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Citations for "Interpreting the macroeconomic time series facts : The effects of monetary policy" by Sims, Christopher A.
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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.): Carlo A. Favero, 2007.
"Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models ,"
Working Papers
327, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Christina D. Romer & David H. Romer, 2003.
"A New Measure of Monetary Shocks: Derivation and Implications ,"
NBER Working Papers
9866, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: 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!]
Greg Hannsgen, 2004.
"Gibson's Paradox, Monetary Policy, and the Emergence of Cycles ,"
Economics Working Paper Archive
410, Levy Economics Institute, The.
[Downloadable!]
Other versions: 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) Pierre Fortin, 2003.
"Keynes resurrected ,"
Cahiers de recherche du Département des sciences économiques, UQAM
20-21, Université du Québec à Montréal, Département des sciences économiques.
[Downloadable!]
Other versions: Matthias DOEPKE, 2005.
"Show me the money : retained earnings and the real effects of monetary shocks ,"
Discussion Papers (REL - Recherches Economiques de Louvain)
2005011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
[Downloadable!]
Other versions: 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 J. Dueker & Apostolos Serletis, 1996.
"The sensitivity of empirical studies to alternative measures of the monetary base and reserves ,"
Review ,
Federal Reserve Bank of St. Louis, issue Nov, pages 51-69.
[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: Ibrahim Chowdhury & Andreas Schabert, .
"Assessing Money Supply Rules ,"
Working Papers
2003_9, Department of Economics, University of Glasgow, revised May 2003.
[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!]
James D. Hamilton & Oscar Jorda, 2000.
"A Model for the Federal Funds Rate Target ,"
NBER Working Papers
7847, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
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!]
Schabert, Andreas, 2001.
"Interest Rate Policy and the Price Puzzle in a Quantitative Business Cycle Model ,"
Economics Series
95, Institute for Advanced Studies.
[Downloadable!]
Pär Österholm, 2004.
"Size properties of cointegration tests in misspecified systems ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 11(15), pages 919-924, December.
[Downloadable!] (restricted)
Juan de Dios Tena & A. R. Tremayne, 2006.
"Modelling Monetary Transmission In Uk Manufacturing Industry ,"
Statistics and Econometrics Working Papers
ws062911, Universidad Carlos III, Departamento de Estadística y Econometría.
[Downloadable!]
Magnus Saxegaard, 2006.
"Excess Liquidity and the Effectiveness of Monetary Policy: Evidence from Sub-Saharan Africa ,"
IMF Working Papers
06/115, International Monetary Fund.
[Downloadable!]
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!] R.Fiorentini & R.Tamborini, 2000.
"Monetary policy, credit and aggregate supply: the evidence from Italy ,"
General Economics and Teaching
0004008, EconWPA.
[Downloadable!]
Other versions: Yungsan Kim & Woon Gyu Choi, 2001.
"Monetary Policy and Corporate Liquid Asset Demand ,"
IMF Working Papers
01/177, International Monetary Fund.
[Downloadable!]
Marvin Goodfriend, 1993.
"Interest rate policy and the inflation scare problem: 1979-1992 ,"
Economic Quarterly ,
Federal Reserve Bank of Richmond, issue Win, pages 1-24.
[Downloadable!]
Other versions: James H. Stock & Mark W. Watson, 2005.
"Implications of Dynamic Factor Models for VAR Analysis ,"
NBER Working Papers
11467, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Andreas Schabert, 2003.
"On the Relevance of Open Market Operations ,"
Working Paper Series in Economics
4, University of Cologne, Department of Economics.
[Downloadable!]
Other versions: Dees, S. & di Mauro, F. & Pesaran, M.H. & Smith, L.V., 2005.
"Exploring the International Linkages of the Euro Area: a Global VAR Analysis ,"
Cambridge Working Papers in Economics
0518, Faculty of Economics, University of Cambridge.
[Downloadable!]
Other versions:
Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2004.
"Exploring the International Linkages of the Euro Area: A Global VAR Analysis ,"
IEPR Working Papers
04.6, Institute of Economic Policy Research (IEPR).
[Downloadable!] Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2006.
"Exploring the International Linkages of the Euro Area: a Global VAR Analysis ,"
Computing in Economics and Finance 2006
47, Society for Computational Economics.
[Downloadable!] Stéphane Dées & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005.
"Exploring the international linkages of the euro area - a global VAR analysis ,"
Working Paper Series
568, European Central Bank.
[Downloadable!] Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005.
"Exploring the International Linkages of the Euro Area: a Global VAR Analysis ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007.
"Exploring the international linkages of the euro area: a global VAR analysis ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 22(1), pages 1-38.
[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) Efrem Castelnuovo & Paolo Surico, 2005.
"The Price Puzzle and Indeterminacy ,"
Macroeconomics
0507021, EconWPA.
[Downloadable!]
Ben S.C. Fung & Marcel Kasumovich, 1997.
"Monetary Shocks in the G-6 Countries: Is There a Puzzle? ,"
Working Papers
97-7, Bank of Canada.
[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: Ben S. Bernanke, 1996.
"The sensitivity of empirical studies to alternative measures of the monetary base and reserves - commentary ,"
Review ,
Federal Reserve Bank of St. Louis, issue Nov, pages 70-72.
[Downloadable!]
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!]
Fernando Barran & Virginie Coudert & Benoit Mojon, 1994.
"Transmission de la politique monetaire et credit bancaire, une application a 5 pays de l'OCDE ,"
Working Papers
1994-03, CEPII research center.
[Downloadable!]
Jean Boivin & Marc Giannoni, 2002.
"Assessing changes in the monetary transmission mechanism: a VAR approach ,"
Economic Policy Review ,
Federal Reserve Bank of New York, issue May, pages 97-111.
[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!]
Thomas Philippon & Eduardo Borensztein & Jeromin Zettelmeyer, 2001.
"Monetary Independence in Emerging Markets: Does the Exchange Rate Regime Make a Difference? ,"
IMF Working Papers
01/1, International Monetary Fund.
[Downloadable!]
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!]
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!]
Charles L. Evans & David Marshall, 2001.
