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Citations for "What Does Monetary Policy Do?" by Eric M. Leeper & Christopher A. Sims & Tao Zha
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Cited by (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.): 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 ,"
NBER Working Papers
9660, National Bureau of Economic Research, Inc.
[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 ,"
Journal of the European Economic Association ,
MIT Press, vol. 1(5), pages 1031-1057, 09.
[Downloadable!] (restricted) Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2008.
"Large Bayesian VARs ,"
ECARES Working Papers
2008_033, Université Libre de Bruxelles, Ecares.
[Downloadable!]
Other versions: Peter N. Ireland, 2002.
"Endogenous Money or Sticky Prices? ,"
NBER Working Papers
9390, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Peter N. Ireland, 2001.
"Endogenous Money or Sticky Prices? ,"
Boston College Working Papers in Economics
499, Boston College Department of Economics.
[Downloadable!] Ireland, Peter N., 2003.
"Endogenous money or sticky prices? ,"
Journal of Monetary Economics ,
Elsevier, vol. 50(8), pages 1623-1648, November.
[Downloadable!] (restricted) Julio J. Rotemberg & Michael Woodford, 1998.
"An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy: Expanded Version ,"
NBER Technical Working Papers
0233, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Kevin X. D. Huang & Zheng Liu, 2001.
"Input-Output Structure and Nominal Staggering: The Persistence Problem Revisited ,"
Cahiers de recherche CREFE / CREFE Working Papers
145, CREFE, Université du Québec à Montréal.
[Downloadable!]
Andrea Tambalotti, 2004.
"Optimal monetary policy and productivity growth ,"
Money Macro and Finance (MMF) Research Group Conference 2003
99, Money Macro and Finance Research Group.
[Downloadable!]
Nikolaus A. Siegfried, 2002.
"An information-theoretic extension to structural VAR modelling ,"
Econometrics
0203005, EconWPA.
[Downloadable!]
Other versions: Chew Lian Chua & Peter Summers, 2004.
"Structural Error Correction Model: A Bayesian Perspective ,"
Econometric Society 2004 Far Eastern Meetings
702, Econometric Society.
[Downloadable!]
Uhlig, Harald, 1999.
"What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure ,"
CEPR Discussion Papers
2137, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Uhlig, H., 1999.
"What are the effects of monetary policy on output? : results from an agnostic identification procedure ,"
Discussion Paper
28, Tilburg University, Center for Economic Research.
[Downloadable!] Uhlig, Harald, 2005.
"What are the effects of monetary policy on output? Results from an agnostic identification procedure ,"
Journal of Monetary Economics ,
Elsevier, vol. 52(2), pages 381-419, March.
[Downloadable!] (restricted) 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!]
Eugenio Gaiotti, 1999.
"The transmission of monetary policy shocks in Italy ,"
Temi di discussione (Economic working papers)
363, Bank of Italy, Economic Research Department.
[Downloadable!]
Gregory Erin Givens, 2007.
"Unemployment, Imperfect Risk Sharing, and the Monetary Business Cycle ,"
Working Papers
200710, Middle Tennessee State University, Department of Economics and Finance.
[Downloadable!]
Other versions: Harold L. Cole & Lee E. Ohanian, 1998.
"The demand for money and the nonneutrality of money ,"
Staff Report
246, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Seonghoon Cho & Antonio Moreno, 2003.
"A Structural Estimation and Interpretation of the New Keynesian Macro Model ,"
Faculty Working Papers
14/03, School of Economics and Business Administration, University of Navarra.
[Downloadable!]
Jesús Vázquez, 2009.
"Does the term spread play a role in the fed funds rate reaction function? An empirical investigation ,"
Empirical Economics ,
Springer, vol. 36(1), pages 175-199, February.
[Downloadable!] (restricted)
Carlo Monticelli & Oreste Tristani, 1999.
"What does the single monetary policy do? A SVAR benchmark for the European Central Bank ,"
Working Paper Series
2, European Central Bank.
[Downloadable!]
Michael Ehrmann, 2000.
"Comparing monetary policy transmission across European countries ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 136(1), pages 58-83, March.
[Downloadable!] (restricted)
Jeffery D. Amato & Thomas Laubach, 1999.
"Monetary policy in an estimated optimization-based model with sticky prices and wages ,"
Research Working Paper
99-09, Federal Reserve Bank of Kansas City.
[Downloadable!]
Ricardo Llaudes, 2007.
"Monetary policy shocks in a two-sector open economy - an empirical study ,"
Working Paper Series
799, European Central Bank.
[Downloadable!]
Karanassou, Marika & Sala, Hector, 2009.
"Productivity Growth and the Phillips Curve: A Reassessment of the US Experience ,"
IZA Discussion Papers
4299, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions: John E. Floyd, 1998.
"Stochastic Monetary Interdependence, Currency Regime Choice and the Operation of Monetary Policy ,"
Working Papers
floyd-98-01, University of Toronto, Department of Economics.
[Downloadable!]
Andreas Schabert, .
"Identifying Monetary Policy Shocks with Changes in Open Market Operations ,"
Working Papers
2003_10, Department of Economics, University of Glasgow, revised Jun 2003.
[Downloadable!]
Other versions: Jeffrey C. Fuhrer, 1998.
"An optimizing model for monetary policy analysis: can habit formation help? ,"
Working Papers
98-1, Federal Reserve Bank of Boston.
[Downloadable!]
Other versions: Gerald Carlino & Robert DeFina, 1997.
"The differential regional effects of monetary policy: evidence from the U.S. States ,"
Working Papers
97-12, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Jon Faust & John H. Rogers, 1999.
"Monetary policy's role in exchange rate behavior ,"
International Finance Discussion Papers
652, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Lasse Bork & Hans Dewachter & Romain Houssa, 2009.
"Identification of Macroeconomic Factors in Large Panels ,"
CREATES Research Papers
2009-43, School of Economics and Management, University of Aarhus.
[Downloadable!]
Eric M. Leeper & Tao Zha, 2002.
"Modest Policy Interventions ,"
NBER Working Papers
9192, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Eric M. Leeper & Tao Zha, 1999.
"Modest policy interventions ,"
Working Paper
99-22, Federal Reserve Bank of Atlanta.
[Downloadable!] Eric M. Leeper & Tao Zha, 2002.
"Modest policy interventions ,"
Working Paper
2002-19, Federal Reserve Bank of Atlanta.
[Downloadable!] Eric M. Leeper & Tao Zha, 2003.
"Modest policy interventions ,"
Working Paper
2003-24, Federal Reserve Bank of Atlanta.
[Downloadable!] Leeper, Eric M. & Zha, Tao, 2003.
"Modest policy interventions ,"
Journal of Monetary Economics ,
Elsevier, vol. 50(8), pages 1673-1700, November.
[Downloadable!] (restricted) James L. Butkiewicz & Zeliha Ozdogan, 2009.
"Financial crisis, monetary policy reform and the monetary transmission mechanism in Turkey ,"
Working Papers
09-04, University of Delaware, Department of Economics.
[Downloadable!]
David E. Runkle, 1998.
