This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Citations for "Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates" by Eichenbaum, Martin & Evans, Charles L
For a complete description of this item, click here .
Cited by (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.): Yihui Lan, 2003.
"The Long-Term Behaviour of Exchange Rates, Part II: Aspects of Exchange-Rate Economics ,"
Economics Discussion / Working Papers
03-06, The University of Western Australia, Department of Economics.
[Downloadable!]
Jean-Pierre Allegret & Alain Sand-Zantman, 2006.
"Disentangling business cycles and macroeconomic policy in Mercosur: a VAR and unobserved components model approaches ,"
Post-Print
halshs-00134317_v1, HAL.
[Downloadable!]
Paul R. Bergin & Giancarlo Corsetti, 2005.
"Towards a Theory of Firm Entry and Stabilization Policy ,"
NBER Working Papers
11821, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: S. Brock Blomberg, 2001.
""Dumb And Dumber" Explanations For Exchange Rate Dynamics ,"
Journal of Applied Economics ,
Universidad del CEMA, vol. 0, pages 187-216, November.
[Downloadable!]
Lee, Byung-Joo, 2007.
"Uncovered Interest Parity: Cross-sectional Evidence ,"
MPRA Paper
10360, University Library of Munich, Germany.
[Downloadable!]
Bergman, Michael & Cheung, Yin-Wong & Lai, Kon S., 2000.
"Productivity shocks, monetary shocks, and the short- and long-run dynamics of exchange rates and relative prices ,"
Working Papers
2000:4, Lund University, Department of Economics.
[Downloadable!]
Masao Ogaki & Julio Santaella, 1999.
"The Exchange Rate and the Term Structure of Interest Rates in Mexico ,"
Working Papers
99-21, Ohio State University, Department of Economics.
[Downloadable!]
Other versions: Berument, Hakan & Dogan, Nukhet & Tansel, Aysit, 2008.
"Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey ,"
IZA Discussion Papers
3461, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions:
Hakan Berument & Nukhet Dogan & Aysit Tansel, 2008.
"Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey ,"
Working Papers
2008/7, Turkish Economic Association.
[Downloadable!] Hakan Berument & Nukhet Dogan & Aysit Tansel, 2008.
"Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey ,"
ERC Working Papers
0803, ERC - Economic Research Center, Middle East Technical University, revised Apr 2008.
[Downloadable!] M. Hakan Berument & Nukhet Dogan & Aysit Tansel, 2009.
"Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey ,"
Emerging Markets Finance and Trade ,
M.E. Sharpe, Inc., vol. 45(3), pages 21-34, May.
[Downloadable!] (restricted) Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2005.
"Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through ,"
Working Paper Series
179, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Other versions:
Adolfson, Malin & Laseen, Stefan & Linde, Jesper & Villani, Mattias, 2007.
"Bayesian estimation of an open economy DSGE model with incomplete pass-through ,"
Journal of International Economics ,
Elsevier, vol. 72(2), pages 481-511, July.
[Downloadable!] (restricted) Jae H. Kim & Philip I. Ji, 2004.
"International linkage of real interest rates: the case of East Asian countries ,"
Econometric Society 2004 Australasian Meetings
124, Econometric Society.
[Downloadable!]
Marcel Fratzscher & Luciana Juvenal & Lucio Sarno, 2007.
"Asset prices, exchange rates and the current account ,"
Working Paper Series
790, European Central Bank.
[Downloadable!]
Other versions: Jón Steinsson, 2008.
"The Dynamic Behavior of the Real Exchange Rate in Sticky Price Models ,"
NBER Working Papers
13910, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Jon Steinsson, 2005.
"The Dynamic Behavior of the Real Exchange Rate in Sticky Price Models ,"
Economics
wp28_jonst, Department of Economics, Central bank of Iceland.
[Downloadable!] Jón Steinsson, 2008.
"The Dynamic Behavior of the Real Exchange Rate in Sticky Price Models ,"
American Economic Review ,
American Economic Association, vol. 98(1), pages 519-33, March.
