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Citations for "Monetary Policy Shocks: What Have We Learned and to What End?"

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

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  1. Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2006. "VARs, common factors and the empirical validation of equilibrium business cycle models," ULB Institutional Repository 2013/10127, ULB -- Universite Libre de Bruxelles.
  2. Peter Temin, 1998. "Causes of American business cycles: an essay in economic historiography," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, Federal Reserve Bank of Boston, vol. 42(Jun), pages 37-64.
  3. BOUAKEZ, Hafedh & CARDIA, Emanuela & RUGE-MURCIA, Francisco J., 2002. "Habit Formation and the Persistence of Monetary Shocks," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques 2002-08, Universite de Montreal, Departement de sciences economiques.
  4. Carrillo, J. & Fève, P. & Matheron, J., 2006. "Monetary Policy Inertia or Persistent Shocks?," Working papers, Banque de France 150, Banque de France.
  5. Ashima Goyal, 2008. "The Natural Interest Rate in Emerging Markets," Macroeconomics Working Papers 22379, East Asian Bureau of Economic Research.
  6. Guido Menzio & Shouyong Shi & Hongfei Sun, 2013. "A Monetary Theory with Non-degenerate Distributions," Working Papers, University of Toronto, Department of Economics tecipa-495, University of Toronto, Department of Economics.
  7. Alfredo M. Pereira & Jorge M. Andraz, 2006. "On The Economic And Budgetary Effects Of Investments In Scuts -The Portuguese Toll-Free Highways," Working Papers, Department of Economics, College of William and Mary 37, Department of Economics, College of William and Mary, revised 15 Sep 2010.
  8. 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.
  9. Kubo, Akihiro, 2008. "Macroeconomic impact of monetary policy shocks: Evidence from recent experience in Thailand," Journal of Asian Economics, Elsevier, Elsevier, vol. 19(1), pages 83-91, February.
  10. Guerron-Quintana, Pablo A., 2008. "Refinements on macroeconomic modeling: The role of non-separability and heterogeneous labor supply," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 32(11), pages 3613-3630, November.
  11. David E. Altig & Lawrence J. Christiano & Martin Eichenbaum & Jesper Linde, 2004. "Firm-specific capital, nominal rigidities, and the business cycle," Working Paper 0416, Federal Reserve Bank of Cleveland.
  12. International Monetary Fund, 2008. "Is Monetary Policy Effective When Credit is Low?," IMF Working Papers 08/288, International Monetary Fund.
  13. Ivo J. M. Arnold & Evert B. Vrugt, 2004. "Firm Size, Industry Mix and the Regional Transmission of Monetary Policy in Germany," German Economic Review, Verein für Socialpolitik, Verein für Socialpolitik, vol. 5(1), pages 35-59, 02.
  14. Hilde C. Bjørnland & Kai Leitemo, 2008. "Identifying the interdependence between US monetary policy and the stock market," Working Paper, Norges Bank 2008/04, Norges Bank.
  15. Schmidt, Sebastian & Wieland, Volker, 2012. "The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation," IMFS Working Paper Series 52, Institute for Monetary and Financial Stability (IMFS), Goethe University Frankfurt.
  16. Chauvet, Marcelle & Tierney, Heather L. R., 2007. "Real Time Changes in Monetary Policy," MPRA Paper 16199, University Library of Munich, Germany, revised Apr 2009.
  17. Carlo A. Favero & Tommaso Monacelli, 2003. "Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S," Working Papers 234, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  18. Tor Einarsson & Milton H. Marquis, 2002. "Banks, bonds, and the liquidity effect," Economic Review, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, pages 35-50.
  19. Mark Bils & Peter J. Klenow & Benjamin A. Malin, 2009. "Reset Price Inflation and the Impact of Monetary Policy Shocks," NBER Working Papers 14787, National Bureau of Economic Research, Inc.
