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Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy

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  1. Nobel for Sargent and Sims
    by Alex Tabarrok in Marginal Revolution on 2011-10-10 16:48:26

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Cited by:

  1. Kui-Wai Li, 2013. "The US monetary performance prior to the 2008 crisis," Applied Economics, Taylor & Francis Journals, vol. 45(24), pages 3450-3461, August.
  2. RenÈ Garcia, 2002. "Are the Effects of Monetary Policy Asymmetric?," Economic Inquiry, Western Economic Association International, vol. 40(1), pages 102-119, January.
  3. Juan José Echavarría & Andrés González, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 30(69), pages 14-66, December.
  4. Lahura, Erick, 2012. "Midiendo los efectos de la política monetaria a través de las expectativas de mercado," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 23, pages 39-52.
  5. Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, 2009. "Deutschland im internationalen Konjunkturzusammenhang. Expertise im Auftrag der Bundesregierung," Occasional Reports / Expertisen, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, number 75372, August.
  6. Ahmed, Habib, 1998. "Responses in output to monetary shocks and the interest rate: a rational expectations model with working capital," Economics Letters, Elsevier, vol. 61(3), pages 351-358, December.
  7. Ellison, Martin & Scott, Andrew, 2000. "Sticky prices and volatile output," Journal of Monetary Economics, Elsevier, vol. 46(3), pages 621-632, December.
  8. Woon Gyu Choi & Yungsan Kim, 2001. "Monetary Policy and Corporate Liquid Asset Demand," IMF Working Papers 01/177, International Monetary Fund.
  9. Marvin Goodfriend, "undated". "Interest rate policy and the inflation scare problem: 1979-1992," Economic Quarterly y:1993:i:win:p:1-24, Federal Reserve Bank of Richmond.
  10. Fung, Ben Siu-cheong & Kasumovich, Marcel, 1998. "Monetary shocks in the G-6 countries: Is there a puzzle?," Journal of Monetary Economics, Elsevier, vol. 42(3), pages 575-592, October.
  11. 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.
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  13. Qian, Hang, 2012. "Essays on statistical inference with imperfectly observed data," ISU General Staff Papers 201201010800003618, Iowa State University, Department of Economics.
  14. Roberto Tatiwa Ferreira & Ivan Castelar, 2008. "Nonlinearities and Price Puzzle in Brazil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 9(1), pages 47-62.
  15. Ethan Ilzetzki & Carmen M Reinhart & Kenneth S Rogoff, 2019. "Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?," The Quarterly Journal of Economics, Oxford University Press, vol. 134(2), pages 599-646.
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  18. Paul Hubert & Giovanni Ricco, 2018. "Imperfect Information in Macroeconomics," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(3), pages 181-196.
  19. Jérôme Héricourt & Iuliana Matei, 2007. "Transmission de la politique monétaire dans les pays d'E urope centrale et orientale : que savons-nous vraiment ?," Economie & Prévision, La Documentation Française, vol. 0(4), pages 221-238.
  20. Charles L. Evans & Kenneth N. Kuttner, 1998. "Can VAR's describe monetary policy?," Working Paper Series WP-98-19, Federal Reserve Bank of Chicago.
  21. Markku Lanne & Helmut Luetkepohl, 2008. "A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks," Economics Working Papers ECO2008/23, European University Institute.
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  24. Li, Yun Daisy & Iscan, Talan B. & Xu, Kuan, 2010. "The impact of monetary policy shocks on stock prices: Evidence from Canada and the United States," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 876-896, September.
  25. Stock, James H. & Watson, Mark W., 1999. "Forecasting inflation," Journal of Monetary Economics, Elsevier, vol. 44(2), pages 293-335, October.
  26. Alexandru Minea & Christophe Rault, 2011. "External Monetary Shocks and Monetary Integration: Evidence from the Bulgarian Currency Board," CESifo Working Paper Series 3409, CESifo.
  27. Zsolt Darvas, 2013. "Monetary transmission in three central European economies: evidence from time-varying coefficient vector autoregressions," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 40(2), pages 363-390, May.
  28. Sebastian Ankargren & Mårten Bjellerup & Hovick Shahnazarian, 2017. "The importance of the financial system for the real economy," Empirical Economics, Springer, vol. 53(4), pages 1553-1586, December.
