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Measuring monetary policy interdependence

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Bergin, Paul R.
Jorda, Oscar

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Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 23 (2004)
Issue (Month): 5 (September)
Pages: 761-783
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Handle: RePEc:eee:jimfin:v:23:y:2004:i:5:p:761-783

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Hamilton, James D, 1996. "The Daily Market for Federal Funds," Journal of Political Economy, University of Chicago Press, vol. 104(1), pages 26-56, February. [Downloadable!] (restricted)
    Other versions:
  2. Katsimbris, George M & Miller, Stephen M, 1993. "Interest Rate Linkages within the European Monetary System: Further Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(4), pages 771-79, November. [Downloadable!] (restricted)
  3. Rudebusch, Glenn D., 2002. "Term structure evidence on interest rate smoothing and monetary policy inertia," Journal of Monetary Economics, Elsevier, vol. 49(6), pages 1161-1187, September. [Downloadable!] (restricted)
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  4. Rudebusch, Glenn D, 1998. "Do Measures of Monetary Policy in a VAR Make Sense?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 907-31, November.
    Other versions:
  5. Burdekin, Richard C. K. & Burkett, Paul, 1992. "The impact of US economic variables on Bank of Canada policy: direct and indirect responses," Journal of International Money and Finance, Elsevier, vol. 11(2), pages 162-187, April. [Downloadable!] (restricted)
  6. Rudebusch, Glenn D., 1995. "Federal Reserve interest rate targeting, rational expectations, and the term structure," Journal of Monetary Economics, Elsevier, vol. 35(2), pages 245-274, April. [Downloadable!] (restricted)
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  7. Chung, Jae Wan, 1993. "Monetary Interdependence among G-3 Countries," Applied Economics, Taylor and Francis Journals, vol. 25(5), pages 681-88, May.
  8. Karsten Biltoft & Christian Boersch, 1992. "Interest rate causality and asymmetry in the EMS," Open Economies Review, Springer, vol. 3(3), pages 297-306, October. [Downloadable!] (restricted)
  9. Stanley Fischer & W. Michael Blumenthal & Charles L. Schultze & Alan Greenspan & Helmut Schmidt, 1988. "Macroeconomic Policy," NBER Chapters, in: International Economic Cooperation, pages 11-78 National Bureau of Economic Research, Inc. [Downloadable!]
  10. Karfakis, Costas J & Moschos, Demetrios M, 1990. "Interest Rate Linkages within the European Monetary System: A Time Series Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 22(3), pages 389-94, August.
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  11. Gilles Oudiz & Jeffrey Sachs, 1984. "Macroeconomic Policy Coordination among the Industrial Economies," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 15(1984-1), pages 1-76. [Downloadable!]
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Ansgar Belke & Thorsten Polleit, 2005. "(How) Do Stock Market Returns React to Monetary Policy? - An ARDL Cointegration Analysis for Germany," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 253/2005, Department of Economics, University of Hohenheim, Germany. [Downloadable!]
  2. Yin-Wong Cheung & Dickson Tam & Matthew S. Yiu, 2007. "Does the Chinese Interest Rate Follow the US Interest Rate?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  3. Chiara Scotti, 2006. "A bivariate model of Fed and ECB main policy rates," International Finance Discussion Papers 875, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  4. Ullrich, Katrin, 2003. "A Comparison Between the Fed and the ECB : Taylor Rules," ZEW Discussion Papers 03-19, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  5. Anthony Landry, 2005. "The Mundell-Fleming-Dornbusch Model in a New Bottle," Computing in Economics and Finance 2005 455, Society for Computational Economics. [Downloadable!]
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