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Citations for "Does Anticipated Monetary Policy Matter? An Econometric Investigation"

by Frederic S. Mishkin

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  1. Frederic S. Mishkin, 2011. "Monetary Policy Strategy: Lessons from the Crisis," NBER Working Papers, National Bureau of Economic Research, Inc 16755, National Bureau of Economic Research, Inc.
  2. Jan Gottschalk, 2002. "Keynesian and Monetarist Views on the German Unemployment Problem � Theory and Evidence," Kiel Working Papers, Kiel Institute for the World Economy 1096, Kiel Institute for the World Economy.
  3. Frederic S. Mishkin, 1981. "Does Anticipated Aggregate Demand Policy Matter? Further Econometric results," NBER Working Papers, National Bureau of Economic Research, Inc 0789, National Bureau of Economic Research, Inc.
  4. Phil Bodman, . "Are the Effects of Monetary Policy Asymmetric in Australia?," MRG Discussion Paper Series, School of Economics, University of Queensland, Australia 0406, School of Economics, University of Queensland, Australia.
  5. Randall E. Parker & Phillip Rothman & Original: August 2000. This version: June 2003., . "An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre-World War I and Interwar Periods," Working Papers, East Carolina University, Department of Economics 0011, East Carolina University, Department of Economics.
  6. Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "Private information, stock markets, and exchange rates," BIS Working Papers, Bank for International Settlements 271, Bank for International Settlements.
  7. Antonio Aznar & Mª Teresa Aparicio & Francisco Javier Trivez, 1991. "Modelo LSW versus modelo NRH-GAP, aplicación de una nueva metodología de selección de modelos," Investigaciones Economicas, Fundación SEPI, Fundación SEPI, vol. 15(3), pages 575-599, September.
  8. Bennett T. McCallum, 1982. "Macroeconomics After a Decade of Rational Expectations: Some Critical Issues," NBER Working Papers, National Bureau of Economic Research, Inc 1050, National Bureau of Economic Research, Inc.
  9. Magda Kandil, 2006. "Asymmetric Effects Of Aggregate Demand Shocks Across U.S. Industries: Evidence And Implications," Eastern Economic Journal, Eastern Economic Association, Eastern Economic Association, vol. 32(2), pages 259-283, Spring.
  10. Darrat, Ali F. & Lopez, Franklin A., 1988. "Price instability and inflation : Some tests based on rational expectations models," Economics Letters, Elsevier, Elsevier, vol. 26(2), pages 111-119.
  11. Landon, Stuart & Smith, Constance, 1998. "Quality expectations, reputation, and price," MPRA Paper, University Library of Munich, Germany 9774, University Library of Munich, Germany.
  12. M. Hashem Pesaran, 1988. "Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models," UCLA Economics Working Papers, UCLA Department of Economics 493, UCLA Department of Economics.
  13. Jan Gottschalk & Florian Höppner, 2001. "Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy," Kiel Working Papers, Kiel Institute for the World Economy 1074, Kiel Institute for the World Economy.
  14. 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.
  15. David O. Cushman & Tao Zha, 1995. "Identifying monetary policy in a small open economy under flexible exchange rates," Working Paper, Federal Reserve Bank of Atlanta 95-7, Federal Reserve Bank of Atlanta.
  16. Frederic S. Mishkin, 2007. "Will monetary policy become more of a science?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2007-44, Board of Governors of the Federal Reserve System (U.S.).
  17. Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L., 2008. "The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value," Journal of Financial Economics, Elsevier, Elsevier, vol. 89(1), pages 158-174, July.
  18. Bennett T. McCallum, 1987. "Inflation: Theory and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc 2312, National Bureau of Economic Research, Inc.
  19. Khundrakpam, Jeevan Kumar, 2013. "Are there Asymmetric Effects of Monetary Policy in India?," MPRA Paper, University Library of Munich, Germany 53059, University Library of Munich, Germany.
  20. Zakir, Nadia & Malik, Wasim Shahid, 2013. "Are the effects of monetary policy on output asymmetric in Pakistan?," Economic Modelling, Elsevier, Elsevier, vol. 32(C), pages 1-9.
  21. Robert P. Flood & Robert J. Hodrick, 1983. "Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle," NBER Working Papers, National Bureau of Economic Research, Inc 1089, National Bureau of Economic Research, Inc.
  22. Bernanke, Ben S & Blinder, Alan S, 1992. "The Federal Funds Rate and the Channels of Monetary Transmission," American Economic Review, American Economic Association, American Economic Association, vol. 82(4), pages 901-21, September.
  23. Fabio Milani & John Treadwell, 2011. "The Effects of Monetary Policy "News" and "Surprises"," Working Papers, University of California-Irvine, Department of Economics 101109, University of California-Irvine, Department of Economics.
