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Monetary Policy through Production Networks: Evidence from the Stock Market
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Cited by:
- Kroencke, Tim A. & Schmeling, Maik & Schrimpf, Andreas, 2021.
"The FOMC Risk Shift,"
Journal of Monetary Economics, Elsevier, vol. 120(C), pages 21-39.
- Schmeling, Maik & Schrimpf, Paul & Kroencke, Tim, 2019. "The FOMC Risk Shift," CEPR Discussion Papers 14037, C.E.P.R. Discussion Papers.
- Kroencke, Tim-Alexander & Schmeling, Maik & Schrimpf, Andreas, 2021. "The FOMC risk shift," SAFE Working Paper Series 302, Leibniz Institute for Financial Research SAFE.
- Mihaela Simionescu & Nicolas Schneider & Beata Gavurova, 2024. "A Bayesian vector-autoregressive application with time-varying parameters on the monetary shocks–production network nexus," Journal of Applied Economics, Taylor & Francis Journals, vol. 27(1), pages 2395114-239, December.
- Pasten, Ernesto & Schoenle, Raphael & Weber, Michael, 2020.
"The propagation of monetary policy shocks in a heterogeneous production economy,"
Journal of Monetary Economics, Elsevier, vol. 116(C), pages 1-22.
- Ernesto Pasten & Raphael S. Schoenle & Michael Weber & Michael Weber, 2018. "The Propagation of Monetary Policy Shocks in a Heterogeneous Production Economy," CESifo Working Paper Series 7376, CESifo.
- Ernesto Pastén & Raphael Schoenle & Michael Weber, 2018. "The Propagation of Monetary Policy Shocks in a Heterogeneous Production Economy," NBER Working Papers 25303, National Bureau of Economic Research, Inc.
- Ernesto Pasten & Raphael Schoenle & Michael Weber, 2019. "The Propagation of Monetary Policy Shocks in a Heterogeneous Production Economy," Working Papers Central Bank of Chile 842, Central Bank of Chile.
- Ernesto Pasten & Raphael Schoenle & Michael Weber, 2019. "The Propagation of Monetary Policy Shocks in a Heterogeneous Production Economy," Working Papers 19-25R, Federal Reserve Bank of Cleveland, revised 15 Jan 2020.
- Nicole Branger & Patrick Konermann & Christoph Meinerding & Christian Schlag, 2021.
"Equilibrium Asset Pricing in Directed Networks [Risk premia and term premia in general equilibrium],"
Review of Finance, European Finance Association, vol. 25(3), pages 777-818.
- Branger, Nicole & Konermann, Patrick & Meinerding, Christoph & Schlag, Christian, 2018. "Equilibrium asset pricing in directed networks," Discussion Papers 37/2018, Deutsche Bundesbank.
- Branger, Nicole & Konermann, Patrick & Meinerding, Christoph & Schlag, Christian, 2020. "Equilibrium asset pricing in directed networks," SAFE Working Paper Series 74, Leibniz Institute for Financial Research SAFE, revised 2020.
- Andreas Neuhierl & Michael Weber & Michael Weber, 2017.
"Monetary Momentum,"
CESifo Working Paper Series
6648, CESifo.
- Andreas Neuhierl & Michael Weber, 2020. "Monetary Momentum," Working Papers 2020-39, Becker Friedman Institute for Research In Economics.
- Andreas Neuhierl & Michael Weber, 2018. "Monetary Momentum," NBER Working Papers 24748, National Bureau of Economic Research, Inc.
- Vasco M. Carvalho & Alireza Tahbaz-Salehi, 2019.
"Production Networks: A Primer,"
Annual Review of Economics, Annual Reviews, vol. 11(1), pages 635-663, August.
- Carvalho, V. M & Tahbaz-Salehi, A., 2018. "Production Networks: A Primer," Cambridge Working Papers in Economics 1856, Faculty of Economics, University of Cambridge.
- Carvalho, Vasco & Tahbaz-Salehi, Alireza, 2018. "Production Networks: A Primer," CEPR Discussion Papers 13421, C.E.P.R. Discussion Papers.
- Mandel, Antoine & Veetil, Vipin P., 2021.
"Monetary dynamics in a network economy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 125(C).
- Antoine Mandel & Vipin P Veetil, 2019. "Monetary Dynamics in a Network Economy," Post-Print halshs-02354576, HAL.
