My authors
Follow this author
Michael Steven Hanson
(We have lost contact with this author. Please ask them to update the entry or send us the correct address or status for this person. Thank you.)Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Michael S. Hanson, 2006.
"Varying Monetary Policy Regimes: A Vector Autoregressive Investigation,"
Wesleyan Economics Working Papers
2006-003, Wesleyan University, Department of Economics.
- Hanson, Michael S., 2006. "Varying monetary policy regimes: A vector autoregressive investigation," Journal of Economics and Business, Elsevier, vol. 58(5-6), pages 407-427.
Cited by:
- Eric M. Leeper & Jennifer E. Roush, 2003.
"Putting \\"M\\" back in monetary policy,"
Proceedings, Federal Reserve Bank of Cleveland, pages 1217-1264.
- Eric M. Leeper & Jennifer E. Roush, 2003. "Putting \"M\" back in monetary policy," International Finance Discussion Papers 761, Board of Governors of the Federal Reserve System (U.S.).
- Fabio Canova & Luca Gambetti, 2003.
"Structural changes in the US economy: is there a role for monetary policy?,"
Economics Working Papers
918, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008.
- Canova, Fabio & Gambetti, Luca, 2009. "Structural changes in the US economy: Is there a role for monetary policy?," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 477-490, February.
- Eric M. Leeper & Tao Zha, 2001.
"Assessing simple policy rules: A view from a complete macroeconomic model,"
Economic Review, Federal Reserve Bank of Atlanta, vol. 86(Q4), pages 35-58.
- Eric M. Leeper & Tao Zha, 2001. "Assessing simple policy rules: a view from a complete macroeconomic model," Review, Federal Reserve Bank of St. Louis, vol. 83(Jul), pages 83-112.
- Luca Benati & Paolo Surico, 2006. "The Great Moderation and the ‘Bernanke Conjecture’," Computing in Economics and Finance 2006 158, Society for Computational Economics.
- Fabio Canova & Luca Gambetti, 2004. "On the Time Variations of US Monetary Policy: Who is right?," Money Macro and Finance (MMF) Research Group Conference 2004 96, Money Macro and Finance Research Group.
- Hess Chung & Troy Davig & Eric Leeper, 2004.
"Monetary and Fiscal Policy Switching,"
Computing in Economics and Finance 2004
325, Society for Computational Economics.
- Hess Chung & Troy Davig & Eric M. Leeper, 2007. "Monetary and Fiscal Policy Switching," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(4), pages 809-842, June.
- Hess Chung & Troy Davig & Eric M. Leeper, 2007. "Monetary and Fiscal Policy Switching," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(4), pages 809-842, June.
- Hess T. Chung & Troy Davig & Eric M. Leeper, 2005. "Monetary and fiscal policy switching," Research Working Paper RWP 05-12, Federal Reserve Bank of Kansas City.
- Troy Davig & Eric M. Leeper & Hess Chung, 2004. "Monetary and Fiscal Policy Switching," NBER Working Papers 10362, National Bureau of Economic Research, Inc.
- Hess Chung & Troy Davig & Eric Leeper, 2004. "Monetary and Fiscal Policy Switching," Econometric Society 2004 North American Summer Meetings 274, Econometric Society.
- Thore Schlaak & Malte Rieth & Maximilian Podstawski, 2023.
"Monetary policy, external instruments, and heteroskedasticity,"
Quantitative Economics, Econometric Society, vol. 14(1), pages 161-200, January.
- Thore Schlaak & Malte Rieth & Maximilian Podstawski, 2018. "Monetary Policy, External Instruments and Heteroskedasticity," Discussion Papers of DIW Berlin 1749, DIW Berlin, German Institute for Economic Research.
- Eric M. Leeper & Tao Zha, 2002.
"Empirical Analysis of Policy Interventions,"
NBER Working Papers
9063, National Bureau of Economic Research, Inc.
- Eric M. Leeper & Tao Zha, 2002. "Empirical analysis of policy interventions," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Michael T. Owyang, 2002. "Modeling Volcker as a non-absorbing state: agnostic identification of a Markov-switching VAR," Working Papers 2002-018, Federal Reserve Bank of St. Louis.
- Qureshi, Irfan, 2015. "What are monetary policy shocks?," The Warwick Economics Research Paper Series (TWERPS) 1086, University of Warwick, Department of Economics.
- Caterina Mendicino, 2006.
"Credit Market and Macroeconomic Volatility,"
2006 Meeting Papers
317, Society for Economic Dynamics.
- Mendicino, Caterina, 2007. "Credit market and macroeconomic volatility," Working Paper Series 743, European Central Bank.
- Fabio Canova, 2004.
"What explains the Great Moderation in the US? A structural analysis,"
Economics Working Papers
919, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2007.
- Fabio Canova, 2009. "What Explains The Great Moderation in the U.S.? A Structural Analysis," Journal of the European Economic Association, MIT Press, vol. 7(4), pages 697-721, June.
- Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent, 2008.
"Inflation-Gap Persistence in the U.S,"
NBER Working Papers
13749, National Bureau of Economic Research, Inc.
- Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent, 2010. "Inflation-Gap Persistence in the US," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(1), pages 43-69, January.
- Pavon-Prado, David, 2019. "Have we been measuring monetary policy correctly? Analysing the Federal Reserve’s policies over the last century," IFCS - Working Papers in Economic History.WH 28342, Universidad Carlos III de Madrid. Instituto Figuerola.
- Eric M. Leeper & Tao Zha, 2000. "Assessing simple policy rules: a view from a complete macro model," FRB Atlanta Working Paper 2000-19, Federal Reserve Bank of Atlanta.
- Mojon, Benoît, 2008.
"When did unsystematic monetary policy have an effect on inflation?,"
European Economic Review, Elsevier, vol. 52(3), pages 487-497, April.
- Mojon, Benoît, 2005. "When did unsystematic monetary policy have an effect on inflation?," Working Paper Series 559, European Central Bank.
- Canova, Fabio & Gambetti, Luca, 2006. "Structural Changes in the US Economy: Bad Luck or Bad Policy?," CEPR Discussion Papers 5457, C.E.P.R. Discussion Papers.
- M. Berument & Selahattin Togay & Afsin Sahin, 2011.
"Identifying the Liquidity Effects of Monetary Policy Shocks for a Small Open Economy: Turkey,"
Open Economies Review, Springer, vol. 22(4), pages 649-667, September.
- Berument, Hakan & Togay, Selahattin & Sahin, Afsin, 2011. "Identifying the Liquidity Effects of Monetary Policy Shocks For a Small Open Economy: Turkey," MPRA Paper 46883, University Library of Munich, Germany.
- Canova, Fabio, 2006. "Monetary Policy and the Evolution of the US Economy," CEPR Discussion Papers 5467, C.E.P.R. Discussion Papers.
- Christopher A. Sims & Tao Zha, 2002. "Macroeconomic switching," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Qureshi, Irfan, 2015. "What are monetary policy shocks?," Economic Research Papers 270008, University of Warwick - Department of Economics.
- Neville Francis & Michael T. Owyang, 2004. "Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle," Working Papers 2003-001, Federal Reserve Bank of St. Louis.
- Ghatak, Subrata & Moore, Tomoe, 2008. "Monetary policy rules for transition economies: an empirical analysis," Economics Discussion Papers 2008-5, School of Economics, Kingston University London.
- Efrem Castelnuovo, 2006. "Assessing Different Drivers of the GreatModeration in the U.S," "Marco Fanno" Working Papers 0025, Dipartimento di Scienze Economiche "Marco Fanno".
