My bibliography
Save this item
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Luisa Corrado & Daniela Fantozzi & Simona Giglioli, 2022. "Real-time ineuqalities and policies during the pandemic in the US," Temi di discussione (Economic working papers) 1396, Bank of Italy, Economic Research and International Relations Area.
- Lance A. Fisher & Hyeon-seung Huh, 2022. "Systematic Monetary Policy in a SVAR for Australia," Working papers 2022rwp-194, Yonsei University, Yonsei Economics Research Institute.
- Yoosoon Chang & Fabio Gomez-Rodriguez & Christian Matthes, 2023.
"The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve,"
CAEPR Working Papers
2023-008 Classification-E, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Yoosoon Chang & Fabio Gómez-RodrÃguez & Christian Matthes, 2023. "The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve," CAMA Working Papers 2023-65, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yoosoon Chang & Fabio Gómez-RodrÃguez & Christian Matthes, 2024. "The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve," Working Papers No 02/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Atsushi Inoue & Barbara Rossi, 2021.
"A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy,"
Quantitative Economics, Econometric Society, vol. 12(4), pages 1085-1138, November.
- Atsushi Inoue & Barbara Rossi, 2018. "A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy," Economics Working Papers 1638, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2021.
- Atsushi Inoue & Barbara Rossi, 2019. "A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy," Working Papers 1082, Barcelona School of Economics.
- De Santis, Roberto A., 2020.
"Impact of the Asset Purchase Programme on euro area government bond yields using market news,"
Economic Modelling, Elsevier, vol. 86(C), pages 192-209.
- De Santis, Roberto A., 2016. "Impact of the asset purchase programme on euro area government bond yields using market news," Working Paper Series 1939, European Central Bank.
- Ca' Zorzi, Michele & Dedola, Luca & Georgiadis, Georgios & Jarociński, Marek & Stracca, Livio & Strasser, Georg, 2020. "Monetary policy and its transmission in a globalised world," Working Paper Series 2407, European Central Bank.
- Bu, Chunya & Rogers, John & Wu, Wenbin, 2021.
"A unified measure of Fed monetary policy shocks,"
Journal of Monetary Economics, Elsevier, vol. 118(C), pages 331-349.
- Chunya Bu & John Rogers & Wenbin Wu, 2019. "A Unified Measure of Fed Monetary Policy Shocks," Finance and Economics Discussion Series 2019-043, Board of Governors of the Federal Reserve System (U.S.).
- Robert Adamek & Stephan Smeekes & Ines Wilms, 2022. "Local Projection Inference in High Dimensions," Papers 2209.03218, arXiv.org, revised Feb 2023.
- Brubakk, Leif & ter Ellen, Saskia & Robstad, Ørjan & Xu, Hong, 2022.
"The macroeconomic effects of forward communication,"
Journal of International Money and Finance, Elsevier, vol. 120(C).
- Brubakk, Leif & ter Ellen, Saskia & Robstad, Ørjan & Xu, Hong, 2019. "The macroeconomic effects of forward communication," Working Paper 2019/20, Norges Bank.
- Rüth, Sebastian K., 2020.
"Shifts in monetary policy and exchange rate dynamics: Is Dornbusch's overshooting hypothesis intact, after all?,"
Journal of International Economics, Elsevier, vol. 126(C).
- Rüth, Sebastian K., 2019. "Shifts in Monetary Policy and Exchange Rate Dynamics: Is Dornbusch's Overshooting Hypothesis Intact, After all?," Working Papers 0673, University of Heidelberg, Department of Economics.
- Jamie L. Cross & Aubrey Poon & Dan Zhu, 2023. "Uncertainty and the Term Structure of Interest Rates," Working Papers No 12/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Holtemöller, Oliver & Kriwoluzky, Alexander & Kwak, Boreum, 2020.
"Exchange rates and the information channel of monetary policy,"
IWH Discussion Papers
17/2020, Halle Institute for Economic Research (IWH).
- Oliver Holtemöller & Alexander Kriwoluzky & Boreum Kwak, 2020. "Exchange Rates and the Information Channel of Monetary Policy," Discussion Papers of DIW Berlin 1906, DIW Berlin, German Institute for Economic Research.
- Yuriy Kitsul & Oleg Sokolinskiy & Jonathan H. Wright, 2022. "Market Effects of Central Bank Credit Markets Support Programs in Europe," International Finance Discussion Papers 1357, Board of Governors of the Federal Reserve System (U.S.).
- Christina Anderl & Guglielmo Maria Caporale, 2023. "Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects," CESifo Working Paper Series 10656, CESifo.
- Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2020.
"International effects of a compression of euro area yield curves,"
Journal of Banking & Finance, Elsevier, vol. 113(C).
