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Citations for "Monetary Policy Shocks: What Have We Learned and to What End?"

by Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans

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  1. Susanto Basu & Alan M. Taylor, 1999. "Business Cycles in International Historical Perspective," NBER Working Papers 7090, National Bureau of Economic Research, Inc.
  2. Burkhard Heer & Alfred Maussner, 2010. "Inflation and Output Dynamics in a Model with Labor Market Search and Capital Accumulation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(3), pages 654-686, July.
  3. Fernando E. Alvarez & Francesco Lippi & Luigi Paciello, 2011. "Optimal Price Setting With Observation and Menu Costs," The Quarterly Journal of Economics, Oxford University Press, vol. 126(4), pages 1909-1960.
  4. Jansson, Per & Vredin, Anders, 2001. "Forecast-based Monetary Policy in Sweden 1992-1998: A View from Within," Working Paper Series 120, Sveriges Riksbank (Central Bank of Sweden).
  5. Gilberto Tadeu Lima & Jaylson Jair Silveira, 2015. "Monetary Neutrality Under Evolutionary Dominance Of Bounded Rationality," Economic Inquiry, Western Economic Association International, vol. 53(2), pages 1108-1131, 04.
  6. Nyorekwa, Enock Twinoburyo & Odhiambo, Nicholas Mbaya, 2016. "Monetary policy and economic growth in Kenya:The role of money supply and interest rates," Working Papers 20712, University of South Africa, Department of Economics.
  7. Eric M. Leeper & Tao Zha, 2002. "Modest policy interventions," FRB Atlanta Working Paper 2002-19, Federal Reserve Bank of Atlanta.
  8. Ryan R. Brady, 2011. "Consumer Credit, Liquidity, And The Transmission Mechanism Of Monetary Policy," Economic Inquiry, Western Economic Association International, vol. 49(1), pages 246-263, 01.
  9. Sammo Kang & Soyoung Kim & Yunjong Wang, 2005. "The effects of the yen|dollar exchange rate on the Korean economy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(2), pages 167-183.
  10. Zeyyad Mandalinci & Haroon Mumtaz, 2015. "Global Economic Divergence and Portfolio Capital Flows to Emerging Markets," Working Papers 757, Queen Mary University of London, School of Economics and Finance.
  11. James D. Hamilton, 2008. "Daily Monetary Policy Shocks and the Delayed Response of New Home Sales," NBER Working Papers 14223, National Bureau of Economic Research, Inc.
  12. Schabert, Andreas, 2005. "Identifying monetary policy shocks with changes in open market operations," European Economic Review, Elsevier, vol. 49(3), pages 561-577, April.
  13. Athanasios Tagkalakis, 2006. "The effects of macroeconomic policy shocks on the UK labour market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(3), pages 229-244.
  14. Ulf von Kalckreuth, 2004. "A vectorautoregressive investment model (VIM) and monetary policy transmission: panel evidence from German firms," Money Macro and Finance (MMF) Research Group Conference 2003 107, Money Macro and Finance Research Group.
  15. Annika Alexius & Bertil Holmlund, 2007. "Monetary Policy and Swedish Unemployment Fluctuations," Kiel Working Papers 1329, .
  16. Céline Poilly, 2010. "Does money matter for the identification of monetary policy shocks: A DSGE perspective," Post-Print hal-00732759, HAL.
  17. Alfredo Marvão Pereira & Maria de Fátima Pinho & José da Silva Costa, 2005. "On the Long-term Economic and Budgetary Effects of Public-Sector Investment," ERSA conference papers ersa05p146, European Regional Science Association.
  18. Jordi Galí & Mark Gertler & J. David López-Salido, 2007. "Markups, Gaps, and the Welfare Costs of Business Fluctuations," The Review of Economics and Statistics, MIT Press, vol. 89(1), pages 44-59, November.
  19. Rodrigo Alfaro & Carlos García & Alejandro Jara & Helmut Franken, 2005. "The bank lending channel in Chile," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 128-45 Bank for International Settlements.