- Raputsoane, Leroi, 2018. "Monetary policy reaction function pre and post the global financial crisis," MPRA Paper 84866, University Library of Munich, Germany.
- Michael S. Hanson & Erik Hurst & Ki Young Park, 2006.
"Does Monetary Policy Help Least Those Who Need It Most?,"
Wesleyan Economics Working Papers
2006-006, Wesleyan University, Department of Economics.
Cited by:
- Angeliki ANAGNOSTOU & Stephanos PAPADAMOU, 2014. "The Impact Of Monetary Shocks On Regional Output: Evidence From Four South Eurozone Countries," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 39, pages 105-130.
- Michael Artis & Christian Dreger & Konstantin Kholodilin, 2009.
"Common and spatial drivers in regional business cycles,"
Centre for Growth and Business Cycle Research Discussion Paper Series
118, Economics, The University of Manchester.
- Michael Artis & Christian Dreger & Konstantin A. Kholodilin, 2009. "Common and Spatial Drivers in Regional Business Cycles," Discussion Papers of DIW Berlin 859, DIW Berlin, German Institute for Economic Research.
- Artis, Michael & Dreger, Christian & Kholodilin, Konstantin, 2009. "Common and Spatial Drivers in Regional Business Cycles," CEPR Discussion Papers 7206, C.E.P.R. Discussion Papers.
- Artis, Michael & Dreger, Christian & Kholodilinf, Konstantin, 2009. "Common and spatial drivers in regional business cycles," LSE Research Online Documents on Economics 33213, London School of Economics and Political Science, LSE Library.
- Michael Artis & Christian Dreger & Konstantin Kholodilin, 2009. "Common and Spatial Drivers in Regional Business Cycles," SERC Discussion Papers 0022, Centre for Economic Performance, LSE.
- Christian Dreger & Konstantin Kholodilin & Michael Artis, 2011.
"What drives regional business cycles? The role of common and spatial components,"
ERSA conference papers
ersa10p317, European Regional Science Association.
- Michael Artis & Christian Dreger & Konstantin Kholodilin, 2011. "What Drives Regional Business Cycles? The Role Of Common And Spatial Components," Manchester School, University of Manchester, vol. 79(5), pages 1035-1044, September.
- Masagus M. Ridhwan & Henri L. F. Groot & Piet Rietveld & Peter Nijkamp, 2014.
"The Regional Impact of Monetary Policy in Indonesia,"
Growth and Change, Wiley Blackwell, vol. 45(2), pages 240-262, June.
- Masagus M. Ridhwan & Henri L.F. de Groot & Piet Rietveld & Peter Nijkamp, 2011. "The Regional Impact of Monetary Policy in Indonesia," Tinbergen Institute Discussion Papers 11-081/3, Tinbergen Institute.
- Neville Francis & Michael T. Owyang & Tatevik Sekhposyan, 2009.
"The local effects of monetary policy,"
Working Papers
2009-048, Federal Reserve Bank of St. Louis.
- Francis Neville & Owyang Michael T. & Sekhposyan Tatevik, 2012. "The Local Effects of Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(2), pages 1-38, March.
- Michael S. Hanson & Kwanghee Nam, 2005.
"Inflation Targeting in an Emerging Market: the Case of Korea,"
Wesleyan Economics Working Papers
2005-007, Wesleyan University, Department of Economics.
Cited by:
- Nadia Saleem, 2010. "Adopting Inflation Targeting in Pakistan: An Empirical Analysis," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 15(2), pages 51-76, Jul-Dec.
Articles
- Pavel Kapinos & Michael S. Hanson, 2013.
"Targets In The Taylor Rule: Inflation, Speed Limit, Or Price Level?,"
Contemporary Economic Policy, Western Economic Association International, vol. 31(1), pages 176-190, January.
Cited by:
- Clarida, Richard & Galí, Jordi & Gertler, Mark, 1999.
"The Science of Monetary Policy: A New Keynesian Perspective,"
CEPR Discussion Papers
2139, C.E.P.R. Discussion Papers.
- Mark Gertler & Jordi Gali & Richard Clarida, 1999. "The Science of Monetary Policy: A New Keynesian Perspective," Journal of Economic Literature, American Economic Association, vol. 37(4), pages 1661-1707, December.
- Richard Clarida & Jordi Gali & Mark Gertler, 1999. "The Science of Monetary Policy: A New Keynesian Perspective," NBER Working Papers 7147, National Bureau of Economic Research, Inc.
- Richard Clarida & Jordi Galí & Mark Gertler, 1997. "The science of monetary policy: A new Keynesian perspective," Economics Working Papers 356, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 1999.
- Clarida, Richard & Galí, Jordi & Gertler, Mark, 1999.
"The Science of Monetary Policy: A New Keynesian Perspective,"
CEPR Discussion Papers
2139, C.E.P.R. Discussion Papers.
- Hanson, Michael S., 2006.
"Varying monetary policy regimes: A vector autoregressive investigation,"
Journal of Economics and Business, Elsevier, vol. 58(5-6), pages 407-427.
See citations under working paper version above.
- Michael S. Hanson, 2006. "Varying Monetary Policy Regimes: A Vector Autoregressive Investigation," Wesleyan Economics Working Papers 2006-003, Wesleyan University, Department of Economics.
- Hanson, Michael S., 2004.
"The "price puzzle" reconsidered,"
Journal of Monetary Economics, Elsevier, vol. 51(7), pages 1385-1413, October.
Cited by:
- Leon W. Berkelmans, 2008. "Imperfect information and monetary models: multiple shocks and their consequences," Finance and Economics Discussion Series 2008-58, Board of Governors of the Federal Reserve System (U.S.).
- Zsolt Darvas, 2012.
"Monetary transmission in three central European economies- evidence from time-varying coefficient vector autoregressions,"
Working Papers
722, Bruegel.
- Zsolt Darvas, 2013. "Monetary transmission in three central European economies: evidence from time-varying coefficient vector autoregressions," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 40(2), pages 363-390, May.
- Zsolt Darvas, 2009. "Monetary Transmission in three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions," Working Papers 0903, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, revised 30 Apr 2012.
- Zsolt Darvas, 2009. "Monetary Transmission in Three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions," CERS-IE WORKING PAPERS 0913, Institute of Economics, Centre for Economic and Regional Studies.
- Zsolt Darvas, 2012. "Monetary transmission in three central European economies: evidence from time-varying coefficient vector autoregressions," CERS-IE WORKING PAPERS 1219, Institute of Economics, Centre for Economic and Regional Studies.
- Carlstrom, Charles T. & Fuerst, Timothy S. & Paustian, Matthias, 2009. "Monetary policy shocks, Choleski identification, and DNK models," Journal of Monetary Economics, Elsevier, vol. 56(7), pages 1014-1021, October.
- Jérôme Héricourt, 2005.
"Monetary policy transmission in the CEECs: a comprehensive analysis,"
Cahiers de la Maison des Sciences Economiques
bla05020, Université Panthéon-Sorbonne (Paris 1).
- Jérôme Héricourt, 2005. "Monetary policy transmission in the CEECs: a comprehensive analysis," Post-Print halshs-00193947, HAL.
- Jérôme Héricourt, 2005. "Monetary policy transmission in the CEECs: a comprehensive analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00193947, HAL.
- Efrem Castelnuovo & Paolo Surico, 2006.
"The Price Puzzle: Fact or Artifact?,"
"Marco Fanno" Working Papers
0016, Dipartimento di Scienze Economiche "Marco Fanno".
- Efrem Castelnuovo & Paolo Surico, 2006. "The price puzzle: fact or artefact?," Bank of England working papers 288, Bank of England.