"Economic determinants of the nominal treasury yield curve ,"
Working Paper Series
WP-01-16, Federal Reserve Bank of Chicago.
[Downloadable!]
Other versions: 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: Roberto Tatiwa Ferreira & Ivan Castelar, 2006.
"Nonlinearities And Price Puzzle In Brazil ,"
Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting]
163, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
Merih Uctum, 1996.
"European integration and asymmetry in the EMS ,"
Research Paper
9605, Federal Reserve Bank of New York.
[Downloadable!]
Other versions: Michel Normandin & Louis Phaneuf, 1996.
"The Liquidity Effect: Testing Identification Conditions Under Time-Varying Conditional Volatility ,"
Econometrics
9607001, EconWPA.
[Downloadable!]
Other versions: 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!]
Martin Ellison & Andrew Scott, .
"Sticky prices and volatile output ,"
Bank of England working papers
127, Bank of England.
[Downloadable!]
Other versions: Ibrahim Chowdhury & Andreas Schabert, 2008.
"Federal Reserve Policy viewed through a Money Supply Loss ,"
Tinbergen Institute Discussion Papers
08-023/2, Tinbergen Institute.
[Downloadable!]
Other versions:
Chowdhury, Ibrahim & Schabert, Andreas, 2007.
"Federal Reserve Policy viewed through a Money Supply Lens ,"
Working Papers
2007-2, Swiss National Bank.
[Downloadable!] Chowdhury, Ibrahim & Schabert, Andreas, 2008.
"Federal reserve policy viewed through a money supply lens ,"
Journal of Monetary Economics ,
Elsevier, vol. 55(4), pages 825-834, May.
[Downloadable!] (restricted) Massimo Giuliodori, .
"The Empirical Relevance of a basic sticky-price intertemporal model ,"
Working Papers
2001_17, Department of Economics, University of Glasgow.
[Downloadable!]
Kumah, F.Y., 1996.
"The effect of monetary policy on exchange rates : how to solve the puzzles ,"
Discussion Paper
70, Tilburg University, Center for Economic Research.
[Downloadable!]
Seonghoon Cho & Antonio Moreno, 2005.
"A Small-Sample Study of the New-Keynesian Macro Model ,"
Faculty Working Papers
03/05, School of Economics and Business Administration, University of Navarra.
[Downloadable!]
Other versions: Heather Anderson & Mardi Dungey & Denise R. Osborn & Farshid Vahid, 2007.
"Constructing Historical Euro Area Data ,"
CAMA Working Papers
2007-18, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
Other versions: Kevin D. Hoover & Oscar Jorda, .
"Measuring Systematic Monetary Policy ,"
Department of Economics
00-05, California Davis - Department of Economics.
[Downloadable!]
Other versions:
Hoover, Kevin & Jorda, Oscar, 2001.
"Measuring Systematic Monetary Policy ,"
Working Papers
00-5, University of California at Davis, Department of Economics.
[Downloadable!] Hoover, Kevin & Jorda, Oscar, 2001.
"Measuring Systematic Monetary Policy ,"
Working Papers
06-10, University of California at Davis, Department of Economics.
[Downloadable!] Kevin D. Hoover & Òscar Jordà, 2001.
"Measuring systematic monetary policy ,"
Review ,
Federal Reserve Bank of St. Louis, issue Jul, pages 113-144.
[Downloadable!] Maclennan, Duncan & Muellbauer, John & Stephens, Mark, 1999.
"Asymmetries in Housing and Financial Market Institutions and EMU ,"
CEPR Discussion Papers
2062, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: 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) Massimo Giuliodori, 2004.
"Monetary Policy Shocks and the Role of House Prices Across European Countries ,"
DNB Working Papers
015, Netherlands Central Bank, Research Department.
[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: W. Jos Jansen, 2000.
"On the Cost of Moving from a Quasi Monetary Union to a Full Monetary Union: The Case of the Netherlands ,"
MEB Series (discontinued)
2000-1, Netherlands Central Bank, Monetary and Economic Policy Department.
[Downloadable!]
Markku Lanne & Helmut Luetkepohl, 2008.
"A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks ,"
Economics Working Papers
ECO2008/23, European University Institute.
[Downloadable!]
René Garcia & Huntley Schaller, 1999.
"Are the Effects of Monetary Policy Asymmetric? ,"
Carleton Economic Papers
99-17, Carleton University, Department of Economics.
[Downloadable!]
Other versions:
Garcia, R. & Schaller, H., 1995.
"Are the Effects of Monetary Policy Asymmetric? ,"
Cahiers de recherche
9505, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] Garcia, R. & Schaller, H., 1995.
"Are the Effects of Monetary Policy Asymmetric? ,"
Cahiers de recherche
9505, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
René Garcia & Huntley Schaller, 1995.
"Are the Effects of Monetary Policy Asymmetric? ,"
CIRANO Working Papers
95s-06, CIRANO.
[Downloadable!] RenÈ Garcia, 2002.
"Are the Effects of Monetary Policy Asymmetric? ,"
Economic Inquiry ,
Oxford University Press, vol. 40(1), pages 102-119, January.
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!]
Al-Sharkas, A.A., 2004.
"Output Responses to Shocks to Interest Rates, Inflation, and Stock Returns: Evidence from Jordan ,"
Applied Econometrics and International Development ,
Euro-American Association of Economic Development, vol. 4(3).
[Downloadable!]
Jorda, Oscar, 2007.
"Inference for Impulse Responses ,"
Working Papers
07-7, University of California at Davis, Department of Economics.
[Downloadable!]
Pfajfar, D. & Santoro, E., 2008.
"Credit Market Distortions, Asset Prices and Monetary Policy ,"
Cambridge Working Papers in Economics
0825, Faculty of Economics, University of Cambridge.
[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!]
Jerome Creel & Paola Monperrus-Veroni & Francesco Saraceno, 2005.
"Discretionary Policy Interactions and the Fiscal Theory of the Price Level: A SVAR Analysis on French Data ,"
Documents de Travail de l'OFCE
2005-12, Observatoire Francais des Conjonctures Economiques (OFCE).
[Downloadable!]