  20. SENBATA, Sisay Regassa, 2011. "How applicable are the new Keynesian DSGE models to a typical low-income economy?," Working Papers 2011016, University of Antwerp, Faculty of Applied Economics.
  21. Paul R. Bergin & Giancarlo Corsetti, 2005. "Towards a Theory of Firm Entry and Stabilization Policy," NBER Working Papers 11821, National Bureau of Economic Research, Inc.
  22. Kim, Soyoung & Yang, Doo Yong, 2012. "International monetary transmission in East Asia: Floaters, non-floaters, and capital controls," Japan and the World Economy, Elsevier, vol. 24(4), pages 305-316.
  23. G. Peersman, 2004. "What caused the early millennium slowdown? Evidence based on vector autoregressions," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/235, Ghent University, Faculty of Economics and Business Administration.
  24. Dovern, Jonas & Meier, Carsten-Patrick & Vilsmeier, Johannes, 2010. "How resilient is the German banking system to macroeconomic shocks?," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1839-1848, August.
  25. Adnan Haider Bukhari & Safdar Ullah Khan, 2008. "A Small Open Economy DSGE Model for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 47(4), pages 963-1008.
  26. Charlotta Groth & Hashmat Khan, 2007. "Investment adjustment costs: evidence from UK and US industries," Bank of England working papers 332, Bank of England.
  27. Djuranovik, Leslie, 2014. "The Indonesian macroeconomy and the yield curve: A dynamic latent factor approach," Journal of Asian Economics, Elsevier, vol. 34(C), pages 1-15.
  28. Alexander Kriwoluzky, 2008. "Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models," SFB 649 Discussion Papers SFB649DP2008-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  29. Jarocinski, Marek, 2010. "Conditional forecasts and uncertainty about forecast revisions in vector autoregressions," Economics Letters, Elsevier, vol. 108(3), pages 257-259, September.
  30. Raddatz, Claudio, 2005. "Are external shocks responsible for the instability of output in low income countries?," Policy Research Working Paper Series 3680, The World Bank.
  31. Ashima Goyal, 2008. "The Natural interest rate in emerging markets," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2008-014, Indira Gandhi Institute of Development Research, Mumbai, India.
  32. Gerke, Rafael & Jonsson, Magnus & Kliem, Martin & Kolasa, Marcin & Lafourcade, Pierre & Locarno, Alberto & Makarski, Krzysztof & McAdam, Peter, 2012. "Assessing macro-financial linkages: A model comparison exercise," Discussion Papers 02/2012, Deutsche Bundesbank, Research Centre.
  33. repec:spo:wpecon:info:hdl:2441/2976 is not listed on IDEAS
  34. Mishra, Prachi & Montiel, Peter, 2013. "How effective is monetary transmission in low-income countries? A survey of the empirical evidence," Economic Systems, Elsevier, vol. 37(2), pages 187-216.
  35. Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 1998. "Modeling Money," NBER Working Papers 6371, National Bureau of Economic Research, Inc.
  36. Paul Gaggl & Serguei Kaniovski & Klaus Prettner & Thomas Url, 2009. "The short and long-run interdependencies between the Eurozone and the USA," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(2), pages 209-227, May.
  37. Waggoner, Daniel F. & Wu, Hongwei & Zha, Tao, 2016. "Striated Metropolis–Hastings sampler for high-dimensional models," Journal of Econometrics, Elsevier, vol. 192(2), pages 406-420.
  38. Mark Bils & Peter J. Klenow & Benjamin A. Malin, 2012. "Reset Price Inflation and the Impact of Monetary Policy Shocks," American Economic Review, American Economic Association, vol. 102(6), pages 2798-2825, October.
  39. Engin Kara & Huw Dixon, 2005. "Persistence and Nominal Inertia in a Generalized Taylor Economy: How Longer Contracts Dominate Shorter Contracts," Computing in Economics and Finance 2005 87, Society for Computational Economics.
  40. Stracca, Livio, 2007. "Should we take inside money seriously?," Working Paper Series 0841, European Central Bank.
  41. Ikram Jebabli & Mohamed Arouri & Frédéric Teulon, 2014. "On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility," Working Papers 2014-209, Department of Research, Ipag Business School.
