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The Time-Varying Effect of Monetary Policy on Asset Prices

Citations

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Cited by:

  1. Karamysheva, Madina, 2022. "How do fiscal adjustments work? An empirical investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
  2. Wang, Cindy S.H. & Fan, Rui & Xie, Yiqiang, 2023. "Market systemic risk, predictability and macroeconomics news," Finance Research Letters, Elsevier, vol. 56(C).
  3. Huang, Yuzhe & Jin, Long & Pan, Changchun, 2025. "Can monetary policy tame asset price fluctuations? Evaluating the dynamic trade-offs," Economic Modelling, Elsevier, vol. 151(C).
  4. Knut Are Aastveit & Bruno Albuquerque & André K. Anundsen, 2023. "Changing Supply Elasticities and Regional Housing Booms," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(7), pages 1749-1783, October.
  5. Yang, Yang & Zhang, Jiqiang, 2021. "Effects of monetary policy on the exchange rates: A Time-varying analysis," Finance Research Letters, Elsevier, vol. 43(C).
  6. Germano Ruisi, 2019. "Time-Varying Local Projections," Working Papers 891, Queen Mary University of London, School of Economics and Finance.
  7. Hoshino, Satoshi & Ida, Daisuke, 2025. "Stock prices and monetary policy: Analysis of a Bayesian DSGE model," Economic Modelling, Elsevier, vol. 148(C).
  8. Giacomo Rella, 2021. "The Fed, housing and household debt over time," Department of Economics University of Siena 850, Department of Economics, University of Siena.
  9. Juvenal, Luciana & Petrella, Ivan, 2024. "Unveiling the dance of commodity prices and the global financial cycle," Journal of International Economics, Elsevier, vol. 150(C).
  10. Ferrari Minesso, Massimo & Gräb, Johannes, 2022. "E pluribus plures: shock dependency of the USD pass-through to real and financial variables," Working Paper Series 2684, European Central Bank.
  11. Pascal Paul, 2019. "Does the Fed Know More about the Economy?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  12. Hasan, Iftekhar & Kwak, Boreum & Li, Xiang, 2024. "Financial technologies and the effectiveness of monetary policy transmission," European Economic Review, Elsevier, vol. 161(C).
  13. David Finck & Joerg Schmidt & Peter Tillmann, 2018. "Mortgage Debt and Time-Varying Monetary Policy Transmission," MAGKS Papers on Economics 201809, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  14. Ferreira, Leonardo N., 2022. "Forward guidance matters: Disentangling monetary policy shocks," Journal of Macroeconomics, Elsevier, vol. 73(C).
  15. Goodhead, Robert, 2024. "The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy," European Economic Review, Elsevier, vol. 164(C).
  16. Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2022. "Monetary Policy and Racial Inequality," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 53(1 (Spring), pages 1-63.
  17. Hauzenberger, Niko & Pfarrhofer, Michael & Stelzer, Anna, 2021. "On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 822-845.
  18. Pfarrhofer, Michael, 2022. "Modeling tail risks of inflation using unobserved component quantile regressions," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
  19. Shang, Fei, 2022. "The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
  20. van der Zwan, Terri & Kole, Erik & van der Wel, Michel, 2024. "Heterogeneous macro and financial effects of ECB asset purchase programs," Journal of International Money and Finance, Elsevier, vol. 143(C).
  21. Huang, MeiChi, 2025. "Time-varying impacts of monetary policies on state-level housing markets: Evidence from the Covid-19 period," The Quarterly Review of Economics and Finance, Elsevier, vol. 100(C).
  22. Yambolov, Andrian, 2025. "How to conduct joint Bayesian inference in VAR models?," Working Paper Series 3100, European Central Bank.
  23. Rui Sun, 2026. "Risk Capacity and Optimal Monetary Policy," Papers 2603.21044, arXiv.org.
  24. Tsai, I-Chun, 2024. "Inter-regional rail travel and housing markets connectedness between London and other regions," Journal of Transport Geography, Elsevier, vol. 121(C).
  25. Renzhi, Nuobu, 2022. "Do house prices play a role in unconventional monetary policy transmission in Japan?," Journal of Asian Economics, Elsevier, vol. 83(C).
