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Wenbin Wu

Citations

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Working papers

  1. Chunya Bu & John Rogers & Wenbin Wu, 2020. "Forward-Looking Monetary Policy and the Transmission of Conventional Monetary Policy Shocks," Finance and Economics Discussion Series 2020-014, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Taeyoung Doh & Dongho Song & Shu-Kuei X. Yang, 2020. "Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements," Research Working Paper RWP 20-14, Federal Reserve Bank of Kansas City, revised 16 Oct 2025.
    2. Gargiulo, Valeria & Matthes, Christian & Petrova, Katerina, 2025. "Monetary policy across inflation regimes," European Economic Review, Elsevier, vol. 178(C).
    3. Arefeva, Alina & Arefyev, Nikolay, 2025. "Playing by the Taylor rules or sticking to Friedman’s policy: A new approach to monetary policy identification," Economic Modelling, Elsevier, vol. 143(C).
    4. Maximilian Böck & Martin Feldkircher & Pierre L. Siklos, 2021. "International Effects of Euro Area Forward Guidance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1066-1110, October.

  2. Chunya Bu & John Rogers & Wenbin Wu, 2019. "A Unified Measure of Fed Monetary Policy Shocks," Finance and Economics Discussion Series 2019-043, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Dai, Yixin & Yu, Cong & Xu, Xiangyun & Zhou, Jindie & Teng, Fengfan, 2024. "The macro driving factors of co-movement of RMB with other currencies in FX markets," International Review of Financial Analysis, Elsevier, vol. 96(PA).
    2. Rogers, John & Sun, Bo & Wu, Wenbin, 2025. "Drivers of the global financial cycle," Journal of International Economics, Elsevier, vol. 156(C).
    3. Pozo, Jorge, 2023. "Sectoral credit reallocation: An excessive bank risk-taking explanation," Emerging Markets Review, Elsevier, vol. 54(C).
    4. Romain Baeriswyl & Alex Oktay & Marc-Antoine Ramelet, 2023. "Exchange rate shocks and equity prices: the role of currency denomination," Working Papers 2023-05, Swiss National Bank.
    5. Cevik, Emrah I. & Gillman, Max, 2025. "The Impact of the fed monetary policy shocks on commodity markets: Evidence from time-varying local projections," Finance Research Letters, Elsevier, vol. 86(PE).
    6. Mikhail Stolbov & Maria Shchepeleva, 2022. "In Search of Global Determinants of National Credit-to-GDP Gaps," Risks, MDPI, vol. 10(12), pages 1-22, December.
    7. Julian di Giovanni & John Rogers, 2024. "The Impact of U.S. Monetary Policy on Foreign Firms," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 58-115, March.
    8. Albagli, Elias & Ceballos, Luis & Claro, Sebastian & Romero, Damian, 2024. "UIP deviations: Insights from event studies," Journal of International Economics, Elsevier, vol. 148(C).
    9. Takushi Kurozumi & Willem Van Zandweghe, 2025. "Firm Size, Heterogeneous Strategic Complementarities, and Real Rigidity," Working Papers 25-14R, Federal Reserve Bank of Cleveland, revised 25 Nov 2025.
    10. Lim, Hyunjoon, 2024. "Debt vulnerabilities and house price responses to external shocks," Finance Research Letters, Elsevier, vol. 63(C).
    11. Ma, Long & Xu, Sichuang, 2026. "Long-term debt and the efficiency of crisis-contingent policies: Taming overborrowing externalities," Journal of Economic Dynamics and Control, Elsevier, vol. 184(C).
    12. Pablo Aguilar Perez, 2024. "Global Spillovers of US Monetary Policy: New Insights from the Remittance Channel," EconomiX Working Papers 2024-27, University of Paris Nanterre, EconomiX.
    13. Dalhaus, Tatjana & Schaumburg, Julia & Sekhposyan, Tatevik, 2021. "Networking the yield curve: implications for monetary policy," Working Paper Series 2532, European Central Bank.
    14. Hoek, Jasper & Kamin, Steve & Yoldas, Emre, 2022. "Are higher U.S. interest rates always bad news for emerging markets?," Journal of International Economics, Elsevier, vol. 137(C).