  42. Francisco de Castro, 2003. "The macroeconomic effects of fiscal policy in Spain," Working Papers 0311, Banco de España;Working Papers Homepage.
  43. Ryan R. Brady, 2011. "Measuring the diffusion of housing prices across space and over time," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(2), pages 213-231, March.
  44. Michael J. Artis, Luca Onorante, 2006. "The Economic Importance of Fiscal Rules," Economics Working Papers ECO2006/14, European University Institute.
  45. Seth B. Carpenter & William M. Rodgers III, 2004. "The disparate labor market impacts of monetary policy," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 23(4), pages 813-830.
  46. Markku Lanne & Mika Meitz & Pentti Saikkonen, 2015. "Identification and estimation of non-Gaussian structural vector autoregressions," CREATES Research Papers 2015-16, Department of Economics and Business Economics, Aarhus University.
  47. John C. Robertson & Ellis W. Tallman, 1999. "Improving forecasts of the federal funds rate in a policy model," FRB Atlanta Working Paper 99-3, Federal Reserve Bank of Atlanta.
  48. Chris Bloor & Troy Matheson, 2010. "Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand," Empirical Economics, Springer, vol. 39(2), pages 537-558, October.
  49. Eijffinger, S.C.W. & Grajales Olarte, A. & Uras, R.B., 2015. "Heterogeneity in Wage Setting Behavior in a New-Keynesian Model," Discussion Paper 2015-024, Tilburg University, Center for Economic Research.
  50. Jean-Pierre Allegret & Alain Sand-Zantman, 2008. "Monetary Integration Issues in Latin America: A Multivariate Assessment," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 55(3), pages 279-308, September.
  51. Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011. "One-Sided Representations of Generalized Dynamic Factor Models," EIEF Working Papers Series 1106, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2011.
  52. Guido De Blasio, 2003. "Does Trade Credit Substitute Bank Credit? Evidence From Firm-Level Data," IMF Working Papers 03/166, International Monetary Fund.
  53. Kevin X. D. Huang & Zheng Liu, 1999. "Chain of production as a monetary propagation mechanism," Discussion Paper / Institute for Empirical Macroeconomics 130, Federal Reserve Bank of Minneapolis.
  54. Ahmad, Yamin, 2005. "Money market rates and implied CCAPM rates: some international evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(4-5), pages 699-729, September.
  55. Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2008. "Ensuring Financial Stability: Financial Structure and the Impact of Monetary Policy on Asset Prices," CEPR Discussion Papers 6773, C.E.P.R. Discussion Papers.
  56. Van Zandweghe, Willem, 2010. "On-the-job search, sticky prices, and persistence," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 437-455, March.
  57. Jorge E. Restrepo & Hernán Rincón, 2006. "Identifying Fiscal Policy Shocks In Chile And Colombia," BORRADORES DE ECONOMIA 002800, BANCO DE LA REPÚBLICA.
  58. Castelnuovo, Efrem, 2013. "Monetary policy shocks and financial conditions: A Monte Carlo experiment," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 282-303.
  59. Balazs Vonnak, 2008. "The Hungarian monetary transmission mechanism: an assessment," BIS Papers chapters, in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 235-257 Bank for International Settlements.
  60. Berument, Hakan & Dogan, Nukhet & Tansel, Aysit, 2008. "Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey," IZA Discussion Papers 3461, Institute for the Study of Labor (IZA).
  61. Bruggeman, Annick & Camba-Méndez, Gonzalo & Fischer, Björn & Sousa, João, 2005. "Structural filters for monetary analysis: the inflationary movements of money in the euro area," Working Paper Series 0470, European Central Bank.
  62. Bergin, Paul R. & Corsetti, Giancarlo, 2008. "The extensive margin and monetary policy," Journal of Monetary Economics, Elsevier, vol. 55(7), pages 1222-1237, October.
