IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

Citations for "The Federal Funds Rate and the Channels of Monetary Transmission"

by Bernanke, Ben S & Blinder, Alan S

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. Brunner, Allan D & Kamin, Steven B, 1998. "Bank Lending and Economic Activity in Japan: Did 'Financial Factors' Contribute to the Recent Downturn?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(1), pages 73-89, January.
  2. Jeffrey C. Fuhrer, 1998. "An optimizing model for monetary policy analysis: can habit formation help?," Working Papers 98-1, Federal Reserve Bank of Boston.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Persistence and Cycles in the US Federal Funds Rate," CESifo Working Paper Series 4035, CESifo Group Munich.
  4. Jeremy C. Stein, 2001. "Agency, Information and Corporate Investment," NBER Working Papers 8342, National Bureau of Economic Research, Inc.
  5. Santiago Carbó Valverde & Rafael López del Paso, 2009. "Bank-lending channel and non-financial firms: evidence for Spain," Spanish Economic Review, Springer, vol. 11(2), pages 125-140, June.
  6. Gertler, M. & Gilchrist, S., 1992. "Monetary Policy, Business Cycles and the Behavior of Small Manufacturing Firms," Working Papers 92-08, C.V. Starr Center for Applied Economics, New York University.
  7. Yash P. Mehra, 1996. "Monetary policy and long-term interest rates," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 27-49.
  8. Muhanji, Stella & Malikane, Christopher & Ojah, Kalu, 2013. "Price and liquidity puzzles of a monetary shock: Evidence from indebted African economies," Economic Modelling, Elsevier, vol. 33(C), pages 620-630.
  9. Mohd Zaini Abd Karim & Amy Azhar Mohd Harif & Azira Adziz, 2006. "Monetary Policy and Sectoral Bank Lending in Malaysia," Global Economic Review, Taylor & Francis Journals, vol. 35(3), pages 303-326.
  10. Evans, Charles L. & Marshall, David A., 2007. "Economic determinants of the nominal treasury yield curve," Journal of Monetary Economics, Elsevier, vol. 54(7), pages 1986-2003, October.
  11. Brissimis, Sophocles N. & Magginas, Nicholas S., 2005. "Changes in financial structure and asset price substitutability: A test of the bank lending channel," Economic Modelling, Elsevier, vol. 22(5), pages 879-904, September.
  12. Bagliano, Fabio-Cesare & Favero, Carlo A., 1997. "Measuring Monetary Policy with VAR Models: An Evaluation," CEPR Discussion Papers 1743, C.E.P.R. Discussion Papers.
  13. Massimo Guidolin & Sadayuki Ono, 2005. "Are the dynamic linkages between the macroeconomy and asset prices time-varying?," Working Papers 2005-056, Federal Reserve Bank of St. Louis.
  14. Bagliano, Fabio C. & Favero, Carlo A., 1999. "Information from financial markets and VAR measures of monetary policy," European Economic Review, Elsevier, vol. 43(4-6), pages 825-837, April.
  15. Narayan Kundan Kishor & Monique Newiak, 2014. "The Instability In The Monetary Policy Reaction Function And The Estimation Of Monetary Policy Shocks," Contemporary Economic Policy, Western Economic Association International, vol. 32(2), pages 390-402, 04.
  16. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012. "Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model," EconomiX Working Papers 2012-5, University of Paris West - Nanterre la Défense, EconomiX.
  17. Kwamie Dunbar, 2008. "The Impact of the FOMC's Monetary Policy Actions on the growth of Credit Risk: the Monetary Policy - Liquidity Paradox," Working papers 2008-05, University of Connecticut, Department of Economics.
  18. Maria Teresa VALDERRAMA & Sylvia KAUFMANN, . "Modeling Credit Aggregates," EcoMod2004 330600146, EcoMod.
  19. Carlos Vargas-Silva & Peng Huang, 2006. "Macroeconomic determinantsof workers' remittances: Hostversus home country's economic conditions," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 15(1), pages 81-99.
  20. Forni, Mario & Gambetti, Luca, 2010. "The dynamic effects of monetary policy: A structural factor model approach," Journal of Monetary Economics, Elsevier, vol. 57(2), pages 203-216, March.
  21. Esteban Gómez & Diego Vásquez & Camilo Zea, . "Derivative Markets' Impact on Colombian Monetary Policy," Borradores de Economia 334, Banco de la Republica de Colombia.
  22. Korobilis, Dimitris, 2009. "Assessing the transmission of monetary policy using dynamic factor models," MPRA Paper 27593, University Library of Munich, Germany, revised Nov 2010.
  23. Francisco de Castro, 2006. "The macroeconomic effects of fiscal policy in Spain," Applied Economics, Taylor & Francis Journals, vol. 38(8), pages 913-924.
  24. Llaudes, Ricardo, 2007. "Monetary policy shocks in a two-sector open economy: an empirical study," Working Paper Series 0799, European Central Bank.
  25. Kim, Soyoung, 2001. "International transmission of U.S. monetary policy shocks: Evidence from VAR's," Journal of Monetary Economics, Elsevier, vol. 48(2), pages 339-372, October.
  26. Rangan Gupta & Alain Kabundi & Mampho Modise, 2010. "Has the SARB become more effective post inflation targeting?," Economic Change and Restructuring, Springer, vol. 43(3), pages 187-204, August.
  27. Barsky, R.B. & Kilian, L., 2000. "A Monetary Explanation of the Great Stagflation of the 1970s," Working Papers 452, Research Seminar in International Economics, University of Michigan.
  28. Berlin, Mitchell & Mester, Loretta J., 1998. "On the profitability and cost of relationship lending," Journal of Banking & Finance, Elsevier, vol. 22(6-8), pages 873-897, August.
  29. Edoardo GAFFEO & Ivan PETRELLA & Damjan PFAJFAR & Emiliano SANTORO, 2010. "Reference-dependent preferences and the transmission of monetary policy," Center for Economic Studies - Discussion papers ces10.28, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
  30. 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.
  31. Nguyen, Ha & Qian, Rong, 2013. "Demand collapse or credit crunch to firms ? evidence from the world bank's financial crisis survey in Eastern Europe," Policy Research Working Paper Series 6651, The World Bank.
  32. Chengsi Zhang & Joel Clovis, 2009. "Modeling US inflation dynamics: persistence and monetary policy regimes," Empirical Economics, Springer, vol. 36(2), pages 455-477, May.
  33. Aysun, Uluc & Hepp, Ralf, 2011. "Securitization and the balance sheet channel of monetary transmission," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 2111-2122, August.
  34. Lawrence J. Christiano, 1996. "Identification and the liquidity effect: a case study," Economic Perspectives, Federal Reserve Bank of Chicago, issue May, pages 2-13.
  35. Jerome Creel & Sandrine Levasseur, 2005. "Monetary policy transmission mechanisms in the CEECs: How important are the differences with the euro area?," Documents de Travail de l'OFCE 2005-02, Observatoire Francais des Conjonctures Economiques (OFCE).
  36. Leung, Charles Ka Yui & Shi, Song & Ho Tang, Edward Chi, 2013. "Commodity house prices," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 875-887.
  37. Burkhard Heer & Andreas Schabert, 2000. "Open Market Operations as a Monetary Policy Shock Measure in a Quantitative Business Cycle Model," Econometric Society World Congress 2000 Contributed Papers 1040, Econometric Society.
  38. Kozicki, Sharon & Tinsley, P. A., 2002. "Dynamic specifications in optimizing trend-deviation macro models," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1585-1611, August.
  39. Sebastian Edwards & Carlos A. Vegh, 1997. "Banks and Macroeconomics Disturbances under Predetermined Exchange Rates," NBER Working Papers 5977, National Bureau of Economic Research, Inc.
  40. McKeirnan, Barbara, 1996. "Consumption and the credit market," Economics Letters, Elsevier, vol. 51(1), pages 83-88, April.
  41. Gerlach, Stefan & Smets, Frank, 1995. "The Monetary Transmission Mechanism: Evidence from the G-7 Countries," CEPR Discussion Papers 1219, C.E.P.R. Discussion Papers.
  42. Sylvia Kaufmann & Burkhard Raunig & Helene Schuberth, 2004. "Growth and Stability in the EU," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 100–108.
  43. Tkacz, Greg, 2004. "Inflation changes, yield spreads, and threshold effects," International Review of Economics & Finance, Elsevier, vol. 13(2), pages 187-199.
  44. Adrian, Tobias & Estrella, Arturo, 2008. "Monetary tightening cycles and the predictability of economic activity," Economics Letters, Elsevier, vol. 99(2), pages 260-264, May.
  45. Prakash Loungani & Bharat Trehan, 1997. "Explaining unemployment: sectoral vs aggregate shocks," Economic Review, Federal Reserve Bank of San Francisco, pages 3-15.
  46. de Mello, Luiz & Pisu, Mauro, 2010. "The bank lending channel of monetary transmission in Brazil: A VECM approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(1), pages 50-60, February.
  47. Bradley Ewing & Shawn Forbes & James Payne, 2003. "The effects of macroeconomic shocks on sector-specific returns," Applied Economics, Taylor & Francis Journals, vol. 35(2), pages 201-207.
  48. Oikarinen, Elias & Hoesli, Martin & Serrano, Camilo, 2013. "Do Public Real Estate Returns Really Lead Private Returns?," ERES eres2013_145, European Real Estate Society (ERES).
  49. Balazs Egert & Ronald MacDonald, 2006. "Monetary Transmission Mechanism in Transition Economies: Surveying the Surveyable," CESifo Working Paper Series 1739, CESifo Group Munich.
  50. Backus, David K & Zin, Stanley E, 1993. "Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(3), pages 681-700, August.
  51. Rodrigo Valdés, 1998. "Efectos de la Política Monetaria en Chile," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 35(104), pages 97-125.
  52. Yamin Ahmad, 2009. "International Observations of Monetary Policy Periods," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(3-4), pages 7-43, August.
  53. John H. Cochrane, 1995. "What do the VARs Mean?: Measuring the Output Effects of Monetary Policy," NBER Working Papers 5154, National Bureau of Economic Research, Inc.
  54. 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.
  55. Sajawal Khan & Abdul Qayyum, 2007. "Measures of Monetary Policy Stance: The Case of Pakistan," PIDE-Working Papers 2007:39, Pakistan Institute of Development Economics.
  56. G. Peersman, 2011. "Bank Lending Shocks and the Euro Area Business Cycle," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/766, Ghent University, Faculty of Economics and Business Administration.
  57. Miyao, Ryuzo, 2000. "The Role of Monetary Policy in Japan: A Break in the 1990s?," Journal of the Japanese and International Economies, Elsevier, vol. 14(4), pages 366-384, December.
  58. Gunter Coenen & Juan Luis Vega, 2000. "The Demand for M3 in the Euro Area," Econometric Society World Congress 2000 Contributed Papers 0976, Econometric Society.
  59. Sander Harald & Kleimeier Stefanie, 2003. "Convergence in Eurozone retail banking? What interest rate pass-through tells us about monetary policy transmission, competition and integration," Research Memorandum 051, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  60. Piazzesi, Monika & Swanson, Eric T., 2008. "Futures prices as risk-adjusted forecasts of monetary policy," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 677-691, May.
  61. Woon Gyu Choi, 2007. "Measuring Interest Rates as Determined by Thrift and Productivity," Annals of Economics and Finance, Society for AEF, vol. 8(1), pages 167-195, May.
  62. Auel, Matias Carlos & de Mendonça, Helder Ferreira, 2011. "Macroeconomic relevance of credit channels: Evidence from an emerging economy under inflation targeting," Economic Modelling, Elsevier, vol. 28(3), pages 965-979, May.
  63. Xiong, Weibo, 2012. "Measuring the monetary policy stance of the People's bank of china: An ordered probit analysis," China Economic Review, Elsevier, vol. 23(3), pages 512-533.
  64. 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, Business School - Economics, University of Glasgow, revised Jul 1999.
  65. Sun, Lixin & Ford, J.L. & Dickinson, David G., 2010. "Bank loans and the effects of monetary policy in China: VAR/VECM approach," China Economic Review, Elsevier, vol. 21(1), pages 65-97, March.
  66. Gerald Carlino & Robert DeFina, 1997. "The differential regional effects of monetary policy: evidence from the U.S. States," Working Papers 97-12, Federal Reserve Bank of Philadelphia.
  67. W. Jos Jansen, 2003. "What Do Capital Inflows Do? Dissecting the Transmission Mechanism for Thailand, 1980-96," Macroeconomics 0309012, EconWPA.
  68. Tallman, Ellis & Moen, Jon, 1998. "Gold Shocks, Liquidity, and the United States Economy during the National Banking Era," Explorations in Economic History, Elsevier, vol. 35(4), pages 381-404, October.
  69. Kenneth Kasa & Helen Popper, 1995. "Monetary policy in Japan: a structural VAR analysis," Pacific Basin Working Paper Series 95-12, Federal Reserve Bank of San Francisco.
  70. Guo, Hui, 2004. "Stock prices, firm size, and changes in the federal funds rate target," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(4), pages 487-507, September.
  71. Fabian Valencia, 2013. "Aggregate Uncertainty and the Supply of Credit," IMF Working Papers 13/241, International Monetary Fund.
  72. Piti Disyatat & Pinnarat Wongsinsirikul, 2002. "Monetary Policy and the Transmission Mechanism in Thailand," Working Papers 2002-01, Economic Research Department, Bank of Thailand.
  73. Mertens, Elmar, 2010. "Structural shocks and the comovements between output and interest rates," Journal of Economic Dynamics and Control, Elsevier, vol. 34(6), pages 1171-1186, June.
  74. Michel Normandin & Louis Phaneuf, 1996. "The Liquidity Effect: Testing Identification Conditions Under Time-Varying Conditional Volatility," Cahiers de recherche CREFE / CREFE Working Papers 40, CREFE, Université du Québec à Montréal.
  75. Modena, Matteo, 2008. "The term structure and the expectations hypothesis: a threshold model," MPRA Paper 9611, University Library of Munich, Germany.
  76. Lamont K. Black & Richard J. Rosen, 2007. "How the credit channel works: differentiating the bank lending channel and the balance sheet channel," Working Paper Series WP-07-13, Federal Reserve Bank of Chicago.
  77. Tamborini, Roberto, 2008. "The "Credit-Cost Channel" of Monetary Policy. A Theoretical Assessment," Economics Discussion Papers 2008-33, Kiel Institute for the World Economy.
  78. Peersman, G. & Wagner, W.B., 2014. "Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations," Discussion Paper 2014-019, Tilburg University, Center for Economic Research.
  79. Rahooja, Sabbah & Ali, Asif & Ahmed, Jameel & Hussain, Fayyaz & Rifat, Rizwana, 2014. "Monetary Policy and Bank Hetrogeneity: Effectiveness of Bank Lending Channel in Pakistan," MPRA Paper 60473, University Library of Munich, Germany.
  80. Marco Gallegati, 2001. "Financial constraints and the balance sheet channel: a re-interpretation," Heterogeneity and monetary policy 0112, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
  81. Antonio RIBBA, . "Sources of Unemployment Fluctuations in the USA and in the Euro Area in the Last Decade," EcoMod2010 259600142, EcoMod.
  82. Marion Kohler & Erik Britton & Tony Yates, 2000. "Trade credit and the monetary transmission mechanism," Bank of England working papers 115, Bank of England.
  83. B. Mojon, 1999. "Monetary policy under a quasi-fixed exchange rate regime. The case of France between 1987 and 1996," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 52(211), pages 401-430.
  84. Robert M. Adams & Dean F. Amel, 2005. "The effects of local banking market structure on the banking-lending channel of monetary policy," Finance and Economics Discussion Series 2005-16, Board of Governors of the Federal Reserve System (U.S.).
  85. W. Douglas McMillin & James S. Fackler, . "Estimating the Inflation-Output Variability Frontier with Inflation Targeting: A VAR Approach," Departmental Working Papers 2006-17, Department of Economics, Louisiana State University.
  86. Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2007. "The Evolution of Inflation and Unemployment: Explaining the Roaring Nineties," IZA Discussion Papers 2900, Institute for the Study of Labor (IZA).
  87. Elmar Mertens, 2005. "Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer," Working Papers 05.05, Swiss National Bank, Study Center Gerzensee.
  88. Pami Dua & Nishita Raje, 2010. "Determinants of Weekly Yields on Government Securities in India," Working Papers id:2834, eSocialSciences.
  89. Hamid Baghestani, 2008. "Predicting capacity utilization: Federal Reserve vs time-series models," Journal of Economics and Finance, Springer, vol. 32(1), pages 47-57, January.
  90. Willem Thorbecke, 1998. "On Stock Market Returns and Monetary Policy," Macroeconomics 9812009, EconWPA.
  91. Willem H. Buiter, 2003. "James Tobin: An Appreciation of his Contribution to Economics," Economic Journal, Royal Economic Society, vol. 113(491), pages F585-F631, November.
  92. Suk-Joong, Kim & Do Quoc Tho, Nguyen, 2008. "The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets," MPRA Paper 17213, University Library of Munich, Germany.
  93. Ashcraft, Adam B., 2006. "New Evidence on the Lending Channel," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(3), pages 751-775, April.
  94. Fountas, Stilianos & Papagapitos, Agapitos, 2001. "The monetary transmission mechanism: evidence and implications for European Monetary Union," Economics Letters, Elsevier, vol. 70(3), pages 397-404, March.
  95. Maslov, Alexander, 2011. "Inflationary Handicap Of The Monetary Transmission Mechanism: Evidence From Russia," MPRA Paper 50036, University Library of Munich, Germany, revised 12 Apr 2012.
  96. Smant, David / D.J.C., 2002. "Bank credit in the transmission of monetary policy: A critical review of the issues and evidence," MPRA Paper 19816, University Library of Munich, Germany.
  97. Ben S. Bernanke & Ilian Mihov, 1995. "Measuring monetary policy," Working Papers in Applied Economic Theory 95-09, Federal Reserve Bank of San Francisco.
  98. Roberto Tamborini & Riccardo Fiorentini, 2001. "The monetary transmission mechanism in Italy: the credit channel and a missing ring," Department of Economics Working Papers 0101, Department of Economics, University of Trento, Italia.
  99. Zhiwei Zhang, 2002. "Corporate Bond Spreads and the Business Cycle," Working Papers 02-15, Bank of Canada.
  100. Andres Fernández, 2003. "Reformas Estructurales, Impacto Macroeconómico Y Política Monetaria En Colombia," DOCUMENTOS CEDE 003434, UNIVERSIDAD DE LOS ANDES-CEDE.
  101. Céline Gauthier & Christopher Graham & Ying Liu, 2004. "Financial Conditions Indexes for Canada," Working Papers 04-22, Bank of Canada.
  102. Randall E. Parker & Phillip Rothman & Original: August 2000. This version: June 2003., . "An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre-World War I and Interwar Periods," Working Papers 0011, East Carolina University, Department of Economics.
  103. Pao-Lin Tien, 2009. "Using Long-Run Restrictions to Investigate the Sources of Exchange Rate Fluctuations," Wesleyan Economics Working Papers 2009-004, Wesleyan University, Department of Economics.