- Efrem Castelnuovo & Paolo Surico, 2005. "The Price Puzzle: Fact or Artefact?," Macroeconomics 0505015, University Library of Munich, Germany, revised 19 Jul 2005.
- Iuliana Matei & Jérôme Héricourt, 2007.
"Transmission de la politique monétaire dans les Pays d'Europe Centrale et Orientale : que savons-nous vraiment ?,"
Économie et Prévision, Programme National Persée, vol. 180(4), pages 221-238.
- Jérôme Héricourt & Iuliana Matei, 2007. "Transmission de la politique monétaire dans les pays d'Europe Centrale et Orientale : que savons-nous vraiment ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00515124, HAL.
- Jérôme Héricourt & Iuliana Matei, 2007. "Transmission de la politique monétaire dans les pays d'Europe Centrale et Orientale : que savons-nous vraiment ?," Post-Print halshs-00515124, HAL.
- Jérôme Héricourt & Iuliana Matei, 2007. "Transmission de la politique monétaire dans les pays d'E urope centrale et orientale : que savons-nous vraiment ?," Economie & Prévision, La Documentation Française, vol. 0(4), pages 221-238.
- Matthias Gubler & Matthias S. Hertweck, 2011.
"Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S,"
Working Paper Series of the Department of Economics, University of Konstanz
2011-03, Department of Economics, University of Konstanz.
- Dr. Matthias Gubler & Matthias S. Hertweck, 2013. "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working Papers 2013-05, Swiss National Bank.
- Gubler, Matthias & Hertweck, Matthias S., 2013. "Commodity price shocks and the business cycle: Structural evidence for the U.S," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 324-352.
- Gubler, Matthias & Hertweck, Matthias Sebastian, 2011. "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working papers 2011/05, Faculty of Business and Economics - University of Basel.
- Berlemann, Michael & Freese, Julia, 2010.
"Monetary policy and real estate prices: A disaggregated analysis for Switzerland,"
HWWI Research Papers
2-19, Hamburg Institute of International Economics (HWWI).
- Michael Berlemann & Julia Freese, 2013. "Monetary policy and real estate prices: a disaggregated analysis for Switzerland," International Economics and Economic Policy, Springer, vol. 10(4), pages 469-490, December.
- Berlemann, Michael & Freese, Julia, 2010. "Monetary Policy and Real Estate Prices: A Disaggregated Analysis for Switzerland," Working Paper 105/2010, Helmut Schmidt University, Hamburg.
- Eric M. Leeper & Jennifer E. Roush, 2003.
"Putting \\"M\\" back in monetary policy,"
Proceedings, Federal Reserve Bank of Cleveland, pages 1217-1264.
- Eric M. Leeper & Jennifer E. Roush, 2003. "Putting \"M\" back in monetary policy," International Finance Discussion Papers 761, Board of Governors of the Federal Reserve System (U.S.).
- Basu, S. & House, C.L., 2016. "Allocative and Remitted Wages," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 297-354, Elsevier.
- Benjamin Beckers, 2020. "Credit Spreads, Monetary Policy and the Price Puzzle," RBA Research Discussion Papers rdp2020-01, Reserve Bank of Australia.
- Ben S. Bernanke & Jean Boivin & Piotr Eliasz, 2004.
"Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach,"
Finance and Economics Discussion Series
2004-03, Board of Governors of the Federal Reserve System (U.S.).
- Ben S. Bernanke & Jean Boivin & Piotr Eliasz, 2004. "Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach," NBER Working Papers 10220, National Bureau of Economic Research, Inc.
- Ben S. Bernanke & Jean Boivin & Piotr Eliasz, 2005. "Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 120(1), pages 387-422.
- Lasha Kavtaradze & Manouchehr Mokhtari, 2018. "Factor Models And Time†Varying Parameter Framework For Forecasting Exchange Rates And Inflation: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 302-334, April.
- Pär Stockhammar & Pär Österholm, 2018.
"Do inflation expectations granger cause inflation?,"
Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 35(2), pages 403-431, August.
- Stockhammar, Pär & Österholm, Pär, 2016. "Do Inflation Expectations Granger Cause Inflation?," Working Papers 2016:4, Örebro University, School of Business.
- Stockhammar, Pär & Österholm, Pär, 2016. "Do Inflation Expectations Granger Cause Inflation?," Working Papers 145, National Institute of Economic Research.
- Cucciniello, Maria Chiara & Deleidi, Matteo & Levrero, Enrico Sergio, 2022.
"The cost channel of monetary policy: The case of the United States in the period 1959–2018,"
Structural Change and Economic Dynamics, Elsevier, vol. 61(C), pages 409-433.
- Maria Chiara Cucciniello & Matteo Deleidi & Enrico Sergio Levrero, 2021. "The cost channel of monetary policy: the case of the United States in the period 1959-2018," Departmental Working Papers of Economics - University 'Roma Tre' 0262, Department of Economics - University Roma Tre.
- Bjørnland, Hilde C. & Leitemo, Kai, 2005.
"Identifying the interdependence between US monetary policy and the stock market,"
Bank of Finland Research Discussion Papers
17/2005, Bank of Finland.
- Bjørnland, Hilde C. & Leitemo, Kai, 2005. "Identifying the Interdependence between US Monetary Policy and the Stock Market," Memorandum 12/2005, Oslo University, Department of Economics.
- Bjørnland, Hilde C. & Leitemo, Kai, 2009. "Identifying the interdependence between US monetary policy and the stock market," Journal of Monetary Economics, Elsevier, vol. 56(2), pages 275-282, March.
- Hilde C. Bjørnland & Kai Leitemo, 2008. "Identifying the interdependence between US monetary policy and the stock market," Working Paper 2008/04, Norges Bank.
- Castelnuovo, Efrem & Surico, Paolo, 2009.
"Monetary policy, inflation expectations and the price puzzle,"
Bank of Finland Research Discussion Papers
30/2009, Bank of Finland.
- Efrem Castelnuovo & Paolo Surico, 2009. "Monetary Policy, Inflation Expectations and the Price Puzzle," "Marco Fanno" Working Papers 0101, Dipartimento di Scienze Economiche "Marco Fanno".
- Efrem Castelnuovo & Paolo Surico, 2010. "Monetary Policy, Inflation Expectations and The Price Puzzle," Economic Journal, Royal Economic Society, vol. 120(549), pages 1262-1283, December.
- Eric M. Leeper & Tao Zha, 2001.
"Assessing simple policy rules: A view from a complete macroeconomic model,"
Economic Review, Federal Reserve Bank of Atlanta, vol. 86(Q4), pages 35-58.
- Eric M. Leeper & Tao Zha, 2001. "Assessing simple policy rules: a view from a complete macroeconomic model," Review, Federal Reserve Bank of St. Louis, vol. 83(Jul), pages 83-112.
- Estrella, Arturo, 2015. "The Price Puzzle And Var Identification," Macroeconomic Dynamics, Cambridge University Press, vol. 19(8), pages 1880-1887, December.
- Morten O. Ravn & Stephanie Schmitt-Grohė & Martín Uribe & Lenno Uusküla, 2010.
"Deep Habits and the Dynamic Effects of Monetary Policy Shocks,"
NBER Chapters, in: Sticky Prices and Inflation Dynamics (NBER-TCER-CEPR), pages 236-258,
National Bureau of Economic Research, Inc.
- Morten O. Ravn & Stephanie Schmitt-Grohe & Martín Uribe & Lenno Uuskula, 2008. "Deep Habits and the Dynamic Effects of Monetary Policy Shocks," Economics Working Papers ECO2008/40, European University Institute.
- Ravn, Morten & Uribe, MartÃn & Schmitt-Grohé, Stephanie & Uusküla, Lenno, 2009. "Deep Habits and the Dynamic Effects of Monetary Policy Shocks," CEPR Discussion Papers 7128, C.E.P.R. Discussion Papers.
- Ravn, Morten O. & Schmitt-Grohe, Stephanie & Uribe, Martín & Uuskula, Lenno, 2010. "Deep habits and the dynamic effects of monetary policy shocks," Journal of the Japanese and International Economies, Elsevier, vol. 24(2), pages 236-258, June.
- Marek Rusnak & Tomas Havranek & Roman Horvath, 2013.
"How to Solve the Price Puzzle? A Meta‐Analysis,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(1), pages 37-70, February.
- Marek Rusnak & Tomas Havranek & Roman Horvath, 2011. "How to Solve the Price Puzzle? A Meta-Analysis," Working Papers 2011/02, Czech National Bank.
- Marek Rusnak & Tomas Havranek & Roman Horvath, 2013. "How to Solve the Price Puzzle? A Meta-Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(1), pages 37-70, February.
- Marek Rusnak & Tomas Havranek & Roman Horvath, 2011. "How to Solve the Price Puzzle? A Meta-Analysis," CERGE-EI Working Papers wp446, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Marek Rusnák & Tomáš Havránek & Roman Horváth, 2011. "How to Solve the Price Puzzle? A Meta-Analysis," Working Papers IES 2011/24, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2011.
- Castelnuovo, Efrem, 2016.
"Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation,"
Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 300-314.
- Efrem Castelnuovo, 2016. "Modest Macroeconomic Effects of Monetary Policy Shocks during the Great Moderation: An Alternative Interpretation," Melbourne Institute Working Paper Series wp2016n30, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Ronald H. Lange, 2013. "Monetary policy reactions and the exchange rate: a regime-switching structural VAR for Canada," International Review of Applied Economics, Taylor & Francis Journals, vol. 27(5), pages 612-632, September.
- Pierre-Richard Agénor & Karim El Aynaoui, 2008.
"Excess Liquidity, Bank Pricing Rules, and Monetary Policy,"
Centre for Growth and Business Cycle Research Discussion Paper Series
105, Economics, The University of Manchester.
- Agénor, Pierre-Richard & Aynaoui, Karim El, 2010. "Excess liquidity, bank pricing rules, and monetary policy," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 923-933, May.
- Firmin Doko Tchatoka & Qazi Haque, 2024.
"Revisiting the Macroeconomic Effects of Monetary Policy Shocks,"
The Economic Record, The Economic Society of Australia, vol. 100(329), pages 234-259, June.
- Firmin Doko Tchatoka & Qazi Haque, 2021. "Revisiting the macroeconomic effects of monetary policy shocks," School of Economics and Public Policy Working Papers 2021-02 Classification-E3, University of Adelaide, School of Economics and Public Policy.
- Firmin Doko Tchatoka & Qazi Haque, 2021. "Revisiting the macroeconomic effects of monetary policy shocks," CAMA Working Papers 2021-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Erdenebat Bataa & Andrew Vivian & Mark Wohar, 2019.
"Changes in the relationship between short‐term interest rate, inflation and growth: evidence from the UK, 1820–2014,"
Bulletin of Economic Research, Wiley Blackwell, vol. 71(4), pages 616-640, October.
- Bataa, Erdenebat & Wohar, Mark & Vivian, Andrew, 2015. "Changes in the relationship between short-term interest rate, inflation and growth: Evidence from the UK, 1820-2014," MPRA Paper 72422, University Library of Munich, Germany.
- Jordà, Òscar & Schularick, Moritz & Taylor, Alan M., 2020.
"The effects of quasi-random monetary experiments,"
Journal of Monetary Economics, Elsevier, vol. 112(C), pages 22-40.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2017. "The effects of quasi-random monetary experiments," NBER Working Papers 23074, National Bureau of Economic Research, Inc.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2018. "Effects of Quasi-Random Monetary Experiments," Working Paper Series 2017-02, Federal Reserve Bank of San Francisco.
- Taylor, Alan M. & Schularick, Moritz & Jordà , Òscar, 2017. "The effects of quasi-random monetary experiments," CEPR Discussion Papers 11801, C.E.P.R. Discussion Papers.
- Giovanni Pellegrino, 2017.
"Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory,"
Melbourne Institute Working Paper Series
wp2017n06, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Giovanni Pellegrino, 2015. "Uncertainty And Monetary Policy In The US: A Journey Into Non-Linear Territory," "Marco Fanno" Working Papers 0184, Dipartimento di Scienze Economiche "Marco Fanno".
- Giovanni Pellegrino, 2020. "Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory," Economics Working Papers 2020-05, Department of Economics and Business Economics, Aarhus University.
- Giovanni Pellegrino, 2021. "Uncertainty and monetary policy in the US: A journey into nonlinear territory," Economic Inquiry, Western Economic Association International, vol. 59(3), pages 1106-1128, July.
- Yuriy Gorodnichenko, 2005. "Reduced-Rank Identification of Structural Shocks in VARs," Macroeconomics 0512011, University Library of Munich, Germany.
- Jérôme Creel & Sandrine Levasseur, 2007.
"Monetary policy transmission mechanisms in the CEECs: How important are the differences with the euro area?,"
SciencePo Working papers Main
hal-03415925, HAL.
- Jérôme Creel* & Sandrine Levasseur, 2007. "Monetary Policy Transmission Mechanisms in the CEECs: How Important are the Differences with the Euro Area?," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(1), pages 30-59, February.
- Jérôme Creel & Sandrine Levasseur, 2005. "Monetary policy transmission mechanisms in the CEECs: How important are the differences with the euro area?," Working Papers hal-00972777, HAL.
- Jerome Creel & Sandrine Levasseur, 2005. "Monetary policy transmission mechanisms in the CEECs: How important are the differences with the euro area?," Documents de Travail de l'OFCE 2005-02, Observatoire Francais des Conjonctures Economiques (OFCE).
- Jérôme Creel & Sandrine Levasseur, 2005. "Monetary policy transmission mechanisms in the CEECs: How important are the differences with the euro area?," SciencePo Working papers Main hal-00972777, HAL.
- Jérôme Creel & Sandrine Levasseur, 2007. "Monetary policy transmission mechanisms in the CEECs: How important are the differences with the euro area?," Post-Print hal-03415925, HAL.
- Hakon Tretvoll & Fernando Leibovici & David Kohn, 2017.
"Trade in Commodities and Emerging Market Business Cycles,"
2017 Meeting Papers
743, Society for Economic Dynamics.
- David Kohn & Fernando Leibovici & Håkon Tretvoll, 2018. "Trade in Commodities and Business Cycle Volatility," Working Papers 2018-5, Federal Reserve Bank of St. Louis.
- David Kohn & Fernando Leibovici & Håkon Tretvoll, 2021. "Trade in Commodities and Business Cycle Volatility," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(3), pages 173-208, July.
- Ali, Syed Zahid & Anwar, Sajid, 2018. "Price puzzle in a small open New Keynesian model," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 29-42.
- Edward Herbst & Dario Caldara, 2015. "Monetary Policy, Credit Spreads, and Business Cycle Fluctuations," 2015 Meeting Papers 899, Society for Economic Dynamics.
- Antoine Mandel & Vipin P Veetil, 2019.
"Monetary Dynamics in a Network Economy,"
Post-Print
halshs-02354576, HAL.
- Antoine Mandel & Vipin P. Veetil, 2019. "Monetary Dynamics in a Network Economy," Documents de travail du Centre d'Economie de la Sorbonne 19021, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Antoine Mandel & Vipin Veetil, 2021. "Monetary dynamics in a network economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03165773, HAL.