  20. Atanasova, Christina V. & Wilson, Nicholas, 2004. "Disequilibrium in the UK corporate loan market," Journal of Banking & Finance, Elsevier, Elsevier, vol. 28(3), pages 595-614, March.
  21. Anthony Landry, 2006. "Expectations and Exchange Rate Dynamics: A State-Dependent Pricing Approach," 2006 Meeting Papers, Society for Economic Dynamics 119, Society for Economic Dynamics.
  22. Orphanides, Athanasios, 2003. "Monetary policy evaluation with noisy information," Journal of Monetary Economics, Elsevier, Elsevier, vol. 50(3), pages 605-631, April.
  23. Helge Berger & Ulrich Woitek, . "Does Conservatism Matter? A Time Series Approach to Central Banking," Working Papers, Business School - Economics, University of Glasgow 9814, Business School - Economics, University of Glasgow, revised May 1999.
  24. Filippo Occhino, 2004. "Markets Segmentation and the Hump-Shaped Response of Output to Monetary Policy Shocks," 2004 Meeting Papers, Society for Economic Dynamics 295, Society for Economic Dynamics.
  25. Kang Shi & Juanyi Xu, 2008. "Input Substitution, Export Pricing, and Exchange Rate Policy," Working Papers, Hong Kong Institute for Monetary Research 102008, Hong Kong Institute for Monetary Research.
  26. 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).
  27. Simone Auer, 2014. "Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR," Working Papers 2014-02, Swiss National Bank.
  28. J. Andres & J. D. Lopez-Salido & Javier Valles, 2000. "Intertemporal Substitution and the Liquidity Effect in a Sticky Price Model," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 1698, Econometric Society.
  29. Martins, Fernando & Machado, Jose A. F. & Esteves, Paulo Soares, 2004. "Modelling Taylor rule uncertainty: an application to the euro area," Economic Modelling, Elsevier, Elsevier, vol. 21(3), pages 561-572, May.
  30. Susanto Basu & John G. Fernald & Matthew D. Shapiro, 2001. "Productivity Growth in the 1990s: Technology, Utilization, or Adjustment?," NBER Working Papers 8359, National Bureau of Economic Research, Inc.
  31. Nelson, Edward, 2003. "The Future of Monetary Aggregates in Monetary Policy Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3897, C.E.P.R. Discussion Papers.
  32. Sousa, Joao Miguel & Zaghini, Andrea, 2006. "Global monetary policy shocks in the G5: A SVAR approach," CFS Working Paper Series 2006/30, Center for Financial Studies (CFS).
  33. Avouyi-Dovi, S. & Matheron, J. & Fève, P., 2007. "Les modèles DSGE – leur intérêt pour les banques centrales," Bulletin de la Banque de France, Banque de France, Banque de France, issue 161, pages 41-54.
  34. Nikolaus A. Siegfried, 2002. "An information-theoretic extension to structural VAR modelling," Econometrics, EconWPA 0203005, EconWPA.
  35. Greg Hannsgen, 2005. "Minsky's acceleration channel and the role of money," Journal of Post Keynesian Economics, M.E. Sharpe, Inc., M.E. Sharpe, Inc., vol. 27(3), pages 471-489, April.
  36. Söderström, Ulf, 1999. "Should central banks be more aggressive?," Working Paper Series in Economics and Finance 309, Stockholm School of Economics.
  37. Benoît Mojon, 2007. "Monetary policy, output composition and the Great Moderation," Working Paper Series, Federal Reserve Bank of Chicago WP-07-07, Federal Reserve Bank of Chicago.
  38. Bekaert, Geert & Hoerova, Marie & Lo Duca, Marco, 2010. "Risk, Uncertainty and Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8154, C.E.P.R. Discussion Papers.
  39. Efrem Castelnuovo & Paolo Surico, 2006. "The Price Puzzle: Fact or Artifact?," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" 0016, Dipartimento di Scienze Economiche "Marco Fanno".
