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A Reassessment of Monetary Policy Surprises and High-Frequency Identification

Citations

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Cited by:

  1. Santiago Camara, 2023. "International Spillovers of ECB Interest Rates Monetary Policy & Information Effects," Working Papers 250, Red Nacional de Investigadores en Economía (RedNIE).
  2. 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.
  3. Davide Brignone & Alessandro Franconi & Marco Mazzali, 2023. "Robust Impulse Responses using External Instruments: the Role of Information," Papers 2307.06145, arXiv.org.
  4. Riccardo Degasperi & Fabrizio Venditti, 2024. "US monetary policy spillovers to the euro area," Questioni di Economia e Finanza (Occasional Papers) 891, Bank of Italy, Economic Research and International Relations Area.
  5. Bulat Gafarov & Madina Karamysheva & Andrey Polbin & Anton Skrobotov, 2024. "Wild inference for wild SVARs with application to heteroscedasticity-based IV," Papers 2407.03265, arXiv.org, revised Nov 2024.
  6. 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).
  7. Qi Li & Xu Zhang, 2023. "Monetary Policy and Racial Inequality in Housing Markets: A Study of 140 US Metropolitan Areas," Staff Working Papers 23-62, Bank of Canada.
  8. Pablo Aguilar Perez, 2024. "Global Spillovers of US Monetary Policy: New Insights from the Remittance Channel," Working Papers hal-04706954, HAL.
  9. Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2023. "An unconventional FX tail risk story," LSE Research Online Documents on Economics 120052, London School of Economics and Political Science, LSE Library.
  10. Alex Hsu & Indrajit Mitra & Linghang Zeng, 2023. "The Profitability Channel of Monetary Policy Transmission," FRB Atlanta Working Paper 2023-06, Federal Reserve Bank of Atlanta.
  11. Atsushi Inoue & `Oscar Jord`a & Guido M. Kuersteiner, 2023. "Inference for Local Projections," Papers 2306.03073, arXiv.org, revised Aug 2024.
  12. 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).
  13. Evgenidis, Anastasios & Fasianos, Apostolos, 2023. "Modelling monetary policy’s impact on labour markets under Covid-19," Economics Letters, Elsevier, vol. 230(C).
  14. Willem Thorbecke, 2024. "Macroeconomic Shocks and Economic Performance in Malaysia: A Sectoral Analysis," JRFM, MDPI, vol. 17(3), pages 1-19, March.
  15. Walz, Stefan, 2024. "How does the fed affect corporate credit costs? Default risk, creditor segmentation and the post-FOMC drift," Journal of Monetary Economics, Elsevier, vol. 143(C).
  16. Checo, Ariadne & Grigoli, Francesco & Sandri, Damiano, 2024. "Monetary Policy Transmission in Emerging Markets: Proverbial Concerns, Novel Evidence," CEPR Discussion Papers 18954, C.E.P.R. Discussion Papers.
  17. Jonathan J. Adams & Mr. Philip Barrett, 2023. "Identifying News Shocks from Forecasts," IMF Working Papers 2023/208, International Monetary Fund.
  18. Robert Goodhead & Benedikt Kolb, 2025. "Monetary policy communication shocks and the macroeconomy," Economica, London School of Economics and Political Science, vol. 92(365), pages 173-198, January.
  19. Jonathan J Adams & Min Fang & Zheng Liu & Yajie Wang, 2024. "The Rise of AI Pricing: Trends, Driving Forces, and Implications for Firm Performance," Working Papers 001015, University of Florida, Department of Economics.
  20. Tomas Key & Jamie Lenney, 2024. "The Impact of Aggregate Fluctuations Across the UK Income Distribution," Discussion Papers 2430, Centre for Macroeconomics (CFM).
  21. Goodhead, Robert, 2024. "The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy," European Economic Review, Elsevier, vol. 164(C).
  22. Ding Dong & Zheng Liu & Pengfei Wang & Min Wei, 2024. "Inflation Disagreement Weakens the Power of Monetary Policy," Working Paper Series 2024-27, Federal Reserve Bank of San Francisco.
  23. De Santis, Roberto A. & Tornese, Tommaso, 2024. "US monetary policy is more powerful in low economic growth regimes," Working Paper Series 2919, European Central Bank.
  24. Amina Enkhbold, 2024. "Monetary Policy Transmission Through Shadow and Traditional Banks," Staff Working Papers 24-8, Bank of Canada.