- Antoine Mandel & Vipin Veetil, 2021. "Monetary dynamics in a network economy," PSE-Ecole d'économie de Paris (Postprint) halshs-03165773, HAL.
- Antoine Mandel & Vipin P Veetil, 2019. "Monetary Dynamics in a Network Economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02354576, HAL.
- Antoine Mandel & Vipin Veetil, 2021. "Monetary dynamics in a network economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03165773, HAL.
- Antoine Mandel & Vipin Veetil, 2021. "Monetary dynamics in a network economy," Post-Print halshs-03165773, HAL.
- Antoine Mandel & Vipin P. Veetil, 2019. "Monetary Dynamics in a Network Economy," Documents de travail du Centre d'Economie de la Sorbonne 19021, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Eksi, Ozan & Tas, Bedri Kamil Onur, 2017. "Unconventional monetary policy and the stock market’s reaction to Federal Reserve policy actions," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 136-147.
- Michael Olabisi, 2020. "Input–Output Linkages and Sectoral Volatility," Economica, London School of Economics and Political Science, vol. 87(347), pages 713-746, July.
- Molero-González, L. & Trinidad-Segovia, J.E. & Sánchez-Granero, M.A. & García-Medina, A., 2023. "Market Beta is not dead: An approach from Random Matrix Theory," Finance Research Letters, Elsevier, vol. 55(PA).
- Falk Bräuning & Viacheslav Sheremirov, 2019. "Output Spillovers from U.S. Monetary Policy: The Role of International Trade and Financial Linkages," Working Papers 19-15, Federal Reserve Bank of Boston.
- Ghassibe, Mishel, 2021. "Monetary policy and production networks: an empirical investigation," Journal of Monetary Economics, Elsevier, vol. 119(C), pages 21-39.
- Ozdagli, Ali & Velikov, Mihail, 2020.
"Show me the money: The monetary policy risk premium,"
Journal of Financial Economics, Elsevier, vol. 135(2), pages 320-339.
- Ali Ozdagli & Mihail Velikov, 2016. "Show me the money: the monetary policy risk premium," Working Papers 16-27, Federal Reserve Bank of Boston.
- Lydia Cox & Gernot J. Müller & Ernesto Pastén & Raphael Schoenle & Michael Weber, 2024.
"Big G,"
Journal of Political Economy, University of Chicago Press, vol. 132(10), pages 3260-3297.
- Schoenle, Raphael & Müller, Gernot & Pasten, Ernesto & Weber, Michael, 2020. "Big G," CEPR Discussion Papers 14625, C.E.P.R. Discussion Papers.
- Lydia Cox & Gernot Müller & Ernesto Pastén & Raphael Schoenle & Michael Weber, 2020. "Big G," NBER Working Papers 27034, National Bureau of Economic Research, Inc.
- Lydia Cox & Gernot Muller & Ernesto Pasten & Raphael Schoenle & Michael Weber, 2020. "Big G," Working Papers Central Bank of Chile 878, Central Bank of Chile.
- Lydia Cox & Gernot J. Müller & Ernesto Pasten & Raphael Schoenle & Michael Weber, 2020. "Big G," Working Papers 2020-36, Becker Friedman Institute for Research In Economics.
- Lydia Cox & Gernot J. Müller & Ernesto Pasten & Raphael Schoenle, 2020. "Big G," Working Papers 20-15, Federal Reserve Bank of Cleveland.
- Lydia Cox & Gernot Müller & Ernesto Pasten & Raphael S. Schoenle & Michael Weber & Michael Weber, 2020. "Big G," CESifo Working Paper Series 8229, CESifo.
- Dimas Mateus Fazio & Thiago Christiano Silva & Janis Skrastins, 2020. "Economic Resilience: spillovers, courts, and vertical integration," Working Papers Series 531, Central Bank of Brazil, Research Department.
- Mihaela Simionescu & Nicolas Schneider & Beata Gavurova, 2024.
"A Bayesian vector-autoregressive application with time-varying parameters on the monetary shocks–production network nexus,"
Journal of Applied Economics, Taylor & Francis Journals, vol. 27(1), pages 2395114-239, December.
- Simionescu, Mihaela & Schneider, Nicolas & Gavurova, Beata, 2024. "A Bayesian vector-autoregressive application with time-varying parameters on the monetary shocks-production network nexus," LSE Research Online Documents on Economics 125580, London School of Economics and Political Science, LSE Library.
