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Citations for "What Does Monetary Policy Do?"

by Eric M. Leeper & Christopher A. Sims & Tao Zha

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  1. Roush, Jennifer E., 2007. "The expectations theory works for monetary policy shocks," Journal of Monetary Economics, Elsevier, vol. 54(6), pages 1631-1643, September.
  2. Waggoner, Daniel F. & Zha, Tao, 2012. "Confronting model misspecification in macroeconomics," Journal of Econometrics, Elsevier, vol. 171(2), pages 167-184.
  3. Francis, Neville R & Owyang, Michael T & Theodorou, Athena T, 2005. "What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries?," MPRA Paper 834, University Library of Munich, Germany.
  4. Lindé, Jesper, 2001. "The Empirical Relevance of Simple Forward- and Backward-looking Models: A View from a Dynamic General Equilibrium Model," Working Paper Series 130, Sveriges Riksbank (Central Bank of Sweden).
  5. 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.).
  6. Michael T. Owyang, 2002. "Modeling Volcker as a non-absorbing state: agnostic identification of a Markov-switching VAR," Working Papers 2002-018, Federal Reserve Bank of St. Louis.
  7. Greg Hannsgen, 2004. "The Transmission Mechanism of Monetary Policy: A Critical Review," Macroeconomics 0411004, EconWPA.
  8. Chaipat Poonpatpibul & Vasuveerapat Ramdecha & Krittinan Wiengwangchai & Pawinee Jitmongkolsa-mer, 2008. "Border of Monetary Policy in the New Financial State," Working Papers 2008-01, Economic Research Department, Bank of Thailand.
  9. Jon R. Moen & Ellis W. Tallman, 1994. "Clearinghouse access and bank runs: trust companies in New York and Chicago during the Panic of 1907," FRB Atlanta Working Paper 94-12, Federal Reserve Bank of Atlanta.
  10. Kemal Bagzibagli, 2014. "Monetary transmission mechanism and time variation in the Euro area," Empirical Economics, Springer, vol. 47(3), pages 781-823, November.
  11. David Bowman, 2002. "Sticky prices, no menu costs," International Finance Discussion Papers 743, Board of Governors of the Federal Reserve System (U.S.).
  12. Arturo Estrella & Jeffrey C. Fuhrer, 2002. "Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models," American Economic Review, American Economic Association, vol. 92(4), pages 1013-1028, September.
  13. Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012. "The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity," EconomiX Working Papers 2012-1, University of Paris West - Nanterre la Défense, EconomiX.
  14. Refet Gurkaynak & Brian Sack & Eric Swanson, 2005. "Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," Macroeconomics 0504013, EconWPA.
  15. Canova, Fabio & de Nicolo, Gianni, 2003. "On the sources of business cycles in the G-7," Journal of International Economics, Elsevier, vol. 59(1), pages 77-100, January.
  16. Bjørnland, Hilde C. & Leitemo, Kai, 2009. "Identifying the interdependence between US monetary policy and the stock market," Journal of Monetary Economics, Elsevier, vol. 56(2), pages 275-282, March.
  17. Filippo Occhino, 2004. "Markets Segmentation and the Real Interest Rate Response to Monetary Policy Shocks," Departmental Working Papers 200403, Rutgers University, Department of Economics.
  18. Carvalho, Carlos & Nechio, Fernanda, 2014. "Do people understand monetary policy?," Journal of Monetary Economics, Elsevier, vol. 66(C), pages 108-123.
  19. 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 Republica de Colombia, vol. 30(68), pages 14-71, Junio.
  20. Andrew Mountford & Harald Uhlig, 2009. "What are the effects of fiscal policy shocks?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 960-992.
  21. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 802, University Library of Munich, Germany.
  22. Michael S. Hanson, 2006. "Varying Monetary Policy Regimes: A Vector Autoregressive Investigation," Wesleyan Economics Working Papers 2006-003, Wesleyan University, Department of Economics.
  23. Scholl, Almuth & Uhlig, Harald, 2008. "New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates," Journal of International Economics, Elsevier, vol. 76(1), pages 1-13, September.
  24. Mark Crosby & Glenn Otto, 2001. "Persistence Of Output Fluctuations Under Alternative Exchange Rate Regimes," Working Papers 072001, Hong Kong Institute for Monetary Research.
  25. Gérard Charreaux, 2008. "La recherche en finance d'entreprise : quel positionnement méthodologique ?," Post-Print halshs-00338091, HAL.
  26. Koustas, Z., Serletis, A., 1998. "On the Fisher Effect," Papers 98-09, Calgary - Department of Economics.
  27. Gerald A. Carlino & Robert H. DeFina, 1999. "Do states respond differently to changes in monetary policy?," Business Review, Federal Reserve Bank of Philadelphia, issue Jul, pages 17-27.
  28. 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.
  29. Yuan, Mingwei & Zimmermann, Christian, 2004. "Credit crunch in a model of financial intermediation and occupational choice," Journal of Macroeconomics, Elsevier, vol. 26(4), pages 637-659, December.
  30. V. Anton Muscatelli & Patrizio Tirelli & Carmine Trecroci, 1998. "Institutional Change, Inflation Targeting and the Stability of Interest Rate Reaction Functions," Working Papers 9815, Business School - Economics, University of Glasgow, revised Aug 1998.
  31. Oscar Jorda & Selva Demiralp, 2003. "The Pavlovian Response of Term Rates to Fed Announcements," Working Papers 996, University of California, Davis, Department of Economics.
  32. Alexander Chudik & M. Hashem Pesaran, 2007. "Infinite Dimensional VARs and Factor Models," CESifo Working Paper Series 2176, CESifo Group Munich.
  33. Greg Hannsgen, 2003. "Minsky's Acceleration Channel and the Role of Money," Macroeconomics 0308003, EconWPA.
  34. Mackowiak, Bartosz, 2006. "What does the Bank of Japan do to East Asia?," Journal of International Economics, Elsevier, vol. 70(1), pages 253-270, September.
  35. Eric M. Leeper & Tao Zha, 2001. "Assessing simple policy rules: a view from a complete macroeconomic model," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 83-112.
  36. Bartosz Mackowiak & Mirko Wiederholt, 2009. "Optimal Sticky Prices under Rational Inattention," American Economic Review, American Economic Association, vol. 99(3), pages 769-803, June.
  37. Kevin X. D. Huang & Zheng Liu & Louis Phaneuf, 2002. "Why does the cyclical behavior of real wages change over time?," Research Working Paper RWP 02-09, Federal Reserve Bank of Kansas City.
  38. Gregory Erin Givens, 2007. "Unemployment, Imperfect Risk Sharing, and the Monetary Business Cycle," Working Papers 200710, Middle Tennessee State University, Department of Economics and Finance.
  39. 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.
  40. Zenón Quispe, 2000. "Monetary Policy in a Dollarized Economy: the Case of Peru," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 167-206, July-Dece.
  41. Vitek, Francis, 2006. "Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 797, University Library of Munich, Germany.
  42. 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.
  43. Kim, Soyoung & Roubini, Nouriel, 2008. "Twin deficit or twin divergence? Fiscal policy, current account, and real exchange rate in the U.S," Journal of International Economics, Elsevier, vol. 74(2), pages 362-383, March.
  44. Karanassou, Marika & Sala, Héctor & Snower, Dennis J., 2007. "The evolution of inflation and unemployment: Explaining the roaring nineties," Kiel Working Papers 1350, Kiel Institute for the World Economy (IfW).
  45. Magdalena Borys & Roman Horváth & Michal Franta, 2009. "The effects of monetary policy in the Czech Republic: an empirical study," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(4), pages 419-443, November.
  46. Marika Karanassou & Hector Sala & Dennis Snower, 2008. "Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective," Kiel Working Papers 1441, Kiel Institute for the World Economy.
  47. Fabio Canova & Joaquim Pires Pina, 1998. "Monetary policy misspecification in VAR models," Economics Working Papers 420, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 1999.
  48. Dräger, Lena & Lamla, Michael J. & Pfajfar, Damjan, 2016. "Are survey expectations theory-consistent? The role of central bank communication and news," European Economic Review, Elsevier, vol. 85(C), pages 84-111.
  49. El-Shagi, Makram & Giesen, Sebastian & Kelly, Logan J., 2012. "Monetary Policy in a World Where Money (Also) Matters," IWH Discussion Papers 6/2012, Halle Institute for Economic Research (IWH).
  50. Francesco Bianchi & Andrea Civelli, 2014. "Online Appendix to "Globalization and Inflation: Evidence from a Time Varying VAR"," Technical Appendices 13-184, Review of Economic Dynamics.
  51. Serena Ng, 2001. "Can Sticky Prices Account for the Variations and Persistence in Real Exchange Rates?," Economics Working Paper Archive 468, The Johns Hopkins University,Department of Economics.
  52. Anton Muscatelli & Patrizio Tirelli & Carmine Trecroci, 2000. "Does Institutional Change Really Matter? Inflation Targets, Central Bank Reform and Interest Rate Policy in the OECD Countries," CESifo Working Paper Series 278, CESifo Group Munich.
  53. Juan F. Rubio-Ramírez & Daniel F. Waggoner & Tao Zha, 2010. "Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference," Review of Economic Studies, Oxford University Press, vol. 77(2), pages 665-696.
  54. Francesco Bianchi & Andrea Civelli, 2013. "Globalization and Inflation: Structural Evidence from a Time Varying VAR Approach," Working Papers 13-20, Duke University, Department of Economics.
  55. Dedola, Luca & Lippi, Francesco, 2000. "The Monetary Transmission Mechanism: Evidence from the Industries of Five OECD Countries," CEPR Discussion Papers 2508, C.E.P.R. Discussion Papers.
  56. 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.
  57. Katerina Arnostova & Jaromir Hurnik, 2005. "The Monetary Transmission Mechanism in the Czech Republic (evidence from VAR analysis)," Working Papers 2005/04, Czech National Bank, Research Department.
  58. Luigi Paciello, 2008. "The Response of Prices to Technology and Monetary Policy Shocks under Rational Inattention," EIEF Working Papers Series 0816, Einaudi Institute for Economics and Finance (EIEF), revised Nov 2007.
  59. Boivin, Jean & Giannoni, Marc & Mihov, Ilian, 2007. "Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data," CEPR Discussion Papers 6101, C.E.P.R. Discussion Papers.
  60. Patureau, Lise, 2007. "Pricing-to-market, limited participation and exchange rate dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 31(10), pages 3281-3320, October.
  61. Carlo Altavilla & Domenico Giannone, 2014. "The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data," Working Papers ECARES ECARES 2014-30, ULB -- Universite Libre de Bruxelles.
  62. Marika Karanassou & Hector Sala, 2012. "Productivity Growth And The Phillips Curve: A Reassessment Of The Us Experience," Bulletin of Economic Research, Wiley Blackwell, vol. 64(3), pages 344-366, 07.
  63. 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.
  64. Nakashima, Kiyotaka, 2005. "The Bank of Japan's Operating Procedures and the Identification of Monetary Policy Shocks: A Reexamination using the Bernanke-Mihov Approach," MPRA Paper 70687, University Library of Munich, Germany.
  65. Troy Davig & Eric M. Leeper, 2006. "Endogenous Monetary Policy Regime Change," Caepr Working Papers 2006-002, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  66. Muscatelli, Anton & Trecroci, Carmine, 2000. " Monetary Policy Rules, Policy Preferences, and Uncertainty: Recent Empirical Evidence," Journal of Economic Surveys, Wiley Blackwell, vol. 14(5), pages 597-627, December.
  67. Mallick, Sushanta K. & Sousa, Ricardo M., 2012. "Real Effects Of Monetary Policy In Large Emerging Economies," Macroeconomic Dynamics, Cambridge University Press, vol. 16(S2), pages 190-212, September.
  68. Karamé, Frédéric & Patureau, Lise & Sopraseuth, Thepthida, 2008. "Limited participation and exchange rate dynamics: Does theory meet the data?," Journal of Economic Dynamics and Control, Elsevier, vol. 32(4), pages 1041-1087, April.
  69. Neuenkirch, Matthias, 2013. "Monetary policy transmission in vector autoregressions: A new approach using central bank communication," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4278-4285.
  70. Willem Thorbecke, 1999. "Further Evidence on the Distributional Effects of Disinflationary Monetary Policy," Macroeconomics 9904001, EconWPA.
  71. David B. Gordon & Eric M. Leeper & Tao Zha, 1997. "Trends in velocity and policy expectations," FRB Atlanta Working Paper 97-7, Federal Reserve Bank of Atlanta.
  72. Fabio Canova & Gianni De Nicolo, 2000. "Monetary disturbances matter for business fluctuations in the G-7," International Finance Discussion Papers 660, Board of Governors of the Federal Reserve System (U.S.).
  73. Kevin X. D. Huang, 2005. "Specific factors meet intermediate inputs : implications for strategic complementarities and persistence," Research Working Paper RWP 04-06, Federal Reserve Bank of Kansas City.
  74. Eric M. Leeper & Tao Zha, 2002. "Modest Policy Interventions," NBER Working Papers 9192, National Bureau of Economic Research, Inc.
  75. James H. Stock & Mark W. Watson, 2001. "Vector Autoregressions," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 101-115, Fall.
  76. Finnoff, David & Gong, Min & Tschirhart, John, 2012. "Perspectives on Ecosystem Based Management for Delivering Ecosystem Services with an Example from an Eighteen-Species Marine Model," International Review of Environmental and Resource Economics, now publishers, vol. 6(1), pages 79-118, January.
  77. Inoue, Tomoo & Okimoto, Tatsuyoshi, 2008. "Were there structural breaks in the effects of Japanese monetary policy? Re-evaluating policy effects of the lost decade," Journal of the Japanese and International Economies, Elsevier, vol. 22(3), pages 320-342, September.
  78. 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.
  79. Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2014. "No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates," CEPR Discussion Papers 9848, C.E.P.R. Discussion Papers.
  80. Necati Tekatli, 2007. "Understanding Sources of the Change in International Business Cycles," Working Papers 335, Barcelona Graduate School of Economics.
  81. Munechika Katayama & Kwang Hwan Kim, 2013. "The Delayed Effects of Monetary Shocks in a Two-sector New Keynesian Model," Discussion papers e-13-003, Graduate School of Economics Project Center, Kyoto University.
  82. Giordani, Paolo, 2000. "An alternative explanation of the price puzzle," SSE/EFI Working Paper Series in Economics and Finance 414, Stockholm School of Economics, revised 06 Dec 2000.
  83. Hamilton, James D., 1998. "The supply and demand for Federal Reserve deposits," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 1-44, December.
  84. Mojon, Benoît, 2005. "When did unsystematic monetary policy have an effect on inflation?," Working Paper Series 0559, European Central Bank.
  85. Jürgen von Hagen, 2004. "Hat die Geldmenge ausgedient?," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 5(4), pages 423-453, November.
  86. BIRMAN Andrei, 2011. "Some Empirical Aspects regarding the Relationship between Inflation and Economic Growth in Romania – the Speed Limit Effect," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 02, June.
  87. Hilde C. Bjørnland, 2005. "Monetary policy and exchange rate interactions in a small open economy," Working Paper 2005/16, Norges Bank.
  88. Stracca, Livio, 2007. "Should we take inside money seriously?," Working Paper Series 0841, European Central Bank.
  89. Guillermo Calvo & Oya Celasun & Michael Kumhof, 2003. "Inflation Inertia and Credible Disinflation - The Open Economy Case," NBER Working Papers 9557, National Bureau of Economic Research, Inc.
  90. repec:onb:oenbwp:y::i:124:b:1 is not listed on IDEAS
  91. Clarida, Richard & Galí, Jordi & Gertler, Mark, 1999. "The Science of Monetary Policy: A New Keynesian Perspective," CEPR Discussion Papers 2139, C.E.P.R. Discussion Papers.
  92. Par Osterholm, 2008. "A structural Bayesian VAR for model-based fan charts," Applied Economics, Taylor & Francis Journals, vol. 40(12), pages 1557-1569.
  93. Hilde C. Bjørnland, 2005. "Monetary policy and the illusionary exchange rate puzzle," Working Paper 2005/11, Norges Bank.
  94. Masagus M. Ridhwan & Henri L. F. Groot & Piet Rietveld & Peter Nijkamp, 2014. "The Regional Impact of Monetary Policy in Indonesia," Growth and Change, Wiley Blackwell, vol. 45(2), pages 240-262, 06.
  95. Scott Hendry & Wai-Ming Ho & Kevin Moran, 2003. "Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model," Staff Working Papers 03-38, Bank of Canada.
  96. Lovcha, Yuliya & Pérez Laborda, Àlex, 2013. "A fractionally integrated approach to monetary policy and inflation dynamics," Working Papers 2072/211795, Universitat Rovira i Virgili, Department of Economics.
  97. Marina Tkalec, 2013. "The Dynamics of Deposit Euroization in European Post-Transition Countries: Evidence from Threshold VAR," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 66-83.
  98. Christopher A. Sims & Daniel F. Waggoner & Tao Zha, 2006. "Methods for inference in large multiple-equation Markov-switching models," FRB Atlanta Working Paper 2006-22, Federal Reserve Bank of Atlanta.
  99. Henzel, Steffen & Hülsewig, Oliver & Mayer, Eric & Wollmershäuser, Timo, 2009. "The price puzzle revisited: Can the cost channel explain a rise in inflation after a monetary policy shock?," Journal of Macroeconomics, Elsevier, vol. 31(2), pages 268-289, June.
  100. Filippo Occhino & John Landon-Lane, 2005. "A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models," 2005 Meeting Papers 116, Society for Economic Dynamics.
  101. Sims, Christopher A., 2011. "Statistical Modeling of Monetary Policy and its Effects," Nobel Prize in Economics documents 2011-5, Nobel Prize Committee.
  102. Shioji, Etsuro, 2000. "Identifying Monetary Policy Shocks in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 14(1), pages 22-42, March.
  103. Nelson, Edward, 2003. "The Future of Monetary Aggregates in Monetary Policy Analysis," CEPR Discussion Papers 3897, C.E.P.R. Discussion Papers.
  104. Faust, Jon, 1998. "The robustness of identified VAR conclusions about money," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 207-244, December.
  105. Filippo Occhino, 2001. "Monetary Policy Shocks in an Economy with Segmented Markets," Departmental Working Papers 200108, Rutgers University, Department of Economics.
  106. Bańbura, Marta & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Large Bayesian VARs," Working Paper Series 0966, European Central Bank.
  107. Marco Del Negro & Francesc Obiols-Homs, 2000. "Has monetary policy been so bad that it is better to get rid of it? the case of Mexico," FRB Atlanta Working Paper 2000-26, Federal Reserve Bank of Atlanta.
  108. Schabert, Andreas, 2005. "Identifying monetary policy shocks with changes in open market operations," European Economic Review, Elsevier, vol. 49(3), pages 561-577, April.
  109. 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.
  110. Peter N. Ireland, 2002. "Endogenous Money or Sticky Prices?," NBER Working Papers 9390, National Bureau of Economic Research, Inc.
  111. repec:oxf:wpaper:2005-w18 is not listed on IDEAS
  112. Zha, Tao, 1999. "Block recursion and structural vector autoregressions," Journal of Econometrics, Elsevier, vol. 90(2), pages 291-316, June.
  113. Pobre, Mervin L., 2004. "An Analysis of the Monetary Transmission Mechanism in East Asia," Philippine Journal of Development PJD 2003 Vol. XXX No. 2-d, Philippine Institute for Development Studies.
  114. Pooyan Amir Ahmadi & Albrecht Ritschl, 2010. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEP Discussion Papers dp0967, Centre for Economic Performance, LSE.
  115. White, Halbert & Pettenuzzo, Davide, 2014. "Granger causality, exogeneity, cointegration, and economic policy analysis," Journal of Econometrics, Elsevier, vol. 178(P2), pages 316-330.
  116. Kerim Peren ARIN & Otto F. REICH & Peter H. HELLES, . "Should We Care About the Composition of Tax Based Stimulus Packages?," EcoMod2010 259600012, EcoMod.
  117. 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.
  118. Georgiadis, Georgios, 2012. "Towards an explanation of cross-country asymmetries in monetary transmission," Discussion Papers 07/2012, Deutsche Bundesbank, Research Centre.
  119. Paolo Chiades & Leonardo Gambacorta, 2004. "The Bernanke and Blinder Model in an Open Economy: The Italian Case," German Economic Review, Verein für Socialpolitik, vol. 5(1), pages 1-34, 02.
  120. Shuyun May Li & Roshan Perera & Kalvinder Shields, 2013. "Misspecification, Identification or Measurement? Another Look at the Price Puzzle," Department of Economics - Working Papers Series 1169, The University of Melbourne.
  121. Croushore, Dean & Evans, Charles L., 2006. "Data revisions and the identification of monetary policy shocks," Journal of Monetary Economics, Elsevier, vol. 53(6), pages 1135-1160, September.
  122. Douch, Mohamed, 2005. "The macroeconomic effects of monetary policy and financial crisis," MPRA Paper 1120, University Library of Munich, Germany.
  123. John C. Bluedorn & Christopher Bowdler, 2005. "Monetary Policy and Exchange Rate Dynamics: New Evidence from the Narrative Approach to Shock Identification," Economics Papers 2005-W18, Economics Group, Nuffield College, University of Oxford.
  124. Houssa, Romain, 2008. "Monetary union in West Africa and asymmetric shocks: A dynamic structural factor model approach," Journal of Development Economics, Elsevier, vol. 85(1-2), pages 319-347, February.
  125. Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 1997. "Monetary policy shocks: what have we learned and to what end?," Working Paper Series, Macroeconomic Issues WP-97-18, Federal Reserve Bank of Chicago.
  126. Jon Faust & John H. Rogers, 1999. "Monetary policy's role in exchange rate behavior," International Finance Discussion Papers 652, Board of Governors of the Federal Reserve System (U.S.).
  127. Gerald A. Carlino & Robert H. DeFina, 1998. "Monetary policy and the U.S. and regions: some implications for European Monetary Union," Working Papers 98-17, Federal Reserve Bank of Philadelphia.
  128. Jeffery Amato, Thomas Laubach, 2000. "Monetary Policy In An Estimated Optimization-Based Model With Sticky Prices And Wages," Computing in Economics and Finance 2000 303, Society for Computational Economics.
  129. Lahura, Erick, 2012. "Measuring the Effects of Monetary Policy Using Market Expectations," Working Papers 2012-005, Banco Central de Reserva del Perú.
  130. Popescu, Iulia Vasile, 2012. "Effects of monetary policy in Romania. A VAR approach," MPRA Paper 41686, University Library of Munich, Germany.
  131. Chang, Kuang-Liang & Chen, Nan-Kuang & Leung, Charles Ka Yui, 2009. "Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock," MPRA Paper 23514, University Library of Munich, Germany.
  132. Landon-Lane, John & Occhino, Filippo, 2008. "Bayesian estimation and evaluation of the segmented markets friction in equilibrium monetary models," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 444-461, March.
  133. Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros, 2015. "Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach," Working Papers 1523, Banco de España;Working Papers Homepage.
  134. Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2010. "Asset prices, exchange rates and the current account," European Economic Review, Elsevier, vol. 54(5), pages 643-658, July.
  135. Carlo A. Favero & Francesco Giavazzi & Fabrizio Iacone & Guido Tabellini, . "Extracting Information from Asset Prices: the Methodology of EMU Calculators," Working Papers 113, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  136. massimo franchi, 2002. "A Non-Causal Identification Scheme for Vector Autoregressions," Computing in Economics and Finance 2002 290, Society for Computational Economics.
  137. Belviso Francesco & Milani Fabio, 2006. "Structural Factor-Augmented VARs (SFAVARs) and the Effects of Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(3), pages 1-46, December.
  138. Peter Ireland, 2005. "EconomicDynamics Interviews Peter Ireland on Money and the Business Cycle," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 7(1), November.
  139. Christopher A. Sims & Tao Zha, 2005. "Were There Regime Switches in U.S. Monetary Policy?," Working Papers 92, Princeton University, Department of Economics, Center for Economic Policy Studies..
  140. Eric M. Leeper & Tao Zha, 2002. "Empirical analysis of policy interventions," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  141. Baba, Naohiko & Nishioka, Shinichi & Oda, Nobuyuki & Shirakawa, Masaaki & Ueda, Kazuo & Ugai, Hiroshi, 2005. "Japan's Deflation, Problems in the Financial System, and Monetary Policy," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 23(1), pages 47-111, February.
  142. BIRMAN Andrei, 2012. "A VAR Analysis on the Monetary Policy Transmission Mechanism in Romania," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 01, March.
  143. Jordi Gali, 2002. "New Perspectives on Monetary Policy, Inflation, and the Business Cycle," NBER Working Papers 8767, National Bureau of Economic Research, Inc.
  144. 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.
  145. 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.
  146. Romain Houssa & Lasse Bork & Hans Dewachter, 2008. "Identification of Macroeconomic Factors in Large Panels," Working Papers 1010, University of Namur, Department of Economics.
  147. Fabio Canova & Fernando J. Pérez Forero, 2012. "Estimating Overidentified, Nonrecursive Time-Varying Coefficients Structural VARs," Working Papers 637, Barcelona Graduate School of Economics.
  148. 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.
  149. Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders, 1999. "A VAR Model for Monetary Policy Analysis in a Small Open Economy," Working Paper Series 77, Sveriges Riksbank (Central Bank of Sweden).
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  354. Fabio Ghironi, 2000. "Towards New Open Economy Macroeconometrics," Boston College Working Papers in Economics 469, Boston College Department of Economics.
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