"Revisionist history: how data revisions distort economic policy research ,"
Quarterly Review ,
Federal Reserve Bank of Minneapolis, issue Fall, pages 3-12.
[Downloadable!]
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!]
Madeline Zavodny & Tao Zha, 2000.
"Monetary policy and racial unemployment rates ,"
Economic Review ,
Federal Reserve Bank of Atlanta, issue Q4, pages 1-16.
[Downloadable!]
Ippei Fujiwara, 2004.
"Evaluating Monetary Policy When Nominal Interest Rates Are Almost Zero ,"
Econometric Society 2004 Far Eastern Meetings
620, Econometric Society.
[Downloadable!]
Other versions: Stephane Auray & Fabrice Collard & Patrick Feve, 2005.
"Habit Persistence, Money Growth Rule and Real Indeterminacy ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 8(1), pages 48-67, January.
[Downloadable!] (restricted)
Mirta Noemi Sataka Bugarin & Marcelo Kfoury Muinhos & Jose Ricardo da Costa e Silva & Maria da Glória D. Silva Araújo, 2005.
"The Effect of Adverse Oil Price Shocks on Monetary Policy and Output Using a Dynamic Small Open Economy General Equilibrium Model With Staggered Price for Brazil ,"
Working Papers Central Bank of Chile
348, Central Bank of Chile.
[Downloadable!]
Michael Kumhof & Douglas Laxton, 2009.
"Simple, Implementable Fiscal Policy Rules ,"
IMF Working Papers
09/76, International Monetary Fund.
[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!]
Aubhik Khan & Julia Thomas, 2007.
"Inflation and interest rates with endogenous market segmentation ,"
Working Papers
07-1, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Other versions: Andrew G. Haldane & Nicoletta Batini, 1998.
"Forward-Looking Rules for Monetary Policy ,"
NBER Working Papers
6543, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Ben Martin & Chris Salmon, .
"Should uncertain monetary policy-makers do less? ,"
Bank of England working papers
99, Bank of England.
[Downloadable!]
Bjørnland, Hilde C., 2005.
"Monetary Policy and the Illusionary Exchange Rate Puzzle ,"
Memorandum
26/2005, Oslo University, Department of Economics.
[Downloadable!]
Other versions: Ivan Baboucek & Martin Jancar, 2005.
"Effects of Macroeconomic Shocks to the Quality of the Aggregate Loan Portfolio ,"
Working Papers
2005/01, Czech National Bank, Research Department.
[Downloadable!]
Fernando Alvarez & Andrew Atkeson & Chris Edmond, 2008.
"Sluggish responses of prices and inflation to monetary shocks in an inventory model of money demand ,"
Staff Report
417, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Other versions: Sydney Ludvigson & Charles Steindel & Martin Lettau, 2002.
"Monetary policy transmission through the consumption-wealth channel ,"
Economic Policy Review ,
Federal Reserve Bank of New York, issue May, pages 117-133.
[Downloadable!]
Marek Jarocinski, 2006.
"Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison ,"
Working Papers
124, Oesterreichische Nationalbank (Austrian Central Bank).
[Downloadable!]
Other versions: Neville Francis & Michael T. Owyang & Athena T. Theodorou, 2005.
"What explains the varying monetary response to technology shocks in G-7 countries? ,"
Working Papers
2004-002, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions:
Francis, Neville R & Owyang, Michael T & Theodorou, Athena T, 2005.
"What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries? ,"
MPRA Paper
834, University Library of Munich, Germany.
[Downloadable!] Athena T. Theodorou & Neville R. Francis & Michael T. Owyang, 2004.
"What Explains the Varying Monetary Response to Technology SHocks in G7-Countries ,"
Econometric Society 2004 North American Summer Meetings
444, Econometric Society.
[Downloadable!] Neville R. Francis & Michael T. Owyang & Athena T. Theodorou, 2005.
"What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries? ,"
International Journal of Central Banking ,
International Journal of Central Banking, vol. 1(3), December.
[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: 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: Boivin, Jean & Giannoni, Marc & Mihov, Ilian, 2007.
"Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data ,"
CEPR Discussion Papers
6101, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Jean Boivin & Marc Giannoni & Ilian Mihov, 2007.
"Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data ,"
NBER Working Papers
12824, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Jean Boivin & Marc P. Giannoni & Ilian Mihov, 2009.
"Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data ,"
American Economic Review ,
American Economic Association, vol. 99(1), pages 350-84, March.
[Downloadable!] 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!]
Hakan Berument & Nukhet Dogan & Aysit Tansel, 2008.
"Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey ,"
Working Papers
2008/7, Turkish Economic Association.
[Downloadable!]
Other versions:
Hakan Berument & Nukhet Dogan & Aysit Tansel, 2008.
"Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey ,"
ERC Working Papers
0803, ERC - Economic Research Center, Middle East Technical University, revised Apr 2008.
[Downloadable!] Berument, Hakan & Dogan, Nukhet & Tansel, Aysit, 2008.
"Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey ,"
IZA Discussion Papers
3461, Institute for the Study of Labor (IZA).
[Downloadable!] M. Hakan Berument & Nukhet Dogan & Aysit Tansel, 2009.
"Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey ,"
Emerging Markets Finance and Trade ,
M.E. Sharpe, Inc., vol. 45(3), pages 21-34, May.
[Downloadable!] (restricted) Francesco Belviso & Fabio Milani, 2005.
"Structural Factor-Augmented VAR (SFAVAR) and the Effects of Monetary Policy ,"
Macroeconomics
0503023, EconWPA.
[Downloadable!]
Other versions: Daniel F. Waggoner & Tao Zha, 2000.
"A Gibbs simulator for restricted VAR models ,"
Working Paper
2000-3, Federal Reserve Bank of Atlanta.
[Downloadable!]
Bartosz Maćkowiak & Mirko Wiederholt, 2009.
"Optimal sticky prices under rational inattention ,"
Working Paper Series
1009, European Central Bank.
[Downloadable!]
Other versions:
Bartosz Mackowiak & Mirko Wiederholt, 2004.
"Optimal Sticky Prices under Rational Inattention ,"
SFB 649 Discussion Papers
SFB649DP2005-040, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Jul 2005.
[Downloadable!] Mackowiak, Bartosz Adam & Wiederholt, Mirko, 2007.
"Optimal Sticky Prices under Rational Inattention ,"
CEPR Discussion Papers
6243, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Mirko Wiederholt & Bartosz Mackowiak, 2005.
"Optimal Sticky Prices under Rational Inattention ,"
2005 Meeting Papers
369, Society for Economic Dynamics.
[Downloadable!] Bartosz Mackowiak & Mirko Wiederholt, 2009.
"Optimal Sticky Prices under Rational Inattention ,"
American Economic Review ,
American Economic Association, vol. 99(3), pages 769-803, June.
[Downloadable!] Gérard Charreaux, 2008.
"La recherche en finance d’entreprise:quel positionnement méthodologique? ,"
Working Papers FARGO
1080501, Université de Bourgogne - Latec/Fargo (Research center in Finance,organizational ARchitecture and GOvernance).
[Downloadable!]