[Downloadable!] Matteo Luciani, 2004.
"A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area ,"
Rivista di Politica Economica ,
SIPI Spa, vol. 94(6), pages 175-214, November-.
[Downloadable!]
Jose De Gregorio & Eric Parrado, 2006.
"Overshooting Meets Inflation Targeting ,"
Working Papers Central Bank of Chile
394, Central Bank of Chile.
[Downloadable!]
Katrin Assenmacher-Wesche, 2008.
"Modeling Monetary Transmission in Switzerland with a Structural Cointegrated VAR Model ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 144(II), pages 197-246, June.
[Downloadable!]
de Blas, Beatriz, 2008.
"International Transmission of Shocks under Financial Frictions: Some Implications for International Business Cycle Comovement ,"
Working Papers in Economic Theory
2008/01, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
[Downloadable!]
Landon, Stuart & Smith, Constance, 1999.
"The risk premium, exchange rate expectations, and the forward exchange rate: Estimates for the Yen-Dollar rate ,"
MPRA Paper
9775, University Library of Munich, Germany.
[Downloadable!]
Other versions: Massimo Giuliodori, 2004.
"Nominal shocks and the current account: A structural VAR analysis of 14 OECD countries ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 140(4), pages 569-591, December.
[Downloadable!] (restricted)
Rasmus Fatum & Barry Scholnick, 2003.
"Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market ,"
Santa Cruz Center for International Economics, Working Paper Series
1007, Center for International Economics, UC Santa Cruz.
[Downloadable!]
Kilian, Lutz & Gonçalves, Sílvia, 2002.
"Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form ,"
Discussion Paper Series 1: Economic Studies
2002,26, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Other versions:
GONÇALVES, Silvia & KILIAN, Lutz, 2003.
"Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form ,"
Cahiers de recherche
2003-01, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] Lutz Kilian & Silvia Goncalves, 2002.
"Bootstrapping autoregressions with conditional heteroskedasticity of unknown form ,"
Working Paper Series
196, European Central Bank.
[Downloadable!] GONÇALVES, Sílvia & KILIAN, Lutz, 2003.
"Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form ,"
Cahiers de recherche
01-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
[Downloadable!] Sílvia Gonçalves & Lutz Kilian, 2003.
"Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form ,"
CIRANO Working Papers
2003s-17, CIRANO.
[Downloadable!] Goncalves, Silvia & Kilian, Lutz, 2004.
"Bootstrapping autoregressions with conditional heteroskedasticity of unknown form ,"
Journal of Econometrics ,
Elsevier, vol. 123(1), pages 89-120, November.
[Downloadable!] (restricted) Hilde C. Bjørnland, 2006.
"Monetary Policy and the Illusionary Exchange Rate Puzzle ,"
Computing in Economics and Finance 2006
45, Society for Computational Economics.
[Downloadable!]
Other versions: Philip Inyeob Ji & Jae H. Kim, 2005.
"Real Interest Rate Linkages in the Pacific Basin Region ,"
Monash Econometrics and Business Statistics Working Papers
23/05, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!]
Orden, David, 2000.
"Exchange Rate Effects On Agricultural Trade And Trade Relations ,"
Policy Harmonization and Adjustment in the North American Agricultural and Food Industry; Proceedings of the 5th Agricultural and Food Policy - 1999
16803, Farm Foundation, Agricultural and Food Policy Systems Information Workshops.
[Downloadable!]
Sarantis Kalyvitis & Ifigeneia Skotida, 2008.
"Some Empirical Evidence on the Effects of U.S. Monetary Policy Shocks on Cross Exchange Rates ,"
Working Papers
65, Bank of Greece.
[Downloadable!]
Martin Eichenbaum & Charles L. Evans, 1993.
"Some Empirical Evidence on the Effects of Monetary Policy Shocks on Exchange Rates ,"
NBER Working Papers
4271, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2007.
"Evaluating An Estimated New Keynesian Small Open Economy Model ,"
Working Paper Series
203, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Other versions:
Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2007.
