Transmission Lags of Monetary Policy: A Meta-Analysis
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- 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," 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.
References listed on IDEAS
- Christina D. Romer & David H. Romer, 2004.
"A New Measure of Monetary Shocks: Derivation and Implications,"
American Economic Review, American Economic Association, vol. 94(4), pages 1055-1084, September.
- Christina D. Romer & David H. Romer, 2003. "A New Measure of Monetary Shocks: Derivation and Implications," NBER Working Papers 9866, National Bureau of Economic Research, Inc.
- Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010.
"Large Bayesian vector auto regressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
- Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers.
- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2008. "Large Bayesian VARs," Working Paper Series 966, European Central Bank.
- Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
- 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.
- Lange, Ronald H., 2010. "Regime-switching monetary policy in Canada," Journal of Macroeconomics, Elsevier, vol. 32(3), pages 782-796, September.
- Horvath Roman & Rusnak Marek, 2009.
"How Important Are Foreign Shocks in a Small Open Economy? The Case of Slovakia,"
Global Economy Journal, De Gruyter, vol. 9(1), pages 1-17, March.
- Roman Horv??th & Marek Rusn??k, 2008. "How Important Are Foreign Shocks in Small Open Economy? The Case of Slovakia," William Davidson Institute Working Papers Series wp933, William Davidson Institute at the University of Michigan.
- Roman Horváth & Marek Rusnák, 2008. "How Important Are Foreign Shocks in Small Open Economy? The Case of Slovakia," Working Papers IES 2008/21, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2008.
- Tao Wu, 2003.
"Stylized facts on nominal term structure and business cycles: an empirical VAR study,"
Applied Economics, Taylor & Francis Journals, vol. 35(8), pages 901-906.
- Tao Wu, 2001. "Stylized facts on nominal term structure and business cycles: an empirical VAR study," Working Paper Series 2002-08, Federal Reserve Bank of San Francisco.
- Giuseppe De Arcangelis & Giorgio Di Giorgio, 2001. "Measuring Monetary Policy Shocks in a Small Open Economy," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 30(1), pages 81-107, February.
- Jang, Kyungho & Ogaki, Masao, 2004.
"The effects of monetary policy shocks on exchange rates: A structural vector error correction model approach,"
Journal of the Japanese and International Economies, Elsevier, vol. 18(1), pages 99-114, March.
- Kyungho Jang & Masao Ogaki, 2001. "The Effects of Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach," Working Papers 01-02, Ohio State University, Department of Economics.
- Bagliano, Fabio C. & Favero, Carlo A., 1999.
"Information from financial markets and VAR measures of monetary policy,"
European Economic Review, Elsevier, vol. 43(4-6), pages 825-837, April.
- Fabio C. Bagliano & Carlo A. Favero, "undated". "Information from financial markets and VAR measures of monetary policy," Working Papers 135, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- John B. Taylor & Volker Wieland, 2009.
"Surprising Comparative Properties of Monetary Models: Results from a New Data Base,"
NBER Working Papers
14849, National Bureau of Economic Research, Inc.
- Taylor, John B. & Wieland, Volker, 2009. "Surprising comparative properties of monetary models: Results from a new data base," CFS Working Paper Series 2009/21, Center for Financial Studies (CFS).
- Taylor, John & Wieland, Volker, 2009. "Surprising comparative properties of monetary models: Results from a new data base," CEPR Discussion Papers 7294, C.E.P.R. Discussion Papers.
- Bénédicte Vidaillet & V. d'Estaintot & P. Abécassis, 2005. "Introduction," Post-Print hal-00287137, HAL.
- John B. Taylor & Volker Wieland, 2012.
"Surprising Comparative Properties of Monetary Models: Results from a New Model Database,"
The Review of Economics and Statistics, MIT Press, vol. 94(3), pages 800-816, August.
- Wieland, Volker & Taylor, John B., 2010. "Surprising comparative properties of monetary models: Results from a new model database," Working Paper Series 1261, European Central Bank.
- Taylor, John B. & Wieland, Volker, 2012. "Surprising comparative properties of monetary models: Results from a new model database," IMFS Working Paper Series 66, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- David Card & Jochen Kluve & Andrea Weber, 2010.
"Active Labour Market Policy Evaluations: A Meta-Analysis,"
Economic Journal, Royal Economic Society, vol. 120(548), pages 452-477, November.
- Card, David Edward & Kluve, Jochen & Weber, Andrea Maria, 2009. "Active Labor Market Policy Evaluations – A Meta-analysis," Ruhr Economic Papers 86, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- David Card & Jochen Kluve & Andrea Weber, 2009. "Active Labor Market Policy Evaluations: A Meta-analysis," CESifo Working Paper Series 2570, CESifo.
- Card, David & Kluve, Jochen & Weber, Andrea, 2009. "Active Labor Market Policy Evaluations: A Meta-Analysis," IZA Discussion Papers 4002, Institute of Labor Economics (IZA).
- David E. Card & Jochen Kluve & Andrea Weber, 2009. "Active Labor Market Policy Evaluations: A Meta-analysis," NRN working papers 2009-02, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
- David Card & Jochen Kluve & Andrea Weber, 2010. "Active Labor Market Policy Evaluations: A Meta-Analysis," NBER Working Papers 16173, National Bureau of Economic Research, Inc.
- Michael Ehrmann, 2000. "Comparing monetary policy transmission across European countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 136(1), pages 58-83, March.
- Giorgio Di Giorgio & Salvatore Nisticò, 2007.
"Monetary Policy and Stock Prices in an Open Economy,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 1947-1985, December.
