- Soyoung Kim & SunghyunH. Kim & Yunjong Wang, 2009.
"Fear Of Floating In East Asia?,"
Pacific Economic Review,
Blackwell Publishing, vol. 14(2), pages 176-193, 05.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Asdrubali, Pierfederico & Kim, Soyoung, 2008.
"On the empirics of international smoothing,"
Journal of Banking & Finance,
Elsevier, vol. 32(3), pages 374-381, March.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Kim, Soyoung & Roubini, Nouriel, 2008.
"Twin deficit or twin divergence? Fiscal policy, current account, and real exchange rate in the U.S,"
Journal of International Economics,
Elsevier, vol. 74(2), pages 362-383, March.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Pierfederico Asdrubali & Soyoung Kim, 2008.
"Incomplete Intertemporal Consumption Smoothing and Incomplete Risk Sharing,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 40(7), pages 1521-1531, October.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Soyoung Kim & Sunghyun Henry Kim, 2007.
"Financial Panic and Exchange Rate Overshooting during Currency Crises,"
International Economic Journal,
Korean International Economic Association, vol. 21(1), pages 71-89.
[Downloadable!] (restricted)
Cited by:
- John Pippenger, 2008.
"Freely Floating Exchange Rates Do Not Systematically Overshoot,"
University of California at Santa Barbara, Economics Working Paper Series
01-08, Department of Economics, UC Santa Barbara.
[Downloadable!]
- Kim, Soyoung & Kim, Sunghyun H. & Wang, Yunjong, 2006.
"Financial integration and consumption risk sharing in East Asia,"
Japan and the World Economy,
Elsevier, vol. 18(2), pages 143-157, March.
[Downloadable!] (restricted)
Cited by:
- Kim, Soyoung & Lee, Jong-Wha & Shin, Kwanho, 2006.
"Regional and Global Financial Integration in East Asia,"
MPRA Paper
695, University Library of Munich, Germany.
[Downloadable!]
Other versions: - Hiroshi Fujiki & nd Akiko Terada-Hagiwara, 2007.
"Financial Integration in East Asia,"
IMES Discussion Paper Series
07-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
[Downloadable!]
Other versions:
- Kim, Soyoung, 2005.
"Monetary Policy, Foreign Exchange Policy, and Delayed Overshooting,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 37(4), pages 775-82, August.
Cited by:
- Sarantis Kalyvitis & Ifigeneia Skotida, 2008.
"Some Empirical Evidence on the Effects of U.S. Monetary Policy Shocks on Cross Exchange Rates,"
Working Papers
65, Bank of Greece.
[Downloadable!]
- Rokon Bhuiyan, 2008.
"Monetary Transmission Mechanism in a Small Open Economy: A Bayesian Structural VAR Approach,"
Working Papers
1183, Queen's University, Department of Economics.
[Downloadable!]
- John Pippenger, 2008.
"Freely Floating Exchange Rates Do Not Systematically Overshoot,"
University of California at Santa Barbara, Economics Working Paper Series
01-08, Department of Economics, UC Santa Barbara.
[Downloadable!]
- Asdrubali, Pierfederico & Kim, Soyoung, 2004.
"Dynamic risksharing in the United States and Europe,"
Journal of Monetary Economics,
Elsevier, vol. 51(4), pages 809-836, May.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Soyoung Kim & Sunghyun H. Kim & Yunjong Wang, 2004.
"Regional Versus Global Risk Sharing in East Asia,"
Asian Economic Papers,
MIT Press, vol. 3(3), pages 182-201.
[Downloadable!] (restricted)
Cited by:
- Kim, Soyoung & Lee, Jong-Wha & Shin, Kwanho, 2006.
"Regional and Global Financial Integration in East Asia,"
MPRA Paper
695, University Library of Munich, Germany.
[Downloadable!]
Other versions: - Shin, Kwanho & Yang, Doo Yong, 2006.
"Complementarity between Bilateral Trade and Financial Integration,"
MPRA Paper
694, University Library of Munich, Germany.
[Downloadable!]
- Soyoung Kim & Sunghyun Henry Kim & Yunjong Wang, 2004.
"Macroeconomic Effects of Capital Account Liberalization: the Case of Korea,"
Review of Development Economics,
Blackwell Publishing, vol. 8(4), pages 624-639, November.
[Downloadable!] (restricted)
Cited by:
- Tomer Shachmurove & Yochanan Shachmurove, 2007.
"In the Same Boat: Exchange Rate Interdependence in the Asia-Pacific Region,"
PIER Working Paper Archive
07-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!]
- Soyoung Kim, 2003.
"Monetary Policy Rules and Business Cycles,"
Scandinavian Journal of Economics,
Blackwell Publishing, vol. 105(2), pages 221-245, 06.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Kim, Soyoung, 2003.
"Monetary policy, foreign exchange intervention, and the exchange rate in a unifying framework,"
Journal of International Economics,
Elsevier, vol. 60(2), pages 355-386, August.
[Downloadable!] (restricted)
Cited by:
- Eric Hillebrand & Gunther Schnabl & Yasemin Ulu, 2006.
"Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
- Sarantis Kalyvitis & Ifigeneia Skotida, 2008.
"Some Empirical Evidence on the Effects of U.S. Monetary Policy Shocks on Cross Exchange Rates,"
Working Papers
65, Bank of Greece.
[Downloadable!]
- Aleš Bulir, 2004.
"Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence from Four Transition Countries,"
IMF Working Papers
04/35, International Monetary Fund.
