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Citations for "Measuring Monetary Policy"

by Ben S. Bernanke & Ilian Mihov

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  1. Fabio Canova, 2009. "What Explains The Great Moderation in the U.S.? A Structural Analysis," Journal of the European Economic Association, MIT Press, MIT Press, vol. 7(4), pages 697-721, 06.
  2. Bruneau, C. & De Bandt, O., 1998. "La modélisation VAR structurel : application à la politique monétaire en France," Working papers, Banque de France 52, Banque de France.
  3. Michael T. Owyang, 2002. "Modeling Volcker as a non-absorbing state: agnostic identification of a Markov-switching VAR," Working Papers, Federal Reserve Bank of St. Louis 2002-018, Federal Reserve Bank of St. Louis.
  4. Faust, Jon & Swanson, Eric T. & Wright, Jonathan H., 2004. "Identifying VARS based on high frequency futures data," Journal of Monetary Economics, Elsevier, Elsevier, vol. 51(6), pages 1107-1131, September.
  5. Richard H. Clarida & Mark Gertler, 1997. "How the Bundesbank Conducts Monetary Policy," NBER Chapters, National Bureau of Economic Research, Inc, in: Reducing Inflation: Motivation and Strategy, pages 363-412 National Bureau of Economic Research, Inc.
  6. Favero, Carlo A. & Mosca, Federico, 2001. "Uncertainty on monetary policy and the expectations model of the term structure of interest rates," Economics Letters, Elsevier, Elsevier, vol. 71(3), pages 369-375, June.
  7. Christina D. Romer & David H. Romer, 2010. "The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks," American Economic Review, American Economic Association, American Economic Association, vol. 100(3), pages 763-801, June.
  8. Bennett T. McCallum, 1999. "Analysis of the Monetary Transmission Mechanism: Methodological Issues," NBER Working Papers 7395, National Bureau of Economic Research, Inc.
  9. Hassan, Rubina & Shahzad, Mirza Muhammad, 2011. "A macroeconometric framework for monetary policy evaluation: A case study of Pakistan," Economic Modelling, Elsevier, Elsevier, vol. 28(1-2), pages 118-137, January.
  10. Seedwell Hove & Albert Touna Mama & Fulbert Tchana Tchana, 2012. "Terms of Trade Shocks and Inflation Targeting in Emerging Market Economies," Working Papers, Economic Research Southern Africa 273, Economic Research Southern Africa.
  11. Anton Muscatelli & Patrzio Tirelli & Carmine Trecroci, 1998. "Does Institutional Change Really Matter? Inflation Targets, Central Bank Reform And Interest Rate Policy In The Oecd Countries," Working Papers, Business School - Economics, University of Glasgow 1999_20, Business School - Economics, University of Glasgow, revised Jul 1999.
  12. Kenneth Kasa & Helen Popper, 1995. "Monetary policy in Japan: a structural VAR analysis," Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco 95-12, Federal Reserve Bank of San Francisco.
  13. Roberto Tamborini & Riccardo Fiorentini, 2001. "The monetary transmission mechanism in Italy: the credit channel and a missing ring," Department of Economics Working Papers, Department of Economics, University of Trento, Italia 0101, Department of Economics, University of Trento, Italia.
  14. Monticello, Carlo & Tristani, Oreste, 1999. "What does the single monetary policy do? A SVAR benchmark for the European Central Bank," Working Paper Series, European Central Bank 0002, European Central Bank.
  15. Carriero, Andrea & Favero, Carlo A. & Kaminska, Iryna, 2006. "Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates," Journal of Econometrics, Elsevier, Elsevier, vol. 131(1-2), pages 339-358.
  16. Marcel Fratzscher & Luciana Juvenal & Lucio Sarno, 2008. "Asset prices, exchange rates and the current account," Working Papers, Federal Reserve Bank of St. Louis 2008-031, Federal Reserve Bank of St. Louis.
  17. den Haan, Wouter J., 2000. "The comovement between output and prices," Journal of Monetary Economics, Elsevier, Elsevier, vol. 46(1), pages 3-30, August.
  18. Stuart J. Fowler, 2005. "Income Inequality, Monetary Policy, and the Business Cycle," Computing in Economics and Finance 2005, Society for Computational Economics 184, Society for Computational Economics.