  63. Khan, Hashmat & Kim, Bae-Geun, 2013. "Markups and oil prices in Canada," Economic Modelling, Elsevier, vol. 30(C), pages 799-813.
  64. Riccardo DiCecio, 2004. "Comovement: it's not a puzzle," 2004 Meeting Papers 113, Society for Economic Dynamics.
  65. Hans Dewachter & Romain Houssa & Priscilla Toffano, 2012. "Spatial propagation of macroeconomic shocks in Europe," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 148(2), pages 377-402, June.
  66. Forslund, Anders & Gottfries, Nils & Westermark, Andreas, 2005. "Real and Nominal Wage Adjustment in Open Economies," Working Paper Series 2005:18, Uppsala University, Department of Economics.
  67. Waggoner, Daniel F. & Zha, Tao, 2003. "Likelihood preserving normalization in multiple equation models," Journal of Econometrics, Elsevier, vol. 114(2), pages 329-347, June.
  68. Hilde C. Bjørnland & Kai Leitemo, 2008. "Identifying the interdependence between US monetary policy and the stock market," Working Paper 2008/04, Norges Bank.
  69. Martha Banbura & Domenico Giannone & Michèle Lenza, 2014. "Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections," Working Papers ECARES ECARES 2014-15, ULB -- Universite Libre de Bruxelles.
  70. Shouyong Shi, 2003. "Liquidity, Interest Rates and Output," Levine's Bibliography 666156000000000250, UCLA Department of Economics.
  71. Julia Lendvai, 2004. "Inflation Inertia and Monetary Policy Shocks," IEHAS Discussion Papers 0417, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
  72. Ibrahim Chowdhury & Mathias Hoffmann & Andreas Schabert, 2004. "Inflation Dynamics And The Cost Channel Of Monetary Transmission," Royal Economic Society Annual Conference 2004 80, Royal Economic Society.
  73. Zoltán M. Jakab & Viktor Várpalotai & Balázs Vonnák, 2006. "How does monetary policy affect aggregate demand? A multimodel approach for Hungary," MNB Working Papers 2006/4, Magyar Nemzeti Bank (Central Bank of Hungary).
  74. Marika Karanassou & Hector Sala, 2012. "Productivity Growth And The Phillips Curve: A Reassessment Of The Us Experience," Bulletin of Economic Research, Wiley Blackwell, vol. 64(3), pages 344-366, 07.
  75. Francis Vitek, 2005. "An Unobserved Components Model of the Monetary Transmission Mechanism in a Closed Economy," Macroeconomics 0512018, EconWPA, revised 04 Feb 2006.
  76. Javier Andrés & J. David López-Salido & Javier Vallés, 1999. "The Liquidity Effect in a Small Open Economy Model," Working Papers 9902, Banco de España;Working Papers Homepage.
  77. Jérôme Creel & Paola Veroni & Francesco Saraceno, 2007. "Has the Golden Rule of Public Finance Made a difference in the UK," Working Papers hal-00972843, HAL.
  78. Blank, Sven & Dovern, Jonas, 2009. "What macroeconomic shocks affect the German banking system? Analysis in an integrated micro-macro model," Discussion Paper Series 2: Banking and Financial Studies 2009,15, Deutsche Bundesbank, Research Centre.
  79. Robert S. Chirinko & Leo de Haan & Elmer Sterken, 2004. "Asset Price Shocks, Real Expenditures, and Financial Structure: A Multi-Country Analysis," DNB Working Papers 014, Netherlands Central Bank, Research Department.
  80. Magdalena Borys & Roman Horváth & Michal Franta, 2009. "The effects of monetary policy in the Czech Republic: an empirical study," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(4), pages 419-443, November.
  81. Brüggemann, Ralf & Jentsch, Carsten & Trenkler, Carsten, 2014. "Inference in VARs with Conditional Heteroskedasticity of Unknown Form," Working Papers 14-21, University of Mannheim, Department of Economics.
