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Monetary Policy and Asset Prices: A Markov‐Switching DSGE Approach

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  • Joonyoung Hur

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  • Joonyoung Hur, 2017. "Monetary Policy and Asset Prices: A Markov‐Switching DSGE Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(5), pages 965-982, August.
    • Handle: RePEc:wly:japmet:v:32:y:2017:i:5:p:965-982
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    Cited by:

    1. Famoroti Jonathan Olusegun & Adeleke Omolade, 2022. "Impact of monetary policy transmission mechanism in West African countries," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 32(1), pages 20-42, March.
    2. Best, Gabriela & Hur, Joonyoung, 2019. "Bad luck, bad policy, and learning? A Markov-switching approach to understanding postwar U.S. macroeconomic dynamics," European Economic Review, Elsevier, vol. 119(C), pages 55-78.
    3. Arabinda Basistha & Richard Startz, 2022. "Monetary shock measurement and stock markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 685-706, March.
    4. Dridi, Ichrak & Boughrara, Adel, 2021. "On the effect of full-fledged IT adoption on stock returns and their conditional volatility: Evidence from propensity score matching," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 179-194.

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