  19. Carlo A. Favero & Riccardo Rovelli, . "Modeling and identifying central banks' preferences," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University 148, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  20. Hakan Berument, 2005. "Measuring Monetary Policy for A Small Open Economy : Turkey," Departmental Working Papers, Bilkent University, Department of Economics 0509, Bilkent University, Department of Economics.
  21. Galí, Jordi & Gertler, Mark & Lopez-Salido, Jose David, 2002. "Markups, Gaps and the Welfare Costs of Business Fluctuations," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3212, C.E.P.R. Discussion Papers.
  22. Dedola, L. & Lippi, F., 2000. "The Monetary Transmission Mechanism: Evidence from the Industries of Five OECD Countries," Papers, Banca Italia - Servizio di Studi 389, Banca Italia - Servizio di Studi.
  23. Jardet, Caroline, 2004. "Why did the term structure of interest rates lose its predictive power?," Economic Modelling, Elsevier, Elsevier, vol. 21(3), pages 509-524, May.
  24. Dées, Stéphane & di Mauro, Filippo & Pesaran, Hashem & Smith, Vanessa, 2005. "Exploring the international linkages of the euro area: a global VAR analysis," Working Paper Series, European Central Bank 0568, European Central Bank.
  25. Smant, David / D.J.C., 2010. "Real time data, regime shifts, and a simple but effective estimated Fed policy rule, 1969-2009," MPRA Paper 26124, University Library of Munich, Germany.
  26. Timothy Cogley & Thomas J. Sargent, 2005. "Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 262-302, April.
  27. 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, Federal Reserve Bank of St. Louis, issue Nov, pages 70-72.
  28. Antonella Trigari, 2004. "Labour Market Search, Wage Bargaining and Inflation Dynamics," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University 268, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  29. Landon-Lane, John & Occhino, Filippo, 2008. "Bayesian estimation and evaluation of the segmented markets friction in equilibrium monetary models," Journal of Macroeconomics, Elsevier, Elsevier, vol. 30(1), pages 444-461, March.
  30. Dieter Gerdesmeier & Barbara Roffia, 2004. "Empirical Estimates of Reaction Functions for the Euro Area," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), Swiss Society of Economics and Statistics (SSES), vol. 140(I), pages 37-66, March.
  31. Eric M. Leeper & Tao Zha, 2002. "Modest policy interventions," Working Paper, Federal Reserve Bank of Atlanta 2002-19, Federal Reserve Bank of Atlanta.
  32. Helmut Lütkepohl, 2012. "Identifying Structural Vector Autoregressions via Changes in Volatility," Discussion Papers of DIW Berlin 1259, DIW Berlin, German Institute for Economic Research.
  33. 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.
  34. Jagjit S. Chadha & Lucio Sarno & Giorgio Valente, 2004. "Monetary Policy Rules, Asset Prices and Exchange Rates," CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis 200403, Centre for Dynamic Macroeconomic Analysis.
  35. Dean Croushore & Charles L. Evans, 2003. "Data revisions and the identification of monetary policy shocks," Working Papers 03-1, Federal Reserve Bank of Philadelphia.
  36. Joao Sousa & Andrea Zaghini, 2008. "Monetary policy shocks in the euro area and global liquidity spillovers," International Journal of Finance & Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 13(3), pages 205-218.
  37. John C. Driscoll & Steinar Holden, 2003. "Coordination, fair treatment and inflation persistence," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2003-34, Board of Governors of the Federal Reserve System (U.S.).
  38. Jonathan A. Parker & Bruce Preston, 2005. "Precautionary Saving and Consumption Fluctuations," American Economic Review, American Economic Association, American Economic Association, vol. 95(4), pages 1119-1143, September.
  39. Ribba, Antonio, 2007. "Permanent disinflationary effects on unemployment in a small open economy: Italy 1979-1995," Economic Modelling, Elsevier, Elsevier, vol. 24(1), pages 66-81, January.
  40. Marc Hayford, 2005. "Fiscal policy and national saving," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 37(9), pages 981-992.
  41. Verónica Mies & Felipe Morandé & Matías Tapia, 2002. "Política Monetaria y Mecanismos de Transmisión: Nuevos Elementos para una Vieja Discusión," Working Papers Central Bank of Chile, Central Bank of Chile 181, Central Bank of Chile.
  42. Marvin J. Barth III & Valerie A. Ramey, 2000. "The Cost Channel of Monetary Transmission," NBER Working Papers 7675, National Bureau of Economic Research, Inc.
