IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Citations for "Does Anticipated Monetary Policy Matter? An Econometric Investigation"

by Frederic S. Mishkin

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as
in new window


  1. Bordo, Michael D., 1986. "Explorations in monetary history: A survey of the literature," Explorations in Economic History, Elsevier, vol. 23(4), pages 339-415, October.
  2. Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L., 2008. "The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value," Journal of Financial Economics, Elsevier, vol. 89(1), pages 158-174, July.
  3. Yuen Chi-Wa, 2002. "Openness And The Output-Inflation Tradeoff: Floating Vs. Fixed Exchange Rates," International Economic Journal, Taylor & Francis Journals, vol. 16(4), pages 1-26.
  4. Robert P. Flood & Robert J. Hodrick, 1985. "Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle," The Quarterly Journal of Economics, Oxford University Press, vol. 100(Supplemen), pages 887-914.
  5. Hakkio, Craig S. & Rush, Mark & Schmidt, Timothy J., 1996. "The marginal income tax rate schedule from 1930 to 1990," Journal of Monetary Economics, Elsevier, vol. 38(1), pages 117-138, August.
  6. Ranaldo, Angelo & Rupprecht, Matthias, 2016. "Explaining the Failure of the Expectations Hypothesis with Short-Term Rates," Working Papers on Finance 1619, University of St. Gallen, School of Finance, revised Jan 2017.
  7. Huchet, Marilyne, 2003. "Does single monetary policy have asymmetric real effects in EMU?," Journal of Policy Modeling, Elsevier, vol. 25(2), pages 151-178, February.
  8. Landon, Stuart, 1995. "Testing aggregate neutrality with heterogeneous sectors," Journal of Macroeconomics, Elsevier, vol. 17(1), pages 131-148.
  9. Glick, Reuven & Kretzmer, Peter & Wihlborg, Clas, 1995. "Real exchange rate effects of monetary disturbances under different degrees of exchange rate flexibility: An empirical analysis," Journal of International Economics, Elsevier, vol. 38(3-4), pages 249-273, May.
  10. Clarida, Richard H, 2001. "The Empirics of Monetary Policy Rules in Open Economies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(4), pages 315-323, October.
  11. Frederic S. Mishkin, 2011. "Monetary Policy Strategy: Lessons from the Crisis," NBER Working Papers 16755, National Bureau of Economic Research, Inc.
  12. Mishkin, Frederic S, 1982. "Does Anticipated Aggregate Demand Policy Matter? Further Econometric Results," American Economic Review, American Economic Association, vol. 72(4), pages 788-802, September.
  13. Magda Kandil, 2009. "Does Demand Volatility Lower Growth and Raise Inflation? Evidence from the Caribbean," Economía Mexicana NUEVA ÉPOCA, , vol. 0(1), pages 45-69, January-J.
  14. Nachane, D.M. & Dubey, Amlendu Kumar, 2011. "The vanishing role of money in the macro-economy: An empirical investigation for India," Economic Modelling, Elsevier, vol. 28(3), pages 859-869, May.
  15. Darrat, Ali F. & Lopez, Franklin A., 1988. "Price instability and inflation : Some tests based on rational expectations models," Economics Letters, Elsevier, vol. 26(2), pages 111-119.
  16. Chakraborty, Lekha, 2012. "Determination of Interest Rate in India: Empirical Evidence on Fiscal Deficit-Interest Links and Financial Crowding Out," Working Papers 12/110, National Institute of Public Finance and Policy.
  17. Cushman, David O. & Zha, Tao, 1997. "Identifying monetary policy in a small open economy under flexible exchange rates," Journal of Monetary Economics, Elsevier, vol. 39(3), pages 433-448, August.
  18. Khundrakpam, Jeevan Kumar, 2013. "Are there Asymmetric Effects of Monetary Policy in India?," MPRA Paper 53059, University Library of Munich, Germany.
  19. Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2010. "Private information, stock markets, and exchange rates," BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 186-210 Bank for International Settlements.
  20. Karras, Georgios & Stokes, Houston H., 1999. "Why are the effects of money-supply shocks asymmetric? Evidence from prices, consumption, and investment," Journal of Macroeconomics, Elsevier, vol. 21(4), pages 713-727.
  21. Bennet T. McCallum, 1984. "A Linearized Version of Lucas's Neutrality Model," Canadian Journal of Economics, Canadian Economics Association, vol. 17(1), pages 138-145, February.
  22. Bernanke, Ben S & Blinder, Alan S, 1992. "The Federal Funds Rate and the Channels of Monetary Transmission," American Economic Review, American Economic Association, vol. 82(4), pages 901-921, September.
  23. Bennett T. McCallum, 1982. "Macroeconomics after a decade of rational expectations : some critical issues," Economic Review, Federal Reserve Bank of Richmond, issue Nov, pages 3-12.
  24. McCallum, Bennett T., 1990. "Inflation: Theory and evidence," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 2, chapter 18, pages 963-1012 Elsevier.
  25. Douglas Shaller & Tsunemasa Shiba, 1989. "Price smoothing and demand noise: On business behavior and macromodels," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 125(1), pages 83-96, March.
  26. Adrian Pagan, 1986. "Two Stage and Related Estimators and Their Applications," Review of Economic Studies, Oxford University Press, vol. 53(4), pages 517-538.
  27. Jan Gottschalk & Florian Höppner, 2001. "Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy," Kiel Working Papers 1074, Kiel Institute for the World Economy.
  28. Pichette, Lise, 1998. "La politique monétaire a-t-elle des effets asymétriques sur l'emploi?," Staff Working Papers 98-17, Bank of Canada.
  29. M. Hashem Pesaran, 1988. "Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models," UCLA Economics Working Papers 493, UCLA Department of Economics.
  30. Robert J. Gordon, 1983. "Using Monetary Control to Dampen the Business Cycle: A New Set of First Principles," NBER Working Papers 1210, National Bureau of Economic Research, Inc.
  31. Dr. Godwin Chukwudum Nwaobi, 2005. "Rational Expectations And Monetary Theory: An Investigative Paper[1960 - 1989]," Macroeconomics 0501001, EconWPA.
  32. Makin, John H, 1982. "Anticipated Money, Inflation Uncertainty and Real Economic Activity," The Review of Economics and Statistics, MIT Press, vol. 64(1), pages 126-134, February.
  33. Palm, F.C. & Nijman, Th., 1984. "Consistent estimation using proxy-variables in models with unobserved variables," Serie Research Memoranda 0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  34. Robert J. Gordon, 1983. "The Conduct of Domestic Monetary Policy," NBER Working Papers 1221, National Bureau of Economic Research, Inc.
  35. Akhand Akhtar Hossain, 2009. "Central Banking and Monetary Policy in the Asia-Pacific," Books, Edward Elgar Publishing, number 12777.
  36. Kim, Jinbang & De Marchi, Neil & Morgan, Mary S., 1995. "Empirical model particularities and belief in the natural rate hypothesis," Journal of Econometrics, Elsevier, vol. 67(1), pages 81-102, May.
  37. Ambler, Steve & Guay, Alain & Phaneuf, Louis, 2012. "Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 47-62.
  38. Randall E. Parker & Philip Rothman, 2004. "An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre--World War I and Interwar Periods," Economic Inquiry, Western Economic Association International, vol. 42(1), pages 88-100, January.
  39. Shelley, Gary L. & Wallace, Frederick H., 1995. "A reexamination of Mishkin's neutrality test," Journal of Economics and Business, Elsevier, vol. 47(3), pages 255-265, August.
  40. Gentle, Paul F. & Paudel, Krishna P. & Upadhyaya, Kamal P., 2007. "Real wages, real interest rates and the Phillips Curve: Evidence from Canadian data," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 60(3), pages 319-331.
  41. Rudiger Dornbusch, 1982. "Equilibrium and Disequilibrium Exchange Rates," NBER Working Papers 0983, National Bureau of Economic Research, Inc.
  42. Gottschalk, Jan, 2002. "Keynesian and monetarist views on the German unemployment problem: theory and evidence," Kiel Working Papers 1096, Kiel Institute for the World Economy (IfW).
  43. Hehui JIN, 2007. "Nominal Interest Rate Rules under Heterogeneous Beliefs," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 115(3), pages 403-442.
  44. Charles I. Plosser, 1989. "Money and business cycles: a real business cycle interpretation," Proceedings, Federal Reserve Bank of St. Louis.
  45. Kenichi Tamegawa, 2014. "A closed-form analysis of anticipated monetary policy," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 15(2), pages 155-161.
  46. Magda Kandil, 2006. "Asymmetric Effects Of Aggregate Demand Shocks Across U.S. Industries: Evidence And Implications," Eastern Economic Journal, Eastern Economic Association, vol. 32(2), pages 259-283, Spring.
  47. Frederic S. Mishkin, 2007. "Will Monetary Policy Become More of a Science?," NBER Working Papers 13566, National Bureau of Economic Research, Inc.
  48. Shelley, Gary L. & Wallace, Frederick H., 1998. "Tests of the money-output relation using disaggregated data," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(4), pages 863-873.
  49. Ralf Fendel & Jan-Christoph Ruelke, 2014. "Expectations and the quantity equation - evidence from Eastern European countries," Applied Economics, Taylor & Francis Journals, vol. 46(3), pages 329-335, January.
  50. Henry Chappell & William Keech, 1985. "The political viability of rule-based monetary policy," Public Choice, Springer, vol. 46(2), pages 125-140, January.
  51. Zakir, Nadia & Malik, Wasim Shahid, 2013. "Are the effects of monetary policy on output asymmetric in Pakistan?," Economic Modelling, Elsevier, vol. 32(C), pages 1-9.
  52. Chao Gu & Han Han & Randall Wright, 2016. "The Effects of Monetary Policy and Other Announcements," Working Papers 1621, Department of Economics, University of Missouri.
  53. Zakaria Babutsidze, 2012. "Asymmetric (S,s) Pricing: Implications for Monetary Policy," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 177-204.
  54. Taylor, John B., 1999. "Staggered price and wage setting in macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 15, pages 1009-1050 Elsevier.
  55. Blinder, Alan S & Stiglitz, Joseph E, 1983. "Money, Credit Constraints, and Economic Activity," American Economic Review, American Economic Association, vol. 73(2), pages 297-302, May.
  56. Reza Gholami Jamkarani & Mosa Mohammadi & Ali Laalbar & Abbas Rezazadeh Karsalari, 2016. "Short-Run and Long-Run Effects of Monetary Policy on GDP in Iran," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 6(3), pages 89-95, July.
  57. Alho, Kari, . "Analysis of Financial Markets and Central Bank Policy in the Flow-of-Funds Framework. An Application to the Case of Finland," ETLA A, The Research Institute of the Finnish Economy, number 12, September.
  58. Adrian W. Throop, 1988. "An evaluation of alternative measures of expected inflation," Economic Review, Federal Reserve Bank of San Francisco, issue Sum, pages 27-43.
  59. Tiff Macklem & Alain Paquet & Louis Phaneuf, 1996. "Asymmetric Effects of Monetary Policy: Evidence from the Yield Curve," Cahiers de recherche CREFE / CREFE Working Papers 42, CREFE, Université du Québec à Montréal.
  60. Ermini, Luigi & Chang, Dongkoo, 1996. "Testing the joint hypothesis of rationality and neutrality under seasonal cointegration: The case of Korea," Journal of Econometrics, Elsevier, vol. 74(2), pages 363-386, October.
  61. N. Groenewold & A.J. Hagger, 1997. "The US natural rate: A "Lilien" time-series, January 1948 to August 1996," Economics Discussion / Working Papers 97-10, The University of Western Australia, Department of Economics.
  62. John B. Taylor, 1982. "The role of expectations in the choice of monetary policy," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 47-95.
  63. Fabio Milani & John Treadwell, 2012. "The Effects of Monetary Policy “News” and “Surprises”," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1667-1692, December.
  64. Muradoglu, Yaz Gulnur & Metin, Kivilcim, 1996. "Efficiency of the Turkish Stock Exchange with respect to monetary variables: A cointegration analysis," European Journal of Operational Research, Elsevier, vol. 90(3), pages 566-576, May.
  65. Gary E. Bond & Stanley R. Thompson & Jane M. Geldard, 1985. "Basis Risk And Hedging Strategies For Australian Wheat Exports," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 29(3), pages 199-209, December.