- Pasten, Ernesto & Schoenle, Raphael & Weber, Michael, 2017.
"Price rigidities and the granular origins of aggregate fluctuations,"
Working Paper Series
2102, European Central Bank.
- Pasten, Ernosto & Schoenle, Raphael & Weber, Michael, 2018. "Price rigidities and the granular origins of aggregate fluctuations," Bank of Finland Research Discussion Papers 3/2018, Bank of Finland.
- Ernesto Pasten & Raphael S. Schoenle & Michael Weber & Michael Weber, 2017. "Price Rigidities and the Granular Origins of Aggregate Fluctuations," CESifo Working Paper Series 6619, CESifo.
- Ferrante, Francesco & Graves, Sebastian & Iacoviello, Matteo, 2023.
"The inflationary effects of sectoral reallocation,"
Journal of Monetary Economics, Elsevier, vol. 140(S), pages 64-81.
- Francesco Ferrante & Sebastian Graves & Matteo Iacoviello, 2023. "The Inflationary Effects of Sectoral Reallocation," International Finance Discussion Papers 1369, Board of Governors of the Federal Reserve System (U.S.).
- Favero, Carlo A. & Briganti, Edoardo & Karamysheva, Madina, 2018. "The Network Effects of Fiscal Adjustments," CEPR Discussion Papers 13017, C.E.P.R. Discussion Papers.
- Andreas Neuhierl & Michael Weber & Michael Weber, 2016.
"Monetary Policy and the Stock Market: Time-Series Evidence,"
CESifo Working Paper Series
6199, CESifo.
- Andreas Neuhierl & Michael Weber, 2016. "Monetary Policy and the Stock Market: Time-Series Evidence," NBER Working Papers 22831, National Bureau of Economic Research, Inc.
- Michael Weber & Andreas Neuhierl, 2017. "Monetary Policy and the Stock Market: Time Series Evidence," 2017 Meeting Papers 304, Society for Economic Dynamics.
- Neuhierl, Andreas & Weber, Michael, 2019. "Monetary policy communication, policy slope, and the stock market," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 140-155.
- Francesco D'Acunto & Michael Weber & Jin Xie & Michael Weber, 2019. "Punish One, Teach A Hundred: The Sobering Effect of Punishment on the Unpunished," CESifo Working Paper Series 7512, CESifo.
- Balleer, Almut & Noeller, Marvin, 2023. "Monetary policy in the presence of supply constraints: Evidence from German firm-level data," Ruhr Economic Papers 1060, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Caporin, Massimiliano & Pelizzon, Loriana & Plazzi, Alberto, 2020. "Does monetary policy impact international market co-movements?," SAFE Working Paper Series 276, Leibniz Institute for Financial Research SAFE.
- Ascari, Guido & Bonam, Dennis & Smadu, Andra, 2024. "Global supply chain pressures, inflation, and implications for monetary policy," Journal of International Money and Finance, Elsevier, vol. 142(C).
- Almut Balleer & Marvin Noeller, 2023. "Monetary Policy in the Presence of Supply Constraints: Evidence from German Firm-Level Data," CESifo Working Paper Series 10261, CESifo.
- Nina Boyarchenko & Valentin Haddad & Matthew Plosser, 2016.
"The Federal Reserve and market confidence,"
Staff Reports
773, Federal Reserve Bank of New York.
- Nina Boyarchenko & Matthew Plosser & Valentin Haddad, 2018. "Federal Reserve and Market Confidence," 2018 Meeting Papers 781, Society for Economic Dynamics.
- Manuel Adelino & Miguel A Ferreira & Mariassunta Giannetti & Pedro Pires, 2023.
"Trade Credit and the Transmission of Unconventional Monetary Policy,"
The Review of Financial Studies, Society for Financial Studies, vol. 36(2), pages 775-813.
- Ferreira, Miguel & Adelino, Manuel & Giannetti, Mariassunta & Pires, Pedro, 2020. "Trade Credit and the Transmission of Unconventional Monetary Policy," CEPR Discussion Papers 14639, C.E.P.R. Discussion Papers.
