Advanced Search
MyIDEAS: Login

Citations for "The Liquidity Effect and Long-Run Neutrality"

by Ben S. Bernanke & Ilian Mihov

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Ben S. Bernanke & Jean Boivin & Piotr Eliasz, 2004. "Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2004-03, Board of Governors of the Federal Reserve System (U.S.).
  2. Jagjit S. Chadha & Luisa Corrado & Qi Sun, 2008. "Money, Prices and Liquidity Effects: Separating Demand from Supply," Studies in Economics, Department of Economics, University of Kent 0817, Department of Economics, University of Kent.
  3. Joseph P. Byrne & Giorgio Fazio & Norbert Fiess, 2010. "Primary commodity prices: co-movements, common factors and fundamentals," Working Papers, Business School - Economics, University of Glasgow 2010_27, Business School - Economics, University of Glasgow.
  4. Carlos Vargas-Silva, 2007. "Monetary policy and the U.S. housing market: A VAR analysis imposing sign restrictions," Working Papers, Sam Houston State University, Department of Economics and International Business 0705, Sam Houston State University, Department of Economics and International Business.
  5. Huh, Chan G. & Lansing, Kevin J., 2000. "Expectations, credibility, and disinflation in a small macroeconomic model," Journal of Economics and Business, Elsevier, Elsevier, vol. 52(1-2), pages 51-86.
  6. Marika Karanassou & Hector Sala & Dennis Snower, 2008. "Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective," Kiel Working Papers 1441, Kiel Institute for the World Economy.
  7. Karanassou, Marika & Sala, Héctor & Snower, Dennis J., 2005. "A reappraisal of the inflation-unemployment tradeoff," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW) 3457, Kiel Institute for the World Economy (IfW).
  8. Julian di Giovanni & Jay C. Shambaugh, 2007. "The Impact of Foreign Interest Rates on the Economy: The Role of the Exchange Rate Regime," NBER Working Papers 13467, National Bureau of Economic Research, Inc.
  9. N. Gregory Mankiw, 2000. "The Inexorable and Mysterious Tradeoff Between Inflation and Unemployment," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research 1905, Harvard - Institute of Economic Research.
  10. Seth Carpenter & Selva Demiralp, 2004. "The liquidity effect in the federal funds market: evidence from daily open market operations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2004-61, Board of Governors of the Federal Reserve System (U.S.).
  11. Tor Jacobson & Per Jansson & Anders Vredin & Anders Warne, 2001. "Monetary policy analysis and inflation targeting in a small open economy: a VAR approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 16(4), pages 487-520.
  12. Oscar Jorda & Selva Demiralp, 2003. "The Pavlovian Response of Term Rates to Fed Announcements," Working Papers, University of California, Davis, Department of Economics 996, University of California, Davis, Department of Economics.
  13. Ronald Schettkat & Rongrong Sun, 2009. "Monetary policy and European unemployment," Oxford Review of Economic Policy, Oxford University Press, Oxford University Press, vol. 25(1), pages 94-108, Spring.
  14. Girardin, Eric & Moussa, Zakaria, 2011. "Quantitative easing works: Lessons from the unique experience in Japan 2001–2006," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 21(4), pages 461-495, October.
  15. Francois R. Velde, 2004. "Poor hand or poor play? the rise and fall of inflation in the U.S," Economic Perspectives, Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago, issue Q I, pages 34-51.
  16. Amihud, Yakov & Hurvich, Clifford M. & Wang, Yi, 2010. "Predictive regression with order-p autoregressive predictors," Journal of Empirical Finance, Elsevier, Elsevier, vol. 17(3), pages 513-525, June.
  17. Crowder, William J., 2012. "The liquidity effect: Evidence from the U.S," Economics Letters, Elsevier, Elsevier, vol. 117(1), pages 315-317.
  18. Julian di Giovanni & Jay C. Shambaugh, 2006. "The Impact of Foreign Interest Rateson the Economy," IMF Working Papers 06/37, International Monetary Fund.
  19. 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.
  20. Markku Lanne & Helmut Luetkepohl, 2008. "A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks," Economics Working Papers, European University Institute ECO2008/23, European University Institute.
  21. 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, vol. 8(2), pages 262-302, April.
  22. Demary, Markus, 2009. "The Link between Output, Inflation, Monetary Policy and Housing Price Dynamics," MPRA Paper 15978, University Library of Munich, Germany.
  23. James Bullard, 1999. "Testing long-run monetary neutrality propositions: lessons from the recent research," Review, Federal Reserve Bank of St. Louis, Federal Reserve Bank of St. Louis, issue Nov, pages 57-77.
  24. Gutierrez, Pedro J., 2006. "Short-run and long-run effects of monetary policy in a general equilibrium model with bank reserves," Economic Modelling, Elsevier, Elsevier, vol. 23(4), pages 597-621, July.
  25. 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).
  26. Joaquim Pina, 2009. "Do international spillovers matter for long run neutrality?," Economics Bulletin, AccessEcon, vol. 29(3), pages 1570-1587.
  27. Hahm Sang-Moon, 2002. "Monetary Bands And Monetary Neutrality," International Economic Journal, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(2), pages 115-128.
  28. Moschitz, Julius, 2004. "The determinants of the overnight interest rate in the euro area," Working Paper Series, European Central Bank 0393, European Central Bank.
