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A reassessment of monetary policy surprises and high-frequency identification
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Cited by:
- Santiago Camara, 2023.
"International Spillovers of ECB Interest Rates Monetary Policy & Information Effects,"
Working Papers
250, Red Nacional de Investigadores en Economía (RedNIE).
- Santiago Camara, 2023. "International Spillovers of ECB Interest Rates: Monetary Policy & Information Effects," Papers 2306.04562, arXiv.org.
- Travis Adams & Andrea Ajello & Diego Silva & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Papers 2305.16164, arXiv.org.
- Davide Brignone & Alessandro Franconi & Marco Mazzali, 2023. "Robust Impulse Responses using External Instruments: the Role of Information," Papers 2307.06145, arXiv.org.
- Filippo Ferroni & Jonas D. M. Fisher & Leonardo Melosi, 2022.
"Usual Shocks in our Usual Models,"
Working Paper Series
WP 2022-39, Federal Reserve Bank of Chicago.
- Melosi, Leonardo & Ferroni, Filippo & Fisher, Jonas, 2023. "Unusual Shocks in our Usual Models," CEPR Discussion Papers 17830, C.E.P.R. Discussion Papers.
- Ehrmann, Michael & Gnan, Phillipp & Rieder, Kilian, 2023.
"Central Bank Communication by ??? The Economics of Public Policy Leaks,"
CEPR Discussion Papers
18152, C.E.P.R. Discussion Papers.
- Ehrmann, Michael & Gnan, Phillipp & Rieder, Kilian, 2023. "Central bank communication by ??? The economics of public policy leaks," Working Paper Series 2846, European Central Bank.
- Inessa BENCHORA & Aurélien LEROY & Louis RAFFESTIN, 2023. "Is Monetary Policy Transmission Green?," Bordeaux Economics Working Papers 2023-08, Bordeaux School of Economics (BSE).
- Santiago Camara & Sebastian Ramirez Venegas, 2022.
"The Transmission of US Monetary Policy Shocks: The Role of Investment & Financial Heterogeneity,"
Papers
2209.11150, arXiv.org.
- Santiago Camara & Sebastian Ramirez Venegas, 2023. "The Transmission of US Monetary Policy Shocks The Role of Investment & Financial Heterogeneity," Working Papers 230, Red Nacional de Investigadores en Economía (RedNIE).
- Qi Li & Xu Zhang, 2023. "Monetary Policy and Racial Inequality in Housing Markets: A Study of 140 US Metropolitan Areas," Staff Working Papers 23-62, Bank of Canada.
- Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2023. "An unconventional FX tail risk story," LSE Research Online Documents on Economics 120052, London School of Economics and Political Science, LSE Library.
- Holden, Tom D., 2022.
"Robust real rate rules,"
Discussion Papers
42/2022, Deutsche Bundesbank.
- Holden, Tom D., 2023. "Robust Real Rate Rules," EconStor Preprints 279481, ZBW - Leibniz Information Centre for Economics.
- Sangyup Choi & Tim Willems & Seung Yong Yoo, 2022.
"Revisiting the Monetary Transmission Mechanism Through an Industry-Level Differential Approach,"
IMF Working Papers
2022/017, International Monetary Fund.
- Choi, Sangyup & Willens, Tim & Yoo, Seung Yong, 2023. "Revisiting the monetary transmission mechanism through an industry‑level differential approach," Bank of England working papers 1024, Bank of England.
- Sangyup Choi & Tim Willems & Seung Yong Yoo, 2023. "Revisiting the Monetary Transmission Mechanism through an Industry-Level Differential Approach," Working papers 2023rwp-215, Yonsei University, Yonsei Economics Research Institute.
- Evgenidis, Anastasios & Fasianos, Apostolos, 2023. "Modelling monetary policy’s impact on labour markets under Covid-19," Economics Letters, Elsevier, vol. 230(C).
- Haroon Mumtaz & Jumana Saleheen & Roxane Spitznagel, 2023. "Keep it Simple: Central Bank Communication and Asset Prices," Working Papers 960, Queen Mary University of London, School of Economics and Finance.
- Willem Thorbecke, 2024.
"Macroeconomic Shocks and Economic Performance in Malaysia: A Sectoral Analysis,"
JRFM, MDPI, vol. 17(3), pages 1-19, March.