    15. Enzinger, Matthias & Gechert, Sebastian & Heimberger, Philipp & Prante, Franz & Romero, Daniel Fernández, 2025. "The overstated effects of conventional monetary policy on output and prices," OSF Preprints 72cen_v2, Center for Open Science.
    16. Victoria Bannikova, 2024. "Estimation of Multidimensionality of Monetary Policy Using High-Frequency Data," Russian Journal of Money and Finance, Bank of Russia, vol. 83(4), pages 3-26, December.
    17. Juan S. Mora-Sanguinetti & Cristina Peñasco & Rok Spruk, 2026. "The impact of “Green Regulation” on firms’ innovation," Working Papers 2611, Banco de España.
    18. Serafin Frache & Rodrigo Lluberas & Mathieu Pedemonte & Javier Turen, 2023. "The Transmission of International Monetary Policy Shocks on Firms' Expectations," Working Papers 23-01, Federal Reserve Bank of Cleveland.
    19. Thiago R T Ferreira & Daniel A Ostry & John Rogers, 2024. "Firm financial conditions and the transmission of monetary policy," Bank of England Staff Working Paper series 1093, Bank of England.
    20. Michal Franta & Jan Libich, 2024. "Holding the economy by the tail: analysis of short- and long-run macroeconomic risks," Empirical Economics, Springer, vol. 66(4), pages 1443-1489, April.
    21. Phillip An & Karlye Dilts Stedman & Amaze Lusompa, 2025. "How High Does High Frequency Need to Be? A Comparison of Daily and Intradaily Monetary Policy Surprises," Research Working Paper RWP 25-03, Federal Reserve Bank of Kansas City.
    22. Constantin Bürgi & Bo Jiang, 2022. "Monetary Policy, Funding Cost and Banks’ Risk-Taking: Evidence from the United States," CESifo Working Paper Series 9995, CESifo.
    23. Salachas, Evangelos & Kouretas, Georgios P. & Laopodis, Nikiforos T., 2025. "Understanding central bank responses to geopolitical risks: Evidence from the Fed and ECB," Journal of Financial Stability, Elsevier, vol. 80(C).
    24. John Beirne & Nuobu Renzhi & Ulrich Volz, 2021. "When the United States and the People’s Republic of China Sneeze: International Real and Financial Spillovers in Asia," ADBI Working Papers 1288, Asian Development Bank Institute.
    25. Kwak, Kyongjun & Granados, Camilo, 2025. "Dissecting capital flows: Do capital controls shield against foreign shocks?," Journal of Financial Stability, Elsevier, vol. 79(C).
    26. Eric Fortier, 2026. "Specification Choice in Local Projections: Evidence from Monetary Policy Shocks," Discussion Papers dp26-01, Department of Economics, Simon Fraser University.
    27. Jongrim Ha & M. Ayhan Kose & Franziska Ohnsorge & Hakan Yilmazkuday, 2023. "What Explains Global Inflation," Koç University-TUSIAD Economic Research Forum Working Papers 2310, Koc University-TUSIAD Economic Research Forum.
    28. Ms. Natasha X Che & Alexander Copestake & Davide Furceri & Tammaro Terracciano, 2023. "The Crypto Cycle and US Monetary Policy," IMF Working Papers 2023/163, International Monetary Fund.
    29. Tong, Eric, 2024. "Repercussions of the Russia–Ukraine war," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 366-390.
    30. Cafiso, Gianluca & Rivolta, Giulia, 2024. "Conventional monetary interventions through the credit channel and the rise of non-bank institutions," Economic Systems, Elsevier, vol. 48(1).
    31. HA, JONGRIM & Kim, Dohan & Kose, Ayhan M., 2024. "Resolving Puzzles of Monetary Policy Transmission in Emerging Markets," MPRA Paper 122624, University Library of Munich, Germany.
    32. Goodhead, Robert, 2024. "The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy," European Economic Review, Elsevier, vol. 164(C).
    33. Albuquerque, Bruno & Iseringhausen, Martin & Opitz, Frederic, 2020. "Monetary policy and US housing expansions: The case of time-varying supply elasticities," Economics Letters, Elsevier, vol. 195(C).