- Giorgio Di Giorgio & Salvatore Nistico, 2007. "Monetary Policy and Stock Prices in an Open Economy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 1947-1985, December.
- Rafiq, M.S. & Mallick, S.K., 2008. "The effect of monetary policy on output in EMU3: A sign restriction approach," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1756-1791, December.
- Christiano, Lawrence J & Eichenbaum, Martin & Evans, Charles, 1996.
"The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds,"
The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 16-34, February.
- Lawrence J. Christiano & Martin S. Eichenbaum & Charles L. Evans, 1994. "The effects of monetary policy shocks: evidence from the flow of funds," Proceedings, Federal Reserve Bank of Dallas, issue Apr.
- Lawrence J. Christiano & Martin S. Eichenbaum & Charles L. Evans, 1994. "The effects of monetary policy shocks: evidence from the Flow of Funds," Working Paper Series, Macroeconomic Issues 94-2, Federal Reserve Bank of Chicago.
- Shioji, Etsuro, 2000.
"Identifying Monetary Policy Shocks in Japan,"
Journal of the Japanese and International Economies, Elsevier, vol. 14(1), pages 22-42, March.
- Etsuro Shioji, 1997. "Identifying monetary policy shocks in Japan," Economics Working Papers 216, Department of Economics and Business, Universitat Pompeu Fabra.
- Shioji, Etsuro, 1997. "Identifying Monetary Policy Shocks in Japan," CEPR Discussion Papers 1733, C.E.P.R. Discussion Papers.
- Nakashima, Kiyotaka, 2006.
"The Bank of Japan's operating procedures and the identification of monetary policy shocks: A reexamination using the Bernanke-Mihov approach,"
Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 406-433, September.
- Nakashima, Kiyotaka, 2005. "The Bank of Japan's Operating Procedures and the Identification of Monetary Policy Shocks: A Reexamination using the Bernanke-Mihov Approach," MPRA Paper 70687, University Library of Munich, Germany.
- Jean Boivin & Marc P. Giannoni, 2007.
"Global Forces and Monetary Policy Effectiveness,"
NBER Chapters, in: International Dimensions of Monetary Policy, pages 429-478,
National Bureau of Economic Research, Inc.
- Marc Giannoni & Jean Boivin, 2008. "Global Forces and Monetary Policy Effectiveness," 2008 Meeting Papers 1067, Society for Economic Dynamics.
- Jean Boivin & Marc Giannoni, 2008. "Global Forces and Monetary Policy Effectiveness," NBER Working Papers 13736, National Bureau of Economic Research, Inc.
- Helmut Lütkepohl, 2005. "New Introduction to Multiple Time Series Analysis," Springer Books, Springer, number 978-3-540-27752-1, December.
- Gianluca Laganà & Andrew Mountford, 2005. "Measuring Monetary Policy In The Uk: A Factor‐Augmented Vector Autoregression Model Approach," Manchester School, University of Manchester, vol. 73(s1), pages 77-98, September.
- 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.
- 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.
- 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, 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 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.
- 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 Jarocinski, 2010.
"Responses to monetary policy shocks in the east and the west of Europe: a comparison,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(5), pages 833-868.
- Marek Jarocinski, 2004. "Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison," CASE Network Studies and Analyses 0287, CASE-Center for Social and Economic Research.
- Jarociński, Marek, 2008. "Responses to monetary policy shocks in the east and the west of Europe: a comparison," Working Paper Series 970, European Central Bank.
- Marek Jarocinski, 2006. "Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison," Working Papers 124, Oesterreichische Nationalbank (Austrian Central Bank).
- Ben S. Bernanke & Mark Gertler & Mark Watson, 1997.
"Systematic Monetary Policy and the Effects of Oil Price Shocks,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 28(1), pages 91-157.
- Ben S. Bernanke & Mark Gertler & Mark W. Watson, 1997. "Systematic Monetary Policy and the Effects of Oil Price Shocks," Working Papers 1997-1, Princeton University. Economics Department..
- Bernanke, Ben S. & Gertler, Mark & Waston, Mark, 1997. "Systematic Monetary Policy and the Effects of Oil Price Shocks," Working Papers 97-25, C.V. Starr Center for Applied Economics, New York University.
- Hulsewig, Oliver & Mayer, Eric & Wollmershauser, Timo, 2006.
"Bank loan supply and monetary policy transmission in Germany: An assessment based on matching impulse responses,"
Journal of Banking & Finance, Elsevier, vol. 30(10), pages 2893-2910, October.
- Hülsewig, Oliver & Mayer, Eric & Wollmershäuser, Timo, 2004. "Bank Loan Supply and Monetary Policy Transmission in Germany: An Assessment based on Matching Impulse Responses," W.E.P. - Würzburg Economic Papers 54, University of Würzburg, Department of Economics.
- Oliver Hülsewig & Eric Mayer & Timo Wollmershäuser, 2005. "Bank Loan Supply and Monetary Policy Transmission in Germany: An Assessment Based on Matching Impulse Responses," ifo Working Paper Series No.14, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Hülsewig, Oliver & Mayer, Eric & Wollmershäuser, Timo, 2006. "Bank loan supply and monetary policy transmission in Germany: An assessment based on matching impulse responses," Munich Reprints in Economics 19432, University of Munich, Department of Economics.
- Oliver Hülsewig & Eric Mayer & Timo Wollmershäuser, 2005. "Bank Loan Supply and Monetary Policy Transmission in Germany: An Assessment Based on Matching Impulse Responses," CESifo Working Paper Series 1380, CESifo.
