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Deconstructing monetary policy surprises: the role of information shocks

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Cited by:

  1. Hülsewig, Oliver & Rottmann, Horst, 2023. "Unemployment in the euro area and unconventional monetary policy surprises," Economics Letters, Elsevier, vol. 226(C).
  2. Corsetti, Giancarlo & Duarte, Joao B. & Mann, Samuel, 2018. "One money, many markets: a factor model approach to monetary policy in the Euro Area with high-frequency identification," LSE Research Online Documents on Economics 87182, London School of Economics and Political Science, LSE Library.
  3. Durante, Elena & Ferrando, Annalisa & Vermeulen, Philip, 2020. "How does monetary policy affect investment in the euro area?," Research Bulletin, European Central Bank, vol. 77.
  4. Romanos Priftis & Srec̆ko Zimic, 2021. "Sources of Borrowing and Fiscal Multipliers [Emerging market business cycles: the cycle is the trend]," The Economic Journal, Royal Economic Society, vol. 131(633), pages 498-519.
  5. Zheng, Tingguo & Zhang, Hongyin & Ye, Shiqi, 2024. "Monetary policies on green financial markets: Evidence from a multi-moment connectedness network," Energy Economics, Elsevier, vol. 136(C).
  6. Müller, Gernot & Wolf, Martin & Hettig, Thomas, 2019. "Exchange Rate Undershooting: Evidence and Theory," CEPR Discussion Papers 13597, C.E.P.R. Discussion Papers.
  7. Kurt Graden Lunsford, 2018. "Understanding the Aspects of Federal Reserve Forward Guidance," Working Papers (Old Series) 1815, Federal Reserve Bank of Cleveland.
  8. Maxime Phillot & Dr. Samuel Reynard, 2021. "Monetary policy financial transmission and treasury liquidity premia," Working Papers 2021-14, Swiss National Bank.
  9. Felipe Beltrán & David Coble, 2023. "Monetary Policy Surprises on the Banking Sector: the Role of the Information and Pure Monetary Shocks," Working Papers Central Bank of Chile 979, Central Bank of Chile.
  10. Daniel J. Lewis & Christos Makridis & Karel Mertens, 2019. "Do Monetary Policy Announcements Shift Household Expectations?," Working Papers 1906, Federal Reserve Bank of Dallas, revised 17 Jan 2020.
  11. Jonathan Hambur & Qazi Haque, 2023. "Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!," RBA Research Discussion Papers rdp2023-04, Reserve Bank of Australia.
  12. Alexopoulos, Michelle & Han, Xinfen & Kryvtsov, Oleksiy & Zhang, Xu, 2024. "More than words: Fed Chairs’ communication during congressional testimonies," Journal of Monetary Economics, Elsevier, vol. 142(C).
  13. Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2023. "Global impacts of US monetary policy uncertainty shocks," Journal of International Economics, Elsevier, vol. 145(C).
  14. Mody, Ashoka & Nedeljkovic, Milan, 2024. "Central bank policies and financial markets: Lessons from the euro crisis," Journal of Banking & Finance, Elsevier, vol. 158(C).
  15. Michael D. Bauer & Eric T. Swanson, 2023. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Macroeconomics Annual, University of Chicago Press, vol. 37(1), pages 87-155.
  16. Martina Jasova & Caterina Mendicino & Ettore Panetti & José-Luis Peydró & Dominik Supera, 2021. "Monetary policy, labor income redistribution and the credit channel: Evidence from matched employer-employee and credit registers," Economics Working Papers 1832, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2023.
  17. Frederic Boissay & Fabrice Collard & Cristina Manea & Adam Hale Shapiro, 2023. "Monetary Tightening, Inflation Drivers and Financial Stress," Working Paper Series 2023-38, Federal Reserve Bank of San Francisco.
  18. Banegas, Ayelen & Montes-Rojas, Gabriel & Siga, Lucas, 2022. "The effects of U.S. monetary policy shocks on mutual fund investing," Journal of International Money and Finance, Elsevier, vol. 123(C).
  19. Mikel Bedayo & Gabriel Jiménez & José-Luis Peydró & Raquel Vegas, 2020. "Screening and Loan Origination Time: Lending Standards, Loan Defaults and Bank Failures," Working Papers 1215, Barcelona School of Economics.
  20. Diegel, Max & Nautz, Dieter, 2020. "The role of long-term inflation expectations for the transmission of monetary policy shocks," Discussion Papers 2020/19, Free University Berlin, School of Business & Economics.
  21. Michael Ehrmann & Paul Hubert, 2022. "Information Acquisition ahead of Monetary Policy Announcements," Working papers 897, Banque de France.
  22. Matthias Meier & Timo Reinelt, 2024. "Monetary Policy, Markup Dispersion, and Aggregate TFP," The Review of Economics and Statistics, MIT Press, vol. 106(4), pages 1012-1027, July.
  23. Julian Di Giovanni & Galina Hale, 2022. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," Journal of Finance, American Finance Association, vol. 77(6), pages 3373-3421, December.
  24. de Groot, Oliver & Haas, Alexander, 2023. "The signalling channel of negative interest rates," Journal of Monetary Economics, Elsevier, vol. 138(C), pages 87-103.
  25. Luca Dedola & Georgios Georgiadis & Johannes Gräb & Arnaud Mehl, 2018. "Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates," GRU Working Paper Series GRU_2018_024, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  26. Geiger, Martin & Güntner, Jochen, 2024. "The chronology of Brexit and UK monetary policy," Journal of Monetary Economics, Elsevier, vol. 142(C).
  27. Stéphane Lhuissier & Urszula Szczerbowicz, 2022. "Monetary Policy and Corporate Debt Structure," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 497-515, June.
  28. Vladimir Asriyan & Luc Laeven & Alberto Martin & Alejandro Van der Ghote & Victoria Vanasco, 2021. "Falling Interest Rates and Credit Misallocation: Lessons from General Equilibrium," Working Papers 1268, Barcelona School of Economics.
  29. Kaufmann, Christoph & Leyva, Jaime & Storz, Manuela, 2024. "Insurance corporations’ balance sheets, financial stability and monetary policy," Working Paper Series 2892, European Central Bank.
  30. Asger Lau Andersen & Niels Johannesen & Mia Jørgensen & José-Luis Peydró, 2020. "Monetary Policy and Inequality," Working Papers 1227, Barcelona School of Economics.
  31. Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2021. "Inference in Bayesian Proxy-SVARs," Journal of Econometrics, Elsevier, vol. 225(1), pages 88-106.
  32. Niklas Amberg & Thomas Jansson & Mathias Klein & Anna Rogantini Picco, 2022. "Five Facts about the Distributional Income Effects of Monetary Policy Shocks," American Economic Review: Insights, American Economic Association, vol. 4(3), pages 289-304, September.
  33. Jef Boeckx & Maarten Dossche & Alessandro Galesi & Boris Hofmann & Gert Peersman, 2019. "Do SVARs with sign restrictions not identify unconventional monetary policy shocks?," Working Papers 1926, Banco de España.
  34. Martin Geiger & Jochen Güntner, 2019. "How are oil supply shocks transmitted to the U.S. economy?," Economics working papers 2019-13, Department of Economics, Johannes Kepler University Linz, Austria.
  35. Sarah Arndt & Zeno Enders, 2023. "The Transmission of Supply Shocks in Different Inflation Regimes," CESifo Working Paper Series 10839, CESifo.
  36. Forbes,Kristin & Jongrim Ha & Ayhan Kose, 2024. "Rate Cycles," Policy Research Working Paper Series 10876, The World Bank.
  37. van der Zwan, Terri & Kole, Erik & van der Wel, Michel, 2024. "Heterogeneous macro and financial effects of ECB asset purchase programs," Journal of International Money and Finance, Elsevier, vol. 143(C).
  38. Erwan Gautier & Cristina Conflitti & Riemer P. Faber & Brian Fabo & Ludmila Fadejeva & Valentin Jouvanceau & Jan-Oliver Menz & Teresa Messner & Pavlos Petroulas & Pau Roldan-Blanco & Fabio Rumler & Se, 2024. "New Facts on Consumer Price Rigidity in the Euro Area," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(4), pages 386-431, October.
  39. Rai, Anoop & Rojer, Guido & Susanna, Edirel, 2021. "Central bank transparency and market reaction in Brazil, Chile, and Colombia," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
  40. Nimrod Segev & Sigal Ribon & Michael Kahn & Jakob Haan, 2024. "Low Interest Rates and Banks’ Interest Margins: Does Deposit Market Concentration Matter?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 65(2), pages 189-218, June.
  41. 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.
  42. Ider, Gökhan & Kriwoluzky, Alexander & Kurcz, Frederik & Schumann, Ben, 2023. "The Energy-Price Channel of (European) Monetary Policy," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277710, Verein für Socialpolitik / German Economic Association.
  43. Luisa Corrado & Daniela Fantozzi & Simona Giglioli, 2022. "Real-time ineuqalities and policies during the pandemic in the US," Temi di discussione (Economic working papers) 1396, Bank of Italy, Economic Research and International Relations Area.
  44. Diego Comin & Javier Quintana & Tom Schmitz & Antonella Trigari, 2021. "Measuring TFP: The role of profits, adjustment costs, and capacity utilization," Working Papers 2143, Banco de España.
  45. Md. Rashedur Rahman Sardar & Matthew Schaffer, 2024. "International monetary spillovers to frontier financial markets: Evidence from Bangladesh," International Finance, Wiley Blackwell, vol. 27(1), pages 81-100, April.
  46. Ricardo Nunes & Ali Ozdagli & Jenny Tang, 2022. "Interest Rate Surprises: A Tale of Two Shocks," Working Papers 2213, Federal Reserve Bank of Dallas.
  47. Braun, Robin & Miranda-Agrippino, Silvia & Saha, Tuli, 2023. "Measuring monetary policy in the UK: the UK Monetary Policy Event‑Study Database," Bank of England working papers 1050, Bank of England.
  48. Refet Gürkaynak & Hati̇ce Gökçe Karasoy‐Can & Sang Seok Lee, 2022. "Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect," Journal of Finance, American Finance Association, vol. 77(4), pages 2375-2421, August.
  49. Oinonen, Sami & Paloviita, Maritta & Viren, Matti, 2018. "Effects of monetary policy decisions on professional forecasters’ expectations and expectations uncertainty," Research Discussion Papers 24/2018, Bank of Finland.
  50. Jongrim Ha & Dohan Kim & M. Ayhan Kose & Eswar S. Prasad, 2024. "Resolving Puzzles of Monetary Policy Transmission in Emerging Markets," NBER Working Papers 33133, National Bureau of Economic Research, Inc.
  51. Karl-Friedrich Israel & Tim Florian Sepp & Nils Sonnenberg, 2023. "The Effects of Unconventional Monetary Policy on Stock Markets and Household Incomes in Japan," Post-Print halshs-04024219, HAL.
  52. Tsiaras, Stylianos, 2023. "Asset purchases, limited asset markets participation and inequality," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
  53. Sangyup Choi & Kimoon Jeong & Jiseob Kim, 2024. "Asymmetric Mortgage Channel of Monetary Policy: Refinancing as a Call Option," Working papers 2024rwp-228, Yonsei University, Yonsei Economics Research Institute.
  54. Anastasia Burya & Rui Mano & Mr. Yannick Timmer & Miss Anke Weber, 2022. "Monetary Policy Under Labor Market Power," IMF Working Papers 2022/128, International Monetary Fund.
  55. Davide Debortoli & Mario Forni & Luca Gambetti & Luca Sala, 2020. "Asymmetric monetary policy tradeoffs," Economics Working Papers 1742, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2023.
  56. Makram El-Shagi, 2024. "The Effect of Monetary Policy Shocks on Inequality in the Eurozone," CFDS Discussion Paper Series 2024/2, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
  57. Giancarlo Corsetti & Keith Kuester & Gernot J. Müller & Sebastian Schmidt, 2021. "The Exchange Rate Insulation Puzzle," ECONtribute Discussion Papers Series 060, University of Bonn and University of Cologne, Germany.