[Downloadable!]
Other versions: - Simwaka, Kisu, 2006.
"The effectiveness of official intervention in foreign exchange market in Malawi,"
MPRA Paper
1123, University Library of Munich, Germany.
[Downloadable!]
- Owen F. Humpage, 2003.
"Government intervention in the foreign exchange market,"
Working Paper
0315, Federal Reserve Bank of Cleveland.
[Downloadable!]
- Simwaka, Kisu & Mkandawire, Leslie, 2008.
"The efficacy of foreign exchange market intervention in Malawi,"
MPRA Paper
15946, University Library of Munich, Germany.
[Downloadable!]
Other versions: - Marcelo Sánchez, 2006.
"How does information affect the comovement between interest rates and exchange rates?,"
Working Paper Series
608, European Central Bank.
[Downloadable!]
- Roberto Pereira Guimarães & Cem Karacadag, 2004.
"The Empirics of Foreign Exchange Intervention in Emerging Markets: The Cases of Mexico and Turkey,"
IMF Working Papers
04/123, International Monetary Fund.
[Downloadable!]
- Christopher J. Neely, 2005.
"An analysis of recent studies of the effect of foreign exchange intervention,"
Working Papers
2005-030, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: - Christopher J. Neely, 2006.
"Identifying the effects of U.S. intervention on the levels of exchange rates,"
Working Papers
2005-031, Federal Reserve Bank of St. Louis.
[Downloadable!]
- Christopher J. Neely, 2005.
"The case for foreign exchange intervention: the government as an active reserve manager,"
Working Papers
2004-031, Federal Reserve Bank of St. Louis.
[Downloadable!]
- Henry Kim & Soyoung Kim & Yunjong Wang, 2005.
"Fear of Floating in East Asia,"
Discussion Papers Series, Department of Economics, Tufts University
0507, Department of Economics, Tufts University.
[Downloadable!]
Other versions: - Shigeru Iwata & Evan Tanner, 2003.
"Pick Your Poison: The Exchange Rate Regime and Capital Account Volatility in Emerging Markets,"
IMF Working Papers
03/92, International Monetary Fund.
[Downloadable!]
Other versions: - John Pippenger, 2008.
"Freely Floating Exchange Rates Do Not Systematically Overshoot,"
University of California at Santa Barbara, Economics Working Paper Series
01-08, Department of Economics, UC Santa Barbara.
[Downloadable!]
- Roberto Guimaraes & Cem Karacadag, 2005.
"The Empirics of Foreign Exchange Intervention in Emerging Market Countries The Cases of Mexico and Turkey,"
Money Macro and Finance (MMF) Research Group Conference 2005
68, Money Macro and Finance Research Group.
[Downloadable!]
- Soyoung Kim, 2002.
"Nominal Revaluation of Cross-Border Assets, Terms-of-Trade Changes, International Portfolio Diversification, and International Risk Sharing,"
Southern Economic Journal,
Southern Economic Association, vol. 69(2), pages 327-344, October.
Cited by:
- Lane, Philip R. & Shambaugh, Jay C, 2008.
"The Long or Short of it: Determinants of Foreign Currency Exposure in External Balance Sheets,"
CEPR Discussion Papers
6887, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
- Kim, Soyoung, 2002.
"Exchange rate stabilization in the ERM: identifying European monetary policy reactions,"
Journal of International Money and Finance,
Elsevier, vol. 21(3), pages 413-434, June.
[Downloadable!] (restricted)
Cited by:
- Charles Engel & Kenneth D. West, 2004.
"Taylor Rules and the Deutschmark-Dollar Real Exchange Rate,"
NBER Working Papers
10995, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Joao Sousa & Andrea Zaghini, 2008.
"Monetary policy shocks in the euro area and global liquidity spillovers,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 13(3), pages 205-218.
[Downloadable!]
Other versions: - Henry Kim & Soyoung Kim & Yunjong Wang, 2005.
"Fear of Floating in East Asia,"
Discussion Papers Series, Department of Economics, Tufts University
0507, Department of Economics, Tufts University.
[Downloadable!]
Other versions: - J. Fackler & L. Filer, 2004.
"Exchange Rate Targeting and Economic Stabilization,"
Econometric Society 2004 Far Eastern Meetings
565, Econometric Society.
[Downloadable!]
- William T. Gavin & David M. Kemme, 2007.
"Using extraneous information to analyze monetary policy in transition economies,"
Working Papers
2004-034, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions:
- Kim, Soyoung, 2001.
"International transmission of U.S. monetary policy shocks: Evidence from VAR's,"
Journal of Monetary Economics,
Elsevier, vol. 48(2), pages 339-372, October.
[Downloadable!] (restricted)
Cited by:
- Cetorelli, Nicola & Goldberg, Linda S., 2008.
"Banking globalization, monetary transmission and the lending channel,"
Discussion Paper Series 1: Economic Studies
2008,21, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Other versions:- Nicola Cetorelli & Linda S. Goldberg, 2008.
"Banking Globalization, Monetary Transmission, and the Lending Channel,"
NBER Working Papers
14101, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Nicola Cetorelli & Linda S. Goldberg, 2008.
"Banking globalization, monetary transmission, and the lending channel,"
Staff Reports
333, Federal Reserve Bank of New York.
[Downloadable!]
- Mehrotra, Aaron & Kozluk , Tomasz, 2008.
