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Citations for "Monetary disturbances matter for business fluctuations in the G-7"

by Canova, Fabio & Nicolo, Gianni De

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  1. Uhlig, Harald, 2001. "Did the Fed surprise the markets in 2001? A case study for VARs with sign restrictions," SFB 373 Discussion Papers 2001,98, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  2. Peersman, Gert & Straub, Roland, 2004. "Technology shocks and robust sign restrictions in a euro area SVAR," Working Paper Series 0373, European Central Bank.
  3. Eric Mayer & Sebastian Rüth & Johann Scharler, 2014. "Total Factor Productivity and the Propagation of Shocks; Empirical Evidence and Implications for the Business Cycle," Working Papers 2014-25, Faculty of Economics and Statistics, University of Innsbruck.
  4. Lanne, Markku & Lütkepohl, Helmut & Maciejowska, Katarzyna, 2010. "Structural vector autoregressions with Markov switching," Journal of Economic Dynamics and Control, Elsevier, vol. 34(2), pages 121-131, February.
  5. Valcarcel, Victor J. & Wohar, Mark E., 2013. "Changes in the oil price-inflation pass-through," Journal of Economics and Business, Elsevier, vol. 68(C), pages 24-42.
  6. Hernán Rincón-Castro & Norberto Rodríguez-Niño & John Castro-Pantoja, 2017. "Perturbaciones macroeconómicas, tasa de cambio y pass-through sobre precios," Borradores de Economia 982, Banco de la Republica de Colombia.
  7. Efrem Castelnuovo, 2016. "Monetary policy shocks and Cholesky VARs: an assessment for the Euro area," Empirical Economics, Springer, vol. 50(2), pages 383-414, March.
  8. Valerie A. Ramey, 2016. "Macroeconomic Shocks and Their Propagation," NBER Working Papers 21978, National Bureau of Economic Research, Inc.
  9. Jim Malley & Apostolis Philippopoulos & Ulrich Woitek, 2007. "To React or Not? Fiscal Policy, Volatility and Welfare in the EU-3," CESifo Working Paper Series 1919, CESifo Group Munich.
  10. Chang Shu & Dong He & Honglin Wang & Jinyue Dong, 2015. "The influence of Chinese and US financial markets on Asia-Pacific," BIS Papers chapters, in: Bank for International Settlements (ed.), Cross-border Financial Linkages: Challenges for Monetary Policy and Financial Stability, volume 82, pages 7-24 Bank for International Settlements.
  11. Antonio Ribba & Antonella Cavallo, 2014. "Common Macroeconomic Shocks and Business Cycle Fluctuations in Euro Area Countries," EcoMod2014 6739, EcoMod.
  12. Mumtaz, Haroon & Zabczyk, Pawel & Ellis, Colin, 2009. "What lies beneath: what can disaggregated data tell us about the behaviour of prices?," Bank of England working papers 364, Bank of England.
  13. Oxana Babecka Kucharcukova & Michal Franta & Dana Hajkova & Petr Kral & Ivana Kubicova & Anca Podpiera & Branislav Saxa, 2013. "What We Know About Monetary Policy Transmission in the Czech Republic: Collection of Empirical Results," Research and Policy Notes 2013/01, Czech National Bank, Research Department.
  14. Finlay, Richard & Jääskelä, Jarkko P., 2014. "Credit supply shocks and the global financial crisis in three small open economies," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 270-276.
  15. Miguel Almunia & Agustín S. Bénétrix & Barry Eichengreen & Kevin H. O'Rourke & Gisela Rua, 2009. "From Great Depression to Great Credit Crisis: Similarities, Differences and Lessons," NBER Working Papers 15524, National Bureau of Economic Research, Inc.
  16. Marek Rusnak & Tomas Havranek & Roman Horvath, 2011. "How to Solve the Price Puzzle? A Meta-Analysis," CERGE-EI Working Papers wp446, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  17. Arias, Jonas E. & Rubio-Ramirez, Juan F. & Waggoner, Daniel F., 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," International Finance Discussion Papers 1100, Board of Governors of the Federal Reserve System (U.S.).
  18. Marek Jarocinski, 2010. "Responses to monetary policy shocks in the east and the west of Europe: a comparison," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(5), pages 833-868.
  19. Adam Elbourne & Fabio Duchi, 2016. "Credit Supply Shocks in the Netherlands," CPB Discussion Paper 320, CPB Netherlands Bureau for Economic Policy Analysis.
  20. Fabio Canova & Luca Gambetti, 2003. "Structural changes in the US economy: is there a role for monetary policy?," Economics Working Papers 918, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008.
  21. 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.).
  22. Dees, Stéphane, 2016. "Credit, asset prices and business cycles at the global level," Economic Modelling, Elsevier, vol. 54(C), pages 139-152.