  43. Hakan Berument & Nukhet Dogan & Aysit Tansel, 2008. "Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey," Working Papers, Turkish Economic Association 2008/7, Turkish Economic Association.
  44. Ren, Yunwen & Xiao, Zhiguo & Zhang, Xinsheng, 2013. "Two-step adaptive model selection for vector autoregressive processes," Journal of Multivariate Analysis, Elsevier, Elsevier, vol. 116(C), pages 349-364.
  45. Chevallier, Julien, 2011. "Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model," Economic Modelling, Elsevier, Elsevier, vol. 28(1), pages 557-567.
  46. William Branch & George W. Evans, 2007. "Model Uncertainty and Endogenous Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(2), pages 207-237, April.
  47. Miyao, Ryuzo, 2000. "The Role of Monetary Policy in Japan: A Break in the 1990s?," Journal of the Japanese and International Economies, Elsevier, vol. 14(4), pages 366-384, December.
  48. C.K. Folkertsma & K. Hubrich, 2000. "Performance of core inflation measures," WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department 639, Netherlands Central Bank, Research Department.
  49. Li, Yun Daisy & Iscan, Talan B. & Xu, Kuan, 2010. "The impact of monetary policy shocks on stock prices: Evidence from Canada and the United States," Journal of International Money and Finance, Elsevier, Elsevier, vol. 29(5), pages 876-896, September.
  50. Golodniuk, Inna, 2006. "Evidence on the bank-lending channel in Ukraine," Research in International Business and Finance, Elsevier, Elsevier, vol. 20(2), pages 180-199, June.
  51. Thorbecke, Willem, 2002. "Budget deficits, inflation risk, and asset prices," Journal of International Money and Finance, Elsevier, Elsevier, vol. 21(4), pages 539-553, August.
  52. Fernández Andrés, 2003. "Reformas estructurales, impacto macroeconómico y política monetaria en Colombia," REVISTA DESARROLLO Y SOCIEDAD, UNIVERSIDAD DE LOS ANDES-CEDE.
  53. Dufour, Jean-Marie & Jouini, Tarek, 2006. "Finite-sample simulation-based inference in VAR models with application to Granger causality testing," Journal of Econometrics, Elsevier, Elsevier, vol. 135(1-2), pages 229-254.
  54. Francesco Bianchi & Leonardo Melosi, 2013. "Dormant Shocks and Fiscal Virtue," NBER Chapters, National Bureau of Economic Research, Inc, in: NBER Macroeconomics Annual 2013, Volume 28, pages 1-46 National Bureau of Economic Research, Inc.
  55. Alberto Humala & Gabriel Rodríguez, 2011. "Estimation Of A Time Varying Natural Interest Rate For Peru," Documentos de Trabajo, Departamento de Economía - Pontificia Universidad Católica del Perú 2011-316, Departamento de Economía - Pontificia Universidad Católica del Perú.
  56. Kishor, N. Kundan & Newiak, Monique, 2009. "The Instability in the Monetary Policy Reaction Function and the Estimation of Monetary Policy Shocks," MPRA Paper 17643, University Library of Munich, Germany.
  57. Matthias Neuenkirch, 2011. "Monetary Policy Transmission in Vector Autoregressions: A New Approach Using Central Bank Communication," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) 201143, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  58. Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2005. "The empirical failure of the expectations hypothesis of the term structure of bond yields," Working Papers, Federal Reserve Bank of St. Louis 2003-021, Federal Reserve Bank of St. Louis.
  59. Anthony Kyereboah-Coleman, 2012. "Inflation targeting and inflation management in Ghana," Journal of Financial Economic Policy, Emerald Group Publishing, Emerald Group Publishing, vol. 4(1), pages 25-40, April.
  60. Beyer, Andreas & Farmer, Roger E A, 2003. "Identifying the Monetary Transmission Mechanism Using Structural Breaks," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4106, C.E.P.R. Discussion Papers.
  61. Yamin Ahmad, 2004. "Money market rates and implied CCAPM rates: some international evidence," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group 1, Money Macro and Finance Research Group.
  62. Daniel Leigh & Andrea Pescatori & Jaime Guajardo, 2011. "Expansionary Austerity New International Evidence," IMF Working Papers, International Monetary Fund 11/158, International Monetary Fund.
  63. Fabio Canova & Fernando J. P�rez Forero, 2012. "Estimating Overidentified, Nonrecursive Time-Varying Coefficients Structural VARs," Working Papers 637, Barcelona Graduate School of Economics.