- Willem THORBECKE, 2023. "Macroeconomic Shocks and Economic Performance in Malaysia: A sectoral analysis," Discussion papers 23070, Research Institute of Economy, Trade and Industry (RIETI).
- 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.
- Jonathan J. Adams & Mr. Philip Barrett, 2023.
"Identifying News Shocks from Forecasts,"
IMF Working Papers
2023/208, International Monetary Fund.
- Jonathan J Adams & Philip Barrett, 2023. "Identifying News Shocks from Forecasts," Working Papers 001010, University of Florida, Department of Economics.
- Andrea Ajello & Diego Silva & Travis Adams & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Finance and Economics Discussion Series 2023-034, Board of Governors of the Federal Reserve System (U.S.).
- Carlos Cañon & Eddie Gerba & Alberto Pambira & Evarist Stoja, 2023. "An Unconventional FX Tail Risk Story," CESifo Working Paper Series 10629, CESifo.
- De Santis, Roberto A. & Tornese, Tommaso, 2024. "US monetary policy is more powerful in low economic growth regimes," Working Paper Series 2919, European Central Bank.
- De Rezende, Rafael B., 2023. "An event-driven bank stress indicator: The case of US regional banks," Finance Research Letters, Elsevier, vol. 56(C).
- Amina Enkhbold, 2024. "Monetary Policy Transmission Through Shadow and Traditional Banks," Staff Working Papers 24-8, Bank of Canada.
- Jonathan Hambur & Qazi Haque, 2023.
"Can We Use High-Frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!,"
CAMA Working Papers
2023-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jonathan Hambur & Qazi Haque, 2023. "Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? Yes and no!," School of Economics and Public Policy Working Papers 2023-03 Classification-E4, University of Adelaide, School of Economics and Public Policy.
- Jonathan Hambur & Qazi Haque, 2023. "Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!," RBA Research Discussion Papers rdp2023-04, Reserve Bank of Australia.
- Ider, Gökhan & Kriwoluzky, Alexander & Kurcz, Frederik & Schumann, Ben, 2023.
"The Energy-Price Channel of (European) Monetary Policy,"
VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage"
277710, Verein für Socialpolitik / German Economic Association.
- Gökhan Ider & Alexander Kriwoluzky & Frederik Kurcz & Ben Schumann, 2023. "The Energy-Price Channel of (European) Monetary Policy," Discussion Papers of DIW Berlin 2033, DIW Berlin, German Institute for Economic Research.
- Lu, Dong & Tang, Huoqing & Zhang, Chengsi, 2023. "China's monetary policy surprises and corporate real investment," China Economic Review, Elsevier, vol. 77(C).
- Bruno Albuquerque & Martin Iseringhausen & Frederic Opitz, 2024.
"The Housing Supply Channel of Monetary Policy,"
IMF Working Papers
2024/023, International Monetary Fund.
- Martin Iseringhausen, 2024. "The housing supply channel of monetary policy," Working Papers 59, European Stability Mechanism, revised 05 Feb 2024.
- Georgiadis, Georgios & Jarociński, Marek, 2023. "Global spillovers from multi-dimensional US monetary policy," Working Paper Series 2881, European Central Bank.
- Ariadne Checo & Francesco Grigoli & Damiano Sandri, 2024. "Monetary Policy Transmission in Emerging Markets: Proverbial Concerns, Novel Evidence," BIS Working Papers 1170, Bank for International Settlements.
- van der Ploeg, Frederick & Willems, Tim, 2024. "Battle of the markups: conflict inflation and the aspirational channel of monetary policy transmission," Bank of England working papers 1065, Bank of England.
- Holm-Hadulla, Fédéric & Mazelis, Falk & Rast, Sebastian, 2023. "Bank and non-bank balance sheet responses to monetary policy shocks," Economics Letters, Elsevier, vol. 222(C).
- Alex Hsu & Indrajit Mitra & Linghang Zeng, 2023. "The Profitability Channel of Monetary Policy Transmission," FRB Atlanta Working Paper 2023-06, Federal Reserve Bank of Atlanta.
- Dimitris Christopoulos & Peter McAdam & Elias Tzavalis, 2023. "Threshold Endogeneity in Threshold VARs: An Application to Monetary State Dependence," Research Working Paper RWP 23-09, Federal Reserve Bank of Kansas City.