  40. Riccardo DiCecio, 2004. "Comovement: it's not a puzzle," 2004 Meeting Papers, Society for Economic Dynamics 113, Society for Economic Dynamics.
  41. "Hilde C." "Bjørnland", 2008. "Monetary Policy and Exchange Rate Interactions in a Small Open Economy," Scandinavian Journal of Economics, Wiley Blackwell, Wiley Blackwell, vol. 110(1), pages 197-221, 03.
  42. Hilde C. Bjørnland, 2009. "Monetary policy and exchange rate overshooting: Dornbusch was right after all," Working Paper, Norges Bank 2009/09, Norges Bank.
  43. Hans Dewachter & Romain Houssa & Priscilla Toffano, 2012. "Spatial propagation of macroeconomic shocks in Europe," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 148(2), pages 377-402, June.
  44. 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.
  45. Chung, Kyuil, 2009. "Does the liquidity effect guarantee a positive term premium?," Economic Modelling, Elsevier, Elsevier, vol. 26(5), pages 893-903, September.
  46. Alejandro Izquierdo & Randall Romero & Ernesto Talvi, 2008. "Bonanza y crisis en América Latina: El papel de los factores externos," Research Department Publications, Inter-American Development Bank, Research Department 4570, Inter-American Development Bank, Research Department.
  47. Kamilya Tazhibayeva & Aasim M. Husain & Anna Ter-Martirosyan, 2008. "Fiscal Policy and Economic Cycles in Oil-Exporting Countries," IMF Working Papers 08/253, International Monetary Fund.
  48. Charles Evans & Kenneth Kuttner, 1998. "Can VARs describe monetary policy?," Research Paper, Federal Reserve Bank of New York 9812, Federal Reserve Bank of New York.
  49. Carrillo, Julio A., 2012. "How well does sticky information explain the dynamics of inflation, output, and real wages?," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(6), pages 830-850.
  50. Jean-Pierre DANTHINE & André KURMANN, 2002. "Fair Wages in a New Keynesian Model of the Business Cycle," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP 02.10, Université de Lausanne, Faculté des HEC, DEEP.
  51. Arratibel, Olga & Michaelis, Henrike, 2013. "The Impact of Monetary Policy and Exchange Rate Shocks in Poland: Evidence from a Time-Varying VAR," Discussion Papers in Economics, University of Munich, Department of Economics 21088, University of Munich, Department of Economics.
  52. Jonas Fisher, 2000. "Assessing the Effects of Fiscal Shocks," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 1499, Econometric Society.
  53. Ben S. Bernanke & Jean Boivin, 2001. "Monetary Policy in a Data-Rich Environment," NBER Working Papers 8379, National Bureau of Economic Research, Inc.
  54. Ali Dib & Louis Phaneuf, 2001. "An Econometric U.S. Business Cycle Model with Nominal and Real Rigidities," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal 137, CREFE, Université du Québec à Montréal.
  55. Edge, Rochelle M., 2007. "Time-to-build, time-to-plan, habit-persistence, and the liquidity effect," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(6), pages 1644-1669, September.
  56. Milcheva, Stanimira, 2013. "A bank lending channel or a credit supply shock?," Journal of Macroeconomics, Elsevier, Elsevier, vol. 37(C), pages 314-332.
  57. Andrew Ang & Sen Dong & Monika Piazzesi, 2005. "No-arbitrage Taylor rules," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco.
  58. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 801, University Library of Munich, Germany.
  59. Alfredo Marvão Pereira & Maria de Fátima Pinho & José da Silva Costa, 2005. "On the Long-term Economic and Budgetary Effects of Public-Sector Investment," ERSA conference papers ersa05p146, European Regional Science Association.
  60. Stephen P Millard & Simon J Wells, 2003. "The role of asset prices in transmitting monetary and other shocks," Bank of England working papers, Bank of England 188, Bank of England.