"Evaluating An Estimated New Keynesian Small Open Economy Model ,"
CEPR Discussion Papers
6027, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2008.
"Evaluating an estimated new Keynesian small open economy model ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 32(8), pages 2690-2721, August.
[Downloadable!] (restricted) Hilde C. Bjørnland, 2005.
"Monetary policy and exchange rate interactions in a small open economy ,"
Working Paper
2005/16, Norges Bank.
[Downloadable!]
Other versions:
Bjørnland, Hilde C., 2005.
"Monetary policy and exchange rate interactions in a small open economy ,"
Memorandum
31/2005, Oslo University, Department of Economics.
[Downloadable!] "Hilde C." "Bjørnland", 2008.
"Monetary Policy and Exchange Rate Interactions in a Small Open Economy ,"
Scandinavian Journal of Economics ,
Blackwell Publishing, vol. 110(1), pages 197-221, 03.
[Downloadable!] (restricted) Lise Patureau, 2002.
"Pricing-to-market and limited participation : a joint explanation to the exchange rate disconnect puzzle ,"
Computing in Economics and Finance 2002
299, Society for Computational Economics.
[Downloadable!]
Pablo A. Guerron, 2006.
"Why do Central Bankers Intervene in the Foreign Exchange Market? Some New Evidence and Theory ,"
Working Paper Series
007, North Carolina State University, Department of Economics, revised Aug 2006.
[Downloadable!]
Shu Wu & Shigeru Iwata, 2004.
"Estimating Monetary Policy Effects When Interest Rates are Bounded at Zero ,"
Econometric Society 2004 Far Eastern Meetings
478, Econometric Society.
[Downloadable!]
Jean Boivin & Marc Giannoni, 2008.
"Global Forces and Monetary Policy Effectiveness ,"
NBER Working Papers
13736, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Jean-Pierre Allegret & Alain Sand-Zantman, 2007.
"Disentangling business cycles and macroeconomic policy in Mercosur: a VAR and unobserved components model approaches ,"
Post-Print
halshs-00238495_v1, HAL.
[Downloadable!]
Benoit Mojon & Gert Peersman, 2001.
"A VAR description of the effects of monetary policy in the individual countries of the Euro area ,"
Working Paper Series
092, European Central Bank.
[Downloadable!]
Viktoria Hnatkovska & Amartya Lahiri & Carlos A. Vegh, 2008.
"Interest Rates and the Exchange Rate: A Non-Monotonic Tale ,"
NBER Working Papers
13925, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Andrew Ang & Sen Dong & Monika Piazzesi, 2007.
"No-Arbitrage Taylor Rules ,"
NBER Working Papers
13448, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Sophocles N. Brissimis & Nicholas S. Magginas, 2004.
"Forward-Looking Information in VAR Models and the Price Puzzle ,"
Working Papers
10, Bank of Greece.
[Downloadable!]
Other versions: Kenneth N. Kuttner & Adam S. Posen, 2000.
"Inflation, Monetary Transparency, and G3 Exchange Rate Volatility ,"
Peterson Institute Working Paper Series
WP00-6, Peterson Institute for International Economics.
[Downloadable!]
Paul R. Bergin, 2004.
"How Well Can the New Open Economy Macroeconomics Explain the Exchange Rate and Current Account? ,"
NBER Working Papers
10356, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2009.
"The international dimension of productivity and demand shocks in the U.S. economy ,"
Working Paper Series
2009-09, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Rodrigo Alfaro & Carlos García & Alejandro Jara & Helmut Franken, 2005.
"The bank lending channel in Chile ,"
BIS Papers chapters ,
in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 128-45
Bank for International Settlements.
[Downloadable!]
Philippe Bacchetta & Eric Van Wincoop, 1998.
"Does Exchange Rate Stability Increase Trade and Capital Flows? ,"
NBER Working Papers
6704, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Philippe Bacchetta & Eric van Wincoop, 1998.
"Does exchange rate stability increase trade and capital flows? ,"
Research Paper
9818, Federal Reserve Bank of New York.
