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Macroeconomic effects of monetary policy in Japan: an analysis using interest rate futures surprises
16 references·1 citing·33 second hopsampled
Macroeconomic effects of monetary policy in Japan: an analysis using interest rate futures surprises (2024)Macroeconomic effects of monetary policy …The Forward Guidance Puzzle (2023)The Forward Guidance PuzzleA Reassessment of Monetary Policy Surprises and High-Frequency Identification (2023)A Reassessment of Monetary Po…Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)Measuring the effects of fede…A Behavioral New Keynesian Model (2020)A Behavioral New Keynesian Mo…Measuring euro area monetary policy (2019)Measuring euro area monetary …Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments (2018)Identification and Estimation…Forward Guidance without Common Knowledge (2018)Forward Guidance without Comm…Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Deconstructing Monetary Polic…The Transmission of Monetary Policy Shocks (2017)The Transmission of Monetary …The Power of Forward Guidance Revisited (2016)The Power of Forward Guidance…Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Monetary Policy Surprises, Cr…OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily (2014)OccBin: A toolkit for solving…The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States (2013)The Dynamic Effects of Person…Disentangling the Channels of the 2007–09 Recession (2012)Disentangling the Channels of…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …Three Lessons for Monetary Policy in a Low-Inflation Era (2000)Three Lessons for Monetary Po…Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States (2024)Testing the Effectiveness of …Staggered prices in a utility-maximizing framework (1983)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)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy According to HANK (2018)Monetary Policy and the Redistribution Channel (2019)DEBT AND TAXES* (1977)Structural Equations with Latent Variables. (1991)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Credit Spreads and Business Cycle Fluctuations (2012)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)This Time Is Different (2009)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Policy Uncertainty and Corporate Investment (2015)Measuring Economic Policy Uncertainty* (2016)What Does Monetary Policy Do? (1996)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Estimation and Inference of Impulse Responses by Local Projections (2005)Monetary Policy in a Low Interest Rate World (2017)Monetary Policy Communications and Their Effects on Household Inflation Expectations (2022)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)U.S. Monetary Policy and the Global Financial Cycle (2020)Specification Tests in Econometrics (1978)Macroeconomics and Reality (1980)Local Projections and VARs Estimate the Same Impulse Responses (2021)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Review of Economic Studies (2010)The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements (2021)Delphic and odyssean monetary policy shocks: Evidence from the euro area (2020)A Reassessment of Monetary Policy Surprises and High-Frequency Identification (2022)
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References

  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2015Monetary Policy Surprises, Credit Costs, and Economic Activity1,480 cited
  • 2013The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States1,022 cited
  • 2018Deconstructing Monetary Policy Surprises: The Role of Information Shocks981 cited
  • 2012Disentangling the Channels of the 2007–09 Recession838 cited
  • 2018Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments654 cited
  • 2016The Power of Forward Guidance Revisited600 cited
  • 2020Measuring the effects of federal reserve forward guidance and asset purchases on financial markets597 cited
  • 2017The Transmission of Monetary Policy Shocks542 cited
  • 2019Measuring euro area monetary policy540 cited
  • 2000Three Lessons for Monetary Policy in a Low-Inflation Era495 cited
  • 2014OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily471 cited
  • 2020A Behavioral New Keynesian Model464 cited
  • 2023The Forward Guidance Puzzle342 cited
  • 2018Forward Guidance without Common Knowledge

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323 cited
  • 2023A Reassessment of Monetary Policy Surprises and High-Frequency Identification323 cited
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    • 2024Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States11 cited