- Manuel Adelino & Miguel A. Ferreira & Mariassunta Giannetti & Pedro Pires, 2022. "Trade credit and the transmission of unconventional monetary policy," Nova SBE Working Paper Series wp650, Universidade Nova de Lisboa, Nova School of Business and Economics.
- Manuel Adelino & Miguel A. Ferreira & Mariassunta Giannetti & Pedro Pires, 2020. "Trade Credit and the Transmission of Unconventional Monetary Policy," NBER Working Papers 27077, National Bureau of Economic Research, Inc.
- Huang, Yi & Lin, Chen & Liu, Sibo & Tang, Heiwai, 2023.
"Trade networks and firm value: Evidence from the U.S.-China trade war,"
Journal of International Economics, Elsevier, vol. 145(C).
- Huang, Yi & Lin, Chen & Liu, Sibo & Tang, Heiwai, 2019. "Trade Networks and Firm Value: Evidence from the US-China Trade War," CEPR Discussion Papers 14173, C.E.P.R. Discussion Papers.
- Mandel, Antoine & Taghawi-Nejad, Davoud & Veetil, Vipin P., 2019.
"The price effects of monetary shocks in a network economy,"
Journal of Economic Behavior & Organization, Elsevier, vol. 164(C), pages 300-316.
- Antoine Mandel & Davoud Taghawi-Nejad & Vipin Veetil, 2019. "The price effects of monetary shocks in a network economy," Post-Print halshs-02334593, HAL.
- Antoine Mandel & Davoud Taghawi-Nejad & Vipin Veetil, 2019. "The price effects of monetary shocks in a network economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02334593, HAL.
- Antoine Mandel & Davoud Taghawi-Nejad & Vipin Veetil, 2019. "The price effects of monetary shocks in a network economy," PSE-Ecole d'économie de Paris (Postprint) halshs-02334593, HAL.
- 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.
- Julian di Giovanni & Galina Hale, 2020. "Stock Market Spillovers Via the Global Production Network: Transmission of U.S. Monetary Policy," Working Papers 1213, Barcelona School of Economics.
- Julian di Giovanni & Galina Hale, 2021. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," NBER Working Papers 28827, National Bureau of Economic Research, Inc.
- Julian di Giovanni & Galina Hale, 2020. "Stock market spillovers via the global production network: Transmission of U.S. monetary policy," Economics Working Papers 1747, Department of Economics and Business, Universitat Pompeu Fabra.
- Hale, Galina & di Giovanni, Julian, 2020. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," CEPR Discussion Papers 15404, C.E.P.R. Discussion Papers.
- Julian di Giovanni & Galina Hale, 2020. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," Staff Reports 945, Federal Reserve Bank of New York.
- Falk Bräuning & Viacheslav Sheremirov, 2021. "The Transmission Mechanisms of International Business Cycles: Output Spillovers through Trade and Financial Linkages," Working Papers 21-13, Federal Reserve Bank of Boston.
- Caraiani, Petre, 2023. "Oil news shocks, inflation expectations and social connectedness," Energy Economics, Elsevier, vol. 127(PB).
- Guisinger, Amy Y. & Owyang, Michael T. & Soques, Daniel, 2024.
"Industrial Connectedness and Business Cycle Comovements,"
Econometrics and Statistics, Elsevier, vol. 29(C), pages 132-149.
- Amy Y. Guisinger & Michael T. Owyang & Daniel Soques, 2020. "Industrial Connectedness and Business Cycle Comovements," Working Papers 2020-052, Federal Reserve Bank of St. Louis, revised 04 Aug 2021.
- Darmouni, Olivier & Geisecke, Oliver & Rodnyanky, Alexander, 2019.
"The Bond Lending Channel of Monetary Policy,"
MPRA Paper
95141, University Library of Munich, Germany.
- Rodnyansky, Alexander & Darmouni, Olivier, 2020. "The Bond Lending Channel of Monetary Policy," CEPR Discussion Papers 14659, C.E.P.R. Discussion Papers.
- Darmouni, O. & Giesecke, O. & Rodnyansky, R., 2020. "The Bond Lending Channel of Monetary Policy," Cambridge Working Papers in Economics 2049, Faculty of Economics, University of Cambridge.
- Brancaccio, Emiliano & Giammetti, Raffaele & Lopreite, Milena & Puliga, Michelangelo, 2019.
