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Citations of
Soyoung Kim

For current contact information and a more complete listing of works, please see here

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Working papers

  1. Kim, Soyoung & Lee, Jong-Wha, 2008. "Real and Financial Integration in East Asia," Working Papers on Regional Economic Integration 17, Asian Development Bank. [Downloadable!]

    Cited by:

    1. Yin-Wong Cheung & Matthew S. Yiu & Kenneth K. Chow, 2009. "A Factor Analysis of Trade Integration: The Case of Asian and Oceanic Economies," Working Papers 132009, Hong Kong Institute for Monetary Research. [Downloadable!]

  2. Pierfederico Asdrubali & Soyoung Kim, 2007. "On The Empirics Of International Smoothing," Discussion Paper Series 0724, Institute of Economic Research, Korea University. [Downloadable!]
    Published as:

    Cited by:

    1. Hiroshi Fujiki & Akiko Terada-Hagiwara, 2007. "Financial integration in East Asia," Working Paper Series 2007-30, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
    2. Lane, Philip R., 1999. "Do International Investment Income Flows Smooth Income?," CEPR Discussion Papers 2123, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:

  3. Soyoung Kim, 2007. "What is Learned from a Currency Crisis, Fear of Floating or Hollow Middle? Identifying Exchange Rate Policy in Recent Crisis Countries," Discussion Paper Series 0712, Institute of Economic Research, Korea University. [Downloadable!]

    Cited by:

    1. 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:

  4. Soyoung Kim & Jong-Wha Lee & Kwanho Shin, 2006. "Regional and Global Financial Integration in East Asia," Discussion Paper Series 0602, Institute of Economic Research, Korea University. [Downloadable!]
    Other versions:

    Cited by:

    1. Bank for International Settlements, 2008. "Assessing the integration of Asia's equity and bond markets," BIS Papers chapters, in: Bank for International Settlements (ed.), Regional financial integration in Asia: present and future, volume 42, pages 1-37 Bank for International Settlements. [Downloadable!]
    2. Pipat Luengnaruemitchai & Barry J. Eichengreen, 2006. "Bond Markets As Conduits for Capital Flows: How Does Asia Compare?," IMF Working Papers 06/238, International Monetary Fund. [Downloadable!]
      Other versions:
    3. Raphael A. Espinoza & Goohoon Kwon, 2009. "Regional Financial Integration in the Caribbean: Evidence from Financial and Macroeconomic Data," IMF Working Papers 09/139, International Monetary Fund. [Downloadable!]
    4. Jamel Boukhatem, 2009. "Essai sur les déterminants empiriques de développement des marchés obligataires," EconomiX Working Papers 2009-32, University of Paris West - Nanterre la Défense, EconomiX. [Downloadable!]
    5. 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:
    6. Shin, Kwanho & Yang, Doo Yong, 2006. "Complementarity between Bilateral Trade and Financial Integration," MPRA Paper 694, University Library of Munich, Germany. [Downloadable!]
    7. Hahm, Joon-Ho & Shin, Kwanho, 2006. "Complementarity among International Asset Holdings: Do Banks Have a Special Role?," MPRA Paper 705, University Library of Munich, Germany. [Downloadable!]

  5. Henry Kim & Soyoung Kim & Yunjong Wang, 2005. "International Capital Flows and Boom-Bust Cycles in the Asia Pacific Region," Discussion Papers Series, Department of Economics, Tufts University 0506, Department of Economics, Tufts University. [Downloadable!]

    Cited by:

    1. Gilbert E. Metcalf & Jongsang Park, 2005. "A Comment on the Role of Prices for Excludable Public Goods," Discussion Papers Series, Department of Economics, Tufts University 0524, Department of Economics, Tufts University. [Downloadable!]
      Other versions:
    2. Darlene C. Chisholm & Margaret S. McMillan & George Norman, 2005. "Product Differentiation and Film Programming Choice: Do First-Run Movie Theatres Show the Same Films?," Discussion Papers Series, Department of Economics, Tufts University 0523, Department of Economics, Tufts University. [Downloadable!]
      Other versions:
    3. Yannis M. Ioannides & Adriaan R. Soetevent, 2005. "Social Networking and Individual Outcomes Beyond the Mean Field Case," Discussion Papers Series, Department of Economics, Tufts University 0521, Department of Economics, Tufts University. [Downloadable!]
      Other versions:
    4. Darlene Chisholm & George Norman, 2005. "When to Exit a Product: Evidence from the U.S. Motion-Pictures Exhibition Market," Discussion Papers Series, Department of Economics, Tufts University 0522, Department of Economics, Tufts University. [Downloadable!]