O. Holtemöller, .
"Structural Vector Autoregressive Models and Monetary Policy Analysis ,"
Sonderforschungsbereich 373
2002-7, Humboldt Universitaet Berlin.
Burkhard Heer & Andreas Schabert, 2000.
"Open Market Operations as a Monetary Policy Shock Measure in a Quantitative Business Cycle Model ,"
Econometric Society World Congress 2000 Contributed Papers
1040, Econometric Society.
[Downloadable!]
Other versions: Yuriy Gorodnichenko, 2005.
"Reduced-Rank Identification of Structural Shocks in VARs ,"
Macroeconomics
0512011, EconWPA.
[Downloadable!]
Hesna Genay & Prakash Loungani, 1997.
"Labor market fluctuations in Japan and the U.S.--how similar are they? ,"
Economic Perspectives ,
Federal Reserve Bank of Chicago, issue May, pages 15-28.
[Downloadable!]
Jondeau, E. & Le Bihan, H., 2000.
"Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies ,"
Documents de Travail
76, Banque de France.
[Downloadable!]
Other versions: Stefano Neri, 2004.
"Monetary policy and stock prices: theory and evidence ,"
Temi di discussione (Economic working papers)
513, Bank of Italy, Economic Research Department.
[Downloadable!]
Zeinab Partow, .
"Una Investigación Empírica sobre el Impacto de la Inflación en el Crecimiento Económico de Colombia 1951-1992 ,"
Borradores de Economia
017, Banco de la Republica de Colombia.
[Downloadable!]
Gert Peersman, 2005.
"What caused the early millennium slowdown? Evidence based on vector autoregressions ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 20(2), pages 185-207.
[Downloadable!]
Other versions:
G. Peersman, 2004.
"What caused the early millennium slowdown? Evidence based on vector autoregressions ,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
04/235, Ghent University, Faculty of Economics and Business Administration.
[Downloadable!] Peersman, Gert, 2003.
"What Caused the Early Millennium Slowdown? Evidence Based on Vector Autoregressions ,"
CEPR Discussion Papers
4087, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Gert Peersman, .
"What caused the early millennium slowdown? Evidence based on vector autoregressions ,"
Bank of England working papers
272, Bank of England.
[Downloadable!] Michel Normandin & Louis Phaneuf, 2003.
"Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility ,"
Cahiers de recherche
03-04, HEC Montréal, Institut d'économie appliquée.
[Downloadable!]
Other versions:
Michel Normandin & Louis Phaneuf, 2003.
"Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility ,"
Cahiers de recherche
0337, CIRPEE.
[Downloadable!] Normandin, Michel & Phaneuf, Louis, 2004.
"Monetary policy shocks:: Testing identification conditions under time-varying conditional volatility ,"
Journal of Monetary Economics ,
Elsevier, vol. 51(6), pages 1217-1243, September.
[Downloadable!] (restricted) Hwee Kwan Chow, 2004.
"A VAR Analysis of Singapore’s Monetary Transmission Mechanism ,"
Working Papers
19-2004, Singapore Management University, School of Economics.
[Downloadable!]
Douch, Mohamed, 2005.
"The macroeconomic effects of monetary policy and financial crisis ,"
MPRA Paper
1120, University Library of Munich, Germany.
[Downloadable!]
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) 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: Kosuke Aoki & James Proudman & Gertjan Vlieghe, 2002.
"Houses as collateral: has the link between house prices and consumption in the U.K. changed? ,"
Economic Policy Review ,
Federal Reserve Bank of New York, issue May, pages 163-177.
[Downloadable!]
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) Martin Eichenbaum & Lawrence J. Christiano, 1992.
"Liquidity Effects, Monetary Policy, and the Business Cycle ,"
NBER Working Papers
4129, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Lawrence J. Christiano & Martin Eichenbaum, 1992.
"Liquidity effects, monetary policy, and the business cycle ,"
Discussion Paper / Institute for Empirical Macroeconomics
70, Federal Reserve Bank of Minneapolis.
[Downloadable!] Lawrence J. Christiano & Martin Eichenbaum, 1992.
"Liquidity effects, monetary policy and the business cycle ,"
Working Paper Series, Macroeconomic Issues
92-15, Federal Reserve Bank of Chicago.
Christiano, Lawrence J & Eichenbaum, Martin, 1995.
"Liquidity Effects, Monetary Policy, and the Business Cycle ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 27(4), pages 1113-36, November.
[Downloadable!] (restricted) Carlo A. Favero, 2007.
"The Econometrics of Monetary Policy: an Overview ,"
Working Papers
329, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Bennett T. McCallum & Edward Nelson, 2000.
"An Optimizing IS-LM Specification for Monetary Policy and Business Cycle Analysis ,"
NBER Working Papers
5875, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Bennett T. McCallum & Edward Nelson, .
"An Optimizing IS-LM Specification for Monetary Policy and Business Cycle Analysis ,"
GSIA Working Papers
1997-71, Carnegie Mellon University, Tepper School of Business.
McCallum, Bennett T & Nelson, Edward, 1999.
"An Optimizing IS-LM Specification for Monetary Policy and Business Cycle Analysis ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 31(3), pages 296-316, August.
James H. Stock & Mark W. Watson, 1999.
"Forecasting Inflation ,"
NBER Working Papers
7023, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Hans-Martin Krolzig, 2003.
"General-to-Specific Model Selection Procedures for Structural Vector Autoregressions ,"
Economics Papers
2003-W15, Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
Other versions: Jean Boivin & Marc P. Giannoni & Ilian Mihov, 2007.
"Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data ,"
CFS Working Paper Series
2007/14, Center for Financial Studies.
[Downloadable!]
V. Vance Roley & Gordon H. Sellon, Jr., 1998.
"Market reaction to monetary policy nonannouncements ,"
Research Working Paper
98-06, Federal Reserve Bank of Kansas City.
[Downloadable!]
Efrem Castelnuovo & Paolo Surico, 2005.
"The Price Puzzle: Fact or Artefact? ,"
Macroeconomics
0505015, EconWPA, revised 15 Jun 2005.
[Downloadable!]
Other versions: Anna Florio, 2005.
"Asymmetric monetary policy: empirical evidence for Italy ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(7), pages 751-764, April.