"Monetary policy, crisis and capital centralization in corporate ownership and control networks: A B-Var analysis,"
Structural Change and Economic Dynamics, Elsevier, vol. 51(C), pages 55-66.
- Emiliano Brancaccio & Raffaele Giammetti & Milena Lopreite & Michelangelo Puliga, 2019. "Monetary Policy, Crisis and Capital Centralization in Corporate Ownership and Control Networks: a B-Var Analysis," LEM Papers Series 2019/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Daniel Goya, 2019. "Chinese competition and network effects on the extensive margin," Working Papers 2019-01, Escuela de Negocios y Economía, Pontificia Universidad Católica de Valparaíso.
- Elena Deryugina & Alexey Ponomarenko, 2021. "Explaining the lead–lag pattern in the money–inflation relationship: a microsimulation approach," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1113-1128, September.
- Yu, Miao & Hu, Xiaolu & Zhong, Angel, 2024. "Network centrality, information diffusion and asset pricing," International Review of Financial Analysis, Elsevier, vol. 93(C).
- Miyazaki, Tomomi & Hiraga, Kazuki & Kozuka, Masafumi, 2024.
"Stock market response to public investment under the zero lower bound: Cross-industry evidence from Japan,"
Journal of the Japanese and International Economies, Elsevier, vol. 71(C).
- Tomomi Miyazaki & Kazuki Hiraga & Masafumi Kozuka, 2018. "Stock Market Response to Public Investment under the Zero Lower Bound: Cross-industry Evidence from Japan," Working Papers 171806, University of California-Irvine, Department of Economics.
- Nöller, Marvin & Balleer, Almut, 2023. "Monetary Policy in the Presence of Supply Constraints: Evidence from German Firm-level Data," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277638, Verein für Socialpolitik / German Economic Association.
- Danilo Leiva-Leon & Jaime Martinez-Martin & Eva Ortega, 2022.
"Exchange Rate Shocks and Inflation Co-movement in the Euro Area,"
International Journal of Central Banking, International Journal of Central Banking, vol. 18(1), pages 239-275, March.
- Danilo Leiva-Leon & Eva Ortega & Jaime Martínez-Martín, 2019. "Exchange rate shocks and inflation comovement in the euro area," Working Papers 1934, Banco de España.
- Leiva-Leon, Danilo & Martínez-Martin, Jaime & Ortega, Eva, 2020. "Exchange rate shocks and inflation comovement in the euro area," Working Paper Series 2383, European Central Bank.
- Dong, Feng & Wen, Yi, 2019.
"Long and Plosser meet Bewley and Lucas,"
Journal of Monetary Economics, Elsevier, vol. 102(C), pages 70-92.
- Feng Dong & Yi Wen, 2018. "Long and Plosser Meet Bewley and Lucas," Working Papers 2018-8, Federal Reserve Bank of St. Louis.
- Billio, Monica & Caporin, Massimiliano & Panzica, Roberto & Pelizzon, Loriana, 2023.
"The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification,"
International Review of Economics & Finance, Elsevier, vol. 84(C), pages 196-223.
- Billio, Monica & Caporin, Massimiliano & Panzica, Roberto Calogero & Pelizzon, Loriana, 2017. "The impact of network connectivity on factor exposures, asset pricing and portfolio diversification," SAFE Working Paper Series 166, Leibniz Institute for Financial Research SAFE.
- Niko Hauzenberger & Michael Pfarrhofer, 2021.
"Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 123(4), pages 1261-1291, October.
- Niko Hauzenberger & Michael Pfarrhofer, 2019. "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy," Papers 1911.06206, arXiv.org, revised Sep 2020.
- Pfarrhofer, Michael & Niko , Hauzenberger, 2019. "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy," Working Papers in Economics 2019-6, University of Salzburg.
- Bonaccolto, Giovanni & Caporin, Massimiliano & Panzica, Roberto, 2019. "Estimation and model-based combination of causality networks among large US banks and insurance companies," Journal of Empirical Finance, Elsevier, vol. 54(C), pages 1-21.
- David Baqaee & Emmanuel Farhi, 2022.
"Supply and Demand in Disaggregated Keynesian Economies with an Application to the COVID-19 Crisis,"
American Economic Review, American Economic Association, vol. 112(5), pages 1397-1436, May.
- David Baqaee & Emmanuel Farhi, 2020. "Supply and Demand in Disaggregated Keynesian Economies with an Application to the Covid-19 Crisis," NBER Working Papers 27152, National Bureau of Economic Research, Inc.