    34. Elliott, David & Meisenzahl, Ralf R. & Peydró, José-Luis, 2024. "Nonbank lenders as global shock absorbers: Evidence from US monetary policy spillovers," Journal of International Economics, Elsevier, vol. 149(C).
    35. Marc Burri & Daniel Kaufmann, 2024. "Measuring monetary policy shocks," IRENE Working Papers 24-03, IRENE Institute of Economic Research.
    36. Carlos Giraldo & Iader Giraldo-Salazar & Jose E. Gomez-Gonzalez & Jorge M Uribe, 2025. "Dollarization and the International Bank Lending Channel: Evidence from Latin America," Documentos de trabajo 021498, FLAR.
    37. Döttling, Robin & Lam, Adrian, 2023. "Does Monetary Policy Shape the Path to Carbon Neutrality?," OSF Preprints kqdar, Center for Open Science.
    38. Mirela Miescu, 2022. "Forward guidance shocks," Working Papers 352591340, Lancaster University Management School, Economics Department.
    39. Efrem Castelnuovo & Lorenzo Mori & Gert Peersman, 2024. "Commodity Price Shocks and Global Cycles: Monetary Policy Matters," CESifo Working Paper Series 11140, CESifo.
    40. Elliot Anenberg & Tess C. Scharlemann & Eileen van Straelen, 2023. "Borrowing and Spending in the Money: Debt Substitution and the Cash-out Refinance Channel of Monetary Policy," Finance and Economics Discussion Series 2023-073, Board of Governors of the Federal Reserve System (U.S.).
    41. Hummaira Jabeen, 2022. "Monetary Policy Shock Transmission in Emerging Markets," Journal of Policy Research (JPR), Research Foundation for Humanity (RFH), vol. 8(4), pages 379-390, December.
    42. Julian di Giovanni & Galina Hale, 2020. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," Staff Reports 945, Federal Reserve Bank of New York.
    43. Hie Joo Ahn & Choongryul Yang, 2022. "Effects of Monetary Policy on Household Expectations: The Role of Homeownership," Finance and Economics Discussion Series 2022-065, Board of Governors of the Federal Reserve System (U.S.).
    44. Laumer, Sebastian & Schaffer, Matthew, 2025. "Monetary policy transmission under supply chain pressure," European Economic Review, Elsevier, vol. 172(C).
    45. Chen, Kaiji & Higgins, Patrick & Zha, Tao, 2024. "Constructing quarterly Chinese time series usable for macroeconomic analysis," Journal of International Money and Finance, Elsevier, vol. 143(C).
    46. Ma, Chaoqun & Tian, Yonggang & Hsiao, Shisong & Deng, Liurui, 2022. "Monetary policy shocks and Bitcoin prices," Research in International Business and Finance, Elsevier, vol. 62(C).
    47. Dooyeon Cho, 2026. "The Power of Voice: Monetary Policy and Cryptocurrency," International Review of Finance, International Review of Finance Ltd., vol. 26(1), March.
    48. Edmond Berisha & Ram Sewak Dubey & Eric Olson, 2022. "Monetary policy and the racial wage gap," Empirical Economics, Springer, vol. 63(6), pages 3045-3059, December.
    49. Immaculate Machasio & Peter Tillmann, 2023. "Remittance flows and US monetary policy," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 159(3), pages 545-561, August.
    50. Chang Ma & John H. Rogers & Sili Zhou, 2019. "The Effect of the China Connect," Finance and Economics Discussion Series 2019-087, Board of Governors of the Federal Reserve System (U.S.).
    51. Jonathan J Adams & Philip Barrett, 2025. "The Term Structure of Monetary Policy News," Working Papers 001017, University of Florida, Department of Economics.
    52. Ferreira, Thiago R.T., 2024. "Cross-sectional financial conditions, business cycles and the lending channel," Journal of Monetary Economics, Elsevier, vol. 147(C).
    53. Giorgia De Nora, 2021. "Factor Augmented Vector-Autoregression with narrative identification. An application to monetary policy in the US," Working Papers 934, Queen Mary University of London, School of Economics and Finance.
    54. Dhital, Saroj & Jiang, Senyuan & Reese, Jillian, 2023. "Effects of monetary and government spending policy on economic inequality," Journal of Macroeconomics, Elsevier, vol. 77(C).