- Martin Feldkircher & Thomas Gruber & Florian Huber, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," Department of Economics Working Papers wuwp248, Vienna University of Economics and Business, Department of Economics.
- Martin, Feldkircher & Thomas, Gruber & Florian, Huber, 2019. "International effects of a compression of euro area yield curves," Working Papers in Economics 2019-1, University of Salzburg.
- Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," Department of Economics Working Paper Series 248, WU Vienna University of Economics and Business.
- Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168111, Verein für Socialpolitik / German Economic Association.
- Alisdair McKay & Christian K. Wolf, 2023.
"What Can Time‐Series Regressions Tell Us About Policy Counterfactuals?,"
Econometrica, Econometric Society, vol. 91(5), pages 1695-1725, September.
- Christian K. Wolf & Alisdair McKay, 2022. "What Can Time-Series Regressions Tell Us About Policy Counterfactuals?," NBER Working Papers 30358, National Bureau of Economic Research, Inc.
- Alisdair McKay & Christian K. Wolf, 2023. "What Can Time-Series Regressions Tell Us About Policy Counterfactuals?," Staff Report 642, Federal Reserve Bank of Minneapolis.
- repec:zbw:bofrdp:2020_003 is not listed on IDEAS
- Daniel J. Lewis, 2019. "Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects," Staff Reports 891, Federal Reserve Bank of New York.
- Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023.
"Oil and the Stock Market Revisited: A mixed functional VAR approach,"
Working Papers
No 03/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjornland & Yoosoon Chang & Jamie L. Cross, 2023. "Oil and the Stock Market Revisited: A Mixed Functional VAR Approach," CAEPR Working Papers 2023-005 Classification-1, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023. "Oil and the Stock Market Revisited: A Mixed Functional VAR Approach," CAMA Working Papers 2023-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kortela, Tomi & Nelimarkka, Jaakko, 2020. "The effects of conventional and unconventional monetary policy : identification through the yield curve," Research Discussion Papers 3/2020, Bank of Finland.
- Rasmus Fatum & Naoko Hara & Yohei Yamamoto, 2019.
"Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields,"
GRU Working Paper Series
GRU_2019_006, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Rasmus Fatum & Naoko Hara & Yohei Yamamoto, 2019. "Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields," IMES Discussion Paper Series 19-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
- Rasmus Fatum & Naoko Hara & Yohei Yamamoto, 2019. "Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields," Globalization Institute Working Papers 354, Federal Reserve Bank of Dallas.
- Leonardo Nogueira Ferreira, 2023. "Monetary Policy Surprises, Financial Conditions, and the String Theory Revisited," Working Papers Series 573, Central Bank of Brazil, Research Department.
- Eo, Yunjong & Kang, Kyu Ho, 2020.
"The effects of conventional and unconventional monetary policy on forecasting the yield curve,"
Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
- Eo, Yunjong & Kang, Kyu Ho, 2019. "The Effects of Conventional and Unconventional Monetary Policy on Forecasting the Yield Curve," Working Papers 2019-08, University of Sydney, School of Economics, revised Nov 2019.
- Shixuan Wang & Rangan Gupta & Matteo Bonato & Oguzhan Cepni, 2022. "The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks," Working Papers 202219, University of Pretoria, Department of Economics.
- Thi Bich Ngoc Tran & Hoang Cam Huong Pham, 2020. "The Spillover Effects of the US Unconventional Monetary Policy: New Evidence from Asian Developing Countries," JRFM, MDPI, vol. 13(8), pages 1-26, July.
- Zoë Venter, 2020.
"The Interaction Between Conventional Monetary Policy and Financial Stability: Chile, Colombia, Japan, Portugal and the UK,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 62(3), pages 521-554, September.
- Zoe Venter, 2019. "The Interaction Between ConventionalMonetary Policy and Financial Stability: Chile, Colombia, Japan, Portugal and the UK," Working Papers REM 2019/96, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Ortega, Eva & Osbat, Chiara, 2020.
"Exchange rate pass-through in the euro area and EU countries,"
Occasional Paper Series
241, European Central Bank.
- Eva Ortega & Chiara Osbat, 2020. "Exchange rate pass-through in the euro area and EU countries," Occasional Papers 2016, Banco de España.
- Stavrakeva, Vania & Tang, Jenny, 2019. "The Dollar During the Great Recession: US Monetary Policy Signaling and The Flight To Safety," CEPR Discussion Papers 14034, C.E.P.R. Discussion Papers.
- Fisher, Lance A. & Huh, Hyeon-seung, 2023. "Systematic monetary policy in a SVAR for Australia," Economic Modelling, Elsevier, vol. 128(C).