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The transmission of monetary policy shocks

Citations

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Cited by:

  1. Daniel J. Lewis & Christos Makridis & Karel Mertens, 2019. "Do Monetary Policy Announcements Shift Household Expectations?," Staff Reports 897, Federal Reserve Bank of New York.
  2. Buda, G & Carvalho, V. M. & Corsetti, G & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, A. & Rodrigo, T. & Rodríguez Mora, J. V. & Alves da Silva, G., 2025. "The Short Lags of Monetary Policy," Janeway Institute Working Papers 2504, Faculty of Economics, University of Cambridge.
    • Buda, G & Carvalho, V. M. & Corsetti, G & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, A. & Rodrigo, T. & Rodríguez Mora, J. V. & Alves da Silva, G., 2025. "The Short Lags of Monetary Policy," Cambridge Working Papers in Economics 2509, Faculty of Economics, University of Cambridge.
    • Afonso S. Moura & Gergely Buda & Vasco M. Carvalho & Giancarlo Corsetti & João B. Duarte & Stephen Hansen & Álvaro Ortiz & Tomasa Rodrigo & José V. Rodríguez Mora & Guilherme Alves da Silva, 2025. "The Short Lags of Monetary Policy," Working Papers w202501, Banco de Portugal, Economics and Research Department.
  3. Cieslak, Anna & Schrimpf, Andreas, 2019. "Non-monetary news in central bank communication," Journal of International Economics, Elsevier, vol. 118(C), pages 293-315.
  4. 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).
  5. repec:spo:wpmain:info:hdl:2441/1fsnu13sl59jsautsd9gpjrj59 is not listed on IDEAS
  6. 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.
  7. Paul Hubert & Becky Maule, 2016. "Policy and Macro Signals as Inputs to Inflation Expectation Formation," SciencePo Working papers Main hal-03459462, HAL.
  8. Ha, Jongrim & Kim, Dohan & Kose, M. Ayhan & Prasad, Eswar S., 2025. "Resolving puzzles of monetary policy transmission in emerging markets," European Economic Review, Elsevier, vol. 173(C).
  9. 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.
  10. Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," Working Papers No 01/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  11. repec:spo:wpmain:info:hdl:2441/5buvtkmlk091prrdje4a0tbkla is not listed on IDEAS
  12. Davide Melcangi & Vincent Sterk, 2020. "Stock Market Participation, Inequality, and Monetary Policy," Staff Reports 932, Federal Reserve Bank of New York.
  13. Zhang, Mi & Sensoy, Ahmet & Nguyen, Duc Khuong & Cheng, Feiyang, 2025. "Can bilateral RMB swap reduce monetary policy spillovers from the United States to China?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 101(C).
  14. Akkaya, Yıldız & Bitter, Lea & Brand, Claus & Fonseca, Luís, 2024. "A statistical approach to identifying ECB monetary policy," Working Paper Series 2994, European Central Bank.
  15. 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.
  16. 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.
  17. 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.
  18. Helmut Lütkepohl & Thore Schlaak, 2022. "Heteroscedastic Proxy Vector Autoregressions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1268-1281, June.
  19. 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.
  20. Leonardo Melosi & Francesco Zanetti, 2022. "The Signaling Effects of Fiscal Announcements," Working Paper Series WP 2022-38, Federal Reserve Bank of Chicago.
  21. Olivier Wang, 2025. "Banks, Low Interest Rates, and Monetary Policy Transmission," Journal of Finance, American Finance Association, vol. 80(3), pages 1379-1416, June.
  22. 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.
  23. 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.
  24. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian Vector Autoregressions," The Warwick Economics Research Paper Series (TWERPS) 1159, University of Warwick, Department of Economics.
  25. Robert Goodhead & Benedikt Kolb, 2025. "Monetary policy communication shocks and the macroeconomy," Economica, London School of Economics and Political Science, vol. 92(365), pages 173-198, January.
  26. Fergus Cumming & Paul Hubert, 2019. "The role of households' borrowing constraints in the transmission of monetary policy," Working Papers hal-03403257, HAL.
  27. Jarociński, Marek, 2024. "Estimating the Fed’s unconventional policy shocks," Journal of Monetary Economics, Elsevier, vol. 144(C).
  28. Ettmeier, Stephanie & Kriwoluzky, Alexander, 2019. "Same, but different? Testing monetary policy shock measures," Economics Letters, Elsevier, vol. 184(C).
  29. Hubert, Paul & Savignac, Frederique, 2023. "Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins," CEPR Discussion Papers 18130, C.E.P.R. Discussion Papers.
  30. Gareth Anderson & Ambrogio Cesa-Bianchi, 2020. "Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity," Discussion Papers 2005, Centre for Macroeconomics (CFM).
  31. Inoue, Atsushi & Rossi, Barbara & Wang, Yiru, 2024. "Local projections in unstable environments," Journal of Econometrics, Elsevier, vol. 244(2).
  32. Martin Feldkircher & Florian Huber, 2018. "Unconventional U.S. Monetary Policy: New Tools, Same Channels?," JRFM, MDPI, vol. 11(4), pages 1-31, October.
  33. Inessa BENCHORA & Aurélien LEROY & Louis RAFFESTIN, 2023. "Is Monetary Policy Transmission Green?," Bordeaux Economics Working Papers 2023-08, Bordeaux School of Economics (BSE).
  34. Elliott, David & Meisenzahl, Ralf R. & Peydró, José-Luis, 2024. "Nonbank lenders as global shock absorbers: Evidence from US monetary policy spillovers," Journal of International Economics, Elsevier, vol. 149(C).
  35. Paul Hubert & Giovanni Ricco, 2018. "Imperfect Information in Macroeconomics," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(3), pages 181-196.
  36. Blot, Christophe & Hubert, Paul & Labondance, Fabien, 2024. "The asymmetric effects of monetary policy on stock price bubbles," European Economic Review, Elsevier, vol. 168(C).
  37. Juvenal, Luciana & Petrella, Ivan, 2024. "Unveiling the dance of commodity prices and the global financial cycle," Journal of International Economics, Elsevier, vol. 150(C).
  38. 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.
  39. 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).
  40. 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.
  41. 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).
  42. 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.
  43. J. Daniel Aromí & Martín Llada, 2024. "Are professional forecasters inattentive to public discussions? The case of inflation in Argentina," Working Papers 300, Red Nacional de Investigadores en Economía (RedNIE).
  44. Paul Hubert & Fabien Labondance, 2019. "Central bank tone and the dispersion of views within monetary policy committees," SciencePo Working papers Main hal-03403256, HAL.
  45. 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.).
  46. Iwasaki, Yuto & Kubota, Hiroyuki & Muto, Ichiro & Shintani, Mototsugu, 2025. "Monetary policy, labor force participation, and wage rigidity," Journal of Economic Dynamics and Control, Elsevier, vol. 175(C).
  47. Almerud, Jakob & Krygier, Dominika & Lundvall , Henrik & Njie, Mambuna, 2024. "Measuring Riksbank Monetary Policy: Shocks and Macroeconomic Transmission," Working Paper Series 445, Sveriges Riksbank (Central Bank of Sweden).
  48. Nadav Ben Zeev, 2019. "Asymmetric Business Cycles In Emerging Market Economies," Working Papers 1909, Ben-Gurion University of the Negev, Department of Economics.
  49. Mody, Ashoka & Nedeljkovic, Milan, 2024. "Central bank policies and financial markets: Lessons from the euro crisis," Journal of Banking & Finance, Elsevier, vol. 158(C).
  50. Miranda-Agrippino, Silvia & Nenova, Tsvetelina, 2022. "A tale of two global monetary policies," Journal of International Economics, Elsevier, vol. 136(C).
  51. Duan, Chengyonghui & Soh, Wei Ni & Ong, Tze San & Abdul Rahim, Norhuda Bt, 2025. "Evidence from financial freedom moderating the relationship between government intervention and financial stability," Finance Research Letters, Elsevier, vol. 72(C).
  52. Jose Vicente Romero & Hernando Vargas-Herrera & Pamela Cardozo & Andrés Murcia, 2020. "Effects of foreign participation in the colombian local public debt market on domestic financial conditions," Borradores de Economia 1115, Banco de la Republica de Colombia.
  53. repec:hal:spmain:info:hdl:2441/sb7ftvod18eb8hqptthmmeddt is not listed on IDEAS
  54. Gökhan Ider & Alexander Kriwoluzky & Frederik Kurcz & Ben Schumann, 2024. "Friend, Not Foe - Energy Prices and European Monetary Policy," Discussion Papers of DIW Berlin 2089, DIW Berlin, German Institute for Economic Research.
  55. 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.
  56. 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).
  57. Velasco, Sofia, 2024. "Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR," Working Paper Series 2983, European Central Bank.
  58. Frederic Boissay & Fabrice Collard & Cristina Manea & Adam Hale Shapiro, 2023. "Monetary Tightening, Inflation Drivers and Financial Stress," Working Paper Series 2023-38, Federal Reserve Bank of San Francisco.
  59. Stephen Hansen & Michael McMahon & Matthew Tong, 2019. "The long-run information effect of central bank communication," Bank of England working papers 777, Bank of England.
  60. Silvia Miranda-Agrippino, 2015. "Unsurprising Shocks: Information, Premia, and the Monetary Transmission," Discussion Papers 1613, Centre for Macroeconomics (CFM), revised Apr 2016.
  61. Alessandri, Piergiorgio & Jordà, Òscar & Venditti, Fabrizio, 2025. "Decomposing the monetary policy multiplier," Journal of Monetary Economics, Elsevier, vol. 152(C).
  62. 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).
  63. Gökhan Ider & Alexander Kriwoluzky & Frederik Kurcz & Ben Schumann, 2023. "The Energy-Price Channel of (European) Monetary Policy," Discussion Papers of DIW Berlin 2033, DIW Berlin, German Institute for Economic Research.
  64. Cristiano Cantore & Filippo Ferroni & Hroon Mumtaz & Angeliki Theophilopoulou, 2022. "A tail of labour supply and a tale of monetary policy," Bank of England working papers 989, Bank of England.
  65. Francesco Jacopo Pintus & Jan P.A.M. Jacobs & Elmer Sterken, 2024. "Fiscal Impacts of Climate Anomalies," CAMA Working Papers 2024-74, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  66. Camara, Santiago, 2025. "Spillovers of US interest rates: Monetary policy & information effects," Journal of International Economics, Elsevier, vol. 154(C).
  67. 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.
  68. Caldara, Dario & Ferrante, Francesco & Iacoviello, Matteo & Prestipino, Andrea & Queralto, Albert, 2024. "The international spillovers of synchronous monetary tightening," Journal of Monetary Economics, Elsevier, vol. 141(C), pages 127-152.
  69. De Simone, Francisco Nadal, 2024. "The transmission of U.S. monetary policy to small open economies," Journal of International Money and Finance, Elsevier, vol. 142(C).
  70. Elijah Broadbent & Huberto M. Ennis & Tyler Pike & Horacio Sapriza, 2024. "Bank Lending Standards and the U.S. Economy," Working Paper 24-07, Federal Reserve Bank of Richmond.
  71. Mario Alloza & Jesús Gonzalo & Carlos Sanz, 2025. "Dynamic Effects of Persistent Shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(4), pages 380-394, June.
  72. Matthias Meier & Timo Reinelt, 2024. "Monetary Policy, Markup Dispersion, and Aggregate TFP," The Review of Economics and Statistics, MIT Press, vol. 106(4), pages 1012-1027, July.
  73. Camelia Minoiu & Andrés Schneider & Min Wei, 2023. "Why Does the Yield Curve Predict GDP Growth? The Role of Banks," Finance and Economics Discussion Series 2023-049, Board of Governors of the Federal Reserve System (U.S.).
  74. Kerssenfischer, Mark & Schmeling, Maik, 2024. "What moves markets?," Journal of Monetary Economics, Elsevier, vol. 145(C).
  75. Jamie Lenney, 2022. "Monetary policy transmission, the labour share and HANK models," Bank of England working papers 960, Bank of England.
  76. Golez, Benjamin & Matthies, Ben, 2025. "Fed information effects: Evidence from the equity term structure," Journal of Financial Economics, Elsevier, vol. 165(C).
  77. 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.
  78. Badics, Milan Csaba & Huszar, Zsuzsa R. & Kotro, Balazs B., 2023. "The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
  79. Georgiadis, Georgios & Müller, Gernot J. & Schumann, Ben, 2024. "Global risk and the dollar," Journal of Monetary Economics, Elsevier, vol. 144(C).
  80. 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.
  81. 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.
  82. Federico Di Pace & Christoph Görtz, 2021. "Monetary Policy, Sectoral Comovement and the Credit Channel," CESifo Working Paper Series 9142, CESifo.
  83. Karau, Sören, 2023. "Monetary policy and Bitcoin," Journal of International Money and Finance, Elsevier, vol. 137(C).
  84. Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Identification with External Instruments in Structual VARs under partial invertibility," Documents de Travail de l'OFCE 2018-24, Observatoire Francais des Conjonctures Economiques (OFCE).
  85. Pagliari, Maria Sole, 2024. "Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies," European Economic Review, Elsevier, vol. 168(C).
  86. Greg Kaplan & Piotr Zoch, 2020. "Markups, Labor Market Inequality and the Nature of Work," Working Papers 2020-09, Becker Friedman Institute for Research In Economics.
  87. Yano, Ritsu & Nakazono, Yoshiyuki & Tango, Kento, 2025. "The transmission of monetary policy shocks: Evidence from Japan," Journal of the Japanese and International Economies, Elsevier, vol. 75(C).
  88. Germano Ruisi, 2019. "Time-Varying Local Projections," Working Papers 891, Queen Mary University of London, School of Economics and Finance.
  89. Kilman, Josefin, 2022. "Monetary Policy Shocks for Sweden," Working Papers 2022:18, Lund University, Department of Economics.
  90. 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).
  91. D’Amico, Stefania & King, Thomas B., 2023. "What does anticipated monetary policy do?," Journal of Monetary Economics, Elsevier, vol. 138(C), pages 123-139.
  92. Xu, Xiangyun & Li, Xing & Meng, Jie & Hu, Xueqi & Ge, Yingfan, 2024. "The impact of the tail risk of demand on corporate investment: Evidence from Chinese manufacturing firms," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
  93. Motto, Roberto & Özen, Kadir, 2022. "Market-stabilization QE," Working Paper Series 2640, European Central Bank.
  94. Marco Pinchetti & Andrzej Szczepaniak, 2024. "Global Spillovers of the Fed Information Effect," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(2), pages 773-819, June.
  95. Bundick, Brent & Herriford, Trenton & Smith, A. Lee, 2024. "The Term Structure of Monetary Policy Uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 160(C).
  96. repec:zbw:bofrdp:2020_003 is not listed on IDEAS
  97. repec:spo:wpmain:info:hdl:2441/27od5pb99881folvtfs8s3k16l is not listed on IDEAS
  98. Laumer, Sebastian & Violaris, Andreas-Entony, 2024. "Unconventional monetary policy and policy foresight," Journal of Economic Dynamics and Control, Elsevier, vol. 164(C).
  99. 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.
  100. 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).
  101. Matthew D. Cocci & Mikkel Plagborg-M{o}ller, 2021. "Standard Errors for Calibrated Parameters," Papers 2109.08109, arXiv.org, revised Jun 2024.
  102. William Barcelona & Danilo Cascaldi-Garcia & Jasper Hoek & Eva Van Leemput, 2022. "What Happens in China Does Not Stay in China," International Finance Discussion Papers 1360, Board of Governors of the Federal Reserve System (U.S.).
  103. 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.
  104. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2023. "Identification with External Instruments in Structural VARs," Journal of Monetary Economics, Elsevier, vol. 135(C), pages 1-19.
  105. 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.
  106. Mr. Tidiane Kinda & Andras Lengyel & Kaustubh Chahande, 2022. "Fiscal Multipliers During Pandemics," IMF Working Papers 2022/149, International Monetary Fund.
  107. 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).
  108. Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena, 2024. "State-dependent local projections," Journal of Econometrics, Elsevier, vol. 244(2).
  109. Ben Zeev, Nadav & Nathan, Daniel, 2024. "The widening of cross-currency basis: When increased FX swap demand meets limits of arbitrage," Journal of International Economics, Elsevier, vol. 152(C).
  110. Yang, Yang & Zhang, Jiqiang & Chen, Sanpan, 2023. "Information effects of monetary policy announcements on oil price," Journal of Commodity Markets, Elsevier, vol. 30(C).
  111. Luisa Corrado & Daniela Fantozzi & Simona Giglioli, 2022. "Real-time inequalities and policies during the pandemic in the US," Temi di discussione (Economic working papers) 1396, Bank of Italy, Economic Research and International Relations Area.
  112. Thore Schlaak & Malte Rieth & Maximilian Podstawski, 2023. "Monetary policy, external instruments, and heteroskedasticity," Quantitative Economics, Econometric Society, vol. 14(1), pages 161-200, January.
  113. Alessandri, Piergiorgio & Gazzani, Andrea & Vicondoa, Alejandro, 2023. "Are the effects of uncertainty shocks big or small?," European Economic Review, Elsevier, vol. 158(C).
  114. Juvenal, Luciana & Petrella, Ivan, 2024. "Reprint of “Unveiling the dance of commodity prices and the global financial cycle”," Journal of International Economics, Elsevier, vol. 149(C).
  115. 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.
  116. repec:hal:spmain:info:hdl:2441/79hle3i1b69dqrocqsjarh6lb1 is not listed on IDEAS
  117. Mr. Anil Ari & Mr. Carlos Mulas-Granados & Mr. Victor Mylonas & Mr. Lev Ratnovski & Wei Zhao, 2023. "One Hundred Inflation Shocks: Seven Stylized Facts," IMF Working Papers 2023/190, International Monetary Fund.
  118. Ricardo Nunes & Ali Ozdagli & Jenny Tang, 2022. "Interest Rate Surprises: A Tale of Two Shocks," Working Papers 2213, Federal Reserve Bank of Dallas.
  119. Eleonora Granziera & Vegard H. Larsen & Greta Meggiorini & Leonardo Melosi, 2025. "Speaking of Inflation: The Influence of Fed Speeches on Expectations," CESifo Working Paper Series 11992, CESifo.
  120. Pablo Aguilar Perez, 2024. "Global Spillovers of US Monetary Policy: New Insights from the Remittance Channel," Working Papers hal-04706954, HAL.
  121. Braun, Robin & Miranda-Agrippino, Silvia & Saha, Tuli, 2025. "Measuring monetary policy in the UK: The UK monetary policy event-study database," Journal of Monetary Economics, Elsevier, vol. 149(C).
  122. Jonathan Hambur & Qazi Haque, 2024. "Can we Use High‐Frequency Data to Better Understand the Effects of Monetary Policy and its Communication? Yes and No!," The Economic Record, The Economic Society of Australia, vol. 100(328), pages 3-43, March.
  123. Georgios Georgiadis & Gernot J. Müller & Ben Schumann, 2023. "Dollar Trinity and the Global Financial Cycle," Discussion Papers of DIW Berlin 2058, DIW Berlin, German Institute for Economic Research.
  124. Lee, Seungyoon & Park, Jongwook, 2022. "Identifying monetary policy shocks using economic forecasts in Korea," Economic Modelling, Elsevier, vol. 111(C).
  125. Liyu Dou & Paul Ho & Thomas A. Lubik, 2023. "Max-Share Misidentification," Working Paper 25-02, Federal Reserve Bank of Richmond.
  126. 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).
  127. Jarociński, Marek, 2022. "Central bank information effects and transatlantic spillovers," Journal of International Economics, Elsevier, vol. 139(C).
  128. Süssmuth, Bernd & Wieschemeyer, Matthias, 2022. "Taxation and the distributional impact of inflation: The U.S. post-war experience," Economic Modelling, Elsevier, vol. 111(C).
  129. Barbara Rossi, 2018. "Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned?," Economics Working Papers 1641, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2020.
  130. 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.
  131. Tsiaras, Stylianos, 2023. "Asset purchases, limited asset markets participation and inequality," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
  132. Yoosoon Chang & Fabio Gomez-Rodriguez & Christian Matthes, 2023. "The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve," CAMA Working Papers 2023-65, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  133. Ho, Paul & Lubik, Thomas A. & Matthes, Christian, 2024. "Averaging impulse responses using prediction pools," Journal of Monetary Economics, Elsevier, vol. 146(C).
  134. List, Sophia & Metiu, Norbert, 2025. "Monetary policy, central bank information, and bank lending: Evidence from German banks," Discussion Papers 06/2025, Deutsche Bundesbank.
  135. Ash, Thomas & Nickelsburg, Jerry, 2024. "Works like a Sahm: Recession indicators and the Sahm rule," Economics Letters, Elsevier, vol. 242(C).
  136. Daniele Colombo & Francesco Toni, 2025. "Understanding Gas Price Shocks: Elasticities, Volatilities, and Macroeconomic Transmission," LEM Papers Series 2025/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  137. Ricardo J. Caballero & Alp Simsek, 2022. "Monetary Policy with Opinionated Markets," American Economic Review, American Economic Association, vol. 112(7), pages 2353-2392, July.
  138. Gao, Jiti & Peng, Bin & Wu, Wei Biao & Yan, Yayi, 2024. "Time-varying multivariate causal processes," Journal of Econometrics, Elsevier, vol. 240(1).
  139. 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.
  140. Benjamin Garcia & Arsenios Skaperdas, 2017. "Inferring the Shadow Rate from Real Activity," Finance and Economics Discussion Series 2017-106, Board of Governors of the Federal Reserve System (U.S.).
  141. Adra, Samer & Menassa, Elie, 2021. "Monetary policy and information production in the secondary market," Economics Letters, Elsevier, vol. 207(C).
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