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Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach
16 references·0 citing·48 second hop
Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach (2013)Effects of US Monetary Policy Shocks Duri…The financial cycle and macroeconomics: What have we learnt? (2013)The financial cycle and macro…Is Monetary Policy Effective During Financial Crises? (2009)Is Monetary Policy Effective …The Cost Channel of Monetary Transmission (2001)The Cost Channel of Monetary …Credit and Economic Activity: Credit Regimes and Nonlinear Propagation of Shocks (2000)Credit and Economic Activity:…Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)It's Baaack: Japan's Slump an…Sticky price and limited participation models of money: A comparison (1997)Sticky price and limited part…Inference in TAR Models (1997)Inference in TAR ModelsThe Financial Accelerator and the Flight to Quality (1996)The Financial Accelerator and…Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Inference When a Nuisance Par…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Monetary Policy, Business Cyc…Liquidity Effects and the Monetary Transmission Mechanism (1992)Liquidity Effects and the Mon…Agency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …Agency Costs, Collateral, and Business Fluctuations (1986)Agency Costs, Collateral, and…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Science of Monetary Policy: A New Keynesian Perspective (1999)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Finance and Growth: Schumpeter Might Be Right (1993)Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure (2002)Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans (2007)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Moral Hazard and Observability (1979)Time to Build and Aggregate Fluctuations (1982)Financial Intermediation and Delegated Monitoring (1984)Asymmetric Information and Financial Crises: A Historical Perspective (1990)Global Financial Instability: Framework, Events, Issues (1999)House Prices, Home Equity-Based Borrowing, and the U.S. Household Leverage Crisis (2009)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Rising inequality as a cause of the present crisis (2013)Fostering Green Investments and Tackling Climate-Related Financial Risks: Which Role for Macroprudential Policies? (2018)Finance, climate-change and radical uncertainty: Towards a precautionary approach to financial policy (2021)A Monetary History of the United States 1867-1960 (1964)Exchange Rate Dynamics Redux (1995)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)When Is the Government Spending Multiplier Large? (2011)Debt, Deleveraging, and the Liquidity Trap: A Fisher-Minsky-Koo Approach* (2012)A Monetary History of the United States, 1867-1960 (2017)Financing Constraints and Corporate Investment (1987)Consumption and Liquidity Constraints: An Empirical Investigation (1989)Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data (1992)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Financial Intermediation, Loanable Funds, and The Real Sector (1997)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Credit Spreads and Business Cycle Fluctuations (2012)Threshold effects in non-dynamic panels: Estimation, testing, and inference (1999)Sample Splitting and Threshold Estimation (2000)Introductory Econometrics for Finance (2008)Inequality and Growth (1996)Financial Constraints Risk (2006)Liquidity and leverage (2008)
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References

  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 1994Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms2,546 cited
  • 1996The Financial Accelerator and the Flight to Quality2,351 cited
  • 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
  • 1998It's Baaack: Japan's Slump and the Return of the Liquidity Trap1,754 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations1,334 cited
  • 2013The financial cycle and macroeconomics: What have we learnt?1,136 cited
  • 1986Agency Costs, Collateral, and Business Fluctuations884 cited
  • 1997Inference in TAR Models636 cited
  • 1992Liquidity Effects and the Monetary Transmission Mechanism555 cited
  • 1997Sticky price and limited participation models of money: A comparison472 cited
  • 2000Credit and Economic Activity: Credit Regimes and Nonlinear Propagation of Shocks357 cited
  • 2001The Cost Channel of Monetary Transmission305 cited

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  • 2009Is Monetary Policy Effective During Financial Crises?302 cited
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