  61. Ping Wang & Paul Dunne, 2003. "Real Exchange Rate Fluctuations in East Asia: Generalized Impulse-Response Analysis," Asian Economic Journal, East Asian Economic Association, East Asian Economic Association, vol. 17(2), pages 185-203, 06.
  62. Yang, Shu-Chun Susan, 2007. "Tentative evidence of tax foresight," Economics Letters, Elsevier, Elsevier, vol. 96(1), pages 30-37, July.
  63. Henzel, Steffen & Hülsewig, Oliver & Mayer, Eric & Wollmershäuser, Timo, 2009. "The price puzzle revisited: Can the cost channel explain a rise in inflation after a monetary policy shock?," Journal of Macroeconomics, Elsevier, Elsevier, vol. 31(2), pages 268-289, June.
  64. Sergio Rebelo, 2005. "Real Business Cycle Models: Past, Present and Future," Scandinavian Journal of Economics, Wiley Blackwell, Wiley Blackwell, vol. 107(2), pages 217-238, 06.
  65. Frank Smets & Raf Wouters, 2002. "Openness, imperfect exchange rate pass-through and monetary policy," Working Paper Research, National Bank of Belgium 19, National Bank of Belgium.
  66. Gary M. Koop, 2013. "Forecasting with Medium and Large Bayesian VARS," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 177-203, 03.
  67. Luis René Cáceres & Nolvia Nery Saca, 2006. "What Do Remittances Do? Analyzing the Private Remittance Transmission Mechanism in El Salvador," IMF Working Papers 06/250, International Monetary Fund.
  68. Wendy Edelberg & Martin Eichenbaum & Jonas D.M. Fisher, 1998. "Understanding the Effects of a Shock to Government Purchases," NBER Working Papers 6737, National Bureau of Economic Research, Inc.
  69. Shaghil Ahmed & Andrew Levin & Beth Anne Wilson, 2004. "Recent U.S. Macroeconomic Stability: Good Policies, Good Practices, or Good Luck?," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 824-832, August.
  70. Waggoner, Daniel F. & Zha, Tao, 2003. "Likelihood preserving normalization in multiple equation models," Journal of Econometrics, Elsevier, Elsevier, vol. 114(2), pages 329-347, June.
  71. Hakan Berument & Nukhet Dogan & Aysit Tansel, 2008. "Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University 0803, ERC - Economic Research Center, Middle East Technical University, revised Apr 2008.
  72. Shouyong Shi, 2003. "Liquidity, Interest Rates and Output," Working Papers, University of Toronto, Department of Economics shouyong-03-06, University of Toronto, Department of Economics.
  73. Sá, F. & Wieladek, T., 2011. "Monetary Policy, Capital Inflows, and the Housing Boom," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 1141, Faculty of Economics, University of Cambridge.
  74. Rebeca Jiménez-Rodríguez, 2007. "The industrial impact of oil price shocks: Evidence from the industries of six OECD countries," Banco de Espa�a Working Papers 0731, Banco de Espa�a.
  75. Klaeffling, Matt, 2003. "Monetary policy shocks - a nonfundamental look at the data," Working Paper Series, European Central Bank 0228, European Central Bank.
  76. Guido De Blasio, 2004. "Does trade credit substitute for bank credit?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 498, Bank of Italy, Economic Research and International Relations Area.
  77. Matthew B. Canzoneri & Robert E. Cumby & Behzad T. Diba, 1998. "Is the Price Level Determined by the Needs of Fiscal Solvency?," NBER Working Papers 6471, National Bureau of Economic Research, Inc.
  78. Adam Elbourne & Jakob de Haan, 2004. "Asymmetric Monetary Transmission in EMU: The Robustness of VAR Conclusions and Cecchetti’s Legal Family Theory," CESifo Working Paper Series 1327, CESifo Group Munich.