- Winford H. Masanjala & Chris Papageorgiou, 2008. "Rough and lonely road to prosperity: a reexamination of the sources of growth in Africa using Bayesian model averaging," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 671-682.
- Vargas-Silva, Carlos, 2008.
"Monetary policy and the US housing market: A VAR analysis imposing sign restrictions,"
Journal of Macroeconomics, Elsevier, vol. 30(3), pages 977-990, September.
- Carlos Vargas-Silva, 2007. "Monetary policy and the U.S. housing market: A VAR analysis imposing sign restrictions," Working Papers 0705, Sam Houston State University, Department of Economics and International Business.
- Bagliano, Fabio C. & Favero, Carlo A., 1998.
"Measuring monetary policy with VAR models: An evaluation,"
European Economic Review, Elsevier, vol. 42(6), pages 1069-1112, June.
- Fabio C. Bagliano & Carlo A. Favero, "undated". "Measuring Monetary Policy with VAR Models: an Evaluation," Working Papers 132, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Bagliano, Fabio-Cesare & Favero, Carlo A., 1997. "Measuring Monetary Policy with VAR Models: An Evaluation," CEPR Discussion Papers 1743, C.E.P.R. Discussion Papers.
- Orley Ashenfelter & Michael Greenstone, 2004.
"Estimating the Value of a Statistical Life: The Importance of Omitted Variables and Publication Bias,"
American Economic Review, American Economic Association, vol. 94(2), pages 454-460, May.
- Orley Ashenfelter & Michael Greenstone, 2004. "Estimating the Value of a Statistical Life: The Importance of Omitted Variables and Publication Bias," Working Papers 858, Princeton University, Department of Economics, Industrial Relations Section..
- Orley Ashenfelter & Michael Greenstone, 2004. "Estimating the Value of a Statistical Life: The Importance of Omitted Variables and Publication Bias," NBER Working Papers 10401, National Bureau of Economic Research, Inc.
- Orley Ashenfelter & Michael Greenstone, 2004. "Estimating the Value of a Statistical Life: The Importance of Omitted Variables and Publication Bias," Working Papers 105, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Ashenfelter, Orley & Greenstone, Michael, 2004. "Estimating the Value of a Statistical Life: The Importance of Omitted Variables and Publication Bias," IZA Discussion Papers 1037, Institute of Labor Economics (IZA).
- Brissimis, Sophocles N. & Magginas, Nicholas S., 2006.
"Forward-looking information in VAR models and the price puzzle,"
Journal of Monetary Economics, Elsevier, vol. 53(6), pages 1225-1234, September.
- Sophocles N. Brissimis & Nicholas S. Magginas, 2004. "Forward-Looking Information in VAR Models and the Price Puzzle," Working Papers 10, Bank of Greece.
- Belviso Francesco & Milani Fabio, 2006.
"Structural Factor-Augmented VARs (SFAVARs) and the Effects of Monetary Policy,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(3), pages 1-46, December.
- Francesco Belviso & Fabio Milani, 2005. "Structural Factor-Augmented VAR (SFAVAR) and the Effects of Monetary Policy," Macroeconomics 0503023, University Library of Munich, Germany.
- Angeloni,Ignazio & Kashyap,Anil K. & Mojon,Benoît (ed.), 2003. "Monetary Policy Transmission in the Euro Area," Cambridge Books, Cambridge University Press, number 9780521828642, September.
- Gert Peersman, 2005.
"What caused the early millennium slowdown? Evidence based on vector autoregressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 185-207.
- Gert Peersman, 2005. "What caused the early millennium slowdown? Evidence based on vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 185-207.
- Peersman, Gert, 2003. "What Caused the Early Millennium Slowdown? Evidence Based on Vector Autoregressions," CEPR Discussion Papers 4087, C.E.P.R. Discussion Papers.
- Gert Peersman, 2005. "What caused the early millennium slowdown? Evidence based on vector autoregressions," Bank of England working papers 272, Bank of England.
- 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.
- 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.
- Magdalena Morgese Borys & Roman Horváth, 2007. "The Effects of Monetary Policy in the Czech Republic: An Empirical Study," Working Papers IES 2007/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2007.
- Magdalena M Borys & Roman Horvath, 2008. "The Effects of Monetary Policy in the Czech Republic: An Empirical Study," William Davidson Institute Working Papers Series wp922, William Davidson Institute at the University of Michigan.
- Magdalena Morgese Borys & Roman Horvath, 2008. "The Effects of Monetary Policy in the Czech Republic: An Empirical Study," International Trade and Finance Association Conference Papers 1109, International Trade and Finance Association.
- Magdalena Morgese Borys & Roman Horvath, 2007. "The Effects of Monetary Policy in the Czech Republic: An Empirical Study," CERGE-EI Working Papers wp339, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Magdalena Morgese Borys & Roman Horvath, 2008. "The Effects of Monetary Policy in the Czech Republic: An Empirical Study," Working Papers 2008/4, Czech National Bank.
- Martin Feldkircher & Stefan Zeugner, 2009. "Benchmark Priors Revisited: On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging," IMF Working Papers 2009/202, International Monetary Fund.
- Sandra Eickmeier & Boris Hofmann & Andreas Worms, 2009.
"Macroeconomic Fluctuations and Bank Lending: Evidence for Germany and the Euro Area,"
German Economic Review, Verein für Socialpolitik, vol. 10(2), pages 193-223, May.
- Eickmeier Sandra & Worms Andreas & Hofmann Boris, 2009. "Macroeconomic Fluctuations and Bank Lending: Evidence for Germany and the Euro Area," German Economic Review, De Gruyter, vol. 10(2), pages 193-223, May.