  26. Giorgia De Nora, 2021. "Factor Augmented Vector-Autoregression with narrative identification. An application to monetary policy in the US," Working Papers 934, Queen Mary University of London, School of Economics and Finance.
  27. Chunya Bu & John Rogers & Wenbin Wu, 2020. "Forward-Looking Monetary Policy and the Transmission of Conventional Monetary Policy Shocks," Finance and Economics Discussion Series 2020-014, Board of Governors of the Federal Reserve System (U.S.).
  28. Georgiadis, Georgios & Jarociński, Marek, 2025. "Global spillovers from multi-dimensional US monetary policy," Journal of International Economics, Elsevier, vol. 158(C).
  29. Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022. "Evolving United States stock market volatility: The role of conventional and unconventional monetary policies," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
  30. 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).
  31. Daniel Gründler & Eric Mayer & Johann Scharler, 2023. "Monetary Policy Announcements, Information Shocks, and Exchange Rate Dynamics," Open Economies Review, Springer, vol. 34(2), pages 341-369, April.
  32. Xiao-Li Gong & Hao-Yang Ning & Xiong Xiong, 2025. "Research on the cross-contagion between international stock markets and geopolitical risks: the two-layer network perspective," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-32, December.
  33. Hauzenberger, Niko, 2021. "Flexible Mixture Priors for Large Time-varying Parameter Models," Econometrics and Statistics, Elsevier, vol. 20(C), pages 87-108.
  34. Chen, Bin & Zhu, Xingyi, 2025. "Reaction of Chinese housing prices to oil prices and monetary policy shocks," Energy Policy, Elsevier, vol. 198(C).
  35. Max Breitenlechner & Martin Geiger & Mathias Klein, 2024. "The Fiscal Channel of Monetary Policy," Working Papers 2024-07, Faculty of Economics and Statistics, Universität Innsbruck.
  36. Marek Jarociński & Peter Karadi, 2020. "Deconstructing Monetary Policy Surprises—The Role of Information Shocks," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(2), pages 1-43, April.
  37. Tomás Opazo, 2023. "The Heterogeneous Effect of Monetary Policy Shocks: Evidence for US Households," Working Papers Central Bank of Chile 992, Central Bank of Chile.
  38. Che, Ming & Zhu, Zixiang & Wen, Yake & Li, Yujia, 2026. "International food price swings and their consequences for the Chinese economy," Economic Modelling, Elsevier, vol. 155(C).
  39. Katsuhiro Oshima, 2019. "Heterogeneous Beliefs, Monetary Policy, and Stock Price Volatility," KIER Working Papers 1013, Kyoto University, Institute of Economic Research.
  40. Albert, Juan-Francisco & Gómez-Fernández, Nerea, 2018. "Monetary policy and the redistribution of net worth in the US," LSE Research Online Documents on Economics 91320, London School of Economics and Political Science, LSE Library.
  41. Rella, Giacomo, 2025. "Time-varying interactions between monetary and housing credit policy," Journal of Macroeconomics, Elsevier, vol. 86(C).
  42. Boeck, Maximilian & Mori, Lorenzo, 2025. "Has globalization changed the international transmission of U.S. monetary policy?," Journal of International Economics, Elsevier, vol. 157(C).
  43. Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2021. "The real effects of financial uncertainty shocks: A daily identification approach," Working Papers 61, Red Nacional de Investigadores en Economía (RedNIE).
  44. Nina Boyarchenko & Giovanni Favara & Moritz Schularick, 2022. "Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges," Staff Reports 1003, Federal Reserve Bank of New York.
  45. Jiang, Meihua & Huang, Yuzhe, 2023. "Is forward guidance an effective policy: A time-varying analysis," Finance Research Letters, Elsevier, vol. 58(PB).
  46. Arefeva, Alina & Arefyev, Nikolay, 2025. "Playing by the Taylor rules or sticking to Friedman’s policy: A new approach to monetary policy identification," Economic Modelling, Elsevier, vol. 143(C).
  47. Zhenzhong Fan & Xing Chen, 2024. "The Impact of Unconventional Monetary Policy on China’s Economic and Financial Cycle: Application of a Structural Vector Autoregression Model Based on High-Frequency Data," Mathematics, MDPI, vol. 12(13), pages 1-25, June.
