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Citations for "Alternative Explanations of the Money-Income Correlation"

by Ben S. Bernanke

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  1. Mark Wheeler, 1999. "The macroeconomic impacts of government debt: An empirical analysis of the 1980s and 1990s," Atlantic Economic Journal, International Atlantic Economic Society, vol. 27(3), pages 273-284, September.
  2. Gonzalo, J. & Ng, S., 1996. "A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks," Cahiers de recherche 9603, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  3. Garcia, R. & Schaller, H., 1995. "Are the Effects of Monetary Policy Asymmetric?," Cahiers de recherche 9505, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  4. Massimo Giuliodori, 2004. "Monetary Policy Shocks and the Role of House Prices Across European Countries," DNB Working Papers 015, Netherlands Central Bank, Research Department.
  5. James H. Stock & Mark W. Watson, 1987. "Interpreting Evidence on Money-Income Causality," NBER Working Papers 2228, National Bureau of Economic Research, Inc.
  6. Prof. Neil D. Karunaratne, 2002. "Microeconomic Shocks, Depreciation and Inflation: an Australian Perspective," Discussion Papers Series 298, School of Economics, University of Queensland, Australia.
  7. Forni, Mario & Lippi, Marco, 1999. "Aggregation of linear dynamic microeconomic models," Journal of Mathematical Economics, Elsevier, vol. 31(1), pages 131-158, February.
  8. Ferkingstad, Egil & Løland, Anders & Wilhelmsen, Mathilde, 2011. "Causal modeling and inference for electricity markets," Energy Economics, Elsevier, vol. 33(3), pages 404-412, May.
  9. Ben S. Bernanke & Ilian Mihov, 1995. "Measuring monetary policy," Working Papers in Applied Economic Theory 95-09, Federal Reserve Bank of San Francisco.
  10. Jang, Kyungho, 2006. "An alternative approach to estimation of structural vector error correction models with long-run restrictions," Economics Letters, Elsevier, vol. 90(1), pages 126-131, January.
  11. Valerie A. Ramey, 1991. "The Source of Fluctuations in Money: Evidence From Trade Credit," NBER Working Papers 3756, National Bureau of Economic Research, Inc.
  12. Alessio Moneta, 2003. "Graphical Models for Structural Vector Autoregressions," LEM Papers Series 2003/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  13. Yum K. Kwan & Francis T. Lui, 1996. "Hong Kong's Currency Board and Changing Monetary Regimes," NBER Working Papers 5723, National Bureau of Economic Research, Inc.
  14. Jorge Ramos & Hernán Rincón, 2000. "El Balance Fiscal Y El Balance En La Cuenta Corriente En Colombia: Canales De Transmisión Y Causalidad," BORRADORES DE ECONOMIA 002457, BANCO DE LA REPÚBLICA.
  15. Faiz ur, rehman & Wasim, shahid malik, 2010. "A structural VAR (SVAR) approach to cost channel of monetary policy," MPRA Paper 32349, University Library of Munich, Germany, revised 09 Feb 2011.
  16. Martha Misas A & Enrique López E, 2001. "Desequilibrios Reales En Colombia," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE.
  17. Ghassan, Hassan B., 2003. "Test de l’effet de stabilisation automatique par la modélisation SVAR sans contrainte de long terme
    [Testing the Automatic Stabilization Effect: Evidence from SVAR Model without Long-Term Constrain
    ," MPRA Paper 56387, University Library of Munich, Germany, revised 02 Apr 2003.
  18. Vespignani, Joaquin L. & Ratti, Ronald A, 2013. "Chinese monetary expansion and the U.S. economy: A note‎," MPRA Paper 46961, University Library of Munich, Germany.
  19. Hoag, John H. & Wheeler, Mark, 1996. "Oil price shocks and employment: the case of Ohio coal mining," Energy Economics, Elsevier, vol. 18(3), pages 211-220, July.
  20. Guglielmo Maria Caporale & Andrea Cipollini & Panicos Demetriades, 2000. "Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity," Discussion Papers in Economics 00/11, Department of Economics, University of Leicester, revised Feb 2002.