[Downloadable!] Bacchetta, Philippe & van Wincoop, Eric, 1998.
"Does Exchange Rate Stability Increase Trade and Capital Flows? ,"
CEPR Discussion Papers
1962, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Philippe Bacchetta & Eric van Wincoop, 1998.
"Does Exchange Rate Stability Increase Trade and Capital Flows? ,"
Working Papers
98.04, Swiss National Bank, Study Center Gerzensee.
[Downloadable!] Elke Hahn, 2003.
"Pass-through of external shocks to euro area inflation ,"
Working Paper Series
243, European Central Bank.
[Downloadable!]
Kraay, Aart, 2000.
"Do high interest rates defend currencies during speculative attacks ? ,"
Policy Research Working Paper Series
2267, The World Bank.
[Downloadable!]
Other versions: V. Anton Muscatelli & Patrizio Tirelli & Carmine Trecroci, 2002.
"Monetary Policy on the Road to EMU: The Dominance of External Constraints on Domestic Objectives ,"
Annales d'Economie et de Statistique ,
ADRES, issue 67-68, pages 13, Juillet-D.
[Downloadable!]
Jaehun Chung & Yongmiao Hong, 2007.
"Model-free evaluation of directional predictability in foreign exchange markets ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 22(5), pages 855-889.
[Downloadable!]
Jesper Lindé & Marianne Nessén & Ulf Söderström, 2004.
"Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through ,"
Working Papers
263, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions:
Lindé, Jesper & Nessén, Marianne & Söderström, Ulf, 2004.
"Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through ,"
Working Paper Series
167, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!] Lindé, Jesper & Nessen, Marianne & Söderström, Ulf, 2004.
"Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through ,"
CEPR Discussion Papers
4531, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Jesper Lindé & Marianne Nessén & Ulf Söderström, 2009.
"Monetary policy in an estimated open-economy model with imperfect pass-through ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 14(4), pages 301-333.
[Downloadable!] Beatriz de-Blas-Pérez, 2005.
"Exchange rate dynamics in economies with portfolio rigidities ,"
Banco de España Working Papers
0532, Banco de España.
[Downloadable!]
Jae H. Kim, 2005.
"Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(3), pages 347-354, February.
[Downloadable!] (restricted)
Christopher Bowdler, 2004.
"Openness and the output-inflation tradeoff ,"
Money Macro and Finance (MMF) Research Group Conference 2003
7, Money Macro and Finance Research Group.
[Downloadable!]
Other versions: Michael A. Kouparitsas, 1998.
"Are international business cycles different under fixed and flexible exchange rate regimes? ,"
Economic Perspectives ,
Federal Reserve Bank of Chicago, issue Q I, pages 46-64.
[Downloadable!]
Scott Hendry & Wai-Ming Ho & Kevin Moran, 2003.
"Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model ,"
Working Papers
03-38, Bank of Canada.
[Downloadable!]
Orden, David, 2002.
"Exchange Rate Effects On Agricultural Trade ,"
Journal of Agricultural and Applied Economics ,
Southern Agricultural Economics Association, vol. 34(02), August.
[Downloadable!]
Andrew Ang & Geert Bekaert, 1998.
"Regime Switches in Interest Rates ,"
NBER Working Papers
6508, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Jonathan Kearns & Phil Manners, 2006.
"The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data ,"
International Journal of Central Banking ,
International Journal of Central Banking, vol. 2(4), December.
[Downloadable!]
Other versions: Wohltmann, Hans-Werner & Winkler, Roland, 2005.
"Dynamic Effects of Raw Materials Price Shocks for Large Oil-Dependent Economies ,"
Economics Working Papers
2005,01, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!]
R. Anton Braun & Etsuro Shioji, 2003.
"Monetary Policy and Economic Activity in Japan and the United States ,"
CIRJE F-Series
CIRJE-F-251, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
Christian Pierdzioch, 2003.
"Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates ,"
Kiel Working Papers
1140, Kiel Institute for the World Economy.
