The identification of monetary policy disturbances: explaining the liquidity puzzle
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Citations
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Cited by:
- Guirguis, Hany S., 1999. "Properly estimating the liquidity effect: why accounting for stationarity and outliers is important," Journal of Economics and Business, Elsevier, vol. 51(4), pages 303-314, July.
- Ben S. Bernanke & Mark Gertler, 1995.
"Inside the Black Box: The Credit Channel of Monetary Policy Transmission,"
Journal of Economic Perspectives, American Economic Association, vol. 9(4), pages 27-48, Fall.
- Ben S. Bernanke & Mark Gertler, 1995. "Inside the Black Box: The Credit Channel of Monetary Policy Transmission," NBER Working Papers 5146, National Bureau of Economic Research, Inc.
- Bernanke, Ben & Gertler, Mark, 1995. "Inside the Black Box: The Credit Channel of Monetary Policy Transmission," Working Papers 95-15, C.V. Starr Center for Applied Economics, New York University.
- Gazi Shbikat, 2001. "The liquidity effect and the transmission mechanism of money," Applied Economics Letters, Taylor & Francis Journals, vol. 8(12), pages 779-785.
- Cochrane, John H., 1998.
"What do the VARs mean? Measuring the output effects of monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 41(2), pages 277-300, April.
- John H. Cochrane, 1995. "What do the VARs Mean?: Measuring the Output Effects of Monetary Policy," NBER Working Papers 5154, National Bureau of Economic Research, Inc.
- Allan D. Brunner, 1994. "The federal funds rate and the implementation of monetary policy: estimating the Federal Reserve's reaction function," International Finance Discussion Papers 466, Board of Governors of the Federal Reserve System (U.S.).
- Fank Smets, 1997.
"Measuring Monetary Policy Shocks in France, Germany and Italy: The Role of The Exchange Rate,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 133(III), pages 597-616, September.
- Frank Smets, 1997. "Measuring monetary policy shocks in France, Germany and Italy: The role of the exchange rate," BIS Working Papers 42, Bank for International Settlements.
- Kaminsky, Graciela L. & Lewis, Karen K., 1996.
"Does foreign exchange intervention signal future monetary policy?,"
Journal of Monetary Economics, Elsevier, vol. 37(2-3), pages 285-312, April.
- Kaminsky, G.L. & Lewis, K.K., 1992. "Does Foreign Exchange Intervention Signal Future Monetary Policy?," Weiss Center Working Papers 93-3, Wharton School - Weiss Center for International Financial Research.
- Graciela L. Kaminsky & Karen K. Lewis, 1996. "Does foreign exchange intervention signal future monetary policy?," Working Papers 96-7, Federal Reserve Bank of Philadelphia.
- Graciela L. Kaminsky & Karen K. Lewis, 1993. "Does foreign exchange intervention signal future monetary policy?," Finance and Economics Discussion Series 93-1, Board of Governors of the Federal Reserve System (U.S.).
- Graciela Kaminsky & Karen K. Lewis, 1993. "Does Foreign Exchange Intervention Signal Future Monetary Policy?," NBER Working Papers 4298, National Bureau of Economic Research, Inc.
- Christiano, Lawrence J & Eichenbaum, Martin, 1995.
"Liquidity Effects, Monetary Policy, and the Business Cycle,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(4), pages 1113-1136, November.
- Lawrence J. Christiano & Martin S. Eichenbaum, 1992. "Liquidity effects, monetary policy and the business cycle," Working Paper Series, Macroeconomic Issues 92-15, Federal Reserve Bank of Chicago.
- Lawrence J. Christiano & Martin S. Eichenbaum, 1992. "Liquidity effects, monetary policy, and the business cycle," Discussion Paper / Institute for Empirical Macroeconomics 70, Federal Reserve Bank of Minneapolis.
- Martin Eichenbaum & Lawrence J. Christiano, 1992. "Liquidity Effects, Monetary Policy, and the Business Cycle," NBER Working Papers 4129, National Bureau of Economic Research, Inc.
- Christina D. Romer & David H. Romer, 1994.