"The Impact of Chinese Monetary Policy Shocks on East Asia,"
BOFIT Discussion Papers
5/2008, Bank of Finland, Institute for Economies in Transition.
[Downloadable!]
- Bems, Rudolfs & Dedola, Luca & Smets, Frank, 2007.
"US Imbalances: The Role of Technology and Policy,"
CEPR Discussion Papers
6110, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:- Bems, Rudolfs & Dedola, Luca & Smets, Frank, 2007.
"US imbalances: The role of technology and policy,"
Journal of International Money and Finance,
Elsevier, vol. 26(4), pages 523-545, June.
[Downloadable!] (restricted)
- Rudolfs Bems & Luca Dedola & Frank Smets, 2007.
"US imbalances: the role of technology and policy,"
Working Paper Series
719, European Central Bank.
[Downloadable!]
- Canova, Fabio, 2003.
"The Transmission of US Shocks to Latin America,"
CEPR Discussion Papers
3963, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Carlos Borondo, .
"International Transmission of Monetary Shocks with Interest Rate Rule,"
Working Papers on International Economics and Finance
00-04, FEDEA.
[Downloadable!]
- Rebecca L Driver & Peter F Westaway, .
"Concepts of equilibrium exchange rates,"
Bank of England working papers
248, Bank of England.
[Downloadable!]
- Joao Miguel Sousa & Andrea Zaghini, 2007.
"Global Monetary Policy Shocks in the G5: a SVAR Approach,"
CEIS Research Paper
89, Tor Vergata University, CEIS.
[Downloadable!]
Other versions:- Sousa, Joao Miguel & Zaghini, Andrea, 2007.
"Global monetary policy shocks in the G5: A SVAR approach,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 17(5), pages 403-419, December.
[Downloadable!] (restricted)
- Joao Miguel Sousa & Andrea Zaghini, 2006.
"Global Monetary Policy Shocks in the G5: A SVAR Approach,"
CFS Working Paper Series
2006/30, Center for Financial Studies.
[Downloadable!]
- John Bluedorn & Christopher Bowdler, 2006.
"The Open Economy Consequences of U.S. Monetary Policy,"
Economics Papers
2006-W04, Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
Other versions: - Hideki Nishigaki, 2008.
"Are the fiscal and monetary policies of the G-7 countries effective in decreasing the U.S. trade deficit?,"
Economics Bulletin,
Economics Bulletin, vol. 6(27), pages 1-13.
[Downloadable!]
- Fabio Canova, 2005.
"The transmission of US shocks to Latin America,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 20(2), pages 229-251.
[Downloadable!]
- Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004.
"Characterizing Asymmetric Information in International Equity Markets,"
International Finance
0405005, EconWPA.
[Downloadable!]
- Albuquerque, Rui & Bauer, Gregor H & Schneider, Martin, 2006.
"Global Private Information in International Equity Markets,"
CEPR Discussion Papers
5819, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: - Jean-François Goux & Charbel Cordahi, 2007.
"The international transmission of monetary shocks in a dollarized economy: The case of USA and Lebanon,"
Post-Print
halshs-00174466_v1, HAL.
[Downloadable!]
- Rasmus Rüffer & Livio Stracca, 2006.
"What is global excess liquidity, and does it matter?,"
Working Paper Series
696, European Central Bank.
[Downloadable!]
Other versions: - Joao Sousa & Andrea Zaghini, 2008.
"Monetary policy shocks in the euro area and global liquidity spillovers,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 13(3), pages 205-218.
[Downloadable!]
Other versions: - Massimo Guidolin & Allan Timmerman, 2006.
"International asset allocation under regime switching, skew and kurtosis preferences,"
Working Papers
2005-034, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: - Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2008.
"Large Bayesian VARs,"
ECARES Working Papers
2008_033, Université Libre de Bruxelles, Ecares.
[Downloadable!]
Other versions: - Andrea Nobili & Stefano Neri, 2006.
"The transmission of monetary policy shocks from the US to the euro area,"
Temi di discussione (Economic working papers)
606, Bank of Italy, Economic Research Department.
[Downloadable!]
- Julian di Giovanni & Jay C. Shambaugh, 2007.
"The Impact of Foreign Interest Rates on the Economy: The Role of the Exchange Rate Regime,"
NBER Working Papers
13467, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Julian di Giovanni & Jay C. Shambaugh, 2006.
"The Impact of Foreign Interest Rates on the Economy: The Role of the Exchange Rate Regime,"
IMF Working Papers
06/37, International Monetary Fund.
[Downloadable!]
- di Giovanni, Julian & Shambaugh, Jay C., 2008.
"The impact of foreign interest rates on the economy: The role of the exchange rate regime,"
Journal of International Economics,
Elsevier, vol. 74(2), pages 341-361, March.
[Downloadable!] (restricted)
- Jay C. Shambaugh & Julian di Giovanni, 2006.
"The Impact of Foreign Interest Rates on the Economy: The Role of the Exchange Rate Regime,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp116, IIIS.
[Downloadable!]
- Fabio Canova, 2003.
"The transmission of US shocks to Latin America,"
Economics Working Papers
925, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2004.
[Downloadable!]
- Gregory H. Bauer & Clara Vega, 2006.
"The monetary origins of asymmetric information in international equity markets,"
International Finance Discussion Papers
872, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: - John C. Bluedorn & Christopher Bowdler, 2005.
"Monetary Policy and Exchange Rate Dynamics: New Evidence from the Narrative Approach to Shock Identification,"
Economics Papers
2005-W18, Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
- Kim, Soyoung, 2001.