  104. Abdul Majid, Muhamed Zulkhibri, 2010. "Bank-characteristics, lending channel and monetary policy in Malaysia: evidence from bank-level data," MPRA Paper 30052, University Library of Munich, Germany.
  105. L. de Haan & E. Sterken, 2000. "Capital Structure, Corporate Goverance, and Monetary Policy: Firm-Level Evidence for the Euro Area," WO Research Memoranda (discontinued) 637, Netherlands Central Bank, Research Department.
  106. 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.
  107. Tony Caporale & Barbara McKiernan, 1999. "Monetary policy shocks and interest rates: Further evidence on the liquidity effect," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 135(2), pages 306-316, June.
  108. Benoît Mojon, 1998. "Monetary Policy Under a Fixed Exchange Rate Regime, the Case of France 1987-1996," Working Papers 1998-14, CEPII research center.
  109. Wollmershäuser, Timo & Rottmann, Horst, 2010. "A micro data approach to the identification of credit crunches," OTH im Dialog: Weidener Diskussionspapiere 24, University of Applied Sciences Amberg-Weiden (OTH).
  110. Duca, John V., 1995. "Should bond funds be added to M2?," Journal of Banking & Finance, Elsevier, vol. 19(1), pages 131-152, April.
  111. Seth B. Carpenter & Selva Demiralp, 2011. "Volatility, money market rates, and the transmission of monetary policy," Finance and Economics Discussion Series 2011-22, Board of Governors of the Federal Reserve System (U.S.).
  112. John Ammer & Allan D. Brunner, 1995. "When is monetary policy effective?," International Finance Discussion Papers 520, Board of Governors of the Federal Reserve System (U.S.).
  113. Phillip Rothman & Dick van Dijk & Philip Hans Franses, 2000. "A Multivariate STAR Analysis of the Relationship Between Money and Output," Working Papers 0012, East Carolina University, Department of Economics.
  114. Doug Rolph, 1999. "Federal Funds Futures, Spot Rates, and Expected Changes in Monetary Policy," Computing in Economics and Finance 1999 853, Society for Computational Economics.
  115. Karanassou, Marika & Sala, Hector, 2009. "The US Inflation-Unemployment Tradeoff: Methodological Issues and Further Evidence," IZA Discussion Papers 4252, Institute for the Study of Labor (IZA).
  116. P. A. Tinsley, 1998. "Short rate expectations, term premiums, and central bank use of derivatives to reduce policy uncertainty," Finance and Economics Discussion Series 1999-14, Board of Governors of the Federal Reserve System (U.S.).
  117. J. Christina Wang, 2003. "Service output of bank holding companies in the 1990s and the role of risk," Working Papers 03-6, Federal Reserve Bank of Boston.
  118. Nathan McLellan & Robert A Buckle & Kunhong Kim, 2004. "The impact of monetary policy on New Zealand business cycles and inflation variability," Econometric Society 2004 Far Eastern Meetings 594, Econometric Society.
  119. Ali Choudhary & Amjad Ali & Shah Hussain & Vasco J Gabriel, 2012. "Bank Lending and Monetary Shocks: Evidence from a Developing Economy," Working Papers id:4771, eSocialSciences.
  120. International Monetary Fund, 2005. "Following Germany'S Lead; Using International Monetary Linkages to Identify the Effect of Monetary Policyon the Economy," IMF Working Papers 05/86, International Monetary Fund.
  121. Altunbas, Yener & Fazylov, Otabek & Molyneux, Philip, 2002. "Evidence on the bank lending channel in Europe," Journal of Banking & Finance, Elsevier, vol. 26(11), pages 2093-2110, November.
  122. Ozgur ASLAN & H. Levent KORAP, 2007. "Monetary Transmission Mechanism In An Open Economy Framework: The Case Of Turkey," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 5(1), pages 41-66, May.
  123. Christina D. Romer & David H. Romer, 1994. "What Ends Recessions?," NBER Chapters, in: NBER Macroeconomics Annual 1994, Volume 9, pages 13-80 National Bureau of Economic Research, Inc.
  124. Irvine, F. Owen & Schuh, Scott, 2007. "Interest sensitivity and volatility reductions: Cross-section evidence," International Journal of Production Economics, Elsevier, vol. 108(1-2), pages 31-42, July.
  125. Holmberg, Karolina, 2013. "Firm-Level Evidence of Shifts in the Supply of Credit," Working Paper Series 280, Sveriges Riksbank (Central Bank of Sweden).
  126. Allan D. Brunner, 1994. "The federal funds rate and the implementation of monetary policy: estimating the Federal Reserve's reaction function," International Finance Discussion Papers 466, Board of Governors of the Federal Reserve System (U.S.).
  127. Jensen, Gerald R. & Moorman, Theodore, 2010. "Inter-temporal variation in the illiquidity premium," Journal of Financial Economics, Elsevier, vol. 98(2), pages 338-358, November.
  128. Christina D. Romer & David H. Romer, 1993. "Credit channel or credit actions? an interpretation of the postwar transmission mechanism," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 71-149.
  129. Peter Flaschel & Gang Gong & Willi Semmler, 1998. "A Keynesian Based Econometric Framework for Studying Monetary Policy Rules," SCEPA working paper series. SCEPA's main areas of research are macroeconomic policy, inequality and poverty, and globalization. 1998-04, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
  130. Henry, Ólan T., 2009. "Regime switching in the relationship between equity returns and short-term interest rates in the UK," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 405-414, February.
  131. Giovanni Olivei & Silvana Tenreyro, 2006. "The Timing of Monetary Policy Shocks," CEP Discussion Papers dp0725, Centre for Economic Performance, LSE.
  132. Saibal Ghosh, 2009. "Industry Effects of Monetary Policy: Evidence from India," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 44(1), pages 89-105, July.
  133. Ashcraft, Adam B. & Campello, Murillo, 2007. "Firm balance sheets and monetary policy transmission," Journal of Monetary Economics, Elsevier, vol. 54(6), pages 1515-1528, September.
  134. Chauvet, Marcelle & Tierney, Heather L. R., 2007. "Real Time Changes in Monetary Policy," MPRA Paper 16199, University Library of Munich, Germany, revised Apr 2009.
  135. 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, vol. 74(2), pages 341-361, March.
  136. repec:dgr:uvatin:2011081 is not listed on IDEAS
  137. Jorge E. Restrepo & Hernán Rincón, . "Identifying Fiscal Policy Shocks In Chile And Colombia," Borradores de Economia 397, Banco de la Republica de Colombia.
  138. Tomoya Suzuki, 2004. "Credit channel of monetary policy in Japan: resolving the supply versus demand puzzle," Applied Economics, Taylor & Francis Journals, vol. 36(21), pages 2385-2396.
  139. Pelinescu, Elena, 2012. "Transmission Mechanism of Monetary Policy in Romania. Insights into the Economic Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-21, September.
  140. Martin Eichenbaum & Lawrence J. Christiano, 1992. "Liquidity Effects, Monetary Policy, and the Business Cycle," NBER Working Papers 4129, National Bureau of Economic Research, Inc.
  141. Heshmati, Almas & Lindstrom, Ossi, 2005. "Interacting demand and supply conditions in European bank lending," Discussion Papers 11859, MTT Agrifood Research Finland.
  142. Eugenio Gaiotti, 1999. "The transmission of monetary policy shocks in Italy," Temi di discussione (Economic working papers) 363, Bank of Italy, Economic Research and International Relations Area.
  143. Korobilis, Dimitris & Gilmartin, Michelle, 2010. "The dynamic effects of U.S. monetary policy on state unemployment," MPRA Paper 27596, University Library of Munich, Germany.
  144. Sylvia Kaufmann & Maria Teresa Valderrama, 2010. "The Role Of Credit Aggregates And Asset Prices In The Transmission Mechanism: A Comparison Between The Euro Area And The Usa," Manchester School, University of Manchester, vol. 78(4), pages 345-377, 07.
  145. Joe Peek & Eric S. Rosengren, 1995. "Banks and the availability of small business loans," Working Papers 95-1, Federal Reserve Bank of Boston.
  146. Omotor, Douglason G., 2009. "The Nigerian economy and monetary policy: Some simple empirics," MPRA Paper 22672, University Library of Munich, Germany, revised 07 Jun 2011.
  147. Sydney Ludvigson & Charles Steindel & Martin Lettau, 2002. "Monetary policy transmission through the consumption-wealth channel," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 117-133.
  148. Acuña, Andres A. & Pinto, Cristian F., 2012. "Respuesta del retorno accionario a la politica monetaria: Evidencia para el mercado chileno
    [Stock return response to monetary policy: Evidence from the Chilean market]
    ," MPRA Paper 41091, University Library of Munich, Germany.
  149. Ignazio Angeloni & Alessandro Prati, 1996. "The identification of liquidity effects in the EMS: Italy 1991–1992," Open Economies Review, Springer, vol. 7(3), pages 275-293, July.
  150. John Keating & Logan Kelly & Andrew Lee Smith & Victor J. Valcarcel, 2014. "A Model of Monetary Policy Shocks for Financial Crises and Normal Conditions," Working Papers in Economics and Finance 1002, UWRF - Center for Economic Research, College of Business and Economics, University of Wisconsin - River Falls.
  151. Tkacz, Greg, 2001. "Endogenous thresholds and tests for asymmetry in US prime rate movements," Economics Letters, Elsevier, vol. 73(2), pages 207-211, November.
  152. Monaco, Ralph M., 1991. "Recent Macroeconomic Developments And Their Impact On Agriculture," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 20(2), October.
  153. 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 2004-03, Board of Governors of the Federal Reserve System (U.S.).
  154. Sophocles N. Brissimis & Matthaios D. Delis, 2007. "Identification of a Loan Supply Function: A Cross-Country Test for the Existence of a Bank Lending Channel," Working Papers 54, Bank of Greece.
  155. Andrew Ang & Monika Piazzesi & Min Wei, 2003. "What does the yield curve tell us about GDP growth?," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  156. Joe Peek & Eric S. Rosengren & Geoffrey M. B. Tootell, 2000. "Identifying the macroeconomic effect of loan supply shocks," Working Papers 00-2, Federal Reserve Bank of Boston.
  157. Jef Boeckx & Maarten Dossche & Gert Peersman, 2014. "Effectiveness and Transmission of the ECB's Balance Sheet Policies," CESifo Working Paper Series 4907, CESifo Group Munich.
  158. Adam Reiff & Peter Karadi, 2014. "Menu Costs, Aggregate Fluctuations and Large Shocks," 2014 Meeting Papers 914, Society for Economic Dynamics.
  159. Michael S. Gibson, 1997. "The bank lending channel of monetary policy transmission: evidence from a model of bank behavior that incorporates long-term customer relationships," International Finance Discussion Papers 584, Board of Governors of the Federal Reserve System (U.S.).
  160. Al-Mashat Rania & Billmeier Andreas, 2008. "The Monetary Transmission Mechanism in Egypt," Review of Middle East Economics and Finance, De Gruyter, vol. 4(3), pages 32-82, September.
  161. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Discussion Paper Series 0801, Institute of Economic Research, Korea University.
  162. Frank Smets, 1997. "Measuring monetary policy shocks in France, Germany and Italy: The role of the exchange rate," BIS Working Papers 42, Bank for International Settlements.
  163. Benjamin Keen, 2009. "Output, Inflation, and Interest Rates in an Estimated Optimizing Model of Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 327-343, April.
  164. Mark Wheeler, 1999. "The macroeconomic impacts of government debt: An empirical analysis of the 1980s and 1990s," Atlantic Economic Journal, International Atlantic Economic Society, vol. 27(3), pages 273-284, September.
  165. Mark Gertler & Peter Karadi, 2015. "Monetary Policy Surprises, Credit Costs, and Economic Activity," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 44-76, January.
  166. John Loizides & George Vamvoukas, 2003. "Do interest rates predict real economic activity?," Applied Economics Letters, Taylor & Francis Journals, vol. 10(9), pages 589-595.
  167. Tena, Juan de Dios & Tremayne, A.R., 2009. "Modelling monetary transmission in UK manufacturing industry," Economic Modelling, Elsevier, vol. 26(5), pages 1053-1066, September.
  168. Croce, Roberto M. & Haurin, Donald R., 2009. "Predicting turning points in the housing market," Journal of Housing Economics, Elsevier, vol. 18(4), pages 281-293, December.
  169. Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Working Paper Series 42_10, The Rimini Centre for Economic Analysis.
  170. David H. Romer & Christina D. Romer, 2000. "Federal Reserve Information and the Behavior of Interest Rates," American Economic Review, American Economic Association, vol. 90(3), pages 429-457, June.
  171. Matteo Iacoviello & Raoul Minetti, 2002. "Financial Liberalisation and the Sensitivity of House Prices to Monetary Policy: Theory and Evidence," Boston College Working Papers in Economics 538, Boston College Department of Economics.
  172. Nikiforos Laopodis, 2010. "Dynamic linkages between monetary policy and the stock market," Review of Quantitative Finance and Accounting, Springer, vol. 35(3), pages 271-293, October.
  173. Laurence Ball & Dean Croushore, 1998. "Expectations and the effects of monetary policy," Working Papers 98-13, Federal Reserve Bank of Philadelphia.
  174. Choi, Jae-Young & Ratti, Ronald A., 2000. "The Predictive Power of Alternative Indicators of Monetary Policy," Journal of Macroeconomics, Elsevier, vol. 22(4), pages 581-610, October.
  175. Monticello, Carlo & Tristani, Oreste, 1999. "What does the single monetary policy do? A SVAR benchmark for the European Central Bank," Working Paper Series 0002, European Central Bank.
  176. Lange, Ronald H., 2013. "The Canadian macroeconomy and the yield curve: A dynamic latent factor approach," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 261-274.
  177. Strongin, Steven, 1995. "The identification of monetary policy disturbances explaining the liquidity puzzle," Journal of Monetary Economics, Elsevier, vol. 35(3), pages 463-497, June.
  178. Johnson, Robert R. & Buetow, Gerald W. & Jensen, Gerald R. & Reilly, Frank K., 2003. "Monetary policy and fixed income returns," The Quarterly Review of Economics and Finance, Elsevier, vol. 43(1), pages 133-146.
  179. Dwarkasing, N.R.D., 2014. "Essays on historical banking," Other publications TiSEM c101ecf0-6709-4fb7-a27a-4, School of Economics and Management.
  180. F. Owen Irvine & Scott Schuh, 2005. "Interest sensitivity and volatility reductions: cross-section evidence," Working Papers 05-4, Federal Reserve Bank of Boston.
  181. Antulio N. Bomfim, 2001. "Measuring equilibrium real interest rates: what can we learn from yields on indexed bonds?," Finance and Economics Discussion Series 2001-53, Board of Governors of the Federal Reserve System (U.S.).
  182. Jonathan McCarthy & Richard W. Peach, 2002. "Monetary policy transmission to residential investment," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 139-158.
  183. Bruno Coric, 2011. "The financial accelerator effect: concept and challenges," Financial Theory and Practice, Institute of Public Finance, vol. 35(2), pages 171-196.
  184. Xavier Freixas & José Jorge, 2007. "The role of interbank markets in monetary policy: A model with rationing," Economics Working Papers 1027, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008.
  185. Auer, Simone, 2014. "Monetary policy shocks and foreign investment income: evidence from a large Bayesian VAR," Globalization and Monetary Policy Institute Working Paper 170, Federal Reserve Bank of Dallas.
  186. Fabio ALESSANDRINI, 2003. "Some Additional Evidence from the Credit Channel on the Response to Monetary Shocks: Looking for Asymmetries," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 03.04, Université de Lausanne, Faculté des HEC, DEEP.
  187. Frank F. Gong & Eli M. Remolona, 1996. "Two factors along the yield curve," Research Paper 9613, Federal Reserve Bank of New York.
  188. Diemo Dietrich, 2003. "Monetary Policy Shocks and Heterogeneous Finance Decisions: A Model of Hidden Effort Choice and Financial Intermediation," German Economic Review, Verein für Socialpolitik, vol. 4, pages 365-388, 08.
  189. Taoufik Bouezmarni & Jeroen V. K. Rombouts & Abderrahim Taamouti, 2009. "A nonparametric copula based test for conditional independence with applications to granger causality," Economics Working Papers we093419, Universidad Carlos III, Departamento de Economía.
  190. Abdul Aleem & Amine Lahiani, 2014. "A Threshold Vector Autoregression Model of Exchange Rate Pass-Through in Mexico," Post-Print halshs-01022416, HAL.
  191. Peersman, Gert, 2011. "Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area," CEPR Discussion Papers 8348, C.E.P.R. Discussion Papers.
  192. Graciela L. Kaminsky & Karen K. Lewis, 1993. "Does foreign exchange intervention signal future monetary policy?," Finance and Economics Discussion Series 93-1, Board of Governors of the Federal Reserve System (U.S.).
  193. Jan Marc Berk, 2002. "Central banking and financial innovation. A survey of the modern literature," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 55(222), pages 263-297.
  194. José Gómez-González & Fernando Grosz, 2007. "Evidence of a Bank Lending Channel for Argentina and Colombia," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 44(129), pages 109-126.
  195. Abderrezak, Ali, 1997. "Consumer expectations and cyclical durations," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(4), pages 843-857.
  196. Davis, Steven J. & Haltiwanger, John, 2001. "Sectoral job creation and destruction responses to oil price changes," Journal of Monetary Economics, Elsevier, vol. 48(3), pages 465-512, December.
  197. Redward, Peter & Saarenheimo, Tuomas, 1996. "From Policy Rate to Market Rates: An Empirical Analysis of Finnish Monetary Transmission," Research Discussion Papers 22/1996, Bank of Finland.
  198. Ben S.C. Fung & Marcel Kasumovich, 1997. "Monetary Shocks in the G-6 Countries: Is There a Puzzle?," Working Papers 97-7, Bank of Canada.
  199. Uhlig, Harald, 1999. "What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure," CEPR Discussion Papers 2137, C.E.P.R. Discussion Papers.
  200. W. Douglas McMillin & Keuk-soo Kim, . "Estimating the Effects of Monetary Policy Shocks: Does Lag Structure Matter?," Departmental Working Papers 2002-04, Department of Economics, Louisiana State University.
  201. Deokho Cho & Seungryul Ma, 2006. "Dynamic Relationship between Housing Values and Interest Rates in the Korean Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 32(2), pages 169-184, March.
  202. W. Scott Frame & Diana Hancock & Wayne Passmore, 2007. "Federal Home Loan Bank advances and commercial bank portfolio composition," Finance and Economics Discussion Series 2007-31, Board of Governors of the Federal Reserve System (U.S.).
  203. Mishra, Prachi & Montiel, Peter & Pedroni, Peter & Spilimbergo, Antonio, 2014. "Monetary policy and bank lending rates in low-income countries: Heterogeneous panel estimates," Journal of Development Economics, Elsevier, vol. 111(C), pages 117-131.
  204. James H. Stock & Mark W. Watson, 2001. "Forecasting output and inflation: the role of asset prices," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  205. Johann Burgstaller, 2010. "Bank Lending and Monetary Policy Transmission in Austria," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 230(2), pages 163-185.
  206. Nachane, Dilip & Ghosh, Saibal & Ray, Partha, 2006. "Basel II and bank lending behavior: some likely implications for monetary policy," MPRA Paper 3841, University Library of Munich, Germany.