[Downloadable!]
Michael Kouparitsas, 2003.
"International business cycles under fixed and flexible exchange rate regimes ,"
Working Paper Series
WP-03-28, Federal Reserve Bank of Chicago.
[Downloadable!]
James H. Stock & Mark W. Watson, 2005.
"Implications of Dynamic Factor Models for VAR Analysis ,"
NBER Working Papers
11467, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Giuseppe De Arcangelis & Giorgio Di Giorgio, 1999.
"Monetary Policy Shocks and Transmission in Italy: A VAR Analysis ,"
Economics Working Papers
446, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
Michael J. Dueker, 2003.
"Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. recessions ,"
Working Papers
2001-012, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: Shiu-Sheng Chen, 2003.
"Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach ,"
International Finance
0303002, EconWPA, revised 13 Mar 2003.
[Downloadable!]
Other versions: Massimo Giuliodori, .
"The Empirical Relevance of a basic sticky-price intertemporal model ,"
Working Papers
2001_17, Department of Economics, University of Glasgow.
[Downloadable!]
Philippe Bacchetta & Eric van Wincoop, 2006.
"Incomplete information processing: a solution to the forward discount puzzle ,"
Working Paper Series
2006-35, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Tao Zha, 1997.
"Identifying monetary policy: a primer ,"
Economic Review ,
Federal Reserve Bank of Atlanta, issue Q 2, pages 26-43.
[Downloadable!]
Yuriy Gorodnichenko, 2005.
"Reduced-Rank Identification of Structural Shocks in VARs ,"
Macroeconomics
0512011, EconWPA.
[Downloadable!]
Ivanov, Ventzislav & Kilian, Lutz, 2001.
"A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions ,"
CEPR Discussion Papers
2685, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Mau-Ting Lin, 2004.
"Measuring the effect of money: test, estimation and identification ,"
Money Macro and Finance (MMF) Research Group Conference 2003
53, Money Macro and Finance Research Group.
[Downloadable!]
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
v04013, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
Other versions: Kyungho Jang & Masao Ogaki, 2001.
"The Effects of Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach ,"
Working Papers
01-02, Ohio State University, Department of Economics.
[Downloadable!]
Other versions: Rasmus Fatum & Barry Scholnick, 2003.
"Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market ,"
EPRU Working Paper Series
03-18, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Aug 2003.
[Downloadable!]
Andrea Brischetto & Graham Voss, 1999.
"A Structural Vector Autoregression Model of Monetary Policy in Australia ,"
RBA Research Discussion Papers
rdp1999-11, Reserve Bank of Australia.
[Downloadable!]
Geert Bekaert & Min Wei & Yuhang Xing, 2002.
"Uncovered Interest Rate Parity and the Term Structure ,"
NBER Working Papers
8795, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Monika Piazzesi, 2001.
"An Econometric Model of the Yield Curve with Macroeconomic Jump Effects ,"
NBER Working Papers
8246, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Jacques Miniane & John H. Rogers, 2003.
"Capital controls and the international transmission of U.S. money shocks ,"
International Finance Discussion Papers
778, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Benjamin J. C. Kim & Noor A. Ghazali, 1998.
"The Liquidity Effect Of Money Shocks On Short-Term Interest Rates: Some International Evidence ,"
International Economic Journal ,
Korean International Economic Association, vol. 12(4), pages 49-63, December.
[Downloadable!] (restricted)
John H. Rogers & Jonathan H. Wright & Jon Faust, 2002.
"Identifying the effects of monetary policy shocks on exchange rates using high frequency data ,"
Working Paper Series
167, European Central Bank.
[Downloadable!]
Other versions:
Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2002.
"Identifying the effects of monetary policy shocks on exchange rates using high frequency data ,"
International Finance Discussion Papers
739, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003.
"Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data ,"
NBER Working Papers
9660, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003.
"Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data ,"
Journal of the European Economic Association ,
MIT Press, vol. 1(5), pages 1031-1057, 09.
[Downloadable!] (restricted) Eleni Angelopoulou, 2007.