- Eickmeier, Sandra & Hofmann, Boris & Worms, Andreas, 2006. "Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area," Discussion Paper Series 1: Economic Studies 2006,34, Deutsche Bundesbank.
- 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.
- Andrew Mountford, 2005. "Leaning into the Wind: A Structural VAR Investigation of UK Monetary Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(5), pages 597-621, October.
- Minella, André, 2003.
"Monetary Policy and Inflation in Brazil (1975-2000): A VAR Estimation,"
Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 57(3), July.
- André Minella, 2001. "Monetary Policy and Inflation in Brazil (1975-2000): a VAR Estimation," Working Papers Series 33, Central Bank of Brazil, Research Department.
- Steven N. Durlauf & Andros Kourtellos & Chih Ming Tan, 2008.
"Are Any Growth Theories Robust?,"
Economic Journal, Royal Economic Society, vol. 118(527), pages 329-346, March.
- StevenN. Durlauf & Andros Kourtellos & ChihMing Tan, 2008. "Are Any Growth Theories Robust?," Economic Journal, Royal Economic Society, vol. 118(527), pages 329-346, March.
- Steven N. Durlauf & Andros Kourtellos & Chih Ming Tan, 2007. "Are any Growth Theories Robust?," University of Cyprus Working Papers in Economics 2-2007, University of Cyprus Department of Economics.
- Steven N. Durlauf & Andros KOURTELLOS & Chih Ming Tan, 2007. "Are Any Growth Theories Robust?," Discussion Papers Series, Department of Economics, Tufts University 0703, Department of Economics, Tufts University.
- 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.
- Christiano, Lawrence J. & Eichenbaum, Martin & Evans, Charles L., 1999.
"Monetary policy shocks: What have we learned and to what end?,"
Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 2, pages 65-148,
Elsevier.
- Lawrence J. Christiano & Martin S. Eichenbaum & Charles L. Evans, 1997. "Monetary policy shocks: what have we learned and to what end?," Working Paper Series, Macroeconomic Issues WP-97-18, Federal Reserve Bank of Chicago.
- Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 1998. "Monetary Policy Shocks: What Have We Learned and to What End?," NBER Working Papers 6400, National Bureau of Economic Research, Inc.
- Don Bredin & Gerard O'Reilly, 2004.
"An analysis of the transmission mechanism of monetary policy in Ireland,"
Applied Economics, Taylor & Francis Journals, vol. 36(1), pages 49-58.
- Bredin, Don & O’Reilly, Gerard, 2001. "An Analysis of the Transmission Mechanism of Monetary Policy in Ireland," Research Technical Papers 1/RT/01, Central Bank of Ireland.
- Dedola, Luca & Lippi, Francesco, 2005.
"The monetary transmission mechanism: Evidence from the industries of five OECD countries,"
European Economic Review, Elsevier, vol. 49(6), pages 1543-1569, August.
- Luca Dedola & Francesco Lippi, 2000. "The monetary transmission mechanism; evidence from the industries of five OECD countries," Temi di discussione (Economic working papers) 389, Bank of Italy, Economic Research and International Relations Area.
- Luca Dedola & Francesco Lippi, 2000. "The Monetary Transmission Mechanism: Evidence from the Industry Data of Five OECD Countries," Econometric Society World Congress 2000 Contributed Papers 1833, Econometric Society.
- Lippi, Francesco & Dedola, Luca, 2000. "The Monetary Transmission Mechanism: Evidence from the Industries of Five OECD Countries," CEPR Discussion Papers 2508, C.E.P.R. Discussion Papers.
- Dedola, L. & Lippi, F., 2000. "The Monetary Transmission Mechanism: Evidence from the Industries of Five OECD Countries," Papers 389, Banca Italia - Servizio di Studi.
- Alessio Anzuini & Aviram Levy, 2007. "Monetary policy shocks in the new EU members: a VAR approach," Applied Economics, Taylor & Francis Journals, vol. 39(9), pages 1147-1161.
- Gert Peersman, 2004. "The Transmission of Monetary Policy in the Euro Area: Are the Effects Different Across Countries?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 285-308, July.
- Fabio Milani & Francesco Belviso, 2003. "Structural Factor-Augmented VAR (SFAVAR)," Computing in Economics and Finance 2003 278, Society for Computational Economics.
- Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010.
"Large Bayesian vector auto regressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
- Marta Bańbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92, January.
- Carmen Fernandez & Eduardo Ley & Mark F. J. Steel, 2001.
"Model uncertainty in cross-country growth regressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 563-576.
- Carmen Fernandez & Eduardo Ley & Mark Steel, 1999. "Model uncertainty in cross-country growth regressions," Econometrics 9903003, University Library of Munich, Germany, revised 06 Oct 2001.
- Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Model uncertainty in cross-country growth regressions," Econometrics 0110002, University Library of Munich, Germany.
- Nicoletta Batini & Edward Nelson, 2001.
"The Lag from Monetary Policy Actions to Inflation: Friedman Revisited,"
International Finance, Wiley Blackwell, vol. 4(3), pages 381-400.
- Nicoletta Batini & Edward Nelson, 2001. "The Lag from Monetary Policy Actions to Inflation: Friedman Revisited," Discussion Papers 06, Monetary Policy Committee Unit, Bank of England.
- Moral-Benito, Enrique, 2010.
"Model averaging in economics,"
MPRA Paper
26047, University Library of Munich, Germany.
- Enrique Moral-Benito, 2010. "Model Averaging in Economics," Working Papers wp2010_1008, CEMFI.
- Enrique Moral-Benito, 2011. "Model averaging in economics," Working Papers 1123, Banco de España.
- Wee Beng Gan & Lee Ying Soon, 2003. "Characterizing The Monetary Transmission Mechanism In A Small Open Economy: The Case Of Malaysia," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 48(02), pages 113-134.
- Elbourne, Adam, 2008. "The UK housing market and the monetary policy transmission mechanism: An SVAR approach," Journal of Housing Economics, Elsevier, vol. 17(1), pages 65-87, March.
- K. Arin & Sam Jolly, 2005. "Trans-Tasman Transmission of Monetary Shocks: Evidence From a VAR Approach," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 33(3), pages 267-283, September.
- Stephen G. Cecchetti, 2001.
"Legal Structure, Financial Structure and the Monetary Policy Transmission Mechanism,"
Palgrave Macmillan Books, in: Deutsche Bundesbank (ed.), The Monetary Transmission Process, chapter 5, pages 170-207,
Palgrave Macmillan.
- Stephen G. Cecchetti, 1999. "Legal structure, financial structure, and the monetary policy transmission mechanism," Economic Policy Review, Federal Reserve Bank of New York, vol. 5(Jul), pages 9-28.
- Stephen G. Cecchetti, 1999. "Legal Structure, Financial Structure, and the Monetary Policy Transmission Mechanism," NBER Working Papers 7151, National Bureau of Economic Research, Inc.
- Xavier Sala-I-Martin & Gernot Doppelhofer & Ronald I. Miller, 2004.
"Determinants of Long-Term Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach,"
American Economic Review, American Economic Association, vol. 94(4), pages 813-835, September.
- Gernot Doppelhofer & Ronald I. Miller & Xavier Sala-i-Martin, 2000. "Determinants of Long-Term Growth: A Bayesian Averaging of Classical Estimates (Bace) Approach," OECD Economics Department Working Papers 266, OECD Publishing.
- Gernot Doppelhofer & Ronald I. Miller & Xavier Sala-i-Martin, 2000. "Determinants of Long-Term Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach," NBER Working Papers 7750, National Bureau of Economic Research, Inc.
- Gert Peersman & Roland Straub, 2009.
"Technology Shocks And Robust Sign Restrictions In A Euro Area Svar,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(3), pages 727-750, August.
- Peersman, Gert & Straub, Roland, 2004. "Technology shocks and robust sign restrictions in a euro area SVAR," Working Paper Series 373, European Central Bank.
- G. Peersman & R. Straub, 2005. "Technology Shocks and Robust Sign Restrictions in a Euro Area SVAR," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 05/288, Ghent University, Faculty of Economics and Business Administration.
- Sims, Christopher A & Zha, Tao, 1998.
"Bayesian Methods for Dynamic Multivariate Models,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 949-968, November.
- Christopher A. Sims & Tao Zha, 1996. "Bayesian methods for dynamic multivariate models," FRB Atlanta Working Paper 96-13, Federal Reserve Bank of Atlanta.
- Marius Alin Andries, 2008. "Monetary Policy Transmission Mechanism In Romania - A Var Approach," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 11(11(528)(s), pages 250-260, November.
- Marco Arnone & Bernard J Laurens & Jean-François Segalotto & Martin Sommer, 2009.
"Central Bank Autonomy: Lessons from Global Trends,"
IMF Staff Papers, Palgrave Macmillan, vol. 56(2), pages 263-296, June.
- Mr. Bernard J Laurens & Mr. Martin Sommer & Mr. Marco Arnone & Jean-François Segalotto, 2007. "Central Bank Autonomy: Lessons from Global Trends," IMF Working Papers 2007/088, International Monetary Fund.
- Kim, Soyoung, 2001. "International transmission of U.S. monetary policy shocks: Evidence from VAR's," Journal of Monetary Economics, Elsevier, vol. 48(2), pages 339-372, October.
- Rudi Dornbusch & Carlo Favero & Francesco Giavazzi, 1998.
"Immediate challenges for the European Central Bank,"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 13(26), pages 16-64.
- Rudiger Dornbusch & Carlo A. Favero & Francesco Giavazzi, 1998. "The Immediate Challenges for the European Central Bank," NBER Working Papers 6369, National Bureau of Economic Research, Inc.
- Anne-Célia Disdier & Keith Head, 2008.
"The Puzzling Persistence of the Distance Effect on Bilateral Trade,"
The Review of Economics and Statistics, MIT Press, vol. 90(1), pages 37-48, February.
- Anne-Celia Disdier & Keith Head, 2004. "The Puzzling Persistence of the Distance Effect on Bilateral Trade," Development Working Papers 186, Centro Studi Luca d'Agliano, University of Milano.
- Disdier, Anne-Célia & Head, Keith, 2008. "The Puzzling Persistence of the Distance Effect on Bilateral Trade," Conference papers 331805, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Anne-Célia Disdier & Keith Head, 2008. "The puzzling persistence of the distance effect on bilateral trade," Post-Print hal-01172854, HAL.
- Orley Ashenfelter & Michael Greenstone, 2004.
"Estimating the Value of a Statistical Life: The Importance of Omitted Variables and Publication Bias,"
American Economic Review, American Economic Association, vol. 94(2), pages 454-460, May.
- Ashenfelter, Orley & Greenstone, Michael, 2004. "Estimating the Value of a Statistical Life: The Importance of Omitted Variables and Publication Bias," IZA Discussion Papers 1037, Institute of Labor Economics (IZA).
- Orley Ashenfelter & Michael Greenstone, 2004. "Estimating the Value of a Statistical Life: The Importance of Omitted Variables and Publication Bias," Working Papers 105, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Orley Ashenfelter & Michael Greenstone, 2004. "Estimating the Value of a Statistical Life: The Importance of Omitted Variables and Publication Bias," NBER Working Papers 10401, National Bureau of Economic Research, Inc.
- Orley Ashenfelter & Michael Greenstone, 2004. "Estimating the Value of a Statistical Life: The Importance of Omitted Variables and Publication Bias," Working Papers 858, Princeton University, Department of Economics, Industrial Relations Section..
- Normandin, Michel & Phaneuf, Louis, 2004.
"Monetary policy shocks:: Testing identification conditions under time-varying conditional volatility,"
Journal of Monetary Economics, Elsevier, vol. 51(6), pages 1217-1243, September.
- Michel Normandin & Louis Phaneuf, 2003. "Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility," Cahiers de recherche 0337, CIRPEE.
- Michel Normandin & Louis Phaneuf, 2003. "Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility," Cahiers de recherche 03-04, HEC Montréal, Institut d'économie appliquée.
- Friedman, Milton, 1972. "Have Monetary Policies Failed?," American Economic Review, American Economic Association, vol. 62(2), pages 11-18, May.
- Kubo, Akihiro, 2008. "Macroeconomic impact of monetary policy shocks: Evidence from recent experience in Thailand," Journal of Asian Economics, Elsevier, vol. 19(1), pages 83-91, February.
- Peter van Els & Alberto Locarno & Benoît Mojon & Julian Morgan, 2003. "New Macroeconomic Evidence on Monetary Policy Transmission in the Euro Area," Journal of the European Economic Association, MIT Press, vol. 1(2-3), pages 720-730, 04/05.
- Orley Ashenfelter & Michael Greenstone, 2004. "Estimating the Value of a Statistical Life: The Importance of Omitted Variables and Publication Bias," Working Papers 858, Princeton University, Department of Economics, Industrial Relations Section..
- Marek Jarocinski & Frank Smets, 2008.
"House prices and the stance of monetary policy,"
Review, Federal Reserve Bank of St. Louis, vol. 90(Jul), pages 339-366.
- Smets, Frank & Jarociński, Marek, 2008. "House Prices and the stance of Monetary Policy," Working Paper Series 891, European Central Bank.
- Adam Elbourne & Jakob de Haan, 2009. "Modeling Monetary Policy Transmission in Acceding Countries: Vector Autoregression Versus Structural Vector Autoregression," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 45(2), pages 4-20, March.
- Krusec, Dejan, 2010. "The "price puzzle" in the monetary transmission VARs with long-run restrictions," Economics Letters, Elsevier, vol. 106(3), pages 147-150, March.
- W. Douglas McMillin, 2001. "The Effects of Monetary Policy Shocks: Comparing Contemporaneous versus Long-Run Identifying Restrictions," Southern Economic Journal, John Wiley & Sons, vol. 67(3), pages 618-636, January.
- Joao Sousa & Andrea Zaghini, 2008.
"Monetary policy shocks in the euro area and global liquidity spillovers,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(3), pages 205-218.
- Sousa, João & Zaghini, Andrea, 2004. "Monetary policy shocks in the euro area and global liquidity spillovers," Working Paper Series 309, European Central Bank.
- Joao Sousa & Andrea Zaghini, 2007. "Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers," Temi di discussione (Economic working papers) 629, Bank of Italy, Economic Research and International Relations Area.
- Li, Yun Daisy & Iscan, Talan B. & Xu, Kuan, 2010.
"The impact of monetary policy shocks on stock prices: Evidence from Canada and the United States,"
Journal of International Money and Finance, Elsevier, vol. 29(5), pages 876-896, September.
- Yun Daisy Li & Talan B. Işcan & Kuan Xu, 2007. "The Impact of Monetary Policy Shocks on Stock Prices: Evidence from Canada and the United States," Working Papers daleconwp2007-07, Dalhousie University, Department of Economics.
- Buckle, Robert A. & Kim, Kunhong & Kirkham, Heather & McLellan, Nathan & Sharma, Jarad, 2007. "A structural VAR business cycle model for a volatile small open economy," Economic Modelling, Elsevier, vol. 24(6), pages 990-1017, November.
- Cushman, David O. & Zha, Tao, 1997.
"Identifying monetary policy in a small open economy under flexible exchange rates,"
Journal of Monetary Economics, Elsevier, vol. 39(3), pages 433-448, August.
- David O. Cushman & Tao Zha, 1995. "Identifying monetary policy in a small open economy under flexible exchange rates," FRB Atlanta Working Paper 95-7, Federal Reserve Bank of Atlanta.
- Hanson, Michael S., 2004. "The "price puzzle" reconsidered," Journal of Monetary Economics, Elsevier, vol. 51(7), pages 1385-1413, October.
- Peersman, Gert & Smets, Frank, 2001. "The monetary transmission mechanism in the euro area: more evidence from VAR analysis," Working Paper Series 91, European Central Bank.
- Forni, Mario & Gambetti, Luca, 2010.
"The dynamic effects of monetary policy: A structural factor model approach,"
Journal of Monetary Economics, Elsevier, vol. 57(2), pages 203-216, March.
- Mario Forni & Luca Gambetti, 2008. "The dynamic e ects of monetary policy: A structural factor model approach," Center for Economic Research (RECent) 026, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Forni, Mario & Gambetti, Luca, 2008. "The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach," CEPR Discussion Papers 7098, C.E.P.R. Discussion Papers.
- Mertens, Karel, 2008. "Deposit rate ceilings and monetary transmission in the US," Journal of Monetary Economics, Elsevier, vol. 55(7), pages 1290-1302, October.