"Effects of monetary policy shocks on the trade balance in small open European countries,"
Economics Letters,
Elsevier, vol. 71(2), pages 197-203, May.
[Downloadable!] (restricted)
Cited by:
- Balázs Vonnák, 2007.
"The Hungarian Monetary Transmission Mechanism: an Assessment,"
MNB Working Papers
2007/3, Magyar Nemzeti Bank (The Central Bank of Hungary).
[Downloadable!]
- Kim, Soyoung & Roubini, Nouriel, 2000.
"Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach,"
Journal of Monetary Economics,
Elsevier, vol. 45(3), pages 561-586, June.
[Downloadable!] (restricted)
Cited by:
- Jorge E. Restrepo & Hernán Rincón, 2006.
"Identifying Fiscal Policy Shocks In Chile And Colombia,"
BORRADORES DE ECONOMIA
002800, BANCO DE LA REPÚBLICA.
[Downloadable!]
Other versions: - Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2009.
"VARMA models for Malaysian Monetary Policy Analysis,"
Monash Econometrics and Business Statistics Working Papers
6/09, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!]
- Rebeca Jiménez-Rodríguez, 2007.
"The industrial impact of oil price shocks: Evidence from the industries of six OECD countries,"
Banco de España Working Papers
0731, Banco de España.
[Downloadable!]
- Guglielmo Maria Caporale & Andrea Cipollini & Panicos Demetriades, 2003.
"Monetary Policy and the Exchange Rate During the Asian Crisis: Identification Through Heteroscedasticity,"
CEIS Research Paper
23, Tor Vergata University, CEIS.
[Downloadable!]
Other versions:- Caporale, Guglielmo Maria & Cipollini, Andrea & Demetriades, Panicos O., 2005.
"Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity,"
Journal of International Money and Finance,
Elsevier, vol. 24(1), pages 39-53, February.
[Downloadable!] (restricted)
- Guglielmo Maria Caporale & Andrea Cipollini & Panicos Demetriades, 2000.
"Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity,"
Discussion Papers in Economics
00/11, Department of Economics, University of Leicester, revised Feb 2002.
[Downloadable!]
- Leon W. Berkelmans, 2008.
"Imperfect information and monetary models: multiple shocks and their consequences,"
Finance and Economics Discussion Series
2008-58, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Bartosz Mackowiak, 2006.
"External Shocks, U.S. Monetary Policy and Macroeconomic Fluctuations in Emerging Markets,"
SFB 649 Discussion Papers
SFB649DP2006-026, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Other versions: - Bartosz Mackowiak, 2005.
"What does the Bank of Japan do to East Asia?,"
SFB 649 Discussion Papers
SFB649DP2005-059, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Other versions: - Kang, Sammo & Kim, Soyoung & Wang, Yunjong & Yoon, Deok Ryong, 2003.
"Exchange Rate and Output Dynamics Between Japan and Korea,"
Discussion Paper Series
26297, Hamburg Institute of International Economics.
[Downloadable!]
- K. Arin & Sam Jolly, 2005.
"Trans-Tasman Transmission of Monetary Shocks: Evidence From a VAR Approach,"
Atlantic Economic Journal,
International Atlantic Economic Society, vol. 33(3), pages 267-283, September.
[Downloadable!] (restricted)
- Pablo Pincheira & Álvaro García, 2007.
"Oil Shocks and Inflation The Case of Chile and a Sample of Industrial Countries,"
Working Papers Central Bank of Chile
413, Central Bank of Chile.
[Downloadable!]
Other versions: - Marcel Fratzscher & Luciana Juvenal & Lucio Sarno, 2007.
"Asset prices, exchange rates and the current account,"
Working Paper Series
790, European Central Bank.
[Downloadable!]
Other versions: - James M. Nason & John H. Rogers, 2008.
"Exchange rates and fundamentals: a generalization,"
International Finance Discussion Papers
948, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: - Katrin Assenmacher-Wesche, 2008.
"Modeling Monetary Transmission in Switzerland with a Structural Cointegrated VAR Model,"
Swiss Journal of Economics and Statistics (SJES),
Swiss Society of Economics and Statistics (SSES), vol. 144(II), pages 197-246, June.
[Downloadable!]
- O. Holtemöller, .
"Structural Vector Autoregressive Models and Monetary Policy Analysis,"
Sonderforschungsbereich 373
2002-7, Humboldt Universitaet Berlin.
- Rasmus Fatum & Barry Scholnick, 2003.
"Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market,"
Santa Cruz Center for International Economics, Working Paper Series
1007, Center for International Economics, UC Santa Cruz.
[Downloadable!]
- Hilde C. Bjørnland, 2006.
"Monetary Policy and the Illusionary Exchange Rate Puzzle,"
Computing in Economics and Finance 2006
45, Society for Computational Economics.
[Downloadable!]
Other versions: - Canova, Fabio, 2003.
"The Transmission of US Shocks to Latin America,"
CEPR Discussion Papers
3963, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Aaron Mehrotra, 2008.
"Demand for Money in Transition: Evidence from China’s Disinflation,"
International Advances in Economic Research,
Springer, vol. 14(1), pages 36-47, February.
[Downloadable!] (restricted)
Other versions: - Sarantis Kalyvitis & Ifigeneia Skotida, 2008.
"Some Empirical Evidence on the Effects of U.S. Monetary Policy Shocks on Cross Exchange Rates,"
Working Papers
65, Bank of Greece.