  23. Konstantin A. Kholodilin & Aleksei Netsunajev, 2016. "Crimea and Punishment: The Impact of Sanctions on Russian and European Economies," Discussion Papers of DIW Berlin 1569, DIW Berlin, German Institute for Economic Research.
  24. Pooyan Amir‐Ahmadi & Christian Matthes & Mu‐Chun Wang, 2016. "Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century," Quantitative Economics, Econometric Society, vol. 7(2), pages 591-611, 07.
  25. Renée Fry & Adrian Pagan, 2011. "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," Journal of Economic Literature, American Economic Association, vol. 49(4), pages 938-960, December.
  26. Bian, Timothy Yang & Gete, Pedro, 2015. "What drives housing dynamics in China? A sign restrictions VAR approach," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 96-112.
  27. An, Lian, 2006. "Exchange Rate Pass-Through:Evidence Based on Vector Autoregression with Sign Restrictions," MPRA Paper 527, University Library of Munich, Germany.
  28. Michael Pedersen & Miguel Ricaurte B., 2014. "Effects of Oil-Price Shocks on The Economies Of Chile and Its Trading Partners," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 17(1), pages 38-65, April.
  29. Helmut Lütkepohl, 2013. "Reducing confidence bands for simulated impulse responses," Statistical Papers, Springer, vol. 54(4), pages 1131-1145, November.
  30. Neville Francis & Michael T. Owyang & Athena T. Theodorou, 2003. "The use of long-run restrictions for the identification of technology shocks," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 53-66.
  31. Joao Sousa & Andrea Zaghini, 2007. "Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers," Temi di discussione (Economic working papers) 629, Bank of Italy, Economic Research and International Relations Area.
  32. Giacomini, Raffaella & Kitagawa, Toru, 2014. "Inference about Non-Identified SVARs," CEPR Discussion Papers 10287, C.E.P.R. Discussion Papers.
  33. Atsushi Inoue & Lutz Kilian, 2013. "Inference on Impulse Response Functions in Structural VAR Models," TERG Discussion Papers 307, Graduate School of Economics and Management, Tohoku University.
  34. Cashin, Paul & Mohaddes, Kamiar & Raissi, Maziar & Raissi, Mehdi, 2014. "The differential effects of oil demand and supply shocks on the global economy," Energy Economics, Elsevier, vol. 44(C), pages 113-134.
  35. massimo franchi, 2002. "A Non-Causal Identification Scheme for Vector Autoregressions," Computing in Economics and Finance 2002 290, Society for Computational Economics.
  36. Fabio Milani & John Treadwell, 2011. "The Effects of Monetary Policy "News" and "Surprises"," Working Papers 101109, University of California-Irvine, Department of Economics.
  37. Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2009. "Asset Prices, Exchange Rates and the Current Account," CEPR Discussion Papers 7614, C.E.P.R. Discussion Papers.
  38. Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2008. "The International Dimension of Productivity and Demand Shocks in the US Economy," CEPR Discussion Papers 7003, C.E.P.R. Discussion Papers.
  39. C. Baumeister & G. Peersman, 2008. "Time-Varying Effects of Oil Supply Shocks on the US Economy," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 08/515, Ghent University, Faculty of Economics and Business Administration.
  40. Carlo A. Favero, 2007. "Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models," Working Papers 327, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  41. Hjortsoe, Ida & Weale, Martin & Wieladek, Tomasz, 2016. "Monetary policy and the current account; theory and evidence," Discussion Papers 45, Monetary Policy Committee Unit, Bank of England.
  42. Corina SAMAN, 2016. "The Impact of the US and Euro Area Financial Systemic Stress to the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 170-183, December.
  43. Helmut Lütkepohl & Aleksei Netsunajev, 2012. "Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs," Discussion Papers of DIW Berlin 1195, DIW Berlin, German Institute for Economic Research.
  44. Pérez, Fernando, 2015. "Comparing the Transmission of Monetary Policy Shocks in Latin America: A Hierarchical Panel VAR," Working Papers 2015-015, Banco Central de Reserva del Perú.
  45. Luca Dedola & Stefano Neri, 2006. "What does a technology shock do? A VAR analysis with model-based sign restrictions," Temi di discussione (Economic working papers) 607, Bank of Italy, Economic Research and International Relations Area.
  46. George Kapetanios & Tony Yates, 2014. "Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change," Empirical Economics, Springer, vol. 47(1), pages 305-345, August.
  47. Berg, Tim Oliver, 2010. "Do monetary and technology shocks move euro area stock prices?," MPRA Paper 23973, University Library of Munich, Germany.
  48. Helmut Luetkepohl & Aleksei Netšunajev, 2015. "Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models," CESifo Working Paper Series 5308, CESifo Group Munich.
  49. Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2014. "Drifts, Volatilities, and Impulse Responses Over the Last Century," Working Paper 14-10, Federal Reserve Bank of Richmond.
  50. Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2012. "Loan supply shocks during the financial crisis: Evidence for the Euro area," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 569-592.
  51. Andrew Binning, 2013. "Underidentified SVAR models: A framework for combining short and long-run restrictions with sign-restrictions," Working Paper 2013/14, Norges Bank.
  52. Peersman, Gert, 2003. "What Caused the Early Millennium Slowdown? Evidence Based on Vector Autoregressions," CEPR Discussion Papers 4087, C.E.P.R. Discussion Papers.
  53. Njindan Iyke, Bernard, 2016. "Are Monetary Policy Disturbances Important in Ghana? Some Evidence from Agnostic Identification," MPRA Paper 70205, University Library of Munich, Germany.
  54. Lutz Kilian, 2013. "Structural vector autoregressions," Chapters, in: Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 22, pages 515-554 Edward Elgar Publishing.
  55. Benati, Luca, 2015. "The long-run Phillips curve: A structural VAR investigation," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 15-28.
  56. 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.
  57. Massimiliano Serati & Michela Martinoia, 2008. "The East-West migration in Europe: skill levels of migrants and their effects on the european labour market," LIUC Papers in Economics 208, Cattaneo University (LIUC).
  58. Elekdag, Selim & Han, Fei, 2015. "What drives credit growth in emerging Asia?," Journal of Asian Economics, Elsevier, vol. 38(C), pages 1-13.
  59. Helmut Herwartz & Helmut Luetkepohl, 2011. "Structural Vector Autoregressions with Markov Switching: Combining Conventional with Statistical Identification of Shocks," Economics Working Papers ECO2011/11, European University Institute.
  60. Roland Straub & Gert Peersman, 2006. "Putting the New Keynesian Model to a Test," IMF Working Papers 06/135, International Monetary Fund.
  61. Martin Menner & Hugo Rodríguez Mendizábal, 2008. "On the Identification of Monetary (and Other) Shocks," Finnish Economic Papers, Finnish Economic Association, vol. 21(1), pages 39-56, Spring.
  62. A. Anzuini & M. J. Lombardi & P. Pagano, 2013. "The Impact of Monetary Policy Shocks on Commodity Prices," International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 125-150, September.
  63. Moon, Hyungsik Roger & Schorfheide, Frank, 2006. "Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions," CEPR Discussion Papers 5605, C.E.P.R. Discussion Papers.
  64. Barnett, Alina & Thomas, Ryland, 2013. "Has weak lending and activity in the United Kingdom been driven by credit supply shocks?," Bank of England working papers 482, Bank of England.
  65. Juvenal, Luciana, 2011. "Sources of exchange rate fluctuations: Are they real or nominal?," Journal of International Money and Finance, Elsevier, vol. 30(5), pages 849-876, September.
  66. Helge Braun & Reinout De Bock & Riccardo DiCecio, 2006. "Aggregate shocks and labor market fluctuations," Working Papers 2006-004, Federal Reserve Bank of St. Louis.
  67. Rodrigo Caputo & Gustavo Leyva & Michael Pedersen, 2014. "The Changing Nature of Real Exchange Rate Fluctuations. New Evidence for Inflation-Targeting Countries," Working Papers Central Bank of Chile 730, Central Bank of Chile.
  68. Mardi Dungey & Renee Fry, 2007. "The Identification Of Fiscal And Monetary Policy In A Structural Var," CAMA Working Papers 2007-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  69. Weale, Martin & Wieladek, Tomasz, 2015. "What are the macroeconomic effects of asset purchases?," CEPR Discussion Papers 10495, C.E.P.R. Discussion Papers.
  70. Kamal, Mona, 2010. "Empirical Investigation of Fiscal Policy Shocks in the UK," MPRA Paper 26473, University Library of Munich, Germany.
  71. Sterken, Elmer, 2003. "Monetary transmission, asset prices, and the business cycle indicator in Germany," CCSO Working Papers 200315, University of Groningen, CCSO Centre for Economic Research.
  72. Stângă, Irina M., 2014. "Bank bailouts and bank-sovereign risk contagion channels," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 17-40.
  73. Carlos Vargas-Silva, 2007. "Monetary policy and the U.S. housing market: A VAR analysis imposing sign restrictions," Working Papers 0705, Sam Houston State University, Department of Economics and International Business.
  74. Romain Houssa, 2004. "Monetary Union in West Africa and Asymmetric Shocks: A Dynamic Structural Factor Model Approach," Development and Comp Systems 0409063, EconWPA.
  75. Matteo Barigozzi & Antonio M. Conti & Matteo Luciani, 2014. "Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(5), pages 693-714, October.
  76. repec:onb:oenbwp:y::i:136:b:1 is not listed on IDEAS
  77. A. S. Benetrix & P. R. Lane, 2013. "Fiscal Shocks and the Real Exchange Rate," International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 6-37, September.
  78. Bracke, Thierry & Fidora, Michael, 2012. "The macro-financial factors behind the crisis: Global liquidity glut or global savings glut?," The North American Journal of Economics and Finance, Elsevier, vol. 23(2), pages 185-202.
  79. Malley, Jim & Philippopoulos, Apostolis & Woitek, Ulrich, 2009. "To react or not? Technology shocks, fiscal policy and welfare in the EU-3," European Economic Review, Elsevier, vol. 53(6), pages 689-714, August.
  80. Andrew Mountford, 2005. "Leaning into the Wind: A Structural VAR Investigation of UK Monetary Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(5), pages 597-621, October.
  81. Chadha, Jagjit S. & Corrado, Luisa & Sun, Qi, 2010. "Money and liquidity effects: Separating demand from supply," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1732-1747, September.
  82. Elmer Sterken, 2004. "The Role of the IFO Business Climate Indicator and Asset Prices in German Monetary Policy," CESifo Working Paper Series 1204, CESifo Group Munich.
  83. Ronayne, David, 2011. "Which Impulse Response Function?," The Warwick Economics Research Paper Series (TWERPS) 971, University of Warwick, Department of Economics.
  84. 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.
  85. Fisher, Lance A. & Huh, Hyeon-seung, 2016. "Monetary policy and exchange rates: Further evidence using a new method for implementing sign restrictions," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 177-191.
  86. Guido Lorenzoni, 2006. "A Theory of Demand Shocks," NBER Working Papers 12477, National Bureau of Economic Research, Inc.
  87. Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2016. "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," Borradores de Economia 930, Banco de la Republica de Colombia.
  88. Dario Caldara & Christophe Kamps, 2010. "The analytics of the sign restriction approach to shock identification: a framework for understanding the empirical macro puzzles," 2010 Meeting Papers 335, Society for Economic Dynamics.
  89. Andrew Mountford & Harald Uhlig, 2008. "What are the Effects of Fiscal Policy Shocks?," NBER Working Papers 14551, National Bureau of Economic Research, Inc.
  90. Emanuele Bacchiocchi & Efrem Castelnuovo & Luca Fanelli, 2014. "Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S," "Marco Fanno" Working Papers 0181, Dipartimento di Scienze Economiche "Marco Fanno".
  91. Garcia Pascual, Antonio & Wieladek, Tomasz, 2016. "The European Central Bank's QE: A new hope," CEPR Discussion Papers 11309, C.E.P.R. Discussion Papers.
  92. Farrant, Katie & Peersman, Gert, 2006. "Is the Exchange Rate a Shock Absorber or a Source of Shocks? New Empirical Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(4), pages 939-961, June.
  93. Dmitry Kulikov & Aleksei Netšunajev, 2013. "Identifying monetary policy shocks via heteroskedasticity: a Bayesian approach," Bank of Estonia Working Papers wp2013-9, Bank of Estonia, revised 09 Dec 2013.
  94. Jääskelä, Jarkko P. & Jennings, David, 2011. "Monetary policy and the exchange rate: Evaluation of VAR models," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1358-1374.
  95. Roeger, Werner & in 't Veld, Jan, 2004. "Some selected simulation experiments with the European commission's QUEST model," Economic Modelling, Elsevier, vol. 21(5), pages 785-832, September.
  96. Darracq Pariès, Matthieu & Maurin, Laurent & Moccero, Diego, 2014. "Financial conditions index and credit supply shocks for the euro area," Working Paper Series 1644, European Central Bank.
  97. Kai Carstensen & Oliver Hülsewig & Timo Wollmershäuser, 2009. "Monetary Policy Transmission and House Prices: European Cross Country Evidence," Working Paper / FINESS 7.4, DIW Berlin, German Institute for Economic Research.
  98. Barnett, Alina & Straub, Roland, 2008. "What drives U.S. current account fluctuations?," Working Paper Series 0959, European Central Bank.
  99. Michael T. Belongia & Peter N. Ireland, 2013. "Instability: Monetary and Real," Boston College Working Papers in Economics 830, Boston College Department of Economics.
  100. El-Shagi, Makram & Giesen, Sebastian & Kelly, Logan J., 2015. "The Quantity Theory Revisited: A New Structural Approach," Macroeconomic Dynamics, Cambridge University Press, vol. 19(01), pages 58-78, January.
  101. Jagjit S. Chadha & Luisa Corrado & Qi Sun, 2008. "Money, Prices and Liquidity Effects: Separating Demand from Supply," Studies in Economics 0817, School of Economics, University of Kent.
  102. Schenkelberg, Heike & Watzka, Sebastian, 2013. "Real effects of quantitative easing at the zero lower bound: Structural VAR-based evidence from Japan," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 327-357.
  103. Vivien Lewis, 2006. "Macroeconomic fluctuations and firm entry : theory and evidence," Working Paper Research 103, National Bank of Belgium.
  104. Canova, Fabio, 2003. "The Transmission of US Shocks to Latin America," CEPR Discussion Papers 3963, C.E.P.R. Discussion Papers.
  105. Michal Franta & Roman Horvath & Marek Rusnak, 2011. "Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic," Working Papers 2011/13, Czech National Bank, Research Department.
  106. Marco Del Negro & Frank Schorfheide, 2004. "Priors from General Equilibrium Models for VARS," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(2), pages 643-673, 05.
  107. Wollmershäuser, Timo & Hristov, Nikolay & Hülsewig, Oliver, 2013. "The Interest Rate Pass-Through in the Euro Area During the Global Financial Crisis," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79976, Verein für Socialpolitik / German Economic Association.
  108. Mthuli Ncube & Eliphas Ndou, 2013. "Working Paper 169 - Monetary Policy and Exchange Rate Shocks on South African Trade Balance," Working Paper Series 448, African Development Bank.
  109. Jannsen, Nils & Potjagailo, Galina & Wolters, Maik, 2015. "Monetary Policy during Financial Crises: Is the Transmission Mechanism Impaired?," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113096, Verein für Socialpolitik / German Economic Association.
  110. Barnichon, Regis & Matthes, Christian, 2014. "Gaussian Mixture Approximations of Impulse Responses and the Nonlinear Effects of Monetary Shocks," Working Paper 16-8, Federal Reserve Bank of Richmond, revised 01 Jun 2016.
  111. Harald Hau & Helene Rey, 2004. "Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?," NBER Working Papers 10476, National Bureau of Economic Research, Inc.
  112. de Groot, Oliver & Holm-Hadulla, Fédéric & Leiner-Killinger, Nadine, 2012. "Cost of borrowing shocks and fiscal adjustment," Working Paper Series 1503, European Central Bank.
  113. Oscar Díaz Q. & Marco Laguna V., 2007. "Factores que explican la reducción de las tasas pasivas de interés en el sistema bancario boliviano," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(4), pages 331-366, octubre-d.
  114. Behn, Markus & Gross, Marco & Peltonen, Tuomas, 2016. "Assessing the costs and benefits of capital-based macroprudential policy," Working Paper Series 1935, European Central Bank.
  115. Pascal Towbin & Sebastian Weber, 2015. "Price Expectations and the U.S. Housing Boom," IMF Working Papers 15/182, International Monetary Fund.
  116. Chiu, Ching-Wai (Jeremy) & Hill, John, 2015. "The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation," Bank of England working papers 540, Bank of England.
  117. Gossé, Jean-Baptiste & Guillaumin, Cyriac, 2013. "L’apport de la représentation VAR de Christopher A. Sims à la science économique," L'Actualité Economique, Société Canadienne de Science Economique, vol. 89(4), pages 309-319, Décembre.
  118. Belongia, Michael T. & Ireland, Peter N., 2016. "The evolution of U.S. monetary policy: 2000–2007," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 78-93.
  119. Oleg Korenok & Stanislav Radchenko, 2004. "Monetary Policy Effect on the Business Cycle Fluctuations: Output vs. Index Measures of the Cycle," Macroeconomics 0409015, EconWPA, revised 20 Sep 2004.
  120. G. Peersman, 2005. "The relative importance of symmetric and asymmetric shocks and the determination of the exchange rate," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 05/286, Ghent University, Faculty of Economics and Business Administration.
  121. Gehrke, Britta & Yao, Fang, 2013. "Sources of Real Exchange Rate Fluctuations: The Role of Supply Shocks Revisited," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79821, Verein für Socialpolitik / German Economic Association.
  122. Abouwafia, Hashem E. & Chambers, Marcus J., 2015. "Monetary policy, exchange rates and stock prices in the Middle East region," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 14-28.
  123. Rilind Kabashi & Katerina Suleva, 2016. "Loan Supply Shocks in Macedonia: A Bayesian SVAR Approach with Sign Restrictions," Croatian Economic Survey, The Institute of Economics, Zagreb, vol. 18(1), pages 5-33, June.
  124. 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.
  125. Lippi, Francesco & Nobili, Andrea, 2008. "Oil and the Macroeconomy: A Structural VAR Analysis with Sign Restrictions," CEPR Discussion Papers 6830, C.E.P.R. Discussion Papers.
  126. Francesco Lippi & Andrea Nobili, 2012. "Oil And The Macroeconomy: A Quantitative Structural Analysis," Journal of the European Economic Association, European Economic Association, vol. 10(5), pages 1059-1083, October.
  127. Canova, Fabio & Gambetti, Luca, 2006. "Structural Changes in the US Economy: Bad Luck or Bad Policy?," CEPR Discussion Papers 5457, C.E.P.R. Discussion Papers.
  128. Michael Pedersen & Miguel Ricaurte, 2013. "Efectos de Shocks al Precio del Petróleo sobre la Economía de Chile y sus Socios Comerciales," Working Papers Central Bank of Chile 691, Central Bank of Chile.
  129. Chang Shu & Dong He & Jinyue Dong & Honglin Wang, 2016. "Regional pull vs global push factors: China and US influence on Asia-Pacific financial markets," BIS Working Papers 579, Bank for International Settlements.
  130. 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.
  131. Danne, Christian, 2015. "VARsignR: Estimating VARs using sign restrictions in R," MPRA Paper 68429, University Library of Munich, Germany.
  132. Malin Adolfson & Michael K. Andersson & Jesper Lindé & Mattias Villani & Anders Vredin, 2007. "Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks," International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 111-144, December.
  133. Bijsterbosch, Martin & Falagiarda, Matteo, 2014. "Credit supply dynamics and economic activity in euro area countries: a time-varying parameter VAR analysis," Working Paper Series 1714, European Central Bank.
  134. Norhana Endut & James Morley & Pao-Lin Tien, 2015. "The Changing Transmission Mechanism of U.S. Monetary Policy," Discussion Papers 2015-03, School of Economics, The University of New South Wales.
  135. Jakub Mateju, 2013. "Explaining the Strength and the Efficiency of Monetary Policy Transmission: A Panel of Impulse Responses from a Time-Varying Parameter Model," Working Papers IES 2013/18, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2013.
  136. Jakub Mateju, 2014. "Explaining the Strength and Efficiency of Monetary Policy Transmission: A Panel of Impulse Responses from a Time-Varying Parameter Model," Working Papers 2014/04, Czech National Bank, Research Department.
  137. Mayer, Eric & Maas, Daniel & Rüth, Sebastian, 2016. "Current Account Dynamics and the Housing Cycle in Spain," Annual Conference 2016 (Augsburg): Demographic Change 145824, Verein für Socialpolitik / German Economic Association.
  138. Yongsung Chang & Frank Schorfheide, 2003. "Labor shifts and economic fluctuations," Working Paper 03-07, Federal Reserve Bank of Richmond.
  139. Andersen, Torben M. & Beier, Niels C., 2005. "International transmission of transitory and persistent monetary shocks under imperfect information," Journal of International Economics, Elsevier, vol. 66(2), pages 485-507, July.
  140. Candelon, Bertrand & Lieb, Lenard, 2013. "Fiscal policy in good and bad times," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2679-2694.
  141. Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2015. "Measurement Errors and Monetary Policy: Then and Now," Working Paper 15-13, Federal Reserve Bank of Richmond.
  142. Philip Liu, 2008. "The Role of International Shocks in Australia’s Business Cycle," RBA Research Discussion Papers rdp2008-08, Reserve Bank of Australia.
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  146. Maas, Daniel & Mayer, Eric & Rüth, Sebastian, 2015. "Current account dynamics and the housing boom and bust cycle in Spain," W.E.P. - Würzburg Economic Papers 94, University of Würzburg, Chair for Monetary Policy and International Economics.
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  153. Gete, Pedro, 2009. "Housing Markets and Current Account Dynamics," MPRA Paper 20957, University Library of Munich, Germany, revised 24 Feb 2010.
  154. Cha, Kyung Soo & Bae, Jeong Hwan, 2011. "Dynamic impacts of high oil prices on the bioethanol and feedstock markets," Energy Policy, Elsevier, vol. 39(2), pages 753-760, February.
  155. César Carrera & Fernando Pérez Forero & Nelson Ramírez-Rondán, 2015. "Effects of U.S. Quantitative Easing on Latin American Economies," Working Papers 2015-35, Peruvian Economic Association.
  156. Juan Francisco Rubio-Ramírez & Daniel F. Waggoner & Tao Zha, 2005. "Markov-switching structural vector autoregressions: theory and application," FRB Atlanta Working Paper 2005-27, Federal Reserve Bank of Atlanta.
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  158. Gert Peersman, 2011. "Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area," CESifo Working Paper Series 3589, CESifo Group Munich.
  159. Hairault, Jean-Olivier & Zhutova, Anastasia, 2014. "The Cyclicality of Labor Market Flows: A Multiple-Shock Approach," IZA Discussion Papers 8558, Institute for the Study of Labor (IZA).