[Downloadable!] (restricted)
Ben S. Bernanke & Mark Gertler, 1995.
"Inside the Black Box: The Credit Channel of Monetary Policy Transmission ,"
NBER Working Papers
5146, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Bernanke, Ben & Gertler, Mark, 1995.
"Inside the Black Box: The Credit Channel of Monetary Policy Transmission ,"
Working Papers
95-15, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!] Bernanke, Ben S & Gertler, Mark, 1995.
"Inside the Black Box: The Credit Channel of Monetary Policy Transmission ,"
Journal of Economic Perspectives ,
American Economic Association, vol. 9(4), pages 27-48, Fall.
[Downloadable!] (restricted) 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: Marcelo Savino Portugal & Angelo Marsiglia Fasolo, 2004.
"Imperfect Rationality and Inflationary Inertia: A New Estimation of the Phillips Curve for Brazil ,"
Econometric Society 2004 Latin American Meetings
5, Econometric Society.
[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: Eugenio Gaiotti & Alessandro Secchi, 2004.
"Is there a cost channel of monetary policy transmission? An investigation into the pricing behavior of 2,000 firms ,"
Macroeconomics
0412010, EconWPA.
[Downloadable!]
Other versions: Martin Eichenbaum & Charles L. Evans, 1993.
"Some Empirical Evidence on the Effects of Monetary Policy Shocks on Exchange Rates ,"
NBER Working Papers
4271, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: 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!]
Carrillo, Julio & Fève, Patrick & Matheron, Julien, 2007.
"Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis ,"
IDEI Working Papers
431, Institut d'Économie Industrielle (IDEI), Toulouse.
[Downloadable!]
Other versions: Edith Skriner, .
"Forecasting Global Flows ,"
FIW Working Paper series
009, FIW.
[Downloadable!]
Tamborini, Roberto, 2008.
"The "Credit-Cost Channel" of Monetary Policy. A Theoretical Assessment ,"
Economics Discussion Papers
2008-33, Kiel Institute for the World Economy.
[Downloadable!]
Other versions: 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)
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!]
Tao Wu, 2001.
"Macro factors and the affine term structure of interest rates ,"
Working Papers in Applied Economic Theory
2002-06, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Jorda, Oscar, 2003.
"Model-Free Impulse Responses ,"
Working Papers
03-8, University of California at Davis, Department of Economics.
[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!]
Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2007.
"On the Statistical Identification of DSGE Models ,"
Working Papers
324, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions:
Consolo, Agostino & Favero, Carlo A & Paccagnini, Alessia, 2009.
"On the Statistical Identification of DSGE Models ,"
CEPR Discussion Papers
7176, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia, 2009.
"On the statistical identification of DSGE models ,"
Journal of Econometrics ,
Elsevier, vol. 150(1), pages 99-115, May.
[Downloadable!] (restricted) Dong Fu & Lori L. Taylor & Mine K. Yücel, 2003.
"Fiscal policy and growth ,"
Working Papers
03-01, Federal Reserve Bank of Dallas.
[Downloadable!]
Ben Fung & Rohit Gupta, .
"Searching for the Liquidity Effect in Canada ,"
Working Papers
94-12, Bank of Canada.
[Downloadable!]
Kasumovick, M., 1996.
"Interpreting Money-Spply and Interest-Rate Sgocks as Monetary-Policy Shocks ,"
Working Papers
96-8, Bank of Canada.
[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: Andreas Schabert, .
"On the Equivalence of Money Growth and Interest Rate Policy ,"
Working Papers
2003_6, Department of Economics, University of Glasgow, revised Apr 2003.
[Downloadable!]
Österholm, Pär, 2003.
"Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions ,"
Working Paper Series
2003:21, Uppsala University, Department of Economics.
[Downloadable!]
M Sensier & D R Osborn & N Öcal, 2002.
"Asymmetric Interest Rate Effects for the UK Real Economy ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
10, Economics, The Univeristy of Manchester.
[Downloadable!]
Other versions:
Sensier, Marianne & Osborn, Denise R & Ocal, Nadir, 2002.
" Asymmetric Interest Rate Effects for the UK Real Economy ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 64(4), pages 315-39, September.
[Downloadable!] (restricted) Muellbauer, John & Nunziata, Luca, 2001.
"Credit, the Stock Market and Oil: Forecasting US GDP ,"
CEPR Discussion Papers
2906, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Alain N. Kabundi & Francisco Nadal-De Simone, 2007.
"France in the Global Economy: A Structural Approximate Dynamic Factor Model Analysis ,"
IMF Working Papers
07/129, International Monetary Fund.
[Downloadable!]
Ana Carolina Saizar & Nigel Andrew Chalk, 2008.
"Is Monetary Policy Effective When Credit is Low? ,"
IMF Working Papers
08/288, International Monetary Fund.
[Downloadable!]
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!]
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!]
Giovanni Di Bartolomeo & Lorenza Rossi & Massimiliano Tancioni, 2006.
"Monetary Policy under Rule-of-Thumb Consumers and External Habits: An International Empirical Comparison ,"
Working Papers
97, Sapienza University of Rome, Department of Public Economics.
[Downloadable!]
Other versions: Marc P. Giannoni & Jean Boivin, 2005.
"DSGE Models in a Data-Rich Environment ,"
Computing in Economics and Finance 2005
431, Society for Computational Economics.
[Downloadable!]
Other versions:
Jean Boivin & Marc Giannoni, 2006.
"DSGE Models in a Data-Rich Environment ,"
NBER Technical Working Papers
0332, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Boivin, J. & Giannoni, M., 2007.
"DSGE Models in a Data-Rich Environment ,"
Documents de Travail
162, Banque de France.
[Downloadable!] Jean Boivin & Marc Giannoni, 2006.
"DSGE Models in a Data-Rich Environment ,"
NBER Working Papers
12772, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Holger Floerkemeier & Era Dabla-Norris, 2006.
"Transmission Mechanisms of Monetary Policy in Armenia: Evidence from VAR Analysis ,"
IMF Working Papers
06/248, International Monetary Fund.
[Downloadable!]
Ibrahim Chowdhury & Mathias Hoffmann & Andreas Schabert, .
