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Citations for "Identification and the effects of monetary policy shocks"

by Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans

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  1. Anton Muscatelli & Patrizio Tirelli & Carmine Trecroci, 2000. "Does Institutional Change Really Matter? Inflation Targets, Central Bank Reform and Interest Rate Policy in the OECD Countries," CESifo Working Paper Series 278, CESifo Group Munich.
  2. Andrew Ang & Monika Piazzesi, 2001. "A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables," NBER Working Papers 8363, National Bureau of Economic Research, Inc.
  3. Jean Boivin & Marc Giannoni, 2002. "Assessing changes in the monetary transmission mechanism: a VAR approach," Economic Policy Review, Federal Reserve Bank of New York, Federal Reserve Bank of New York, issue May, pages 97-111.
  4. Tinsley, P A, 2002. "Rational Error Correction," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 19(2), pages 197-225, April.
  5. Joe Ganley & Chris Salmon, 1997. "The Industrial Impact of Monetary Policy Shocks: Some Stylised Facts," Bank of England working papers 68, Bank of England.
  6. Oscar Jorda, 2003. "Model-Free Impulse Responses," Working Papers, University of California, Davis, Department of Economics 38, University of California, Davis, Department of Economics.
  7. Llaudes, Ricardo, 2007. "Monetary policy shocks in a two-sector open economy: an empirical study," Working Paper Series, European Central Bank 0799, European Central Bank.
  8. Valerie A. Ramey, 2001. "Measuring systematic monetary policy (commentary)," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 113-144.
  9. Brayton, Flint & Tinsley, P. A., 1996. "Effective interest rate policies for price stability," Economic Modelling, Elsevier, Elsevier, vol. 13(2), pages 289-314, April.
  10. Lucio Sarno & Daniel L. Thornton & Yi Wen, 2007. "What's Unique About the Federal Funds Rate? Evidence from a Spectral Perspective," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 293-319, 04.
  11. Ben S. Bernanke & Mark Gertler, 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.
  12. Kevin D. Hoover & Oscar Jorda, . "Measuring Systematic Monetary Policy," Department of Economics, California Davis - Department of Economics 00-05, California Davis - Department of Economics.
  13. Jeffrey C. Fuhrer, 1998. "An Optimising Model for Monetary Policy Analysis: Can Habit Formation Help?," RBA Research Discussion Papers, Reserve Bank of Australia rdp9812, Reserve Bank of Australia.
  14. Jeffrey C. Fuhrer, 2000. "Habit Formation in Consumption and Its Implications for Monetary-Policy Models," American Economic Review, American Economic Association, American Economic Association, vol. 90(3), pages 367-390, June.
  15. Tony Caporale & Barbara McKiernan, 1999. "Monetary policy shocks and interest rates: Further evidence on the liquidity effect," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 135(2), pages 306-316, June.
  16. Ben S. Bernanke & Ilian Mihov, 1995. "Measuring monetary policy," Working Papers in Applied Economic Theory 95-09, Federal Reserve Bank of San Francisco.
  17. Benjamin M. Friedman, 1995. "Does Monetary Policy Affect Real Economic Activity?: Why Do We Still Ask This Question?," NBER Working Papers 5212, National Bureau of Economic Research, Inc.
  18. massimo franchi, 2002. "A Non-Causal Identification Scheme for Vector Autoregressions," Computing in Economics and Finance 2002, Society for Computational Economics 290, Society for Computational Economics.
  19. Arturo Extrella & Jeffrey C. Fuhrer, 1998. "Dynamic inconsistencies: counterfactual implications of a class of rational expectations models," Working Papers, Federal Reserve Bank of Boston 98-5, Federal Reserve Bank of Boston.
  20. Charles L. Evans & Kenneth N. Kuttner, 1998. "Can VAR's describe monetary policy?," Working Paper Series, Federal Reserve Bank of Chicago WP-98-19, Federal Reserve Bank of Chicago.
  21. Keuk-Soo Kim & W. Douglas McMillin, 2003. "Estimating the effects of monetary policy shocks: does lag structure matter?," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 35(13), pages 1515-1526.