  21. William Shambora, 2006. "Will retiring boomers really cause a stock market meltdown?," Applied Financial Economics, Taylor & Francis Journals, vol. 16(17), pages 1239-1250.
  22. John B. Carlson & William T. Gavin & Katherine A. Samolyk, 1990. "The short-run dynamics of long-run inflation policy," Economic Review, Federal Reserve Bank of Cleveland, issue Q III, pages 26-35.
  23. Shioji, Etsuro, 2000. "Identifying Monetary Policy Shocks in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 14(1), pages 22-42, March.
  24. Dennis L. Hoffman & Robert H. Rasche, 1997. "STLS/US-VECM6.1: a vector error-correction forecasting model of the U. S. economy," Working Papers 1997-008, Federal Reserve Bank of St. Louis.
  25. Gianluca Cubadda & Domenico Mignacca, 1994. "Is Money Neutral? Some Evidence for Italy," International Finance 9410001, EconWPA, revised 09 Nov 1994.
  26. Hassan Belkacem Ghassan & Mohammed Souissi & Mohammed Kbiri Alaoui, 2009. "An Alternative Identification of the Economic Shocks in SVAR Models," Economics Bulletin, AccessEcon, vol. 29(2), pages 1019-1026.
  27. Reinhart, Carmen & Calvo, Guillermo & Leiderman, Leonardo, 1992. "Capital Inflows and Real Exchange Rate Appreciation in Latin America," MPRA Paper 13843, University Library of Munich, Germany.
  28. Matteo Luciani, 2004. "A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area," ULB Institutional Repository 2013/153332, ULB -- Universite Libre de Bruxelles.
  29. Wei Sun, . "Why Do Floating Exchange Rates Float? Evidence From Capital Flows in a Structural VAR Model," EcoMod2006 272100092, EcoMod.
  30. Gerlach, Stefan & Smets, Frank, 1995. "The Monetary Transmission Mechanism: Evidence from the G-7 Countries," CEPR Discussion Papers 1219, C.E.P.R. Discussion Papers.
  31. Haslag, Joseph H. & Hein, Scott E., 1995. "Does it matter how monetary policy is implemented?," Journal of Monetary Economics, Elsevier, vol. 35(2), pages 359-386, April.
  32. Michael S. Haigh & David A. Bessler, 2004. "Causality and Price Discovery: An Application of Directed Acyclic Graphs," The Journal of Business, University of Chicago Press, vol. 77(4), pages 1099-1121, October.
  33. Brand, Claus & Cassola, Nuno, 2000. "A money demand system for euro area M3," Working Paper Series 0039, European Central Bank.
  34. Steven J. Davis & John Haltiwanger, 1996. "On the Driving Forces Behind Cyclical Movement, in Employment and Job Reallocation," NBER Working Papers 5775, National Bureau of Economic Research, Inc.
  35. Joseph A. Whitt, Jr., 1995. "European Monetary Union: evidence from structural VARs," Working Paper 95-1, Federal Reserve Bank of Atlanta.
  36. Alessio Moneta & Peter Spirtes, 2005. "Graph-Based Search Procedure for Vector Autoregressive Models," LEM Papers Series 2005/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  37. Cao, Charles & Chang, Eric C. & Wang, Ying, 2008. "An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2111-2123, October.
  38. Robert H. Rasche & Marcela M. Williams, 2005. "The effectiveness of monetary policy," Working Papers 2005-048, Federal Reserve Bank of St. Louis.
  39. repec:ebl:ecbull:v:6:y:2007:i:42:p:1-6 is not listed on IDEAS
  40. Helmut Luetkepohl, 2007. "Econometric Analysis with Vector Autoregressive Models," Economics Working Papers ECO2007/11, European University Institute.
  41. D.M. Nachane & Amlendu Kumar Dubey, 2008. "The vanishing role of money in the macroeconomy: An Empirical investigation based on spectral and wavelet analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2008-022, Indira Gandhi Institute of Development Research, Mumbai, India.
  42. Tilak Abeysinghe & Kristin Forbes, 2005. "Trade Linkages and Output-Multiplier Effects: a Structural VAR Approach with a Focus on Asia," Review of International Economics, Wiley Blackwell, vol. 13(2), pages 356-375, 05.