  58. Gulyas, Andreas & Meier, Matthias & Ryzhenkov, Mykola, 2024. "Labor market effects of monetary policy across workers and firms," European Economic Review, Elsevier, vol. 166(C).
  59. Santiago Camara, 2023. "International Spillovers of ECB Interest Rates Monetary Policy & Information Effects," Working Papers 250, Red Nacional de Investigadores en Economía (RedNIE).
  60. Koeniger, Winfried & Lennartz, Benedikt & Ramelet, Marc-Antoine, 2022. "On the transmission of monetary policy to the housing market," European Economic Review, Elsevier, vol. 145(C).
  61. Lukas Hack & Davud Rostam-Afschar, 2024. "Understanding Firm Dynamics with Daily Data," CRC TR 224 Discussion Paper Series crctr224_2024_593, University of Bonn and University of Mannheim, Germany.
  62. Andrejs Zlobins, 2023. "Is There a Portfolio Rebalancing Channel of QE in Latvia?," Working Papers 2023/05, Latvijas Banka.
  63. Calvin He, 2021. "Monetary Policy, Equity Markets and the Information Effect," RBA Research Discussion Papers rdp2021-04, Reserve Bank of Australia.
  64. Lakdawala, Aeimit & Schaffer, Matthew, 2019. "Federal reserve private information and the stock market," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 34-49.
  65. Wenting Liao & Jun Ma & Chengsi Zhang, 2023. "Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 989-1006, November.
  66. Choi, Sangyup & Willems, Tim & Yoo, Seung Yong, 2024. "Revisiting the monetary transmission mechanism through an industry-level differential approach," Journal of Monetary Economics, Elsevier, vol. 145(C).
  67. Patrick Gruning & Andrejs Zlobins, 2023. "Quantitative Tightening: Lessons from the US and Potential Implications for the EA," Working Papers 2023/09, Latvijas Banka.
  68. Bianchi, Francesco & Gómez-Cram, Roberto & Kind, Thilo & Kung, Howard, 2023. "Threats to central bank independence: High-frequency identification with twitter," Journal of Monetary Economics, Elsevier, vol. 135(C), pages 37-54.
  69. Christian P Pinshi, 2022. "Ciblage des prévisions d'inflation : Un nouveau cadre pour la politique monétaire ?," Working Papers hal-03548273, HAL.
  70. Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2023. "Uncertainty And Monetary Policy During The Great Recession," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(2), pages 577-606, May.
  71. Daniel A. Dias & João B. Duarte, 2019. "Monetary policy, housing rents, and inflation dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 673-687, August.
  72. Taylor, Alan M. & Cloyne, James & Hürtgen, Patrick, 2022. "Global Monetary and Financial Spillovers: Evidence from a New Measure of Bundesbank Policy Shocks," CEPR Discussion Papers 17587, C.E.P.R. Discussion Papers.
  73. Oliver Holtemöller & Alexander Kriwoluzky & Boreum Kwak, 2024. "Is There an Information Channel of Monetary Policy?," Discussion Papers of DIW Berlin 2084, DIW Berlin, German Institute for Economic Research.
  74. Höynck, Christian & Rossi, Luca, 2023. "The drivers of market-based inflation expectations in the euro area and in the US," Economics Letters, Elsevier, vol. 232(C).
  75. Darmouni, Olivier & Geisecke, Oliver & Rodnyanky, Alexander, 2019. "The Bond Lending Channel of Monetary Policy," MPRA Paper 95141, University Library of Munich, Germany.
  76. Dr. Romain Baeriswyl & Alex Oktay & Dr. Marc-Antoine Ramelet, 2023. "Exchange rate shocks and equity prices: the role of currency denomination," Working Papers 2023-05, Swiss National Bank.
  77. Swapan-Kumar Pradhan & Elod Takats & Judit Temesvary, "undated". "How does fiscal policy affect the transmission of monetary policy into cross-border bank lending? Cross-country evidence," BIS Working Papers 1226, Bank for International Settlements.