  79. Mackowiak, Bartosz, 2007. "External shocks, U.S. monetary policy and macroeconomic fluctuations in emerging markets," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(8), pages 2512-2520, November.
  80. Ryan R. Brady, 2007. "Measuring the diffusion of housing prices across space and over time," Departmental Working Papers, United States Naval Academy Department of Economics 19, United States Naval Academy Department of Economics.
  81. Gerald Carlino & Robert DeFina & Keith Sill, 2009. "The long and large decline in state employment growth volatility," Working Papers 09-9, Federal Reserve Bank of Philadelphia.
  82. N. Gregory Mankiw & Ricardo Reis, 2001. "Sticky Information Versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research 1922, Harvard - Institute of Economic Research.
  83. Antonella Trigari, 2009. "Equilibrium Unemployment, Job Flows, and Inflation Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 41(1), pages 1-33, 02.
  84. Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2002. "Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3550, C.E.P.R. Discussion Papers.
  85. Goto, Shingo, 2000. "The Fed's Effect on Excess Returns and Inflation is Much Bigger Than You Think," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA qt04f1z5hb, Anderson Graduate School of Management, UCLA.
  86. Benjamin Born & Gernot J. Müller, 2009. "Government Spending Shocks in Quarterly and Annual U.S. Time-Series," Bonn Econ Discussion Papers, University of Bonn, Germany bgse16_2009, University of Bonn, Germany.
  87. Giovanni Olivei & Silvana Tenreyro, 2010. "Wage setting patterns and monetary policy: international evidence," Working Papers, Federal Reserve Bank of Boston 10-8, Federal Reserve Bank of Boston.
  88. F. Owen Irvine & Scott Schuh, 2005. "Interest sensitivity and volatility reductions: cross-section evidence," Working Papers, Federal Reserve Bank of Boston 05-4, Federal Reserve Bank of Boston.
  89. Winkelried Quezada, Diego, 2004. "Tendencias comunes y análisis de la política monetaria en el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, Banco Central de Reserva del Perú, issue 11.
  90. John B. Taylor, 1998. "An Historical Analysis of Monetary Policy Rules," NBER Working Papers 6768, National Bureau of Economic Research, Inc.
  91. Bikbov, Ruslan & Chernov, Mikhail, 2010. "No-arbitrage macroeconomic determinants of the yield curve," Journal of Econometrics, Elsevier, Elsevier, vol. 159(1), pages 166-182, November.
  92. Pereira, Manuel C, 2008. "Empirical evidence on the stabilizing role of fiscal and monetary policies in the US," MPRA Paper 17474, University Library of Munich, Germany, revised Sep 2009.
  93. John Tsoukalas & Philip Arestis & Georgios Chortareas, . "Money and Information in a New Neoclassical Synthesis Framework," Discussion Papers 09/14, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  94. Cristina Betancour & Jose De Gregorio & Juan Pablo Medina, 2006. "The “Great Moderation” and the Monetary Transmission Mechanism in Chile," Working Papers Central Bank of Chile, Central Bank of Chile 393, Central Bank of Chile.
  95. Jordi Galí & Mark Gertler & J. David López-Salido, 2002. "Markups, gaps, and the welfare costs of business fluctuations," Banco de Espa�a Working Papers 0204, Banco de Espa�a.
  96. Michael Kumhof & Luis Felipe Céspedes & Eric Parrado, 2003. "Pricing Policies and Inflation Inertia," IMF Working Papers 03/87, International Monetary Fund.
  97. Favero, Carlo A & Giavazzi, Francesco, 2008. "Should the Euro Area be Run as a Closed Economy?," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6654, C.E.P.R. Discussion Papers.
  98. Céline Poilly, 2007. "Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective," THEMA Working Papers 2007-23, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  99. Canzoneri, Matthew B. & Cumby, Robert E. & Diba, Behzad T., 2007. "Euler equations and money market interest rates: A challenge for monetary policy models," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(7), pages 1863-1881, October.