  66. Thomas I. Palley, 2014. "Milton Friedmans economics and political economy: an old Keynesian critique," IMK Working Paper 134-2014, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  67. Jan Gottschalk, 2002. "Keynesian and Monetarist Views on the German Unemployment Problem ; Theory and Evidence," Kiel Working Papers 1096, Kiel Institute for the World Economy.
  68. Dumitriu, Ramona & Stefanescu, Răzvan, 2013. "Decizii strategice ale politicii monetare
    [Strategic decisions of the Monetary Policy]
    ," MPRA Paper 51242, University Library of Munich, Germany, revised 05 Nov 2013.
  69. Kandil, Magda, 1998. "Supply-Side Asymmetry and the Non-Neutrality of Demand Fluctuations," Journal of Macroeconomics, Elsevier, vol. 20(4), pages 785-809, October.
  70. Jacob Gyntelberg & Subhanij Tientip & Mico Loretan, 2012. "Private Information, Capital Flows, and Exchange Rates," IMF Working Papers 12/213, International Monetary Fund.
  71. Fatum, Rasmus & Scholnick, Barry, 2008. "Monetary policy news and exchange rate responses: Do only surprises matter?," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1076-1086, June.
  72. Kandil, Magda & Woods, Jeffrey G., 2002. "Convergence of the gender gap over the business cycle: a sectoral investigation," Journal of Economics and Business, Elsevier, vol. 54(3), pages 271-292.
  73. Karras, Georgios, 1999. "Openness and the effects of monetary policy," Journal of International Money and Finance, Elsevier, vol. 18(1), pages 13-26, January.
  74. Antonio Aznar & Mª Teresa Aparicio & Francisco Javier Trivez, 1991. "Modelo LSW versus modelo NRH-GAP, aplicación de una nueva metodología de selección de modelos," Investigaciones Economicas, Fundación SEPI, vol. 15(3), pages 575-599, September.
  75. Khundrakpam, Jeevan Kumar, 2013. "A Note on Differential Asymmetric Effects of Money Supply and Policy Rate Shocks in India," MPRA Paper 53058, University Library of Munich, Germany.
  76. Georgios Karras, 2001. "Openness to Trade and the Potency of Monetary Policy: How Strong is the Relationship?," Open Economies Review, Springer, vol. 12(1), pages 61-73, January.
  77. G. S. Laumas, 1991. "Impact of Monetary and Fiscal Policies on Real Output," Eastern Economic Journal, Eastern Economic Association, vol. 17(2), pages 157-163, Apr-Jun.
  78. Rahmi Yamak & Yakup Kucukkale, 2002. "Anticipated versus Unanticipated Money in Turkey," Macroeconomics 0211011, EconWPA.
  79. Phil Bodman, "undated". "Are the Effects of Monetary Policy Asymmetric in Australia?," MRG Discussion Paper Series 0406, School of Economics, University of Queensland, Australia.
  80. Peter J. Saunders & Basudeb Biswas, 1990. "The Money Stock, the Price Level and Real Output: A Trivariate Analysis," Eastern Economic Journal, Eastern Economic Association, vol. 16(2), pages 145-150, Apr-Jun.
  81. Biswajit Maitra & C. K. Mukhopadhyay, 2012. "Variations in Prices due to Anticipated and Unanticipated Money," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 2(1), pages 76-87, March.
  82. Karras, Georgios, 1996. "Why are the effects of money-supply shocks asymmetric? Convex aggregate supply or "pushing on a string"?," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 605-619.
  83. Höppner, Florian & Gottschalk, Jan, 2001. "Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy," Kiel Working Papers 1074, Kiel Institute for the World Economy (IfW).
  84. Landon, Stuart & Smith, Constance, 1998. "Quality expectations, reputation, and price," MPRA Paper 9774, University Library of Munich, Germany.
  85. Mohamed Benbouziane & Abdelhak Benamar & Mustapha Djennas, 2010. "The Liquidity Effect in Algeria and Morocco: A Multivariate Threshold Autoregressive Investigation," Working Papers 525, Economic Research Forum, revised 06 Jan 2010.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.