  78. Bats, Joost V. & Giuliodori, Massimo & Houben, Aerdt C.F.J., 2023. "Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?," Journal of Financial Intermediation, Elsevier, vol. 53(C).
  79. Adam Elbourne, 2019. "SVARs, the central bank balance sheet and the effects of unconventional monetary policy in the euro area," CPB Discussion Paper 407.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
  80. Kyungmin Kim & Thomas Laubach & Min Wei, 2020. "Macroeconomic Effects of Large-Scale Asset Purchases: New Evidence," Finance and Economics Discussion Series 2020-047, Board of Governors of the Federal Reserve System (U.S.).
  81. Herman, Uroš & Lozej, Matija, 2023. "Who gets jobs matters: monetary policy and the labour market in HANK and SAM," Working Paper Series 2850, European Central Bank.
  82. Alpanda, Sami & Granziera, Eleonora & Zubairy, Sarah, 2021. "State dependence of monetary policy across business, credit and interest rate cycles," European Economic Review, Elsevier, vol. 140(C).
  83. Travis Adams & Andrea Ajello & Diego Silva & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Papers 2305.16164, arXiv.org.
  84. Adra, Samer, 2021. "The conventional and informational impacts of monetary policy on the IPO market," Economics Letters, Elsevier, vol. 200(C).
  85. Garriga, Carlos & Kydland, Finn E. & Šustek, Roman, 2021. "MoNK: Mortgages in a New-Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 123(C).
  86. Felipe Beltrán, 2023. "Global monetary policy surprises and their transmission to emerging market economies: an external VAR analysis," Working Papers Central Bank of Chile 975, Central Bank of Chile.
  87. Johannes Schuffels & Clemens Kool & Lenard Lieb & Tom van Veen, 2022. "Is the Slope of the Euro Area Phillips Curve Steeper than It Seems? Heterogeneity and Identification," CESifo Working Paper Series 10103, CESifo.
  88. McNeil, James, 2023. "Monetary policy and the term structure of inflation expectations with information frictions," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
  89. Elliott, David & Meisenzahl, Ralf R. & Peydró, José-Luis, 2024. "Nonbank lenders as global shock absorbers: Evidence from US monetary policy spillovers," Journal of International Economics, Elsevier, vol. 149(C).
  90. Claeys, Grégory & Papioti, Chara & Tryphonides, Andreas, 2023. "Liquidity risk, market power and the informational effects of policy," Journal of International Economics, Elsevier, vol. 142(C).
  91. Mr. Pragyan Deb & Julia Estefania-Flores & Melih Firat & Davide Furceri & Siddharth Kothari, 2023. "Monetary Policy Transmission Heterogeneity: Cross-Country Evidence," IMF Working Papers 2023/204, International Monetary Fund.
  92. Georgiadis, Georgios & Müller, Gernot J. & Schumann, Ben, 2024. "Global risk and the dollar," Journal of Monetary Economics, Elsevier, vol. 144(C).
  93. Giancarlo Corsetti & Romain Lafarguette & Arnaud Mehl, 2019. "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market," Discussion Papers 1914, Centre for Macroeconomics (CFM).
  94. Forni, Mario & Gambetti, Luca & Ricco, Giovanni, 2022. "External Instrument SVAR Analysis for Noninvertible Shocks," The Warwick Economics Research Paper Series (TWERPS) 1444, University of Warwick, Department of Economics.
  95. Felici, Marco & Kenny, Geoff & Friz, Roberta, 2023. "Consumer savings behaviour at low and negative interest rates," European Economic Review, Elsevier, vol. 157(C).
  96. Kilman, Josefin, 2020. "Monetary Policy and Income Inequality in the United States: The Role of Labor Unions," Working Papers 2020:10, Lund University, Department of Economics, revised 20 Sep 2022.
  97. Horn, Carl-Wolfram & Fischer, Johannes J., 2021. "Does Monetary Policy Affect Mergers and Acquisitions?," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242445, Verein für Socialpolitik / German Economic Association.