"What Ends Recessions?,"
NBER Chapters, in: NBER Macroeconomics Annual 1994, Volume 9, pages 13-80,
National Bureau of Economic Research, Inc.
- Christina D. Romer & David H. Romer, 1994. "What Ends Recessions?," NBER Working Papers 4765, National Bureau of Economic Research, Inc.
- Stephen G. Cecchetti, 1995.
"Inflation Indicators and Inflation Policy,"
NBER Chapters, in: NBER Macroeconomics Annual 1995, Volume 10, pages 189-236,
National Bureau of Economic Research, Inc.
- Stephen G. Cecchetti, 1995. "Inflation Indicators and Inflation Policy," NBER Working Papers 5161, National Bureau of Economic Research, Inc.
- Lawrence J. Christiano & Martin S. Eichenbaum, 1992. "Liquidity effects, the monetary transmission mechanism, and monetary policy," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 16(Nov), pages 2-14.
- Ben Fung & Rohit Gupta, "undated".
"Searching for the Liquidity Effect in Canada,"
Staff Working Papers
94-12, Bank of Canada.
- Ben Fung & Rohit Gupta, 1995. "Searching for the Liquidity Effect in Canada," Macroeconomics 9502004, University Library of Munich, Germany.
- Martin S. Eichenbaum & Charles L. Evans, 1992.
"Some empirical evidence on the effects of monetary policy shocks on exchange rates,"
Working Paper Series, Macroeconomic Issues
92-32, Federal Reserve Bank of Chicago.
- Martin Eichenbaum & Charles L. Evans, 1993. "Some Empirical Evidence on the Effects of Monetary Policy Shocks on Exchange Rates," NBER Working Papers 4271, National Bureau of Economic Research, Inc.
- Lastrapes, William D. & Selgin, George, 1995. "The liquidity effect: Identifying short-run interest rate dynamics using long-run restrictions," Journal of Macroeconomics, Elsevier, vol. 17(3), pages 387-404.
- Lawrence J. Christiano & Martin Eichenbaum & Charles Evans, 1994. "The Effects of Monetary Policy Shocks: Some Evidence from the Flow of Funds," NBER Working Papers 4699, National Bureau of Economic Research, Inc.
- Shen, Chung-Hua & Chiang, Thomas Chi-Nan, 1999. "Retrieving the vanishing liquidity effect--a threshold vector autoregressive model," Journal of Economics and Business, Elsevier, vol. 51(3), pages 259-277, May.
- Sims, Christopher A. & Zha, Tao, 2006.
"Does Monetary Policy Generate Recessions?,"
Macroeconomic Dynamics, Cambridge University Press, vol. 10(2), pages 231-272, April.
- Christopher A. Sims & Tao Zha, 1998. "Does monetary policy generate recessions?," FRB Atlanta Working Paper 98-12, Federal Reserve Bank of Atlanta.
- Chung-Hua Shen, 2000. "Estimation of a Taiwan monetary reaction function with time varying parameters," Applied Economics, Taylor & Francis Journals, vol. 32(4), pages 459-466.
- Paweł Młodkowski, 2008. "Kredyt handlowy a polityka pieniężna NBP," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 1-18.
- John Geweke & David E. Runkle, 1995. "A fine time for monetary policy?," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 19(Win), pages 18-31.
- Mark Bils & Yongsung Chang, 1999. "Wages and the Allocation of Hours and Effort," NBER Working Papers 7309, National Bureau of Economic Research, Inc.
- Anil K. Kashyap & Jeremy C. Stein, 1997. "What Do a Million Banks Have to Say About the Transmission of Monetary Policy?," NBER Working Papers 6056, National Bureau of Economic Research, Inc.
- M. A. Akhtar, 1995. "Monetary Policy And Long‐Term Interest Rates: A Survey Of Empirical Literature," Contemporary Economic Policy, Western Economic Association International, vol. 13(3), pages 110-130, July.
- Chan Guk Huh, 1996. "Regime switching in the dynamic relationship between the federal funds rate and innovations in nonborrowed reserves," International Finance Discussion Papers 536, Board of Governors of the Federal Reserve System (U.S.).
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Keywords
Bank reserves; Liquidity (Economics); Monetary policy;All these keywords.
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