[Downloadable!]
- Gachet, Ivan & Maldonado, Diego & Pérez, Wilson, 2008.
"Determinantes de la Inflación en una Economía Dolarizada: El Caso Ecuatoriano
[Determinants of Inflation in a Dollarized Economy: The Case of Ecuador],"
MPRA Paper
17101, University Library of Munich, Germany.
[Downloadable!]
- Lise Patureau, 2002.
"Pricing-to-market and limited participation : a joint explanation to the exchange rate disconnect puzzle,"
Computing in Economics and Finance 2002
299, Society for Computational Economics.
[Downloadable!]
- Hafedh Bouakez & Michel Normandin, 2008.
"Fluctuations in the Foreign Exchange Market: How Important are Monetary Policy Shocks?,"
Cahiers de recherche
0818, CIRPEE.
[Downloadable!]
- Ana Carolina Saizar & Nigel Andrew Chalk, 2008.
"Is Monetary Policy Effective When Credit is Low?,"
IMF Working Papers
08/288, International Monetary Fund.
[Downloadable!]
- Uluc Aysun & Ryan Brady & Adam Honig, 2009.
"Financial Frictions and Monetary Transmission,"
Working papers
2009-24, University of Connecticut, Department of Economics.
[Downloadable!]
- Rituparna Kar & Nityananda Sarkar, 2006.
"Mean and volatility dynamics of Indian rupee/US dollar exchange rate series: an empirical investigation,"
Asia-Pacific Financial Markets,
Springer, vol. 13(1), pages 41-69, March.
[Downloadable!] (restricted)
- José De Gregorio & Oscar Landerretche & Christopher Neilson, 2007.
"Another Pass-Through Bites The Dust? Oil Prices And Inflation,"
Working Papers
wp238, University of Chile, Department of Economics.
[Downloadable!]
Other versions: - Joao Miguel Sousa & Andrea Zaghini, 2007.
"Global Monetary Policy Shocks in the G5: a SVAR Approach,"
CEIS Research Paper
89, Tor Vergata University, CEIS.
[Downloadable!]
Other versions:- Sousa, Joao Miguel & Zaghini, Andrea, 2007.
"Global monetary policy shocks in the G5: A SVAR approach,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 17(5), pages 403-419, December.
[Downloadable!] (restricted)
- Joao Miguel Sousa & Andrea Zaghini, 2006.
"Global Monetary Policy Shocks in the G5: A SVAR Approach,"
CFS Working Paper Series
2006/30, Center for Financial Studies.
[Downloadable!]
- Jean Boivin & Marc Giannoni, 2008.
"Global Forces and Monetary Policy Effectiveness,"
NBER Working Papers
13736, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Michel Normandin, 2006.
"The Effects of Monetary-Policy Shocks on Real Wages: A Multi-Country Investigation The Effects of Monetary-Policy Shocks on Real Wages: A Multi-Country Investigationv,"
Cahiers de recherche
06-04, HEC Montréal, Institut d'économie appliquée.
[Downloadable!]
- Sophocles N. Brissimis & Nicholas S. Magginas, 2004.
"Forward-Looking Information in VAR Models and the Price Puzzle,"
Working Papers
10, Bank of Greece.
[Downloadable!]
Other versions: - John Bluedorn & Christopher Bowdler, 2006.
"The Open Economy Consequences of U.S. Monetary Policy,"
Economics Papers
2006-W04, Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
Other versions: - Jérôme Héricourt, 2005.
"Monetary policy transmission in the CEECs : revisited results using alternative econometrics,"
Cahiers de la Maison des Sciences Economiques
bla05020, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
- Stulz, Jonas, 2007.
"Exchange rate pass-through in Switzerland: Evidence from vector autoregressions,"
Economic Studies
2007-4, Swiss National Bank.
[Downloadable!]
- Mehrotra, Aaron, 2005.
"Exchange and interest rate channels during a deflationary era - Evidence from Japan, Hong Kong and China,"
BOFIT Discussion Papers
17/2005, Bank of Finland, Institute for Economies in Transition.
[Downloadable!]
Other versions: - Riccardo Bonci & Francesco Columba, 2007.
"The Effects Of Monetary Policy Shocks On Flow Of Funds:The Italian Case,"
Money Macro and Finance (MMF) Research Group Conference 2006
75, Money Macro and Finance Research Group.
[Downloadable!]
- OROS, Cornel & ROMOCEA-TURCU, Camelia, 2009.
"The Monetary Transmission Mechanisms In The Ceecs: A Structural Var Approach,"
Applied Econometrics and International Development,
Euro-American Association of Economic Development, vol. 9(2).
[Downloadable!] (restricted)
- Adam Elbourne & Jakob de Haan, 2004.
"Asymmetric Monetary Transmission in EMU: The Robustness of VAR Conclusions and Cecchetti’s Legal Family Theory,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
- Hamid Faruqee & Dalia Hakura & Ehsan U. Choudhri, 2003.
"Explaining the Exchange Rate Pass-Through in Different Prices,"
IMF Working Papers
02/224, International Monetary Fund.
[Downloadable!]
Other versions: - Elmer Sterken, 2004.
"The Role of the IFO Business Climate Indicator and Asset Prices in German Monetary Policy,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
- Rokon Bhuiyan, 2008.
"Monetary Transmission Mechanism in a Small Open Economy: A Bayesian Structural VAR Approach,"
Working Papers
1183, Queen's University, Department of Economics.
[Downloadable!]