Other versions: 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: Robert R. Bliss & David C. Smith, 1997.
"The stability of interest rate processes ,"
Working Paper
97-13, Federal Reserve Bank of Atlanta.
[Downloadable!]
Francis Vitek, 2005.
"An Unobserved Components Model of the Monetary Transmission Mechanism in a Small Open Economy ,"
Macroeconomics
0512019, EconWPA, revised 04 Feb 2006.
[Downloadable!]
Marika Karanassou & Hector Sala & Dennis J. Snower, 2007.
"The Evolution of Inflation and Unemployment: Explaining the Roaring Nineties ,"
Kiel Working Papers
1350, Kiel Institute for the World Economy.
[Downloadable!]
Other versions:
Marika Karanassou & Hector Sala & Dennis J. Snower, 2007.
"The Evolution of Inflation and Unemployment: Explaining the Roaring Nineties ,"
IZA Discussion Papers
2900, Institute for the Study of Labor (IZA).
[Downloadable!] Marika Karanassou & Hector Sala & Dennis J. Snower, 2007.
"The Evolution of Inflation and Unemployment: Explaining the Roaring Nineties ,"
Working Papers
604, Queen Mary, University of London, Department of Economics.
[Downloadable!] Marika Karanassou & Hector Sala & Dennis J. Snower, 2008.
"The Evolution Of Inflation And Unemployment: Explaining The Roaring Nineties ,"
Australian Economic Papers ,
Blackwell Publishing, vol. 47(4), pages 334-354, December.
[Downloadable!] (restricted) 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!]
Uhlig, H., 2001.
"Did the FED surprise the markets in 2001? : a case study for vars with sign restrictions ,"
Discussion Paper
88, Tilburg University, Center for Economic Research.
[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: Neville Francis & Michael T. Owyang, 2004.
"Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle ,"
Working Papers
2003-001, Federal Reserve Bank of St. Louis.
[Downloadable!]
Ben S. Bernanke & Jean Boivin, 2001.
"Monetary Policy in a Data-Rich Environment ,"
NBER Working Papers
8379, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Kevin X. D. Huang & Zheng Liu & Louis Phaneuf, 2000.
"On the Transmission of Monetary Policy Shocks ,"
Cahiers de recherche CREFE / CREFE Working Papers
112, CREFE, Université du Québec à Montréal, revised Sep 2001.
[Downloadable!]
Auray, Stéphane & Fève, Patrick, 2003.
"Are Monetary Models with Exogenous Money Growth Rule Able to Match the Taylor Rule? ,"
IDEI Working Papers
231, Institut d'Économie Industrielle (IDEI), Toulouse.
[Downloadable!]
Luis Felipe Céspedes & Michael Kumhof & Eric Parrado, 2003.
"Pricing Policies and Inflation Inertia ,"
Working Papers Central Bank of Chile
232, Central Bank of Chile.
[Downloadable!]
Other versions: Don Bredin & Gerard O'Reilly, 2004.
"An analysis of the transmission mechanism of monetary policy in Ireland ,"
Applied Economics ,
Taylor and Francis Journals, vol. 36(1), pages 49-58, January.
[Downloadable!] (restricted)
Other versions: Giuseppe De Arcangelis & Giorgio Di Giorgio, 1999.
"Monetary Policy Shocks and Transmission in Italy: A VAR Analysis ,"
Economics Working Papers
446, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
Luca Dedola & Francesco Lippi, 2000.
"The Monetary Transmission Mechanism: Evidence from the Industry Data of Five OECD Countries ,"
Econometric Society World Congress 2000 Contributed Papers
1833, Econometric Society.
[Downloadable!]
Eric M. Leeper & Tao Zha, 2000.
"Assessing simple policy rules: a view from a complete macro model ,"
Working Paper
2000-19, Federal Reserve Bank of Atlanta.
[Downloadable!]
Kevin X.D. Huang, 2005.
"Specific factors meet intermediate inputs : implications for strategic complementarities and persistence ,"
Research Working Paper
RWP 04-06, Federal Reserve Bank of Kansas City.
[Downloadable!]
Guillermo Calvo & Oya Celasun & Michael Kumhof, 2003.
"Inflation Inertia and Credible Disinflation - The Open Economy Case ,"
NBER Working Papers
9557, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Magdalena Morgese Borys & Roman Horváth, 2007.
"The Effects of Monetary Policy in the Czech Republic: An Empirical Study ,"
Working Papers IES
2007/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2007.
[Downloadable!]
Other versions:
Magdalena Morgese Borys & Roman Horvath, 2008.
"The Effects of Monetary Policy in the Czech Republic: An Empirical Study ,"
International Trade and Finance Association Conference Papers
1109, International Trade and Finance Association.
[Downloadable!] Magdalena Morgese Borys & Roman Horvath, 2008.
"The Effects of Monetary Policy in the Czech Republic: An Empirical Study ,"
Working Papers
2008/4, Czech National Bank, Research Department.
[Downloadable!] Magdalena Morgese Borys & Roman Horvath, 2007.
"The Effects of Monetary Policy in the Czech Republic: An Empirical Study ,"
CERGE-EI Working Papers
wp339, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
[Downloadable!] Magdalena Borys & Roman Horváth & Michal Franta, 2009.
"The effects of monetary policy in the Czech Republic: an empirical study ,"
Empirica ,
Springer, vol. 36(4), pages 419-443, November.
[Downloadable!] (restricted) Refet Gurkaynak & Brian Sack & Eric Swanson, 2005.
"Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements ,"
Macroeconomics
0504013, EconWPA.
[Downloadable!]
Other versions:
Gurkaynak, Refet S & Sack, Brian & Swanson, Eric T, 2005.
"Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements ,"
MPRA Paper
820, University Library of Munich, Germany.
[Downloadable!] Refet Gürkaynak & Brian Sack & Eric Swanson, 2004.
"Do actions speak louder than words? the response of asset prices to monetary policy actions and statements ,"
Finance and Economics Discussion Series
2004-66, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Refet Gürkaynak & Brian Sack, 2005.
"Do Actions Speak Louder Than Words?The Response of Asset Prices to Monetary Policy Actions and Statements ,"
Computing in Economics and Finance 2005
323, Society for Computational Economics.
Refet S Gürkaynak & Brian Sack & Eric Swanson, 2005.
"Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements ,"
International Journal of Central Banking ,
International Journal of Central Banking, vol. 1(1), May.
[Downloadable!] Fabio Canova & Joaquim Pires Pina, 1998.
"Monetary Policy Misspecification in VAR Models ,"
Economics Working Papers
420, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 1999.
[Downloadable!]
Other versions: R. Anton Braun & Etsuro Shioji, 2003.
"Aggregate Risk in Japanese Equity Markets ,"
CIRJE F-Series
CIRJE-F-250, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
Jennifer E. Roush, 2001.
"Evidence uncovered: long-term interest rates, monetary policy, and the expectations theory ,"
International Finance Discussion Papers
712, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Piti Disyatat, 2008.
"Monetary policy implementation: Misconceptions and their consequences ,"
BIS Working Papers
269, Bank for International Settlements.