  25. 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.
  26. Joachim Jungherr & Matthias Meier & Timo Reinelt & Immo Schott, 2022. "Corporate Debt Maturity Matters For Monetary Policy," CRC TR 224 Discussion Paper Series crctr224_2022_360, University of Bonn and University of Mannheim, Germany.
  27. Chen, Kaiji & Higgins, Patrick & Zha, Tao, 2024. "Constructing quarterly Chinese time series usable for macroeconomic analysis," Journal of International Money and Finance, Elsevier, vol. 143(C).
  28. 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.
  29. Bruno Albuquerque & Martin Iseringhausen & Frederic Opitz, 2024. "The Housing Supply Channel of Monetary Policy," IMF Working Papers 2024/023, International Monetary Fund.
  30. Georgiadis, Georgios & Jarociński, Marek, 2023. "Global spillovers from multi-dimensional US monetary policy," Working Paper Series 2881, European Central Bank.
  31. Jarociński, Marek, 2024. "Estimating the Fed’s unconventional policy shocks," Journal of Monetary Economics, Elsevier, vol. 144(C).
  32. Gauti B. Eggertsson & Sergey K. Egiev, 2024. "Liquidity Traps: A Unified Theory of the Great Depression and Great Recession," NBER Working Papers 33195, National Bureau of Economic Research, Inc.
  33. Francesco Furlanetto & Antoine Lepetit, 2024. "The Slope of the Phillips Curve," Finance and Economics Discussion Series 2024-043, Board of Governors of the Federal Reserve System (U.S.).
  34. Thorsten V. Koeppl & Jeremy M. Kronick & James McNeil, 2024. "Using functional shocks to assess conventional and unconventional monetary policy in Canada," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 57(4), pages 1314-1336, November.
  35. Alisdair McKay & Christian K. Wolf, 2023. "What Can Time‐Series Regressions Tell Us About Policy Counterfactuals?," Econometrica, Econometric Society, vol. 91(5), pages 1695-1725, September.
  36. Ferroni, Filippo & Fisher, Jonas D.M. & Melosi, Leonardo, 2024. "Unusual shocks in our usual models," Journal of Monetary Economics, Elsevier, vol. 147(C).
  37. Laumer, Sebastian & Morais Santos, Italo, 2024. "The impact of monetary policy shocks — Do not rule out central bank information effects or economic news," Economics Letters, Elsevier, vol. 237(C).
  38. Lukas Berend & Jan Pruser, 2024. "The Transmission of Monetary Policy via Common Cycles in the Euro Area," Papers 2410.05741, arXiv.org, revised Nov 2024.
  39. Robert Goodhead & Benedikt Kolb, 2025. "Monetary policy communication shocks and the macroeconomy," Economica, London School of Economics and Political Science, vol. 92(365), pages 173-198, January.
  40. William D. Larson & Andrew B. Martinez, 2024. "House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks," Working Papers 2024-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  41. Travis Adams & Andrea Ajello & Diego Silva & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Papers 2305.16164, arXiv.org.
  42. Ehrmann, Michael & Gnan, Phillipp & Rieder, Kilian, 2023. "Central Bank Communication by ??? The Economics of Public Policy Leaks," CEPR Discussion Papers 18152, C.E.P.R. Discussion Papers.
  43. Inessa BENCHORA & Aurélien LEROY & Louis RAFFESTIN, 2023. "Is Monetary Policy Transmission Green?," Bordeaux Economics Working Papers 2023-08, Bordeaux School of Economics (BSE).
  44. Santiago Camara & Sebastian Ramirez Venegas, 2022. "The Transmission of US Monetary Policy Shocks: The Role of Investment & Financial Heterogeneity," Papers 2209.11150, arXiv.org.
  45. Arbatli-Saxegaard, Elif C. & Furceri, Davide & Dominguez, Pablo Gonzalez & Ostry, Jonathan D. & Peiris, Shanaka Jayanath, 2024. "Spillovers from US monetary policy: Role of policy drivers and cyclical conditions," Journal of International Money and Finance, Elsevier, vol. 143(C).
  46. Eric T. Swanson, 2024. "The Macroeconomic Effects of the Federal Reserve’s Conventional and Unconventional Monetary Policies," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(3), pages 1152-1184, September.
  47. Tom D. Holden, 2024. "Robust Real Rate Rules," Econometrica, Econometric Society, vol. 92(5), pages 1521-1551, September.
  48. Gökhan Ider & Alexander Kriwoluzky & Frederik Kurcz & Ben Schumann, 2024. "Friend, