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Monetary policy transmission in the United Kingdom: A high frequency identification approach

Citations

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Cited by:

  1. Boer, Lukas & Lütkepohl, Helmut, 2021. "Qualitative versus quantitative external information for proxy vector autoregressive analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
  2. 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).
  3. Geiger, Martin & Güntner, Jochen, 2024. "The chronology of Brexit and UK monetary policy," Journal of Monetary Economics, Elsevier, vol. 142(C).
  4. Derrick Kanngiesser & Tim Willems, 2024. "Forecast accuracy and efficiency at the Bank of England – and how errors can be leveraged to do better," Bank of England working papers 1078, Bank of England.
  5. Weale, Martin & Wieladek, Tomasz, 2022. "Financial effects of QE and conventional monetary policy compared," Journal of International Money and Finance, Elsevier, vol. 127(C).
  6. Diego Comin & Javier Quintana & Tom Schmitz & Antonella Trigari, 2021. "Measuring TFP: The role of profits, adjustment costs, and capacity utilization," Working Papers 2143, Banco de España.
  7. Aniello Piscopo, 2026. "Informal labor market, inflation and monetary policy," Working Papers 569, University of Milano-Bicocca, Department of Economics.
  8. Ricardo Nunes & Ali Ozdagli & Jenny Tang, 2022. "Interest Rate Surprises: A Tale of Two Shocks," Working Papers 2213, Federal Reserve Bank of Dallas.
  9. Tenreyro, Silvana, 2022. "The Economy And Policy Trade-Offs," National Institute Economic Review, National Institute of Economic and Social Research, vol. 262, pages 51-65, November.
  10. Betchani H. M. Tchereni & Ahmad Makawa & Fredrick Banda, 2022. "Effectiveness of the Asset Price Channel as a Monetary Policy Transmission Mechanism in Malawi: Evidence from Time Series Data," International Journal of Economics and Financial Issues, Econjournals, vol. 12(5), pages 160-168, September.
  11. Motegi, Kaiji & Iitsuka, Yoshitaka, 2023. "Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
  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. Ayoub Rabhi & Brandon Parsons, 2024. "How is Central Bank Independence Shaping Income Inequality in Developing Countries?," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 30(2), pages 159-176, May.
  14. Choi, Sangyup & Willems, Tim & Yoo, Seung Yong, 2024. "Revisiting the monetary transmission mechanism through an industry-level differential approach," Journal of Monetary Economics, Elsevier, vol. 145(C).
  15. Martin Bruns & Helmut Lütkepohl, 2026. "Review of Proxy Vector Autoregressive Analysis," Reviews of Economic Literature, Stanford University Press, vol. 1.
  16. Andrade, Philippe & Ferroni, Filippo & Melosi, Leonardo, 2024. "Higher-Order Moment Inequality Restrictions for SVARs," The Warwick Economics Research Paper Series (TWERPS) 1537, University of Warwick, Department of Economics.
  17. Paul Hubert & Becky Maule, 2021. "Policy and Macro Signals from Central Bank Announcements," International Journal of Central Banking, International Journal of Central Banking, vol. 17(2), pages 255-296, June.
  18. Stéphane Lhuissier & Urszula Szczerbowicz, 2022. "Monetary Policy and Corporate Debt Structure," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 497-515, June.
  19. Khamdan Rifa'i, 2023. "The Economic Impact of the US Unconventional Monetary Policy, Global Commodity Shocks, and Oil Price Shocks on ASEAN 3," International Journal of Energy Economics and Policy, Econjournals, vol. 13(5), pages 616-624, September.
  20. Lukas Boer & Helmut Lütkepohl, 2020. "A Simple Instrument for Proxy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin 1905, DIW Berlin, German Institute for Economic Research.
  21. Benchimol, Jonathan & Gamrasni, Inon & Kahn, Michael & Ribon, Sigal & Saadon, Yossi & Ben-Ze’ev, Noam & Segal, Asaf & Shizgal, Yitzchak, 2022. "The interaction between domestic monetary policy and macroprudential policy in Israel," Economic Modelling, Elsevier, vol. 112(C).
  22. 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).
  23. Helmut Lütkepohl & Thore Schlaak, 2022. "Heteroscedastic Proxy Vector Autoregressions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1268-1281, June.
  24. Funke, Michael & Li, Xiang & Zhong, Doudou, 2023. "Household indebtedness, financial frictions and the transmission of monetary policy to consumption: Evidence from China," Emerging Markets Review, Elsevier, vol. 55(C).
  25. 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.
  26. Comin, Diego & Quintana Gonzalez, Javier & Schmitz, Tom & Trigari, Antonella, 2020. "Revisiting Productivity Dynamics in Europe: A New Measure of Utilization-Adjusted TFP Growth," CEPR Discussion Papers 15402, Centre for Economic Policy Research.
  27. Anil Ari & Carlos Mulas-Granados & Victor Mylonas & Lev Ratnovski & Wei Zhao, 2026. "One Hundred Inflation Shocks: Seven Stylized Facts," International Journal of Central Banking, International Journal of Central Banking, vol. 22(1), pages 391-548, January.
  28. Natalie Burr, 2025. "Do inflation expectations respond to monetary policy? An empirical analysis for the United Kingdom," Bank of England working papers 1109, Bank of England.
  29. De Marco, Filippo & Kneer, Christiane & Wieladek, Tomasz, 2021. "The real effects of capital requirements and monetary policy: Evidence from the United Kingdom," Journal of Banking & Finance, Elsevier, vol. 133(C).
  30. Wenni Lei & Dongzhou Mei & Mi Zhang, 2024. "Global Spillovers of China's Monetary Policy," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 32(3), pages 1-30, May.