  29. Collard, Fabrice & Ertz, Guy, 1996. "Stochastic Nominal Wage Contacts in a Cash-in-Advance Model," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1997017, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Jul 1997.
  30. Wu, Tao, 2006. "Macro Factors and the Affine Term Structure of Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(7), pages 1847-1875, October.
  31. Ono, Shigeki, 2013. "The effects of foreign exchange and monetary policies in Russia," Economic Systems, Elsevier, vol. 37(4), pages 522-541.
  32. Eugenio Gaiotti & Alessandro Secchi, 2004. "Is there a cost channel of monetary policy transmission? An investigation into the pricing behaviour of 2,000 firms," Temi di discussione (Economic working papers) 525, Bank of Italy, Economic Research and International Relations Area.
  33. Edith Skriner, 2008. "Forecasting Global Flows," FIW Working Paper series 009, FIW.
  34. Accolley, Delali, 2018. "Accounting for Busines Cycles in Canada: II. The Role of Money," MPRA Paper 85481, University Library of Munich, Germany.
  35. Yu Hsing, 2014. "Monetary Policy Transmission and Bank Lending In South Korea and Policy Implications," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 4(11), pages 1674-1680, November.
  36. International Monetary Fund, 2008. "Is Monetary Policy Effective When Credit is Low?," IMF Working Papers 08/288, International Monetary Fund.
  37. Federico Di Pace & Matthias Hertweck, 2019. "Labor Market Frictions, Monetary Policy, and Durable Goods," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 32, pages 274-304, April.
  38. Marvin Goodfriend, 1993. "Interest rate policy and the inflation scare problem: 1979-1992," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 1-24.
  39. Urzúa, Carlos M., 2008. "A Back-of-the-Envelope Rule to Identify Atheoretical VARs," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 28(2), November.
  40. Giovannoni, Francesco & de Dios Tena, Juan, 2008. "Market concentration, macroeconomic uncertainty and monetary policy," European Economic Review, Elsevier, vol. 52(6), pages 1097-1123, August.
  41. Sellin, Peter, 1998. "Monetary Policy and the Stock Market: Theory and Empirical Evidence," Working Paper Series 72, Sveriges Riksbank (Central Bank of Sweden).
  42. Saibal Ghosh, 2009. "Industry Effects of Monetary Policy: Evidence from India," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 44(1), pages 89-105, July.
  43. Gaffeo, E. & Petrella, I. & Pfajfar, D. & Santoro, E., 2010. "Reference-dependent Preferences and the Transmission of Monetary Policy," Discussion Paper 2010-111, Tilburg University, Center for Economic Research.
  44. Stephane Auray & Fabrice Collard & Patrick Feve, 2005. "Habit Persistence, Money Growth Rule and Real Indeterminacy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(1), pages 48-67, January.
  45. Roberto Tamborini, 2007. "Rescuing the LM (and the money market) in a modern Macro course," Department of Economics Working Papers 0706, Department of Economics, University of Trento, Italia.
  46. Marika Karanassou & Hector Sala & Dennis J. Snower, 2008. "The Evolution Of Inflation And Unemployment: Explaining The Roaring Nineties," Australian Economic Papers, Wiley Blackwell, vol. 47(4), pages 334-354, December.
  47. Brissimis, Sophocles N. & Magginas, Nicholas S., 2006. "Forward-looking information in VAR models and the price puzzle," Journal of Monetary Economics, Elsevier, vol. 53(6), pages 1225-1234, September.
  48. Jérôme Héricourt, 2005. "Monetary policy transmission in the CEECs : revisited results using alternative econometrics," Cahiers de la Maison des Sciences Economiques bla05020, Université Panthéon-Sorbonne (Paris 1).
  49. Terence Tai Leung Chong & M. S. Rafiq & Tingting Juni Zhu & Zhang Wu, 2019. "Are Prices Sticky In Large Developing Economies? An Empirical Comparison Of China And India," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(02), pages 341-363, March.
  50. Falck, Elisabeth & Hoffmann, Mathias & Hürtgen, Patrick, 2017. "Disagreement and monetary policy," Discussion Papers 29/2017, Deutsche Bundesbank.
