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GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES
16 references·1 citing·33 second hop
GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES (2017)GIMME A BREAK! IDENTIFICATION AND ESTIMAT…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Were There Regime Switches in U.S. Monetary Policy? (2006)Were There Regime Switches in…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…A New Measure of Monetary Shocks: Derivation and Implications (2004)A New Measure of Monetary Sho…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Inflation forecast targeting: Implementing and monitoring inflation targets (1997)Inflation forecast targeting:…An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)An Optimization-Based Econome…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…Macroeconomics and Reality (1980)Macroeconomics and RealityOutput Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…Monetary policy shocks and Cholesky VARs: an assessment for the Euro area (2015)Monetary policy shocks and Ch…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)Understanding the Effects of Government Spending on Consumption (2007)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)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 federal funds rate and the channels of monetary transmission (1989)Staggered Prices in a Utility-Maximizing Framework (1996)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Some Evidence on the Importance of Sticky Prices (2004)Inflation dynamics: A structural econometric analysis (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Role of Monetary Policy (1995)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)Discretion versus policy rules in practice (1993)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)When Is the Government Spending Multiplier Large? (2011)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Stock Prices, Earnings, and Expected Dividends (1988)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 1997An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy2,077 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 1997Inflation forecast targeting: Implementing and monitoring inflation targets1,666 cited
  • 2004

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

A New Measure of Monetary Shocks: Derivation and Implications
1,621 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • Cited by

    • 2015Monetary policy shocks and Cholesky VARs: an assessment for the Euro area16 cited