  64. Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani, 2007. "Oil supply news in a VAR: Information from financial markets," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 632, Bank of Italy, Economic Research and International Relations Area.
  65. Dedola, Luca & Neri, Stefano, 2006. "What does a technology shock do? A VAR analysis with model-based sign restrictions," Working Paper Series, European Central Bank 0705, European Central Bank.
  66. 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.
  67. Franke, Reiner, 2013. "Competitive Moment Matching of a New-Keynesian and an Old-Keynesian Model," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association 79988, Verein für Socialpolitik / German Economic Association.
  68. Yvan Lengwiler & Athanasios Orphanides, 1999. "Optimal discretion," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 1999-42, Board of Governors of the Federal Reserve System (U.S.).
  69. Gregory Chow & Yan Shen, 2004. "Money, Price Level and Output in the Chinese Macro Economy," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies. 104, Princeton University, Department of Economics, Center for Economic Policy Studies..
  70. Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2008. "How Structural Are Structural Parameters?," NBER Chapters, National Bureau of Economic Research, Inc, in: NBER Macroeconomics Annual 2007, Volume 22, pages 83-137 National Bureau of Economic Research, Inc.
  71. Besnik Fetai, 2013. "Assessing Monetary and Fiscal Policy Interaction in a Small Open Economy: the Case Republic of Macedonia," Transition Studies Review, Springer, Springer, vol. 20(1), pages 89-104, April.
  72. Landry, Anthony, 2009. "Expectations and exchange rate dynamics: A state-dependent pricing approach," Journal of International Economics, Elsevier, Elsevier, vol. 78(1), pages 60-71, June.
  73. Kandrac, John, 2012. "Monetary policy and bank lending to small firms," Journal of Macroeconomics, Elsevier, Elsevier, vol. 34(3), pages 741-748.
  74. Francisco de Castro, 2006. "The macroeconomic effects of fiscal policy in Spain," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 38(8), pages 913-924.
  75. Thapar, Aditi, 2008. "Using private forecasts to estimate the effects of monetary policy," Journal of Monetary Economics, Elsevier, Elsevier, vol. 55(4), pages 806-824, May.
  76. Bagliano, Fabio-Cesare & Favero, Carlo A, 1997. "Measuring Monetary Policy with VAR Models: An Evaluation," CEPR Discussion Papers, C.E.P.R. Discussion Papers 1743, C.E.P.R. Discussion Papers.
  77. Andrew Ang & Geert Bekaert, 2004. "The term structure of real rates and expected inflation," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Mar.
  78. Arturo Estrella & Frederic S. Mishkin, 1995. "The term structure of interest rates and its role in monetary policy for the European Central Bank," Research Paper, Federal Reserve Bank of New York 9526, Federal Reserve Bank of New York.
  79. Arturo Estrella, 2005. "Productivity, monetary policy and financial indicators," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 166-76 Bank for International Settlements.
  80. Luc Laeven & Hui Tong, 2010. "U.S. Monetary Shocks and Global Stock Prices," IMF Working Papers, International Monetary Fund 10/278, International Monetary Fund.
  81. Ghassan, Hassan B., 2003. "Test de l’effet de stabilisation automatique par la modélisation SVAR sans contrainte de long terme
    [Testing the Automatic Stabilization Effect: Evidence from SVAR Model without Long-Term Constr
    ," MPRA Paper 56387, University Library of Munich, Germany, revised 02 Apr 2003.
  82. repec:cbi:wpaper:08/rt/13 is not listed on IDEAS
  83. repec:dgr:uvatin:2010099 is not listed on IDEAS
  84. Nooman Rebei, 2004. "Characterization of the Dynamic Effects of Fiscal Shocks in a Small Open Economy," Working Papers, Bank of Canada 04-41, Bank of Canada.
  85. Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2011. "Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality," Journal of Business & Economic Statistics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 30(2), pages 275-287, October.
  86. Zied Ftiti & Duc Khuong Nguyen & Khaled Guesmi & Frédéric Teulon, 2014. "Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach," Working Papers, Department of Research, Ipag Business School 2014-124, Department of Research, Ipag Business School.
  87. Favero, Carlo A., 2006. "Taylor rules and the term structure," Journal of Monetary Economics, Elsevier, Elsevier, vol. 53(7), pages 1377-1393, October.