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  164. Chang, Yongsung & Schorfheide, Frank, 2003. "Labor-supply shifts and economic fluctuations," Journal of Monetary Economics, Elsevier, vol. 50(8), pages 1751-1768, November.
  165. Roland Meeks, 2009. "Credit market shocks: evidence from corporate spreads and defaults," Working Papers 0906, Federal Reserve Bank of Dallas.
  166. Benati, Luca & Mumtaz, Haroon, 2007. "U.S. evolving macroeconomic dynamics: a structural investigation," Working Paper Series 0746, European Central Bank.
  167. Njindan Iyke, Bernard, 2015. "Assessing the Effects of Housing Market Shocks on Output: The Case of South Africa," MPRA Paper 69610, University Library of Munich, Germany, revised 01 Feb 2016.
  168. Meeks, Roland, 2012. "Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 568-584.
  169. 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.
  170. Irina Stanga, 2011. "Sovereign and Bank Credit Risk during the Global Financial Crisis," DNB Working Papers 314, Netherlands Central Bank, Research Department.
  171. Torsten Ehlers & Elod Takáts, 2013. "Capital flow dynamics and FX intervention," BIS Papers chapters, in: Bank for International Settlements (ed.), Sovereign risk: a world without risk-free assets?, volume 73, pages 25-38 Bank for International Settlements.
  172. Katie Farrant & Gert Peersman, 2005. "Accounting for the source of exchange rate movements: new evidence," Bank of England working papers 269, Bank of England.
  173. Berg, Tim Oliver, 2010. "Exploring the international transmission of U.S. stock price movements," MPRA Paper 23977, University Library of Munich, Germany.
  174. Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz, 2014. "Identification of financial factors in economic fluctuations," Working Paper 2014/09, Norges Bank.
  175. Hannsgen, Greg, 2008. "The welfare economics of macroeconomics and chooser-dependent, non-expected utility preferences: A Senian critique with an application to the costs of the business cycle," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 37(5), pages 1980-1993, October.
  176. Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters, 2004. "On the fit and forecasting performance of New Keynesian models," FRB Atlanta Working Paper 2004-37, Federal Reserve Bank of Atlanta.
  177. Stefan Krause, 2007. "Measuring Monetary Policy Efficiency in European Union Countries: The Pre-EMU Years," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(1), pages 60-83, February.
  178. Gert Peersman, 2011. "Macroeconomic consequences of different types of credit market disturbances and non-conventional monetary policy in the euro area," 2011 Meeting Papers 333, Society for Economic Dynamics.
  179. Agustín S. Bénétrix and Philip R. Lane, 2009. "The Impact of Fiscal Shocks on the Irish Economy," The Institute for International Integration Studies Discussion Paper Series iiisdp281, IIIS.
  180. Jiranyakul, Komain, 2016. "Identifying the Effects of Monetary Policy Shock on Output and Prices in Thailand," MPRA Paper 75708, University Library of Munich, Germany.
  181. Christiane Baumeister & Luca Benati, 2013. "Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound," International Journal of Central Banking, International Journal of Central Banking, vol. 9(2), pages 165-212, June.
  182. Seitz, Franz & Brand, Claus & Reimers, Hans-Eggert, 2003. "Forecasting real GDP: what role for narrow money?," Working Paper Series 0254, European Central Bank.
  183. Michael T. Belongia & Peter N. Ireland, 2016. "Money and Output: Friedman and Schwartz Revisited," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1223-1266, 09.
  184. Philip Arestis & Michail Karoglou & Kostas Mouratidis, 2013. "The Price Puzzle: Fact or Artefact?," Working Papers 2013008, The University of Sheffield, Department of Economics.
  185. Raffaella Giacomini & Toru Kitagawa, 2014. "Inference about Non-Identi?ed SVARs," CeMMAP working papers CWP45/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  186. Villarreal, Francisco G., 2014. "Monetary Policy and Inequality in Mexico," MPRA Paper 57074, University Library of Munich, Germany.
  187. Gete, Pedro, 2015. "Housing demands, savings gluts and current account dynamics," Globalization and Monetary Policy Institute Working Paper 221, Federal Reserve Bank of Dallas, revised 01 Aug 2015.
  188. Conti, Antonio M. & Neri, Stefano & Nobili, Andrea, 2017. "Low inflation and monetary policy in the euro area," Working Paper Series 2005, European Central Bank.
  189. Nadav Ben Zeev, 2015. "WHAT CAN WE LEARN ABOUT NEWS SHOCKS FROM THE LATE 1990s AND EARLY 2000s BOOM-BUST PERIOD?," Working Papers 1501, Ben-Gurion University of the Negev, Department of Economics.