  31. Philippe Andrade & Filippo Ferroni & Leonardo Melosi, 2023. "Identification Using Higher-Order Moments Restrictions," Working Paper Series WP 2023-28, Federal Reserve Bank of Chicago.
  32. Laséen, Stefan, 2020. "Monetary Policy Surprises, Central Bank Information Shocks, and Economic Activity in a Small Open Economy," Working Paper Series 396, Sveriges Riksbank (Central Bank of Sweden).
  33. Mumtaz, Haroon & Theophilopoulou, Angeliki, 2020. "Monetary policy and wealth inequality over the great recession in the UK. An empirical analysis," European Economic Review, Elsevier, vol. 130(C).
  34. 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.
  35. Tomas Key & Jamie Lenney, 2024. "The impact of aggregate fluctuations across the UK income distribution," Bank of England working papers 1083, Bank of England.
  36. Christopher D. Cotton, 2025. "The Predictability of Global Monetary Policy Surprises," Working Papers 25-14, Federal Reserve Bank of Boston.
  37. Haroon Mumtaz & Jumana Saleheen & Roxane Spitznagel, 2023. "Keep it Simple: Central Bank Communication and Asset Prices," Working Papers 960, Queen Mary University of London, School of Economics and Finance.
  38. Shovon Sengupta & Sunny Kumar Singh & Tanujit Chakraborty, 2025. "Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks," Papers 2510.23347, arXiv.org.
  39. Di Pace, Federico & Mangiante, Giacomo & Masolo, Riccardo M., 2025. "Do firm expectations respond to monetary policy announcements?," Journal of Monetary Economics, Elsevier, vol. 149(C).
  40. Martin Bruns & Helmut Lütkepohl, 2026. "Review of Proxy Vector and Autoregressive Analysis," University of East Anglia School of Economics Working Paper Series 2026-01, School of Economics, University of East Anglia, Norwich, UK..
  41. Hamdi Jbir, 2024. "Financial stability communication: the case of the Bank of England practices," Economics Bulletin, AccessEcon, vol. 44(4), pages 1500-1512.
  42. Matthieu Bussière & Jin Cao & Jakob de Haan & Robert Hills & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Sonalika Sinha & Rhiannon Sowerbutts & Konstantin Styrin, 2021. "The interaction between macroprudential policy and monetary policy: Overview," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 1-19, February.
  43. 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).
  44. Diego A. Comin & Javier Quintana Gonzalez & Tom G. Schmitz & Antonella Trigari, 2020. "A New Measure of Utilization-adjusted TFP Growth for Europe and the United States," NBER Working Papers 28008, National Bureau of Economic Research, Inc.
  45. 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).
  46. Nick Stenner, 2022. "The Asymmetric Effects of Monetary Policy: Evidence from the United Kingdom," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 516-543, June.
  47. Hamdi Jbir, 2025. "Does financial stability communication affect financial asset prices? Evidence from the Bank of England's communication experiment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 1831-1855, April.
  48. Marco Moreno & Simone Cima, 2024. "Monetary policy shocks and their effects across the wealth distribution: evidence from new European data," Trinity Economics Papers tep0524, Trinity College Dublin, Department of Economics, revised Mar 2025.
  49. Ranjan Kumar Mohanty & N R Bhanumurthy, 2020. "Asymmetric Monetary Policy Transmission in India:Does Financial Friction Matter?," BASE University Working Papers 03/2020, BASE University, Bengaluru, India.
  50. Weale, Martin & Wieladek, Tomasz, 2025. "What are the macroeconomic effects of state-dependent forward guidance?," Journal of Economic Dynamics and Control, Elsevier, vol. 178(C).
  51. 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).
  52. Christos Tzomakas, 2026. "Monetary policy transmission and the yield curve: the role of external market factors against the backdrop of Brexit," Empirical Economics, Springer, vol. 70(1), pages 1-42, January.
  53. Tomas Key & Jamie Lenney, 2024. "The Impact of Aggregate Fluctuations Across the UK Income Distribution," Discussion Papers 2430, Centre for Macroeconomics (CFM).
  54. Colciago, Andrea & Silvestrini, Riccardo, 2022. "Monetary policy, productivity, and market concentration," European Economic Review, Elsevier, vol. 142(C).
  55. Anastasios Evgenidis & Apostolos Fasianos, 2025. "AI news shocks and the macroeconomy: evidence from UK patent data," IFS Working Papers W25/48, Institute for Fiscal Studies.
  56. Fanelli, Luca & Marsi, Antonio, 2022. "Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks," European Economic Review, Elsevier, vol. 150(C).
  57. Philip Bunn & Jagjit Chadha & Thomas Lazarowicz & Stephen Millard & Emma Rockall, 2021. "Household debt and labour supply," Bank of England working papers 941, Bank of England.
  58. Bruns, Martin & Lütkepohl, Helmut, 2025. "Comparing external and internal instruments for vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 177(C).
  59. Rodrigo Barria & Gabor Pinter, 2023. "Mispricing in inflation markets," Bank of England working papers 1034, Bank of England.
  60. Maxime Menuet & Hugo Oriola & Patrick Villieu, 2024. "Do conservative central bankers weaken the chances of conservative politicians?," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 62(4), pages 681-738, June.
  61. Jbir, Hamdi, 2024. "Impact of monetary and macroprudential policy shocks on systemic risk: what role for the central bank governance ?," MPRA Paper 125437, University Library of Munich, Germany, revised 2025.
  62. Vania Esady, 2022. "Real and nominal effects of monetary shocks under time-varying disagreement," Bank of England working papers 1007, Bank of England.
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