  82. Cysne, Rubens Penha, 2005. "What happens after the central bank of Brazil increases the target interbank rate by 1%?," Economics Working Papers (Ensaios Economicos da EPGE) 584, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  83. Andreas Schabert, 2004. "On the relevance of open market operations for the short-run effects of monetary policy," Money Macro and Finance (MMF) Research Group Conference 2003 83, Money Macro and Finance Research Group.
  84. Dave Andolfatto & Scott Hendry & Kevin Moran, 2004. "Labour markets, liquidity, and monetary policy regimes," Canadian Journal of Economics, Canadian Economics Association, vol. 37(2), pages 392-420, May.
  85. Jef Boeckx & Maarten Dossche & Gert Peersman, 2014. "Effectiveness and Transmission of the ECB’s Balance Sheet Policies," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 14/887, Ghent University, Faculty of Economics and Business Administration.
  86. Bjørnland, Hilde C., 2005. "Monetary policy and exchange rate interactions in a small open economy," Memorandum 31/2005, Oslo University, Department of Economics.
  87. Jonas Fisher, 2000. "Assessing the Effects of Fiscal Shocks," Econometric Society World Congress 2000 Contributed Papers 1499, Econometric Society.
  88. Giovanni P. Olivei & Silvana Tenreyro, 2004. "The timing of monetary policy shocks," Working Papers 04-1, Federal Reserve Bank of Boston.
  89. John Shea, 1999. "What Do Technology Shocks Do?," NBER Chapters, in: NBER Macroeconomics Annual 1998, volume 13, pages 275-322 National Bureau of Economic Research, Inc.
  90. Martin Mandler, 2010. "Explaining ECB and FED interest rate correlation: Economic interdependence and optimal monetary policy," MAGKS Papers on Economics 201025, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  91. Alfredo M. Pereira & Rui Manuel Marvão Pereira, 2009. "Is Fuel-Switching a No-Regrets Environmental Policy? VAR Evidence on Carbon Dioxide Emissions, Energy Consumption and Economic Performance in Portugal," Working Papers 87, Department of Economics, College of William and Mary.
  92. Kraay, Aart, 2000. "Do high interest rates defend currencies during speculative attacks ?," Policy Research Working Paper Series 2267, The World Bank.
  93. Vladimir Klyuev, 2008. "Real Implications of Financial Linkages Between Canada and the United States," IMF Working Papers 08/23, International Monetary Fund.
  94. Tor Jacobson & Rikard Kindell & Jesper Linde & Kasper Roszbach, 2008. "Firm default and aggregate fluctuations," Working Papers 08-21, Federal Reserve Bank of Philadelphia.
  95. Yang, Shu-Chun Susan, 2007. "Tentative evidence of tax foresight," Economics Letters, Elsevier, vol. 96(1), pages 30-37, July.
  96. Mandler, Martin, 2012. "Inflation-regime dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions," Economics Letters, Elsevier, vol. 116(3), pages 422-425.
  97. Inoue, Atsushi & Kilian, Lutz, 2014. "Joint Confidence Sets for Structural Impulse Responses," CEPR Discussion Papers 9892, C.E.P.R. Discussion Papers.
  98. Sa, Filipa & Wieladek, Tomasz, 2010. "Monetary policy, capital inflows and the housing boom," Bank of England working papers 405, Bank of England.
  99. John H. Cochrane, 1999. "A Frictionless View of U.S. Inflation," NBER Chapters, in: NBER Macroeconomics Annual 1998, volume 13, pages 323-421 National Bureau of Economic Research, Inc.
  100. Simone Auer, 2014. "Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR," Working Papers 2014-02, Swiss National Bank.
  101. Oleg Korenok & Stanislav Radchenko & Norman R. Swanson, 2010. "International evidence on the efficacy of new-Keynesian models of inflation persistence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 31-54.
  102. Favero, Carlo A. & Rovelli, Riccardo, 1999. "Modelling and Identifying Central Banks' Preferences," CEPR Discussion Papers 2178, C.E.P.R. Discussion Papers.
  103. Sun, Rongrong, 2015. "What measures Chinese monetary policy?," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 263-286.