[Downloadable!]
Filippo Occhino, 2001.
"Monetary Policy Shocks in an Economy with Segmented Markets ,"
Departmental Working Papers
200108, Rutgers University, Department of Economics.
[Downloadable!]
Fabio Ghironi, 2000.
"Towards new open economy macroeconometrics ,"
Staff Reports
100, Federal Reserve Bank of New York.
[Downloadable!]
Other versions: 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!]
Troy Davig & Eric M. Leeper, 2006.
"Endogenous Monetary Policy Regime Change ,"
Caepr Working Papers
2006-002, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
[Downloadable!]
Other versions:
Troy Davig & Eric M. Leeper, 2006.
"Endogenous Monetary Policy Regime Change ,"
NBER Working Papers
12405, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Troy Davig & Eric Leeper, 2006.
"Endogenous monetary policy regime change ,"
Research Working Paper
RWP 06-11, Federal Reserve Bank of Kansas City.
[Downloadable!] Troy Davig & Eric M. Leeper, 2008.
"Endogenous Monetary Policy Regime Change ,"
NBER Chapters ,
in: NBER International Seminar on Macroeconomics 2006, pages 345-391
National Bureau of Economic Research, Inc.
[Downloadable!] Yongseung Jung, 2004.
"Liquidity effects and habit formation in a sticky price model ,"
International Economic Journal ,
Korean International Economic Association, vol. 18(4), pages 521-546, December.
[Downloadable!] (restricted)
Stan Radchenko & Oleg Korenok, 2004.
"The role of permanent and transitory components in business cycle volatility moderation ,"
Econometric Society 2004 North American Summer Meetings
149, Econometric Society.
[Downloadable!]
Other versions:
Oleg Korenok & Stanislav Radchenko, 2004.
"The Role of Permanent and Transitory Components in Business Cycle Volatility Moderation ,"
Departmental Working Papers
200413, Rutgers University, Department of Economics.
[Downloadable!] Oleg Korenok & Stanislav Radchenko, 2006.
"The role of permanent and transitory components in business cycle volatility moderation ,"
Empirical Economics ,
Springer, vol. 31(1), pages 217-241, March.
[Downloadable!] (restricted) Peter Mikek, 2004.
"Inflation targeting and switch of fiscal regime in New Zealand ,"
Applied Economics ,
Taylor and Francis Journals, vol. 36(2), pages 165-172, February.
[Downloadable!] (restricted)
Yi Wen, 2005.
"The effectiveness of monetary policy: an assessment ,"
Working Papers
2005-052, Federal Reserve Bank of St. Louis.
[Downloadable!]
Rómulo Chumacero, 2003.
"A Toolkit for Analyzing Alternative Policies in The Chilean Economy ,"
Working Papers Central Bank of Chile
241, Central Bank of Chile.
[Downloadable!]
Michael T. Owyang, 2002.
"Modeling Volcker as a non-absorbing state: agnostic identification of a Markov-switching VAR ,"
Working Papers
2002-018, Federal Reserve Bank of St. Louis.
[Downloadable!]
Kevin X.D. Huang & Zheng Liu & Louis Phaneuf, 2002.
"Why does the cyclical behavior of real wages change over time? ,"
Research Working Paper
RWP 02-09, Federal Reserve Bank of Kansas City.
[Downloadable!]
Other versions:
Kevin X.D. Huang & Zheng Liu & Louis Phaneuf, 2003.
"Why Does the Cyclical Behavior of Real Wages Change Over Time? ,"
Emory Economics
0309, Department of Economics, Emory University (Atlanta).
[Downloadable!] Kevin X.D. Huang & Zheng Liu & Louis Phaneuf, 2004.
"Why Does the Cyclical Behavior of Real Wages Change Over Time? ,"
American Economic Review ,
American Economic Association, vol. 94(4), pages 836-856, September.
[Downloadable!] Florin O. Bilbiie & Fabio Ghironi & Marc J. Melitz, 2007.
"Monetary Policy and Business Cycles with Endogenous Entry and Product Variety ,"
NBER Working Papers
13199, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Greg Hannsgen, 2003.
"Minsky's Acceleration Channel and the Role of Money ,"
Economics Working Paper Archive
384, Levy Economics Institute, The.
[Downloadable!]
Other versions:
Greg Hannsgen, 2003.
"Minsky's Acceleration Channel and the Role of Money ,"
Macroeconomics
0308003, EconWPA.
[Downloadable!] Greg Hannsgen, 2005.
"Minsky's acceleration channel and the role of money ,"
Journal of Post Keynesian Economics ,
M.E. Sharpe, Inc., vol. 27(3), pages 471-489, April.
[Downloadable!] (restricted) Shingo Goto, 2000.
"The Fed's Effect on Excess Returns and Inflation is Much Bigger Than You Think ,"
University of California at Los Angeles, Anderson Graduate School of Management
1058, Anderson Graduate School of Management, UCLA.
[Downloadable!]
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: Mountford, Andrew & Uhlig, Harald, 2002.
"What are the Effects of Fiscal Policy Shocks? ,"
CEPR Discussion Papers
3338, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Andrew Mountford & Harald Uhlig, 2008.
"What are the Effects of Fiscal Policy Shocks? ,"
NBER Working Papers
14551, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Andrew Mountford & Harald Uhlig, 2005.
"What are the Effects of Fiscal Policy Shocks? ,"
SFB 649 Discussion Papers
SFB649DP2005-039, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!] Mountford, A. & Uhlig, H., 2002.
"What are the effects of fiscal policy shocks? ,"
Discussion Paper
31, Tilburg University, Center for Economic Research.
[Downloadable!] Andrew Mountford & Harald Uhlig, 2009.
"What are the effects of fiscal policy shocks? ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 24(6), pages 960-992.
[Downloadable!] Hollifield, Burton & Yaron, Amir, 2001.
"The Foreign Exchange Risk Premium: Real and Nominal Factors ,"
Working Papers
01-1, University of Pennsylvania, Wharton School, Weiss Center.
[Downloadable!]
Other versions:
Hollifield, B. & Yaron, A., 1999.
"The Foreign Exchange Risk Premium: Real and Nominal Factors ,"
GSIA Working Papers
1999-17, Carnegie Mellon University, Tepper School of Business.
Burton Hollifield & Armir Yaron, .
"The Foreign Exchange Risk Premium: Real and Nominal Factors ,"
GSIA Working Papers
2001-E13, Carnegie Mellon University, Tepper School of Business.
[Downloadable!] Bjørnland , Hilde & Leitemo, Kai, 2005.
"Identifying the interdependence between US monetary policy and the stock market ,"
Research Discussion Papers
17/2005, Bank of Finland.
[Downloadable!]
Other versions:
Bjørnland, Hilde C. & Leitemo, Kai, 2005.
"Identifying the Interdependence between US Monetary Policy and the Stock Market ,"
Memorandum
12/2005, Oslo University, Department of Economics.
[Downloadable!] Hilde C. Bjørnland & Kai Leitemo, 2008.
"Identifying the interdependence between US monetary policy and the stock market ,"
Working Paper
2008/04, Norges Bank.