  88. Jorge E. Restrepo & Hernán Rincón, . "Identifying Fiscal Policy Shocks In Chile And Colombia," Borradores de Economia 397, Banco de la Republica de Colombia.
  89. Grunspan, T., 2005. "The Fed and the Question of Financial Stability: An Empirical Investigation," Working papers, Banque de France 134, Banque de France.
  90. Michael T. Owyang & Howard J. Wall, 2004. "Structural breaks and regional disparities in the transmission of monetary policy," Working Papers, Federal Reserve Bank of St. Louis 2003-008, Federal Reserve Bank of St. Louis.
  91. Francis, Neville R & Owyang, Michael T & Theodorou, Athena T, 2005. "What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries?," MPRA Paper 834, University Library of Munich, Germany.
  92. Smets, Frank & Tsatsaronis, Kostas, 1997. "Why Does the Yield Curve Predict Economic Activity? Dissecting the Evidence for Germany and the United States," CEPR Discussion Papers, C.E.P.R. Discussion Papers 1758, C.E.P.R. Discussion Papers.
  93. Chari, V V & Christiano, Lawrence J & Eichenbaum, Martin, 1995. "Inside Money, Outside Money, and Short-Term Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 27(4), pages 1354-86, November.
  94. Robert Barsky & Lutz Kilian, 2000. "A Monetary Explanation of the Great Stagflation of the 1970s," NBER Working Papers 7547, National Bureau of Economic Research, Inc.
  95. John C. Williams, 2006. "Robust estimation and monetary policy with unobserved structural change," Economic Review, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, pages 1-16.
  96. Riccardo Bonci & Francesco Columba, 2007. "The Effects Of Monetary Policy Shocks On Flow Of Funds:The Italian Case," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group 75, Money Macro and Finance Research Group.
  97. Castillo, Paul & Perez, Fernando & Tuesta, Vicente, 2010. "Los Mecanismos de Transmisión de la Política Monetaria en Perú," Working Papers, Banco Central de Reserva del Perú 2010-013, Banco Central de Reserva del Perú.
  98. Jean-Marie Dufour & Denis Pelletier & Éric Renault, 2003. "Short Run and Long Run Causality in Time Series: Inference," CIRANO Working Papers, CIRANO 2003s-61, CIRANO.
  99. Eijffinger, S.C.W. & Goderis, B., 2007. "The Effect of Monetary Policy on Exchange Rates during Currency Crises; The Role of Debt, Institutions and Financial Openness," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasm ERS-2007-022-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  100. Santiago Carbó Valverde & Rafael López del Paso, 2005. "Do non-financial firms react to monetary policy actions as banks do?," ThE Papers, Department of Economic Theory and Economic History of the University of Granada. 05/03, Department of Economic Theory and Economic History of the University of Granada..
  101. Colla, Ernesto & Kuhl Teles, Vladimir & Eduardo Balbino, Christian, 2010. "A política monetária brasileira sob o regime de metas de inflação," Textos para discussão, Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil) 244, Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
  102. Alejandro Justiniano & Giorgio E. Primiceri, 2008. "The Time-Varying Volatility of Macroeconomic Fluctuations," American Economic Review, American Economic Association, American Economic Association, vol. 98(3), pages 604-41, June.
  103. Arias, Jonas E. & Rubio-Ramírez, Juan Francisco & Waggoner, Daniel F, 2014. "Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9796, C.E.P.R. Discussion Papers.
  104. Eric M. Leeper & Tao Zha, 2000. "Assessing simple policy rules: a view from a complete macro model," Working Paper, Federal Reserve Bank of Atlanta 2000-19, Federal Reserve Bank of Atlanta.
  105. Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2009. "VARMA models for Malaysian Monetary Policy Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 6/09, Monash University, Department of Econometrics and Business Statistics.
  106. Qayyum, Abdul, 2002. "Monetary Conditions Index: A Composite Measure of Monetary Policy in Pakistan," MPRA Paper 2153, University Library of Munich, Germany, revised 2002.
  107. Jang, Kyungho, 2006. "An alternative approach to estimation of structural vector error correction models with long-run restrictions," Economics Letters, Elsevier, Elsevier, vol. 90(1), pages 126-131, January.
  108. Verónica Mies M. & Felipe Morandé L. & Matías Tapia G., 2002. "Monetary Policy and Transmission Mechanisms: New Elements for an old Debate," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, Central Bank of Chile, vol. 5(3), pages 29-66, December.