  104. Hansen, Stephen & McMahon, Michael, 2015. "Shocking language: Understanding the macroeconomic effects of central bank communication," CEPR Discussion Papers 11018, C.E.P.R. Discussion Papers.
  105. Charles L. Evans & David A. Marshall, 2009. "Fundamental Economic Shocks and the Macroeconomy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(8), pages 1515-1555, December.
  106. Giovanni Olivei & Silvana Tenreyro, 2008. "Wage setting patterns and monetary policy: international evidence," LSE Research Online Documents on Economics 19572, London School of Economics and Political Science, LSE Library.
  107. Chauvet, Marcelle & Tierney, Heather L. R., 2007. "Real Time Changes in Monetary Policy," MPRA Paper 16199, University Library of Munich, Germany, revised Apr 2009.
  108. Charles L. Evans & David A. Marshall, 1997. "Monetary policy and the term structure of nominal interest rates: evidence and theory," Working Paper Series, Macroeconomic Issues WP-97-10, Federal Reserve Bank of Chicago.
  109. Harrison, Sharon G & Weder, Mark, 2002. "Did Sunspot Forces Cause the Great Depression?," CEPR Discussion Papers 3267, C.E.P.R. Discussion Papers.
  110. Etsuro Shioji, 1997. "Identifying monetary policy shocks in Japan," Economics Working Papers 216, Department of Economics and Business, Universitat Pompeu Fabra.
  111. Julia Thomas & Aubhik Khan, 2012. "Inflation and Interest Rates with Endogenous Market Segmentation," 2012 Meeting Papers 1070, Society for Economic Dynamics.
  112. Piazzesi, Monika & Swanson, Eric T., 2008. "Futures prices as risk-adjusted forecasts of monetary policy," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 677-691, May.
  113. Christophe Blot & Grégory Levieuge, 2008. "Are MCIS good indicators of economic activity? Evidence from the G7 countries," Documents de Travail de l'OFCE 2008-07, Observatoire Francais des Conjonctures Economiques (OFCE).
  114. Michael D. Bordo & Christopher J. Erceg & Andrew T. Levin & Ryan Michaels, 2007. "Three great American disinflations," Proceedings, Federal Reserve Bank of San Francisco.
  115. Nakajima, Jouchi & Kasuya, Munehisa & Watanabe, Toshiaki, 2011. "Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy," Journal of the Japanese and International Economies, Elsevier, vol. 25(3), pages 225-245, September.
  116. Vespignani, Joaquin L. & Ratti, Ronald A., 2013. "Not all international monetary shocks are alike for the Japanese economy," Working Papers 16920, University of Tasmania, Tasmanian School of Business and Economics, revised 05 Aug 2013.
  117. Sa, Filipa & Towbin, Pascal & wieladek, tomasz, 2011. "Low interest rates and housing booms: the role of capital inflows, monetary policy and financial innovation," Bank of England working papers 411, Bank of England.
  118. Guerron-Quintana, Pablo A., 2011. "The implications of inflation in an estimated new Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(6), pages 947-962, June.
  119. 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.
  120. Croushore, Dean & Evans, Charles L., 2006. "Data revisions and the identification of monetary policy shocks," Journal of Monetary Economics, Elsevier, vol. 53(6), pages 1135-1160, September.
  121. Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
  122. Benjamin Hunt & Alessandro Rebucci, 2005. "The US Dollar and the Trade Deficit: What Accounts for the Late 1990s?," International Finance, Wiley Blackwell, vol. 8(3), pages 399-434, December.
  123. Beckworth, David, 2010. "One nation under the fed? The asymmetric effects of US monetary policy and its implications for the United States as an optimal currency area," Journal of Macroeconomics, Elsevier, vol. 32(3), pages 732-746, September.
  124. Eugenio Gaiotti, 1999. "The transmission of monetary policy shocks in Italy," Temi di discussione (Economic working papers) 363, Bank of Italy, Economic Research and International Relations Area.
  125. Christian Glocker & Pascal Towbin, 2012. "The Macroeconomic Effects of Reserve Requirements," WIFO Working Papers 420, WIFO.