  48. Ehrmann, Michael & Gnan, Phillipp & Rieder, Kilian, 2023. "Central Bank Communication by ??? The Economics of Public Policy Leaks," CEPR Discussion Papers 18152, Centre for Economic Policy Research.
  49. Breitenlechner, Max & Scharler, Johann, 2021. "Monetary policy announcements and bank lending: Do banks’ refinancing markets matter?," Economic Modelling, Elsevier, vol. 102(C).
  50. Anwar, Cep Jandi, 2021. "Heterogeneity Effect of Central Bank Independence on Asset Prices: Evidence from Selected Developing Countries," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 55(2), pages 65-80.
  51. Herwartz, Helmut & Roestel, Jan, 2022. "Asset prices, financial amplification and monetary policy: Structural evidence from an identified multivariate GARCH model," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
  52. Sungbae An & Hyosang Kim & Seung-Hyun Kim & Da Young Yang & Jinhee Lee & Ko Un Cho & Wongi Kim & Jinill Kim, 2021. "포스트 코로나 시대 주요국의 통화·재정정책 방향과 시사점(hanges, Challenges and Implications of Fiscal and Monetary Policy Directions in the Post Pandemic Era)," Policy Analyses 21-15, Korea Institute for International Economic Policy.
  53. Michael D. Bauer & Eric T. Swanson, 2023. "An Alternative Explanation for the "Fed Information Effect"," American Economic Review, American Economic Association, vol. 113(3), pages 664-700, March.
  54. 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).
  55. Venditti, Fabrizio & Veronese, Giovanni, 2020. "Global financial markets and oil price shocks in real time," Working Paper Series 2472, European Central Bank.
  56. DongIk Kang & Andrew Usher, 2023. "Does Product Revenue Matter for Price Setting and Monetary Policy Transmission?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 297-345, January.
  57. Yayi Yan & Jiti Gao & Bin Peng, 2020. "A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application," Papers 2010.01492, arXiv.org.
  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. Cho, Dooyeon & Jung, Jaehun, 2025. "Machine learning goes beyond: Time-varying monetary policy and oil price pass-through to inflation expectations," Journal of Macroeconomics, Elsevier, vol. 85(C).
  60. Martin Bruns & Helmut Lütkepohl, 2026. "Review of Proxy Vector Autoregressive Analysis," Reviews of Economic Literature, Stanford University Press, vol. 1.
  61. Forni, Mario & Gambetti, Luca & Ricco, Giovanni, 2022. "External Instrument SVAR Analysis for Noninvertible Shocks," The Warwick Economics Research Paper Series (TWERPS) 1444, University of Warwick, Department of Economics.
  62. Michael Pfarrhofer & Anna Stelzer, 2019. "High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks," Papers 1912.03158, arXiv.org, revised Dec 2024.
  63. Philippe Goulet Coulombe & Karin Klieber, 2025. "Opening the Black Box of Local Projections," Papers 2505.12422, arXiv.org, revised Jul 2025.
  64. Daniel J. Lewis, 2025. "Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Effects," The Review of Economics and Statistics, MIT Press, vol. 107(4), pages 1086-1103, July.
  65. Caraiani, Petre & Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023. "Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 133-155.
  66. Katsuhiro Oshima, 2019. "Subjective Beliefs, Monetary Policy, and Stock Price Volatility," KIER Working Papers 1012, Kyoto University, Institute of Economic Research.
  67. Michael D. Bauer & Eric T. Swanson, 2020. "The Fed's Response to Economic News Explains the “Fed Information Effect”," Working Paper Series 2020-06, Federal Reserve Bank of San Francisco.
  68. Andrejs Zlobins, 2024. "On the time-varying effects of the ECB’s asset purchases," Empirical Economics, Springer, vol. 66(6), pages 2593-2623, June.
  69. Andrew Filardo & Paul Hubert & Phurichai Rungcharoenkitkul, 2019. "The reaction function channel of monetary policy and the financial cycle," Sciences Po Economics Publications (main) hal-03403260, HAL.
  70. Wildmer Daniel Gregori & Ângelo Ramos, 2024. "Time-varying effects of monetary and macroprudential policies: does high inflation matter?," Working Papers w202401, Banco de Portugal, Economics and Research Department.
  71. Gazzani, Andrea & Venditti, Fabrizio & Veronese, Giovanni, 2024. "Oil price shocks in real time," Journal of Monetary Economics, Elsevier, vol. 144(C).
  72. Renzhi, Nuobu, 2023. "Household net saving positions and unconventional monetary policy transmission: Evidence from Japan," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
  73. Alessandri, Piergiorgio & Gazzani, Andrea & Vicondoa, Alejandro, 2023. "Are the effects of uncertainty shocks big or small?," European Economic Review, Elsevier, vol. 158(C).
  74. Herwartz, Helmut & Wang, Shu, 2023. "Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
  75. Maurer, Tim D. & Nitschka, Thomas, 2023. "Stock market evidence on the international transmission channels of US monetary policy surprises," Journal of International Money and Finance, Elsevier, vol. 136(C).
  76. Andreas Neuhierl & Michael Weber & Michael Weber, 2017. "Monetary Momentum," CESifo Working Paper Series 6648, CESifo.
  77. Rafiq, Shuddhasattwa, 2022. "How did house and stock prices respond to different crisis episodes since the 1870s?," Economic Modelling, Elsevier, vol. 114(C).
  78. Alsalman, Zeina & Herrera, Ana María & Rangaraju, Sandeep Kumar, 2023. "Oil news shocks and the U.S. stock market," Energy Economics, Elsevier, vol. 126(C).
  79. Christiane Baumeister & James D. Hamilton, 2020. "Advances in Using Vector Autoregressions to Estimate Structural Magnitudes," NBER Working Papers 27014, National Bureau of Economic Research, Inc.
  80. Yun Liu, 2022. "Housing and monetary policy: Fresh evidence from China," Financial Economics Letters, Anser Press, vol. 1(1), pages 1-12, December.
  81. Kurov, Alexander & Olson, Eric & Zaynutdinova, Gulnara R., 2022. "When does the fed care about stock prices?," Journal of Banking & Finance, Elsevier, vol. 142(C).
  82. Victoria Bannikova, 2024. "Estimation of Multidimensionality of Monetary Policy Using High-Frequency Data," Russian Journal of Money and Finance, Bank of Russia, vol. 83(4), pages 3-26, December.
  83. Danilo Leiva-Leon & Luis Uzeda, 2023. "Endogenous Time Variation in Vector Autoregressions," The Review of Economics and Statistics, MIT Press, vol. 105(1), pages 125-142, January.
  84. Zhang, Jier & Yin, Libo & Li, Ying & Fang, Tong, 2026. "Forecasting stock market volatility with policy focus shifting: A GARCH-MIDAS model combined with machine learning approaches," Pacific-Basin Finance Journal, Elsevier, vol. 97(C).
  85. Pan, Changchun & Huang, Yuzhe & Lee, Chien-Chiang, 2024. "The dynamic effects of oil supply shock on China: Evidence from the TVP-Proxy-VAR approach," Socio-Economic Planning Sciences, Elsevier, vol. 95(C).
  86. Haroon Mumtaz & Katerina Petrova, 2023. "Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 635-654, March.
  87. Albuquerque, Bruno & Iseringhausen, Martin & Opitz, Frederic, 2020. "Monetary policy and US housing expansions: The case of time-varying supply elasticities," Economics Letters, Elsevier, vol. 195(C).
  88. Gottfries, Nils & Mickelsson, Glenn & Stadin, Karolina, 2018. "Deep Dynamics," Working Paper Series 2018:10, Uppsala University, Department of Economics.
  89. Martin Bruns & Helmut Lütkepohl, 2022. "Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies," Discussion Papers of DIW Berlin 2005, DIW Berlin, German Institute for Economic Research.
  90. André, Christophe & Caraiani, Petre & Călin, Adrian Cantemir & Gupta, Rangan, 2022. "Can monetary policy lean against housing bubbles?," Economic Modelling, Elsevier, vol. 110(C).
  91. Yusupova, Alisa & Pavlidis, Nicos G. & Pavlidis, Efthymios G., 2023. "Dynamic linear models with adaptive discounting," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1925-1944.
  92. Blot, Christophe & Hubert, Paul & Labondance, Fabien, 2024. "The asymmetric effects of monetary policy on stock price bubbles," European Economic Review, Elsevier, vol. 168(C).
  93. Bruno Albuquerque & Martin Iseringhausen & Frederic Opitz, 2026. "The Housing Supply Channel of Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 22(2), pages 443-523, April.