  207. Blake LeBaron, 2013. "Heterogeneous Agents and Long Horizon Features of Asset Prices," Working Papers 63, Brandeis University, Department of Economics and International Businesss School, revised Sep 2013.
  208. Simon Gilchrist, 2001. "Identifying the liquidity effect at the daily frequency (commentary)," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 59-82.
  209. Schüder, Stefan, 2012. "Monetary Policy Trade-Offs in a Portfolio Model with Endogenous Asset Supply," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 65402, Verein für Socialpolitik / German Economic Association.
  210. Hans-Martin Krolzig, 2003. "General-to-Specific Model Selection Procedures for Structural Vector Autoregressions," Economics Papers 2003-W15, Economics Group, Nuffield College, University of Oxford.
  211. Paul Hubert, 2014. "FOMC Forecasts as a Focal Point for Private Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(7), pages 1381-1420, October.
  212. Koivu, Tuuli, 2012. "Monetary policy, asset prices and consumption in China," Economic Systems, Elsevier, vol. 36(2), pages 307-325.
  213. Debes, Sebastian & Gareis, Johannes & Mayer, Eric & Rüth, Sebastian, 2014. "Towards a consumer sentiment channel of monetary policy," W.E.P. - Würzburg Economic Papers 91, University of Würzburg, Chair for Monetary Policy and International Economics.
  214. Keating, John W., 1996. "Structural information in recursive VAR orderings," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1557-1580.
  215. Matthias Neuenkirch, 2011. "Monetary Policy Transmission in Vector Autoregressions: A New Approach Using Central Bank Communication," MAGKS Papers on Economics 201143, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  216. Bean, Charles & Larsen, Jens D. J. & Nikolov, Kalin, 2002. "Financial frictions and the monetary transmission mechanism: theory, evidence and policy implications," Working Paper Series 0113, European Central Bank.
  217. Mamun, Abdullah & Hassan, M. Kabir, 2014. "What explains the lack of monetary policy influence on bank holding companies?," Review of Financial Economics, Elsevier, vol. 23(4), pages 227-235.
  218. repec:dgr:uvatin:20020087 is not listed on IDEAS
  219. Talavera, Oleksandr & Tsapin, Andriy & Zholud, Oleksandr, 2012. "Macroeconomic uncertainty and bank lending: The case of Ukraine," Economic Systems, Elsevier, vol. 36(2), pages 279-293.
  220. Vespignani, Joaquin L., 2013. "The industrial impact of monetary shocks during the inflation targeting era in Australia," Working Papers 2012-12, University of Tasmania, School of Economics and Finance, revised 17 Jan 2013.
  221. Alejandro Diaz-Bautista & Julio R. Escandon, 2003. "A Simple Dynamic Model of Credit and Aggregate Demand," Macroeconomics 0308001, EconWPA.
  222. Verónica Mies M. & Felipe Morandé L. & Matías Tapia G., 2002. "Monetary Policy and Transmission Mechanisms: New Elements for an old Debate," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 5(3), pages 29-66, December.
  223. Favara, Giovanni & Giordani, Paolo, 2002. "Reconsidering the Role of Money for Output, Prices and Interest Rates," SSE/EFI Working Paper Series in Economics and Finance 514, Stockholm School of Economics.
  224. Thomas B. King, 2003. "Discipline and liquidity in the market for federal funds," Supervisory Policy Analysis Working Papers 2003-02, Federal Reserve Bank of St. Louis.
  225. Nicola Cetorelli & Linda S. Goldberg, 2008. "Banking Globalization, Monetary Transmission, and the Lending Channel," NBER Working Papers 14101, National Bureau of Economic Research, Inc.
  226. Marek Rusnak & Tomas Havranek & Roman Horvath, 2011. "How to Solve the Price Puzzle? A Meta-Analysis," CERGE-EI Working Papers wp446, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
  227. Roberto Tatiwa Ferreira & Ivan Castelar, 2008. "Nonlinearities and Price Puzzle in Brazil," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 9(1), pages 47-62.
  228. Jensen, Gerald R. & Mercer, Jeffrey M. & Johnson, Robert R., 1996. "Business conditions, monetary policy, and expected security returns," Journal of Financial Economics, Elsevier, vol. 40(2), pages 213-237, February.
  229. Al-Sharkas, A.A. & Lozi, B.M., 2009. "Effects of Measurement on Inferences: An Application to Money Demand and Related Variables in the United States," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1).
  230. Becher, David A., 2009. "Bidder returns and merger anticipation: Evidence from banking deregulation," Journal of Corporate Finance, Elsevier, vol. 15(1), pages 85-98, February.
  231. Sun, Rongrong, 2014. "What Measures Chinese Monetary Policy?," MPRA Paper 58514, University Library of Munich, Germany.
  232. Kevin E. Beaubrun-Diant & Fabien Tripier, 2009. "The Credit Spread Cycle with Matching Friction," Working Papers hal-00430809, HAL.
  233. Mishra, Ankita & Mishra, Vinod, 2012. "Inflation targeting in India: A comparison with the multiple indicator approach," Journal of Asian Economics, Elsevier, vol. 23(1), pages 86-98.
  234. RenÈ Garcia, 2002. "Are the Effects of Monetary Policy Asymmetric?," Economic Inquiry, Western Economic Association International, vol. 40(1), pages 102-119, January.
  235. Sumon Kumar Bhaumik & Vinh Dang & Ali M. Kutan, 2010. "Implications of bank ownership for the credit channel of monetary policy transmission: Evidence from India," William Davidson Institute Working Papers Series wp988, William Davidson Institute at the University of Michigan.
  236. Yun Daisy Li & Talan B. Iscan & Kuan Xu, 2007. "The Impact of Monetary Policy Shocks on Stock Prices: Evidence from Canada and the United States," Department of Economics at Dalhousie University working papers archive stock_money19.pdf, Dalhousie, Department of Economics.
  237. repec:dgr:uvatin:2010099 is not listed on IDEAS
  238. Tuan Phan, 2014. "Output Composition of the Monetary Policy Transmission Mechanism: Is Australia Different?," CAMA Working Papers 2014-39, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  239. Hassan, Rubina & Shahzad, Mirza Muhammad, 2011. "A macroeconometric framework for monetary policy evaluation: A case study of Pakistan," Economic Modelling, Elsevier, vol. 28(1-2), pages 118-137, January.
  240. Jensen, Gerald R. & Mercer, Jeffrey M., 2006. "Security markets and the information content of monetary policy turning points," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(4), pages 477-494, September.
  241. Oliver Hülsewig & Peter Winker & Andreas Worms, 2004. "Bank Lending and Monetary Policy Transmission: A VECM Analysis for Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 224(5), pages 511-529, September.
  242. Houston, Joel & James, Christopher & Marcus, David, 1997. "Capital market frictions and the role of internal capital markets in banking," Journal of Financial Economics, Elsevier, vol. 46(2), pages 135-164, November.
  243. Fan, Longzhen & Yu, Yihong & Zhang, Chu, 2011. "An empirical evaluation of China's monetary policies," Journal of Macroeconomics, Elsevier, vol. 33(2), pages 358-371, June.
  244. Aksoy, Yunus & Piskorski, Tomasz, 2005. "US domestic currency in forecast error variance decompositions of inflation and output," Economics Letters, Elsevier, vol. 86(2), pages 265-271, February.
  245. Polito, Vito & Wickens, Michael R., 2008. "Optimal Monetary Policy using a VAR," CEPR Discussion Papers 6957, C.E.P.R. Discussion Papers.
  246. Bernd Hayo & Matthias Uhl, 2012. "Regional Effects of Federal Tax Shocks," MAGKS Papers on Economics 201217, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  247. Alexander Monge-Naranjo, 2008. "Limited Commitment, Firm Dynamics and Aggregate Fluctuations," 2008 Meeting Papers 964, Society for Economic Dynamics.
  248. Dean Croushore & Charles L. Evans, 2000. "Data revisions and the identification of monetary policy shocks," Working Paper Series WP-00-26, Federal Reserve Bank of Chicago.
  249. Viladegut, Hugo & Cabello, Miguel, 2014. "El canal de crédito en el Perú: Una aproximación SVAR," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 27, pages 51-66.
  250. Steven J. Davis & John Haltiwanger, 1996. "On the Driving Forces Behind Cyclical Movement, in Employment and Job Reallocation," NBER Working Papers 5775, National Bureau of Economic Research, Inc.
  251. Ben S. Bernanke & Mark Gertler, 1995. "Inside the Black Box: The Credit Channel of Monetary Policy Transmission," NBER Working Papers 5146, National Bureau of Economic Research, Inc.
  252. Mustafa Caglayan & Neslihan Ozkan & Christopher F Baum, 2002. "The Impact of Macroeconomic Uncertainty on Bank Lending Behavior," Research Papers 2002_02, University of Liverpool Management School.
  253. Ramirez, Carlos D., 2004. "Monetary policy and the credit channel in an open economy," International Review of Economics & Finance, Elsevier, vol. 13(4), pages 363-369.
  254. Michel Normandin, 2006. "The Effects of Monetary-Policy Shocks on Real Wages: A Multi-Country Investigation The Effects of Monetary-Policy Shocks on Real Wages: A Multi-Country Investigationv," Cahiers de recherche 06-04, HEC Montréal, Institut d'économie appliquée.
  255. Kozicki, Sharon & Tinsley, P. A., 2001. "Term structure views of monetary policy under alternative models of agent expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 25(1-2), pages 149-184, January.
  256. Lucjan T. Orlowski & Kirsten Lommatzsch, 2005. "Bond Yield Compression in the Countries Converging to the Euro," William Davidson Institute Working Papers Series wp799, William Davidson Institute at the University of Michigan.
  257. Charles Goodhart & Boris Hofmann, 2005. "The IS curve and the transmission of monetary policy: is there a puzzle?," Applied Economics, Taylor & Francis Journals, vol. 37(1), pages 29-36.
  258. Dufour, Jean-Marie & Taamouti, Abderrahim, 2010. "Short and long run causality measures: Theory and inference," Journal of Econometrics, Elsevier, vol. 154(1), pages 42-58, January.
  259. Vincent Sterk & Silvana Tenreyro, 2013. "The Transmission of Monetary Policy Operations through Redistributions and Durable Purchases," CEP Discussion Papers dp1249, Centre for Economic Performance, LSE.
  260. Eric Parrado, 2001. "Effects of Foreign and Domestic Monetary Policy in a Small Open Economy: the Case of Chile," Working Papers Central Bank of Chile 108, Central Bank of Chile.
  261. Sajjad Zaheer & Steven Ongena & Sweder J.G. van Wijnbergen, 2013. "The Transmission of Monetary Policy Through Conventional and Islamic Banks," International Journal of Central Banking, International Journal of Central Banking, vol. 9(4), pages 175-224, December.
  262. Gabriel Barros Tavares Peixoto & Gabriel Caldas Montes, 2014. "Risk-Taking Channel, Bank Lendingchannel And The “Paradox Of Credibility”: Empirical Evidence For Brazil," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 030, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  263. Christopher A. Sims, 1998. "Role of interest rate policy in the generation and propagation of business cycles: what has changed since the '30s?," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 42(Jun), pages 121-175.
  264. Cristina Betancour & José De Gregorio & Juan Pablo Medina, 2008. "The "great moderation" and the monetary transmission mechanism in Chile," BIS Papers chapters, in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 159-178 Bank for International Settlements.
  265. Héctor F. Bravo & Carlos J. García & Verónica Mies & Matías Tapia, 2003. "Heterogeneity in Monetary Transmission: Sectoral and Regional Effects," Working Papers Central Bank of Chile 235, Central Bank of Chile.
  266. Adrien Verdelhan & Sophie Garcia, 2001. "Le policy-mix de la zone euro. Une évaluation de l'impact des chocs monétaires et budgétaires," Économie et Prévision, Programme National Persée, vol. 148(2), pages 23-40.
  267. Diego Valderrama & Katheryn N. Russ, 2009. "A Theory of Banks, Bonds, and the Distribution of Firm Size," Working Papers 916, University of California, Davis, Department of Economics.
  268. R. Glenn Hubbard & Kenneth N. Kuttner & Darius N. Palia, 1999. "Are there "bank effects" in borrowers' costs of funds? Evidence from a matched sample of borrowers and banks," Staff Reports 78, Federal Reserve Bank of New York.
  269. Kim, Soyoung, 2003. "Monetary policy, foreign exchange intervention, and the exchange rate in a unifying framework," Journal of International Economics, Elsevier, vol. 60(2), pages 355-386, August.
  270. Franklin Allen & James McAndrews & Philip Strahan, 2002. "E-Finance: An Introduction," Journal of Financial Services Research, Springer, vol. 22(1), pages 5-27, August.
  271. 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 of Ireland.
  272. Rudebusch, Glenn D., 1995. "Federal Reserve interest rate targeting, rational expectations, and the term structure," Journal of Monetary Economics, Elsevier, vol. 35(2), pages 245-274, April.
  273. Atta-Mensah, Joseph & Dib, Ali, 2008. "Bank lending, credit shocks, and the transmission of Canadian monetary policy," International Review of Economics & Finance, Elsevier, vol. 17(1), pages 159-176.
  274. Wolff, Guntram B. & Tenhofen, Jörn & Heppke-Falk, Kirsten H., 2006. "The macroeconomic effects of exogenous fiscal policy shocks in Germany: a disaggregated SVAR analysis," Discussion Paper Series 1: Economic Studies 2006,41, Deutsche Bundesbank, Research Centre.
  275. John Hassler & Petter Lundvik & Torsten Persson & Paul Soderlind, 1992. "The Swedish business cycle: stylized facts over 130 years," Discussion Paper / Institute for Empirical Macroeconomics 63, Federal Reserve Bank of Minneapolis.
  276. Demid Golikov, 2005. "Financial Intermediary In Monetary Economics: An Excerpt," Macroeconomics 0510018, EconWPA.
  277. Riccardo Fiorentini & Roberto Tamborini, 2002. "Monetary Policy, Credit and Aggregate Supply: The Evidence from Italy," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 31(3), pages 451-491, November.
  278. Fung, Ben Siu-cheong & Kasumovich, Marcel, 1998. "Monetary shocks in the G-6 countries: Is there a puzzle?," Journal of Monetary Economics, Elsevier, vol. 42(3), pages 575-592, October.
  279. Galbraith, John W. & Tkacz, Greg, 2000. "Testing for asymmetry in the link between the yield spread and output in the G-7 countries," Journal of International Money and Finance, Elsevier, vol. 19(5), pages 657-672, October.
  280. Spencer Dale & Andrew Haldane, 1993. "A simple model of money, credit and aggregate demand," Bank of England working papers 7, Bank of England.
  281. Juan J. de Lucio & Mario Izquierdo, . "Local responses to a global monetary policy: The regional structure of financial systems," Working Papers 99-14, FEDEA.
  282. Tobias Adrian & Nellie Liang, 2014. "Monetary Policy, Financial Conditions, and Financial Stability," IMES Discussion Paper Series 14-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
  283. Mouldi Djelassi & Guillaume Colosiez, 1993. "La redécouverte des cycles financiers," Revue d'Économie Financière, Programme National Persée, vol. 26(3), pages 109-144.
  284. de Blas, Beatriz, 2010. "Exchange rate dynamics in economies with portfolio rigidities," International Review of Economics & Finance, Elsevier, vol. 19(3), pages 366-382, June.
  285. Ongena, S. & Peydro, J.L., 2011. "Loose monetary policy and excessive credit and liquidity risk-taking by banks," Other publications TiSEM 8d895e3a-7e7e-42b1-ac9d-c, School of Economics and Management.
  286. 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.
  287. Pragidis, Ioannis & Gogas, Periklis & Tabak, Benjamin, 2013. "Asymmetric Effects of Monetary Policy in the U.S. and Brazil," DUTH Research Papers in Economics 7-2013, Democritus University of Thrace, Department of Economics.
  288. Michael Dotsey & Christopher Otrok, 1994. "M2 and monetary policy: a critical review of the recent debate," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 41-49.
  289. Rafael Felipe Schiozer & Raquel de Freitas Oliveira, 2014. "Asymmetric Transmission of a Bank Liquidity Shock," Working Papers Series 368, Central Bank of Brazil, Research Department.
  290. Giovanni Olivei & Silvana Tenreyro, 2010. "Wage setting patterns and monetary policy: international evidence," Working Papers 10-8, Federal Reserve Bank of Boston.
  291. repec:dgr:kubcen:200013 is not listed on IDEAS
  292. Nicolas de Roos & Bill Russell, 1996. "Towards an Understanding of Australia’s Co-movement with Foreign Business Cycles," RBA Research Discussion Papers rdp9607, Reserve Bank of Australia.
  293. W.J. Jansen, 2000. "The Effects of Capital Inflows in Thailand, 1980-96," DNB Staff Reports (discontinued) 46, Netherlands Central Bank.
  294. Kim, Jaechil & Ni, Shawn & Ratti, Ronald A., 1998. "Monetary policy and asymmetric response in default risk," Economics Letters, Elsevier, vol. 60(1), pages 83-90, July.
  295. Hartmann, Matthias & Roestel, Jan, 2013. "Inflation, output and uncertainty in the era of inflation targeting – A multi-economy view on causal linkages," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 98-112.
  296. Jon Faust & Eric Swanson & and Jonathan H. Wright, 2002. "Identifying vars based on high frequency futures data," International Finance Discussion Papers 720, Board of Governors of the Federal Reserve System (U.S.).
  297. Bastos, Fabiano & Angelo Divino, Jose, 2009. "Exchange rate and output fluctuations in the small open economy of Mauritius," Policy Research Working Paper Series 5065, The World Bank.
  298. Claus Brand & Nuno Cassola, 2004. "A money demand system for euro area M3," Applied Economics, Taylor & Francis Journals, vol. 36(8), pages 817-838.
  299. Giammarioli, Nicola & Valla, Natacha, 2004. "The natural real interest rate and monetary policy: a review," Journal of Policy Modeling, Elsevier, vol. 26(5), pages 641-660, July.
  300. Mete Feridun, 2006. "An Investigation of the German Dominance Hypothesis in the Context of Eastern Enlargement of the EU," Prague Economic Papers, University of Economics, Prague, vol. 2006(2), pages 172-182.
  301. Orphanides, Athanasios & Wieland, Volker, 2000. "Efficient Monetary Policy Design near Price Stability," Journal of the Japanese and International Economies, Elsevier, vol. 14(4), pages 327-365, December.
  302. Perez, Stephen J., 1998. "Testing for Credit Rationing: An Application of Disequilibrium Econometrics," Journal of Macroeconomics, Elsevier, vol. 20(4), pages 721-739, October.
  303. Eric Parrado H., 2001. "Foreign Shocks and Monetary Policy Transmission in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 4(3), pages 29-57, December.
  304. Hilde C. Bjørnland, 1998. "Economic Fluctuations in a Small Open Economy – Real versus Nominal Shocks," Discussion Papers 215, Research Department of Statistics Norway.
  305. Angelopoulou, Eleni & Balfoussia, Hiona & Gibson, Heather, 2013. "Building a financial conditions index for the euro area and selected euro area countries: what does it tell us about the crisis?," Working Paper Series 1541, European Central Bank.