  51. Lütkepohl, Helmut & Woźniak, Tomasz, 2020. "Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
  52. Tamborini, Roberto, 2009. "The "Credit-Cost Channel" of Monetary Policy. A Theoretical Assessment," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 3, pages 1-23.
  53. Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2018. "Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-14, Economic Statistics Centre of Excellence (ESCoE).
  54. Laopodis, Nikiforos T., 2013. "Monetary policy and stock market dynamics across monetary regimes," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 381-406.
  55. Ronald Lange, 2005. "Determinants of the long-term yield in Canada: an open economy VAR approach," Applied Economics, Taylor & Francis Journals, vol. 37(6), pages 681-693.
  56. Michael T. Belongia & Peter N. Ireland, 2013. "Instability: Monetary and Real," Boston College Working Papers in Economics 830, Boston College Department of Economics.
  57. Arratibel, Olga & Michaelis, Henrike, 2013. "The Impact of Monetary Policy and Exchange Rate Shocks in Poland: Evidence from a Time-Varying VAR," Discussion Papers in Economics 21088, University of Munich, Department of Economics.
  58. Richard Kwabi Ayisi & Joseph Adu, 2017. "Monetary Policy in a Markov-Switching VECM: Implications for the Cost of Disinflation in Ghana," American Journal of Economics and Business Administration, Science Publications, vol. 8(2), pages 53-61, March.
  59. Mahmood-ul-Hasan Khan, 2008. "Short Run Effects of an Unanticipated Change in Monetary Policy: Interpreting Macroeconomic Dynamics in Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 4, pages 1-30.
  60. 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.
  61. Andrew Ang & Sen Dong & Monika Piazzesi, 2005. "No-arbitrage Taylor rules," Proceedings, Federal Reserve Bank of San Francisco.
  62. Tatjana Dahlhaus & Garima Vasishtha, 2014. "The Impact of U.S. Monetary Policy Normalization on Capital Flows to Emerging-Market Economies," Staff Working Papers 14-53, Bank of Canada.
  63. Efrem Castelnuovo & Paolo Surico, 2005. "The Price Puzzle: Fact or Artefact?," Macroeconomics 0505015, University Library of Munich, Germany, revised 19 Jul 2005.
  64. Carlos José García, 2001. "Políticas de Estabilización en Chile Durante los Noventa," Working Papers Central Bank of Chile 132, Central Bank of Chile.
  65. d’Albis, Hippolyte & Boubtane, Ekrame & Coulibaly, Dramane, 2019. "Immigration and public finances in OECD countries," Journal of Economic Dynamics and Control, Elsevier, vol. 99(C), pages 116-151.
  66. Simon Beyeler & Sylvia Kaufmann, 2016. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08, Swiss National Bank, Study Center Gerzensee.
  67. Hülsewig Oliver & Winker Peter & Worms Andreas, 2004. "Bank Lending and Monetary Policy Transmission: A VECM Analysis for Germany / Bankkredite und geldpolitische Transmission: Eine VECM Analyse für Deutschland," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 224(5), pages 511-529, October.
  68. Rocha Lima, Elcyon Caiado & Martinez, Thiago Sevilhano & Cerqueira, Vinícius Santos, 2018. "Monetary Policy and Exchange Rate: Effects on Disaggregated Prices in a FAVAR Model for Brazil," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 38(1), May.
  69. Mala Raghavan & Mardi Dungey, 2015. "Should ASEAN-5 monetary policy-makers act pre-emptively against stock market bubbles?," Applied Economics, Taylor & Francis Journals, vol. 47(11), pages 1086-1105, March.
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  74. Alfred A. Haug & Christie Smith, 2012. "Local Linear Impulse Responses for a Small Open Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(3), pages 470-492, June.
  75. Aguiar-Conraria, Luís & Azevedo, Nuno & Soares, Maria Joana, 2008. "Using wavelets to decompose the time–frequency effects of monetary policy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(12), pages 2863-2878.
  76. Benedict J. Clements & Zenon Kontolemis & Joaquim Vieira Ferreira Levy, 2001. "Monetary Policy Under EMU; Differences in the Transmission Mechanism?," IMF Working Papers 01/102, International Monetary Fund.
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