- Carlos José García, 2001.
"Políticas de Estabilización en Chile Durante los Noventa,"
Working Papers Central Bank of Chile
132, Central Bank of Chile.
[Downloadable!]
- Melecky, M, 2007.
"Currency Preferences in a Tri-Polar Model of Foreign Exchange,"
MPRA Paper
4186, University Library of Munich, Germany.
[Downloadable!]
- Jorge Selaive & Vicente Tuesta, 2003.
"Net foreign assets and imperfect pass-through: the consumption real exchange rate anomaly,"
International Finance Discussion Papers
764, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: - Mario Forni & Luca Gambetti, 2008.
"The dynamic eects of monetary policy: A structural factor model approach,"
Center for Economic Research (RECent)
026, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!]
Other versions: - Cassette, Aurélie & Farvaque, Etienne, 2009.
"Australian and American tariffs policies: do they rock or tango?,"
MPRA Paper
13627, University Library of Munich, Germany, revised 25 Feb 2009.
[Downloadable!]
Other versions: - Charles Bean & Jens D.J. Larsen & Kalin Nikolov, 2002.
"Financial frictions and the monetary transmission mechanism: theory; evidence and policy implications,"
Working Paper Series
113, European Central Bank.
[Downloadable!]
- Marek Jarociński, 2008.
"Responses to monetary policy shocks in the east and the west of Europe - a comparison,"
Working Paper Series
970, European Central Bank.
[Downloadable!]
Other versions: - Sammo Kang & Soyoung Kim & Yunjong Wang, 2005.
"The effects of the yen|dollar exchange rate on the Korean economy,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 10(2), pages 167-183.
[Downloadable!]
- Eruygur, Aysegul, 2004.
"The impact of foreign interest rate on the macroeconomic performance of Turkey,"
MPRA Paper
12493, University Library of Munich, Germany.
[Downloadable!]
- Hairault, Jean-Olivier & Patureau, Lise & Sopraseuth, Thepthida, 2003.
"Overshooting and the exchange rate disconnect puzzle: a reappraisal,"
CEPREMAP Working Papers (Couverture Orange)
0305, CEPREMAP.
[Downloadable!]
Other versions: - Juan F. Rubio-Ramírez & Daniel F.Waggoner & Tao Zha, 2008.
"Structural vector autoregressions: theory of identification and algorithms for inference,"
Working Paper
2008-18, Federal Reserve Bank of Atlanta.
[Downloadable!]
- Cristina Betancour & Jose De Gregorio & Juan Pablo Medina, 2006.
"The “Great Moderation” and the Monetary Transmission Mechanism in Chile,"
Working Papers Central Bank of Chile
393, Central Bank of Chile.
[Downloadable!]
Other versions: - Jan Gottschalk & Ken Miyajima & Kadima D. Kalonji, 2008.
"Analyzing Determinants of Inflation When There Are Data Limitation:The Case of Sierra Leone,"
IMF Working Papers
08/271, International Monetary Fund.
[Downloadable!]
- Eric Parrado, 2001.
"Effects of Foreign and Domestic Monetary Policy in a Small Open Economy: the Case of Chile,"
Working Papers Central Bank of Chile
108, Central Bank of Chile.
[Downloadable!]
- Sek, Siok Kun, 2008.
"Interactions between monetary policy and exchange rate in inflation targeting emerging countries: the case of three East Asian countries,"
MPRA Paper
12034, University Library of Munich, Germany, revised 09 Dec 2008.
[Downloadable!]
- Anthony E. Landry, 2006.
"Expectations and exchange rate dynamics: a state-dependent pricing approach,"
Working Papers
0604, Federal Reserve Bank of Dallas.
[Downloadable!]
- Yuriy Gorodnichenko, 2005.
"Reduced-Rank Identification of Structural Shocks in VARs,"
Macroeconomics
0512011, EconWPA.
[Downloadable!]
- Joao Sousa & Andrea Zaghini, 2008.
"Monetary policy shocks in the euro area and global liquidity spillovers,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 13(3), pages 205-218.
[Downloadable!]
Other versions: - Luis F. Céspedes & Claudio Soto, 2005.
"Credibility and Inflation Targeting in an Emerging Market: The Case of Chile,"
Working Papers Central Bank of Chile
312, Central Bank of Chile.
[Downloadable!]
- Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2003.
"Limited participation and exchange rate dynamics : does theory meet the data ?,"
Cahiers de la Maison des Sciences Economiques
v04013, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
Other versions: - Villani, Mattias & Warne, Anders, 2003.
"Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs,"
Working Paper Series
156, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Other versions: - Katerina Arnostova & Jaromir Hurnik, 2005.
"The Monetary Transmission Mechanism in the Czech Republic (evidence from VAR analysis),"
Working Papers
2005/04, Czech National Bank, Research Department.
[Downloadable!]
- Rasmus Fatum & Barry Scholnick, 2003.
"Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market,"
EPRU Working Paper Series
03-18, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Aug 2003.
[Downloadable!]
- Andrea Brischetto & Graham Voss, 1999.
"A Structural Vector Autoregression Model of Monetary Policy in Australia,"
RBA Research Discussion Papers
rdp1999-11, Reserve Bank of Australia.
[Downloadable!]
- Hsiao Chink Tang, 2006.
"The Relative Importance Of Monetary Policy Transmission Channels In Malaysia,"
CAMA Working Papers
2006-23, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
- John H. Rogers & Jonathan H. Wright & Jon Faust, 2002.