  6. Pierfederico Asdrubali & Soyoung Kim, 2005. "Incomplete Intertemporal Consumption Smoothing and Incomplete Risksharing," International Finance 0506010, EconWPA. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Andrea Colciago & Anton Muscatelli & Tiziano Ropele & Patrizio Tirelli, 2006. "The Role of Fiscal Policy in a Monetary Union: Are National Automatic Stabilizers Effective?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:

  7. 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!]
    Published as:

    Cited by:

    1. Gilbert E. Metcalf & Jongsang Park, 2005. "A Comment on the Role of Prices for Excludable Public Goods," Discussion Papers Series, Department of Economics, Tufts University 0524, Department of Economics, Tufts University. [Downloadable!]
      Other versions:
    2. 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:
    3. Darlene C. Chisholm & Margaret S. McMillan & George Norman, 2005. "Product Differentiation and Film Programming Choice: Do First-Run Movie Theatres Show the Same Films?," Discussion Papers Series, Department of Economics, Tufts University 0523, Department of Economics, Tufts University. [Downloadable!]
      Other versions:
    4. Yannis M. Ioannides & Adriaan R. Soetevent, 2005. "Social Networking and Individual Outcomes Beyond the Mean Field Case," Discussion Papers Series, Department of Economics, Tufts University 0521, Department of Economics, Tufts University. [Downloadable!]
      Other versions:
    5. Antoni Calvo-Armengol & Yannis M. Ioannides, 2005. "Social Networks in Labor Markets," Discussion Papers Series, Department of Economics, Tufts University 0517, Department of Economics, Tufts University. [Downloadable!]
    6. Darlene Chisholm & George Norman, 2005. "When to Exit a Product: Evidence from the U.S. Motion-Pictures Exhibition Market," Discussion Papers Series, Department of Economics, Tufts University 0522, Department of Economics, Tufts University. [Downloadable!]

  8. Kim, Soyoung & Lima, Luiz Renato Regis de Oliveira, 2004. "A new perspective on the PPP hypothesis," Economics Working Papers (Ensaios Economicos da EPGE) 530, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]

    Cited by:

    1. Mauro S. Ferreira, 2007. "Capturing asymmetry in real exchange rate with quantile autoregression," Textos para Discussão Cedeplar-UFMG td306, Cedeplar, Universidade Federal de Minas Gerais. [Downloadable!]

  9. Soyoung Kim & Nouriel Roubini, 2004. "Twin Deficit or Twin Divergence? Fiscal Policy, Current Account, and Real Exchange Rate in the US," Econometric Society 2004 North American Winter Meetings 271, Econometric Society.
    Published as:

    Cited by:

    1. José García-Solanes & Jesús Rodríguez López & José Luis Torres Chacón, 2007. "Demand Shocks and Trade Balance Dynamics," Working Papers 07.10, Universidad Pablo de Olavide, Department of Economics. [Downloadable!]
      Other versions:
    2. Michele Cavallo, 2005. "Government consumption expenditures and the current account," Working Paper Series 2005-03, Federal Reserve Bank of San Francisco. [Downloadable!]
    3. 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:
    4. Egil Matsen & Tommy Sveen & Ragnar Torvik, 2007. "Savers, Spenders and Fiscal Policy in a Small Open Economy," The B.E. Journal of Macroeconomics, Berkeley Electronic Press, vol. 7(1). [Downloadable!]
      Other versions:
    5. Ricardo J Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2006. "An equilibrum model of "global imbalances" and low interest rates," BIS Working Papers 222, Bank for International Settlements. [Downloadable!]
      Other versions:
    6. Giancarlo Corsetti & Gernot J. Mueller, 2007. "Twin Deficits, Openness and the Business Cycle," Economics Working Papers ECO2007/20, European University Institute. [Downloadable!]
      Other versions:
    7. Faik Koray & W. Douglas McMillin, . "Fiscal Shocks, the Trade Balance, and the Exchange Rate," Departmental Working Papers 2006-02, Department of Economics, Louisiana State University. [Downloadable!]
      Other versions:
    8. Christopher Erceg & Luca Guerrieri, 2005. "Expansionary Fiscal Shocks and the Trade Deficit," Computing in Economics and Finance 2005 128, Society for Computational Economics. [Downloadable!]
      Other versions:
    9. Christiane Nickel & Katja Funke, 2006. "Does Fiscal Policy Matter for the Trade Account? A Panel Cointegration Study," IMF Working Papers 06/147, International Monetary Fund. [Downloadable!]
    10. Roel Beetsma & Massimo Giuliodori & Franc Klaassen, 2005. "Trade Spillovers of Fiscal Policy in the European Union: A Panel Analysis," DNB Working Papers 052, Netherlands Central Bank, Research Department. [Downloadable!]
      Other versions:
    11. Juha Tervala, 2007. "Fiscal Policy and the Current Account in a Small Open Economy," Finnish Economic Papers, Finnish Economic Association, vol. 20(2), pages 108-120, Autumn. [Downloadable!]