  100. Alfredo Marvao Pereira & Oriol Roca Sagalés, 2002. "Spillover effects of public capital formation : evidence from the spanish regions," Working Papers wpdea0210, Department of Applied Economics at Universitat Autonoma of Barcelona.
  101. Carlos García & Pablo García & M. Carolina Grünwald & Felipe Liendo & Igal Magendzo & Enrique Orellana, 2003. "Efectos de Cambios en Impuestos Indirectos en la Inflación," Working Papers Central Bank of Chile, Central Bank of Chile 224, Central Bank of Chile.
  102. Ibrahim Chowdhury & Mathias Hoffmann & Andreas Schabert, . "Inflation Dynamics and the Cost Channel of Monetary Transmission," Working Papers, Business School - Economics, University of Glasgow 2003_19, Business School - Economics, University of Glasgow, revised Oct 2003.
  103. Houssa, Romain, 2008. "Monetary union in West Africa and asymmetric shocks: A dynamic structural factor model approach," Journal of Development Economics, Elsevier, Elsevier, vol. 85(1-2), pages 319-347, February.
  104. Gabriel Rodriguez & Nicholas Rowe, 2002. "Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output," Working Papers, University of Ottawa, Department of Economics 0201E, University of Ottawa, Department of Economics.
  105. Frank Smets & Raf Wouters, 2007. "Shocks and Frictions in US Business Cycles : a Bayesian DSGE Approach," Working Paper Research, National Bank of Belgium 109, National Bank of Belgium.
  106. Douglas Laxton & Paolo Pesenti, 2003. "Monetary Rules for Small, Open, Emerging Economies," NBER Working Papers 9568, National Bureau of Economic Research, Inc.
  107. Zoltán M. Jakab & Viktor Várpalotai & Balázs Vonnák, 2006. "How does monetary policy affect aggregate demand? A multimodel approach for Hungary," MNB Working Papers, Magyar Nemzeti Bank (the central bank of Hungary) 2006/4, Magyar Nemzeti Bank (the central bank of Hungary).
  108. Robertson, John C & Tallman, Ellis W, 2001. "Improving Federal-Funds Rate Forecasts in VAR Models Used for Policy Analysis," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 19(3), pages 324-30, July.
  109. Rhee, Hyuk-jae & Turdaliev, Nurlan, 2013. "Optimal monetary policy in a small open economy with staggered wage and price contracts," Journal of International Money and Finance, Elsevier, Elsevier, vol. 37(C), pages 306-323.
  110. Era Dabla-Norris & Holger Floerkemeier, 2006. "Transmission Mechanisms of Monetary Policy in Armenia," IMF Working Papers 06/248, International Monetary Fund.
  111. F. Smets & R. Wouters, 1999. "The Exchange Rate and the Monetary Transmission Mechanism in Germany," DNB Staff Reports (discontinued), Netherlands Central Bank 35, Netherlands Central Bank.
  112. Ellen McGrattan, 2001. "Predicting the effects of Federal Reserve policy in a sticky price model: an analytical approach," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Jun.
  113. 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.
  114. Katrin Assenmacher-Wesche & Stefan Gerlach, 2008. "Ensuring financial stability: financial structure and the impact of monetary policy on asset prices," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich 361, Institute for Empirical Research in Economics - University of Zurich.
  115. Lindé, Jesper & Nessen, Marianne & Söderström, Ulf, 2004. "Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4531, C.E.P.R. Discussion Papers.
  116. 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 1425, CESifo Group Munich.
  117. Athanasios Tagkalakis, 2006. "The effects of macroeconomic policy shocks on the UK labour market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 11(3), pages 229-244.
  118. Fernando Alvarez & Francesco Lippi & Luigi Paciello, 2010. "Optimal Price Setting with Observation and Menu Costs," EIEF Working Papers Series 1010, Einaudi Institute for Economics and Finance (EIEF), revised May 2010.