    55. Xu, Mengxia & Liu, Qing & Feng, Yun, 2024. "Can RMB internationalization mitigate U.S. monetary policy spillovers?," Finance Research Letters, Elsevier, vol. 67(PA).
    56. Bae, Juhee, 2024. "Factor-augmented forecasting in big data," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1660-1688.
    57. Mucai Lin & Zhiwu Hong & Linlin Niu, 2026. "Silent News in China's Monetary Policy Announcements: Dual-Shock Identification with Ordered Heteroskedasticity," Working Papers 2026-02-01, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    58. D’Amico, Stefania & King, Thomas B., 2023. "What does anticipated monetary policy do?," Journal of Monetary Economics, Elsevier, vol. 138(C), pages 123-139.
    59. Renzhi, Nuobu & Beirne, John, 2025. "The nexus of peer-to-peer lending and monetary policy transmission: Evidence from the People's Republic of China," Pacific-Basin Finance Journal, Elsevier, vol. 91(C).
    60. Diego Bonelli, 2026. "Inflation risk and yield spread changes," Working Papers 2603, Banco de España.
    61. Lim, Hyunjoon, 2025. "Do firm and lender characteristics matter in monetary policy transmission? Evidence from Korean loan-level data," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 256-268.
    62. Alexander Berglund & Massimo Guidolin & Manuela Pedio, 2020. "Monetary policy after the crisis: A threat to hedge funds' alphas?," Journal of Asset Management, Palgrave Macmillan, vol. 21(3), pages 219-238, May.
    63. Benoit Mojon & Phurichai Rungcharoenkitkul & Dora Xia, 2025. "Integrating balance sheet policy into monetary policy conditions," BIS Working Papers 1281, Bank for International Settlements.
    64. Samuel Federico Kaplan & Arin Kerim Peren & Polyzos Efstathios & Spagnolo Nicola, 2022. "Stock Market Responses to Monetary Policy Shocks: Universal Firm-Level Evidence," Asociación Argentina de Economía Política: Working Papers 4571, Asociación Argentina de Economía Política.
    65. Di Casola, Paola & Grothe, Magdalena, 2026. "Housing wealth and monetary policy transmission: cross-country evidence," Working Paper Series 3204, European Central Bank.
    66. Nagao, Ryoya & Kondo, Yoshihiro & Nakazono, Yoshiyuki, 2021. "The macroeconomic effects of monetary policy: Evidence from Japan," Journal of the Japanese and International Economies, Elsevier, vol. 61(C).
    67. Hie Joo Ahn & Lam Nguyen, 2025. "Who's at Risk? Effects of Inflation on Unemployment Risk," Papers 2505.05757, arXiv.org.
    68. Michael Smolyansky & Gustavo A. Suarez, 2021. "Non-monetary news in Fed announcements: Evidence from the corporate bond market," Finance and Economics Discussion Series 2021-010r1, Board of Governors of the Federal Reserve System (U.S.), revised 31 Jan 2025.
    69. Robert Kirkby & Huong Ngoc Vu, 2024. "Impacts of Monetary Policy Shocks on Inflation and Output in New Zealand," The Economic Record, The Economic Society of Australia, vol. 100(329), pages 160-187, June.
    70. Jiaming Huang & Luca Neri, 2026. "Beyond Validity: SVAR Identification Through the Proxy Zoo," Papers 2601.11195, arXiv.org.
    71. Chen, Hongyi & Tillmann, Peter, 2025. "Monetary policy spillovers: Is this time different?," Journal of International Money and Finance, Elsevier, vol. 152(C).
    72. Kim, Soyoung & Shin, Hyun Song, 2021. "Offshore EME bond issuance and the transmission channels of global liquidity," Journal of International Money and Finance, Elsevier, vol. 112(C).
    73. Zidong An & Salem Abo‐Zaid & Xuguang Simon Sheng, 2023. "Inattention and the impact of monetary policy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 623-643, June.
    74. Egemen Eren & Denis Gorea & Daojing Zhai, 2025. "How do quantitative easing and tightening affect firms?," BIS Working Papers 1286, Bank for International Settlements.