  109. Waggoner, Daniel F. & Zha, Tao, 2003. "A Gibbs sampler for structural vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 28(2), pages 349-366, November.
  110. Gert Peersman, 2011. "Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area," CESifo Working Paper Series 3589, CESifo Group Munich.
  111. 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.
  112. Piyachart Phiromswad, 2014. "Measuring monetary policy with empirically grounded identifying restrictions," Empirical Economics, Springer, Springer, vol. 46(2), pages 681-699, March.
  113. Zied Ftiti & Essahbi Essaadi, 2014. "The inflation Targeting effect on the inflation series: A New Analysis Approach of evolutionary spectral analysis," Working Papers, Department of Research, Ipag Business School 2014-516, Department of Research, Ipag Business School.
  114. Bernanke, Ben S. & Mihov, Ilian, 1998. "The liquidity effect and long-run neutrality," Carnegie-Rochester Conference Series on Public Policy, Elsevier, Elsevier, vol. 49(1), pages 149-194, December.
  115. Magnus Saxegaard, 2006. "Excess Liquidity and the Effectiveness of Monetary Policy," IMF Working Papers, International Monetary Fund 06/115, International Monetary Fund.
  116. Norrbin, Stefan, 2001. "What Have We Learned from Empirical Tests of the Monetary Transmission Effect," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) 121, Sveriges Riksbank (Central Bank of Sweden).
  117. María Fernanda Hernández & Juan José Valero & María Bernardette Díaz, 2007. "Perfil de riesgos del sistema bancario venezolano: aplicación de la metodología de stress testing," Monetaria, Centro de Estudios Monetarios Latinoamericanos, Centro de Estudios Monetarios Latinoamericanos, vol. 0(4), pages 405-452, octubre-d.
  118. Julio J. Rotemberg & Michael Woodford, 1998. "An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy: Expanded Version," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0233, National Bureau of Economic Research, Inc.
  119. Mésonnier, J-S. & Renne, J-P., 2004. "A Time-Varying Natural Rate for the Euro Area," Working papers, Banque de France 115, Banque de France.
  120. Elder, John, 2001. "Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns?," Journal of Macroeconomics, Elsevier, Elsevier, vol. 23(1), pages 73-97, January.
  121. Lovcha, Yuliya & Pérez Laborda, Àlex, 2013. "A fractionally integrated approach to monetary policy and inflation dynamics," Working Papers, Universitat Rovira i Virgili, Department of Economics 2072/211795, Universitat Rovira i Virgili, Department of Economics.
  122. 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.
  123. Efrem Castelnuovo & Paolo Surico, 2005. "The Price Puzzle: Fact or Artefact?," Macroeconomics, EconWPA 0505015, EconWPA, revised 15 Jun 2005.
  124. Fabio Canova & Filippo Ferroni, 2010. "The Dynamics of US Inflation: Can Monetary Policy Explain the Changes?," Working Papers 471, Barcelona Graduate School of Economics.
  125. Mesonnier, Jean-Stephane & Renne, Jean-Paul, 2007. "A time-varying "natural" rate of interest for the euro area," European Economic Review, Elsevier, Elsevier, vol. 51(7), pages 1768-1784, October.
  126. Serhan Cevik & Katerina Teksoz, 2012. "Lost in Transmission? The Effectiveness of Monetary Policy Transmission Channels in the GCC Countries," IMF Working Papers, International Monetary Fund 12/191, International Monetary Fund.
  127. Casares, Miguel, 2002. "Time-to-build approach in a sticky price, sticky wage optimizing monetary model," Working Paper Series, European Central Bank 0147, European Central Bank.
  128. 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, August.
  129. Canova, Fabio & Gambetti, Luca, 2006. "Structural Changes in the US Economy: Bad Luck or Bad Policy?," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5457, C.E.P.R. Discussion Papers.
  130. Carpenter, Seth & Demiralp, Selva, 2006. "The Liquidity Effect in the Federal Funds Market: Evidence from Daily Open Market Operations," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 38(4), pages 901-920, June.
  131. Roush, Jennifer E., 2007. "The expectations theory works for monetary policy shocks," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(6), pages 1631-1643, September.
  132. Jean Boivin & Marc Giannoni, 2002. "Has monetary policy become less powerful?," Staff Reports, Federal Reserve Bank of New York 144, Federal Reserve Bank of New York.
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