- Farhi, Emmanuel & Baqaee, David Rezza, 2020. "Supply and Demand in Disaggregated Keynesian Economies with an Application to the Covid-19 Crisis," CEPR Discussion Papers 14743, C.E.P.R. Discussion Papers.
- Gallo, Lindsey A. & Hann, Rebecca N. & Li, Congcong, 2016. "Aggregate earnings surprises, monetary policy, and stock returns," Journal of Accounting and Economics, Elsevier, vol. 62(1), pages 103-120.
- Gareth Anderson & Ambrogio Cesa-Bianchi, 2020.
"Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity,"
Discussion Papers
2005, Centre for Macroeconomics (CFM).
- Gareth Anderson & Ambrogio Cesa-Bianchi, 2020. "Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity," IMF Working Papers 2020/267, International Monetary Fund.
- Cesa-Bianchi, Ambrogio & Anderson, Gareth, 2020. "Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity," CEPR Discussion Papers 14426, C.E.P.R. Discussion Papers.
- Anderson, Gareth & Cesa-Bianchi, Ambrogio, 2020. "Crossing the credit channel: credit spreads and firm heterogeneity," Bank of England working papers 854, Bank of England.
- Kristina Barauskaite & Anh D. M. Nguyen, 2022.
"Intersectoral network‐based channel of aggregate TFP shocks,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 3897-3910, October.
- Kristina Barauskaite & Anh D.M. Nguyen, 2019. "Intersectoral Network-Based Channel of Aggregate TFP Shocks," Bank of Lithuania Working Paper Series 63, Bank of Lithuania.
- Bozok, İhsan & Özyıldırım, Süheyla, 2022. "Firm centrality and limited attention," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 483-500.
- Lina Lu, 2017. "Simultaneous Spatial Panel Data Models with Common Shocks," Supervisory Research and Analysis Working Papers RPA 17-3, Federal Reserve Bank of Boston.
- Bonaccolto, Giovanni & Caporin, Massimiliano & Panzica, Roberto Calogero, 2017. "Estimation and model-based combination of causality networks," SAFE Working Paper Series 165, Leibniz Institute for Financial Research SAFE.
- Ashwin, Julian, 2024. "Financial news media and volatility: Is there more to newspapers than news?," Journal of Financial Markets, Elsevier, vol. 69(C).
- KOIZUMI Hideto, 2024. "Cascades of Tax Policy through Production Networks: Evidence from Japan," Discussion papers 24025, Research Institute of Economy, Trade and Industry (RIETI).
- Ernesto Pasten & Raphael Schoenle & Michael Weber, 2017.
"Price Rigidity and the Origins of Aggregate Fluctuations,"
NBER Working Papers
23750, National Bureau of Economic Research, Inc.
- Ernesto Pasten & Raphael S. Schoenle & Michael Weber & Michael Weber, 2018. "Price Rigidity and the Origins af Aggregate Fluctuations," CESifo Working Paper Series 7190, CESifo.
- KOIZUMI, Hideto, 2024. "Cascades of Tax Policy through Production Networks : Evidence from Japan," TDB-CAREE Discussion Paper Series E-2023-03, Teikoku Databank Center for Advanced Empirical Research on Enterprise and Economy, Graduate School of Economics, Hitotsubashi University.
- Kristina Barauskaite & Anh Dinh Minh Nguyen, 2021.
"Direct and network effects of idiosyncratic TFP shocks,"
Empirical Economics, Springer, vol. 60(6), pages 2765-2793, June.
- Kristina Barauskaite & Anh D. M. Nguyen, 2019. "Direct and Network Effects of Idiosyncratic TFP Shocks," Bank of Lithuania Working Paper Series 65, Bank of Lithuania.
- Pasten, Ernesto & Schoenle, Raphael & Weber, Michael, 2017.
"Price rigidities and the granular origins of aggregate fluctuations,"
Working Paper Series
2102, European Central Bank.
- Pasten, Ernosto & Schoenle, Raphael & Weber, Michael, 2018. "Price rigidities and the granular origins of aggregate fluctuations," Research Discussion Papers 3/2018, Bank of Finland.