"Identifying the effects of monetary policy shocks on exchange rates using high frequency data,"
Working Paper Series
167, European Central Bank.
[Downloadable!]
Other versions:- Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2002.
"Identifying the effects of monetary policy shocks on exchange rates using high frequency data,"
International Finance Discussion Papers
739, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003.
"Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data,"
Journal of the European Economic Association,
MIT Press, vol. 1(5), pages 1031-1057, 09.
[Downloadable!] (restricted)
- Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003.
"Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data,"
NBER Working Papers
9660, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Eleni Angelopoulou, 2007.
"The Narrative Approach for the Identification of Monetary Policy Shocks in a Small Open Economy,"
Working Papers
55, Bank of Greece.
[Downloadable!]
- Leon Berkelmans, 2005.
"Credit and Monetary Policy: An Australian SVAR,"
RBA Research Discussion Papers
rdp2005-06, Reserve Bank of Australia.
[Downloadable!]
- Ricardo Llaudes, 2007.
"Monetary policy shocks in a two-sector open economy - an empirical study,"
Working Paper Series
799, European Central Bank.
[Downloadable!]
- Philip Arestis, Malcolm Sawyer, 2003.
"The Nature and Role of Monetary Policy When Money Is Endogenous,"
Economics Working Paper Archive
374, Levy Economics Institute, The.
[Downloadable!]
Other versions: - Andrea Nobili & Stefano Neri, 2006.
"The transmission of monetary policy shocks from the US to the euro area,"
Temi di discussione (Economic working papers)
606, Bank of Italy, Economic Research Department.
[Downloadable!]
- Soyoung Kim & Jaewoo Lee, 2008.
"International Macroeconomic Fluctuations: A New Open Economy Macroeconomics Interpretation,"
Working Papers
232008, Hong Kong Institute for Monetary Research.
[Downloadable!]
- Daniel F. Waggoner & Tao Zha, 2000.
"A Gibbs simulator for restricted VAR models,"
Working Paper
2000-3, Federal Reserve Bank of Atlanta.
[Downloadable!]
- Uluc Aysun, 2006.
"Testing for Balance Sheet Effects in Emerging Market Countries,"
Working papers
2006-28, University of Connecticut, Department of Economics.
[Downloadable!]
- Rasmus Fatum & Barry Scholnick, .
"Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter?,"
EPRU Working Paper Series
05-14, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Nov 2005.
[Downloadable!]
- John Pippenger, 2008.
"Freely Floating Exchange Rates Do Not Systematically Overshoot,"
University of California at Santa Barbara, Economics Working Paper Series
01-08, Department of Economics, UC Santa Barbara.
[Downloadable!]
- Eleni Angelopoulou, 2007.
"The narrative approach for the identification of monetary policy shocks in small open economies,"
Money Macro and Finance (MMF) Research Group Conference 2006
24, Money Macro and Finance Research Group.
[Downloadable!]
- Fabio Canova, 2003.
"The transmission of US shocks to Latin America,"
Economics Working Papers
925, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2004.
[Downloadable!]
- Robert A Buckle & Kunhong Kim & Heather Kirkham & Nathan McLellan & Jared Sharma, 2002.
"A structural VAR model of the New Zealand business cycle,"
Treasury Working Paper Series
02/26, New Zealand Treasury.
[Downloadable!]
- Juan A. Lafuente & Jesús Ruiz, 2002.
"The Bias For Forward Exchange Rate And The Risk Premium: An Explanation With A Stochastic And Dynamic General Equilibrium Model,"
Working Papers. Serie EC
2002-20, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
- Alfred A Haug & Christie Smith, 2007.
"Local linear impulse responses for a small open economy,"
Reserve Bank of New Zealand Discussion Paper Series
DP2007/09, Reserve Bank of New Zealand.
[Downloadable!]
- J. Fackler & L. Filer, 2004.
"Exchange Rate Targeting and Economic Stabilization,"
Econometric Society 2004 Far Eastern Meetings
565, Econometric Society.
[Downloadable!]
- John C. Bluedorn & Christopher Bowdler, 2005.
"Monetary Policy and Exchange Rate Dynamics: New Evidence from the Narrative Approach to Shock Identification,"
Economics Papers
2005-W18, Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
- Helmut Franken & Guillermo Le Fort & Eric Parrado, 2005.
"Business Cycle Dynamics and Shock Resilience in Chile,"
Working Papers Central Bank of Chile
331, Central Bank of Chile.
[Downloadable!]
- Kim, Soyoung, 1999.
"Do monetary policy shocks matter in the G-7 countries? Using common identifying assumptions about monetary policy across countries,"
Journal of International Economics,
Elsevier, vol. 48(2), pages 387-412, August.
[Downloadable!] (restricted)
Cited by:
- Leon W. Berkelmans, 2008.
"Imperfect information and monetary models: multiple shocks and their consequences,"
Finance and Economics Discussion Series
2008-58, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Bartosz Mackowiak, 2005.
"How much of the Macroeconomic Variation in Eastern Europe is Attributable to External Shocks?,"
SFB 649 Discussion Papers
SFB649DP2005-061, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Other versions: - Mackowiak, Bartosz Adam & Smets, Frank, 2008.
"On Implications of Micro Price Data for Macro Models,"
CEPR Discussion Papers
6961, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: - Fabio Canova & Gianni de Nicoló, 1999.
"On the Sources of Business Cycles in the G-7,"
Economics Working Papers
459, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2000.
[Downloadable!]