  126. John Landon-Lane & Filippo Occhino, 2005. "Estimation and Evaluation of a Segmented Markets Monetary Model," Departmental Working Papers 200505, Rutgers University, Department of Economics.
  127. Alfredo Pereira & Jorge Andraz, 2012. "On the economic and budgetary effects of investments in SCUTS: the Portuguese toll-free highways," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 48(1), pages 321-338, February.
  128. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 801, University Library of Munich, Germany.
  129. Manfred Kremer, 2016. "Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area," International Economics and Economic Policy, Springer, vol. 13(1), pages 105-138, January.
  130. Yves S. Schüler, 2014. "Asymmetric Effects of Uncertainty over the Business Cycle: A Quantile Structural Vector Autoregressive Approach," Working Paper Series of the Department of Economics, University of Konstanz 2014-02, Department of Economics, University of Konstanz.
  131. Jordi Gali, 2002. "New Perspectives on Monetary Policy, Inflation, and the Business Cycle," NBER Working Papers 8767, National Bureau of Economic Research, Inc.
  132. Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2006. "VARs, common factors and the empirical validation of equilibrium business cycle models," ULB Institutional Repository 2013/10127, ULB -- Universite Libre de Bruxelles.
  133. William T. Gavin & Finn E. Kydland, 2000. "The nominal facts and the October 1979 policy change," Working Papers 2000-013, Federal Reserve Bank of St. Louis.
  134. Matteo Barigozzi & Antonio M. Conti & Matteo Luciani, 2013. "Do euro area countries respond asymmetrically to the common monetary policy?," Temi di discussione (Economic working papers) 923, Bank of Italy, Economic Research and International Relations Area.
  135. Boyarchenko, Nina & Haddad, Valentin & Plosser, Matthew, 2016. "The Federal Reserve and market confidence," Staff Reports 773, Federal Reserve Bank of New York.
  136. Helge Berger & Ulrich Woitek, 1999. "Does Conservatism Matter? A Time Series Approach to Central Banking," CESifo Working Paper Series 190, CESifo Group Munich.
  137. repec:nrb:journl:v:23:y:2011:i:2:p:3 is not listed on IDEAS
  138. Canova, Fabio & Pappa, Evi, 2003. "Price Dispersions in Monetary Unions: The Role of Fiscal Shocks," CEPR Discussion Papers 3746, C.E.P.R. Discussion Papers.
  139. Gerlach, Stefan & Assenmacher-Wesche, Katrin, 2008. "Financial structure and the impact of monetary policy on asset prices," CFS Working Paper Series 2008/30, Center for Financial Studies (CFS).
  140. Maćkowiak, Bartosz & Wiederholt, Mirko, 2009. "Optimal sticky prices under rational inattention," Working Paper Series 1009, European Central Bank.
  141. 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).
  142. Michael J. Dueker, 2002. "The monetary policy innovation paradox in VARs: a "discrete" explanation," Review, Federal Reserve Bank of St. Louis, issue Mar., pages 43-50.
  143. Mayer, Eric & Scharler, Johann, 2011. "Noisy information, interest rate shocks and the Great Moderation," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 568-581.
  144. Balke, Nathan S. & Wynne, Mark A., 2003. "The relative price effects of monetary shocks," Working Papers 0306, Federal Reserve Bank of Dallas.
  145. Alesina, Alberto & Favero, Carlo & Giavazzi, Francesco, 2015. "The output effect of fiscal consolidation plans," Journal of International Economics, Elsevier, vol. 96(S1), pages 19-42.
  146. Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2009. "On the statistical identification of DSGE models," Open Access publications 10197/7586, School of Economics, University College Dublin.
  147. N. Gregory Mankiw & Ricardo Reis, 2001. "Sticky Information Versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve," Harvard Institute of Economic Research Working Papers 1922, Harvard - Institute of Economic Research.
  148. Marina Tkalec, 2011. "The Dynamics of Deposit Euroization in European Post-transition Countries: Evidence from Threshold VAR," Working Papers 1102, The Institute of Economics, Zagreb.
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This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.