random walks in macroeconomic time series (1988)Common stochastic trends in international stock markets (1992)Predictive regressions (1999)Econometric 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)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)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 ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)The macroeconomic impact of financial and uncertainty shocks (2016)American Economic Review (2019)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Were There Regime Switches in U.S. Monetary Policy? (2006)Risk, uncertainty and monetary policy (2013)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Golden Eggs and Hyperbolic Discounting (1997)Credit-Market Sentiment and the Business Cycle* (2017)Diagnostic Expectations and Credit Cycles (2017)The Cost of the Covid-19 Crisis: Lockdowns, Macroeconomic Expectations, and Consumer Spending (2020)The Quarterly Journal of Economics (2024)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Economic policy uncertainty and the credit channel: Aggregate and bank level U.S. evidence over several decades (2016)Macroeconomic Shocks and Their Propagation (2016)Uncertainty Shocks in a Model of Effective Demand (2017)Money and output viewed through a rolling window (1998)
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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
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,877 cited
  • 2009Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference901 cited
  • 2017Household Debt and Business Cycles Worldwide*797 cited
  • 2011Sign Restrictions in Structural Vector Autoregressions: A Critical Review689 cited
  • 1980Economic monetary aggregates an application of index number and aggregation theory671 cited
  • 2012WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS543 cited
  • 1988Bayesian skepticism on unit root econometrics527 cited
  • 1978The user cost of money373 cited
  • 2007Is the Price Level Tied to the M2 Monetary Aggregate in the Long Run362 cited
  • 1987Stochastic Trends and Economic Fluctuations351 cited
  • 2013Quantifying the speculative component in the real price of oil: The role of global oil inventories316 cited
  • 2010MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area312 cited
  • 2012Macroeconomics and the Reality of Mixed Frequency Data

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284 cited
  • 2012DSGE Model-Based Forecasting278 cited
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