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Citations for "Role of interest rate policy in the generation and propagation of business cycles: what has changed since the '30s?"

by Christopher A. Sims

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  1. Oleg Korenok & Stanislav Radchenko, 2006. "The role of permanent and transitory components in business cycle volatility moderation," Empirical Economics, Springer, Springer, vol. 31(1), pages 217-241, March.
  2. Eric M. Leeper & Tao Zha, 2002. "Modest policy interventions," Working Paper, Federal Reserve Bank of Atlanta 2002-19, Federal Reserve Bank of Atlanta.
  3. Lawrence J. Christiano & Roberto Motto & Massimo Rostagno, 2004. "The Great Depression and the Friedman-Schwartz hypothesis," Working Paper 0318, Federal Reserve Bank of Cleveland.
  4. Eric Leeper & Tao Zha, 2002. "Empirical analysis of policy interventions," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Mar.
  5. 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.
  6. Mackowiak, Bartosz, 2006. "What does the Bank of Japan do to East Asia?," Journal of International Economics, Elsevier, Elsevier, vol. 70(1), pages 253-270, September.
  7. Eric M. Leeper & Jennifer E. Roush, 2003. "Putting "M" back in monetary policy," Proceedings, Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, pages 1217-1264.
  8. Orphanides, Athanasios, 1999. "The Quest for Prosperity Without Inflation," Working Paper Series 93, Sveriges Riksbank (Central Bank of Sweden).
  9. Benati, Luca, 2010. "Are policy counterfactuals based on structural VAR's reliable?," Working Paper Series, European Central Bank 1188, European Central Bank.
  10. Massimo Giuliodori, 2004. "Monetary Policy Shocks and the Role of House Prices Across European Countries," DNB Working Papers, Netherlands Central Bank, Research Department 015, Netherlands Central Bank, Research Department.
  11. Massimo Giuliodori & Roel Beetsma, 2005. "What are the Trade Spill-Overs from Fiscal Shocks in Europe? An Empirical Analysis**," De Economist, Springer, Springer, vol. 153(2), pages 167-197, 06.
  12. John C. Robertson & Ellis W. Tallman, 1999. "Prior parameter uncertainty: Some implications for forecasting and policy analysis with VAR models," Working Paper, Federal Reserve Bank of Atlanta 99-13, Federal Reserve Bank of Atlanta.
  13. Hanson, Michael S., 2006. "Varying monetary policy regimes: A vector autoregressive investigation," Journal of Economics and Business, Elsevier, Elsevier, vol. 58(5-6), pages 407-427.
  14. Jennifer E. Roush, 2001. "Evidence uncovered: long-term interest rates, monetary policy, and the expectations theory," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 712, Board of Governors of the Federal Reserve System (U.S.).
  15. Lee, Kiseok & Ni, Shawn, 2002. "On the dynamic effects of oil price shocks: a study using industry level data," Journal of Monetary Economics, Elsevier, Elsevier, vol. 49(4), pages 823-852, May.
  16. Massimiliano Marzo, 2003. "Challenges for Monetary Policy and the Enlarged Euroland," Eastward Enlargement of the Euro-zone Working Papers wp17d, Free University Berlin, Jean Monnet Centre of Excellence, revised 01 May 2003.
  17. 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).
  18. Bhar, Ramaprasad & Hamori, Shigeyuki, 2008. "Information content of commodity futures prices for monetary policy," Economic Modelling, Elsevier, Elsevier, vol. 25(2), pages 274-283, March.
  19. 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, Federal Reserve Bank of Atlanta 2000-26, Federal Reserve Bank of Atlanta.