  22. Michael A. Kouparitsas, 2001. "Is the United States an optimum currency area? an empirical analysis of regional business cycles," Working Paper Series, Federal Reserve Bank of Chicago WP-01-22, Federal Reserve Bank of Chicago.
  23. Mohamed Douch, 2010. "The Macroeconomic Effects of Monetary Policy and Financial Crisis," Journal of Humanities and Social Sciences, Cankaya University, Economics and Administrative Sciences, vol. 1(7), pages 1-35, May.
  24. Oscar Jorda & Kevin Salyer, 2003. "The Response of Term Rates to Monetary Policy Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 941-962, October.
  25. Michael A. Kouparitsas, 1999. "Is the EMU a viable common currency area? a VAR analysis of regional business cycles," Economic Perspectives, Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago, issue Q IV, pages 2-20.
  26. Òscar Jordà, 2005. "Estimation and Inference of Impulse Responses by Local Projections," American Economic Review, American Economic Association, American Economic Association, vol. 95(1), pages 161-182, March.
  27. Tom Stark, 1998. "A Bayesian vector error corrections model of the U.S. economy," Working Papers 98-12, Federal Reserve Bank of Philadelphia.
  28. V. Anton Muscatelli & Patrizio Tirelli & Carmine Trecroci, 1998. "Institutional Change, Inflation Targeting and the Stability of Interest Rate Reaction Functions," Working Papers, University of Milano-Bicocca, Department of Economics 20, University of Milano-Bicocca, Department of Economics, revised Oct 1998.
  29. James S. Fackler & W. Douglas McMillin, 2002. "Evaluating Monetary Policy Options," Southern Economic Journal, Southern Economic Association, vol. 68(4), pages 794-810, April.
  30. Bernanke, Ben S. & Mihov, Ilian, 1997. "What does the Bundesbank target?," European Economic Review, Elsevier, Elsevier, vol. 41(6), pages 1025-1053, June.
  31. Kozicki, Sharon & Tinsley, P. A., 2001. "Term structure views of monetary policy under alternative models of agent expectations," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 25(1-2), pages 149-184, January.
  32. Nathan S. Balke & Kenneth M. Emery, 1994. "Understanding the price puzzle," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas, issue Q IV, pages 15-26.
  33. P. A. Tinsley & Reva Krieger, 1997. "Asymmetric adjustments of price and output," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 1997-31, Board of Governors of the Federal Reserve System (U.S.).
  34. Uhlig, Harald, 2005. "What are the effects of monetary policy on output? Results from an agnostic identification procedure," Journal of Monetary Economics, Elsevier, Elsevier, vol. 52(2), pages 381-419, March.
  35. Marvin J. Barth III & Valerie A. Ramey, 2002. "The Cost Channel of Monetary Transmission," NBER Chapters, in: NBER Macroeconomics Annual 2001, Volume 16, pages 199-256 National Bureau of Economic Research, Inc.
  36. Clarida, Richard H, 2001. "The Empirics of Monetary Policy Rules in Open Economies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 6(4), pages 315-23, October.
  37. Lawrence J. Christiano, 1996. "Identification and the liquidity effect: a case study," Economic Perspectives, Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago, issue May, pages 2-13.
  38. Michael S. Gibson, 1997. "The bank lending channel of monetary policy transmission: evidence from a model of bank behavior that incorporates long-term customer relationships," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 584, Board of Governors of the Federal Reserve System (U.S.).
  39. M.Yusuf Tashrifov, 2005. "Monetary Policy Model of Tajikstan: A Structural Vector Autoregression Approach," International and Development Economics Working Papers, International and Development Economics idec05-9, International and Development Economics.
  40. 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.
  41. Santiago García Verdú, 2010. "Equilibrium yield curves under regime switching," Working Papers 2010-08, Banco de México.
  42. Jesús Crespo-Cuaresma & Balázs Égert & Thomas Reininger, 2004. "Interest Rate Pass-Through in New EU Member States: The Case of the Czech Republic, Hungary and Poland," William Davidson Institute Working Papers Series 2004-671, William Davidson Institute at the University of Michigan.
  43. Allan D. Brunner, 1996. "Using measures of expectations to identify the effects of a monetary policy shock," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 537, Board of Governors of the Federal Reserve System (U.S.).