- Antoine Mandel & Vipin Veetil, 2021. "Monetary dynamics in a network economy," Post-Print halshs-03165773, HAL.
- Antoine Mandel & Vipin P Veetil, 2019. "Monetary Dynamics in a Network Economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02354576, HAL.
- Mandel, Antoine & Veetil, Vipin P., 2021. "Monetary dynamics in a network economy," Journal of Economic Dynamics and Control, Elsevier, vol. 125(C).
- Antoine Mandel & Vipin Veetil, 2021. "Monetary dynamics in a network economy," PSE-Ecole d'économie de Paris (Postprint) halshs-03165773, HAL.
- Saroj Bhattarai & Jae Won Lee & Woong Yong Park, 2016.
"Policy Regimes, Policy Shifts, and U.S. Business Cycles,"
The Review of Economics and Statistics, MIT Press, vol. 98(5), pages 968-983, December.
- Woong Yong Park & Jae Won Lee & Saroj Bhattarai, 2012. "Policy Regimes, Policy Shifts, and U.S. Business Cycles," 2012 Meeting Papers 287, Society for Economic Dynamics.
- Saroj Bhattarai & Jae Won Lee & Woong Yong Park, 2012. "Policy regimes, policy shifts, and U.S. business cycles," Globalization Institute Working Papers 109, Federal Reserve Bank of Dallas.
- Ibrahim Chowdhury & Mathias Hoffmann & Andreas Schabert, 2004.
"Inflation Dynamics and the Cost Channel of Monetary Transmission,"
Money Macro and Finance (MMF) Research Group Conference 2004
18, Money Macro and Finance Research Group.
- Chowdhury, Ibrahim & Hoffmann, Mathias & Schabert, Andreas, 2006. "Inflation dynamics and the cost channel of monetary transmission," European Economic Review, Elsevier, vol. 50(4), pages 995-1016, May.
- 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.
- Ibrahim Chowdhury & Mathias Hoffmann & Andreas Schabert, "undated". "Inflation Dynamics and the Cost Channel of Monetary Transmission," Working Papers 2003_19, Business School - Economics, University of Glasgow, revised Oct 2003.
- Chowdhury, Ibrahim & Hoffmann, Mathias & Schabert, Andreas, 2004. "Inflation dynamics and the cost channel of monetary transmission," CFR Working Papers 04-01, University of Cologne, Centre for Financial Research (CFR).
- Kilian, Lutz, 2011.
"Structural Vector Autoregressions,"
CEPR Discussion Papers
8515, C.E.P.R. Discussion Papers.
- Lutz Kilian, 2013. "Structural vector autoregressions," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 22, pages 515-554, Edward Elgar Publishing.
- Edda Claus & Mardi Dungey & Renée Fry, 2008.
"Monetary Policy in Illiquid Markets: Options for a Small Open Economy,"
Open Economies Review, Springer, vol. 19(3), pages 305-336, July.
- Edda Claus & Mardi Dungey & Renee Fry, 2006. "Monetary Policy In Illiquid Markets: Options For A Small Open Economy," CAMA Working Papers 2006-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jan Klacso, 2015. "The Effects of the Euro Area Entrance on the Monetary Transmission Mechanism in Slovakia in Light of the Global Economic Recession," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(1), pages 55-83, January.
- Javier Gómez & Antonio Moreno & Fernando Pérez de Gracia, 2008.
"Money Demand Accommodation: Impact on Macro-Dynamics and Policy Consequences,"
Faculty Working Papers
07/08, School of Economics and Business Administration, University of Navarra.
- Biscarri, Javier Gómez & Moreno, Antonio & Gracia, Fernando Pérez de, 2010. "Money demand accommodation: Impact on macro-dynamics and policy consequences," Journal of Policy Modeling, Elsevier, vol. 32(1), pages 138-154, January.
- OROS, Cornel & ROMOCEA-TURCU, Camelia, 2009.
"The Monetary Transmission Mechanisms In The Ceecs: A Structural Var Approach,"
Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(2).
- Cornel Oros & Camélia Turcu, 2009. "The Monetary Transmission Mechanisms in the CEECs : A Structural VAR Approach," Post-Print hal-00954297, HAL.
- Mr. Ananthakrishnan Prasad & Mr. Raphael A Espinoza, 2012. "Monetary Policy Transmission in the GCC Countries," IMF Working Papers 2012/132, International Monetary Fund.
- Aubrey Poon, 2018. "The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach," Empirical Economics, Springer, vol. 55(2), pages 417-444, September.
- Andreas Schabert, "undated".
"Identifying Monetary Policy Shocks with Changes in Open Market Operations,"
Working Papers
2003_10, Business School - Economics, University of Glasgow, revised Jun 2003.
- Schabert, Andreas, 2005. "Identifying monetary policy shocks with changes in open market operations," European Economic Review, Elsevier, vol. 49(3), pages 561-577, April.
- Blen Solomon & Isabel Ruiz, 2006. "Does The Price Puzzle Exist in Colombia? Empirical Evidence and Policy Implications," Revista Ecos de Economía, Universidad EAFIT, April.
- Hilde C. Bjørnland, 2006.
"Monetary Policy and the Illusionary Exchange Rate Puzzle,"
Computing in Economics and Finance 2006
45, Society for Computational Economics.
- Bjørnland, Hilde C., 2005. "Monetary Policy and the Illusionary Exchange Rate Puzzle," Memorandum 26/2005, Oslo University, Department of Economics.
- Hilde C. Bjørnland, 2005. "Monetary policy and the illusionary exchange rate puzzle," Working Paper 2005/11, Norges Bank.
- Tim Willems, 2020.
"Online Appendix to "What Do Monetary Contractions Do? Evidence From\ Large Tightenings","
Online Appendices
19-163, Review of Economic Dynamics.
- Tim Willems, 2020. "What Do Monetary Contractions Do? Evidence From Large Tightenings," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 41-58, October.
- Selva Demiralp & Kevin Hoover & Stephen Perez, 2014. "Still puzzling: evaluating the price puzzle in an empirically identified structural vector autoregression," Empirical Economics, Springer, vol. 46(2), pages 701-731, March.
- Jean Louis, Rosmy & Brown, Ryan & Balli, Faruk, 2011.
"On the feasibility of monetary union: Does it make sense to look for shocks symmetry across countries when none of the countries constitutes an optimum currency area?,"
Economic Modelling, Elsevier, vol. 28(6), pages 2701-2718.
- Jean Louis, Rosmy & Brown, Ryan & Balli, Faruk, 2011. "On the Feasibility of Monetary Union: Does It Make Sense to Look for Shocks Symmetry across Countries When None of the Countries Constitutes an Optimum Currency Area?," MPRA Paper 39942, University Library of Munich, Germany.
- Schabert, Andreas, 2001. "Interest Rate Policy and the Price Puzzle in a Quantitative Business Cycle Model," Economics Series 95, Institute for Advanced Studies.
- Verheyen, Florian, 2010. "Monetary Policy, Commodity Prices and Infl ation – Empirical Evidence from the US," Ruhr Economic Papers 216, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Leonardo Melosi, 2012.
"Signaling effects of monetary policy,"
Working Paper Series
WP-2012-05, Federal Reserve Bank of Chicago.
- Leonardo Melosi, 2013. "Signaling Effects of Monetary Policy," PIER Working Paper Archive 13-029, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Leonardo Melosi, 2017. "Signalling Effects of Monetary Policy," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(2), pages 853-884.