"Inflation Dynamics and the Cost Channel of Monetary Transmission ,"
Working Papers
2003_19, Department of Economics, University of Glasgow, revised Oct 2003.
[Downloadable!]
Other versions:
Ibrahim Chowdhury & Mathias Hoffmann & Andreas Schabert, 2004.
"Inflation Dynamics and the Cost Channel of Monetary Transmission ,"
Money Macro and Finance (MMF) Research Group Conference 2004
18, Money Macro and Finance Research Group.
[Downloadable!] Ibrahim Chowdhury & Mathias Hoffmann & Andreas Schabert, 2004.
"Inflation Dynamics And The Cost Channel Of Monetary Transmission ,"
Royal Economic Society Annual Conference 2004
80, Royal Economic Society.
[Downloadable!] Chowdhury, Ibrahim & Hoffmann, Mathias & Schabert, Andreas, 2006.
"Inflation dynamics and the cost channel of monetary transmission ,"
European Economic Review ,
Elsevier, vol. 50(4), pages 995-1016, May.
[Downloadable!] (restricted) Jan Gottschalk, 2002.
"Keynesian and Monetarist Views on the German Unemployment Problem Theory and Evidence ,"
Kiel Working Papers
1096, Kiel Institute for the World Economy.
[Downloadable!]
Francesco Belviso & Fabio Milani, 2006.
"Structural Factor-Augmented VARs (SFAVARs) and the Effects of Monetary Policy ,"
The B.E. Journal of Macroeconomics ,
Berkeley Electronic Press, vol. 0(3).
[Downloadable!]
Other versions: 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: M. Marzo, 2001.
"Evaluating Monetary Policy Regimes: the Role of Nominal Rigidities ,"
Working Papers
411, Dipartimento Scienze Economiche, Universita' di Bologna.
[Downloadable!]
Benjamin J. C. Kim & Noor A. Ghazali, 1998.
"The Liquidity Effect Of Money Shocks On Short-Term Interest Rates: Some International Evidence ,"
International Economic Journal ,
Korean International Economic Association, vol. 12(4), pages 49-63, December.
[Downloadable!] (restricted)
Christian Melzer & Thorsten Neumann, 2005.
"Changing Effects of Monetary Policy in the U.S. –Evidence from a Time-Varying Coefficient VAR ,"
Computing in Economics and Finance 2005
144, Society for Computational Economics.
[Downloadable!]
Willem Thorbecke, 1998.
"On Stock Market Returns and Monetary Policy ,"
Macroeconomics
9812009, EconWPA.
[Downloadable!]
Other versions: Wang, Peng-fei & Wen, Yi, 2004.
"Another Look at Sticky Prices and Output Persistence ,"
Working Papers
04-19, Cornell University, Center for Analytic Economics.
[Downloadable!]
Other versions:
Peng-fei Wang & Yi Wen, 2005.
"Another look at sticky prices and output persistence ,"
Working Papers
2005-051, Federal Reserve Bank of St. Louis.
[Downloadable!] Wang, Peng-fei & Wen, Yi, 2006.
"Another look at sticky prices and output persistence ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 30(12), pages 2533-2552, December.
[Downloadable!] (restricted) Roberto Tamborini, 2008.
"The macroeconomics of imperfect capital markets. Whither saving-investment imbalances? ,"
Department of Economics Working Papers
0815, Department of Economics, University of Trento, Italia.
[Downloadable!]
Fabio C. Bagliano & Carlo A. Favero, .
"Information from financial markets and VAR measures of monetary policy ,"
Working Papers
135, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions: 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!]
Gianluca Lagana, 2004.
"Measuring monetary policy in the UK: a factor augmented vector autoregressive approach ,"
Money Macro and Finance (MMF) Research Group Conference 2004
64, Money Macro and Finance Research Group.
[Downloadable!]
Eric Parrado, 2004.
"Singapore's Unique Monetary Policy: How Does it Work? ,"
IMF Working Papers
04/10, International Monetary Fund.
[Downloadable!]
Hakan Berument & Onur Ince, 2005.
"Effect of S&P500’s Return on Emerging Markets : Turkish Experience ,"
Departmental Working Papers
0508, Bilkent University, Department of Economics.
[Downloadable!]
Other versions: 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)
Leon Berkelmans, 2005.
"Credit and Monetary Policy: An Australian SVAR ,"
RBA Research Discussion Papers
rdp2005-06, Reserve Bank of Australia.
[Downloadable!]
Ricardo Llaudes, 2007.
"Monetary policy shocks in a two-sector open economy - an empirical study ,"
Working Paper Series
799, European Central Bank.
[Downloadable!]
Mete Feridun, 2006.
"An Investigation Of The German Dominance Hypothesis In The Context Of Eastern Enlargement Of The Eu ,"
Prague Economic Papers ,
University of Economics, Prague, vol. 2006(2), pages 172-182.
[Downloadable!] (restricted)
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!]
Òscar Jordà, 2005.
"Estimation and Inference of Impulse Responses by Local Projections ,"
American Economic Review ,
American Economic Association, vol. 95(1), pages 161-182, March.
[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: Marco Gallegati, 2001.
"Financial constraints and the balance sheet channel: a re-interpretation ,"
Heterogeneity and monetary policy
0112, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
[Downloadable!]
Other versions:
Marco GALLEGATI, 2002.
"Financial Constraints and the Balance Sheet Channel: a Re-Interpretation ,"
Working Papers
161, Universita' Politecnica delle Marche (I), Dipartimento di Economia.
Marco Gallegati, 2005.
"Financial constraints and the balance sheet channel: a re-interpretation ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(16), pages 1925-1933, September.
[Downloadable!] (restricted) Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe, 2009.
"Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy ,"
IMES Discussion Paper Series
09-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
[Downloadable!]
Christopher A. Sims, 1992.
"A Nine Variable Probabilistic Macroeconomic Forecasting Model ,"
Cowles Foundation Discussion Papers
1034, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Dungey, Mardi & Fry, Renee, 2000.
"A Multi-Country Structural VAR Model ,"
Departmental Working Papers
2001-04, Australian National University, Economics RSPAS.