  98. Diego R. Känzig, 2021. "The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements," American Economic Review, American Economic Association, vol. 111(4), pages 1092-1125, April.
  99. Leonardo Melosi & Francesco Zanetti, 2022. "The Signaling Effects of Fiscal Announcements," Working Paper Series WP 2022-38, Federal Reserve Bank of Chicago.
  100. Max Breitenlechner & Johann Scharler, 2020. "Private Sector Debt, Financial Constraints, and the Effects of Monetary Policy: Evidence from the US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(4), pages 889-915, August.
  101. Minsu Chang & Frank Schorfheide, 2024. "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," NBER Working Papers 32166, National Bureau of Economic Research, Inc.
  102. Agustín Arias & Benjamín García & Ignacio Rojas, 2023. "Forward Guidance: Estimating a Behavioral DSGE Model with System Priors," Working Papers Central Bank of Chile 994, Central Bank of Chile.
  103. Durante, Elena & Ferrando, Annalisa & Vermeulen, Philip, 2022. "Monetary policy, investment and firm heterogeneity," European Economic Review, Elsevier, vol. 148(C).
  104. Ehrmann, Michael & Gnan, Phillipp & Rieder, Kilian, 2023. "Central bank communication by ??? The economics of public policy leaks," Working Paper Series 2846, European Central Bank.
  105. Zhang, Mi & Sensoy, Ahmet & Cheng, Feiyang & Zhao, Xuankai, 2022. "Three channels of monetary policy international transmission: Identifying spillover effects from the US to China," Research in International Business and Finance, Elsevier, vol. 61(C).
  106. Karlyn Mitchell & Douglas K. Pearce, 2020. "How Did Unconventional Monetary Policy Affect Economic Forecasts?," Contemporary Economic Policy, Western Economic Association International, vol. 38(1), pages 206-220, January.
  107. Cieslak, Anna & Schrimpf, Andreas, 2019. "Non-monetary news in central bank communication," Journal of International Economics, Elsevier, vol. 118(C), pages 293-315.
  108. Glocker, Christian & Url, Thomas, 2022. "Financial sector rescue programs: Domestic and cross border effects," Journal of International Money and Finance, Elsevier, vol. 127(C).
  109. Samuel Ligonnière & Salima Ouerk, 2024. "The unequal distribution of credit: Is there any role for monetary policy?," Working Papers of BETA 2024-19, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  110. Kaminska, Iryna & Mumtaz, Haroon & Šustek, Roman, 2021. "Monetary policy surprises and their transmission through term premia and expected interest rates," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 48-65.
  111. Marcelo A. T. Aragão & Fabia A. de Carvalho, 2023. "A Little Less Uncertain about the Relationship between Economic Policy Uncertainty and Economic Activity," Working Papers Series 585, Central Bank of Brazil, Research Department.
  112. Yasuharu Iwata & Hirokuni IIboshi, 2023. "The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(4), pages 830-858, August.
  113. Dominic Cucic & Denis Gorea, 2024. "Non-bank lending and the transmission of monetary policy," BIS Working Papers 1211, Bank for International Settlements.
  114. Iseringhausen, Martin & Petrella, Ivan & Theodoridis, Konstantinos, 2021. "Aggregate Skewness and the Business Cycle," Cardiff Economics Working Papers E2021/30, Cardiff University, Cardiff Business School, Economics Section.
  115. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2023. "Identification with External Instruments in Structural VARs," Journal of Monetary Economics, Elsevier, vol. 135(C), pages 1-19.
  116. Dedola, Luca & Georgiadis, Georgios & Gräb, Johannes & Mehl, Arnaud, 2021. "Does a big bazooka matter? Quantitative easing policies and exchange rates," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 489-506.
  117. El Mehdi El Herradi & Aurelien Leroy, 2022. "Navigating the well-being effects of monetary policy:Evidence from the European Central Bank," Working Papers hal-03897994, HAL.
  118. Andrade, Philippe & Ferroni, Filippo, 2021. "Delphic and odyssean monetary policy shocks: Evidence from the euro area," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 816-832.