[Downloadable!] Bjørnland, Hilde C. & Leitemo, Kai, 2009.
"Identifying the interdependence between US monetary policy and the stock market ,"
Journal of Monetary Economics ,
Elsevier, vol. 56(2), pages 275-282, March.
[Downloadable!] (restricted) 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!]
Mark Dwyer, 1998.
"Impulse Response Priors for Discriminating Structural Vector Autoregressions ,"
UCLA Economics Working Papers
780, UCLA Department of Economics.
[Downloadable!]
Gerald A. Carlino & Robert H. DeFina, 1999.
"Do states respond differently to changes in monetary policy? ,"
Business Review ,
Federal Reserve Bank of Philadelphia, issue Jul, pages 17-27.
[Downloadable!]
Aaron MEHROTRA, 2004.
"Could Japan Target the Price Level or Inflation - What Happens to Monetary Policy Effectiveness during Disinflation? ,"
Economics Working Papers
ECO2004/02, European University Institute.
[Downloadable!]
Ritschl, Albrecht & Woitek, Ulrich, 2000.
"Did Monetary Forces Cause the Great Depression? ,"
CEPR Discussion Papers
2547, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Vitek, Francis, 2006.
"Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach ,"
MPRA Paper
797, University Library of Munich, Germany.
[Downloadable!]
Jagjit S. Chadha & Norbert G. J. Janssen, 1997.
"What Monetary Authorities do - an Examination of Reaction Functions for Germany, Japan, the UK and the US ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 133(III), pages 455-476, September.
[Downloadable!]
Daniel F. Waggoner & Tao Zha, 1998.
"Conditional forecasts in dynamic multivariate models ,"
Working Paper
98-22, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions: Charles Evans & Kenneth Kuttner, 1998.
"Can VARs describe monetary policy? ,"
Research Paper
9812, Federal Reserve Bank of New York.
[Downloadable!]
Other versions: Anton Muscatelli & Patrzio Tirelli & Carmine Trecroci, 1998.
"Does Institutional Change Really Matter? Inflation Targets, Central Bank Reform And Interest Rate Policy In The Oecd Countries ,"
Working Papers
1999_20, Department of Economics, University of Glasgow, revised Jul 1999.
[Downloadable!]
Other versions:
Muscatelli, V. Anton & Tirelli, Patrizio & Trecroci, Carmine, 2000.
"Does Institutional Change Really Matter? Inflation Targets, Central Bank Reform and Interest Rate Policy in the OECD Countries ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Muscatelli, V Anton & Tirelli, Patrizio & Trecroci, Carmine, 2002.
"Does Institutional Change Really Matter? Inflation Targets, Central Bank Reform and Interest Rate Policy in the OECD Countries ,"
Manchester School ,
University of Manchester, vol. 70(4), pages 487-527, Special I.
[Downloadable!] (restricted) Jordi Gali, 2002.
"New Perspectives on Monetary Policy, Inflation, and the Business Cycle ,"
NBER Working Papers
8767, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Arturo Extrella & Jeffrey C. Fuhrer, 1998.
"Dynamic inconsistencies: counterfactual implications of a class of rational expectations models ,"
Working Papers
98-5, Federal Reserve Bank of Boston.
[Downloadable!]
Other versions: Etsuro Shioji, 1997.
"Identifying Monetary Policy Shocks in Japan ,"
Economics Working Papers
216, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
Greg Hannsgen, 2004.
"The Transmission Mechanism of Monetary Policy: A Critical Review ,"
Macroeconomics
0411004, EconWPA.
[Downloadable!]
Other versions: Rodrigo Valdés, 1998.
"Efectos de la Política Monetaria en Chile ,"
Cuadernos de Economía (Latin American Journal of Economics) ,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 35(104), pages 97-125.
[Downloadable!]
W. Douglas McMillin & Keuk-soo Kim, .
"Estimating the Effects of Monetary Policy Shocks: Does Lag Structure Matter? ,"
Departmental Working Papers
2002-04, Department of Economics, Louisiana State University.
[Downloadable!]
Other versions: Tao Zha, 1997.
"Identifying monetary policy: a primer ,"
Economic Review ,
Federal Reserve Bank of Atlanta, issue Q 2, pages 26-43.
[Downloadable!]
William A. Brock & Steven N. Durlauf & Kenneth D. West, 2003.
"Policy Evaluation in Uncertain Economic Environments ,"
NBER Working Papers
10025, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Mingwei Yuan & Christian Zimmermann, 1999.
"Credit Crunch, Bank Lending and Monetary Policy: A Model of Financial Intermediation with Heterogeneous Projects ,"
Cahiers de recherche CREFE / CREFE Working Papers
89, CREFE, Université du Québec à Montréal.
[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!]
Rui Albuquerque, 2004.
"The Forward Premium Puzzle in a Model of Imperfect Information: Theory and Evidence ,"
International Finance
0405007, EconWPA.
[Downloadable!]
Pobre, Mervin L., 2003.
"An Analysis of the Monetary Transmission Mechanism in East Asia ,"
Philippine Journal of Development ,
Philippine Institute for Development Studies, vol. 0(2), pages 229-254.
[Downloadable!]
Filippo Occhino, 2004.
"Markets Segmentation and the Real Interest Rate Response to Monetary Policy Shocks ,"
Departmental Working Papers
200403, Rutgers University, Department of Economics.
[Downloadable!]
O. Holtemöller, .
"Structural Vector Autoregressive Models and Monetary Policy Analysis ,"
Sonderforschungsbereich 373
2002-7, Humboldt Universitaet Berlin.
Lalonde, René & Page, Jennifer & St-Amant, Pierre, 1998.
"Une nouvelle méthode d'estimation de l'écart de production et son application aux États-Unis, au Canada et à l'Allemagne ,"
Working Papers
98-21, Bank of Canada.
[Downloadable!]
Eric M. Leeper & Tao Zha, 2002.
"Empirical Analysis of Policy Interventions ,"
NBER Working Papers
9063, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Dean Croushore & Charles L. Evans, 2003.
"Data revisions and the identification of monetary policy shocks ,"
Working Papers
03-1, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Other versions:
Dean Croushore & Charles L. Evans, 2000.
"Data revisions and the identification of monetary policy shocks ,"
Working Paper Series
WP-00-26, Federal Reserve Bank of Chicago.
[Downloadable!] Dean Croushore & Charles L. Evans, 2000.
"Data Revisions and the Identification of Monetary Policy Shocks ,"
Econometric Society World Congress 2000 Contributed Papers
0842, Econometric Society.
[Downloadable!] Croushore, Dean & Evans, Charles L., 2006.
"Data revisions and the identification of monetary policy shocks ,"
Journal of Monetary Economics ,
Elsevier, vol. 53(6), pages 1135-1160, September.
[Downloadable!] (restricted) Livio Stracca, 2007.
"Should we take inside money seriously? ,"
Working Paper Series
841, European Central Bank.
[Downloadable!]
David Mayes & Matti Virén, 2000.
"The exchange rate and monetary conditions in the Euro area ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 136(2), pages 199-231, June.