- Leonardo Melosi, 2016. "Signaling Effects of Monetary Policy," Working Paper Series WP-2016-14, Federal Reserve Bank of Chicago.
- Rosmy Jean Louis & Faruk Balli & Mohamed Osman, 2012.
"On the choice of an anchor for the GCC currency: does the symmetry of shocks extend to both the oil and the non-oil sectors?,"
International Economics and Economic Policy, Springer, vol. 9(1), pages 83-110, March.
- Jean Louis, Rosmy & Balli, Faruk & Osman, Mohamed, 2010. "On the choice of an anchor for the GCC currency: does the symmetry of shocks extend to both the oil and the non-oil sectors," MPRA Paper 38056, University Library of Munich, Germany.
- Giordani, Paolo, 2004.
"An alternative explanation of the price puzzle,"
Journal of Monetary Economics, Elsevier, vol. 51(6), pages 1271-1296, September.
- Giordani, Paolo, 2001. "An Alternative Explanation of the Price Puzzle," Working Paper Series 125, Sveriges Riksbank (Central Bank of Sweden).
- Giordani, Paolo, 2000. "An alternative explanation of the price puzzle," SSE/EFI Working Paper Series in Economics and Finance 414, Stockholm School of Economics, revised 19 Nov 2001.
- Jérôme Creel & Francesco Saraceno & Paola Veroni, 2005.
"Discretionary Policy Interactions and the Fiscal Theory of the Price Level: A SVAR Analysis on French Data,"
SciencePo Working papers Main
hal-00972896, HAL.
- Jérôme Creel & Francesco Saraceno & Paola Veroni, 2005. "Discretionary Policy Interactions and the Fiscal Theory of the Price Level: A SVAR Analysis on French Data," Post-Print hal-00972896, HAL.
- Jérôme Creel & Paola Veroni & Francesco Saraceno, 2005. "Discretionary Policy Interactions and the Fiscal Theory of the Price Level: A SVAR Analysis on French Data," Working Papers hal-03597711, HAL.
- Jérôme Creel & Paola Veroni & Francesco Saraceno, 2005. "Discretionary Policy Interactions and the Fiscal Theory of the Price Level: A SVAR Analysis on French Data," SciencePo Working papers Main hal-03597711, HAL.
- Jerome Creel & Paola Monperrus-Veroni & Francesco Saraceno, 2005. "Discretionary Policy Interactions and the Fiscal Theory of the Price Level: A SVAR Analysis on French Data," Documents de Travail de l'OFCE 2005-12, Observatoire Francais des Conjonctures Economiques (OFCE).
- Louis, Rosmy & Osman, Mohammad & Balli, FAruk, 2007. "On The Road to Monetary Union – Do Arab Gulf Cooperation Council Economies React in the same way to United States' Monetary Policy Shocks?," MPRA Paper 11610, University Library of Munich, Germany, revised Nov 2008.
- Neville Francis, 2012. "The Low-Frequency Impact of Daily Monetary Policy Shock," 2012 Meeting Papers 198, Society for Economic Dynamics.
- Tomas Havranek & Marek Rusnak, 2013.
"Transmission Lags of Monetary Policy: A Meta-Analysis,"
International Journal of Central Banking, International Journal of Central Banking, vol. 9(4), pages 39-76, December.
- Tomas Havranek & Marek Rusnak, 2012. "Transmission Lags of Monetary Policy: A Meta-Analysis," William Davidson Institute Working Papers Series wp1038, William Davidson Institute at the University of Michigan.
- Tomas Havranek & Marek Rusnak, 2012. "Transmission Lags of Monetary Policy: A Meta-Analysis," Working Papers IES 2012/27, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2012.
- Tomas Havranek & Marek Rusnak, 2012. "Transmission Lags of Monetary Policy: A Meta-Analysis," Working Papers 2012/10, Czech National Bank.
- Mr. Christopher W. Crowe & Mr. S. Mahdi Barakchian, 2010. "Monetary Policy Matters: New Evidence Basedon a New Shock Measure," IMF Working Papers 2010/230, International Monetary Fund.
- Owyang, Michael T. & Ramey, Garey, 2001.
"Regime Switching and Monetary Policy Measurement,"
University of California at San Diego, Economics Working Paper Series
qt24q32688, Department of Economics, UC San Diego.
- Owyang, Michael T. & Ramey, Garey, 2004. "Regime switching and monetary policy measurement," Journal of Monetary Economics, Elsevier, vol. 51(8), pages 1577-1597, November.
- Michael T. Owyang & Garey Ramey, 2003. "Regime switching and monetary policy measurement," Working Papers 2001-002, Federal Reserve Bank of St. Louis.
- Rüdiger Bachmann & Sebastian Rüth, 2017.
"Systematic Monetary Policy And The Macroeconomic Effects Of Shifts In Loan-To-Value Ratios,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
17/934, Ghent University, Faculty of Economics and Business Administration.
- Ruediger Bachmann & Sebastian Rüth, 2017. "Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios," CESifo Working Paper Series 6458, CESifo.
- Rüth, Sebastian & Bachmann, Rüdiger, 2016. "Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios," VfS Annual Conference 2016 (Augsburg): Demographic Change 145826, Verein für Socialpolitik / German Economic Association.
- Bachmann, Rüdiger & Rueth, Sebastian, 2017. "Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios," CEPR Discussion Papers 12024, C.E.P.R. Discussion Papers.
- Ruediger Bachmann & Sebastian Rueth, 2018. "Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios," 2018 Meeting Papers 212, Society for Economic Dynamics.
- Rosmy Jean Louis & Mohamed Osman & Faruk Balli, 2010.
"Is the US Dollar a Suitable Anchor for the Newly Proposed GCC Currency?,"
The World Economy, Wiley Blackwell, vol. 33(12), pages 1898-1922, December.
- Jean Louis, Rosmy & Balli, Faruk & Osman, Mohammad, 2009. "Is the US dollar a suitable anchor for the newly proposed GCC currency?," MPRA Paper 34003, University Library of Munich, Germany, revised 2010.
- Brisne J. V. Céspedes & Elcyon C. R. Lima & Alexis Maka, 2015.
"Monetary Policy, Inflation and the Level of Economic Activity in Brasil after the Real Plan: Stylized Facts from SVAR Models,"
Discussion Papers
0149, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Brisne J. V. Céspedes & Elcyon C. R. Lima & Alexis Maka, 2005. "Monetary Policy, Inflation and the Level of Economic Activity in Brasil After the Real Plan: Stylized Facts From SVAR Models," Discussion Papers 1101, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Lima, Elcyon Caiado & Maka, Alexis & Céspedes, Brisne, 2008. "Monetary Policy, Inflation and the Level of Economic Activity in Brazil After the Real Plan: Stylized Facts from SVAR Models," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 62(2), October.
- Magdalena Petrovska & Ljupka Georgievska, 2015. "Alternative Indicator of Monetary Policy Stance for Macedonia," Working Papers 2015-01, National Bank of the Republic of North Macedonia.
- Javid, Muhammad & Munir, Kashif, 2011.
"The price puzzle and monetary policy transmission mechanism in Pakistan: Structural vector autoregressive approach,"
MPRA Paper
30670, University Library of Munich, Germany.
- Muhammad Javid & Kashif Munir, 2010. "The Price Puzzle and Monetary Policy Transmission Mechanism in Pakistan: Structural Vector Autoregressive Approach," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 49(4), pages 449-460.
- Leduc, Sylvain & Sill, Keith & Stark, Tom, 2007.
"Self-fulfilling expectations and the inflation of the 1970s: Evidence from the Livingston Survey,"
Journal of Monetary Economics, Elsevier, vol. 54(2), pages 433-459, March.