Other versions: - Soyoung Kim, 2006.
"Counter-Cyclical and Counter-Inflation Monetary Policy Rules and Comovement Properties of Money Growth,"
The B.E. Journal of Macroeconomics,
Berkeley Electronic Press, vol. 0(2).
[Downloadable!]
- Stefano Neri, 2001.
"Assessing the effects of monetary and fiscal policy,"
Temi di discussione (Economic working papers)
425, Bank of Italy, Economic Research Department.
[Downloadable!]
- Uluc Aysun & Ryan Brady & Adam Honig, 2009.
"Financial Frictions and Monetary Transmission,"
Working papers
2009-24, University of Connecticut, Department of Economics.
[Downloadable!]
- Riccardo Bonci & Francesco Columba, 2007.
"The Effects Of Monetary Policy Shocks On Flow Of Funds:The Italian Case,"
Money Macro and Finance (MMF) Research Group Conference 2006
75, Money Macro and Finance Research Group.
[Downloadable!]
- W. Douglas McMillin & William D. Lastrapes, .
"Cross-Country Variation in the Liquidity Effect,"
Departmental Working Papers
2001-04, Department of Economics, Louisiana State University.
[Downloadable!]
- Marek Jarociński, 2008.
"Responses to monetary policy shocks in the east and the west of Europe - a comparison,"
Working Paper Series
970, European Central Bank.
[Downloadable!]
Other versions: - Benedict J. Clements & Zenon Kontolemis G. & Joaquim Vieira Ferreira Levy, 2001.
"Monetary Policy Under EMU: Differences in the Transition Mechanism?,"
IMF Working Papers
01/102, International Monetary Fund.
[Downloadable!]
- Jean-François Goux & Charbel Cordahi, 2007.
"The international transmission of monetary shocks in a dollarized economy: The case of USA and Lebanon,"
Post-Print
halshs-00174466_v1, HAL.
[Downloadable!]
- Jan Gottschalk & Ken Miyajima & Kadima D. Kalonji, 2008.
"Analyzing Determinants of Inflation When There Are Data Limitation:The Case of Sierra Leone,"
IMF Working Papers
08/271, International Monetary Fund.
[Downloadable!]
- Eric Parrado, 2001.
"Effects of Foreign and Domestic Monetary Policy in a Small Open Economy: the Case of Chile,"
Working Papers Central Bank of Chile
108, Central Bank of Chile.
[Downloadable!]
- Massimo Giuliodori, .
"The Empirical Relevance of a basic sticky-price intertemporal model,"
Working Papers
2001_17, Department of Economics, University of Glasgow.
[Downloadable!]
- Massimo Caruso, 2006.
"Monetary Policy Impulses, Local Output and the Transmission Mechanism,"
Giornale degli Economisti,
GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 65(1), pages 1-30, May.
[Downloadable!]
- Fabio Canova & Gianni De Nicolo, 2000.
"Monetary disturbances matter for business fluctuations in the G-7,"
International Finance Discussion Papers
660, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: - Joao Sousa & Andrea Zaghini, 2007.
"Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers,"
Temi di discussione (Economic working papers)
629, Bank of Italy, Economic Research Department.
[Downloadable!]
Other versions: - Eric Parrado, 2004.
"Singapore's Unique Monetary Policy: How Does it Work?,"
IMF Working Papers
04/10, International Monetary Fund.
[Downloadable!]
- Ricardo Llaudes, 2007.
"Monetary policy shocks in a two-sector open economy - an empirical study,"
Working Paper Series
799, European Central Bank.
[Downloadable!]
- Andrea Nobili & Stefano Neri, 2006.
"The transmission of monetary policy shocks from the US to the euro area,"
Temi di discussione (Economic working papers)
606, Bank of Italy, Economic Research Department.
[Downloadable!]
- Hakan Berument, 2005.
"Measuring Monetary Policy for A Small Open Economy : Turkey,"
Departmental Working Papers
0509, Bilkent University, Department of Economics.
[Downloadable!]
Other versions: - Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani, 2007.
"Oil supply news in a VAR: Information from financial markets,"
Temi di discussione (Economic working papers)
632, Bank of Italy, Economic Research Department.
[Downloadable!]
- Daniel Leigh, 2004.
"Monetary Policy and the Dangers of Deflation:Lessons from Japan,"
Economics Working Paper Archive
511, The Johns Hopkins University,Department of Economics.
[Downloadable!]
- André Minella, 2001.
"Monetary Policy and Inflation in Brazil (1975-2000): a VAR Estimation,"
Working Papers Series
33, Central Bank of Brazil, Research Department.
[Downloadable!]
Other versions: - Marco Del Negro & Francesc Obiols-Homs, 2000.
"Has monetary policy been so bad that it is better to get rid of it? the case of Mexico,"
Working Paper
2000-26, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions:- Del Negro, Marco & Obiols-Homs, Francesc, 2001.
"Has Monetary Policy Been so Bad that It Is Better to Get Rid of It? The Case of Mexico,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 33(2), pages 404-33, May.
- Marco del Negro & Francesc Obiols-Homs, 2001.
"Has monetary policy been so bad that it is better to get rid of it? The case of Mexico,"
Proceedings,
Federal Reserve Bank of Cleveland, pages 404-439.
- Kozo Ueda, 2009.
"Determinants of Households' Inflation Expectations,"
IMES Discussion Paper Series
09-E-08, Institute for Monetary and Economic Studies, Bank of Japan.
[Downloadable!]