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The Transmission of Monetary Policy Shocks

Citations

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Cited by:

  1. Christophe Blot & Jérôme Creel & Paul Hubert, 2019. "Thoughts on a review of the ECB's monetary policy strategy," SciencePo Working papers Main hal-03403251, HAL.
  2. Snezana Eminidou & Marios Zachariadis, 2019. "Firms’ Expectations and Monetary Policy Shocks in the Eurozone," University of Cyprus Working Papers in Economics 02-2019, University of Cyprus Department of Economics.
  3. Fergus Cumming & Paul Hubert, 2019. "The role of households' borrowing constraints in the transmission of monetary policy," SciencePo Working papers Main hal-03403257, HAL.
  4. Paul Hubert & Giovanni Ricco, 2018. "Imperfect Information in Macroeconomics," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(3), pages 181-196.
  5. Romero, José Vicente & Vargas, Hernando & Cardozo, Pamela & Murcia, Andrés, 2021. "How foreign participation in the Colombian local public debt market has influenced domestic financial conditions," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(4).
  6. Frederic Boissay & Fabrice Collard & Cristina Manea & Adam Shapiro, 2023. "Monetary tightening, inflation drivers and financial stress," BIS Working Papers 1155, Bank for International Settlements.
  7. Matthias Meier & Timo Reinelt, 2020. "Monetary Policy,Markup Dispersion, and Aggregate TFP," CRC TR 224 Discussion Paper Series crctr224_2020_161, University of Bonn and University of Mannheim, Germany.
  8. Luca Dedola & Georgios Georgiadis & Johannes Gräb & Arnaud Mehl, 2018. "Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates," GRU Working Paper Series GRU_2018_024, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  9. Federico Di Pace & Christoph Görtz, 2021. "Monetary Policy, Sectoral Comovement and the Credit Channel," CESifo Working Paper Series 9142, CESifo.
  10. Masahiro Tanaka, 2020. "Bayesian Inference of Local Projections with Roughness Penalty Priors," Computational Economics, Springer;Society for Computational Economics, vol. 55(2), pages 629-651, February.
  11. Luisa Corrado & Daniela Fantozzi & Simona Giglioli, 2022. "Real-time ineuqalities and policies during the pandemic in the US," Temi di discussione (Economic working papers) 1396, Bank of Italy, Economic Research and International Relations Area.
  12. Andersson, Fredrik N. G. & Kilman, Josefin, 2021. "A Study of the Romer and Romer Monetary Policy Shocks Using Revised Data," Working Papers 2021:19, Lund University, Department of Economics.
  13. Koeniger, Winfried & Lennartz, Benedikt & Ramelet, Marc-Antoine, 2022. "On the transmission of monetary policy to the housing market," European Economic Review, Elsevier, vol. 145(C).
  14. Wenting Liao & Jun Ma & Chengsi Zhang, 2023. "Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 989-1006, November.
  15. Ricardo Nunes & Ali Ozdagli & Jenny Tang, 2022. "Interest Rate Surprises: A Tale of Two Shocks," Working Papers 22-2, Federal Reserve Bank of Boston.
  16. James McNeil, 2020. "Estimation of Impulse response functions with term structure local projections," Working Papers daleconwp2020-05, Dalhousie University, Department of Economics.
  17. Yoosoon Chang & Fabio Gomez-Rodriguez & Christian Matthes, 2023. "The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve," CAEPR Working Papers 2023-008 Classification-E, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  18. Dr. Romain Baeriswyl & Alex Oktay & Dr. Marc-Antoine Ramelet, 2023. "Exchange rate shocks and equity prices: the role of currency denomination," Working Papers 2023-05, Swiss National Bank.
  19. Bianco, Timothy, 2021. "Monetary policy and credit flows," Journal of Macroeconomics, Elsevier, vol. 70(C).
  20. Travis Adams & Andrea Ajello & Diego Silva & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Papers 2305.16164, arXiv.org.
  21. Ettmeier, Stephanie & Kriwoluzky, Alexander, 2019. "Same, but different? Testing monetary policy shock measures," Economics Letters, Elsevier, vol. 184(C).
  22. Georgiadis, Georgios & Müller, Gernot J. & Schumann, Ben, 2021. "Global risk and the dollar," Working Paper Series 2628, European Central Bank.
  23. Elena Gerko & Hélène Rey, 2017. "Monetary Policy in the Capitals of Capital," Journal of the European Economic Association, European Economic Association, vol. 15(4), pages 721-745.
  24. Wenting Song & Samuel Stern, 2022. "Firm Inattention and the Efficacy of Monetary Policy: A Text-Based Approach," Staff Working Papers 22-3, Bank of Canada.
  25. Vargas-Herrera, Hernando & Cardozo, Pamela & Romero, Jose Vicente & Murcia, Andrés, 2020. "Effects of foreign participation in the colombian local public debt market on domestic financial conditions," Working papers 44, Red Investigadores de Economía.
  26. Luca Brugnolini, 2018. "About Local Projection Impulse Response Function Reliability," CEIS Research Paper 440, Tor Vergata University, CEIS, revised 09 Jun 2018.
  27. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian Vector Autoregressions," The Warwick Economics Research Paper Series (TWERPS) 1159, University of Warwick, Department of Economics.
  28. Yoosoon Chang & Fabio Gómez-Rodríguez & Mr. Gee Hee Hong, 2022. "The Effects of Economic Shocks on Heterogeneous Inflation Expectations," IMF Working Papers 2022/132, International Monetary Fund.
  29. Francesco Fusari, 2023. "Identifying Monetary Policy Shocks Through External Variable Constraints," School of Economics Discussion Papers 0123, School of Economics, University of Surrey.
  30. Kortela, Tomi & Nelimarkka, Jaakko, 2020. "The effects of conventional and unconventional monetary policy : identification through the yield curve," Research Discussion Papers 3/2020, Bank of Finland.
  31. Alpanda, Sami & Granziera, Eleonora & Zubairy, Sarah, 2021. "State dependence of monetary policy across business, credit and interest rate cycles," European Economic Review, Elsevier, vol. 140(C).
  32. Leonardo Melosi & Francesco Zanetti, 2022. "The Signaling Effects of Fiscal Announcements," Working Paper Series WP 2022-38, Federal Reserve Bank of Chicago.
  33. Nadav Ben Zeev, 2019. "Adjustable-Rate Mortgages, Systematic Monetary Policy, And The Root Cause Of The Financial Crisis," Working Papers 1908, Ben-Gurion University of the Negev, Department of Economics.
  34. Helmut Lütkepohl & Thore Schlaak, 2022. "Heteroscedastic Proxy Vector Autoregressions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1268-1281, June.
  35. Inessa BENCHORA & Aurélien LEROY & Louis RAFFESTIN, 2023. "Is Monetary Policy Transmission Green?," Bordeaux Economics Working Papers 2023-08, Bordeaux School of Economics (BSE).
  36. Mario Giarda, 2021. "The Labor Earnings Gap, Heterogeneous Wage Phillips Curves, and Monetary Policy," Working Papers Central Bank of Chile 934, Central Bank of Chile.
  37. Nadav Ben Zeev, 2019. "Asymmetric Business Cycles In Emerging Market Economies," Working Papers 1909, Ben-Gurion University of the Negev, Department of Economics.
  38. Miranda-Agrippino, Silvia & Nenova, Tsvetelina, 2022. "A tale of two global monetary policies," Journal of International Economics, Elsevier, vol. 136(C).
  39. Silvia Miranda-Agrippino, 2015. "Unsurprising Shocks: Information, Premia, and the Monetary Transmission," Discussion Papers 1613, Centre for Macroeconomics (CFM), revised Apr 2016.
  40. Breitenlechner, Max & Georgiadis, Georgios & Schumann, Ben, 2022. "What goes around comes around: How large are spillbacks from US monetary policy?," Journal of Monetary Economics, Elsevier, vol. 131(C), pages 45-60.
  41. Alloza, Mario & Sanz, Carlos & Gonzalo, Jesús, 2019. "Dynamic Effects of Persistent Shocks," UC3M Working papers. Economics 29187, Universidad Carlos III de Madrid. Departamento de Economía.
  42. Luisa Corrado & Daniela Fantozzi, 2021. "Micro level data for macro models: the distributional effects of monetary policy," National Institute of Economic and Social Research (NIESR) Discussion Papers 529, National Institute of Economic and Social Research.
  43. Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Identification with external instruments in structural VARs under partial invertibility," Sciences Po publications 24, Sciences Po.
  44. Germano Ruisi, 2019. "Time-Varying Local Projections," Working Papers 891, Queen Mary University of London, School of Economics and Finance.
  45. Matthew D. Cocci & Mikkel Plagborg-M{o}ller, 2021. "Standard Errors for Calibrated Parameters," Papers 2109.08109, arXiv.org, revised Oct 2023.
  46. Andrade, Philippe & Ferroni, Filippo, 2021. "Delphic and odyssean monetary policy shocks: Evidence from the euro area," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 816-832.
  47. Mr. Tidiane Kinda & Andras Lengyel & Kaustubh Chahande, 2022. "Fiscal Multipliers During Pandemics," IMF Working Papers 2022/149, International Monetary Fund.
  48. repec:hal:spmain:info:hdl:2441/79hle3i1b69dqrocqsjarh6lb1 is not listed on IDEAS
  49. Paul Hubert & Becky Maule, 2016. "Policy and Macro Signals as Inputs to Inflation Expectation Formation," SciencePo Working papers Main hal-03459462, HAL.
  50. Stefano Fasani & Haroon Mumtaz & Lorenza Rossi, 2023. "Monetary Policy and Firm Dynamics," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 278-296, January.
  51. Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2023. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(3), pages 355-387, July.
  52. Breitenlechner, Max & Scharler, Johann, 2021. "Monetary policy announcements and bank lending: Do banks’ refinancing markets matter?," Economic Modelling, Elsevier, vol. 102(C).
  53. Cosmas Dery & Apostolos Serletis, 2021. "Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1029-1065, October.
  54. Martin Feldkircher & Florian Huber, 2018. "Unconventional U.S. Monetary Policy: New Tools, Same Channels?," JRFM, MDPI, vol. 11(4), pages 1-31, October.
  55. Hartwig, Benny & Lieberknecht, Philipp, 2020. "Monetary policy, firm exit and productivity," Discussion Papers 61/2020, Deutsche Bundesbank.
  56. Sebastian K. Rüth & Wouter Van der Veken, 2023. "Monetary policy and exchange rate anomalies in set‐identified SVARs: Revisited," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 1085-1092, November.
  57. Crespo Cuaresma, Jesus & Doppelhofer, Gernot & Feldkircher, Martin & Huber, Florian, 2018. "Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model," Discussion Paper Series in Economics 31/2018, Norwegian School of Economics, Department of Economics.
  58. Wongi Kim & Kyunghun Kim, 2022. "Effect of news and noise shocks of US monetary policy on economic fluctuations in emerging market economies," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(4), pages 1862-1893, November.
  59. Cezar, Rafael & Monnet, Eric, 2023. "Capital controls and foreign reserves against external shocks: Combined or alone?," Journal of International Money and Finance, Elsevier, vol. 137(C).
  60. Davide Debortoli & Mario Forni & Luca Gambetti & Luca Sala, 2020. "Asymmetric Effects of Monetary Policy Easing and Tightening," Working Papers 1205, Barcelona School of Economics.
  61. Maximilian Ahrens & Deniz Erdemlioglu & Michael McMahon & Christopher J. Neely & Xiye Yang, 2023. "Mind Your Language: Market Responses to Central Bank Speeches," Working Papers 2023-013, Federal Reserve Bank of St. Louis, revised 21 Feb 2024.
  62. Yun Liu, 2022. "Housing and monetary policy: Fresh evidence from China," Financial Economics Letters, Anser Press, vol. 1(1), pages 1-12, December.
  63. Natoli, Filippo, 2022. "Temperature surprise shocks," MPRA Paper 112568, University Library of Munich, Germany.
  64. Cristiano Cantore & Filippo Ferroni & Miguel León-Ledesma, 2021. "The Missing Link: Monetary Policy and The Labor Share," Journal of the European Economic Association, European Economic Association, vol. 19(3), pages 1592-1620.
  65. Leonardo Nogueira Ferreira, 2023. "Monetary Policy Surprises, Financial Conditions, and the String Theory Revisited," Working Papers Series 573, Central Bank of Brazil, Research Department.
  66. Paul Hubert & Fabien Labondance, 2019. "Central bank tone and the dispersion of views within monetary policy committees," Sciences Po publications 2019 – 08, Sciences Po.
  67. Ilzetzki, Ethan & Jin, Keyu, 2021. "The puzzling change in the international transmission of U.S. macroeconomic policy shocks," Journal of International Economics, Elsevier, vol. 130(C).
  68. Hansen, Stephen & McMahon, Michael & Tong, Matthew, 2019. "The long-run information effect of central bank communication," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 185-202.
  69. Benjamin Beckers, 2020. "Credit Spreads, Monetary Policy and the Price Puzzle," RBA Research Discussion Papers rdp2020-01, Reserve Bank of Australia.
  70. Lakdawala, Aeimit & Schaffer, Matthew, 2019. "Federal reserve private information and the stock market," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 34-49.
  71. Bekaert, Geert & Hoerova, Marie & Xu, Nancy, 2023. "Risk, Monetary Policy and Asset Prices in a Global World," CEPR Discussion Papers 18229, C.E.P.R. Discussion Papers.
  72. Sangyup Choi & Tim Willems & Seung Yong Yoo, 2022. "Revisiting the Monetary Transmission Mechanism Through an Industry-Level Differential Approach," IMF Working Papers 2022/017, International Monetary Fund.
  73. Lusompa, Amaze, 2019. "Local Projections, Autocorrelation, and Efficiency," MPRA Paper 99856, University Library of Munich, Germany, revised 11 Apr 2020.
  74. Evgenidis, Anastasios & Fasianos, Apostolos, 2023. "Modelling monetary policy’s impact on labour markets under Covid-19," Economics Letters, Elsevier, vol. 230(C).
  75. Kortela, Tomi & Nelimarkka, Jaakko, 2020. "The effects of conventional and unconventional monetary policy: Identification through the yield curve," Bank of Finland Research Discussion Papers 3/2020, Bank of Finland.
  76. Bu, Chunya & Rogers, John & Wu, Wenbin, 2021. "A unified measure of Fed monetary policy shocks," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 331-349.
  77. Refet Gürkaynak & Hati̇ce Gökçe Karasoy‐Can & Sang Seok Lee, 2022. "Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect," Journal of Finance, American Finance Association, vol. 77(4), pages 2375-2421, August.
  78. Gürkaynak, Refet S. & Kara, A. Hakan & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2021. "Monetary policy surprises and exchange rate behavior," Journal of International Economics, Elsevier, vol. 130(C).
  79. Paul Hubert & Frédérique Savignac, 2023. "Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins," Working papers 913, Banque de France.
  80. Danilo Cascaldi-Garcia & Marija Vukotic, 2022. "Patent-Based News Shocks," The Review of Economics and Statistics, MIT Press, vol. 104(1), pages 51-66, March.
  81. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2023. "Identification with External Instruments in Structural VARs," Journal of Monetary Economics, Elsevier, vol. 135(C), pages 1-19.
  82. Yang, Yang & Zhang, Jiqiang & Chen, Sanpan, 2023. "Information effects of monetary policy announcements on oil price," Journal of Commodity Markets, Elsevier, vol. 30(C).
  83. Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2020. "Proxy SVAR identification of monetary policy shocks: MonteCarlo evidence and insights for the US," University of Göttingen Working Papers in Economics 404, University of Goettingen, Department of Economics.
  84. Adra, Samer & Menassa, Elie, 2021. "Monetary policy and information production in the secondary market," Economics Letters, Elsevier, vol. 207(C).
  85. Camelia Minoiu & Andrés Schneider & Min Wei, 2023. "Why Does the Yield Curve Predict GDP Growth? The Role of Banks," FRB Atlanta Working Paper 2023-14, Federal Reserve Bank of Atlanta.
  86. Munday, Tim & Brookes, James, 2021. "Mark my words: the transmission of central bank communication to the general public via the print media," Bank of England working papers 944, Bank of England.
  87. Alisdair McKay & Christian K. Wolf, 2023. "What Can Time‐Series Regressions Tell Us About Policy Counterfactuals?," Econometrica, Econometric Society, vol. 91(5), pages 1695-1725, September.
  88. Koeniger, Winfried & Lennartz, Benedikt & Ramelet, Marc-Antoine, 2022. "On the transmission of monetary policy to the housing market," European Economic Review, Elsevier, vol. 145(C).
  89. Inoue, Atsushi & Rossi, Barbara, 2019. "The effects of conventional and unconventional monetary policy on exchange rates," Journal of International Economics, Elsevier, vol. 118(C), pages 419-447.
  90. Caraiani, Petre, 2022. "The impact of oil supply news shocks on corporate investments and the structure of production network," Energy Economics, Elsevier, vol. 110(C).
  91. Matthew D. Cocci & Mikkel Plagborg-Møller, 2021. "Standard Errors for Calibrated Parameters," Working Papers 2021-20, Princeton University. Economics Department..
  92. Iryna Kaminska & Gabriele Zinna, 2020. "Official Demand for U.S. Debt: Implications for U.S. Real Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(2-3), pages 323-364, March.
  93. Hiroyuki Kubota & Mototsugu Shintani, 2023. "Macroeconomic Effects of Monetary Policy in Japan: An Analysis Using Interest Rate Futures Surprises," CARF F-Series CARF-F-555, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  94. Diego R. Känzig, 2021. "The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements," American Economic Review, American Economic Association, vol. 111(4), pages 1092-1125, April.
  95. Di Pace, Federico & Görtz, Christoph, 2021. "Sectoral comovement, monetary policy and the credit channel," Bank of England working papers 925, Bank of England.
  96. repec:hal:spmain:info:hdl:2441/3mgbd73vkp9f9oje7utooe7vpg is not listed on IDEAS
  97. Altavilla, Carlo & Brugnolini, Luca & Gürkaynak, Refet S. & Motto, Roberto & Ragusa, Giuseppe, 2019. "Measuring euro area monetary policy," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 162-179.
  98. Daniel J. Lewis & Christos Makridis & Karel Mertens, 2019. "Do Monetary Policy Announcements Shift Household Expectations?," Staff Reports 897, Federal Reserve Bank of New York.
  99. De Nora, Giorgia, 2023. "Factor-Augmented Vector Autoregression with narrative identification. An application to monetary policy in the US," Economics Letters, Elsevier, vol. 229(C).
  100. Andrea Ajello & Diego Silva & Travis Adams & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Finance and Economics Discussion Series 2023-034, Board of Governors of the Federal Reserve System (U.S.).
  101. repec:hal:spmain:info:hdl:2441/sb7ftvod18eb8hqptthmmeddt is not listed on IDEAS
  102. D’Amico, Stefania & King, Thomas B., 2023. "What does anticipated monetary policy do?," Journal of Monetary Economics, Elsevier, vol. 138(C), pages 123-139.
  103. repec:hal:spmain:info:hdl:2441/7v8fvu0bf08jcoi4epn8cutjm8 is not listed on IDEAS
  104. Brubakk, Leif & ter Ellen, Saskia & Robstad, Ørjan & Xu, Hong, 2022. "The macroeconomic effects of forward communication," Journal of International Money and Finance, Elsevier, vol. 120(C).
  105. Cesa-Bianchi, Ambrogio & Thwaites, Gregory & Vicondoa, Alejandro, 2020. "Monetary policy transmission in the United Kingdom: A high frequency identification approach," European Economic Review, Elsevier, vol. 123(C).
  106. James Cloyne & Clodomiro Ferreira & Maren Froemel & Paolo Surico, 2021. "Monetary Policy, External Finance and Investment," Working Papers 92, Red Nacional de Investigadores en Economía (RedNIE).
  107. Tang, Jenny, 2019. "Comment on “The long-run information effect of Central Bank communication” by Stephen Hansen, Michael McMahon, and Matthew Tong," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 203-210.
  108. Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2022. "Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
  109. Hauzenberger, Niko & Pfarrhofer, Michael & Stelzer, Anna, 2021. "On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 822-845.
  110. Jarociński, Marek, 2022. "Central bank information effects and transatlantic spillovers," Journal of International Economics, Elsevier, vol. 139(C).
  111. Luca Metelli & Filippo Natoli & Luca Rossi, 2020. "Monetary policy gradualism and the nonlinear effects of monetary shocks," Temi di discussione (Economic working papers) 1275, Bank of Italy, Economic Research and International Relations Area.
  112. Daniel Gründler & Eric Mayer & Johann Scharler, 2023. "Monetary Policy Announcements, Information Shocks, and Exchange Rate Dynamics," Open Economies Review, Springer, vol. 34(2), pages 341-369, April.
  113. Saskia Ter Ellen & Vegard H. Larsen & Leif Anders Thorsrud, 2022. "Narrative Monetary Policy Surprises and the Media," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(5), pages 1525-1549, August.
  114. Mario Forni & Luca Gambetti & Nicolò Maffei-Faccioli & Luca Sala, 2023. "The impact of financial shocks on the forecast distribution of output and inflation," Working Paper 2023/3, Norges Bank.
  115. Breitenlechner, Max & Gründler, Daniel & Scharler, Johann, 2021. "Unconventional monetary policy announcements and information shocks in the U.S," Journal of Macroeconomics, Elsevier, vol. 67(C).
  116. Karnaukh, Nina & Vokata, Petra, 2022. "Growth forecasts and news about monetary policy," Journal of Financial Economics, Elsevier, vol. 146(1), pages 55-70.
  117. Mirela Miescu, 2022. "Forward guidance shocks," Working Papers 352591340, Lancaster University Management School, Economics Department.
  118. Claudio Borio & Piti Disyatat & Dora Xia & Egon Zakrajšek, 2021. "Monetary policy, relative prices and inflation control: flexibility born out of success," BIS Quarterly Review, Bank for International Settlements, September.
  119. Caraiani, Petre, 2023. "Oil news shocks, inflation expectations and social connectedness," Energy Economics, Elsevier, vol. 127(PB).
  120. Geiger, Martin & Gründler, Daniel & Scharler, Johann, 2023. "Monetary policy shocks and consumer expectations in the euro area," Journal of International Economics, Elsevier, vol. 140(C).
  121. Ricardo J. Caballero & Alp Simsek, 2022. "Monetary Policy with Opinionated Markets," American Economic Review, American Economic Association, vol. 112(7), pages 2353-2392, July.
  122. Casalis, André & Krustev, Georgi, 2022. "Cyclical drivers of euro area consumption: What can we learn from durable goods?," Journal of International Money and Finance, Elsevier, vol. 120(C).
  123. Ider, Gökhan & Kriwoluzky, Alexander & Kurcz, Frederik & Schumann, Ben, 2023. "The Energy-Price Channel of (European) Monetary Policy," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277710, Verein für Socialpolitik / German Economic Association.
  124. Andrea Giovanni Gazzani & Alejandro Vicondoa, 2019. "Proxy-SVAR as a Bridge for Identification with Higher Frequency Data," 2019 Meeting Papers 855, Society for Economic Dynamics.
  125. Zsurkis, Gabriel & Nicolau, João & Rodrigues, Paulo M. M, 2021. "The expected time to cross a threshold and its determinants: a simple and flexible framework," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).
  126. Süssmuth, Bernd & Wieschemeyer, Matthias, 2022. "Taxation and the distributional impact of inflation: The U.S. post-war experience," Economic Modelling, Elsevier, vol. 111(C).
  127. Tsiaras, Stylianos, 2023. "Asset purchases, limited asset markets participation and inequality," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
  128. Francisco Serranito & Philipp RODERWEIS & Jamel Saadaoui, 2023. "Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process," EconomiX Working Papers 2023-17, University of Paris Nanterre, EconomiX.
  129. Ma, Chaoqun & Tian, Yonggang & Hsiao, Shisong & Deng, Liurui, 2022. "Monetary policy shocks and Bitcoin prices," Research in International Business and Finance, Elsevier, vol. 62(C).
  130. Taylor, Alan M. & Cloyne, James & Hürtgen, Patrick, 2022. "Global Monetary and Financial Spillovers: Evidence from a New Measure of Bundesbank Policy Shocks," CEPR Discussion Papers 17587, C.E.P.R. Discussion Papers.
  131. Canova, Fabio & Ferroni, Filippo, 2020. "A hitchhiker guide to empirical macro models," CEPR Discussion Papers 15446, C.E.P.R. Discussion Papers.
  132. McNeil, James, 2023. "Monetary policy and the term structure of inflation expectations with information frictions," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
  133. Martin Bruns & Helmut Lütkepohl, 2023. "An Alternative Bootstrap for Proxy Vector Autoregressions," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1857-1882, December.
  134. Cieslak, Anna & Schrimpf, Andreas, 2019. "Non-monetary news in central bank communication," Journal of International Economics, Elsevier, vol. 118(C), pages 293-315.
  135. Dedola, Luca & Georgiadis, Georgios & Gräb, Johannes & Mehl, Arnaud, 2021. "Does a big bazooka matter? Quantitative easing policies and exchange rates," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 489-506.
  136. Claudio Borio & Marco Jacopo Lombardi & James Yetman & Egon Zakrajsek, 2023. "The two-regime view of inflation," BIS Papers, Bank for International Settlements, number 133.
  137. Matsumoto, Ryo & Morita, Hiroshi & Ono, Taiki, 2022. "Central Bank Information Effects in Japan : The Role of Uncertainty Channel," Discussion paper series HIAS-E-126, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
  138. Giorgia De Nora, 2021. "Factor Augmented Vector-Autoregression with narrative identification. An application to monetary policy in the US," Working Papers 934, Queen Mary University of London, School of Economics and Finance.
  139. Bruno Albuquerque & Martin Iseringhausen & Frederic Opitz, 2024. "The Housing Supply Channel of Monetary Policy," IMF Working Papers 2024/023, International Monetary Fund.
  140. Rossi, Barbara, 2019. "Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned?," CEPR Discussion Papers 14064, C.E.P.R. Discussion Papers.
  141. Chunya Bu & John Rogers & Wenbin Wu, 2020. "Forward-Looking Monetary Policy and the Transmission of Conventional Monetary Policy Shocks," Finance and Economics Discussion Series 2020-014, Board of Governors of the Federal Reserve System (U.S.).
  142. Christopher S. Sutherland, 2023. "Forward guidance and expectation formation: A narrative approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 222-241, March.
  143. Dias, Daniel A. & Duarte, João B., 2015. "Monetary Policy and Homeownership: Empirical Evidence, Theory, and Policy Implications," MPRA Paper 112252, University Library of Munich, Germany, revised 05 Mar 2021.
  144. Adra, Samer & Menassa, Elie, 2022. "The Fed’s dual shocks and the housing market," Economics Letters, Elsevier, vol. 218(C).
  145. Georgiadis, Georgios & Jarociński, Marek, 2023. "Global spillovers from multi-dimensional US monetary policy," Working Paper Series 2881, European Central Bank.
  146. Wang, Olivier, 2020. "Banks, low interest rates, and monetary policy transmission," Working Paper Series 2492, European Central Bank.
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  157. Martin Bruns & Michele Piffer, 2021. "Monetary policy shocks over the business cycle: Extending the Smooth Transition framework," University of East Anglia School of Economics Working Paper Series 2021-07, School of Economics, University of East Anglia, Norwich, UK..
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  171. Lenney, Jamie, 2022. "Monetary policy transmission, the labour share and HANK models," Bank of England working papers 960, Bank of England.
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  174. Faia, Ester & Karau, Soeren, 2019. "Systemic Bank Risk and Monetary Policy," CEPR Discussion Papers 13456, C.E.P.R. Discussion Papers.
  175. Samer Adra & Elie Menassa, 2023. "Uncertainty and corporate investments in response to the Fed's dual shocks," The Financial Review, Eastern Finance Association, vol. 58(3), pages 463-484, August.
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  180. Kerssenfischer, Mark & Schmeling, Maik, 2022. "What moves markets?," Discussion Papers 16/2022, Deutsche Bundesbank.
  181. Ochs, A. C.R., 2021. "A New Monetary Policy Shock with Text Analysis," Cambridge Working Papers in Economics 2148, Faculty of Economics, University of Cambridge.
  182. Beqiraj, Elton & Cao, Qingqing & Minetti, Raoul & Tarquini, Giulio, 2023. "Persistent Slumps: Innovation and the Credit Channel of Monetary Policy," Working Papers 2023-3, Michigan State University, Department of Economics.
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  184. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2019. "Identification with External Instruments in Structural VARs under Partial Invertibility," The Warwick Economics Research Paper Series (TWERPS) 1213, University of Warwick, Department of Economics.
  185. Jung, Alexander, 2023. "Are monetary policy shocks causal to bank health? Evidence from the euro area," Journal of Macroeconomics, Elsevier, vol. 75(C).
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  188. Karau, Sören, 2023. "Monetary policy and Bitcoin," Journal of International Money and Finance, Elsevier, vol. 137(C).
  189. Motto, Roberto & Özen, Kadir, 2022. "Market-stabilization QE," Working Paper Series 2640, European Central Bank.
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  192. Martin Baumgaertner, 2020. "Information or Uncertainty Shocks?," MAGKS Papers on Economics 202041, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  193. Nuno Palma, 2019. "The Real Effects of Monetary Expansions: Evidence from a Large-Scale Historical Natural Experiment," Economics Discussion Paper Series 1904, Economics, The University of Manchester, revised Aug 2021.
  194. Luca Fanelli & Antonio Marsi, 2021. "Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks," Working Papers wp1164, Dipartimento Scienze Economiche, Universita' di Bologna.
  195. Fergus Cumming & Paul Hubert, 2019. "The Role of Households' Borrowing Constraints in the Transmission of Monetary Policy This paper investigates how the transmission of monetary policy to the real economy depends on the distribution of ," Documents de Travail de l'OFCE 2019-20, Observatoire Francais des Conjonctures Economiques (OFCE).
  196. Pascal Paul, 2020. "The Time-Varying Effect of Monetary Policy on Asset Prices," The Review of Economics and Statistics, MIT Press, vol. 102(4), pages 690-704, October.
  197. Albert, Juan-Francisco & Peñalver, Antonio & Perez-Bernabeu, Alberto, 2020. "The effects of monetary policy on income and wealth inequality in the U.S. Exploring different channels," Structural Change and Economic Dynamics, Elsevier, vol. 55(C), pages 88-106.
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  199. Pejman Peykani & Mostafa Sargolzaei & Amir Takaloo & Shahla Valizadeh, 2023. "The Effects of Monetary Policy on Macroeconomic Variables through Credit and Balance Sheet Channels: A Dynamic Stochastic General Equilibrium Approach," Sustainability, MDPI, vol. 15(5), pages 1-21, March.
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  201. Mirela S. Miescu & Haroon Mumtaz, 2019. "Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy," Working Papers 894, Queen Mary University of London, School of Economics and Finance.
  202. Dimitris Christopoulos & Peter McAdam & Elias Tzavalis, 2023. "Threshold Endogeneity in Threshold VARs: An Application to Monetary State Dependence," Research Working Paper RWP 23-09, Federal Reserve Bank of Kansas City.
  203. Filippo Natoli, 2023. "The macroeconomic effects of temperature surprise shocks," Temi di discussione (Economic working papers) 1407, Bank of Italy, Economic Research and International Relations Area.
  204. Paul Rudel & Peter Tillmann, 2018. "News Shock Spillovers: How the Euro Area Responds to Expected Fed Policy," MAGKS Papers on Economics 201832, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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