- Kim, Soyoung, 2002. "Exchange rate stabilization in the ERM: identifying European monetary policy reactions," Journal of International Money and Finance, Elsevier, vol. 21(3), pages 413-434, June.
- Eric M. Leeper & Christopher A. Sims & Tao Zha, 1996. "What Does Monetary Policy Do?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 27(2), pages 1-78.
- 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.
- 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.
- 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.
- 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.
- 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.
- Theo S. Eicher & Chris Papageorgiou & Adrian E. Raftery, 2011.
"Default priors and predictive performance in Bayesian model averaging, with application to growth determinants,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(1), pages 30-55, January/F.
- Theo Eicher & Chris Papageogiou & Adrian E Raftery, 2007. "Default Priors and Predictive Performance in Bayesian Model Averaging, with Application to Growth Determinants," Working Papers UWEC-2007-25-P, University of Washington, Department of Economics.
- T. D. Stanley, 2001. "Wheat from Chaff: Meta-analysis as Quantitative Literature Review," Journal of Economic Perspectives, American Economic Association, vol. 15(3), pages 131-150, Summer.
- repec:bla:germec:v:10:y:2009:i::p:193-223 is not listed on IDEAS
- Voss, G.M. & Willard, L.B., 2009. "Monetary policy and the exchange rate: Evidence from a two-country model," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 708-720, December.
- Michael Ehrmann & Leonardo Gambacorta & Jorge Martinez-PagÈs & Patrick Sevestre & Andreas Worms, 2003. "The Effects of Monetary Policy in the Euro Area," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 19(1), pages 58-72.
- repec:ulb:ulbeco:2013/13388 is not listed on IDEAS
- Havranek, Tomas & Irsova, Zuzana, 2011. "Estimating vertical spillovers from FDI: Why results vary and what the true effect is," Journal of International Economics, Elsevier, vol. 85(2), pages 234-244.
- Brunner, Allan D, 2000. "On the Derivation of Monetary Policy Shocks: Should We Throw the VAR Out with the Bath Water?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(2), pages 254-279, May.
- Mojon, Benoît & Peersman, Gert, 2001. "A VAR description of the effects of monetary policy in the individual countries of the euro area," Working Paper Series 92, European Central Bank.
- Jean Boivin & Marc P. Giannoni & Benoît Mojon, 2009. "How Has the Euro Changed the Monetary Transmission Mechanism?," NBER Chapters, in: NBER Macroeconomics Annual 2008, Volume 23, pages 77-125, National Bureau of Economic Research, Inc.
- Elbourne, Adam & de Haan, Jakob, 2006. "Financial structure and monetary policy transmission in transition countries," Journal of Comparative Economics, Elsevier, vol. 34(1), pages 1-23, March.
- Jean Boivin & Marc P. Giannoni & Benoît Mojon, 2008. "How Has the Euro Changed the Monetary Transmission?," NBER Working Papers 14190, National Bureau of Economic Research, Inc.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- 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, 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 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.
- 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 Rusnak & Tomas Havranek & Roman Horvath, 2011. "How to Solve the Price Puzzle? A Meta-Analysis," Working Papers 2011/02, Czech National 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.
- Lan Nguyen, Thi Mai & Papyrakis, Elissaios & van Bergeijk, Peter A.G., 2021. "Publication bias in the price effects of monetary policy: A meta-regression analysis for emerging and developing economies," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 567-583.
- 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.
- Magdalena Morgese Borys & Roman Horváth, 2007. "The Effects of Monetary Policy in the Czech Republic: An Empirical Study," Working Papers IES 2007/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2007.
- Magdalena Morgese Borys & Roman Horvath, 2008. "The Effects of Monetary Policy in the Czech Republic: An Empirical Study," Working Papers 2008/4, Czech National Bank.
- Magdalena M Borys & Roman Horvath, 2008. "The Effects of Monetary Policy in the Czech Republic: An Empirical Study," William Davidson Institute Working Papers Series wp922, William Davidson Institute at the University of Michigan.
- Magdalena Morgese Borys & Roman Horvath, 2008. "The Effects of Monetary Policy in the Czech Republic: An Empirical Study," International Trade and Finance Association Conference Papers 1109, International Trade and Finance Association.
- Magdalena Morgese Borys & Roman Horvath, 2007. "The Effects of Monetary Policy in the Czech Republic: An Empirical Study," CERGE-EI Working Papers wp339, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Matteo Barigozzi & Antonio M. Conti & Matteo Luciani, 2014.
"Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(5), pages 693-714, October.
- Barigozzi, Matteo & Conti, Antonio & Luciani, Matteo, 2012. "Do Euro area countries respond asymmetrically to the common monetary policy?," LSE Research Online Documents on Economics 43344, London School of Economics and Political Science, LSE Library.
- Matteo Luciani & Antoniomaria Conti & Matteo Barigozzi, 2013. "Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?," ULB Institutional Repository 2013/153330, ULB -- Universite Libre de Bruxelles.
- 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.
- repec:onb:oenbwp:y:2011:i:3:b:1 is not listed on IDEAS
- Zlatina Balabanova & Ralf Brüggemann, 2012. "External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models," Working Paper Series of the Department of Economics, University of Konstanz 2012-05, Department of Economics, University of Konstanz.
- Dominika Ehrenbergerova & Josef Bajzik & Tomas Havranek, 2023.
"When Does Monetary Policy Sway House Prices? A Meta-Analysis,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(2), pages 538-573, June.
- Havranek, Tomas & Kolcunova, Dominika & Bajzik, Josef, 2021. "When Does Monetary Policy Sway House Prices? A Meta-Analysis," CEPR Discussion Papers 16196, C.E.P.R. Discussion Papers.