  306. Shawn Chen-Yu Leu, 2006. "A New Keynesian Perspective of Monetary Policy in Australia," Working Papers 2006.01, School of Economics, La Trobe University.
  307. Jean Boivin & Marc P. Giannoni & Ilian Mihov, 2009. "Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data," American Economic Review, American Economic Association, vol. 99(1), pages 350-84, March.
  308. Jinzhu Chen & Bharat Trehan & Prakash Kannan & Prakash Loungani, 2011. "New Evidenceon Cyclical and Structural Sources of Unemployment," IMF Working Papers 11/106, International Monetary Fund.
  309. SylvieCieply & Bernard Paranque & ., 1997. "French manufacturing firms and the capital gap since1985 - a credit rationing approach," Finance 9708002, EconWPA, revised 29 Oct 2000.
  310. Atif Mian & Asim Ijaz Khwaja, 2006. "Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market," NBER Working Papers 12612, National Bureau of Economic Research, Inc.
  311. Clark, Todd E. & McCracken, Michael W., 2014. "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers 2014-25, Federal Reserve Bank of St. Louis.
  312. Seedwell Hove & Albert Touna Mama & Fulbert Tchana Tchana, 2012. "Terms of Trade Shocks and Inflation Targeting in Emerging Market Economies," Working Papers 273, Economic Research Southern Africa.
  313. Ohanian, Lee E & Stockman, Alan C, 1997. "Short-Run Independence of Monetary Policy under Pegged Exchange Rates and Effects of Money on Exchange Rates and Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(4), pages 783-806, November.
  314. Philip Arestis & Alexander Mihailov, 2011. "Classifying Monetary Economics: Fields And Methods From Past To Future," Journal of Economic Surveys, Wiley Blackwell, vol. 25(4), pages 769-800, 09.
  315. Mehrotra, Aaron & Sánchez-Fung, José R., 2011. "Assessing McCallum and Taylor rules in a cross-section of emerging market economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(2), pages 207-228, April.
  316. repec:dgr:uvatin:2011093 is not listed on IDEAS
  317. Carlo Altavilla & Luigi Landolfo, 2005. "Do central banks act asymmetrically? Empirical evidence from the ECB and the Bank of England," Applied Economics, Taylor & Francis Journals, vol. 37(5), pages 507-519.
  318. Elisa Keller, 2007. "Classical and Bayesian Methods for the VAR Analysis: International Comparisons," Rivista di Politica Economica, SIPI Spa, vol. 97(6), pages 149-202, November-.
  319. Benjamin M. Friedman & Kenneth N. Kuttner, 1994. "Indicator properties of the paper-bill spread: lessons from recent experience," Working Paper Series, Macroeconomic Issues 94-24, Federal Reserve Bank of Chicago.
  320. Hakan Berument & Hakan Taş�i, 2004. "Monetary policy rules in practice: evidence from Turkey," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(1), pages 33-38.
  321. Bluedorn, John C. & Bowdler, Christopher & Koch, Christoffer, 2014. "Heterogeneous bank lending responses to monetary policy: new evidence from a real-time identification," Working Papers 1404, Federal Reserve Bank of Dallas.
  322. repec:hal:wpaper:halshs-00590788 is not listed on IDEAS
  323. Barran, Fernando & Kegels, Chantal, 1996. "Channels of Monetary Policy in a Transition Country: Hungary," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1996016, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  324. William Luther & Mark Cohen, 2014. "An Empirical Analysis of the Austrian Business Cycle Theory," Atlantic Economic Journal, International Atlantic Economic Society, vol. 42(2), pages 153-169, June.
  325. Luca Guerrieri, 2002. "The inflation persistence of staggered contracts," International Finance Discussion Papers 734, Board of Governors of the Federal Reserve System (U.S.).
  326. Canova, Fabio & Pina, Joaquim Pivis, 1999. "Monetary Policy Misspecification in VAR Models," CEPR Discussion Papers 2333, C.E.P.R. Discussion Papers.
  327. Michael Dueker & Daniel L. Thornton, 1994. "Asymmetry in the prime rate and firms' preference for internal finance," Working Papers 1994-017, Federal Reserve Bank of St. Louis.
  328. Marinho Bertanha & Eduardo Haddad, 2006. "Impactos Regionais Da Política Monetária: Uma Abordagem Econométrica Utilizando Svar Espacial," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 133, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  329. Thorbecke, Willem, 2002. "Budget deficits, inflation risk, and asset prices," Journal of International Money and Finance, Elsevier, vol. 21(4), pages 539-553, August.
  330. Li, Kui-Wai, 2012. "The US monetary performance prior to the 2008 crisis," MPRA Paper 41036, University Library of Munich, Germany.
  331. Givens, Gregory & Reed, Robert, 2015. "Monetary Policy and Investment Dynamics: Evidence from Disaggregate Data," MPRA Paper 61495, University Library of Munich, Germany.
  332. Jan Marc Berk, 2002. "Banca centrale e innovazione finanziaria. Una rassegna della letteratura recente," Moneta e Credito, Economia civile, vol. 55(220), pages 345-385.
  333. Ralf Brüggemann & Carsten Jentsch & Carsten Trenkler, 2014. "Inference in VARs with Conditional Heteroskedasticity of Unknown Form," Working Paper Series of the Department of Economics, University of Konstanz 2014-13, Department of Economics, University of Konstanz.
  334. Sun, Rongrong, 2013. "Does monetary policy matter in China? A narrative approach," China Economic Review, Elsevier, vol. 26(C), pages 56-74.
  335. Jeon, Bang Nam & Lim, Hosung & Wu, Ji, 2014. "The impact of foreign banks on monetary policy transmission during the global financial crisis of 2008-2009: Evidence from Korea," School of Economics Working Paper Series 2014-7, LeBow College of Business, Drexel University.
  336. Abdul Karim, Zulkefly & Wan Ngah, Wan Azman Saini & Abdul Karim, Bakri, 2010. "Bank lending channel of monetary policy: dynamic panel data evidence from Malaysia," MPRA Paper 26157, University Library of Munich, Germany.
  337. Ivrendi, Mehmet & Yildirim, Zekeriya, 2013. "Monetary policy shocks and macroeconomic variables: Evidence from fast growing emerging economies," Economics Discussion Papers 2013-61, Kiel Institute for the World Economy.
  338. Yunus Aksoy & Tomasz Piskorski, 2004. "U.S. Domestic Money, Inflation and Output," Macroeconomics 0401007, EconWPA.
  339. Brian Sack, 1998. "Does the Fed act gradually? a VAR analysis," Finance and Economics Discussion Series 1998-17, Board of Governors of the Federal Reserve System (U.S.).
  340. Phil Bodman, . "Are the Effects of Monetary Policy Asymmetric in Australia?," MRG Discussion Paper Series 0406, School of Economics, University of Queensland, Australia.
  341. 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.
  342. G. Peersman, 2004. "What caused the early millennium slowdown? Evidence based on vector autoregressions," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/235, Ghent University, Faculty of Economics and Business Administration.
  343. Ippolito, Filippo & Ozdagli, Ali K. & Perez, Ander, 2013. "Is bank debt special for the transmission of monetary policy? Evidence from the stock market," Working Papers 13-17, Federal Reserve Bank of Boston.
  344. Santiago García Verdú, 2010. "Equilibrium yield curves under regime switching," Working Papers 2010-08, Banco de México.
  345. Jeremy Lawson & Daniel Rees, 2008. "A Sectoral Model of the Australian Economy," RBA Research Discussion Papers rdp2008-01, Reserve Bank of Australia.
  346. Tim Willems, 2011. "Using Dollarized Countries to Analyze the Effects of US Monetary Policy Shocks," 2011 Meeting Papers 200, Society for Economic Dynamics.
  347. Patrick Asea & S. Brook Blomberg, 1997. "Lending Cycles," UCLA Economics Working Papers 764, UCLA Department of Economics.
  348. Papadamou, Stephanos & Siriopoulos, Costas, 2008. "Does the ECB Care about Shifts in Investors’ Risk Appetite?," MPRA Paper 25973, University Library of Munich, Germany.
  349. Alejandro Gaytán González & Jesús R. González García, 2006. "Structural Changes in the Transmission Mechanism of Monetary Policy in Mexico: A Non-linear VAR Approach," Working Papers 2006-06, Banco de México.
  350. Ahmed, Habib, 1998. "Responses in output to monetary shocks and the interest rate: a rational expectations model with working capital," Economics Letters, Elsevier, vol. 61(3), pages 351-358, December.
  351. Leeper, Eric M., 1997. "Narrative and VAR approaches to monetary policy: Common identification problems," Journal of Monetary Economics, Elsevier, vol. 40(3), pages 641-657, December.
  352. Kandrac, John, 2012. "Monetary policy and bank lending to small firms," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 741-748.
  353. Scheffel, Eric Michael, 2012. "Political uncertainty in a data-rich environment," MPRA Paper 37318, University Library of Munich, Germany.
  354. Anil K. Kashyap & Raghuram Rajan & Jeremy C. Stein, 1999. "Banks as Liquidity Providers: An Explanation for the Co-Existence of Lending and Deposit-Taking," NBER Working Papers 6962, National Bureau of Economic Research, Inc.
  355. Fernald, John G. & Spiegel, Mark M. & Swanson, Eric T., 2014. "Monetary policy effectiveness in China: evidence from a FAVAR model," Working Paper Series 2014-7, Federal Reserve Bank of San Francisco.
  356. Mojon, Benoît & Kashyap, Anil K. & Angeloni, Ignazio & Terlizzese, Daniele, 2002. "Monetary Transmission in the Euro Area : Where Do We Stand?," Working Paper Series 0114, European Central Bank.
  357. Kevin D. Hoover & Mark V. Siegler, 2005. "Sound and Fury: McCloskey and Significance Testing in Economics," Econometrics 0511018, EconWPA.
  358. Qayyum, Abdul, 2002. "Monetary Conditions Index: A Composite Measure of Monetary Policy in Pakistan," MPRA Paper 2153, University Library of Munich, Germany, revised 2002.
  359. Christiano, Lawrence J & Eichenbaum, Martin, 1992. "Liquidity Effects and the Monetary Transmission Mechanism," American Economic Review, American Economic Association, vol. 82(2), pages 346-53, May.
  360. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2002. "The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds," Boston College Working Papers in Economics 521, Boston College Department of Economics, revised 31 Aug 2008.
  361. Oscar Becerra & Luis Fernando Melo, . "Transmisión de tasas de interés bajo el esquema de metas de inflación: evidencia para Colombia," Borradores de Economia 519, Banco de la Republica de Colombia.
  362. Seth B. Carpenter & Selva Demiralp & Jens Eisenschmidt, 2013. "The effectiveness of the non-standard policy measures during the financial crises: the experiences of the Federal Reserve and the European Central Bank," Finance and Economics Discussion Series 2013-34, Board of Governors of the Federal Reserve System (U.S.).
  363. Chirinko, Robert S. & Haan, Leo de & Sterken, Elmer, 2004. "Asset Price Shocks, Real Expenditures, and Financial Structure:A Multi-Country Analysis," CCSO Working Papers 200411, University of Groningen, CCSO Centre for Economic Research.
  364. Aliaga-Díaz, Roger & Olivero, María Pía, 2010. "Is there a financial accelerator in US banking?: Evidence from the cyclicality of banks' price-cost margins," Economics Letters, Elsevier, vol. 108(2), pages 167-171, August.
  365. Jorge Guillén, 2009. "A lesson to learn from developed countries: The Case of State Branching Deregulation in the US," Estudios de Economia, University of Chile, Department of Economics, vol. 36(1 Year 20), pages 67-95, June.
  366. Moritz Schularick & Alan M. Taylor, 2009. "Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008," NBER Working Papers 15512, National Bureau of Economic Research, Inc.
  367. Gabriel Chodorow-Reich, 2014. "Effects of Unconventional Monetary Policy on Financial Institutions," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 48(1 (Spring), pages 155-227.
  368. Brissimis, Sophocles & Delis, Mannthos & Iosifidi, Maria, 2012. "Bank market power and monetary policy transmission," MPRA Paper 49206, University Library of Munich, Germany.
  369. Yuriy Gorodnichenko & Olivier Coibion, 2010. "What can survey forecasts tell us about informational rigidities?," 2010 Meeting Papers 277, Society for Economic Dynamics.
  370. Beck, Thorsten & Lundberg, Mattias & Majnoni, Giovanni, 2006. "Financial intermediary development and growth volatility: Do intermediaries dampen or magnify shocks?," Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1146-1167, November.
  371. Bernanke, Ben S. & Mihov, Ilian, 1997. "What does the Bundesbank target?," European Economic Review, Elsevier, vol. 41(6), pages 1025-1053, June.
  372. Koray Alper & Mahir Binici & Selva Demiralp & Hakan Kara & Pinar Ozlu, 2014. "Reserve Requirements, Liquidity Risk, and Credit Growth," Koç University-TUSIAD Economic Research Forum Working Papers 1416, Koc University-TUSIAD Economic Research Forum.
  373. Matteo Modena, 2008. "An Empirical Analysis of the Curvature Factor of the Term Structure of Interest Rates," Working Papers 2008_35, Business School - Economics, University of Glasgow.
  374. Tatom, John A., 2014. "U.S. monetary policy in disarray," Journal of Financial Stability, Elsevier, vol. 12(C), pages 47-58.
  375. Aleem, Abdul & Lahiani, Amine, 2014. "Monetary policy credibility and exchange rate pass-through: Some evidence from emerging countries," Economic Modelling, Elsevier, vol. 43(C), pages 21-29.
  376. Alvaro Riascos, . "Monetary Policy Rules in a Search Model of the Labor Market," Borradores de Economia 221, Banco de la Republica de Colombia.
  377. Charles X. Hu, 1999. "Leverage, monetary policy, and firm investment," Economic Review, Federal Reserve Bank of San Francisco, pages 32-39.
  378. Ryuzo Miyao, 2004. "Use of Money Supply in the Conduct of Japan's Monetary Policy: Reexamining the Time Series Evidence," Discussion Paper Series 163, Research Institute for Economics & Business Administration, Kobe University.
  379. Chava, Sudheer & Purnanandam, Amiyatosh, 2011. "The effect of banking crisis on bank-dependent borrowers," Journal of Financial Economics, Elsevier, vol. 99(1), pages 116-135, January.
  380. Benoît Mojon, 1997. "Looking for French Monetary Policy," Working Papers 1997-10, CEPII research center.
  381. Ekin Ayse Ozsuca & Elif Akbostanci, 2012. "An Empirical Analysis of the Bank Lending Channel in turkey," ERC Working Papers 1205, ERC - Economic Research Center, Middle East Technical University, revised Aug 2012.
  382. W. Jos Jansen, 2000. "On the Cost of Moving from a Quasi Monetary Union to a Full Monetary Union: The Case of the Netherlands," MEB Series (discontinued) 2000-1, Netherlands Central Bank, Monetary and Economic Policy Department.
  383. Russ, Katheryn N. & Valderrama, Diego, 2012. "A theory of bank versus bond finance and intra-industry reallocation," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 652-673.
  384. Júlio Cesar Albuquerque Bastos & Gabriel Caldas Montes, 2011. "Metasde Inflação E Estrutura A Termo Das Taxas De Juros - Uma Análise Dainfluência Da Credibilidade Sobre O Spread Da Taxa De Juros De Longoprazo No Brasil," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 142, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  385. Laeven, Luc & Tong, Hui, 2012. "US monetary shocks and global stock prices," Journal of Financial Intermediation, Elsevier, vol. 21(3), pages 530-547.
  386. Del Negro, Marco & Obiols-Homs, Francesc, 2001. "Has Monetary Policy Been so Bad that It Is Better to Get Rid of It? The Case of Mexico," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 33(2), pages 404-33, May.
  387. Gert Peersman, 2011. "Macroeconomic consequences of different types of credit market disturbances and non-conventional monetary policy in the euro area," 2011 Meeting Papers 333, Society for Economic Dynamics.
  388. Calem, P. & Cannon, M. & Nakamura, L.I., 2011. "Credit Cycle and Adverse Selection Effects in Consumer Credit Markets – Evidence from the HELOC Market," Discussion Paper 2011-086, Tilburg University, Center for Economic Research.
  389. Jamilov, Rustam, 2011. "The federal funds rate in the post-Volcker era: evidence from Basic VAR," MPRA Paper 32499, University Library of Munich, Germany.
  390. Brand, Claus & Cassola, Nuno, 2000. "A money demand system for euro area M3," Working Paper Series 0039, European Central Bank.
  391. Jing Wang & Xiaoneng Zhu, 2013. "The reaction of international stock markets to Federal Reserve policy," Financial Markets and Portfolio Management, Springer, vol. 27(1), pages 1-30, March.
  392. Daniel L. Thornton, 2001. "Identifying the liquidity effect at the daily frequency," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 59-82.
  393. Alejandro Gaytán & Jesús González-García, 2007. "Cambios estructurales en el mecanismo de transmisión de la política monetaria en México: un enfoque VAR no lineal," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(4), pages 367-404, octubre-d.
  394. Bradley Ewing & Phanindra Wunnava, 2002. "Union-Nonunion Wage Differentials and Macroeconomic Activity," Middlebury College Working Paper Series 0231, Middlebury College, Department of Economics.
  395. Akinci, Dervis Ahmet & Matousek, Roman & Radić, Nemanja & Stewart, Chris, 2013. "Monetary policy and the banking sector in Turkey," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 269-285.
  396. Wu, Ji & Luca, Alina C. & Jeon, Bang Nam, 2011. "Foreign bank penetration and the lending channel in emerging economies: Evidence from bank-level panel data," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 1128-1156, October.
  397. Choi, Woon Gyu & Kim, Yungsan, 2005. "Trade Credit and the Effect of Macro-Financial Shocks: Evidence from U.S. Panel Data," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 40(04), pages 897-925, December.
  398. Ács, Attila, 2014. "Pénzintézeti mérlegadatok monetáris politikai újraértelmezése. A brókerkereskedő szervezetek reálgazdasági és likviditási jelentősége
    [Reconsidering the role of financial institutions balance sheet
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 166-192.
  399. Borgy, Vladimir & Clerc, Laurent & Renne, Jean-Paul, 2014. "Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 132-150.
  400. Musso, Alberto & Neri, Stefano & Stracca, Livio, 2010. "Housing, consumption and monetary policy: how different are the US and the euro area?," Working Paper Series 1161, European Central Bank.
  401. Jeffrey C. Fuhrer, 2000. "Habit Formation in Consumption and Its Implications for Monetary-Policy Models," American Economic Review, American Economic Association, vol. 90(3), pages 367-390, June.
  402. Amihud, Yakov & Hurvich, Clifford M. & Wang, Yi, 2010. "Predictive regression with order-p autoregressive predictors," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 513-525, June.
  403. Chen, Kaiji & Song, Zheng, 2007. "Financial Friction, Capital Reallocation and Expectation-Driven Business Cycles," MPRA Paper 3889, University Library of Munich, Germany.
  404. Gabriel Jiménez & Steven Ongena & José‐Luis Peydró & Jesús Saurina, 2014. "Hazardous Times for Monetary Policy: What Do Twenty‐Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk‐Taking?," Econometrica, Econometric Society, vol. 82(2), pages 463-505, 03.