  43. Chris Geirgat, 2004. "Transmission of External and Internal Shocks In Argentina During the Convertibility Period: Some Empirical Findings From VARs," Department of Economics Working Papers 2004-11, Department of Economics, Williams College.
  44. António Portugal Duarte & João Sousa Andrade, 2004. "How the Gold Standard Functioned in Portugal: An Analysis of Some Macroeconomic Aspects," GEMF Working Papers 2004-01, GEMF - Faculdade de Economia, Universidade de Coimbra.
  45. Lemus, David Magaña & Bessler, David A., 2014. "Price Dynamics in Agricultural Markets: Relationships between the U.S. and Mexico," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France 169736, Agricultural Economics Society.
  46. Kim, Soyoung, 2002. "Exchange rate stabilization in the ERM: identifying European monetary policy reactions," Journal of International Money and Finance, Elsevier, vol. 21(3), pages 413-434, June.
  47. Blangiewicz, Maria & Charemza, Wojciech W., 1999. "East European Economic Reform: Some Simulations on a Structural Vector Autoregressive Model," Journal of Policy Modeling, Elsevier, vol. 21(5), pages 535-557, September.
  48. Natasa Erjavec & Boris Cota & Sasa Jaksic, 2012. "Sign restriction approach to macro stress-testing of the Croatian banking system," Financial Theory and Practice, Institute of Public Finance, vol. 36(4), pages 395-412.
  49. Ardeni, Pier-Giorgio & Rausser, Gordon C., 1992. "Interactions among money, exchange rates, and commodity prices," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt8bg30713, Department of Agricultural & Resource Economics, UC Berkeley.
  50. Dermot Hodson, 2003. "The Exchange Rate as an Adjustment Mechanism - A Structural VAR Approach to the Case of Ireland," The Economic and Social Review, Economic and Social Studies, vol. 34(2), pages 151-172.
  51. Campbell, John & Perron, Pierre, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots," Scholarly Articles 3374863, Harvard University Department of Economics.
  52. Fisher, Lance A. & Fackler, Paul L. & Orden, David, 1995. "Long-run identifying restrictions for an error-correction model of New Zealand money, prices and output," Journal of International Money and Finance, Elsevier, vol. 14(1), pages 127-147, February.
  53. J.J.J. Groen, 2001. "Corporate Credit, Stock Price Inflation and Economic Fluctuations," WO Research Memoranda (discontinued) 651, Netherlands Central Bank, Research Department.
  54. A. E. Akinlo & A. F. Odusola, 2003. "Assessing the impact of Nigeria's naira depreciation on output and inflation," Applied Economics, Taylor & Francis Journals, vol. 35(6), pages 691-703.
  55. Juri Marcucci & Mario Quagliariello, . "Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression," Discussion Papers 05/09, Department of Economics, University of York.
  56. Kyungho Jang, 2001. "Impulse Response Analysis with Long Run Restrictions on Error Correction Models," Working Papers 01-04, Ohio State University, Department of Economics.
  57. Jeremy Lawson & Daniel Rees, 2008. "A Sectoral Model of the Australian Economy," RBA Research Discussion Papers rdp2008-01, Reserve Bank of Australia.
  58. Ratti, Ronald A & Vespignani, Joaquin L., 2013. "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," Working Papers 17096, University of Tasmania, School of Economics and Finance, revised 09 Jan 2013.
  59. Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998. "Exogeneity, cointegration, and economic policy analysis," International Finance Discussion Papers 616, Board of Governors of the Federal Reserve System (U.S.).
  60. Phillips, Shauna & Bewley, Ronald A., 1991. "The Effects Of Flexible Exchange Rates On Australian Wool Prices," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 35(01), April.
  61. Bernanke, Ben S. & Mihov, Ilian, 1997. "What does the Bundesbank target?," European Economic Review, Elsevier, vol. 41(6), pages 1025-1053, June.
  62. Nkunde Mwase, 2006. "An Empirical Investigation of the Exchange Rate Pass-Through to Inflation in Tanzania," IMF Working Papers 06/150, International Monetary Fund.
  63. Tallman, Ellis W. & Wang, Ping, 1995. "Money demand and the relative price of capital goods in hyperinflations," Journal of Monetary Economics, Elsevier, vol. 36(2), pages 375-404, November.
  64. Eric Parrado H., 2001. "Foreign Shocks and Monetary Policy Transmission in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 4(3), pages 29-57, December.
  65. Vespignani, Joaquin L. & Ratti, Ronald A., 2013. "Chinese Monetary Expansion and the US Economy," Working Papers 16874, University of Tasmania, School of Economics and Finance, revised 05 Aug 2013.
  66. Reinhart, Carmen & Calvo, Guillermo & Leiderman, Leonardo, 1993. "Af1uencia de capital y apreciacion del tipo de cambio real en America Latina: E1 papel de los factores externos
    [Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of Ex
    ," MPRA Paper 13681, University Library of Munich, Germany.
  67. Carmen M. Reinhart & Vincent R. Reinhart, 1991. "Output Fluctuations and Monetary Shocks: Evidence from Colombia," IMF Staff Papers, Palgrave Macmillan, vol. 38(4), pages 705-735, December.
  68. Dharmasena, Senarath & Fang, Lu & Bessler, David A. & Jing, Wang, 2014. "Price Discovery of World and China Vegetable Oil Markets and Causality with Non-Gaussian Innovations," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169781, Agricultural and Applied Economics Association.
  69. Carrillo, Paul A., 2010. "“Modelo Dinámico para Análisis y Pronóstico del Producto Interno Bruto”: Un Enfoque Fiscal Aplicando un Modelo SVAR
    [Dynamic Model for Analysis and Forecast of Gross Domestic Product': A Fiscal App
    ," MPRA Paper 32005, University Library of Munich, Germany.
  70. Monticello, Carlo & Tristani, Oreste, 1999. "What does the single monetary policy do? A SVAR benchmark for the European Central Bank," Working Paper Series 0002, European Central Bank.
  71. Christopher A. Sims, 1993. "A Nine-Variable Probabilistic Macroeconomic Forecasting Model," NBER Chapters, in: Business Cycles, Indicators and Forecasting, pages 179-212 National Bureau of Economic Research, Inc.
  72. Robert J. Myers & Roley R. Piggott & William G. Tomek, 1990. "Estimating Sources Of Fluctuations In The Australian Wool Market: An Application Of Var Methods," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 34(3), pages 242-262, December.
  73. Jang, Kyungho & Ogaki, Masao, 2003. "The Effects of Japanese Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 21(1), pages 1-34, February.
  74. Carlos José García, 2001. "Políticas de Estabilización en Chile Durante los Noventa," Working Papers Central Bank of Chile 132, Central Bank of Chile.
  75. Gerald A. Carlino & Robert DeFina, 1998. "Monetary policy and the U.S. and regions: some implications for European Monetary Union," Working Papers 98-17, Federal Reserve Bank of Philadelphia.
  76. Matteo Fragetta & Giovanni Melina, 2011. "Identification of Monetary Policy in SVAR Models: A Data-Oriented Perspective," School of Economics Discussion Papers 0811, School of Economics, University of Surrey.
  77. Ben Fung & Rohit Gupta, 1995. "Searching for the Liquidity Effect in Canada," Macroeconomics 9502004, EconWPA.
  78. Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L., 2014. "Liquidity expansion in China and the U.S. economy," MPRA Paper 59338, University Library of Munich, Germany.
  79. Carlos J. García & Andrés Sagner, 2011. "Crédito, Exceso de toma de Riesgo, Costo de Crédito y ciclo Económico en Chile," Working Papers Central Bank of Chile 645, Central Bank of Chile.
  80. Nathan McLellan & Robert A Buckle & Kunhong Kim, 2004. "The impact of monetary policy on New Zealand business cycles and inflation variability," Econometric Society 2004 Far Eastern Meetings 594, Econometric Society.
  81. Genberg, Hans & Siklos, Pierre L., 2010. "Revisiting the shocking aspects of Asian monetary unification," Journal of Asian Economics, Elsevier, vol. 21(5), pages 445-455, October.
  82. Paul Lau, Sau-Him, 2000. "On the validity and identification of long-run restrictions for a cointegrated system," Economic Modelling, Elsevier, vol. 17(4), pages 485-496, December.
  83. Mark Wheeler, 1991. "Causality in the United Kingdom: Results from an Open Economy," Eastern Economic Journal, Eastern Economic Association, vol. 17(4), pages 439-449, Oct-Dec.
  84. Peter N. Ireland, 1999. "A method for taking models to the data," Working Paper 9903, Federal Reserve Bank of Cleveland.
  85. Fotios M. Siokis, 2005. "Policy transmission and the consumption-wealth channel," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(6), pages 349-353, November.
  86. Andrew Mountford & Harald Uhlig, 2009. "What are the effects of fiscal policy shocks?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 960-992.
  87. Joseph Joyce & Linda Kamas, 1997. "The relative importance of foreign and domestic shocks to output and prices in Mexico and Colombia," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 133(3), pages 458-478, September.
  88. Lawrence J. Christiano, 1996. "Identification and the liquidity effect: a case study," Economic Perspectives, Federal Reserve Bank of Chicago, issue May, pages 2-13.
  89. W. Douglas McMillin & James S. Fackler, . "Evaluating Monetary Policy Options," Departmental Working Papers 2001-09, Department of Economics, Louisiana State University.
  90. Patricia Fraser & Nicolaas Groenewold, 2004. "US share prices and real demand and supply shocks," Money Macro and Finance (MMF) Research Group Conference 2003 31, Money Macro and Finance Research Group.
  91. Candelon Bertrand & Lieb Lenard, 2011. "Fiscal Policy in Good and Bad Times," Research Memorandum 001, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  92. Francis T. Lui & Yum K. Kwan, 2004. "Les régimes de caisse d’émission sont-ils performants ? Le cas de Hong-Kong," Revue d'Économie Financière, Programme National Persée, vol. 75(2), pages 153-178.
  93. 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.
  94. Hernán Rincón, . "Testing the Short-Long-Run Exchange Rate Effects on Trade Balance: The Case of Colombia," Borradores de Economia 120, Banco de la Republica de Colombia.
  95. Kenneth F. Wallis & Jan P. A. M. Jacobs, 2005. "Comparing SVARs and SEMs: two models of the UK economy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 209-228.
  96. Malley, Jim & Muscatelli, V. Anton, 1997. "Productivity shocks and employment: evidence from US industrial data," Economics Letters, Elsevier, vol. 57(1), pages 97-105, November.
  97. Stéphane Adjemian & Florian Pelgrin, 2008. "Un regard bayésien sur les modèles dynamiques de la macroéconomie," Économie et Prévision, Programme National Persée, vol. 183(2), pages 127-152.
  98. Charles I. Plosser, 1990. "Money and Business Cycles: A Real Business Cycle Interpretation," NBER Working Papers 3221, National Bureau of Economic Research, Inc.
  99. Robert A Buckle & Kunhong Kim & Julie Tam, 2001. "A Structural VAR Approach to Estimating Budget Balance Targets," Treasury Working Paper Series 01/11, New Zealand Treasury.
  100. Martin S. Eichenbaum & Kenneth J. Singleton, 1986. "Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles?," NBER Working Papers 1932, National Bureau of Economic Research, Inc.
  101. Ray C. Fair, 1988. "VAR Models as Structural Approximations," NBER Working Papers 2495, National Bureau of Economic Research, Inc.
  102. di Giovanni, Julian & McCrary, Justin & Wachter, Till von, 2005. "Following Germany's Lead: Using International Monetary Linkages to Identify the Effect of Monetary Policy on the Economy," IZA Discussion Papers 1495, Institute for the Study of Labor (IZA).
  103. Alessio Moneta, 2008. "Graphical causal models and VARs: an empirical assessment of the real business cycles hypothesis," Empirical Economics, Springer, vol. 35(2), pages 275-300, September.