"The Narrative Approach for the Identification of Monetary Policy Shocks in a Small Open Economy ,"
Working Papers
55, Bank of Greece.
[Downloadable!]
Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2008.
"Large Bayesian VARs ,"
ECARES Working Papers
2008_033, Université Libre de Bruxelles, Ecares.
[Downloadable!]
Other versions: Niklas J. Westelius & Mathias Hoffmann & Jens Sondergaard, 2007.
"The Timing and Magnitude of Exchange Rate Overshooting ,"
Hunter College Department of Economics Working Papers
418, Hunter College: Department of Economics.
[Downloadable!]
Other versions: Gianluca Lagana, 2004.
"Measuring monetary policy in the UK: a factor augmented vector autoregressive approach ,"
Money Macro and Finance (MMF) Research Group Conference 2004
64, Money Macro and Finance Research Group.
[Downloadable!]
Ricardo Llaudes, 2007.
"Monetary policy shocks in a two-sector open economy - an empirical study ,"
Working Paper Series
799, European Central Bank.
[Downloadable!]
Philip Arestis, Malcolm Sawyer, 2003.
"The Nature and Role of Monetary Policy When Money Is Endogenous ,"
Economics Working Paper Archive
374, Levy Economics Institute, The.
[Downloadable!]
Other versions: Dungey, Mardi & Fry, Renee, 2000.
"A Multi-Country Structural VAR Model ,"
Departmental Working Papers
2001-04, Australian National University, Economics RSPAS.
[Downloadable!]
Andrea Nobili & Stefano Neri, 2006.
"The transmission of monetary policy shocks from the US to the euro area ,"
Temi di discussione (Economic working papers)
606, Bank of Italy, Economic Research Department.
[Downloadable!]
Christopher J. Neely, 1997.
"Technical analysis in the foreign exchange market: a layman's guide ,"
Review ,
Federal Reserve Bank of St. Louis, issue Sep, pages 23-38.
[Downloadable!]
Christian Pierdzioch, 2004.
"Productivity Shocks and Delayed Exchange-Rate Overshooting ,"
Kiel Working Papers
1199, Kiel Institute for the World Economy.
[Downloadable!]
Rasmus Fatum & Barry Scholnick, .
"Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter? ,"
EPRU Working Paper Series
05-14, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Nov 2005.
[Downloadable!]
Hakan Berument, 2005.
"Measuring Monetary Policy for A Small Open Economy : Turkey ,"
Departmental Working Papers
0509, Bilkent University, Department of Economics.
[Downloadable!]
Other versions: Eleni Angelopoulou, 2007.
"The narrative approach for the identification of monetary policy shocks in small open economies ,"
Money Macro and Finance (MMF) Research Group Conference 2006
24, Money Macro and Finance Research Group.
[Downloadable!]
Talan Iscan & Lars Osberg, 1998.
"Does Inflation Affect Output Varibility? Evidence from 40 Years of US Data ,"
Department of Economics at Dalhousie University working papers archive
stabilus, Dalhousie, Department of Economics.
[Downloadable!]
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
1999_20, Department of Economics, University of Glasgow, revised Jul 1999.
[Downloadable!]
Other versions:
Muscatelli, V. Anton & Tirelli, Patrizio & Trecroci, Carmine, 2000.
"Does Institutional Change Really Matter? Inflation Targets, Central Bank Reform and Interest Rate Policy in the OECD Countries ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Muscatelli, V Anton & Tirelli, Patrizio & Trecroci, Carmine, 2002.
"Does Institutional Change Really Matter? Inflation Targets, Central Bank Reform and Interest Rate Policy in the OECD Countries ,"
Manchester School ,
University of Manchester, vol. 70(4), pages 487-527, Special I.
[Downloadable!] (restricted) Michael Ehrmann & Marcel Fratzscher, 2004.
"Exchange rates and fundamentals - new evidence from real-time data ,"
Working Paper Series
365, European Central Bank.
[Downloadable!]