  29. Rochelle M. Edge, 2000. "Time-to-build, time-to-plan, habit-persistence, and the liquidity effect," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 673, Board of Governors of the Federal Reserve System (U.S.).
  30. W. Douglas McMillin & William D. Lastrapes, . "Cross-Country Variation in the Liquidity Effect," Departmental Working Papers, Department of Economics, Louisiana State University 2001-04, Department of Economics, Louisiana State University.
  31. Bilan, Olena, 2005. "In search of the liquidity effect in Ukraine," Journal of Comparative Economics, Elsevier, vol. 33(3), pages 500-516, September.
  32. Wright, Stephen, 2002. "Monetary Policy, Nominal Interest Rates, and Long-Horizon Inflation Uncertainty," Scottish Journal of Political Economy, Scottish Economic Society, Scottish Economic Society, vol. 49(1), pages 61-90, February.
  33. Bartolini, Leonardo & Bertola, Giuseppe & Prati, Alessandro, 2002. "Day-to-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 34(1), pages 137-59, February.
  34. Leeper, Eric M. & Zha, Tao, 2003. "Modest policy interventions," Journal of Monetary Economics, Elsevier, Elsevier, vol. 50(8), pages 1673-1700, November.
  35. Geert Bekaert & Marie Hoerova & Marco Lo Duca, 2010. "Risk, Uncertainty and Monetary Policy," NBER Working Papers 16397, National Bureau of Economic Research, Inc.
  36. Uhlig, Harald, 1999. "What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2137, C.E.P.R. Discussion Papers.
  37. Ruth Judson & Elizabeth Klee, 2009. "Whither the liquidity effect: the impact of Federal Reserve Open Market Operations in recent years," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2009-25, Board of Governors of the Federal Reserve System (U.S.).
  38. Lastrapes, William D. & Potts, Todd B., 2006. "Durable goods and the forward-looking theory of consumption: Estimates implied by the dynamic effects of money," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 30(8), pages 1409-1430, August.
  39. Mau-Ting Lin, 2004. "Measuring the effect of money: test, estimation and identification," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group 53, Money Macro and Finance Research Group.
  40. Ivanov, Ventzislav & Kilian, Lutz, 2001. "A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2685, C.E.P.R. Discussion Papers.
  41. Ellis W. Tallman, 2003. "Monetary policy and learning: Some implications for policy and research," Economic Review, Federal Reserve Bank of Atlanta, Federal Reserve Bank of Atlanta, issue Q3, pages 1-9.
  42. Hesse, Heiko, 2007. "Monetary policy, structural break and the monetary transmission mechanism in Thailand," Journal of Asian Economics, Elsevier, Elsevier, vol. 18(4), pages 649-669, August.
  43. Jon Faust & John H. Rogers, 1999. "Monetary policy's role in exchange rate behavior," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 652, Board of Governors of the Federal Reserve System (U.S.).
  44. Cyril Monnet & Warren E. Weber, 2001. "Money and interest rates," Quarterly Review, Federal Reserve Bank of Minneapolis, Federal Reserve Bank of Minneapolis, issue Fall, pages 2-13.
  45. Qin, Duo & Quising, Pilipinas & He, Xinhua & Liu, Shiguo, 2005. "Modeling monetary transmission and policy in China," Journal of Policy Modeling, Elsevier, Elsevier, vol. 27(2), pages 157-175, March.
  46. Yunus Aksoy & Miguel León-Ledesma, 2004. "Interest Rates and Output in the Long-run," Studies in Economics, Department of Economics, University of Kent 0409, Department of Economics, University of Kent.
  47. Pang, Iris Ai Jao, 2010. "Were Fed’s active monetary policy actions necessary?," MPRA Paper 32496, University Library of Munich, Germany.
  48. Thomas J. Sargent, 2002. "Commentary : the evolution of economic understanding and postwar stabilization policy," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, Federal Reserve Bank of Kansas City, pages 79-94.
  49. Michael Fratantoni & Scott Schuh, 2000. "Monetary policy, housing investment, and heterogeneous regional markets," Working Papers, Federal Reserve Bank of Boston 00-1, Federal Reserve Bank of Boston.
  50. Galí, Jordi, 2002. "New Perspectives on Monetary Policy, Inflation and the Business Cycle," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3210, C.E.P.R. Discussion Papers.
  51. Jérôme Héricourt & Iuliana Matei, 2007. "Transmission de la politique monétaire dans les Pays d'Europe Centrale et Orientale : que savons-nous vraiment ?," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 180(4), pages 221-238.
  52. Chadha, Jagjit S. & Corrado, Luisa & Sun, Qi, 2010. "Money and liquidity effects: Separating demand from supply," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 34(9), pages 1732-1747, September.
  53. Judson, Ruth A. & Klee, Elizabeth, 2010. "Whither the liquidity effect: The impact of Federal Reserve open market operations in recent years," Journal of Macroeconomics, Elsevier, Elsevier, vol. 32(3), pages 713-731, September.
  54. Mester Ioana Teodora, 2009. "VEC MODEL OF DEVELOPING COUNTRY INFLATIONARY DYNAMICS a€“ AN EMPIRICAL STUDY a€“ THE CASE OF ROMANIA," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, University of Oradea, Faculty of Economics, vol. 2(1), pages 677-682, May.
  55. Pang, Iris Ai Jao, 2010. "Forecasting Hong Kong economy using factor augmented vector autoregression," MPRA Paper 32495, University Library of Munich, Germany.
  56. Ronald Schettkat & Rongrong Sun, 2009. "Nicht zu früh bremsen! - Der Einfluss der Geldpolitik auf die langfristige Wirtschaftsentwicklung in Deutschland und den USA-," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library sdp09003, Universitätsbibliothek Wuppertal, University Library.