  104. Luis Fernando Melo Velandia & Franz Hamann Salcedo, 1998. "Inflacion Basica. Una Estimacion Basada En Modelos Var Estructurales," BORRADORES DE ECONOMIA 002848, BANCO DE LA REPÚBLICA.
  105. Saghaian, Sayed H. & Maynard, Leigh J. & Reed, Michael R., 2006. "The Effects of E. Coli 0157:H7, FMD and BSE on Japanese Retail Beef Prices: A Historical Decomposition," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25580, International Association of Agricultural Economists.
  106. Kim, J.W. & Leatham, D.J. & Bessler, D.A., 2007. "REITs' dynamics under structural change with unknown break points," Journal of Housing Economics, Elsevier, vol. 16(1), pages 37-58, March.
  107. Pillai N., Vijayamohanan, 2008. "In Quest of Truth: The War of Methods in Economics," MPRA Paper 8866, University Library of Munich, Germany.
  108. Keating, John W., 2000. "Macroeconomic Modeling with Asymmetric Vector Autoregressions," Journal of Macroeconomics, Elsevier, vol. 22(1), pages 1-28, January.
  109. Balakrishnan, R. & Michelacci, C., 1998. "Unemployment Dynamics Across OECD Countries," Papers 9806, Centro de Estudios Monetarios Y Financieros-.
  110. Breitung, Jörg, 1998. "Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen," SFB 373 Discussion Papers 1998,80, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  111. Psaradakis, Zacharias & Ravn, Morten O & Sola, Martin, 2003. "Markov Switching Causality and the Money-Output Relationship," CEPR Discussion Papers 3803, C.E.P.R. Discussion Papers.
  112. Daniel McCoy, & McMahon, Michael, 2000. "Differences in the Transmission of Monetary Policy in the Euro-Area: An Empirical Approach," Research Technical Papers 5/RT/00, Central Bank of Ireland.
  113. Gerald A. Carlino & Robert H. DeFina & Keith Sill, 2000. "Sectoral shocks and metropolitan employment growth," Working Papers 00-9, Federal Reserve Bank of Philadelphia.
  114. Kim, Soyoung, 1999. "Do monetary policy shocks matter in the G-7 countries? Using common identifying assumptions about monetary policy across countries," Journal of International Economics, Elsevier, vol. 48(2), pages 387-412, August.
  115. Tony Caporale & Barbara McKiernan, 1999. "Monetary policy shocks and interest rates: Further evidence on the liquidity effect," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 135(2), pages 306-316, June.
  116. Helene Schuberth, 1998. "Room for manoeuvre of economic policy in EU countries are there costs of joining EMU?," Working Papers 35, Oesterreichische Nationalbank (Austrian Central Bank).
  117. Robert H. Rasche, 2001. "Identification of dynamic economic models from reduced form VECM structures: an application of covariance restrictions," Working Papers 2000-011, Federal Reserve Bank of St. Louis.
  118. Caroline M. Betts & Michael D. Bordo & Angela Redish, 1993. "A Small Open Economy in Depression: Lessons from Canada in the 1930s," NBER Working Papers 4515, National Bureau of Economic Research, Inc.
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  120. Rosser, J. Jr. & Sheehan, Richard G., 1995. "A vector autoregressive model of the Saudi Arabian economy," Journal of Economics and Business, Elsevier, vol. 47(1), pages 79-90, February.
  121. Nelson, Edward, 2013. "Friedman's monetary economics in practice," Journal of International Money and Finance, Elsevier, vol. 38(C), pages 59-83.
  122. McCoy, Daniel, 1997. "How useful is Structural VAR Analysis for Irish economics?," Research Technical Papers 2/RT/97, Central Bank of Ireland.
  123. Allan D. Brunner, 1994. "The federal funds rate and the implementation of monetary policy: estimating the Federal Reserve's reaction function," International Finance Discussion Papers 466, Board of Governors of the Federal Reserve System (U.S.).
  124. Charles W. Calomiris & R. Glenn Hubbard, 1988. "Firm Heterogeneity, Internal Finance, and `Credit Rationing'," NBER Working Papers 2497, National Bureau of Economic Research, Inc.