  10. 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!]

    Cited by:

    1. Peter Wilson & Henry Ng Shang Ren, 2006. "Managing Exchange Rate Volatility: A Comparative Counterfactual Analysis of Singapore 1994 to 2003," SCAPE Policy Research Working Paper Series 0608, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]

  11. Pierfederico Asdrubali & Soyoung Kim, 2000. "Dynamic Risk Sharing in the United States and Europe," Econometric Society World Congress 2000 Contributed Papers 1621, Econometric Society. [Downloadable!]
    Published as:

    Cited by:

    1. Dean Yang, 2006. "Coping with Disaster: The Impact of Hurricanes on International Financial Flows, 1970-2002," NBER Working Papers 12794, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Pierfederico Asdrubali & Soyoung Kim, 2005. "Incomplete Intertemporal Consumption Smoothing and Incomplete Risksharing," International Finance 0506010, EconWPA. [Downloadable!]
      Other versions:
    3. Shu-ki Tsang, 2002. "From "One Country, Two Systems" to Monetary Integration?," Working Papers 152002, Hong Kong Institute for Monetary Research. [Downloadable!]
    4. Hiroshi Fujiki & Akiko Terada-Hagiwara, 2007. "Financial integration in East Asia," Working Paper Series 2007-30, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
    5. Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2006. "International dynamic risk sharing," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna. [Downloadable!]
      Other versions:
    6. Peter C.B. Phillips & Donggyu Sul, 2007. "Transition Modeling and Econometric Convergence Tests," Cowles Foundation Discussion Papers 1595, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    7. Hepp, Ralf & von Hagen, Jürgen, 2009. "Fiscal Federalism in Germany: Stabilization and Redistribution Before and After Unification," CEPR Discussion Papers 7246, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    8. Pierfederico Asdrubali & Soyoung Kim, 2005. "Consumption Smoothing Channels in Open Economies," International Finance 0506009, EconWPA. [Downloadable!]
      Other versions:

  12. Soyoung Kim, 1998. "Identifying European Monetary Policy Interactions: French and Spanish System with German Variables," Banco de España Working Papers 9811, Banco de España.

    Cited by:

    1. Benoit Mojon & Gert Peersman, 2001. "A VAR description of the effects of monetary policy in the individual countries of the Euro area," Working Paper Series 092, European Central Bank. [Downloadable!]
    2. Benoit Mojon, 1998. "Monetary Policy under a Fixed Exchange Rate Regime, the Case of France 1987-1996," Working Papers 1998-14, CEPII research center. [Downloadable!]

  13. Soyoung Kim, 1998. "Monetary Policy Rules and Business Cycles," Banco de España Working Papers 9804, Banco de España.
    Published as:

    Cited by:

    1. 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!]
    2. Andrew Hughes Hallett & Christian Richter, 2009. "Has there been any structural convergence in the transmission of European monetary policies?," International Economics and Economic Policy, Springer, vol. 6(2), pages 85-101, July. [Downloadable!] (restricted)
    3. William T. Gavin & Benjamin D. Keen & Michael R. Pakko, 2005. "The monetary instrument matters," Working Papers 2004-026, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    4. Wilman Gómez & Carlos Esteban Posada, . "Un "Choque" del Activo Externo Neto y el Ciclo Económico Colombiano," Borradores de Economia 285, Banco de la Republica de Colombia. [Downloadable!]

Articles

  1. 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.

  2. 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.

  3. 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.

  4. 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.

  5. 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:

    1. 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!]

  6. 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:

    1. 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:
    2. 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:

  7. 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:

    1. 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!]
    2. 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!]
    3. 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!]

  8. 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.