  94. Lyu, Xiaoyi & Hu, Hao, 2024. "The dynamic impact of monetary policy on stock market liquidity," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 388-405.
  95. Livorová, Barbara & Geršl, Adam, 2026. "Does monetary policy reinforce the effects of macroprudential policy?," Economic Systems, Elsevier, vol. 50(1).
  96. Skouralis, Alexandros, 2021. "The role of systemic risk spillovers in the transmission of Euro Area monetary policy," ESRB Working Paper Series 129, European Systemic Risk Board.
  97. Martin Bruns & Michele Piffer, 2021. "Monetary policy shocks over the business cycle: Extending the Smooth Transition framework," University of East Anglia School of Economics Working Paper Series 2021-07, School of Economics, University of East Anglia, Norwich, UK..
  98. Zhixuan Jia & Wang Li & Yunlong Jiang & Xingshen Liu, 2025. "The Use of Minimization Solvers for Optimizing Time-Varying Autoregressive Models and Their Applications in Finance," Mathematics, MDPI, vol. 13(14), pages 1-21, July.
  99. 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).
  100. Nuri Hacıevliyagil & Krzysztof Drachal & Ibrahim Halil Eksi, 2022. "Predicting House Prices Using DMA Method: Evidence from Turkey," Economies, MDPI, vol. 10(3), pages 1-27, March.
  101. Fumitaka Nakamura & Nao Sudo & Yu Sugisaki, 2021. "A Quest for Monetary Policy Shocks in Japan by High Frequency Identification," IMES Discussion Paper Series 21-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
  102. Alistair Macaulay, 2022. "Heterogeneous Information, Subjective Model Beliefs, and the Time-Varying Transmission of Shocks," CESifo Working Paper Series 9733, CESifo.
  103. Alexey Vasilenko, 2018. "Should Central Banks Prick Asset Price Bubbles? An Analysis Based on a Financial Accelerator Model with an Agent-Based Financial Market," Bank of Russia Working Paper Series wps35, Bank of Russia.
  104. Cepni, Oguzhan & Dul, Wiehan & Gupta, Rangan & Wohar, Mark E., 2021. "The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach," Research in International Business and Finance, Elsevier, vol. 58(C).
  105. Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2023. "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 24(3), pages 365-381, July.
  106. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2019. "Identification with External Instruments in Structural VARs under Partial Invertibility," The Warwick Economics Research Paper Series (TWERPS) 1213, University of Warwick, Department of Economics.
  107. Alexandros Skouralis, 2023. "The Role of Systemic Risk Spillovers in the Transmission of Euro Area Monetary Policy," Open Economies Review, Springer, vol. 34(5), pages 1079-1106, November.
  108. Yayi Yan & Jiti Gao & Bin peng, 2020. "A Class of Time-Varying Vector Moving Average (infinity) Models," Monash Econometrics and Business Statistics Working Papers 39/20, Monash University, Department of Econometrics and Business Statistics.
  109. Alisa Yusupova & Nicos G. Pavlidis & Efthymios G. Pavlidis, 2019. "Adaptive Dynamic Model Averaging with an Application to House Price Forecasting," Papers 1912.04661, arXiv.org.
  110. Noam Ben-Ze’ev & Sigal Ribon & Roy Stein, 2024. "Monetary Policy and the Mutual Fund Market: Funding and Liquidity," Bank of Israel Working Papers 2024.11, Bank of Israel.
  111. G. Angelini & L. Fanelli, 2018. "Identification and estimation issues in Structural Vector Autoregressions with external instruments," Working Papers wp1122, Dipartimento Scienze Economiche, Universita' di Bologna.
  112. Aliaksandr Amialchuk & Ayse Sapci & Onur Sapci, 2026. "The Carbon Footprint of U.S. Monetary Policy," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 52(1), pages 179-208, January.
  113. Laine, Olli-Matti, 2022. "Evidence about the transmission of monetary policy," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number e53, December.
  114. Ricardo Nunes & Ali Ozdagli & Jenny Tang, 2022. "Interest Rate Surprises: A Tale of Two Shocks," Working Papers 22-2, Federal Reserve Bank of Boston.
  115. Florian Huber & Gary Koop & Michael Pfarrhofer, 2020. "Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations," Papers 2002.10274, arXiv.org.