  24. John H. Makin, 1981. "Anticipated Money, Inflation Uncertainty, and Real Economic Activity," NBER Working Papers, National Bureau of Economic Research, Inc 0760, National Bureau of Economic Research, Inc.
  25. Glick, Reuven & Kretzmer, Peter & Wihlborg, Clas, 1995. "Real exchange rate effects of monetary disturbances under different degrees of exchange rate flexibility: An empirical analysis," Journal of International Economics, Elsevier, Elsevier, vol. 38(3-4), pages 249-273, May.
  26. Rudiger Dornbusch, 1982. "Equilibrium and Disequilibrium Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc 0983, National Bureau of Economic Research, Inc.
  27. Adrian Pagan, 1985. "Two Stage and Related Estimators and Their Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 741, Cowles Foundation for Research in Economics, Yale University.
  28. Craig S. Hakkio & Mark Rush & Timothy J. Schmidt, 1993. "The marginal income tax rate schedule from 1930 to 1990," Research Working Paper, Federal Reserve Bank of Kansas City 93-12, Federal Reserve Bank of Kansas City.
  29. G. S. Laumas, 1991. "Impact of Monetary and Fiscal Policies on Real Output," Eastern Economic Journal, Eastern Economic Association, Eastern Economic Association, vol. 17(2), pages 157-163, Apr-Jun.
  30. repec:fth:prinin:200 is not listed on IDEAS
  31. Nachane, D.M. & Dubey, Amlendu Kumar, 2011. "The vanishing role of money in the macro-economy: An empirical investigation for India," Economic Modelling, Elsevier, Elsevier, vol. 28(3), pages 859-869, May.
  32. Karras, Georgios, 1999. "Openness and the effects of monetary policy," Journal of International Money and Finance, Elsevier, Elsevier, vol. 18(1), pages 13-26, January.
  33. Shelley, Gary L. & Wallace, Frederick H., 1998. "Tests of the money-output relation using disaggregated data," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 38(4), pages 863-873.
  34. Zakaria Babutsidze, 2012. "Asymmetric (S,s) pricing: implications for monetary policy," Sciences Po publications, Sciences Po info:hdl:2441/53r60a8s3ku, Sciences Po.
  35. Henry Chappell & William Keech, 1985. "The political viability of rule-based monetary policy," Public Choice, Springer, Springer, vol. 46(2), pages 125-140, January.
  36. Magda Kandil, 2009. "Does Demand Volatility Lower Growth and Raise Inflation? Evidence from the Caribbean," Economia Mexicana NUEVA EPOCA, , , vol. 0(1), pages 45-69, January-J.
  37. Blinder, Alan S & Stiglitz, Joseph E, 1983. "Money, Credit Constraints, and Economic Activity," American Economic Review, American Economic Association, American Economic Association, vol. 73(2), pages 297-302, May.
  38. Kandil, Magda, 1998. "Supply-Side Asymmetry and the Non-Neutrality of Demand Fluctuations," Journal of Macroeconomics, Elsevier, Elsevier, vol. 20(4), pages 785-809, October.
  39. Zakaria Babutsidze, 2012. "Asymmetric (S,s) Pricing: Implications for Monetary Policy," Revue de l'OFCE, Presses de Sciences-Po, Presses de Sciences-Po, vol. 0(5), pages 177-204.
  40. Charles I. Plosser, 1989. "Money and business cycles: a real business cycle interpretation," Proceedings, Federal Reserve Bank of St. Louis, Federal Reserve Bank of St. Louis.
  41. Palm, F.C. & Nijman, Th., 1984. "Consistent estimation using proxy-variables in models with unobserved variables," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  42. Ambler, Steve & Guay, Alain & Phaneuf, Louis, 2012. "Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(1), pages 47-62.
  43. Adrian W. Throop, 1988. "An evaluation of alternative measures of expected inflation," Economic Review, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Sum, pages 27-43.
  44. Yuen Chi-Wa, 2002. "Openness And The Output-Inflation Tradeoff: Floating Vs. Fixed Exchange Rates," International Economic Journal, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(4), pages 1-26.
  45. Huchet, Marilyne, 2003. "Does single monetary policy have asymmetric real effects in EMU?," Journal of Policy Modeling, Elsevier, Elsevier, vol. 25(2), pages 151-178, February.
  46. Chakraborty, Lekha, 2012. "Determination of Interest Rate in India: Empirical Evidence on Fiscal Deficit-Interest Links and Financial Crowding Out," Working Papers, National Institute of Public Finance and Policy 12/110, National Institute of Public Finance and Policy.
  47. John B. Taylor, 1982. "The Role of Expectations in the Choice of Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc 1044, National Bureau of Economic Research, Inc.
  48. Thomas I. Palley, 2014. "Milton Friedmans economics and political economy: an old Keynesian critique," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute 134-2014, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  49. Tiff Macklem & Alain Paquet & Louis Phaneuf, 1996. "Asymmetric Effects of Monetary Policy: Evidence from the Yield Curve," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal 42, CREFE, Université du Québec à Montréal.
  50. Georgios Karras, 2001. "Openness to Trade and the Potency of Monetary Policy: How Strong is the Relationship?," Open Economies Review, Springer, Springer, vol. 12(1), pages 61-73, January.
  51. Kim, Jinbang & De Marchi, Neil & Morgan, Mary S., 1995. "Empirical model particularities and belief in the natural rate hypothesis," Journal of Econometrics, Elsevier, Elsevier, vol. 67(1), pages 81-102, May.
  52. Khundrakpam, Jeevan Kumar, 2013. "A Note on Differential Asymmetric Effects of Money Supply and Policy Rate Shocks in India," MPRA Paper, University Library of Munich, Germany 53058, University Library of Munich, Germany.
  53. Kandil, Magda & Woods, Jeffrey G., 2002. "Convergence of the gender gap over the business cycle: a sectoral investigation," Journal of Economics and Business, Elsevier, Elsevier, vol. 54(3), pages 271-292.
  54. Karras, Georgios & Stokes, Houston H., 1999. "Why are the effects of money-supply shocks asymmetric? Evidence from prices, consumption, and investment," Journal of Macroeconomics, Elsevier, Elsevier, vol. 21(4), pages 713-727.
  55. Rahmi Yamak & Yakup Kucukkale, 2002. "Anticipated versus Unanticipated Money in Turkey," Macroeconomics, EconWPA 0211011, EconWPA.
  56. Pichette, Lise, 1998. "La politique monétaire a-t-elle des effets asymétriques sur l'emploi?," Working Papers, Bank of Canada 98-17, Bank of Canada.
  57. Landon, Stuart, 1995. "Testing aggregate neutrality with heterogeneous sectors," Journal of Macroeconomics, Elsevier, Elsevier, vol. 17(1), pages 131-148.
  58. Muradoglu, Yaz Gulnur & Metin, Kivilcim, 1996. "Efficiency of the Turkish Stock Exchange with respect to monetary variables: A cointegration analysis," European Journal of Operational Research, Elsevier, Elsevier, vol. 90(3), pages 566-576, May.
  59. Bond, Gary E. & Thompson, Stanley R. & Geldard, Jane M., 1985. "Basis Risk And Hedging Strategies For Australian Wheat Exports," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, Australian Agricultural and Resource Economics Society, vol. 29(03), December.
  60. Dr. Godwin Chukwudum Nwaobi, 2005. "Rational Expectations And Monetary Theory: An Investigative Paper[1960 - 1989]," Macroeconomics, EconWPA 0501001, EconWPA.
  61. Fatum, Rasmus & Scholnick, Barry, 2008. "Monetary policy news and exchange rate responses: Do only surprises matter?," Journal of Banking & Finance, Elsevier, Elsevier, vol. 32(6), pages 1076-1086, June.
  62. Douglas Shaller & Tsunemasa Shiba, 1989. "Price smoothing and demand noise: On business behavior and macromodels," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 125(1), pages 83-96, March.
  63. Biswajit Maitra & C. K. Mukhopadhyay, 2012. "Variations in Prices due to Anticipated and Unanticipated Money," Asian Economic and Financial Review, Asian Economic and Social Society, Asian Economic and Social Society, vol. 2(1), pages 76-87, March.
  64. Ermini, Luigi & Chang, Dongkoo, 1996. "Testing the joint hypothesis of rationality and neutrality under seasonal cointegration: The case of Korea," Journal of Econometrics, Elsevier, Elsevier, vol. 74(2), pages 363-386, October.
  65. Robert J. Gordon, 1983. "The Conduct of Domestic Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc 1221, National Bureau of Economic Research, Inc.
  66. Peter J. Saunders & Basudeb Biswas, 1990. "The Money Stock, the Price Level and Real Output: A Trivariate Analysis," Eastern Economic Journal, Eastern Economic Association, Eastern Economic Association, vol. 16(2), pages 145-150, Apr-Jun.
  67. Dumitriu, Ramona & Stefanescu, Răzvan, 2013. "Decizii strategice ale politicii monetare
    [Strategic decisions of the Monetary Policy]
    ," MPRA Paper, University Library of Munich, Germany 51242, University Library of Munich, Germany, revised 05 Nov 2013.