[Downloadable!]
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)
Jonas Dovern & Carsten-Patrick Meier & Johannes Vilsmeier, 2008.
"How Resilient is the German Banking System to Macroeconomic Shocks? ,"
Kiel Working Papers
1419, Kiel Institute for the World Economy.
[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!]
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!]
Cysne, Rubens Penha, 2004.
"Is There a Price Puzzle in Brazil? An Application of Bias-Corrected Bootstrap ,"
Economics Working Papers (Ensaios Economicos da EPGE)
577, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
Guillermo A. Calvo & Enrique G. Mendoza, 1996.
"Mexico's balance-of-payments crisis: a chronicle of death foretold ,"
International Finance Discussion Papers
545, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Stephen G. Cecchetti & Alfonso Flores-Lagunes & Stefan Krause, 2004.
"Has Monetary Policy Become More Efficient? A Cross Country Analysis ,"
NBER Working Papers
10973, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: 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: Mardi Dungey & Denise R Osborn, 2009.
"Modelling International Linkages for Large Open Economies: US and Euro Area ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
121, Economics, The Univeristy of Manchester.
[Downloadable!]
Other versions: John Bluedorn & Christopher Bowdler, 2006.
"The Open Economy Consequences of U.S. Monetary Policy ,"
Economics Papers
2006-W04, Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
Other versions: Jérôme Héricourt, 2005.
"Monetary policy transmission in the CEECs : revisited results using alternative econometrics ,"
Cahiers de la Maison des Sciences Economiques
bla05020, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
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!]
Fabrizio Spargoli, 2005.
"Monetary Policy Transmission Mechanisms within the European Monetary Union ,"
Rivista di Politica Economica ,
SIPI Spa, vol. 95(6), pages 31-68, November-.
[Downloadable!]
Ramon Moreno & Sun Bae Kim, 1993.
"Money, interest rates and economic activity: stylized facts for Japan ,"
Economic Review ,
Federal Reserve Bank of San Francisco, pages 12-24.
[Downloadable!]
Skriner, Edith, 2007.
"Forecasting Global Flows ,"
Economics Series
214, Institute for Advanced Studies.
[Downloadable!]
Al-Sharkas, A.A. & Lozi, B.M., 2009.
"Effects of Measurement on Inferences: An Application to Money Demand and Related Variables in the United States ,"
Applied Econometrics and International Development ,
Euro-American Association of Economic Development, vol. 9(1).
[Downloadable!] (restricted)
Ramón María-Dolores, 2001.
"Asimetrías en los efectos de la política monetaria en España (1977-1996) ,"
Investigaciones Economicas ,
Fundación SEPI, vol. 25(2), pages 391-415, May.
[Downloadable!]
W. Douglas McMillin & William D. Lastrapes, .
"Cross-Country Variation in the Liquidity Effect ,"
Departmental Working Papers
2001-04, Department of Economics, Louisiana State University.
[Downloadable!]
Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller, 2009.
"Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model ,"
Working papers
2009-19, University of Connecticut, Department of Economics.
[Downloadable!]
Other versions: Jerome Creel & Sandrine Levasseur, 2005.
"Monetary policy transmission mechanisms in the CEECs: How important are the differences with the euro area? ,"
Documents de Travail de l'OFCE
2005-02, Observatoire Francais des Conjonctures Economiques (OFCE).
[Downloadable!]
Other versions: Nathan S. Balke & Mark A. Wynne, 2003.
"The relative price effects of monetary shocks ,"
Working Papers
03-06, Federal Reserve Bank of Dallas.
[Downloadable!]
Other versions: Zsolt Darvas, 2009.
"Monetary Transmission in three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions ,"
Working Papers
0903, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest.
[Downloadable!]
Other versions: Gulbin Sahinbeyoglu, 2001.
"Monetary Transmission Mechanism : A View From A High Inflationary Environment ,"
Discussion Papers
0101, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!]
Jinill Kim, 1998.
"Monetary policy in a stochastic equilibrium model with real and nominal rigidities ,"
Finance and Economics Discussion Series
1998-02, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Ronald H. Lange, 2005.
"Determinants of the long-term yield in Canada: an open economy VAR approach ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(6), pages 681-693, April.
[Downloadable!] (restricted)
Ben Fung & Rohit Gupta, 1995.
"Searching for the Liquidity Effect in Canada ,"
Macroeconomics
9502004, EconWPA.
[Downloadable!]
O. David Gulley & Jahangir Sultan, 2003.
"The link between monetary policy and stock and bond markets: evidence from the federal funds futures contract ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 13(3), pages 199-209, January.
[Downloadable!] (restricted)
Demary, Markus, 2009.
"The Link between Output, Inflation, Monetary Policy and Housing Price Dynamics ,"
MPRA Paper
15978, University Library of Munich, Germany.
[Downloadable!]
Pau Rabanal, 2003.
"The Cost Channel of Monetary Policy: Further Evidence for the United States and the Euro Area ,"
IMF Working Papers
03/149, International Monetary Fund.
[Downloadable!]
Redward, Peter & Saarenheimo, Tuomas, 1996.
"From Policy Rate to Market Rates: An Empirical Analysis of Finnish Monetary Transmission ,"
Research Discussion Papers
22/1996, Bank of Finland.
[Downloadable!]
Benjamin M. Friedman & Kenneth N. Kuttner, 1994.
"Indicator Properties of the Paper-Bill Spread: Lessons from Recent Experiences ,"
NBER Working Papers
4969, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Benjamin M. Friedman & Kenneth N. Kuttner, 1994.
"Indicator properties of the paper-bill spread: lessons from recent experience ,"
Working Paper Series, Macroeconomic Issues
94-24, Federal Reserve Bank of Chicago.
Benjamin M. Friedman & Kenneth N. Kuttner, 1998.
"Indicator Properties Of The Paper-Bill Spread: Lessons From Recent Experience ,"
The Review of Economics and Statistics ,
MIT Press, vol. 80(1), pages 34-44, February.
[Downloadable!] (restricted) Kraay, Aart, 2000.
"Do high interest rates defend currencies during speculative attacks ? ,"
Policy Research Working Paper Series
2267, The World Bank.