[Downloadable!] (restricted)
Other versions:
Mayes, D.G. & Viren, M., 1998.
"The Exchange Rate and Monetary Conditions in the Euro Area ,"
Bank of Finland - Studies in Economics and Finance
27/98, Bank of Finland. Research Department..
Mayes, David G. & Viren, Matti, 1998.
"The Exchange Rate and Monetary Conditions in the Euro Area ,"
Research Discussion Papers
27/1998, Bank of Finland.
[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!]
Stéphane Auray & Fabrice Collard & Patrick Fève, 2002.
"Habit Persistence and Beliefs Based Liquidity Effect ,"
Economics Bulletin ,
AccessEcon, vol. 5, pages 1-7.
[Downloadable!]
Gerald A. Carlino & Robert DeFina, 1998.
"Monetary policy and the U.S. and regions: some implications for European Monetary Union ,"
Working Papers
98-17, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Kevin X. D. Huang, 2005.
"Specific factors meet intermediate inputs: implications for strategic complementarities and persistence ,"
Working Papers
04-7, Federal Reserve Bank of Philadelphia.
[Downloadable!]
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: James H. Stock & Mark W. Watson, 2001.
"Vector Autoregressions ,"
Journal of Economic Perspectives ,
American Economic Association, vol. 15(4), pages 101-115, Fall.
[Downloadable!] (restricted)
Jon Faust & Eric Swanson & and Jonathan H. Wright, 2002.
"Identifying vars based on high frequency futures data ,"
International Finance Discussion Papers
720, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Benoît Mojon, 2005.
"When did unsystematic monetary policy have an effect on inflation? ,"
Working Paper Series
559, European Central Bank.
[Downloadable!]
Other versions: Vitek, Francis, 2006.
"Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach ,"
MPRA Paper
802, University Library of Munich, Germany.
[Downloadable!]
Douch, Mohamed, 2005.
"The macroeconomic effects of monetary policy and financial crisis ,"
MPRA Paper
1120, University Library of Munich, Germany.
[Downloadable!]
Filippo Occhino, 2004.
"Market Segmentation and the 'Hump-Shaped' Response of Output to Monetary Policy Shocks ,"
Departmental Working Papers
200410, Rutgers University, Department of Economics.
[Downloadable!]
Other versions: Giordani, Paolo, 2001.
"An Alternative Explanation of the Price Puzzle ,"
Working Paper Series
125, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Other versions:
Giordani, Paolo, 2000.
"An alternative explanation of the price puzzle ,"
Working Paper Series in Economics and Finance
414, Stockholm School of Economics, revised 06 Dec 2000.
[Downloadable!] Giordani, Paolo, 2004.
"An alternative explanation of the price puzzle ,"
Journal of Monetary Economics ,
Elsevier, vol. 51(6), pages 1271-1296, September.
[Downloadable!] (restricted) Marika Karanassou & Hector Sala & Dennis J. Snower, 2008.
"Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective ,"
Discussion Papers
2008-08, School of Economics, The University of New South Wales.
[Downloadable!]
Other versions:
Marika Karanassou & Hector Sala & Dennis J. Snower, 2006.
"Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective ,"
Working Papers
573, Queen Mary, University of London, Department of Economics.
[Downloadable!] Marika Karanassou & Hector Sala & Dennis Snower, 2008.
"Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective ,"
Kiel Working Papers
1441, Kiel Institute for the World Economy.
[Downloadable!] Marika Karanassou & Hector Sala & Dennis J. Snower, 2006.
"Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective ,"
IZA Discussion Papers
2265, Institute for the Study of Labor (IZA).
[Downloadable!] Francis Vitek, 2005.
"An Unobserved Components Model of the Monetary Transmission Mechanism in a Closed Economy ,"
Macroeconomics
0512018, EconWPA, revised 04 Feb 2006.
[Downloadable!]
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.
Albrecht Ritschl & Ulrich Woitek, 2000.
"Did Monetary Forces Cause the Great Depression? A Bayesian VAR Analysis for the U.S. Economy ,"
Working Papers
2000_07, Department of Economics, University of Glasgow.
[Downloadable!]
Other versions: Bjørnland, Hilde C., 2005.
"Monetary policy and exchange rate interactions in a small open economy ,"
Memorandum
31/2005, Oslo University, Department of Economics.
[Downloadable!]
Other versions: Fabio C. Bagliano & Carlo A. Favero, .
"Measuring Monetary Policy with VAR Models: an Evaluation ,"
Working Papers
132, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions:
Bagliano, Fabio-Cesare & Favero, Carlo A, 1997.
"Measuring Monetary Policy with VAR Models: An Evaluation ,"
CEPR Discussion Papers
1743, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Bagliano, Fabio C. & Favero, Carlo A., 1998.
"Measuring monetary policy with VAR models: An evaluation ,"
European Economic Review ,
Elsevier, vol. 42(6), pages 1069-1112, June.
[Downloadable!] (restricted) Necati Tekatli, 2007.
"Understanding Sources of the Change in International Business Cycles ,"
UFAE and IAE Working Papers
731.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
[Downloadable!]
Vitek, Francis, 2006.
"Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach ,"
MPRA Paper
800, University Library of Munich, Germany.
[Downloadable!]
Carlo A. Favero, 2007.
"The Econometrics of Monetary Policy: an Overview ,"
Working Papers
329, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Mark Crosby & Glenn Otto, 2001.
"Persistence Of Output Fluctuations Under Alternative Exchange Rate Regimes ,"
Working Papers
072001, Hong Kong Institute for Monetary Research.
[Downloadable!]
José R Sánchez-Fung, 2000.
"Money Demand, PPP and Macroeconomic Dynamics in a Small Developing Economy ,"
Studies in Economics
0015, Department of Economics, University of Kent.
[Downloadable!]
Daniel F. Waggoner & Tao Zha, 2000.
"Likelihood-preserving normalization in multiple equation models ,"
Working Paper
2000-8, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions: Mark W. Watson, 2002.
"Assessing changes in the monetary transmission mechanism: a VAR approach : commentary ,"
Economic Policy Review ,
Federal Reserve Bank of New York, issue May, pages 113-116.
[Downloadable!]
Johann Scharler, 2004.
"Understanding the Stock Market's Response to Monetary Policy Shocks ,"
Working Papers
93, Oesterreichische Nationalbank (Austrian Central Bank).
[Downloadable!]
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: 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: 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: Wang, Peng-fei & Wen, Yi, 2004.
"Endogenous Money or Sticky Price? Comment on Monetary Non-neutrality and Inflation Dynamics ,"
Working Papers
04-08, Cornell University, Center for Analytic Economics.
[Downloadable!]
Other versions: Ramos, Raul & Clar, Miquel & Surinach, Jordi, 1999.
"EMU: some unanswered questions ,"
ERSA conference papers
ersa99pa220, European Regional Science Association.
[Downloadable!]
Norrbin, Stefan, 2001.
"What Have We Learned from Empirical Tests of the Monetary Transmission Effect ,"
Working Paper Series
121, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
James L. Butkiewicz & Matthew A. Martin, 2003.