  116. Klieber, Karin & Coulombe, Philippe Goulet, 2025. "Opening the black box of local projections," Working Paper Series 3105, European Central Bank.
  117. Hodula Martin & Pfeifer Lukáš, 2018. "Fiscal-Monetary-Financial Stability Interactions in a Data-Rich Environment," Review of Economic Perspectives, Paradigm, vol. 18(3), pages 195-224, September.
  118. Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Identification with external instruments in structural VARs under partial invertibility," Working Papers hal-03475454, HAL.
  119. Keun Yeong Lee, 2023. "The synchronization between Korea's and Japan's business cycles," Asian Economic Journal, East Asian Economic Association, vol. 37(4), pages 435-465, December.
  120. Leonardo Nogueira Ferreira, 2023. "Monetary Policy Surprises, Financial Conditions, and the String Theory Revisited," Working Papers Series 573, Central Bank of Brazil, Research Department.
  121. Marcin Pietrzak, 2023. "What can monetary policy tell us about Bitcoin?," Annals of Finance, Springer, vol. 19(4), pages 545-559, December.
  122. Ho, Paul & Lubik, Thomas A. & Matthes, Christian, 2024. "Averaging impulse responses using prediction pools," Journal of Monetary Economics, Elsevier, vol. 146(C).
  123. Alejandro Vicondoa & Andrea Gazzani, 2020. "Bridge Proxy-SVAR: Estimating the Macroeconomic Effects of Shocks Identified at High-Frequency," Documentos de Trabajo 533, Instituto de Economia. Pontificia Universidad Católica de Chile..
  124. Joscha Beckmann & Mariarosaria Comunale, 2020. "Exchange rate fluctuations and the financial channel in emerging economies," Bank of Lithuania Working Paper Series 83, Bank of Lithuania.
  125. Albert, Juan-Francisco & Gómez-Fernández, Nerea, 2024. "The impact of monetary policy shocks on net worth and consumption across races in the United States," Economic Systems, Elsevier, vol. 48(1).
  126. repec:spo:wpmain:info:hdl:2441/mqe122bu9lprrh0g2eloopgd is not listed on IDEAS
  127. William D. Larson & Andrew B. Martinez, 2024. "House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks," Working Papers 2024-002, The George Washington University, The Center for Economic Research.
  128. Mikkel Plagborg‐Møller & Christian K. Wolf, 2021. "Local Projections and VARs Estimate the Same Impulse Responses," Econometrica, Econometric Society, vol. 89(2), pages 955-980, March.
  129. Carlos Alba & Julio A. Carrillo & Raúl Ibarra, 2024. "Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico," Working Papers 2024-14, Banco de México.
  130. Arin, K. Peren & Kaplan, Samuel & Polyzos, Efstathios & Spagnolo, Nicola, 2025. "Stock market responses to monetary policy shocks: Firm-level evidence," Journal of Macroeconomics, Elsevier, vol. 83(C).
  131. Katsuhiro Oshima, 2021. "Heterogeneous beliefs, monetary policy, and stock price volatility," Annals of Finance, Springer, vol. 17(1), pages 79-125, March.
  132. Zhang, Ailian & Pan, Mengmeng & Liu, Bai & Weng, Yin-Che, 2020. "Systemic risk: The coordination of macroprudential and monetary policies in China," Economic Modelling, Elsevier, vol. 93(C), pages 415-429.
  133. Simone Cima & Marco Moreno, 2026. "Monetary policy shocks and their effects across the wealth distribution: evidence from new European data," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 24(2), pages 323-347, June.
  134. Allayioti, Anastasia & Gόrnicka, Lucyna & Holton, Sarah & Martínez Hernández, Catalina, 2024. "Monetary policy pass-through to consumer prices: evidence from granular price data," Working Paper Series 3003, European Central Bank.
  135. Maximilian Boeck & Christian Glocker, 2026. "The Role of Labour Market Institutions in Shaping Euro Area Monetary Policy Transmission," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 88(5), pages 919-936, October.
  136. Manuela M. Dantas & Kenneth J. Merkley & Felipe B. G. Silva, 2023. "Government Guarantees and Banks’ Income Smoothing," Journal of Financial Services Research, Springer;Western Finance Association, vol. 63(2), pages 123-173, April.
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