  405. R. Bonci & F. Columba, 2008. "Monetary policy effects: new evidence from the Italian flow-of-funds," Applied Economics, Taylor & Francis Journals, vol. 40(21), pages 2803-2818.
  406. Munir, Kashif & Qayyum, Abdul, 2012. "Measuring the effects of monetary policy in Pakistan: A factor augmented vector autoregressive approach," MPRA Paper 35976, University Library of Munich, Germany.
  407. Popov, Alexander, 2013. "Monetary policy, bank capital and credit supply: a role for discouraged and informally rejected firms," Working Paper Series 1593, European Central Bank.
  408. Iris Claus & Aaron Gill & Boram Lee & Nathan McLellan, 2006. "An empirical investigation of fiscal policy in New Zealand," Treasury Working Paper Series 06/08, New Zealand Treasury.
  409. Ehrmann, Michael & Fratzscher, Marcel, 2004. "Taking stock: monetary policy transmission to equity markets," Working Paper Series 0354, European Central Bank.
  410. Carlos Vargas-Silva, 2007. "Monetary policy and the U.S. housing market: A VAR analysis imposing sign restrictions," Working Papers 0705, Sam Houston State University, Department of Economics and International Business.
  411. Loupias, Claire & Savignac, Frédérique & Sevestre, Patrick, 2001. "Monetary policy and bank lending in France: are there asymmetries?," Working Paper Series 0101, European Central Bank.
  412. Carpenter, Seth & Demiralp, Selva & Eisenschmidt, Jens, 2014. "The effectiveness of non-standard monetary policy in addressing liquidity risk during the financial crisis: The experiences of the Federal Reserve and the European Central Bank," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 107-129.
  413. Hulsewig, Oliver & Mayer, Eric & Wollmershauser, Timo, 2006. "Bank loan supply and monetary policy transmission in Germany: An assessment based on matching impulse responses," Journal of Banking & Finance, Elsevier, vol. 30(10), pages 2893-2910, October.
  414. Alicia Garcia Herrero & Alvaro Ortiz, 2005. "The Role Of Global Risk Aversion In Explaining Latin American Sovereign Spreads," International Finance 0503005, EconWPA.
  415. Hollifield, Burton & Yaron, Amir, 2001. "The Foreign Exchange Risk Premium: Real and Nominal Factors," Working Papers 01-1, University of Pennsylvania, Wharton School, Weiss Center.
  416. Wojciech Maliszewski, 1999. "VAR-ing Monetary Policy in Poland," CASE Network Studies and Analyses 0188, CASE-Center for Social and Economic Research.
  417. Boivin, Jean, 2006. "Has U.S. Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(5), pages 1149-1173, August.
  418. Fabio Canova & Fernando J. Pérez Forero, 2012. "Estimating overidentified, nonrecursive, time-varying coefficients structural VARs," Economics Working Papers 1321, Department of Economics and Business, Universitat Pompeu Fabra.
  419. Thanabalasingam Vinayagathasan, 2013. "Monetary Policy and the Real Economy: A Structural VAR Approach for Sri Lanka," GRIPS Discussion Papers 13-13, National Graduate Institute for Policy Studies.
  420. Charoenseang, June & Manakit, Pornkamol, 2007. "Thai monetary policy transmission in an inflation targeting era," Journal of Asian Economics, Elsevier, vol. 18(1), pages 144-157, February.
  421. Chong, Terence Tai Leung & Zhu, Tingting & Rafiq, M.S., 2013. "Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India," MPRA Paper 60985, University Library of Munich, Germany.
  422. Seth B. Carpenter & Selva Demiralp, 2010. "Money, reserves, and the transmission of monetary policy: does the money multiplier exist?," Finance and Economics Discussion Series 2010-41, Board of Governors of the Federal Reserve System (U.S.).
  423. Seth Carpenter & Selva Demiralp, 2009. "Money and the Transmission of Monetary Policy," Koç University-TUSIAD Economic Research Forum Working Papers 0906, Koc University-TUSIAD Economic Research Forum.
  424. Rochelle M. Edge, 2000. "The effect of monetary policy on residential and structures investment under differential project planning and completion times," International Finance Discussion Papers 671, Board of Governors of the Federal Reserve System (U.S.).
  425. Randall Morck & M. Deniz Yavuz & Bernard Yeung, 2013. "State-controlled Banks and the Effectiveness of Monetary Policy," NBER Working Papers 19004, National Bureau of Economic Research, Inc.
  426. Aysun, Uluc & Hepp, Ralf, 2013. "Identifying the balance sheet and the lending channels of monetary transmission: A loan-level analysis," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2812-2822.
  427. Manju Puri & Jörg Rocholl & Sascha Steffen, 2011. "Global retail lending in the aftermath of the US financial crisis: Distinguishing between supply and demand effects," NBER Working Papers 16967, National Bureau of Economic Research, Inc.
  428. Jérôme Creel & Mathilde Viennot & Paul Hubert, 2013. "Assessing the Interest Rate and Bank Lending Channels of ECB Monetary Policies," Sciences Po publications 2013-25, Sciences Po.
  429. Malcolm Edey & John Romalis, 1996. "Issues in Modelling Monetary Policy," RBA Research Discussion Papers rdp9604, Reserve Bank of Australia.
  430. Myles Callan & Eric Ghysels & Norman R. Swanson, 1998. "Monetary Policy Rules with Model and Data Uncertainty," CIRANO Working Papers 98s-40, CIRANO.
  431. Ramón María-Dolores, 2001. "Asimetrías en los efectos de la política monetaria en España (1977-1996)," Investigaciones Economicas, Fundación SEPI, vol. 25(2), pages 391-415, May.
  432. Andrew Mountford, 2005. "Leaning into the Wind: A Structural VAR Investigation of UK Monetary Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(5), pages 597-621, October.
  433. Diana N. Weymark & Mototsugu Shintani, 2006. "Quantifying Inflation Pressure and Monetary Policy Response in the United States," Levine's Bibliography 321307000000000321, UCLA Department of Economics.
  434. Tarhan, Vefa, 1995. "Does the federal reserve affect asset prices?," Journal of Economic Dynamics and Control, Elsevier, vol. 19(5-7), pages 1199-1222.
  435. Roman Horvath & Anca Maria Podpiera, 2009. "Heterogeneity in Bank Pricing Policies: The Czech Evidence," Working Papers 2009/8, Czech National Bank, Research Department.
  436. John McDonald & Houston Stokes, 2013. "Monetary Policy and the Housing Bubble," The Journal of Real Estate Finance and Economics, Springer, vol. 46(3), pages 437-451, April.
  437. Leonardo Gambacorta & Boris Hofmann & Gert Peersman, 2014. "The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 615-642, 06.
  438. Chris Florackis & Alexandros Kontonikas & Alexandros Kostakis, 2010. "Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis," Working Papers 2011_22, Business School - Economics, University of Glasgow, revised Apr 2011.
  439. MEZUI-MBENG, Pamphile, 2010. "Tramsission de la politique monétaire: le cas des pays de la CEMAC
    [Monetary policy transmission: the case of the CEMAC]
    ," MPRA Paper 26032, University Library of Munich, Germany.
  440. Jean Louis, Rosmy & Brown, Ryan & Balli, Faruk, 2011. "On the Feasibility of Monetary Union: Does It Make Sense to Look for Shocks Symmetry across Countries When None of the Countries Constitutes an Optimum Currency Area?," MPRA Paper 39942, University Library of Munich, Germany.
  441. Matiur Rahman & Muhammad Mustafa, 2009. "The Slope of the U.S. Nominal Treasury Yield Curve and the Exchange Rate," New York Economic Review, New York State Economics Association (NYSEA), vol. 40(1), pages 3-12.
  442. Roman Horvath & Jaromir Baxa & Borek Vasicek, 2011. "How Does Monetary Policy Respond to Financial Stress?," EcoMod2011 2769, EcoMod.
  443. James H. Stock & Mark W. Watson, 1994. "Evidence on Structural Instability in Macroeconomic Time Series Relations," NBER Technical Working Papers 0164, National Bureau of Economic Research, Inc.
  444. John Ashton & Andros Gregoriou, 2012. "The Influence of Banking Centralisation on Depositors: Regional Heterogeneities in the Transmission of Monetary Policy," Working Papers 12005, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  445. Selva Demiralp & Kevin Hoover & Stephen Perez, 2014. "Still puzzling: evaluating the price puzzle in an empirically identified structural vector autoregression," Empirical Economics, Springer, vol. 46(2), pages 701-731, March.
  446. Iris Claus & Arthur Grimes, 2003. "Asymmetric Information, Financial Intermediation and the Monetary Transmission Mechanism: A Critical Review," Treasury Working Paper Series 03/19, New Zealand Treasury.
  447. Christina V. Atanasova & Nicholas Wilson, 2003. "Bank borrowing constraints and the demand for trade credit: evidence from panel data," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 24(6-7), pages 503-514.
  448. Lawrence J. Christiano, 1991. "Modeling the liquidity effect of a money shock," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Win, pages 3-34.
  449. Mark Gertler & Peter Karadi, 2014. "Monetary Policy Surprises, Credit Costs and Economic Activity," NBER Working Papers 20224, National Bureau of Economic Research, Inc.
  450. Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2010. "Credit supply: identifying balance-sheet channels with loan applications and granted loans," Banco de Espa�a Working Papers 1030, Banco de Espa�a.
  451. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2004. "Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say," Money Macro and Finance (MMF) Research Group Conference 2004 45, Money Macro and Finance Research Group.
  452. Thorbecke, Willem & Coppock, Lee, 1997. "Why good economic news depressed stock and bond prices in 1996," Economics Letters, Elsevier, vol. 54(3), pages 253-257, July.
  453. Filippo Occhino, 2001. "Monetary Policy Shocks in an Economy with Segmented Markets," Departmental Working Papers 200108, Rutgers University, Department of Economics.
  454. Merih Uctum, 1996. "European integration and asymmetry in the EMS," Research Paper 9605, Federal Reserve Bank of New York.
  455. Jeon, Bang Nam & Olivero, María Pía & Wu, Ji, 2013. "Multinational banking and the international transmission of financial shocks: Evidence from foreign bank subsidiaries," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 952-972.
  456. Todd E. Clark, 2006. "Disaggregate evidence on the persistence of consumer price inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 563-587.
  457. Dickinson, David & Liu, Jia, 2007. "The real effects of monetary policy in China: An empirical analysis," China Economic Review, Elsevier, vol. 18(1), pages 87-111.
  458. Fotios M. Siokis, 2005. "Policy transmission and the consumption-wealth channel," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(6), pages 349-353, November.
  459. Beaudry, Paul & Saito, Makoto, 1998. "Estimating the effects of monetary shocks: An evaluation of different approaches," Journal of Monetary Economics, Elsevier, vol. 42(2), pages 241-260, July.
  460. Feridun, Mete, 2006. "Long-Run Relationship between Economic Growth and Stock Returns: An Empirical Investigation on Canada and the United States," MPRA Paper 737, University Library of Munich, Germany.
  461. Robert Chirinko & Ulf von Kalckreuth, 2002. "On The German Monetary Transmission Mechanism: Interest Rate and Credit Channels for Investment Spending," Emory Economics 0212, Department of Economics, Emory University (Atlanta).
  462. repec:dgr:kubcen:200931s is not listed on IDEAS
  463. Yüksel, Ebru & Metin-Ozcan, Kivilcim & Hatipoglu, Ozan, 2013. "A survey on time-varying parameter Taylor rule: A model modified with interest rate pass-through," Economic Systems, Elsevier, vol. 37(1), pages 122-134.
  464. Rossiter, R. D., 1995. "Monetary policy indicators after deregulation," The Quarterly Review of Economics and Finance, Elsevier, vol. 35(2), pages 207-223.
  465. Ruth Reyes Nidia & José Eduardo Gómez G. & Jair Ojeda Joya, 2013. "Bank Lending, Risk Taking, and the Transmission of Monetary Policy: New Evidence for Colombia," Borradores de Economia 772, Banco de la Republica de Colombia.
  466. Kevin B. Grier & Mark J. Perry, 2000. "The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 45-58.
  467. Vithessonthi, Chaiporn & Techarongrojwong, Yaowaluk, 2013. "Do monetary policy announcements affect stock prices in emerging market countries? The case of Thailand," Journal of Multinational Financial Management, Elsevier, vol. 23(5), pages 446-469.
  468. Stephen G. Cecchetti, 1999. "Legal structure, financial structure, and the monetary policy transmission mechanism," Economic Policy Review, Federal Reserve Bank of New York, issue Jul, pages 9-28.
  469. Buchmann, Marco, 2011. "Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession," Working Paper Series 1286, European Central Bank.
  470. Berger, Allen N. & Herring, Richard J. & Szego, Giorgio P., 1995. "The role of capital in financial institutions," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 393-430, June.
  471. Amir KIA, . "Developing a Market-Based Monetary Policy Transparency Index and Testing Its Impact on Risk and Volatility in the United States," EcoMod2009 21500052, EcoMod.
  472. Sun, Rongrong, 2014. "Review over Empirical Evidence on Real Effects of Monetary Policy," MPRA Paper 58513, University Library of Munich, Germany.
  473. Thorbecke, Willem, 2001. "Estimating the effects of disinflationary monetary policy on minorities," Journal of Policy Modeling, Elsevier, vol. 23(1), pages 51-66, January.
  474. Rochelle M. Edge, 2000. "Time-to-build, time-to-plan, habit-persistence, and the liquidity effect," International Finance Discussion Papers 673, Board of Governors of the Federal Reserve System (U.S.).
  475. Munehisa Kasuya, 2003. "Regime-Switching Approach to Monetary Policy Effects: Empirical Studies using a Smooth Transition Vector Autoregressive Model," Bank of Japan Working Paper Series Research and Statistics D, Bank of Japan.
  476. Thorbecke, Willem, 2000. "Monetary Policy, Time-Varying Risk, and the Bond Market Debacle of 1994," Journal of Macroeconomics, Elsevier, vol. 22(1), pages 159-174, January.
  477. Michael Fratantoni & Scott Schuh, 2000. "Monetary policy, housing investment, and heterogeneous regional markets," Working Papers 00-1, Federal Reserve Bank of Boston.
  478. José R. Sánchez-Fung, 2002. "Estimating a Monetary Policy Reaction Function for the Dominican Republic," Studies in Economics 0201, School of Economics, University of Kent.
  479. 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.
  480. Magnus Saxegaard, 2006. "Excess Liquidity and the Effectiveness of Monetary Policy; Evidence From Sub-Saharan Africa," IMF Working Papers 06/115, International Monetary Fund.
  481. Ander Perez & Ali Ozdagli & Filippo Ippolito, 2013. "Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market," 2013 Meeting Papers 1219, Society for Economic Dynamics.
  482. Honda, Yuzo, 2004. "Bank capital regulations and the transmission mechanism," Journal of Policy Modeling, Elsevier, vol. 26(6), pages 675-688, September.
  483. Lastrapes, W. D., 1998. "International evidence on equity prices, interest rates and money," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 377-406, June.
  484. Brissimis, Sophocles N. & Kamberoglou, Nicos C. & Simigiannis, George T., 2001. "Is there a bank lending channel of monetary policy in Greece? Evidence from bank level data," Working Paper Series 0104, European Central Bank.
  485. Khundrakpam, Jeevan Kumar, 2011. "Credit Channel of Monetary Transmission in India - How Effective and Long is the Lag?," MPRA Paper 50899, University Library of Munich, Germany.
  486. Milcheva, Stanimira, 2013. "A bank lending channel or a credit supply shock?," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 314-332.
  487. Jui-Chuan (Della) Chang & Dennis W. Jansen, 2005. "The Effect of Monetary Policy on Bank Lending and Aggregate Output: Asymmetries from Nonlinearities in the Lending Channel," Annals of Economics and Finance, Society for AEF, vol. 6(1), pages 129-153, May.
  488. Xin Long & Mangal Goswami & Andreas Jobst, 2009. "An Investigation of Some Macro-Financial Linkages of Securitization," IMF Working Papers 09/26, International Monetary Fund.
  489. Laganà, Gianluca & Sgro, Pasquale Michael, 2011. "A factor-augmented VAR approach: The effect of a rise in the US personal income tax rate on the US and Canada," Economic Modelling, Elsevier, vol. 28(3), pages 1163-1169, May.
  490. Arnaud Mehl, 2009. "The Yield Curve as a Predictor and Emerging Economies," Open Economies Review, Springer, vol. 20(5), pages 683-716, November.
  491. Michael Dotsey & Robert G. King & Alexander L. Wolman, 1997. "State-dependent pricing and the dynamics of business cycles," Working Paper 97-02, Federal Reserve Bank of Richmond.
  492. Athanasios L. Athanasenas & Constantinos Katrakilidis, 2008. "An Eclectic Causality Model for Income Growth: Evidence from Greece," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 31-46.
  493. Douch, Mohamed, 2005. "The macroeconomic effects of monetary policy and financial crisis," MPRA Paper 1120, University Library of Munich, Germany.
  494. repec:spo:wpecon:info:hdl:2441/eu4vqp9ompqllr09j0h130d0n is not listed on IDEAS
  495. Nathan S. Balke & Kenneth M. Emery, 1994. "The federal funds rate as an indicator of monetary policy: evidence from the 1980s," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q I, pages 1-15.
  496. Nakaota, Hiroshi & Fukuta, Yuichi, 2013. "The leading indicator property of the term spread and the monetary policy factors in Japan," Japan and the World Economy, Elsevier, vol. 28(C), pages 85-98.
  497. Mishra, Prachi & Montiel, Peter, 2013. "How effective is monetary transmission in low-income countries? A survey of the empirical evidence," Economic Systems, Elsevier, vol. 37(2), pages 187-216.
  498. Oscar Díaz Q. & Marco Laguna V., 2007. "Factores que explican la reducción de las tasas pasivas de interés en el sistema bancario boliviano," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(4), pages 331-366, octubre-d.
  499. Balázs Romhányi, 2005. "A learning hypothesis of the term structure of interest rates," Macroeconomics 0503001, EconWPA.
  500. Louis, Rosmy J & Brown, Ryan & Balli, Faruk, 2009. "Are Mortgage Rates Bubbling Up Trouble for Canadas Metropolitan Housing Sector?," MPRA Paper 17245, University Library of Munich, Germany.
  501. Jan Gottschalk, 2001. "An Introduction into the SVAR Methodology: Identification, Interpretation and Limitations of SVAR models," Kiel Working Papers 1072, Kiel Institute for the World Economy.
  502. Tao Wu, 2001. "Macro factors and the affine term structure of interest rates," Working Paper Series 2002-06, Federal Reserve Bank of San Francisco.
  503. Jean-Olivier Hairault & Frédérique Bec, 1993. "Taux d'intérêt, politique monétaire et activité économique en France : un examen empirique," Économie et Prévision, Programme National Persée, vol. 109(3), pages 13-24.
  504. Jon Faust & John Irons, 1996. "Money, politics and the post-war business cycle," International Finance Discussion Papers 572, Board of Governors of the Federal Reserve System (U.S.).
  505. Fernando Barran & Virginie Coudert & Benoît Mojon, 1995. "Interest Rates, Banking Spreads and Credit Supply: The Real Effects," Working Papers 1995-01, CEPII research center.
  506. Arturo Estrella, 1997. "Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy," Research Paper 9717, Federal Reserve Bank of New York.
  507. Andrew J. Buck & George M. Lady, 2010. "An Expanded Scope For Qualitative Economics," DETU Working Papers 1007, Department of Economics, Temple University.
  508. Peter N. Ireland, 1999. "Interest Rates, Inflation, and Federal Reserve Policy Since 1980," Boston College Working Papers in Economics 419, Boston College Department of Economics.
  509. Liu, Luke, 2011. "Monetary policy, bank size and bank lending: Evidence from Australia," MPRA Paper 35033, University Library of Munich, Germany.
  510. 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 qt04f1z5hb, Anderson Graduate School of Management, UCLA.
  511. Hansen, Sten, 1999. "Agency Costs, Credit Constraints and Corporate Investment," Working Paper Series 79, Sveriges Riksbank (Central Bank of Sweden).
  512. Sanchez-Fung, Jose R., 2004. "Modelling money demand in the Dominican Republic," Economics Discussion Papers 2004-1, School of Economics, Kingston University London.
  513. Bilan, Olena, 2005. "In search of the liquidity effect in Ukraine," Journal of Comparative Economics, Elsevier, vol. 33(3), pages 500-516, September.
  514. Shively, Philip A., 2005. "Threshold nonlinear interest rates," Economics Letters, Elsevier, vol. 88(3), pages 313-317, September.
  515. Songcheng Sheng & Peixin Wu, 2009. "The binary transmission mechanism of China’s monetary policy—A research on the “two intermediaries, two targets” model," Frontiers of Economics in China, Springer, vol. 4(3), pages 335-360, September.
  516. Koch, Christoffer, 2014. "Deposit interest rate ceilings as credit supply shifters: bank level evidence on the effects of Regulation Q," Working Papers 1406, Federal Reserve Bank of Dallas.
  517. Chiho Kim, 1997. "Monetary policy in a changing financial environment: searching for an efficient monetary policy framework in Korea," Pacific Basin Working Paper Series 97-05, Federal Reserve Bank of San Francisco.
  518. Ono, Shigeki, 2013. "The effects of foreign exchange and monetary policies in Russia," Economic Systems, Elsevier, vol. 37(4), pages 522-541.
  519. Sims, Christopher A. & Zha, Tao, 2006. "Does Monetary Policy Generate Recessions?," Macroeconomic Dynamics, Cambridge University Press, vol. 10(02), pages 231-272, April.
  520. Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2002. "Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited," CEPR Discussion Papers 3550, C.E.P.R. Discussion Papers.
  521. Kim-Leng Goh & Sook-Lu Yong, 2007. "Bank lending and monetary policy: the effects of structural shift in interest rates," Economics Bulletin, AccessEcon, vol. 5(5), pages 1-14.
  522. repec:ner:tilbur:urn:nbn:nl:ui:12-5046879 is not listed on IDEAS
  523. Amjad Ali & M. Ali Choudhary & Shah Hussain & Vasco J. Gabriel, 2012. "Bank Lending and Monetary Shocks: an Empirical Investigation," School of Economics Discussion Papers 0212, School of Economics, University of Surrey.
  524. Leu, Shawn, 2004. "A New Keynesian Perspective of Monetary Policy Implementation in Austr alia," Working Papers 1, University of Sydney, School of Economics.
  525. Ely, David & Salehizadeh, Mehdi, 1999. "Predicting Stock and Bond Returns: The Impact of Global Variables," International Finance, Wiley Blackwell, vol. 2(2), pages 203-26, July.
  526. Csilla Horváth & Judit Krekó & Anna Naszódi, 2006. "Is there a bank lending channel in Hungary? Evidence from bank panel data," MNB Working Papers 2006/7, Magyar Nemzeti Bank (the central bank of Hungary).
  527. Irfan akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2011. "The changing international transmission of us monetary policy shocks: is there evidence of contagion effect on oecd countries," Economics Bulletin, AccessEcon, vol. 31(4), pages A49.
  528. Ciccarelli, Matteo & Peydró, José-Luis & Maddaloni, Angela, 2010. "Trusting the bankers: a new look at the credit channel of monetary policy," Working Paper Series 1228, European Central Bank.
  529. Panagiotis T. Konstantinou, 2005. "The Expectations Hypothesis of the Term Structure : A Look at the Polish Interbank Market," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 41(3), pages 70-91, May.
  530. Jeffrey C. Fuhrer, 1995. "The [un]importance of forward-looking behavior in price specifications," Working Papers 95-6, Federal Reserve Bank of Boston.
  531. David C. Wheelock & Mark E. Wohar, 2009. "Can the term spread predict output growth and recessions? a survey of the literature," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 419-440.
  532. Ongena, Steven & Schindele, Ibolya & Vonnák, Dzsamila, 2014. "In lands of foreign currency credit, bank lending channels run through? The effects of monetary policy at home and abroad on the currency denomination of the supply of credit," CFS Working Paper Series 474, Center for Financial Studies (CFS).
  533. Binswanger, Mathias, 2000. "Stock market booms and real economic activity: Is this time different?," International Review of Economics & Finance, Elsevier, vol. 9(4), pages 387-415, October.
  534. Den Haan, Wouter & Sumner, Steven & Yamashiro, Guy, 2004. "Banks' Loan Portfolio and the Monetary Transmission Mechanism," CEPR Discussion Papers 4725, C.E.P.R. Discussion Papers.
  535. Mahmood Khalid & Wasim Shahid Malik & Wasim Abdul Sattar, 2007. "The Fiscal Reaction Function and the Transmission Mechanism for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 46(4), pages 435-447.
  536. Filippo Occhino, 2004. "Modeling the Response of Money and Interest Rates to Monetary Policy Shocks: A Segmented Markets Approach," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(1), pages 181-197, January.
  537. Daniel L. Thornton, 1996. "Identifying the liquidity effect: the case of nonborrowed reserves," Working Papers 1996-002, Federal Reserve Bank of St. Louis.
  538. Jamilov, Rustam, 2012. "Channels of Monetary Transmission in the CIS," MPRA Paper 39568, University Library of Munich, Germany.
  539. Flaschel, Peter & Gong, Gang & Semmler, Willi, 2001. "A Keynesian macroeconometric framework for the analysis of monetary policy rules," Journal of Economic Behavior & Organization, Elsevier, vol. 46(1), pages 101-136, September.
  540. Jorg Bibow, 2001. "Making EMU Work: Some lessons from the 1990s," International Review of Applied Economics, Taylor & Francis Journals, vol. 15(3), pages 233-259.
  541. Craig Furfine, 1998. "Interbank payments and the daily federal funds rate," Finance and Economics Discussion Series 1998-31, Board of Governors of the Federal Reserve System (U.S.).
  542. Mingwei Yuan & Christian Zimmermann, 1999. "Credit Crunch, Bank Lending and Monetary Policy: A Model of Financial Intermediation with Heterogeneous Projects," Cahiers de recherche CREFE / CREFE Working Papers 89, CREFE, Université du Québec à Montréal.
  543. White, Halbert & Pettenuzzo, Davide, 2014. "Granger causality, exogeneity, cointegration, and economic policy analysis," Journal of Econometrics, Elsevier, vol. 178(P2), pages 316-330.
  544. Berument, Hakan, 2007. "Measuring monetary policy for a small open economy: Turkey," Journal of Macroeconomics, Elsevier, vol. 29(2), pages 411-430, June.
  545. Kim, Jinill, 2000. "Constructing and estimating a realistic optimizing model of monetary policy," Journal of Monetary Economics, Elsevier, vol. 45(2), pages 329-359, April.
  546. Matousek, Roman & Sarantis, Nicholas, 2009. "The bank lending channel and monetary transmission in Central and Eastern European countries," Journal of Comparative Economics, Elsevier, vol. 37(2), pages 321-334, June.
  547. Adolfo Barajas & Leonardo Luna & Jorge Restrepo, 2007. "Macroeconomic Fluctuations and Bank Behavior in Chile," Working Papers Central Bank of Chile 436, Central Bank of Chile.
  548. Arief Ramayandi, 2007. "Approximating Monetary Policy: Case Study for the ASEAN-5," Working Papers in Economics and Development Studies (WoPEDS) 200707, Department of Economics, Padjadjaran University, revised Aug 2007.
  549. Wang, Zijun, 2012. "The causal structure of bond yields," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(1), pages 93-102.
  550. Boschen, John F. & Weise, Charles L., 2004. "Does the dynamic time consistency model of inflation explain cross-country differences in inflations dynamics?," Journal of International Money and Finance, Elsevier, vol. 23(5), pages 735-759, September.
  551. Purnanandam, Amiyatosh, 2007. "Interest rate derivatives at commercial banks: An empirical investigation," Journal of Monetary Economics, Elsevier, vol. 54(6), pages 1769-1808, September.
  552. Westerlund, Joakim, 2003. "A Panel Data Test of the Bank Lending Channel in Sweden," Working Papers 2003:16, Lund University, Department of Economics.
  553. Muhammad Ali Nasir & Alaa M. Soliman, 2014. "Aspects of Macroeconomic Policy Combinations and Their Effects on Financial Markets," Economic Issues Journal Articles, Economic Issues, vol. 19(1), pages 95-118, March.
  554. Panopoulou, Ekaterini, 2007. "Predictive financial models of the euro area: A new evaluation test," International Journal of Forecasting, Elsevier, vol. 23(4), pages 695-705.
  555. Catik, A. Nazif & Karaçuka, Mehmet, 2011. "The bank lending channel in Turkey: Has it changed after the low inflation regime?," DICE Discussion Papers 32, Heinrich‐Heine‐Universität Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  556. Rondorf, Ulrike, 2012. "Are bank loans important for output growth?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(1), pages 103-119.
  557. Elder, John, 2001. "Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns?," Journal of Macroeconomics, Elsevier, vol. 23(1), pages 73-97, January.
  558. Keen, Benjamin D., 2004. "In search of the liquidity effect in a modern monetary model," Journal of Monetary Economics, Elsevier, vol. 51(7), pages 1467-1494, October.
  559. 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.
  560. Hancock, Diana & Laing, Andrew J. & Wilcox, James A., 1995. "Bank capital shocks: Dynamic effects on securities, loans, and capital," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 661-677, June.
  561. Teodora Paligorova & João A. C. Santos, 2012. "When Is It Less Costly for Risky Firms to Borrow? Evidence from the Bank Risk-Taking Channel of Monetary Policy," Working Papers 12-10, Bank of Canada.
  562. Thapar, Aditi, 2008. "Using private forecasts to estimate the effects of monetary policy," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 806-824, May.
  563. Märten Kress, 2004. "Lending cycles in Estonia," Bank of Estonia Working Papers 2004-3, Bank of Estonia, revised 10 Oct 2004.
  564. Holod, Dmytro & Peek, Joe, 2007. "Asymmetric information and liquidity constraints: A new test," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2425-2451, August.
  565. James B. Bullard, 1991. "The FOMC in 1990: onset of recession," Review, Federal Reserve Bank of St. Louis, issue May, pages 31-53.
  566. Andrés Felipe Londoño & Jorge Andrés Tamayo & Carlos Alberto Velásquez, 2012. "Dinámica de la política monetaria e inflación objetivo en Colombia: una aproximación FAVAR," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE.
  567. Bradley T. Ewing, 2002. "Macroeconomic news and the returns of financial companies," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 23(8), pages 439-446.
  568. Yungsan Kim & Woon Gyu Choi, 2001. "Has Inventory Investment Been Liquidity-Constrained? Evidence From U.S. Panel Data," IMF Working Papers 01/122, International Monetary Fund.
  569. John P. Judd & Glenn D. Rudebusch, 1998. "Taylor's rule and the Fed, 1970-1997," Economic Review, Federal Reserve Bank of San Francisco, pages 3-16.
  570. Muhammad Naveed Tahir, 2012. "Relative Importance of Monetary Transmission Channels in Inflation Targeting Emerging Economies," EcoMod2012 4092, EcoMod.
  571. Marvin Goodfriend, 1993. "Interest rate policy and the inflation scare problem: 1979-1992," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  572. Sylvia Kaufmann & Sylvia Frühwirth-Schnatter, 2006. "How do changes in monetary policy affect bank lending? An analysis of Austrian bank data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 275-305.
  573. Jiménez, Gabriel & Ongena, Steven & Peydró, José Luis & Saurina, Jesús, 2007. "Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk?," CEPR Discussion Papers 6514, C.E.P.R. Discussion Papers.
  574. Abdul Karim, Zulkefly, 2010. "Monetary policy and firms’ investment: Dynamic panel data evidence from Malaysia," MPRA Paper 23962, University Library of Munich, Germany, revised 15 May 2010.
  575. Kuppers, Markus, 2001. "Curtailing the black box: German banking groups in the transmission of monetary policy," European Economic Review, Elsevier, vol. 45(10), pages 1907-1930, December.
  576. International Monetary Fund, 2005. "Monetary Policy and Corporate Behaviour in India," IMF Working Papers 05/25, International Monetary Fund.
  577. David O. Cushman & Tao Zha, 1995. "Identifying monetary policy in a small open economy under flexible exchange rates," Working Paper 95-7, Federal Reserve Bank of Atlanta.
  578. Fuerst, Michael E., 2006. "Investor risk premia and real macroeconomic fluctuations," Journal of Macroeconomics, Elsevier, vol. 28(3), pages 540-563, September.
  579. Smets, Frank & Tsatsaronis, Kostas, 1997. "Why Does the Yield Curve Predict Economic Activity? Dissecting the Evidence for Germany and the United States," CEPR Discussion Papers 1758, C.E.P.R. Discussion Papers.
  580. Gamber, Edward N. & Hakes, David R., 2005. "Is monetary policy important for forecasting real growth and inflation?," Journal of Policy Modeling, Elsevier, vol. 27(2), pages 177-187, March.
  581. Ziliak, Stephen T. & McCloskey, Deirdre N., 2004. "Size matters: the standard error of regressions in the American Economic Review," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(5), pages 527-546, November.
  582. Filippo COSSETTI & Francesco GUIDI, 2009. "ECB Monetary Policy and Term Structure of Interest Rates in the Euro Area: an Empirical Analysis," Working Papers 334, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  583. George Monokroussos, 2011. "Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 519-534, 03.
  584. Lin, James Wuh, 1996. "Arbitrage, carrying costs, and inflation: A reexamination of market efficiency in treasury bill futures," International Review of Economics & Finance, Elsevier, vol. 5(2), pages 207-222.
  585. van Aarle, Bas & Garretsen, Harry & Gobbin, Niko, 2003. "Monetary and fiscal policy transmission in the Euro-area: evidence from a structural VAR analysis," Journal of Economics and Business, Elsevier, vol. 55(5-6), pages 609-638.
  586. James P. Gander, 2010. "Firm Debt Structure and Firm Size: A Micro Approach," Working Paper Series, Department of Economics, University of Utah 2010_05, University of Utah, Department of Economics.
  587. Wilkinson, Katherine J. & Young, Martin R. & Young, Shirley, 2001. "The effects of monetary policy shocks on exchange rates: Evidence from New Zealand and Australia," Pacific-Basin Finance Journal, Elsevier, vol. 9(4), pages 427-455, August.
  588. Uluc Aysun & Ralf Hepp, 2011. "Identifying the balance sheet and lending channels of monetary transmission: A loan-level analysis," Working Papers 2011-01, University of Central Florida, Department of Economics.
  589. repec:dgr:kubcen:199928 is not listed on IDEAS
  590. Dong Fu & Lori L. Taylor & Mine K. Yücel, 2003. "Fiscal policy and growth," Working Papers 0301, Federal Reserve Bank of Dallas.
  591. Daniel L. Thornton, 1998. "The Federal Reserve's operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect," Working Papers 1998-009, Federal Reserve Bank of St. Louis.
  592. repec:dgr:kubcen:199670 is not listed on IDEAS
  593. Leonardo Becchetti & Melody Garcia & Giovanni Trovato, 2009. "Credit rationing and credit view: empirical evidence from loan data," CEIS Research Paper 144, Tor Vergata University, CEIS, revised 30 Sep 2009.
  594. Anna Florio, 2005. "Asymmetric monetary policy: empirical evidence for Italy," Applied Economics, Taylor & Francis Journals, vol. 37(7), pages 751-764.
  595. Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2013. "Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR Approach," Working Papers 201327, University of Pretoria, Department of Economics.
  596. J. De Dios Tena & E. Otranto, 2008. "A Realistic Model for Official Interest Rates," Working Paper CRENoS 200802, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  597. repec:onb:oenbwp:y::i:38:b:1 is not listed on IDEAS
  598. Loutskina, Elena, 2011. "The role of securitization in bank liquidity and funding management," Journal of Financial Economics, Elsevier, vol. 100(3), pages 663-684, June.
  599. Filippo Occhino, 2004. "Existence of Equilibrium for Segmented Markets Models with Interest Rate Monetary Policies," Departmental Working Papers 200411, Rutgers University, Department of Economics.
  600. Ramey, Valerie A & Francis, Neville, 2002. "Is The Technology-Driven Real Business Cycle Hypothesis Dead? Shocks and Aggregate Fluctuations Revisted," University of California at San Diego, Economics Working Paper Series qt6x80k3nx, Department of Economics, UC San Diego.
  601. Karen Cabos & Nikolaus Siegfried, 2004. "Controlling inflation in Euroland," Applied Economics, Taylor & Francis Journals, vol. 36(6), pages 549-558.
  602. Mallick, Debdulal, 2009. "Financial Development, Shocks, and Growth Volatility," MPRA Paper 17799, University Library of Munich, Germany.
  603. Karanassou, Marika & Sala, Hector, 2010. "The US inflation-unemployment trade-off revisited: New evidence for policy-making," Journal of Policy Modeling, Elsevier, vol. 32(6), pages 758-777, November.
  604. W. Douglas McMillin & William D. Lastrapes, . "Cross-Country Variation in the Liquidity Effect," Departmental Working Papers 2001-04, Department of Economics, Louisiana State University.
  605. Robert E. Carpenter & Steven M. Fazzari & Bruce C. Petersen, 1995. "Three Financing Constraint Hypotheses and Inventory Investment: New Tests With Time and Sectoral Heterogeneity," Macroeconomics 9510001, EconWPA, revised 09 Oct 1995.
  606. Marco Jacopo Lombardi & Feng Zhu, 2014. "A shadow policy rate to calibrate US monetary policy at the zero lower bound," BIS Working Papers 452, Bank for International Settlements.
  607. Adrian, Tobias & Liang, J. Nellie, 2014. "Monetary policy, financial conditions, and financial stability," Staff Reports 690, Federal Reserve Bank of New York.
  608. Clive Coetzee, 2002. "Monetary Conditions and Stock Returns: A South African Case Study," Finance 0205002, EconWPA.
  609. Leon Berkelmans, 2005. "Credit and Monetary Policy: An Australian SVAR," RBA Research Discussion Papers rdp2005-06, Reserve Bank of Australia.
  610. Ulrich Fritsche & Sabine Stephan, 2002. "Leading Indicators of German Business Cycles - An Assessment of Properties," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 222(3), pages 289-315.
  611. Jorge A. Chan-Lau & Iryna V. Ivaschenko, 2002. "The Corporate Spread Curve and Industrial Production in the United States," IMF Working Papers 02/8, International Monetary Fund.
  612. Gunji, Hiroshi & Miura, Kazuki & Yuan, Yuan, 2009. "Bank competition and monetary policy," Japan and the World Economy, Elsevier, vol. 21(1), pages 105-115, January.
  613. Michel Normandin & Louis Phaneuf, 2003. "Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility," Cahiers de recherche 0337, CIRPEE.
  614. Fatás, Antonio & Mihov, Ilian, 2001. "The Effects of Fiscal Policy on Consumption and Employment: Theory and Evidence," CEPR Discussion Papers 2760, C.E.P.R. Discussion Papers.
  615. Jiminez, G. & Ongena, S. & Saurina, J., 2007. "Hazardous Times for Monetary Policy : What do Twenty-three Million Bank Loans Say about the Effects of Monetary Policy on Credit Risk?," Discussion Paper 2007-75, Tilburg University, Center for Economic Research.
  616. Imai, Masami & Takarabe, Seitaro, 2011. "Transmission of liquidity shock to bank credit: Evidence from the deposit insurance reform in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 25(2), pages 143-156, June.
  617. Kim, Soyoung, 1999. "Do monetary policy shocks matter in the G-7 countries? Using common identifying assumptions about monetary policy across countries," Journal of International Economics, Elsevier, vol. 48(2), pages 387-412, August.
  618. Allan D. Brunner, 1996. "Using measures of expectations to identify the effects of a monetary policy shock," International Finance Discussion Papers 537, Board of Governors of the Federal Reserve System (U.S.).
  619. Jeremy C. Stein, 1998. "An Adverse-Selection Model of Bank Asset and Liability Management with Implications for the Transmission of Monetary Policy," RAND Journal of Economics, The RAND Corporation, vol. 29(3), pages 466-486, Autumn.
  620. Yu, Qiao, 1997. "Economic Fluctuation, Macro Control, and Monetary Policy in the Transitional Chinese Economy," Journal of Comparative Economics, Elsevier, vol. 25(2), pages 180-195, October.
  621. repec:ebl:ecbull:v:5:y:2007:i:5:p:1-14 is not listed on IDEAS
  622. Christopher A. Sims, 1996. "Macroeconomics and Methodology," Journal of Economic Perspectives, American Economic Association, vol. 10(1), pages 105-120, Winter.
  623. Javier Valles & Jose Vinals, 1999. "On the real effects of the monetary policy: A central banker's view," Working Papers 38, Oesterreichische Nationalbank (Austrian Central Bank).
  624. repec:dgr:kubcen:2012005 is not listed on IDEAS
  625. Christopher Baum & Mustafa Caglayan & Neslihan Ozkan, 2013. "The Role Of Uncertainty In The Transmission Of Monetary Policy Effects On Bank Lending," Manchester School, University of Manchester, vol. 81(2), pages 202-225, 03.
  626. Ioannidou, V. & Ongena, S. & Peydro, J.L., 2009. "Monetary Policy, Risk-Taking, and Pricing : Evidence from a Quasi-Natural Experiment," Discussion Paper 2009-31 S, Tilburg University, Center for Economic Research.
  627. M. Imtiaz Mazumder & Nazneen Ahmad, 2010. "Greed, financial innovation or laxity of regulation?: A close look into the 2007-2009 financial crisis and stock market volatility," Studies in Economics and Finance, Emerald Group Publishing, vol. 27(2), pages 110-134, June.
  628. Robert B. Avery & Myron L. Kwast, 1993. "Money and interest rates under a reserves operating target," Economic Review, Federal Reserve Bank of Cleveland, issue Q II, pages 24-34.
  629. Julio J. Rotemberg & Michael Woodford, 1998. "An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy: Expanded Version," NBER Technical Working Papers 0233, National Bureau of Economic Research, Inc.
  630. Fernald, John G. & Hsu, Eric & Spiegel, Mark M., 2014. "Has China’s economy become more “standard”?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  631. Dennis L. Hoffman & Robert H. Rasche, 1997. "STLS/US-VECM6.1: a vector error-correction forecasting model of the U. S. economy," Working Papers 1997-008, Federal Reserve Bank of St. Louis.
  632. Kucuk, Ugur N., 2009. "Dynamic Sources of Sovereign Bond Market Liquidity," MPRA Paper 19677, University Library of Munich, Germany.
  633. Karen K. Lewis, 1993. "Are Forign Exchange Intervention and Monetary Policy Related and Does it Really Matter?," NBER Working Papers 4377, National Bureau of Economic Research, Inc.
  634. van den Hauwe, Sjoerd & Paap, Richard & van Dijk, Dick, 2013. "Bayesian forecasting of federal funds target rate decisions," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 19-40.
  635. Xinsheng Lu & Ying Zhou & Mingting Kou, 2013. "The Impact of Monetary Policy Surprises on Australian Financial Futures Markets," Working Papers 2013-01, Auckland University of Technology, Department of Economics.
  636. Carlos José García, 2001. "Políticas de Estabilización en Chile Durante los Noventa," Working Papers Central Bank of Chile 132, Central Bank of Chile.
  637. repec:onb:oenbwp:y::i:85:b:1 is not listed on IDEAS
  638. Stefan Krause & Felix Rioja, 2006. "Financial Development and Monetary Policy Efficiency," Emory Economics 0613, Department of Economics, Emory University (Atlanta).
  639. Rafiq, M.S. & Mallick, S.K., 2008. "The effect of monetary policy on output in EMU3: A sign restriction approach," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1756-1791, December.
  640. Fernando N. de Oliveira, 2014. "Investment of Firms in Brazil: do financial restrictions, unexpected monetary shocks and BNDES play important roles?," Working Papers Series 366, Central Bank of Brazil, Research Department.
  641. Hou, Xiaohui & Wang, Qing, 2013. "Implications of banking marketization for the lending channel of monetary policy transmission: Evidence from China," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 442-451.
  642. Campello, Murillo, 2003. "Capital structure and product markets interactions: evidence from business cycles," Journal of Financial Economics, Elsevier, vol. 68(3), pages 353-378, June.
  643. Daniel L. Thornton, 1996. "The information content of discount rate announcements: what's behind the announcement effect?," Working Papers 1994-032, Federal Reserve Bank of St. Louis.
  644. Moersch, Mathias, 1996. "Predicting output with a money market spread," Journal of Economics and Business, Elsevier, vol. 48(2), pages 185-199, May.
  645. Shruti Tripathi & Ashima Goyal, 2011. "Relative prices, the price level and inflation: Effects of asymmetric and sticky adjustment," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2011-026, Indira Gandhi Institute of Development Research, Mumbai, India.
  646. Victor Duarte & Carlos Carvalho & Tiago Berriel, 2013. "Monetary Policy, External Finance Dependence, and the Cross-section of Stock Returns: A FAVAR Approach," 2013 Meeting Papers 1214, Society for Economic Dynamics.
  647. Kim, Suk-Joong & Nguyen, Do Quoc Tho, 2008. "The reaction of the Australian financial markets to the interest rate news from the Reserve Bank of Australia and the U.S. Fed," Research in International Business and Finance, Elsevier, vol. 22(3), pages 378-395, September.
  648. Vithessonthi, Chaiporn & Techarongrojwong, Yaowaluk, 2012. "The impact of monetary policy decisions on stock returns: Evidence from Thailand," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 487-507.
  649. Ongena, Steven & Smith, David C. & Michalsen, Dag, 1999. "Distressed relationships: Lessons from the Norwegian banking crisis," CFS Working Paper Series 2000/01, Center for Financial Studies (CFS).
  650. James Payne, 2003. "Shocks to macroeconomic state variables and the risk premium of REITs," Applied Economics Letters, Taylor & Francis Journals, vol. 10(11), pages 671-677.
  651. Don E. Schlagenhauf & Jeffrey M. Wrase, 1992. "Liquidity and real activity in a simple open economy model," Discussion Paper / Institute for Empirical Macroeconomics 57, Federal Reserve Bank of Minneapolis.
  652. Benjamin Kim & Noor Ghazali, 1998. "The Liquidity Effect of Money Shocks on Short-Term Interest Rates: Some International Evidence," International Economic Journal, Taylor & Francis Journals, vol. 12(4), pages 49-63.
  653. Brayton, Flint & Tinsley, P. A., 1996. "Effective interest rate policies for price stability," Economic Modelling, Elsevier, vol. 13(2), pages 289-314, April.
  654. Nguyen, Vu Hong Thai & Boateng, Agyenim, 2013. "The impact of excess reserves beyond precautionary levels on Bank Lending Channels in China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 358-377.
  655. Haan, Wouter J. den & Spear, Scott A., 1998. "Volatility clustering in real interest rates Theory and evidence," Journal of Monetary Economics, Elsevier, vol. 41(3), pages 431-453, May.
  656. Armour, J. & Engert, W. & Fung, B.S.C., 1996. "Overnight Rate Innovations as a measure of monetary Policy Shocks in Vector Autoregressions," Working Papers 96-4, Bank of Canada.
  657. Chang, Kuang-Liang, 2011. "The nonlinear effects of expected and unexpected components of monetary policy on the dynamics of REIT returns," Economic Modelling, Elsevier, vol. 28(3), pages 911-920, May.
  658. William English & Kostas Tsatsaronis & Edda Zoli, 2005. "Assessing the predictive power of measures of financial conditions for macroeconomic variables," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 228-52 Bank for International Settlements.
  659. Joe Peek & Eric S. Rosengren & Geoffrey M. B. Tootell, 1998. "Does the Federal Reserve have an informational advantage? you can bank on it," Working Papers 98-2, Federal Reserve Bank of Boston.
  660. repec:pra:mprapa:11597 is not listed on IDEAS
  661. George M. Korniotis & Alok Kumar, 2008. "Do behavioral biases adversely affect the macro-economy?," Finance and Economics Discussion Series 2008-49, Board of Governors of the Federal Reserve System (U.S.).
  662. Ghosh, Saibal & Ghosh, Saurabh, 2006. "Impact of Liquidity constraint on Firms’ Investment Decisions," MPRA Paper 17181, University Library of Munich, Germany.
  663. Hsu, Kuang-Chung & Chiang, Hui-Chu, 2011. "Nonlinear effects of monetary policy on stock returns in a smooth transition autoregressive model," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(4), pages 339-349.
  664. Bianconi, Marcelo, 1995. "Inflation and the real price of equities: Theory with some empirical evidence," Journal of Macroeconomics, Elsevier, vol. 17(3), pages 495-514.
  665. Cara S. Lown & Donald P. Morgan & Sonali Rohatgi, 2000. "Listening to loan officers: the impact of commercial credit standards on lending and output," Economic Policy Review, Federal Reserve Bank of New York, issue Jul, pages 1-16.
  666. Stefano Puddu, 2013. "Real Sector and Banking System: Real and Feedback Effects. A Non-Linear VAR Approach," IRENE Working Papers 13-01, IRENE Institute of Economic Research.
  667. Benigno, Gianluca, 2004. "Real exchange rate persistence and monetary policy rules," Journal of Monetary Economics, Elsevier, vol. 51(3), pages 473-502, April.
  668. J.M. Berk, 1998. "Monetary transmission: what do we know and how can we use it?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 51(205), pages 145-170.
  669. Moheeput, Ashwin, 2008. "Financial Systems, Micro-Systemic Risks and Central Bank Policy : An Analytical Taxonomy of the Literature," The Warwick Economics Research Paper Series (TWERPS) 856, University of Warwick, Department of Economics.
  670. Christoph Basten & Catherine Koch, 2014. "Higher bank capital requirements and mortgage pricing: evidence from the Counter-Cyclical Capital Buffer," ECON - Working Papers 169, Department of Economics - University of Zurich.
  671. Omay, Tolga Omay & Hasanov, Mubariz, 2006. "Türkiye için reaksiyon fonksiyonunun doğrusal olmayan modelle tahmin edilmesi
    [A nonlinear estimation of monetary policy reaction function for Turkey]
    ," MPRA Paper 20154, University Library of Munich, Germany.
  672. Robert L. Hetzel, 2000. "The Taylor rule : is it a useful guide to understanding monetary policy?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 1-33.
  673. Ghosh, Saibal & Sensarma, Rudra, 2004. "Does monetary policy matter for corporate governance? Firm-level evidence for India," MPRA Paper 19756, University Library of Munich, Germany.
  674. Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2010. "Macro Risk Premium and Intermediary Balance Sheet Quantities," IMF Economic Review, Palgrave Macmillan, vol. 58(1), pages 179-207, August.
  675. International Monetary Fund, 2008. "Is Monetary Policy Effective When Credit is Low?," IMF Working Papers 08/288, International Monetary Fund.
  676. Jinill Kim, 1998. "Monetary policy in a stochastic equilibrium model with real and nominal rigidities," Finance and Economics Discussion Series 1998-02, Board of Governors of the Federal Reserve System (U.S.).
  677. Lee TongHung & Hwang Hoyoung, 2001. "Money, Interest Rate and Foreign Exchange Rate As Indicator Variables Of Monetary Policy," International Economic Journal, Taylor & Francis Journals, vol. 15(2), pages 77-98, June.
  678. M. Marzo, 2001. "Evaluating Monetary Policy Regimes: the Role of Nominal Rigidities," Working Papers 411, Dipartimento Scienze Economiche, Universita' di Bologna.
  679. James R. Booth & Lena Chua Booth, 1997. "Economic factors, monetary policy and expected returns on stocks and bonds," Economic Review, Federal Reserve Bank of San Francisco, pages 32-42.
  680. Jesús Gonzalo & Abderrahim Taamouti, 2011. "The reaction of stock market returns to anticipated unemployment," Economics Working Papers we1145, Universidad Carlos III, Departamento de Economía.
  681. Caroline Jardet, 2002. "Why did the Term Structure of Interest Rates Lose its Predictive Power ?," Working Papers 2002-05, Centre de Recherche en Economie et Statistique.
  682. Khundrakpam, Jeevan Kumar & Jain, Rajeev, 2012. "Monetary Policy Transmission in India: A Peep Inside the Black Box," MPRA Paper 50903, University Library of Munich, Germany.
  683. Adams, Robert M. & Amel, Dean F., 2011. "Market structure and the pass-through of the federal funds rate," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1087-1096, May.
  684. Ongena, S. & Smith, D.C. & Michalsen, D., 2000. "Distressed Relationships : Lessons from the Norwegian Banking Crisis," Discussion Paper 2000-13, Tilburg University, Center for Economic Research.
  685. Woon Gyu Choi & Michael B. Devereux, 2005. "Asymmetric Effects of Government Spending; Does the Level of Real Interest Rates Matter?," IMF Working Papers 05/7, International Monetary Fund.
  686. Sheikh Khurram Fazal & Muhammad Abdus Salam, 2013. "Interest Rate Pass-Through: Empirical Evidence from Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 18(1), pages 39-62, Jan-June.
  687. repec:dgr:uvatin:20110093 is not listed on IDEAS
  688. Robert A Buckle & Kunhong Kim & Heather Kirkham & Nathan McLellan & Jared Sharma, 2002. "A structural VAR model of the New Zealand business cycle," Treasury Working Paper Series 02/26, New Zealand Treasury.
  689. Utku Akseki & Abdurrahman Nazif Çatık & Barış Gök, 2014. "A regime-dependent investigation of the impact of macroeconomic variables on the housing market activity in Turkey," Economics Bulletin, AccessEcon, vol. 34(2), pages 1081-1090.
  690. repec:dgr:kubcen:2011078 is not listed on IDEAS
  691. Dungey, Mardi & Pagan, Adrian, 2000. "A Structural VAR Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 76(235), pages 321-42, December.
  692. J.M. Berk, 1998. "Monetary transmission: what do we know and how can we use it?," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 51(205), pages 145-170.
  693. Uluc Aysun & Sami Alpanda, 2011. "Global banking and the balance sheet channel of monetary transmission," Working Papers 2011-04, University of Central Florida, Department of Economics.
  694. Boyes, William J. & Mounts, WM. Jr. & Sowell, Clifford & Payne, James E., 1996. "All politics is local: The effect of fiscal and monetary constitutions on economic policy," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 657-678.
  695. Chris Geirgat, 2004. "Transmission of External and Internal Shocks In Argentina During the Convertibility Period: Some Empirical Findings From VARs," Department of Economics Working Papers 2004-11, Department of Economics, Williams College.
  696. Anil K Kashyap & Jeremy C. Stein, 1997. "What Do a Million Banks Have to Say About the Transmission of Monetary Policy?," NBER Working Papers 6056, National Bureau of Economic Research, Inc.
  697. Victor Li, 1998. "Household credit and the monetary transmission mechanism," Working Papers 1998-019, Federal Reserve Bank of St. Louis.
  698. Dewally, Michaël & Shao, Yingying, 2014. "Liquidity crisis, relationship lending and corporate finance," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 223-239.
  699. Habib Rahman & Hasan Mohsin, 2011. "Monetary Policy Announcements and Stock Returns: Evidence from the Pakistani Market," Transition Studies Review, Springer, vol. 18(2), pages 342-360, December.
  700. Hess, Martin K., 2004. "Dynamic and asymmetric impacts of macroeconomic fundamentals on an integrated stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(5), pages 455-471, December.
  701. Domac, Ilker, 1999. "The distributional consequences of monetary policy : evidence from Malaysia," Policy Research Working Paper Series 2170, The World Bank.
  702. Robert Amano & Paul Fenton & David Tessier & Simon van Norden, 1996. "The credibility of monetary policy: a survey of the literature with some simple applications to Caanda," Meeting papers 9610001, EconWPA.
  703. Wouter den Haan & Vincent Sterk, 2009. "The comovement between household loans and real activity," DNB Working Papers 204, Netherlands Central Bank, Research Department.
  704. Spencer Dale & Andrew Haldane, 1993. "Interest rates and the channels of monetary transmission: some sectoral estimates," Bank of England working papers 18, Bank of England.
  705. Ramey, Valerie, 1993. "How important is the credit channel in the transmission of monetary policy?," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 39(1), pages 1-45, December.
  706. Kuikeu, Oscar, 2014. "L’impact de la politique monétaire unique sur l’économie de la zone CEMAC: une approche par la modélisation VAR structurelle et bayésienne
    [Monetary policy effects in cemac: an assessme,t with the
    ," MPRA Paper 59246, University Library of Munich, Germany.
  707. Arto Kovanen, 2004. "Zimbabwe; A Quest for a Nominal Anchor," IMF Working Papers 04/130, International Monetary Fund.
  708. Eleftheriou, Maria, 2009. "Monetary policy in Germany: A cointegration analysis on the relevance of interest rate rules," Economic Modelling, Elsevier, vol. 26(5), pages 946-960, September.
  709. Martin Schmidt, 2007. "The long and short of money: short-run dynamics within a structural model," Applied Economics, Taylor & Francis Journals, vol. 40(2), pages 175-192.
  710. Yasuo Nishiyama, 2007. "Are Banks Risk-Averse?," Eastern Economic Journal, Eastern Economic Association, vol. 33(4), pages 471-490, Fall.
  711. K. Arin & Sam Jolly, 2005. "Trans-Tasman Transmission of Monetary Shocks: Evidence From a VAR Approach," Atlantic Economic Journal, International Atlantic Economic Society, vol. 33(3), pages 267-283, September.