    75. Camara, Santiago, 2025. "Spillovers of US interest rates: Monetary policy & information effects," Journal of International Economics, Elsevier, vol. 154(C).
    76. Adra, Samer & Gao, Yang & Yuan, Jiayi, 2024. "Local policy uncertainty and the firm's investment reaction to monetary policy," Economics Letters, Elsevier, vol. 234(C).
    77. Mariana García-Schmidt, 2024. "Is the Information Channel of Monetary Policy Alive in Emerging Markets?," Working Papers Central Bank of Chile 1017, Central Bank of Chile.
    78. Palazzo, Berardino & Yamarthy, Ram, 2022. "Credit risk and the transmission of interest rate shocks," Journal of Monetary Economics, Elsevier, vol. 130(C), pages 120-136.
    79. Lucas Hafemann & Peter Tillmann, 2021. "Lending Standards and the Business Cycle: Evidence from Loan Survey Releases," MAGKS Papers on Economics 202131, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    80. Miguel Acosta-Henao & Maria Alejandra Amado & Montserrat Martí & David Perez-Reyna, 2025. "Heterogeneous UIPDs Across Firms: Spillovers from U.S. Monetary Policy Shocks," Working Papers Central Bank of Chile 1043, Central Bank of Chile.
    81. Jaemin Jeong & Eunseong Ma & Choongryul Yang, 2025. "Attention-Dependent Monetary Transmission to Household Beliefs," Finance and Economics Discussion Series 2025-084, Board of Governors of the Federal Reserve System (U.S.).
    82. Hale, Galina, 2021. "Reprint: Comment on “Monetary policy news in the U.S.: Effects on emerging market capital flows”," Journal of International Money and Finance, Elsevier, vol. 114(C).
    83. Acosta, Miguel & Ajello, Andrea & Bauer, Michael D. & Loria, Francesca & Miranda-Agrippino, Silvia, 2025. "Financial market effects of FOMC communication: Evidence from a new event-study database," IMFS Working Paper Series 227, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    84. Stolbov, Mikhail & Shchepeleva, Maria, 2022. "Modeling global real economic activity: Evidence from variable selection across quantiles," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
    85. Viktoriia Bannikova & Sofya Kolesnik, 2025. "Assessing the predictability of market interest rate changes on Central Bank of Russia press release days," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 77, pages 25-45.
    86. Viacheslav Kramkov & Andrey Maksimov, 2024. "Monetary surprises and term structure of interest rates: Identification through heteroscedasticity," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 74, pages 5-34.
    87. Zhang, Mi & Sensoy, Ahmet & Nguyen, Duc Khuong & Cheng, Feiyang, 2025. "Can bilateral RMB swap reduce monetary policy spillovers from the United States to China?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 101(C).
    88. Janus, Jakub, 2023. "Flights to safe assets in bond markets: Evidence from emerging market economies," Journal of International Money and Finance, Elsevier, vol. 139(C).
    89. Haddou, Samira, 2022. "International financial stress spillovers to bank lending: Do internal characteristics matter?," International Review of Financial Analysis, Elsevier, vol. 83(C).
    90. Margaret M. Jacobson & Christian Matthes & Todd B. Walker, 2022. "Inflation Measured Every Day Keeps Adverse Responses Away: Temporal Aggregation and Monetary Policy Transmission," Finance and Economics Discussion Series 2022-054, Board of Governors of the Federal Reserve System (U.S.).
    91. Thiago Revil T. Ferreira & Nils M. Gornemann & Julio L. Ortiz, 2024. "Household Excess Savings and the Transmission of Monetary Policy," International Finance Discussion Papers 1397, Board of Governors of the Federal Reserve System (U.S.).
    92. Lihui Tian & Haifeng Wu & Qichang Xie, 2025. "The impact of FOMC announcements on cryptocurrency risk spillover across different market conditions," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 161(3), pages 1035-1069, August.