  119. Francesco Fusari, 2023. "Identifying Monetary Policy Shocks Through External Variable Constraints," School of Economics Discussion Papers 0123, School of Economics, University of Surrey.
  120. Boeck, Maximilian & Feldkircher, Martin, 2021. "The Impact of Monetary Policy on Yield Curve Expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 887-901.
  121. Jia, Chengcheng, 2023. "The informational effect of monetary policy and the case for policy commitment," European Economic Review, Elsevier, vol. 156(C).
  122. Mélina London & Maéva Silvestrini, 2023. "US Monetary Policy Spillovers to Emerging Markets: the Trade Credit Channel," Working papers 915, Banque de France.
  123. Lu, Dong & Tang, Huoqing & Zhang, Chengsi, 2023. "China's monetary policy surprises and corporate real investment," China Economic Review, Elsevier, vol. 77(C).
  124. Jung, Alexander & Uhlig, Harald, 2019. "Monetary policy shocks and the health of banks," Working Paper Series 2303, European Central Bank.
  125. González, Beatriz & Nuño, Galo & Thaler, Dominik & Albrizio, Silvia, 2024. "Unlocking efficiency: optimal monetary policy when capital misallocation matters," Research Bulletin, European Central Bank, vol. 118.
  126. Matsumoto, Ryo & Morita, Hiroshi & Ono, Taiki, 2022. "Central Bank Information Effects in Japan : The Role of Uncertainty Channel," Discussion paper series HIAS-E-126, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
  127. Christopher D. Cotton, 2022. "To What Degree and through Which Channel Do Central Banks Other Than the Federal Reserve Cause Spillovers?," Working Papers 23-3, Federal Reserve Bank of Boston.
  128. Adams, Jonathan J., 2023. "Moderating noise-driven macroeconomic fluctuations under dispersed information," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
  129. Oliver Hülsewig & Horst Rottmann, 2022. "Euro Area Periphery Countries' Fiscal Policy and Monetary Policy Surprises," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 544-568, June.
  130. Buda, G. & Carvalho, V. M. & Corsetti, G. & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, A. & Rodrigo, T. & Ortiz, A. & Ortiz, A., 2023. "Short and Variable Lags," Cambridge Working Papers in Economics 2321, Faculty of Economics, University of Cambridge.
  131. Bundick, Brent & Herriford, Trenton & Smith, A. Lee, 2024. "The Term Structure of Monetary Policy Uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 160(C).
  132. Hiroyuki Kubota & Mototsugu Shintani, 2022. "High-frequency identification of monetary policy shocks in Japan," The Japanese Economic Review, Springer, vol. 73(3), pages 483-513, July.
  133. Giorgia De Nora, 2021. "Factor Augmented Vector-Autoregression with narrative identification. An application to monetary policy in the US," Working Papers 934, Queen Mary University of London, School of Economics and Finance.
  134. Kubitza, Christian & Grochola, Nicolaus & Gründl, Helmut, 2021. "Life insurance convexity," ICIR Working Paper Series 42/21, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
  135. Laine, Olli-Matti & Pihlajamaa, Matias, 2023. "Asymmetric effects of conventional and unconventional monetary policy when rates are low," Bank of Finland Research Discussion Papers 3/2023, Bank of Finland.
  136. Rossi, Barbara, 2019. "Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned?," CEPR Discussion Papers 14064, C.E.P.R. Discussion Papers.
  137. Mikkel Plagborg‐Møller & Christian K. Wolf, 2021. "Local Projections and VARs Estimate the Same Impulse Responses," Econometrica, Econometric Society, vol. 89(2), pages 955-980, March.
  138. Odendahl, Florens & Pagliari, Maria Sole & Penalver, Adrian & Rossi, Barbara & Sestieri, Giulia, 2024. "Euro area monetary policy effects. Does the shape of the yield curve matter?," Journal of Monetary Economics, Elsevier, vol. 147(S).
  139. Saskia Ter Ellen & Vegard H. Larsen & Leif Anders Thorsrud, 2022. "Narrative Monetary Policy Surprises and the Media," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(5), pages 1525-1549, August.
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