- Sylvain Leduc & Keith Sill & Tom Stark, 2002. "Self-fulfilling expectations and the inflation of the 1970s: evidence from the Livingston Survey," Working Papers 02-13, Federal Reserve Bank of Philadelphia.
- Balázs Égert & Ronald MacDonald, 2009.
"Monetary Transmission Mechanism In Central And Eastern Europe: Surveying The Surveyable,"
Journal of Economic Surveys, Wiley Blackwell, vol. 23(2), pages 277-327, April.
- Balázs Égert & Ronald MacDonald, 2008. "Monetary Transmission Mechanism in Central and Eastern Europe: Surveying the Surveyable," OECD Economics Department Working Papers 654, OECD Publishing.
- Fady Barsoum, 2013. "The Effects of Monetary Policy Shocks on a Panel of Stock Market Volatilities: A Factor-Augmented Bayesian VAR Approach," Working Paper Series of the Department of Economics, University of Konstanz 2013-15, Department of Economics, University of Konstanz.
- Yoosoon Chang & Fabio Gómez-Rodríguez & Mr. Gee Hee Hong, 2022. "The Effects of Economic Shocks on Heterogeneous Inflation Expectations," IMF Working Papers 2022/132, International Monetary Fund.
- Ippei Fujiwara, 2004.
"Evaluating Monetary Policy When Nominal Interest Rates Are Almost Zero,"
Econometric Society 2004 Far Eastern Meetings
620, Econometric Society.
- Fujiwara, Ippei, 2006. "Evaluating monetary policy when nominal interest rates are almost zero," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 434-453, September.
- Ippei Fujiwara, 2003.
"Output Composition of Monetary Policy Transmission Mechanism in Japan,"
Discussion Papers in Economics and Business
03-07, Osaka University, Graduate School of Economics.
- Fujiwara Ippei, 2004. "Output Composition of the Monetary Policy Transmission Mechanism in Japan," The B.E. Journal of Macroeconomics, De Gruyter, vol. 4(1), pages 1-23, September.
- Ippei Fujiwara, 2003. "Output Composition of the Monetary Policy Transmission Mechanism in Japan," Bank of Japan Working Paper Series 03-E-9, Bank of Japan.
- Louis, Rosmy & Balli, Faruk & Osman, Mohammad, 2008. "Monetary Union Among Arab Gulf Cooperation Council (AGCC) Countries: Does the symmetry of shocks extend to the non-oil sector?," MPRA Paper 11611, University Library of Munich, Germany.
- Q. Farooq Akram, 2008.
"Commodity prices, interest rates and the dollar,"
Working Paper
2008/12, Norges Bank.
- Akram, Q. Farooq, 2009. "Commodity prices, interest rates and the dollar," Energy Economics, Elsevier, vol. 31(6), pages 838-851, November.
- Martin Mandler, 2010.
"Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions,"
MAGKS Papers on Economics
201012, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Mandler, Martin, 2010. "Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions," MPRA Paper 21887, University Library of Munich, Germany.
- Lance J. Bachmeier & Inkyung Cha, 2011. "Why Don’t Oil Shocks Cause Inflation? Evidence from Disaggregate Inflation Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(6), pages 1165-1183, September.
- Barakchian, S. Mahdi & Crowe, Christopher, 2013. "Monetary policy matters: Evidence from new shocks data," Journal of Monetary Economics, Elsevier, vol. 60(8), pages 950-966.
- Fabrizio Coricelli & Balázs Égert & Ronald MacDonald, 2006. "Monetary Transmission in Central and Eastern Europe: Gliding on a Wind of Change," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 44-87.
- Eric M. Leeper & Tao Zha, 2000. "Assessing simple policy rules: a view from a complete macro model," FRB Atlanta Working Paper 2000-19, Federal Reserve Bank of Atlanta.
- Hanson, Michael S., 2006.
"Varying monetary policy regimes: A vector autoregressive investigation,"
Journal of Economics and Business, Elsevier, vol. 58(5-6), pages 407-427.
- Michael S. Hanson, 2006. "Varying Monetary Policy Regimes: A Vector Autoregressive Investigation," Wesleyan Economics Working Papers 2006-003, Wesleyan University, Department of Economics.
- Daniel A. Dias & Joao B. Duarte, 2016. "The Effect of Monetary Policy on Housing Tenure Choice as an Explanation for the Price Puzzle," International Finance Discussion Papers 1171, Board of Governors of the Federal Reserve System (U.S.).
- Kim, Bae-Geun, 2017. "Does the New Keynesian Phillips curve need countercyclical markups?," Economic Modelling, Elsevier, vol. 63(C), pages 262-282.
- Michael S. Hanson & Erik Hurst & Ki Young Park, 2006. "Does Monetary Policy Help Least Those Who Need It Most?," Wesleyan Economics Working Papers 2006-006, Wesleyan University, Department of Economics.
- Dario Caldara & Edward Herbst, 2019.
"Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 11(1), pages 157-192, January.
- Dario Caldara & Edward P. Herbst, 2016. "Monetary Policy, Real Activity, and Credit Spreads : Evidence from Bayesian Proxy SVARs," Finance and Economics Discussion Series 2016-049, Board of Governors of the Federal Reserve System (U.S.).
- Zongwu Cai & Xiyuan Liu, 2021. "Solving the Price Puzzle Via A Functional Coefficient Factor-Augmented VAR Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202106, University of Kansas, Department of Economics, revised Jan 2021.
- Roy, Ripon & Rahman, Md. Mokhlesur, 2014. "An empirical analysis of remittance – inflation relationship in Bangladesh: post-floating exchange rate scenario," MPRA Paper 55190, University Library of Munich, Germany.
- Susanto Basu & Christopher L. House, 2016. "Allocative and Remitted Wages: New Facts and Challenges for Keynesian Models," NBER Working Papers 22279, National Bureau of Economic Research, Inc.
- Rüdiger Bachmann & Sebastian K. Rüth, 2020. "Systematic Monetary Policy And The Macroeconomic Effects Of Shifts In Residential Loan‐To‐Value Ratios," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(2), pages 503-530, May.
- Elmar Mertens, 2005. "Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer," Working Papers 05.05, Swiss National Bank, Study Center Gerzensee.
- Balazs Egert & Ronald MacDonald, 2006.
"Monetary Transmission Mechanism in Transition Economies: Surveying the Surveyable,"
CESifo Working Paper Series
1739, CESifo.
- Balázs Égert & Ronald MacDonald, 2006. "Monetary Transmission Mechanism in Transition Economies: Surveying the Surveyable," MNB Working Papers 2006/5, Magyar Nemzeti Bank (Central Bank of Hungary).
- Chauvet, Marcelle & Tierney, Heather L. R., 2007. "Real Time Changes in Monetary Policy," MPRA Paper 16199, University Library of Munich, Germany, revised Apr 2009.
- Neville Francis & Michael T. Owyang & Tatevik Sekhposyan, 2009.
"The local effects of monetary policy,"
Working Papers
2009-048, Federal Reserve Bank of St. Louis.
- Francis Neville & Owyang Michael T. & Sekhposyan Tatevik, 2012. "The Local Effects of Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(2), pages 1-38, March.
- Pär Österholm, 2010.
"Improving Unemployment Rate Forecasts Using Survey Data,"
Finnish Economic Papers, Finnish Economic Association, vol. 23(1), pages 16-26, Spring.
- Österholm, Pär, 2009. "Improving Unemployment Rate Forecasts Using Survey Data," Working Papers 112, National Institute of Economic Research.
- Ali, Syed Zahid & Anwar, Sajid, 2017. "Exchange rate pass through, cost channel to monetary policy transmission, adaptive learning, and the price puzzle," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 69-82.