"Agricultural Investment and the Interwar Business Cycle ,"
Working Papers
03-10, University of Delaware, Department of Economics.
[Downloadable!]
Polito, Vito & Wickens, Michael R, 2008.
"Optimal Monetary Policy using a VAR ,"
CEPR Discussion Papers
6957, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Michael Kumhof & Douglas Laxton, 2005.
"A Rational Expectations Model of Optimal Inflation Inertia ,"
Computing in Economics and Finance 2005
429, Society for Computational Economics.
[Downloadable!]
Selva Demiralp & Oscar Jorda, .
"The Pavlovian Response of Term Rates to Fed Announcements ,"
Department of Economics
99-06, California Davis - Department of Economics.
[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!]
John Landon-Lane & Filippo Occhino, 2004.
"A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models ,"
Departmental Working Papers
200415, Rutgers University, Department of Economics.
[Downloadable!]
Other versions: Karanassou, Marika & Sala, Hector, 2009.
"The US Inflation-Unemployment Tradeoff: Methodological Issues and Further Evidence ,"
IZA Discussion Papers
4252, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions: Andrzej Kociêcki, 2003.
"On Priors for Impulse Responses in Bayesian Structural VAR Models ,"
Econometrics
0307006, EconWPA.
[Downloadable!]
Jose Vinals & Javier Valles, 1999.
"On the real effects of monetary policy: a central banker's view ,"
Working Papers
38, Oesterreichische Nationalbank (Austrian Central Bank).
[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: Scott Hendry & Wai-Ming Ho & Kevin Moran, 2003.
"Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model ,"
Working Papers
03-38, Bank of Canada.
[Downloadable!]
Jeffery Amato, Thomas Laubach, 2000.
"Monetary Policy In An Estimated Optimization-Based Model With Sticky Prices And Wages ,"
Computing in Economics and Finance 2000
303, Society for Computational Economics.
[Downloadable!]
Jonsson, Magnus & Palmqvist, Stefan, 2003.
"Inflation, Markups and Monetary Policy ,"
Working Paper Series
148, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Iris Claus & Arthur Grimes, 2003.
"Asymmetric Information, Financial Intermediation and the Monetary Transmission Mechanism: A Critical Review ,"
Treasury Working Paper Series
03/19, New Zealand Treasury.
[Downloadable!]
Etsuro Shioji, 1997.
"Spanish Monetary Policy: A Structural VAR Analysis ,"
Economics Working Papers
215, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
Benjamin Keen, 2009.
"Output, Inflation, and Interest Rates in an Estimated Optimizing Model of Monetary Policy ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 327-343, April.
[Downloadable!] (restricted)
Carlo A. Favero & Francesco Giavazzi & Fabrizio Iacone & Guido Tabellini, .
"Extracting Information from Asset Prices: the Methodology of EMU Calculators ,"
Working Papers
113, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions:
Favero, Carlo A & Giavazzi, Francesco & Iacone, Fabrizio & Tabellini, Guido, 1997.
"Extracting Information from Asset Prices: The Methodology of EMU Calculators ,"
CEPR Discussion Papers
1676, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Favero, Carlo A. & Giavazzi, Francesco & Iacone, Fabrizio & Guido Tabellini, 2000.
"Extracting information from asset prices: The methodology of EMU calculators ,"
European Economic Review ,
Elsevier, vol. 44(9), pages 1607-1632, October.
[Downloadable!] (restricted) Katsuyuki Shibayama, 2008.
"On the Periodicity of Inventories ,"
Studies in Economics
0806, Department of Economics, University of Kent.
[Downloadable!]
Rafel Gerke & Jens Rubart, 2003.
"Search Unemployment in a Dynamic New Keynesian Model of the Business Cycle ,"
Darmstadt Discussion Papers in Economics
119, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology).
[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!]
Christopher A. Sims & Tao Zha, 2004.
"Were there regime switches in U.S. monetary policy? ,"
Working Paper
2004-14, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions:
Christopher A. Sims & Tao Zha, 2005.
"Were There Regime Switches in U.S. Monetary Policy? ,"
Working Papers
92, Princeton University, Department of Economics, Center for Economic Policy Studies..
[Downloadable!] Christopher A. Sims & Tao Zha, 2006.
"Were There Regime Switches in U.S. Monetary Policy? ,"
American Economic Review ,
American Economic Association, vol. 96(1), pages 54-81, March.
[Downloadable!] 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!]
Lindé, Jesper, 2003.
"Monetary Policy Shocks and Business Cycle Fluctuations in a Small Open Economy: Sweden 1986-2002 ,"
Working Paper Series
153, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Michael B. Devereux & Woon Gyu Choi, 2005.
"Asymmetric Effects of Government Spending: Does the Level of Real Interest Rates Matter? ,"
IMF Working Papers
05/7, International Monetary Fund.
[Downloadable!]
Other versions: Thomas F. Cooley & Vincenzo Quadrini, 1999.
"Optimal Time-Consistent Monetary Policy in a Phillips Curve World ,"
Working Papers
99-15, New York University, Leonard N. Stern School of Business, Department of Economics.
[Downloadable!]
Luca Dedola & Francesco Lippi, 2000.
"The monetary transmission mechanism; evidence from the industries of five OECD countries ,"
Temi di discussione (Economic working papers)
389, Bank of Italy, Economic Research Department.
[Downloadable!]
Other versions:
Dedola, L. & Lippi, F., 2000.
"The Monetary Transmission Mechanism: Evidence from the Industries of Five OECD Countries ,"
Papers
389, Banca Italia - Servizio di Studi.
Dedola, Luca & Lippi, Francesco, 2000.
"The Monetary Transmission Mechanism: Evidence from the Industries of Five OECD Countries ,"
CEPR Discussion Papers
2508, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Dedola, Luca & Lippi, Francesco, 2005.
"The monetary transmission mechanism: Evidence from the industries of five OECD countries ,"
European Economic Review ,
Elsevier, vol. 49(6), pages 1543-1569, August.
[Downloadable!] (restricted) Tao Wu, 2001.
"Stylized facts on nominal term structure and business cycles: an empirical VAR study ,"
Working Papers in Applied Economic Theory
2002-08, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Vitek, Francis, 2006.
"Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach ,"
MPRA Paper
801, University Library of Munich, Germany.
[Downloadable!]
Ippei Fujiwara, 2004.
"Output Composition of the Monetary Policy Transmission Mechanism in Japan ,"
The B.E. Journal of Macroeconomics ,
Berkeley Electronic Press, vol. 0(1).
[Downloadable!]
Ben S. Bernanke & Jean Boivin & Piotr Eliasz, 2004.
"Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach ,"
NBER Working Papers
10220, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Bennett T. McCallum, 1999.
"Analysis of the Monetary Transmission Mechanism: Methodological Issues ,"
NBER Working Papers
7395, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
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!]
Jeffrey C. Fuhrer, 2000.
"Habit Formation in Consumption and Its Implications for Monetary-Policy Models ,"
American Economic Review ,
American Economic Association, vol. 90(3), pages 367-390, June.
[Downloadable!] (restricted)
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!]
Hakan Berument & Zubeyir Kilinc, 2004.
"The effect of foreign income on economic performance of a small-open economy: evidence from Turkey ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 11(8), pages 483-488, June.
[Downloadable!] (restricted)
V. Anton Muscatelli & Patrizio Tirelli & Carmine Trecroci, 1998.
"Institutional Change, Inflation Targeting and the Stability of Interest Rate Reaction Functions ,"
Working Papers
9815, Department of Economics, University of Glasgow, revised Aug 1998.
[Downloadable!]
Other versions: R. Anton Braun & Etsuro Shioji, 2003.
"Monetary Policy and the Term Structure of Interest Rates in Japan ,"
CIRJE F-Series
CIRJE-F-252, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
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!]
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!]
Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders, 1999.
"A VAR Model for Monetary Policy Analysis in a Small Open Economy ,"
Working Paper Series
77, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Christopher A. Sims, 1998.
"Role of interest rate policy in the generation and propagation of business cycles: what has changed since the '30s? ,"
Conference Series ; [Proceedings] ,
Federal Reserve Bank of Boston, issue Jun, pages 121-175.
[Downloadable!]
Peter Ireland, 2005.
"EconomicDynamics Interviews Peter Ireland on Money and the Business Cycle ,"
EconomicDynamics Newsletter ,
Review of Economic Dynamics, vol. 7(1), November.
[Downloadable!]
Rodrigo Valdés, 1997.
"Transmisión de Política Monetaria en Chile ,"
Working Papers Central Bank of Chile
16, Central Bank of Chile.
[Downloadable!]
Burkhard Heer & Alfred Maussner, 2007.
"Inflation and Output Dynamics in a Model with Labor Market Search and Capital Accumulation ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Scott Freeman & Finn Kydland, 1998.
"Monetary aggregates and output ,"
Working Paper
9813, Federal Reserve Bank of Cleveland.
[Downloadable!]
Other versions: Michael Fratantoni & Scott Schuh, 2000.
"Monetary policy, housing investment, and heterogeneous regional markets ,"
Working Papers
00-1, Federal Reserve Bank of Boston.
[Downloadable!]
Ruey Yau, 2004.
"Macroeconomic Forecasting with Independent Component Analysis ,"
Econometric Society 2004 Far Eastern Meetings
741, Econometric Society.
[Downloadable!]
Alexander Chudik & M. Hashem Pesaran, 2007.
"Infinite Dimensional VARs and Factor Models ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions:
Alexander Chudik & M. Hashem Pesaran, 2007.
"Infinite Dimensional VARs and Factor Models ,"
IZA Discussion Papers
3206, Institute for the Study of Labor (IZA).
[Downloadable!] Chudik , A. & Pesaran, M.H., 2007.
"Infinite Dimensional VARs and Factor Models ,"
Cambridge Working Papers in Economics
0757, Faculty of Economics, University of Cambridge.
[Downloadable!] Alexander Chudik & M. Hashem Pesaran, 2009.
"Infinite-dimensional VARs and factor models ,"
Working Paper Series
998, European Central Bank.
[Downloadable!] Forni, Mario & Lippi, Marco & Reichlin, Lucrezia, 2003.
"Opening the Black Box: Structural Factor Models versus Structural VARs ,"
CEPR Discussion Papers
4133, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Alastair Cunningham & Andrew G. Haldane, 2000.
"The Monetary Transmission Mechanism in The United Kingdom: Pass-Through & Policy Ru ,"
Working Papers Central Bank of Chile
83, Central Bank of Chile.
[Downloadable!]
John C. Robertson & Ellis W. Tallman, 1999.
"Prior parameter uncertainty: Some implications for forecasting and policy analysis with VAR models ,"
Working Paper
99-13, Federal Reserve Bank of Atlanta.
[Downloadable!]
Lindé, Jesper, 2001.
"The Empirical Relevance of Simple Forward- and Backward-looking Models: A View from a Dynamic General Equilibrium Model ,"
Working Paper Series
130, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
John Faust & Charles H. Whiteman, 1997.
"General-to-specific procedures for fitting a data-admissible, theory- inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: a translation and crit ,"
International Finance Discussion Papers
576, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:
Faust, Jon & Whiteman, Charles H., 1997.
"General-to-specific procedures for fitting a data-admissible, theory-inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: A translation and criti ,"
Carnegie-Rochester Conference Series on Public Policy ,
Elsevier, vol. 47(1), pages 121-161, December.
[Downloadable!] (restricted) Eric M. Leeper & Tao Zha, 2001.
"Assessing simple policy rules: A view from a complete macroeconomic model ,"
Economic Review ,
Federal Reserve Bank of Atlanta, issue Q4, pages 35-58.
[Downloadable!]
Other versions: David Bowman, 2002.
"Sticky prices, no menu costs ,"
International Finance Discussion Papers
743, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Jan Gottschalk, 2001.
"An Introduction into the SVAR Methodology: Identification, Interpretation and Limitations of SVAR models ,"
Kiel Working Papers
1072, Kiel Institute for the World Economy.
[Downloadable!]
Thomas Mayer, 2000.
"Data mining: a reconsideration ,"
Journal of Economic Methodology ,
Taylor and Francis Journals, vol. 7(2), pages 183-194, June.
[Downloadable!] (restricted)
Other versions: Dr. Godwin Chukwudum Nwaobi, 2004.
"Modelling Economic Fluctuations In Subsaharan Africa:A Vector Autoregressive Approach ,"
Macroeconomics
0406008, EconWPA.
[Downloadable!]
Banbura, Marta & Giannone, Domenico & Reichlin, Lucrezia, 2007.
"Bayesian VARs with Large Panels ,"
CEPR Discussion Papers
6326, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
R. Anton Braun & Etsuro Shioji, 2003.
"Monetary Policy and Economic Activity in Japan and the United States ,"
CIRJE F-Series
CIRJE-F-251, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
Mingwei Yuan & Christian Zimmermann, 1999.
"Credit Crunch in a Model of Financial Intermediation and Occupational Choice ,"
Cahiers de recherche CREFE / CREFE Working Papers
97, CREFE, Université du Québec à Montréal.
[Downloadable!]
Other versions: Titus O. Awokuse & David A. Bessler, 2003.
"Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs: An Application to the U.S. Economy ,"
Journal of Applied Economics ,
Universidad del CEMA, vol. 0, pages 1-24, May.
[Downloadable!]
M. Marzo, 2001.
"Evaluating Monetary Policy Regimes: the Role of Nominal Rigidities ,"
Working Papers
411, Dipartimento Scienze Economiche, Universita' di Bologna.
[Downloadable!]
Mudabber Ahmed, 2005.
"How Well Does the IS-LM Model Fit in a Developing Economy: The Case of India ,"
The International Journal of Applied Economics ,
Department of General Business, Southeastern Louisiana University, vol. 2(1), pages 90-106, March.
[Downloadable!]
John Landon-Lane & Filippo Occhino, 2005.
"Estimation and Evaluation of a Segmented Markets Monetary Model ,"
Departmental Working Papers
200505, Rutgers University, Department of Economics.
[Downloadable!]
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