[Downloadable!]
Other versions: M S Mohanty & Philip Turner, 2008.
"Monetary policy transmission in emerging market economies: what is new? ,"
BIS Papers chapters ,
in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 1-59
Bank for International Settlements.
[Downloadable!]
Carlos García & Patricio Jaramillo & Jorge Selaive, 2006.
"Stylized Facts of International Business Cycle Relevant for the Chilean Economy ,"
Working Papers Central Bank of Chile
392, Central Bank of Chile.
[Downloadable!]
Nathan S. Balke & Kenneth M. Emery, 1994.
"The federal funds rate as an indicator of monetary policy: evidence from the 1980s ,"
Economic and Financial Policy Review ,
Federal Reserve Bank of Dallas, issue Q I, pages 1-15.
[Downloadable!]
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) Rangan Gupta & Alain Kabundi, 2009.
"The Effect Of Monetary Policy On House Price Inflation: A Factor Augmented Vector Autoregression (Favar) Approach ,"
Working Papers
200903, University of Pretoria, Department of Economics.
Chauvet, Marcelle & Tierney, Heather L. R., 2007.
"Real Time Changes in Monetary Policy ,"
MPRA Paper
16199, University Library of Munich, Germany, revised Apr 2009.
[Downloadable!]
Ghosh, Saibal, 2009.
"Industry Effects of Monetary Policy: Evidence from India ,"
MPRA Paper
17307, University Library of Munich, Germany.
[Downloadable!]
Other versions: W. Jos Jansen, 2003.
"Inside the Impossible Triangle: Monetary Policy Autonomy in a Credible Target Zone ,"
Macroeconomics
0312009, EconWPA.
[Downloadable!]
Other versions:
W. Jos Jansen, 2003.
"Inside the Impossible Triangle:Monetary Policy Autonomy in a Credible Target Zone ,"
MEB Series (discontinued)
2003-13, Netherlands Central Bank, Monetary and Economic Policy Department.
[Downloadable!] W. Jos Jansen, 2008.
"Inside The Impossible Triangle: Monetary Policy Autonomy In A Credible Target Zone ,"
Contemporary Economic Policy ,
Western Economic Association International, vol. 26(2), pages 216-228, 04.
[Downloadable!] (restricted) 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!]
Andrew Ang & Sen Dong & Monika Piazzesi, 2005.
"No-arbitrage Taylor rules ,"
Proceedings ,
Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Victor Zarnowitz, 2001.
"The Old and the New in the U.S. Economic Expansion ,"
Economics Program Working Papers
01-01, The Conference Board, Economics Program.
[Downloadable!]
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)
Benoît Mojon, 2005.
"When did unsystematic monetary policy have an effect on inflation? ,"
Working Paper Series
559, European Central Bank.
[Downloadable!]
Other versions: 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: Nathan S. Balke & Kenneth M. Emery, 1994.
"Understanding the price puzzle ,"
Economic and Financial Policy Review ,
Federal Reserve Bank of Dallas, issue Q IV, pages 15-26.
[Downloadable!]
Lawrence J. Christiano & Martin Eichenbaum & Charles Evans, 1994.
"The Effects of Monetary Policy Shocks: Some Evidence from the Flow of Funds ,"
NBER Working Papers
4699, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Troy Davig & Eric M. Leeper & Hess Chung, 2005.
"Monetary and fiscal policy switching ,"
Research Working Paper
RWP 05-12, Federal Reserve Bank of Kansas City.
[Downloadable!]
Other versions:
Troy Davig & Eric M. Leeper & Hess Chung, 2004.
"Monetary and Fiscal Policy Switching ,"
NBER Working Papers
10362, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Hess Chung & Troy Davig & Eric Leeper, 2004.
"Monetary and Fiscal Policy Switching ,"
Computing in Economics and Finance 2004
325, Society for Computational Economics.
[Downloadable!] Hess Chung & Troy Davig & Eric Leeper, 2004.
"Monetary and Fiscal Policy Switching ,"
Econometric Society 2004 North American Summer Meetings
274, Econometric Society.
[Downloadable!] Hess Chung & Troy Davig & Eric M. Leeper, 2007.
"Monetary and Fiscal Policy Switching ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 39(4), pages 809-842, 06.
[Downloadable!] (restricted) John H. Cochrane, 1995.
"What do the VARs Mean?: Measuring the Output Effects of Monetary Policy ,"
NBER Working Papers
5154, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Bierens, H.J., 1996.
"Nonparametric nonlinear cotrending analysis, with an application to interest and inflation in the U.S ,"
Discussion Paper
62, Tilburg University, Center for Economic Research.
[Downloadable!]
Fabrice COLLARD & Guy ERTZ, 2000.
"Stochastic Nominal Wage Contracts in a Cash-in-Advance model ,"
Discussion Papers (REL - Recherches Economiques de Louvain)
2000032, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
[Downloadable!]
Other versions: Jesper Lindé & Marianne Nessén & Ulf Söderström, 2004.
"Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through ,"
Working Papers
263, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions:
Lindé, Jesper & Nessén, Marianne & Söderström, Ulf, 2004.
"Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through ,"
Working Paper Series
167, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!] Lindé, Jesper & Nessen, Marianne & Söderström, Ulf, 2004.
"Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through ,"
CEPR Discussion Papers
4531, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Jesper Lindé & Marianne Nessén & Ulf Söderström, 2009.
"Monetary policy in an estimated open-economy model with imperfect pass-through ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 14(4), pages 301-333.
[Downloadable!] Carlos José García, 2001.
"Políticas de Estabilización en Chile Durante los Noventa ,"
Working Papers Central Bank of Chile
132, Central Bank of Chile.
[Downloadable!]
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!]
Forni, Mario & Gambetti, Luca, 2008.
"The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach ,"
CEPR Discussion Papers
7098, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Fabio ALESSANDRINI, 2003.
"Some Additional Evidence from the Credit Channel on the Response to Monetary Shocks: Looking for Asymmetries ,"
Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)
03.04, Université de Lausanne, Faculté des HEC, DEEP.
[Downloadable!]
Renee Fry, 2002.