- Willems, Tim, 2013. "Analyzing the effects of US monetary policy shocks in dollarized countries," European Economic Review, Elsevier, vol. 61(C), pages 101-115.
- Gonzalez-Astudillo, Manuel, 2011. "Policy Rule Coefficients Driven by Latent Factors: Monetary and Fiscal Policy Interactions in an Endowment Economy," MPRA Paper 29976, University Library of Munich, Germany.
- Muhanji, Stella & Malikane, Christopher & Ojah, Kalu, 2013. "Price and liquidity puzzles of a monetary shock: Evidence from indebted African economies," Economic Modelling, Elsevier, vol. 33(C), pages 620-630.
- Reusens Peter & Croux Christophe, 2017. "Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(4), pages 1-18, September.
- Florio, Anna, 2018. "Nominal anchors and the price puzzle," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 224-237.
- De Luigi, Clara & Huber, Florian, 2018. "Debt regimes and the effectiveness of monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 218-238.
- Nikolay Arefiev, 2016. "Identification of Monetary Policy Shocks within a Svar Using Restrictions Consistent with a DSGE Model," HSE Working papers WP BRP 125/EC/2016, National Research University Higher School of Economics.
- Fabrizio Coricelli & Bal??zs ??gert & Ronald MacDonald, 2006. "Monetary Transmission Mechanism in Central & Eastern Europe: Gliding on a Wind of Change," William Davidson Institute Working Papers Series wp850, William Davidson Institute at the University of Michigan.
- Tim Willems, 2018. "What Do Monetary Contractions Do? Evidence From Large, Unanticipated Tightenings," IMF Working Papers 2018/211, International Monetary Fund.
- Koursaros, Demetris, 2017. "Labor market dynamics when (un)employment is a social norm," Journal of Economic Behavior & Organization, Elsevier, vol. 134(C), pages 96-116.
- Lee, Kang-Soek & Werner, Richard A., 2018. "Reconsidering Monetary Policy: An Empirical Examination of the Relationship Between Interest Rates and Nominal GDP Growth in the U.S., U.K., Germany and Japan," Ecological Economics, Elsevier, vol. 146(C), pages 26-34.
- Soyoung Kim, 2013. "Vector autoregressive models for macroeconomic policy analysis," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 23, pages 555-572, Edward Elgar Publishing.
- Efrem Castelnuovo & Paolo Surico, 2005. "The Price Puzzle and Indeterminacy," Macroeconomics 0507021, University Library of Munich, Germany.
- Keating, John W. & Kelly, Logan J. & Valcarcel, Victor J., 2014. "Solving the price puzzle with an alternative indicator of monetary policy," Economics Letters, Elsevier, vol. 124(2), pages 188-194.
- Andersson, Fredrik N. G. & Kilman, Josefin, 2021. "A Study of the Romer and Romer Monetary Policy Shocks Using Revised Data," Working Papers 2021:19, Lund University, Department of Economics.
- Anna Florio, 2018. "Unmoored expectations and the price puzzle," DEM Working Papers Series 154, University of Pavia, Department of Economics and Management.
- Adam Elbourne & Jakob de Haan & Jakob de Haan, 2004. "Asymmetric Monetary Transmission in EMU: The Robustness of VAR Conclusions and Cecchetti’s Legal Family Theory," CESifo Working Paper Series 1327, CESifo.
- Shuyun May Li & Roshan Perera & Kalvinder Shields, 2013. "Misspecification, Identification or Measurement? Another Look at the Price Puzzle," Department of Economics - Working Papers Series 1169, The University of Melbourne.
- Emanuele BACCHIOCCHI & Luca FANELLI, 2012. "Identification in structural vector autoregressive models with structural changes," Departmental Working Papers 2012-16, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Śmiech, Sławomir & Papież, Monika & Dąbrowski, Marek A., 2015. "Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approach," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 485-503.
- Tae-Hwan Kim & Dong Jin Lee & Paul Mizen, 2020. "Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy," Working papers 2020rwp-164, Yonsei University, Yonsei Economics Research Institute.
- Emanuele Bacchiocchi & Efrem Castelnuovo & Luca Fanelli, 2014.
"Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S,"
"Marco Fanno" Working Papers
0181, Dipartimento di Scienze Economiche "Marco Fanno".
- Emanuele Bacchiocchi & Efrem Castelnuovo & Luca Fanelli, 2016. "Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S," Melbourne Institute Working Paper Series wp2016n31, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- K. Azim Ozdemir, 2015. "Interest Rate Surprises and Transmission Mechanism in Turkey: Evidence from Impulse Response Analysis," Working Papers 1504, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Ippei Fujiwara, 2003. "Has the effect of monetary policy changedduring 1990s?: An Application of Identified Markov Switching Vector Autoregression to the Impulse Response Analysis When the Nominal Interest Rate is Almost Ze," Discussion Papers in Economics and Business 03-08, Osaka University, Graduate School of Economics.
- Tim Willems, 2010. "What are the Effects of Monetary Policy Shocks? Evidence from Dollarized Countries," Tinbergen Institute Discussion Papers 10-099/2, Tinbergen Institute, revised 25 Mar 2013.
- Greg Hannsgen, 2006. "Gibson's Paradox II," Economics Working Paper Archive wp_448, Levy Economics Institute.
- Andrea Boitani & Lorenzo Di Domenico & Giorgio Ricchiuti, 2024. "Monetary policy and inequality: an heterogenous agents’ approach," DISCE - Working Papers del Dipartimento di Economia e Finanza def133, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Neville Francis & Michael T. Owyang, 2004. "Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle," Working Papers 2003-001, Federal Reserve Bank of St. Louis.
- Dario Caldara & Christophe Kamps, 2010. "The analytics of the sign restriction approach to shock identification: a framework for understanding the empirical macro puzzles," 2010 Meeting Papers 335, Society for Economic Dynamics.
- Michael S. Hanson, 2004. "Monetary Factors in the Long-Run Co-movement of Consumer and Commodity Prices," Wesleyan Economics Working Papers 2004-001, Wesleyan University, Department of Economics.
- Neville Francis & Eric Ghysels & Michael T. Owyang, 2011. "The low-frequency impact of daily monetary policy shocks," Working Papers 2011-009, Federal Reserve Bank of St. Louis.
- Castelnuovo, Efrem, 2009.
"Testing the structural interpretation of the price puzzle with a cost channel model,"
Bank of Finland Research Discussion Papers
20/2009, Bank of Finland.
- Efrem Castelnuovo, 2012. "Testing the Structural Interpretation of the Price Puzzle with a Cost-Channel Model," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(3), pages 425-452, June.
- Tim Willems, 2011. "Using Dollarized Countries to Analyze the Effects of US Monetary Policy Shocks," 2011 Meeting Papers 200, Society for Economic Dynamics.
- Antonio Ribba, 2022. "Monetary Policy Shocks in Open Economies and the Inflation Unemployment Trade-Off: The Case of the Euro Area," JRFM, MDPI, vol. 15(4), pages 1-12, March.
- Ida Wolden Bache & Kai Leitemo, 2008. "The price puzzle: Mixing the temporary and permanent monetary policy shocks," Working Paper 2008/18, Norges Bank.
- Thi Mai Lan Nguyen, 2020. "Output Effects of Monetary Policy in Emerging and Developing Countries: Evidence from a Meta-Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(1), pages 68-85, January.
- Myung-Soo Yie, 2008. "Interest Arbitrage and Interest Rates in Korea," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 14(3), pages 157-194, September.
Software components
-
Sorry, no citations of software components recorded.