  190. Punzi, Maria Teresa & Chantapacdepong, Pornpinun, 2017. "Spillover Effects of Unconventional Monetary Policy in Asia and the Pacific," ADBI Working Papers 630, Asian Development Bank Institute.
  191. Wieladek, Tomasz, 2016. "The varying coefficient Bayesian panel VAR model," Bank of England working papers 578, Bank of England.
  192. Marco Del Negro & Christopher Otrok, 2005. "Monetary policy and the house price boom across U.S. states," FRB Atlanta Working Paper 2005-24, Federal Reserve Bank of Atlanta.
  193. Raphael Raduzzi & Antonio Ribba, 2017. "The Macroeconomics Outcome of Oil Shocks in the Small Eurozone Economies," Center for Economic Research (RECent) 127, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  194. Hou, Keqiang & Mountain, Dean C. & Wu, Ting, 2016. "Oil price shocks and their transmission mechanism in an oil-exporting economy: A VAR analysis informed by a DSGE model," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 21-49.
  195. Carrillo Julio A. & Elizondo Rocío, 2015. "How Robust Are SVARs at Measuring Monetary Policy in Small Open Economies?," Working Papers 2015-18, Banco de México.
  196. Claus Brand & Hans-Eggert Reimers & Franz Seitz, 2003. "Narrow Money and the Business Cycle: Theoretical aspects and euro area evdence," Macroeconomics 0303012, EconWPA.
  197. Pao-Lin Tien, 2009. "Using Long-Run Restrictions to Investigate the Sources of Exchange Rate Fluctuations," Wesleyan Economics Working Papers 2009-004, Wesleyan University, Department of Economics.
  198. Efrem Castelnuovo, 2016. "Modest Macroeconomic Effects of Monetary Policy Shocks during the Great Moderation: An Alternative Interpretation," Melbourne Institute Working Paper Series wp2016n30, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  199. Zsolt Darvas, 2006. "Monetary Transmission in the New EU Member States: Evidence from Time-Varying Coefficient Vector Autoregression," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 140-155.
  200. Arratibel, Olga & Michaelis, Henrike, 2014. "The impact of monetary policy and exchange rate shocks in Poland: evidence from a time-varying VAR," Working Paper Series 1636, European Central Bank.
  201. Carlo A. Favero, 2007. "The Econometrics of Monetary Policy: an Overview," Working Papers 329, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  202. Papadamou, Stephanos & Sidiropoulos, Moïse & Spyromitros, Eleftherios, 2015. "Central bank transparency and the interest rate channel: Evidence from emerging economies," Economic Modelling, Elsevier, vol. 48(C), pages 167-174.
  203. Rüth, Sebastian & Mayer, Eric & Scharler, Johann, 2014. "TFP and the Transmission of Shocks," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100549, Verein für Socialpolitik / German Economic Association.
  204. Alejandro Gaytán & Jesús González-García, 2007. "Cambios estructurales en el mecanismo de transmisión de la política monetaria en México: un enfoque VAR no lineal," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(4), pages 367-404, octubre-d.
  205. Mumtaz, Haroon, 2010. "Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR," Bank of England working papers 386, Bank of England.
  206. Soyoung Kim, 2007. "What is Learned from a Currency Crisis, Fear of Floating or Hollow Middle? Identifying Exchange Rate Policy in Recent Crisis Countries," Discussion Paper Series 0712, Institute of Economic Research, Korea University.
  207. Carstensen, Kai & Schenkelberg, Heike, 2011. "Time- or State-Dependence? An Analysis of Inflation Dynamics using German Business Survey Data," Discussion Papers in Economics 12170, University of Munich, Department of Economics.
  208. Tim Berg, 2012. "Did monetary or technology shocks move euro area stock prices?," Empirical Economics, Springer, vol. 43(2), pages 693-722, October.
  209. Alejandro Gaytán González & Jesús R. González García, 2006. "Structural Changes in the Transmission Mechanism of Monetary Policy in Mexico: A Non-linear VAR Approach," Working Papers 2006-06, Banco de México.
  210. Renee Fry & Adrian Pagan, 2005. "Some Issues In Using Vars For Macroeconometric Research," CAMA Working Papers 2005-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  211. Markku Lanne & Jani Luoto, 2016. "Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression," CREATES Research Papers 2016-04, Department of Economics and Business Economics, Aarhus University.
  212. Helmut Lütkepohl & Aleksei Netšunajev, 2015. "Structural Vector Autoregressions with Heteroskedasticy," SFB 649 Discussion Papers SFB649DP2015-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  213. Sally F. (Sally Fangnan) Chen & Philip Liu & Andrea M. Maechler & Chris Marsh & Sergejs Saksonovs & Hyun S Shin, 2012. "Exploring the Dynamics of Global Liquidity," IMF Working Papers 12/246, International Monetary Fund.
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