    93. Gai, Prasanna & Tong, Eric, 2022. "Information spillovers of US monetary policy," Journal of Macroeconomics, Elsevier, vol. 72(C).
    94. Lorenzo Garlanda-Longueville, 2025. "The Effects of Monetary Policy on Cross-Border Banking between China and Hong Kong," EconomiX Working Papers 2025-16, University of Paris Nanterre, EconomiX.
    95. Hiroyuki Kubota & Mototsugu Shintani, 2023. "Macroeconomic Effects of Monetary Policy in Japan: An Analysis Using Interest Rate Futures Surprises," CARF F-Series CARF-F-555, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    96. Iwanicz-Drozdowska, Małgorzata & Rogowicz, Karol, 2022. "Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
    97. Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023. "US monetary policy and BRICS stock market bubbles," Finance Research Letters, Elsevier, vol. 51(C).
    98. Zhu, Dandan & Wang, Xiangdong & Zhang, Yifan, 2025. "Narrative monetary policy expectation in China," China Economic Review, Elsevier, vol. 94(PB).
    99. Carmela D’Avino & Eric Girardin & Mimoza Shabani, 2022. "Bank liquidity creation: A new global dataset for developing and emerging countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(2), pages 529-570, May.
    100. Elliot Anenberg & Daniel R. Ringo, 2022. "Volatility in Home Sales and Prices: Supply or Demand?," Finance and Economics Discussion Series 2022-041, Board of Governors of the Federal Reserve System (U.S.).
    101. Khalil, Makram & Strobel, Felix, 2024. "US trade policy and the US dollar," Journal of International Economics, Elsevier, vol. 151(C).
    102. Nguyen, Lam, 2025. "Bayesian inference in proxy SVARs with incomplete identification: Re-evaluating the validity of monetary policy instruments," Journal of Monetary Economics, Elsevier, vol. 155(C).
    103. Ha,Jongrim & Liu,Haiqin & Rogers,John, 2023. "Capital Controls in Emerging and Developing Economies and the Transmission of U.S. Monetary Policy," Policy Research Working Paper Series 10582, The World Bank.
    104. Diego M. Hager & Thomas Nitschka, 2023. "Responses of Swiss interest rates and stock prices to ECB policy surprises," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 159(1), pages 1-14, December.
    105. Connor M. Brennan & Margaret M. Jacobson & Christian Matthes & Todd B. Walker, 2024. "Monetary Policy Shocks: Data or Methods?," Finance and Economics Discussion Series 2024-011r1, Board of Governors of the Federal Reserve System (U.S.), revised 01 Nov 2024.
    106. Anastasia Burya & Rui Mano & Mr. Yannick Timmer & Miss Anke Weber, 2022. "Monetary Policy Under Labor Market Power," IMF Working Papers 2022/128, International Monetary Fund.
    107. Janus, Jakub, 2025. "Global financial risk and uncovered interest parity premia in Central and Eastern Europe," Economic Modelling, Elsevier, vol. 148(C).
    108. Paul Beaudry, Chenyu Hou and Franck Portier, 2025. "On the Fragility of the Nonlinear Phillips Curve View of Recent Inflation," Discussion Papers dp25-01, Department of Economics, Simon Fraser University.
    109. Cho, Dooyeon & Jung, Jaehun, 2025. "Machine learning goes beyond: Time-varying monetary policy and oil price pass-through to inflation expectations," Journal of Macroeconomics, Elsevier, vol. 85(C).
    110. Liu, Qing & Luo, Wenlan & Xiong, Qiaoqin, 2025. "Monetary policy in China: High-frequency shocks and the signaling effects," China Economic Review, Elsevier, vol. 94(PA).
    111. Andre Sanchez Pacheco, 2023. "Consolidated Foreign Wealth of Nations: Nationality-based measures of international exposure," Trinity Economics Papers tep0623, Trinity College Dublin, Department of Economics.
    112. Ciminelli, Gabriele & Rogers, John & Wu, Wenbin, 2022. "The effects of U.S. monetary policy on international mutual fund investment," Journal of International Money and Finance, Elsevier, vol. 127(C).