  119. Gerke, R. & Jonsson, M. & Kliem, M. & Kolasa, M. & Lafourcade, P. & Locarno, A. & Makarski, K. & McAdam, P., 2013. "Assessing macro-financial linkages: A model comparison exercise," Economic Modelling, Elsevier, Elsevier, vol. 31(C), pages 253-264.
  120. Gefang, Deborah, 2014. "Bayesian doubly adaptive elastic-net Lasso for VAR shrinkage," International Journal of Forecasting, Elsevier, Elsevier, vol. 30(1), pages 1-11.
  121. De Grauwe, Paul & Mongelli, Francesco Paolo, 2005. "Endogeneities of optimum currency areas: what brings countries sharing a single currency closer together?," Working Paper Series, European Central Bank 0468, European Central Bank.
  122. Saki Bigio & Jorge Salas, 2006. "Non-Linear Effects of Monetary Policy and Real Exchange Rate Shocks in Partially Dollarized Economies: An Empirical Study for Peru," Working Papers, Banco Central de Reserva del Perú 2006-008, Banco Central de Reserva del Perú.
  123. di Giovanni, Julian & Shambaugh, Jay C., 2008. "The impact of foreign interest rates on the economy: The role of the exchange rate regime," Journal of International Economics, Elsevier, Elsevier, vol. 74(2), pages 341-361, March.
  124. Stuart J. Fowler, 2005. "Income Inequality, Monetary Policy, and the Business Cycle," Working Papers, Middle Tennessee State University, Department of Economics and Finance 200507, Middle Tennessee State University, Department of Economics and Finance.
  125. Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2003. "Limited participation and exchange rate dynamics : does theory meet the data ?," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) v04013, Université Panthéon-Sorbonne (Paris 1).
  126. Ester Faia & Alessia Campolmi, 2005. "Inflation Differentials and Different Labor Market Institutions in the EMU," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group 80, Money Macro and Finance Research Group.
  127. Athena T. Theodorou & Neville R. Francis & Michael T. Owyang, 2004. "What Explains the Varying Monetary Response to Technology SHocks in G7-Countries," Econometric Society 2004 North American Summer Meetings, Econometric Society 444, Econometric Society.
  128. Oleg Korenok & Stanislav Radchenko & Norman R. Swanson, 2010. "International evidence on the efficacy of new-Keynesian models of inflation persistence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 25(1), pages 31-54.
  129. Shu Wu, 2005. "Monetary Policy and Long-term Interest Rates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200512, University of Kansas, Department of Economics, revised Apr 2005.
  130. Makram El-Shagi & Sebastian Giesen & Logan J. Kelly, 2012. "Monetary Policy in a World Where Money (Also) Matters," IWH Discussion Papers, Halle Institute for Economic Research 6, Halle Institute for Economic Research.
  131. Lundin, Magnus & Gottfries, Nils & Lindström, Tomas, 2004. "Price and Investment Dynamics: An Empirical Analysis of Plant Level Data," Working Paper Series, Uppsala University, Department of Economics 2004:7, Uppsala University, Department of Economics.
  132. Sánchez-Fung, José R., 2008. "The day-to-day interbank market, volatility, and central bank intervention in a developing economy," MPRA Paper 15648, University Library of Munich, Germany.
  133. Nikiforos Laopodis, 2010. "Dynamic linkages between monetary policy and the stock market," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 35(3), pages 271-293, October.
  134. John Keating & Logan J. Kelly & Andrew Lee Smith & Victor J. Valcarcel, 2014. "A Model of Monetary Policy Shocks for Financial Crises and Normal Conditions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201401, University of Kansas, Department of Economics.
  135. Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper F., 2008. "Firm Default and Aggregate Fluctuations," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7083, C.E.P.R. Discussion Papers.
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