- Josef Bajzik & Dominika Ehrenbergerova & Tomas Havranek, 2021. "When Does Monetary Policy Sway House Prices? A Meta-Analysis," Working Papers IES 2021/17, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2021.
- Ehrenbergerova, Dominika & Bajzik, Josef & Havranek, Tomas, 2021. "When Does Monetary Policy Sway House Prices? A Meta-Analysis," EconStor Preprints 234126, ZBW - Leibniz Information Centre for Economics.
- Konstantins Benkovskis & Andrejs Bessonovs & Martin Feldkircher & Julia Wörz, 2011. "The Transmission of Euro Area Monetary Shocks to the Czech Republic, Poland and Hungary: Evidence from a FAVAR Model," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 8-36.
- Rafiq, M.S. & Mallick, S.K., 2008. "The effect of monetary policy on output in EMU3: A sign restriction approach," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1756-1791, December.
- Georgiadis, Georgios & Jančoková, Martina, 2020.
"Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
- Georgiadis, Georgios & Jančoková, Martina, 2017. "Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks," Working Paper Series 2082, European Central Bank.
- Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," GRU Working Paper Series GRU_2017_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization Institute Working Papers 314, Federal Reserve Bank of Dallas.
- Ute Volz & Martin Mandler & Michael Scharnagl, 2016. "Heterogeneity in Euro Area Monetary Policy Transmission: Results from a large Multi-Country BVAR," EcoMod2016 9609, EcoMod.
- Martin Mandler & Michael Scharnagl & Ute Volz, 2022.
"Heterogeneity in Euro Area Monetary Policy Transmission: Results from a Large Multicountry BVAR Model,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 627-649, March.
- Scharnagl, Michael & Mandler, Martin & Volz, Ute, 2016. "Heterogeneity in euro area monetary policy transmission: results from a large multi-country BVAR model," VfS Annual Conference 2016 (Augsburg): Demographic Change 145847, Verein für Socialpolitik / German Economic Association.
- Mandler, Martin & Scharnagl, Michael & Volz, Ute, 2016. "Heterogeneity in euro-area monetary policy transmission: Results from a large multi-country BVAR model," Discussion Papers 03/2016, Deutsche Bundesbank.
- Kemal Bagzibagli, 2014.
"Monetary transmission mechanism and time variation in the Euro area,"
Empirical Economics, Springer, vol. 47(3), pages 781-823, November.
- Kemal Bagzibagli, 2012. "Monetary Transmission Mechanism and Time Variation in the Euro Area," Discussion Papers 12-12, Department of Economics, University of Birmingham.
- Stefanos Papadamou & Vaggelis Arvanitis & Costas Siriopoulos, 2014. "A Bank Lending Channel that is Working via Housing or via Consumer Loans? Evidence from Europe," Bulletin of Applied Economics, Risk Market Journals, vol. 1(1), pages 15-34.
- R. Bonci & F. Columba, 2008.
"Monetary policy effects: new evidence from the Italian flow-of-funds,"
Applied Economics, Taylor & Francis Journals, vol. 40(21), pages 2803-2818.
- Riccardo Bonci & Francesco Columba, 2008. "Monetary Policy Effects: New Evidence from the Italian Flow of Funds," Temi di discussione (Economic working papers) 678, Bank of Italy, Economic Research and International Relations Area.
- Kronick, Jeremy, 2014. "Monetary Policy Shocks from the EU and US: Implications for Sub-Saharan Africa," MPRA Paper 59416, University Library of Munich, Germany.
- 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.
- Kilian, Lutz, 2011. "Structural Vector Autoregressions," CEPR Discussion Papers 8515, C.E.P.R. Discussion Papers.
- Marek Jarocinski, 2010.
"Responses to monetary policy shocks in the east and the west of Europe: a comparison,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(5), pages 833-868.
- Marek Jarocinski, 2004. "Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison," CASE Network Studies and Analyses 0287, CASE-Center for Social and Economic Research.
- Jarociński, Marek, 2008. "Responses to monetary policy shocks in the east and the west of Europe: a comparison," Working Paper Series 970, European Central Bank.
- Marek Jarocinski, 2006. "Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison," Working Papers 124, Oesterreichische Nationalbank (Austrian Central Bank).
- Auer, Simone, 2019.
"Monetary policy shocks and foreign investment income: Evidence from a large Bayesian VAR,"
Journal of International Money and Finance, Elsevier, vol. 93(C), pages 142-166.
- Simone Auer, 2014. "Monetary policy shocks and foreign investment income: evidence from a large Bayesian VAR," Globalization Institute Working Papers 170, Federal Reserve Bank of Dallas.
- Dr. Simone Auer, 2014. "Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR," Working Papers 2014-02, Swiss National Bank.
- Hilde C. Bjørnland, 2008.
"Monetary Policy and Exchange Rate Interactions in a Small Open Economy,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 110(1), pages 197-221, March.
- Hilde C. Bjørnland, 2005. "Monetary policy and exchange rate interactions in a small open economy," Working Paper 2005/16, Norges Bank.
- Bjørnland, Hilde C., 2005. "Monetary policy and exchange rate interactions in a small open economy," Memorandum 31/2005, Oslo University, Department of Economics.
More about this item
Keywords
Monetary policy transmission; vector autoregressions; metaanalysis;All these keywords.
JEL classification:
- C83 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Survey Methods; Sampling Methods
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MON-2013-02-03 (Monetary Economics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wdi:papers:2012-1038. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: WDI (email available below). General contact details of provider: https://edirc.repec.org/data/wdumius.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.