    113. Jugnu Ansari & Saibal Ghosh, 2021. "Monetary Policy Pass-through, Ownership and Crisis: How Robust is the Indian Evidence?," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 15(4), pages 456-483, November.
    114. Assenmacher, Katrin & Glöckler, Gabriel & Holton, Sarah & Trautmann, Peter & Ioannou, Demosthenes & Mee, Simon & Alonso, Conception & Argiri, Eleni & Arigoni, Filippo & Bakk-Simon, Klára & Bergbauer, , 2021. "Clear, consistent and engaging: ECB monetary policy communication in a changing world," Occasional Paper Series 274, European Central Bank.
    115. Hale, Galina, 2021. "Comment on “Monetary policy news in the U.S.: Effects on emerging market capital flows”," Journal of International Money and Finance, Elsevier, vol. 110(C).
    116. Constantin Bürgi & Bo Jiang, 2023. "Monetary policy, funding cost and banks’ risk-taking: evidence from the USA," Empirical Economics, Springer, vol. 65(3), pages 1129-1148, September.
    117. Ryan Byun & Bennett Fees & Margaret M. Jacobson & Todd B. Walker, 2026. "The Fed's Fine-Tune: Coarse Statements and Predictive Pressers," Finance and Economics Discussion Series 2026-029, Board of Governors of the Federal Reserve System (U.S.).
    118. Arin, K. Peren & Kaplan, Samuel & Polyzos, Efstathios & Spagnolo, Nicola, 2025. "Stock market responses to monetary policy shocks: Firm-level evidence," Journal of Macroeconomics, Elsevier, vol. 83(C).
    119. Immaculate Machasio & Peter Tillmann, 2021. "Remittance Flows and U.S. Monetary Policy," MAGKS Papers on Economics 202140, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    120. Michele Modugno & Berardino Palazzo, 2025. "Decoding Equity Market Reactions to Macroeconomic News," Finance and Economics Discussion Series 2025-007, Board of Governors of the Federal Reserve System (U.S.).
    121. Döttling, Robin & Ratnovski, Lev, 2023. "Monetary policy and intangible investment," Journal of Monetary Economics, Elsevier, vol. 134(C), pages 53-72.
    122. Chen, Yong & Fang, Jing & Liu, Dingming, 2023. "The effects of Trump’s trade war on U.S. financial markets," Journal of International Money and Finance, Elsevier, vol. 134(C).
    123. Ho, Cheuk Yin, 2025. "Do sticky prices or sticky wages matter for monetary non-neutrality?," Economics Letters, Elsevier, vol. 251(C).
    124. Antonia Lopez Villavicencio & Marc Pourroy, 2023. "Information Shocks in the U.S. and Asset Mispricing in Emerging Economies," EconomiX Working Papers 2023-19, University of Paris Nanterre, EconomiX.
    125. Thomas Lubik & Christian Matthes & Elmar Mertens, 2023. "Indeterminacy and Imperfect Information," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 37-57, July.
    126. Christoph E. Boehm & Niklas Kroner, 2024. "Monetary Policy without Moving Interest Rates: The Fed Non-Yield Shock," International Finance Discussion Papers 1392, Board of Governors of the Federal Reserve System (U.S.).
    127. Hyunjoon Lim, 2025. "Responses of Foreign Exchange Market to External Shocks: What Makes Differences?," Open Economies Review, Springer, vol. 36(3), pages 981-999, July.
    128. Renzhi, Nuobu, 2023. "Household net saving positions and unconventional monetary policy transmission: Evidence from Japan," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
    129. John Beirne & Nuobu Renzhi & Ulrich Volz, 2023. "When the United States and the People’s Republic of China Sneeze: Monetary Policy Spillovers to Asian Economies," Open Economies Review, Springer, vol. 34(3), pages 519-540, July.
    130. Patozi, A., 2023. "Green Transmission: Monetary Policy in the Age of ESG," Cambridge Working Papers in Economics 2311, Faculty of Economics, University of Cambridge.
    131. Gillman, Max & Cevik, Emrah I. & Dibooglu, Sel, 2026. "The evolving impact of U.S. monetary policy on real oil prices: A time-varying Granger predictability and local projections approach," Energy Policy, Elsevier, vol. 210(C).