  125. Babula, Ronald A. & Bessler, David A. & Reeder, John & Somwaru, Agapi, 2004. "Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Bernanke Structural VAR Methods: The Impacts of High Soy Meal and Soybean Prices," Journal of Food Distribution Research, Food Distribution Research Society, vol. 35(03), November.
  126. Goto, Shingo, 2000. "The Fed's Effect on Excess Returns and Inflation is Much Bigger Than You Think," University of California at Los Angeles, Anderson Graduate School of Management qt04f1z5hb, Anderson Graduate School of Management, UCLA.
  127. Claus, I., 1997. "A Measure of Underlying Inflation in the United States," Working Papers 97-20, Bank of Canada.
  128. Zelal Kotan & Mesut Saygili, 1999. "Estimating an Import Function for Turkey," Discussion Papers 9909, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  129. 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.
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  131. Peter Englund & Anders Vredin, 1990. "The current account, supply shocks and accommodative fiscal policy : interpretations of Swedish post-war data," Finnish Economic Papers, Finnish Economic Association, vol. 3(2), pages 89-107, Autumn.
  132. James L. Butkiewicz & Matthew A. Martin, 2003. "Agricultural Investment and the Interwar Business Cycle," Working Papers 03-10, University of Delaware, Department of Economics.
  133. Gamber, Edward N. & Hakes, David R., 2005. "Is monetary policy important for forecasting real growth and inflation?," Journal of Policy Modeling, Elsevier, vol. 27(2), pages 177-187, March.
  134. Ivanov, Ventzislav & Kilian, Lutz, 2001. "A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions," CEPR Discussion Papers 2685, C.E.P.R. Discussion Papers.
  135. Steven Morling, 2002. "Output Adjustment in Developing Countries: a Structural Var Approach," Discussion Papers Series 307, School of Economics, University of Queensland, Australia.
  136. Nguyen, Hong-Oanh & Tongzon, Jose, 2010. "Causal nexus between the transport and logistics sector and trade: The case of Australia," Transport Policy, Elsevier, vol. 17(3), pages 135-146, May.
  137. David A. Dickey & Dennis W. Jansen & Daniel L. Thornton, 1991. "A primer on cointegration with an application to money and income," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 58-78.
  138. Sydney Ludvigson & Charles Steindel & Martin Lettau, 2002. "Monetary policy transmission through the consumption-wealth channel," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 117-133.
  139. Park, Haesun & Mjelde, James W. & Bessler, David A., 2006. "Price dynamics among U.S. electricity spot markets," Energy Economics, Elsevier, vol. 28(1), pages 81-101, January.
  140. Bordo, Michael D. & MacDonald, Ronald, 2003. "The inter-war gold exchange standard: credibility and monetary independence," Journal of International Money and Finance, Elsevier, vol. 22(1), pages 1-32, February.
  141. Honda, Yuzo, 2004. "Bank capital regulations and the transmission mechanism," Journal of Policy Modeling, Elsevier, vol. 26(6), pages 675-688, September.
  142. Lawrence J. Christiano & Martin Eichenbaum & Charles Evans, 1994. "The Effects of Monetary Policy Shocks: Some Evidence from the Flow of Funds," NBER Working Papers 4699, National Bureau of Economic Research, Inc.
  143. Masano Aoki & Riccardo Fiorito, 1992. "Analysis of U.S. Real GNP and Unemployment Interactions: State Space Approach," UCLA Economics Working Papers 647, UCLA Department of Economics.
  144. John Faust & Charles H. Whiteman, 1997. "General-to-specific procedures for fitting a data-admissible, theory- inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: a translation and crit," International Finance Discussion Papers 576, Board of Governors of the Federal Reserve System (U.S.).
  145. Kwamie Dunbar, 2008. "The Impact of the FOMC's Monetary Policy Actions on the growth of Credit Risk: the Monetary Policy - Liquidity Paradox," Working papers 2008-05, University of Connecticut, Department of Economics.
  146. McPhail, Lihong Lu, 2011. "Assessing the impact of US ethanol on fossil fuel markets: A structural VAR approach," Energy Economics, Elsevier, vol. 33(6), pages 1177-1185.
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