  9. 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:

    1. 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:
    2. Shin, Kwanho & Yang, Doo Yong, 2006. "Complementarity between Bilateral Trade and Financial Integration," MPRA Paper 694, University Library of Munich, Germany. [Downloadable!]

  10. 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:

    1. 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!]

  11. 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.

  12. 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:

    1. 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!]
    2. 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!]
    3. 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:
    4. Simwaka, Kisu, 2006. "The effectiveness of official intervention in foreign exchange market in Malawi," MPRA Paper 1123, University Library of Munich, Germany. [Downloadable!]
    5. Owen F. Humpage, 2003. "Government intervention in the foreign exchange market," Working Paper 0315, Federal Reserve Bank of Cleveland. [Downloadable!]
    6. 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:
    7. Marcelo Sánchez, 2006. "How does information affect the comovement between interest rates and exchange rates?," Working Paper Series 608, European Central Bank. [Downloadable!]
    8. 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!]
    9. 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:
    10. 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!]
    11. 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!]
    12. 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:
    13. 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:
    14. 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!]
    15. 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!]

  13. 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:

    1. 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:

  14. 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:

    1. 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:
    2. 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:
    3. 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:
    4. J. Fackler & L. Filer, 2004. "Exchange Rate Targeting and Economic Stabilization," Econometric Society 2004 Far Eastern Meetings 565, Econometric Society. [Downloadable!]
    5. 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:

  15. 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:

    1. 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!]
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    2. 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!]
    3. 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:
    4. Canova, Fabio, 2003. "The Transmission of US Shocks to Latin America," CEPR Discussion Papers 3963, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    5. Carlos Borondo, . "International Transmission of Monetary Shocks with Interest Rate Rule," Working Papers on International Economics and Finance 00-04, FEDEA. [Downloadable!]
    6. Rebecca L Driver & Peter F Westaway, . "Concepts of equilibrium exchange rates," Bank of England working papers 248, Bank of England. [Downloadable!]
    7. 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!]
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    8. 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!]
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    9. 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!]
    10. 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!]
    11. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance 0405005, EconWPA. [Downloadable!]
    12. 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)
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    13. 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!]
    14. Rasmus Rüffer & Livio Stracca, 2006. "What is global excess liquidity, and does it matter?," Working Paper Series 696, European Central Bank. [Downloadable!]
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    15. 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:
    16. 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!]
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    17. Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," ECARES Working Papers 2008_033, Université Libre de Bruxelles, Ecares. [Downloadable!]
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    18. 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!]
    19. 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:
    20. 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!]
    21. 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:
    22. 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!]

  16. 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:

    1. Balázs Vonnák, 2007. "The Hungarian Monetary Transmission Mechanism: an Assessment," MNB Working Papers 2007/3, Magyar Nemzeti Bank (The Central Bank of Hungary). [Downloadable!]

  17. 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:

    1. 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:
    2. 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!]
    3. 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!]
    4. 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:
    5. 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!]
    6. 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:
    7. 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:
    8. 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!]
    9. 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)
    10. 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:
    11. 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:
    12. 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:
    13. 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!]
    14. O. Holtemöller, . "Structural Vector Autoregressive Models and Monetary Policy Analysis," Sonderforschungsbereich 373 2002-7, Humboldt Universitaet Berlin.
    15. 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!]
    16. 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:
    17. Canova, Fabio, 2003. "The Transmission of US Shocks to Latin America," CEPR Discussion Papers 3963, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    18. 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:
    19. 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!]
    20. 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!]
    21. 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!]
    22. Hafedh Bouakez & Michel Normandin, 2008. "Fluctuations in the Foreign Exchange Market: How Important are Monetary Policy Shocks?," Cahiers de recherche 0818, CIRPEE. [Downloadable!]
    23. Ana Carolina Saizar & Nigel Andrew Chalk, 2008. "Is Monetary Policy Effective When Credit is Low?," IMF Working Papers 08/288, International Monetary Fund. [Downloadable!]
    24. Uluc Aysun & Ryan Brady & Adam Honig, 2009. "Financial Frictions and Monetary Transmission," Working papers 2009-24, University of Connecticut, Department of Economics. [Downloadable!]
    25. 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)
    26. 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:
    27. 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:
    28. 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:
    29. 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!]
    30. 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:
    31. 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:
    32. 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!]
    33. Stulz, Jonas, 2007. "Exchange rate pass-through in Switzerland: Evidence from vector autoregressions," Economic Studies 2007-4, Swiss National Bank. [Downloadable!]
    34. 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:
    35. 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!]
    36. 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)
    37. 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!]
    38. 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:
    39. 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!]
    40. 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!]
    41. Carlos José García, 2001. "Políticas de Estabilización en Chile Durante los Noventa," Working Papers Central Bank of Chile 132, Central Bank of Chile. [Downloadable!]
    42. Melecky, M, 2007. "Currency Preferences in a Tri-Polar Model of Foreign Exchange," MPRA Paper 4186, University Library of Munich, Germany. [Downloadable!]
    43. 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:
    44. Mario Forni & Luca Gambetti, 2008. "The dynamic e ects 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:
    45. 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:
    46. 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!]
    47. 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:
    48. 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!]
    49. Eruygur, Aysegul, 2004. "The impact of foreign interest rate on the macroeconomic performance of Turkey," MPRA Paper 12493, University Library of Munich, Germany. [Downloadable!]
    50. 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:
    51. 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!]
    52. 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:
    53. 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!]
    54. 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!]
    55. 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!]
    56. Anthony E. Landry, 2006. "Expectations and exchange rate dynamics: a state-dependent pricing approach," Working Papers 0604, Federal Reserve Bank of Dallas. [Downloadable!]
    57. Yuriy Gorodnichenko, 2005. "Reduced-Rank Identification of Structural Shocks in VARs," Macroeconomics 0512011, EconWPA. [Downloadable!]
    58. 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:
    59. 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!]
    60. 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:
    61. 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:
    62. 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!]
    63. 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!]
    64. 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!]
    65. 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!]
    66. 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:
    67. 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!]
    68. Leon Berkelmans, 2005. "Credit and Monetary Policy: An Australian SVAR," RBA Research Discussion Papers rdp2005-06, Reserve Bank of Australia. [Downloadable!]
    69. Ricardo Llaudes, 2007. "Monetary policy shocks in a two-sector open economy - an empirical study," Working Paper Series 799, European Central Bank. [Downloadable!]
    70. 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:
    71. 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!]
    72. Soyoung Kim & Jaewoo Lee, 2008. "International Macroeconomic Fluctuations: A New Open Economy Macroeconomics Interpretation," Working Papers 232008, Hong Kong Institute for Monetary Research. [Downloadable!]
    73. Daniel F. Waggoner & Tao Zha, 2000. "A Gibbs simulator for restricted VAR models," Working Paper 2000-3, Federal Reserve Bank of Atlanta. [Downloadable!]
    74. Uluc Aysun, 2006. "Testing for Balance Sheet Effects in Emerging Market Countries," Working papers 2006-28, University of Connecticut, Department of Economics. [Downloadable!]
    75. 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!]
    76. 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!]
    77. 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!]
    78. 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!]
    79. 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!]
    80. 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!]
    81. 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!]
    82. J. Fackler & L. Filer, 2004. "Exchange Rate Targeting and Economic Stabilization," Econometric Society 2004 Far Eastern Meetings 565, Econometric Society. [Downloadable!]
    83. 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!]
    84. 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!]

  18. 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:

    1. 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!]
    2. 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:
    3. 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:
    4. 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:
    5. 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!]
    6. 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!]
    7. Uluc Aysun & Ryan Brady & Adam Honig, 2009. "Financial Frictions and Monetary Transmission," Working papers 2009-24, University of Connecticut, Department of Economics. [Downloadable!]
    8. 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!]
    9. 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!]
    10. 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:
    11. 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!]
    12. 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!]
    13. 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!]
    14. 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!]
    15. Massimo Giuliodori, . "The Empirical Relevance of a basic sticky-price intertemporal model," Working Papers 2001_17, Department of Economics, University of Glasgow. [Downloadable!]
    16. 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!]
    17. 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:
    18. 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:
    19. Eric Parrado, 2004. "Singapore's Unique Monetary Policy: How Does it Work?," IMF Working Papers 04/10, International Monetary Fund. [Downloadable!]
    20. Ricardo Llaudes, 2007. "Monetary policy shocks in a two-sector open economy - an empirical study," Working Paper Series 799, European Central Bank. [Downloadable!]
    21. 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!]
    22. Hakan Berument, 2005. "Measuring Monetary Policy for A Small Open Economy : Turkey," Departmental Working Papers 0509, Bilkent University, Department of Economics. [Downloadable!]
      Other versions:
    23. 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!]
    24. 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!]
    25. 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:
    26. 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:
    27. 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!]

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