Other versions: J. Fackler & L. Filer, 2004.
"Exchange Rate Targeting and Economic Stabilization ,"
Econometric Society 2004 Far Eastern Meetings
565, Econometric Society.
[Downloadable!]
Lawrence J. Christiano & Martin Eichenbaum & Charles Evans, 1994.
"The Effects of Monetary Policy Shocks: Some Evidence from the Flow of Funds ,"
NBER Working Papers
4699, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Bredin, Don & O’Reilly, Gerard, 2001.
"An Analysis of the Transmission Mechanism of Monetary Policy in Ireland ,"
Research Technical Papers
1/RT/01, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
Other versions: Ippei Fujiwara & Yuki Teranishi, 2008.
"Real Exchange Rate Dynamics under Staggered Loan Contracts ,"
IMES Discussion Paper Series
08-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
[Downloadable!]
William T. Gavin & David M. Kemme, 2007.
"Using extraneous information to analyze monetary policy in transition economies ,"
Working Papers
2004-034, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: Shiu-Sheng Chen, 2004.
"Real exchange rate fluctuations and monetary shocks: a revisit ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 9(1), pages 25-32.
[Downloadable!]
David Gruen & John Romalis & Naveen Chandra, 1997.
"The Lags of Monetary Policy ,"
RBA Research Discussion Papers
rdp9702, Reserve Bank of Australia.
[Downloadable!]
Michael Bergman & Yin-Wong Cheung & Kon S. Lai, 2005.
"The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations ,"
FRU Working Papers
2005/05, University of Copenhagen. Department of Economics. Finance Research Unit.
[Downloadable!]
John C. Bluedorn & Christopher Bowdler, 2005.
"Monetary Policy and Exchange Rate Dynamics: New Evidence from the Narrative Approach to Shock Identification ,"
Economics Papers
2005-W18, Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
Jean-Pierre Allegret & Alain Sand-Zantman, 2006.
"Disentangling business cycles and macroeconomic policy in Mercosur: a VAR and unobserved components model approaches ,"
Documents de Travail de l'OFCE
2006-15, Observatoire Francais des Conjonctures Economiques (OFCE).
[Downloadable!]
Wohltmann, Hans-Werner & Winkler, Roland, 2005.
"Oil Price Shocks and Currency Denomination (A revised version of EWP 2005-01) ,"
Economics Working Papers
2005,10, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!]
Alexius, Annika, 2000.
"Supply Shocks and Real Exchange Rates ,"
Working Paper Series
117, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
V. Anton Muscatelli & Patrizio Tirelli & Carmine Trecroci, 1998.
"Institutional Change, Inflation Targeting and the Stability of Interest Rate Reaction Functions ,"
Working Papers
9815, Department of Economics, University of Glasgow, revised Aug 1998.
[Downloadable!]
Other versions: Charles L. Evans & David A. Marshall, 2005.
"Fundamental Economic Shocks and The Macroeconomy ,"
Working Papers Central Bank of Chile
351, Central Bank of Chile.
[Downloadable!]
Kanda Naknoi & Allan D. Brunner, 2003.
"Trade Costs, Market Integration, and Macroeconomic Volatility ,"
IMF Working Papers
03/54, International Monetary Fund.
[Downloadable!]
Marc Hofstetter, 2007.
"Disinflating From Moderate Inflation ,"
DOCUMENTOS CEDE
002373, UNIVERSIDAD DE LOS ANDES-CEDE.
[Downloadable!]
Mikael Bask, 2003.
"Technical Trading at the Currency Market Increases the Overshooting Effect ,"
Finnish Economic Papers ,
Finnish Economic Association, vol. 16(2), pages 72-80, Autumn.
[Downloadable!]
Darmoul Mokhtar, 2006.
"The impact of monetary policy signals on the intradaily Euro-dollar volatility ,"
Cahiers de la Maison des Sciences Economiques
bla06049, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
Did you know? The yearly budget of IDEAS is exactly $0: it relies entirely on volunteer work.
This page was last updated on 2009-12-12.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .