IDEAS home Printed from https://ideas.repec.org/r/boj/bojwps/13-e-7.html

Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Stéphane Lhuissier & Benoît Mojon & Juan Rubio-Ramírez, 2020. "Does the Liquidity Trap Exist?," Working Papers 2020-04, FEDEA.
  2. Fumio Hayashi & Junko Koeda, 2013. "A Regime-Switching SVAR Analysis of Quantitative Easing," CARF F-Series CARF-F-322, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  3. Annika Camehl & Tomasz Wo'zniak, 2023. "Time-Varying Identification of Monetary Policy Shocks," Papers 2311.05883, arXiv.org, revised May 2024.
  4. Mike West, 2020. "Reply to Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions”," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(1), pages 41-44, February.
  5. Michaelis, Henrike & Watzka, Sebastian, 2014. "Are there Differences in the Effectiveness of Quantitative Easing in Japan over Time?," Discussion Papers in Economics 21087, University of Munich, Department of Economics.
  6. Georgiadis, Georgios & Jančoková, Martina, 2020. "Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
  7. Nagao, Ryoya & Kondo, Yoshihiro & Nakazono, Yoshiyuki, 2021. "The macroeconomic effects of monetary policy: Evidence from Japan," Journal of the Japanese and International Economies, Elsevier, vol. 61(C).
  8. Alexandra Ferreira‐Lopes & Pedro Linhares & Luís Filipe Martins & Tiago Neves Sequeira, 2022. "Quantitative easing and economic growth in Japan: A meta‐analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 36(1), pages 235-268, February.
  9. Kiyotaka Nakashima & Masahiko Shibamoto & Koji Takahashi, 2024. "Identifying Quantitative and Qualitative Monetary Policy Shocks," International Journal of Central Banking, International Journal of Central Banking, vol. 20(3), pages 1-61, July.
  10. Fumio Hayashi & Junko Koeda, 2014. "Exiting from QE," NBER Working Papers 19938, National Bureau of Economic Research, Inc.
  11. Dekle, Robert & Hamada, Koichi, 2015. "Japanese monetary policy and international spillovers," Journal of International Money and Finance, Elsevier, vol. 52(C), pages 175-199.
  12. Cone, Thomas E., 2022. "Learning with unobserved regimes," Journal of Macroeconomics, Elsevier, vol. 73(C).
  13. Renzhi, Nuobu, 2022. "Do house prices play a role in unconventional monetary policy transmission in Japan?," Journal of Asian Economics, Elsevier, vol. 83(C).
  14. Huber, Florian & Kastner, Gregor & Feldkircher, Martin, 2016. "Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model," Department of Economics Working Paper Series 235, WU Vienna University of Economics and Business.
  15. Ryuzo Miyao & Tatsuyoshi Okimoto, 2020. "Regime shifts in the effects of Japan’s unconventional monetary policies," Manchester School, University of Manchester, vol. 88(6), pages 749-772, December.
  16. Ryuzo MIYAO & Tatsuyoshi OKIMOTO, 2017. "The Macroeconomic Effects of Japan's Unconventional Monetary Policies," Discussion papers 17065, Research Institute of Economy, Trade and Industry (RIETI).
  17. Hiroyuki Kubota & Mototsugu Shintani, 2020. "High-frequency Identification of Unconventional Monetary Policy Shocks in Japan," CARF F-Series CARF-F-502, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  18. Morita, Hiroshi, 2015. "Japanese Fiscal Policy under the Zero Lower Bound of Nominal Interest Rates: Time-Varying Parameters Vector Autoregression," Discussion Paper Series 627, Institute of Economic Research, Hitotsubashi University.
  19. Gerti Shijaku, 2015. "The Macroeconomic Pass-through Effects of Monetary Policy through Sign Restrictions Approach: In the Case of Albania," IHEID Working Papers 11-2015, Economics Section, The Graduate Institute of International Studies.
  20. Kiyotaka Nakashima & Masahiko Shibamoto & Koji Takahashi, 2017. "Identifying Unconventional Monetary Policy Shocks," Discussion Paper Series DP2017-05, Research Institute for Economics & Business Administration, Kobe University, revised Apr 2017.
  21. Michaelis, Henrike & Watzka, Sebastian, 2017. "Are there differences in the effectiveness of quantitative easing at the zero-lower-bound in Japan over time?," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 204-233.
  22. Tanahara, Yusuke & Tango, Kento & Nakazono, Yoshiyuki, 2023. "Information effects of monetary policy," Journal of the Japanese and International Economies, Elsevier, vol. 70(C).
  23. Filipa Lima & Sonia Mota, 2017. "Unconventional monetary policy - is there a call for unconventional statistics?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
  24. Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2020. "International effects of a compression of euro area yield curves," Journal of Banking & Finance, Elsevier, vol. 113(C).
  25. Bäurle Gregor & Kaufmann Daniel & Kaufmann Sylvia & Strachan Rodney, 2020. "Constrained interest rates and changing dynamics at the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-26, April.
  26. Hanisch, Max, 2017. "The effectiveness of conventional and unconventional monetary policy: Evidence from a structural dynamic factor model for Japan," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 110-134.
  27. Kansho Piotr Otsubo, 2018. "The Effects of Fiscal and Monetary Policies in Japan: What Combination of Policies Should Be Used?," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 9(01n02), pages 1-25, February.
  28. Yuto Iwasaki & Nao Sudo, 2017. "Myths and Observations on Unconventional Monetary Policy -- Takeaways from Post-Bubble Japan --," Bank of Japan Working Paper Series 17-E-11, Bank of Japan.
  29. Koeda, Junko, 2019. "Macroeconomic effects of quantitative and qualitative monetary easing measures," Journal of the Japanese and International Economies, Elsevier, vol. 52(C), pages 121-141.
  30. 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).
  31. Hiroyuki Ijiri & Yoichi Matsubayashi, 2016. "Quantitative Easing Policy, Exchange Rates and Business Activity by Industry in Japan from 2001-2006," Discussion Papers 1611, Graduate School of Economics, Kobe University.
  32. Ahmed Ashour Abdullah & Ahmed Mohamed Hassanien, 2022. "Spillovers of US Unconventional Monetary Policy to Emerging Markets: Evidence from Egypt," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 14(6), pages 1-1, June.
  33. Tatsuki Okamoto & Yoichi Matsubayashi, 2017. "Empirical Evidence from a Japanese Lending Survey within the TVP-VAR Framework: Does the Credit Channel Matter for Monetary Policy?," Discussion Papers 1709, Graduate School of Economics, Kobe University.
  34. Andrew Filardo & Jouchi Nakajima, 2018. "Effectiveness of unconventional monetary policies in a low interest rate environment," BIS Working Papers 691, Bank for International Settlements.
  35. 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.
  36. Hiroyuki Kubota & Mototsugu Shintani, 2025. "Macroeconomic effects of monetary policy in Japan: an analysis using interest rate futures surprises," Empirical Economics, Springer, vol. 68(2), pages 783-801, February.
  37. Florian Huber & Gregor Kastner & Martin Feldkircher, 2019. "Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 621-640, August.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.