  712. repec:dgr:kubcen:2014019 is not listed on IDEAS
  713. Imke Brüggemann, 2003. "Measuring Monetary Policy in Germany: A Structural Vector Error Correction Approach," German Economic Review, Verein für Socialpolitik, vol. 4, pages 307-339, 08.
  714. Golodniuk, Inna, 2006. "Evidence on the bank-lending channel in Ukraine," Research in International Business and Finance, Elsevier, vol. 20(2), pages 180-199, June.
  715. repec:dgr:uvatin:2010043 is not listed on IDEAS
  716. Benoît Mojon & Virginie Coudert, 1997. "Asymétries financières et transmission de la politique monétaire en Europe," Économie et Prévision, Programme National Persée, vol. 128(2), pages 41-60.
  717. John V. Duca, 1993. "Should bond funds be included in M2?," Research Paper 9321, Federal Reserve Bank of Dallas.
  718. Enrique López & Fernando Tenjo Galarza & Diego H. Rodríguez H., 2012. "El canal de préstamos de la política monetaria en Colombia. Un enfoque FAVAR," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE.
  719. Çatık, A. Nazif & Martin, Christopher, 2012. "Macroeconomic transitions and the transmission mechanism: Evidence from Turkey," Economic Modelling, Elsevier, vol. 29(4), pages 1440-1449.
  720. Jan Groen, 2004. "Corporate credit, stock price inflation and economic fluctuations," Applied Economics, Taylor & Francis Journals, vol. 36(18), pages 1995-2006.
  721. Joe Ganley & Chris Salmon, 1997. "The Industrial Impact of Monetary Policy Shocks: Some Stylised Facts," Bank of England working papers 68, Bank of England.
  722. Jimborean, Ramona, 2009. "The role of banks in the monetary policy transmission in the new EU member states," Economic Systems, Elsevier, vol. 33(4), pages 360-375, December.
  723. Nathan S. Balke & Kenneth M. Emery, 1994. "Understanding the price puzzle," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q IV, pages 15-26.
  724. Ramon Moreno & Sun Bae Kim, 1993. "Money, interest rates and economic activity: stylized facts for Japan," Economic Review, Federal Reserve Bank of San Francisco, pages 12-24.
  725. O. David Gulley & Jahangir Sultan, 2003. "The link between monetary policy and stock and bond markets: evidence from the federal funds futures contract," Applied Financial Economics, Taylor & Francis Journals, vol. 13(3), pages 199-209.
  726. Markku Lanne & Helmut Luetkepohl, 2008. "A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks," Economics Working Papers ECO2008/23, European University Institute.
  727. repec:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p4sg18u8h is not listed on IDEAS
  728. Díaz, Antonio & Jareño, Francisco, 2009. "Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case," Research in International Business and Finance, Elsevier, vol. 23(3), pages 349-368, September.
  729. Olivero, María Pía & Li, Yuan & Jeon, Bang Nam, 2011. "Competition in banking and the lending channel: Evidence from bank-level data in Asia and Latin America," Journal of Banking & Finance, Elsevier, vol. 35(3), pages 560-571, March.
  730. Canova, Fabio & Nicolo, Gianni De, 2002. "Monetary disturbances matter for business fluctuations in the G-7," Journal of Monetary Economics, Elsevier, vol. 49(6), pages 1131-1159, September.
  731. Chuderewicz, Russell P., 2002. "Using interest rate uncertainty to predict the paper-bill spread and real output," Journal of Economics and Business, Elsevier, vol. 54(3), pages 293-312.
  732. Sumner, Scott & Gulley, O. David & Newman, Ross, 1998. "Money Demand and Nominal Debt: An Equilibrium Model of the Liquidity Effect," Journal of Macroeconomics, Elsevier, vol. 20(2), pages 267-293, April.
  733. Hammoudeh, Shawkat & Yuan, Yuan, 2008. "Metal volatility in presence of oil and interest rate shocks," Energy Economics, Elsevier, vol. 30(2), pages 606-620, March.
  734. Héctor Bravo L. & Carlos García T., 2002. "Measuring Monetary Policy and Pass-Through in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 5(3), pages 5-28, December.
  735. Adonis Antoniades, 2014. "Liquidity Risk and the Credit Crunch of 2007-2008: Evidence from Micro-Level Data on Mortgage Loan Applications," BIS Working Papers 473, Bank for International Settlements.
  736. 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.
  737. Mohamed Z. M. Aazim & Nawalage S. Cooray, 2010. "Monetary Policy and Yield Curve Dynamics in an Emerging Market: Sri Lankan Perspectives," Working Papers EMS_2010_11, Research Institute, International University of Japan.
  738. Adnen Chockri & Ibticem Frihka, 2011. "La portée de la politique de ciblage d’inflation: Approche analytique et empirique pour le cas Tunisien," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 58(1), pages 91-111, March.
  739. Dunbar, Kwamie & Amin, Abu S., 2012. "Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt," Review of Financial Economics, Elsevier, vol. 21(3), pages 141-152.
  740. Munehisa Kasuya, 2005. "Regime-switching approach to monetary policy effects," Applied Economics, Taylor & Francis Journals, vol. 37(3), pages 307-326.
  741. Sylvia Kaufmann & Maria Teresa Valderrama, 2004. "Modeling Credit Aggregates," Working Papers 90, Oesterreichische Nationalbank (Austrian Central Bank).
  742. Guo, Hui & Savickas, Robert, 2008. "Forecasting foreign exchange rates using idiosyncratic volatility," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1322-1332, July.
  743. Garretsen, Harry & Swank, Job, 1998. "The Transmission of Interest Rate Changes and the Role of Bank Balance Sheets: A VAR-Analysis for the Netherlands," Journal of Macroeconomics, Elsevier, vol. 20(2), pages 325-339, April.
  744. Pham The Anh, 2007. "Nominal Rigidities and The Real Effects of Monetary Policy in a Structural VAR Model," Working Papers 06, Development and Policies Research Center (DEPOCEN), Vietnam.
  745. Roszbach, Kasper, 1997. "Reaction Function Estimation when Central Banks Face Adjustment Costs," SSE/EFI Working Paper Series in Economics and Finance 155, Stockholm School of Economics.
  746. Adam B. Ashcraft & Murillo Campello, 2002. "Borrowers' financial constraints and the transmission of monetary policy: evidence from financial conglomerates," Staff Reports 153, Federal Reserve Bank of New York.
  747. M.Yusuf Tashrifov, 2005. "Monetary Policy Model of Tajikstan: A Structural Vector Autoregression Approach," International and Development Economics Working Papers idec05-9, International and Development Economics.
  748. Kitamura, Yoshihiro & Akiba, Hiroya, 2006. "Information arrival, interest rate differentials, and yen/dollar exchange rate," Japan and the World Economy, Elsevier, vol. 18(1), pages 108-119, January.
  749. Gustav Horn & Camille Logeay & Silke Tober, 2007. "Estimating Germany's Potential Output," IMK Working Paper 02-2007, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  750. Nachane, Dilip & Ghosh, Saibal & Ray, Partha, 2006. "Basel II and bank lending behavior: Some likely implications for monetary policy in India," MPRA Paper 3840, University Library of Munich, Germany.
  751. Yuriy Gorodnichenko, 2005. "Reduced-Rank Identification of Structural Shocks in VARs," Macroeconomics 0512011, EconWPA.
  752. Mark Gertler & Cara S. Lown, 2000. "The Information in the High Yield Bond Spread for the Business Cycle: Evidence and Some Implications," NBER Working Papers 7549, National Bureau of Economic Research, Inc.
  753. repec:col:000094:010860 is not listed on IDEAS
  754. Tanner, J. Ernest & Pescatrice, Donn, 1998. "Was Monetary Policy Impotent or Simply Contracyclical in the 1980s?," Journal of Macroeconomics, Elsevier, vol. 20(1), pages 55-80, January.
  755. Drakos, Konstantinos, 2001. "Monetary policy and the yield curve in an emerging market: the Greek case," Emerging Markets Review, Elsevier, vol. 2(3), pages 244-262, September.
  756. Michael J. Dueker & Robert H. Rasche, 2004. "Discrete policy changes and empirical models of the federal funds rate," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 61-72.
  757. repec:dgr:kubcen:2011086 is not listed on IDEAS
  758. Reinhart, Carmen & Reinhart, Vincent, 1996. "Forecasting turning points in Canada," MPRA Paper 13884, University Library of Munich, Germany.
  759. Grammig, Joachim & Kehrle, Kerstin, 2008. "A new marked point process model for the federal funds rate target: Methodology and forecast evaluation," Journal of Economic Dynamics and Control, Elsevier, vol. 32(7), pages 2370-2396, July.
  760. V. Anton Muscatelli & Patrizio Tirelli & Carmine Trecroci, 1998. "Institutional Change, Inflation Targeting and the Stability of Interest Rate Reaction Functions," Working Papers 20, University of Milano-Bicocca, Department of Economics, revised Oct 1998.
  761. Ho, W.-M.Wai-Ming, 2004. "The liquidity effects of foreign exchange intervention," Journal of International Economics, Elsevier, vol. 63(1), pages 179-208, May.
  762. Estrella, Arturo & Mishkin, Frederic S., 1997. "The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank," European Economic Review, Elsevier, vol. 41(7), pages 1375-1401, July.
  763. Muellbauer, John & Nunziata, Luca, 2001. "Credit, the Stock Market and Oil: Forecasting US GDP," CEPR Discussion Papers 2906, C.E.P.R. Discussion Papers.
  764. Lensink, Robert & Sterken, Elmer, 2002. "Monetary transmission and bank competition in the EMU," Journal of Banking & Finance, Elsevier, vol. 26(11), pages 2065-2075, November.
  765. Claudio Raddatz & Roberto Rigobon, 2003. "Monetary Policy and Sectoral Shocks: Did the FED react properly to the High-Tech Crisis?," NBER Working Papers 9835, National Bureau of Economic Research, Inc.
  766. Mark Bils & Yongsung Chang, 1999. "Wages and the Allocation of Hours and Effort," NBER Working Papers 7309, National Bureau of Economic Research, Inc.
  767. Hendricks, Torben W. & Kempa, Bernd, 2009. "The credit channel in U.S. economic history," Journal of Policy Modeling, Elsevier, vol. 31(1), pages 58-68.
  768. Kishan, Ruby P. & Opiela, Timothy P., 2006. "Bank capital and loan asymmetry in the transmission of monetary policy," Journal of Banking & Finance, Elsevier, vol. 30(1), pages 259-285, January.
  769. Choo, Han Gwang & Kurita, Takamitsu, 2011. "An empirical investigation of monetary interaction in the Korean economy," International Review of Economics & Finance, Elsevier, vol. 20(2), pages 267-280, April.
  770. Demary, Markus, 2009. "The Link between Output, Inflation, Monetary Policy and Housing Price Dynamics," MPRA Paper 15978, University Library of Munich, Germany.
  771. Buckle, Robert A. & Kim, Kunhong & Kirkham, Heather & McLellan, Nathan & Sharma, Jarad, 2007. "A structural VAR business cycle model for a volatile small open economy," Economic Modelling, Elsevier, vol. 24(6), pages 990-1017, November.
  772. John D. Stiver, 2003. "Expectations, and Credibility in a Model of Monetary Policy," Working papers 2003-34, University of Connecticut, Department of Economics.
  773. Saumitra, Bhaduri & Toto, Goyal, 2012. "The bank lending channel of monetary policy transmission: evidence from an emerging aarket, India," MPRA Paper 37997, University Library of Munich, Germany.
  774. Verónica Mies & Felipe Morandé & Matías Tapia, 2002. "Política Monetaria y Mecanismos de Transmisión: Nuevos Elementos para una Vieja Discusión," Working Papers Central Bank of Chile 181, Central Bank of Chile.
  775. V. Vance Roley & Gordon H. Sellon, Jr., 1998. "Market reaction to monetary policy nonannouncements," Research Working Paper 98-06, Federal Reserve Bank of Kansas City.
  776. Yang Fan & Teng Jianzhou, 2011. "Studying on the monetary transmission mechanism in China in the presence of structural changes," China Finance Review International, Emerald Group Publishing, vol. 1(4), pages 334-357, August.
  777. John D. Stiver, 2003. "Endogenous Financing and the Long Run Impact of Money Growth on Output and Prices," Working papers 2003-36, University of Connecticut, Department of Economics.
  778. Lu, Zhengfei & Zhu, Jigao & Zhang, Weining, 2012. "Bank discrimination, holding bank ownership, and economic consequences: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 341-354.
  779. Bennett T. McCallum, 1999. "Analysis of the Monetary Transmission Mechanism: Methodological Issues," NBER Working Papers 7395, National Bureau of Economic Research, Inc.
  780. repec:onb:oenbwp:y::i:90:b:1 is not listed on IDEAS
  781. Stephen D. Oliner & Glenn D. Rudebusch, 1996. "Is there a broad credit channel for monetary policy?," Economic Review, Federal Reserve Bank of San Francisco, pages 3-13.
  782. Eichengreen, Barry & Rose, Andrew K, 1998. "Staying Afloat When the Wind Shifts: External Factors and Emerging-Market Banking Crises," CEPR Discussion Papers 1828, C.E.P.R. Discussion Papers.
  783. Al-Sharkas, A.A., 2004. "Output Responses to Shocks to Interest Rates, Inflation, and Stock Returns: Evidence from Jordan," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 4(3).
  784. Jorge, José, 2009. "Why do bank loans react with a delay to shifts in interest rates? A bank capital explanation," Economic Modelling, Elsevier, vol. 26(5), pages 799-806, September.
  785. Nasseh, Alireza & Strauss, Jack, 2000. "Stock prices and domestic and international macroeconomic activity: a cointegration approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 40(2), pages 229-245.
  786. Helmut Lütkepohl, 2012. "Identifying Structural Vector Autoregressions via Changes in Volatility," Discussion Papers of DIW Berlin 1259, DIW Berlin, German Institute for Economic Research.
  787. Koray, Faik & McMillin, W. Douglas, 1999. "Monetary shocks, the exchange rate, and the trade balance," Journal of International Money and Finance, Elsevier, vol. 18(6), pages 925-940, December.
  788. Noureddine Krichene, 2006. "World Crude Oil Markets; Monetary Policy and the Recent Oil Shock," IMF Working Papers 06/62, International Monetary Fund.
  789. Mann, Thomas & Atra, Robert J. & Dowen, Richard, 2004. "U.S. monetary policy indicators and international stock returns: 1970-2001," International Review of Financial Analysis, Elsevier, vol. 13(4), pages 543-558.
  790. Tan, Anthony C.K. & Goh, Kim-Leng, 2009. "Financial Disintermediation in the 1990s : Implications on Monetary Policy in Malaysia," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 50(1), pages 1-27, June.
  791. Fachat, Christian, 2000. "Agency Costs, Net Worth, and the Transmission Mechanism of Monetary Policy," Bonn Econ Discussion Papers bgse2_2000, University of Bonn, Germany.
  792. Daniel McCoy, & McMahon, Michael, 2000. "Differences in the Transmission of Monetary Policy in the Euro-Area: An Empirical Approach," Research Technical Papers 5/RT/00, Central Bank of Ireland.
  793. Simone Casellina & Mariacristina Uberti, 2008. "Optimal Monetary Policy and Long-term Interest Rate Dynamics: Taylor Rule Extensions," Computational Economics, Society for Computational Economics, vol. 32(1), pages 183-198, September.
  794. Mounts, Wm. Jr. & Sowell, Clifford, 1995. "A statistical note on possible institutional regimes in budget policy," Journal of Macroeconomics, Elsevier, vol. 17(1), pages 149-160.
  795. Aleem, Abdul, 2010. "Transmission mechanism of monetary policy in India," Journal of Asian Economics, Elsevier, vol. 21(2), pages 186-197, April.
  796. Schüder, Stefan, 2014. "Expansive monetary policy in a portfolio model with endogenous asset supply," Economic Modelling, Elsevier, vol. 41(C), pages 239-252.
  797. Kronick, Jeremy, 2014. "Monetary Policy Shocks from the EU and US: Implications for Sub-Saharan Africa," MPRA Paper 59416, University Library of Munich, Germany.
  798. Abbas Valadkhani, 2003. "Does The Term Structure Predict Australia’S Future Output Growth?," School of Economics and Finance Discussion Papers and Working Papers Series 139, School of Economics and Finance, Queensland University of Technology.
  799. Jan Marc Berk, 2002. "Central banking and financial innovation. A survey of the modern literature," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 55(222), pages 263-297.
  800. Lennard van Gelder & Ad Stokman, 2006. "Regime transplants in GDP growth forecasting: A recipe for better predictions?," DNB Working Papers 106, Netherlands Central Bank, Research Department.
  801. J. Fackler & L. Filer, 2004. "Exchange Rate Targeting and Economic Stabilization," Econometric Society 2004 Far Eastern Meetings 565, Econometric Society.
  802. Riccardo Bonci & Francesco Columba, 2007. "The Effects Of Monetary Policy Shocks On Flow Of Funds:The Italian Case," Money Macro and Finance (MMF) Research Group Conference 2006 75, Money Macro and Finance Research Group.
  803. Joseph G. Haubrich & Paul Wachtel, 1993. "Capital requirements and shifts in commercial bank portfolios," Economic Review, Federal Reserve Bank of Cleveland, issue Q III, pages 2-15.
  804. María Fernanda Hernández & Juan José Valero & María Bernardette Díaz, 2007. "Perfil de riesgos del sistema bancario venezolano: aplicación de la metodología de stress testing," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(4), pages 405-452, octubre-d.
  805. Fabio Bagliano & Alessandro Sembenelli, 2004. "The cyclical behaviour of inventories: European cross-country evidence from the early 1990s recession," Applied Economics, Taylor & Francis Journals, vol. 36(18), pages 2031-2044.
  806. Carrera, César, 2011. "El canal del crédito bancario en el Perú: Evidencia y mecanismo de transmisión," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 22, pages 63-82.
  807. Sigouin, Christian & Raynauld, Jacques, 1997. "Quel rôle peut-on imputer aux banques à charte canadiennes dans la transmission des chocs monétaires des années quatre-vingt?," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 367-393, mars-juin.
  808. Hovakimian, Gayané, 2011. "Financial constraints and investment efficiency: Internal capital allocation across the business cycle," Journal of Financial Intermediation, Elsevier, vol. 20(2), pages 264-283, April.
  809. Stefan Nagel, 2014. "The Liquidity Premium of Near-Money Assets," NBER Working Papers 20265, National Bureau of Economic Research, Inc.
  810. Hännikäinen, Jari, 2014. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," MPRA Paper 56737, University Library of Munich, Germany.
  811. repec:thk:rnotes:11 is not listed on IDEAS
  812. Jörg Bibow, 2001. "Making EMU Work: Some Lessons from the 1990s," Macroeconomics 0103008, EconWPA.
  813. Jean Boivin & Marc Giannoni, 2002. "Assessing changes in the monetary transmission mechanism: a VAR approach," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 97-111.
  814. Anamaria Illes & Marco Jacopo Lombardi, 2013. "Interest rate pass-through since the financial crisis," BIS Quarterly Review, Bank for International Settlements, September.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.