- Ernesto Pasten & Raphael S. Schoenle & Michael Weber & Michael Weber, 2017. "Price Rigidities and the Granular Origins of Aggregate Fluctuations," CESifo Working Paper Series 6619, CESifo.
- Pierre Guérin & Danilo Leiva-Leon, 2017. "Monetary policy, stock market and sectoral comovement," Working Papers 1731, Banco de España.
- Anja Kukuvec & Harald Oberhofer, 2018.
"The propagation of business sentiment within the European Union,"
Department of Economics Working Papers
wuwp257, Vienna University of Economics and Business, Department of Economics.
- Anja Sebbesen & Harald Oberhofer, 2018. "The Propagation of Business Sentiment within the European Union?," WIFO Working Papers 549, WIFO.
- Kukuvec, Anja & Oberhofer, Harald, 2018. "The propagation of business sentiment within the European Union," Department of Economics Working Paper Series 257, WU Vienna University of Economics and Business.
- Caraiani, Petre & Dutescu, Adriana & Hoinaru, Răzvan & Stănilă, Georgiana Oana, 2020. "Production network structure and the impact of the monetary policy shocks: Evidence from the OECD," Economics Letters, Elsevier, vol. 193(C).
- Caraiani, Petre, 2019. "Oil shocks and production network structure: Evidence from the OECD," Energy Economics, Elsevier, vol. 84(C).
- Baruník, Jozef & Bevilacqua, Mattia & Faff, Robert, 2024.
"Dynamic industry uncertainty networks and the business cycle,"
Journal of Economic Dynamics and Control, Elsevier, vol. 159(C).
- Jozef Barunik & Mattia Bevilacqua & Robert Faff, 2021. "Dynamic industry uncertainty networks and the business cycle," Papers 2101.06957, arXiv.org, revised Mar 2021.
- Tony Zhang, 2022. "Monetary Policy Spillovers through Invoicing Currencies," Journal of Finance, American Finance Association, vol. 77(1), pages 129-161, February.
- Jang, Bosung & So, Inhwan, 2024. "Stock returns and monetary policy stance," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 851-869.
- Kurt G. Lunsford, 2020. "Policy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance," American Economic Review, American Economic Association, vol. 110(9), pages 2899-2934, September.
- Falk Bräuning & Viacheslav Sheremirov, 2023. "The Transmission Mechanisms of International Business Cycles: International Trade and the Foreign Effects of US Monetary Policy," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(1), pages 300-325, March.
- Caraiani, Petre, 2022. "The impact of oil supply news shocks on corporate investments and the structure of production network," Energy Economics, Elsevier, vol. 110(C).
- Goya, Daniel, 2021. "The network effect of Chinese competition on what domestic suppliers produce," Economic Modelling, Elsevier, vol. 102(C).
- Huang, Jionghao & Li, Ziruo & Xia, Xiaohua, 2021. "Network diffusion of international oil volatility risk in China's stock market: Quantile interconnectedness modelling and shock decomposition analysis," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1-39.
- Dixit, Shiv & Subramanian, Krishnamurthy, 2020. "Bank Coordination and Monetary Transmission: Evidence from India," MPRA Paper 103169, University Library of Munich, Germany.
- Andreas Neuhierl & Michael Weber, 2016.
"Monetary Policy and the Stock Market: Time-Series Evidence,"
NBER Working Papers
22831, National Bureau of Economic Research, Inc.
- Michael Weber & Andreas Neuhierl, 2017. "Monetary Policy and the Stock Market: Time Series Evidence," 2017 Meeting Papers 304, Society for Economic Dynamics.
- Michael Weber & Andreas Neuhierl, 2016. "Monetary Policy and the Stock Market: Time-Series Evidence," Working Papers 2016-26, Becker Friedman Institute for Research In Economics.
- Andreas Neuhierl & Michael Weber, 2016. "Monetary Policy and the Stock Market: Time-Series Evidence," CESifo Working Paper Series 6199, CESifo Group Munich.
- Feng Dong & Yi Wen, 2019. "Time-Varying Networks and the Efficacy of Money Without Sticky Prices," 2019 Meeting Papers 1464, Society for Economic Dynamics.
- Chopra, Ritika & Sharma, Gagan Deep & Pereira, Vijay, 2024. "Identifying Bulls and bears? A bibliometric review of applying artificial intelligence innovations for stock market prediction," Technovation, Elsevier, vol. 135(C).
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