Articles

  1. Wenbin Wu, 2022. "Sales of Durable Goods and the Real Effects of Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 43, pages 80-92, January.

    Cited by:

    1. Ray, Sourav & Snir, Avichai & Levy, Daniel, 2023. "Retail pricing format and rigidity of regular prices," MPRA Paper 117784, University Library of Munich, Germany, revised 29 Apr 2023.

  2. Wenbin Wu, 2018. "The Credit Channel at the Zero Lower Bound through the Lens of Equity Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(2-3), pages 435-448, March.

    Cited by:

    1. David Staines, 2023. "Stochastic Equilibrium the Lucas Critique and Keynesian Economics," Papers 2312.16214, arXiv.org, revised Jun 2024.
    2. Mira Farka, 2022. "The credit channel of monetary policy before and after the zero lower bound: Evidence from the US equity market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(3), pages 633-693, September.

  3. Wu, Wenbin, 2016. "Are financial markets less responsive to monetary policy shocks at the zero lower bound?," Economics Letters, Elsevier, vol. 145(C), pages 258-261.

    Cited by:

    1. Pozo, Jorge, 2023. "Sectoral credit reallocation: An excessive bank risk-taking explanation," Emerging Markets Review, Elsevier, vol. 54(C).
    2. Karamysheva, Madina, 2022. "How do fiscal adjustments work? An empirical investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
    3. Raul Ibarra & Isela-Elizabeth Tellez-Leon, 2020. "Are all types of capital flows driven by the same factors? Evidence from Mexico," Empirical Economics, Springer, vol. 59(1), pages 461-502, July.
    4. Wang, Hao & Li, Ruimin & Wang, Xiaokun (Cara) & Shang, Pan, 2020. "Effect of on-street parking pricing policies on parking characteristics: A case study of Nanning," Transportation Research Part A: Policy and Practice, Elsevier, vol. 137(C), pages 65-78.
    5. Federico Ravenna & Marcus Mølbak Ingholt, 2021. "The impact of inflation targeting: Testing the good luck hypothesis," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(1), pages 443-470, February.
    6. Anh Nguyet Vu, 2025. "The impact of conventional and unconventional monetary policies on loan default risk—Evidence from UK peer‐to‐peer lending platforms," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(1), pages 242-260, January.
    7. Mr. Diego A. Cerdeiro & Andras Komaromi, 2019. "Financial Openness and Capital Inflows to Emerging Markets: In Search of Robust Evidence," IMF Working Papers 2019/194, International Monetary Fund.
    8. Janusz Brzeszczyński & Jerzy Gajdka & Ali M. Kutan, 2019. "Evolution of the impact of the interest rates changes announced by Narodowy Bank Polski (NBP) on the financial markets in the high, medium and low level of interest rates environments in Poland," NBP Working Papers 303, Narodowy Bank Polski.
    9. Stefano Nardelli & David Martens & Ellen Tobback, 2017. "Between hawks and doves: measuring Central Bank Communication," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Big Data, volume 44, Bank for International Settlements.
    10. Skouralis, Alexandros, 2021. "The role of systemic risk spillovers in the transmission of Euro Area monetary policy," ESRB Working Paper Series 129, European Systemic Risk Board.
    11. Thomas Brand & Marlène Isoré & Fabien Tripier, 2018. "Uncertainty Shocks and Firm Creation: Search and Monitoring in the Credit Market," Working Papers 2018-19, CEPII research center.
    12. King, Thomas B., 2019. "Expectation and duration at the effective lower bound," Journal of Financial Economics, Elsevier, vol. 134(3), pages 736-760.
    13. Giovanni Pellegrino, 2020. "Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory," Economics Working Papers 2020-05, Department of Economics and Business Economics, Aarhus University.
    14. Giuli, Francesco & Ionta, Serena & Patella, Valeria, 2025. "Monetary/fiscal policy dominance and conflicts: Evidence from crises," Economics Letters, Elsevier, vol. 257(C).
    15. Tillmann, Peter & Walter, Andreas, 2019. "The effect of diverging communication: The case of the ECB and the Bundesbank," Economics Letters, Elsevier, vol. 176(C), pages 68-74.
    16. Shahriyar Aliyev & Evžen Kočenda, 2023. "ECB monetary policy and commodity prices," Review of International Economics, Wiley Blackwell, vol. 31(1), pages 274-304, February.
    17. Hale, Galina & di Giovanni, Julian, 2020. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," CEPR Discussion Papers 15404, Centre for Economic Policy Research.
    18. Fornero, Jorge & Kirchner, Markus & Molina, Carlos, 2024. "Estimating shadow policy rates in a small open economy and the role of foreign factors," Journal of International Money and Finance, Elsevier, vol. 140(C).
    19. Petre Caraiani & Adrian Cantemir Călin & Rangan Gupta, 2018. "Monetary Policy and Bubbles in US REITs," Working Papers 201845, University of Pretoria, Department of Economics.
    20. Forni, Mario & Gambetti, Luca & Maffei-Faccioli, Nicolò & Sala, Luca, 2024. "The effects of monetary policy on macroeconomic risk," European Economic Review, Elsevier, vol. 167(C).

Software components

  1. Wenbin Wu, 2021. "Code and data files for "Sales of Durable Goods and the Real Effects of Monetary Policy"," Computer Codes 18-459, Review of Economic Dynamics.
    See citations under working paper version above.Sorry, no citations of software components recorded.
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