"International SVAR Factor Modelling ,"
School of Economics and Finance Discussion Papers and Working Papers Series
109, School of Economics and Finance, Queensland University of Technology.
[Downloadable!]
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: Neville Francis & Michael T. Owyang & Tatevik Sekhposyan, 2009.
"The local effects of monetary policy ,"
Working Papers
2009-048, Federal Reserve Bank of St. Louis.
[Downloadable!]
Céline Gimet, 2007.
"L'impact des chocs externes dans les économies du Mercosur: un modèle VAR Structurel ,"
Post-Print
halshs-00356105_v1, HAL.
[Downloadable!]
Ravn, Morten O. & Schmitt-Grohé, Stephanie & Uribe, Martín & Uusküla, Lenno, 2009.
"Deep Habits and the Dynamic Effects of Monetary Policy Shocks ,"
CEPR Discussion Papers
7128, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: 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!]
Boivin, Jean & Giannoni, Marc, 2006.
"Has Monetary Policy Become More Effective? ,"
CEPR Discussion Papers
5463, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Jean Boivin & Marc P. Giannoni, 2003.
"Has Monetary Policy Become More Effective? ,"
NBER Working Papers
9459, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Jean Boivin & Marc P Giannoni, 2006.
"Has Monetary Policy Become More Effective? ,"
The Review of Economics and Statistics ,
MIT Press, vol. 88(3), pages 445-462, October.
[Downloadable!] (restricted) Hilde C. Bjørnland, 1998.
"Economic Fluctuations in a Small Open Economy – Real versus Nominal Shocks ,"
Discussion Papers
215, Research Department of Statistics Norway.
[Downloadable!]
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!]
Vladimir Klyuev, 2008.
"Real Implications of Financial Linkages Between Canada and the United States ,"
IMF Working Papers
08/23, International Monetary Fund.
[Downloadable!]
Peter N. Ireland, 1999.
"Interest Rates, Inflation, and Federal Reserve Policy Since 1980 ,"
Boston College Working Papers in Economics
419, Boston College Department of Economics.
[Downloadable!]
Other versions:
Ireland, Peter N, 2000.
"Interest Rates, Inflation, and Federal Reserve Policy since 1980 ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 32(3), pages 417-34, August.
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!]
Stephen P Millard & Simon J Wells, .
"The role of asset prices in transmitting monetary and other shocks ,"
Bank of England working papers
188, Bank of England.
[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!]
J.J.J. Groen, 2001.
"Corporate Credit, Stock Price Inflation and Economic Fluctuations ,"
WO Research Memoranda (discontinued)
651, Netherlands Central Bank, Research Department.
[Downloadable!]
Other versions: Tor Einarsson & Milton H. Marquis, 2002.
"Banks, bonds, and the liquidity effect ,"
Economic Review ,
Federal Reserve Bank of San Francisco, pages 35-50.
[Downloadable!]
John E. Floyd, 1998.
"Monetary Policy and the Real Exchange Rate: Some Evidence ,"
Working Papers
floyd-98-02, University of Toronto, Department of Economics.
[Downloadable!]
F. Barran, V. Coudert, B. Mojon, 1997.
"Interest rates, banking spreads and credit supply: the real effects ,"
European Journal of Finance ,
Taylor and Francis Journals, vol. 3(2), pages 107-136, June.
[Downloadable!] (restricted)
Other versions: Benjamin M. Friedman, 1997.
"Does Monetary Policy Affect Real Economic Activity?: Why Do We Still Ask This Question? ,"
NBER Working Papers
5212, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Lawrence J. Christiano & Martin Eichenbaum, 1992.
"Liquidity effects and the monetary transmission mechanism ,"
Staff Report
150, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Other versions:
Lawrence J. Christiano & Martin Eichenbaum, 1992.
"Liquidity Effects and the Monetary Transmission Mechanism ,"
NBER Working Papers
3974, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Christiano, Lawrence J & Eichenbaum, Martin, 1992.
"Liquidity Effects and the Monetary Transmission Mechanism ,"
American Economic Review ,
American Economic Association, vol. 82(2), pages 346-53, May.
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!]
Fabio Canova & Luca Gambetti, 2004.
"On the Time Variations of US Monetary Policy: Who is right? ,"
Money Macro and Finance (MMF) Research Group Conference 2004
96, Money Macro and Finance Research Group.
[Downloadable!]
Takeshi Kimura & Hiroshi Kobayashi & Jun Muranaga & Hiroshi Ugai, 2003.
"The effect of the increase in the monetary base of Japan's economy at zero interest rates: an empirical analysis ,"
BIS Papers chapters ,
in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 276-312
Bank for International Settlements.
[Downloadable!]
Edda Claus & Mardi Dungey & Renee Fry, 2006.
"Monetary Policy In Illiquid Markets: Options For A Small Open Economy ,"
CAMA Working Papers
2006-17, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
Other versions: Troy Davig & Eric M. Leeper, 2005.
"Fluctuating Macro Policies and the Fiscal Theory ,"
NBER Working Papers
11212, National Bureau of Economic Research, Inc.
[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: Richard K. Lyons, 2002.
"Foreign exchange: macro puzzles, micro tools ,"
Economic Review ,
Federal Reserve Bank of San Francisco, pages 51-69.
[Downloadable!]
Other versions: Louis, Rosmy & Osman, Mohammad & Balli, FAruk, 2007.
"On The Road to Monetary Union – Do Arab Gulf Cooperation Council Economies React in the same way to United States' Monetary Policy Shocks? ,"
MPRA Paper
11610, University Library of Munich, Germany, revised Nov 2008.
[Downloadable!]
Hwee Kwan Chow & Keen Meng Choy, 2009.
"Monetary Policy and Asset Prices in a Small Open Economy: A Factor-Augmented VAR Analysis for Singapore ,"
Working Papers
11-2009, Singapore Management University, School of Economics.
[Downloadable!]
Rangan Gupta & Marius Jurgilas & Alain Kabundi, 2009.
"The Effect Of Monetary Policy On Real House Price Growth In South Africa: A Factor Augmented Vector Autoregression (Favar) Approach ,"
Working Papers
200905, University of Pretoria, Department of Economics.
Other versions:
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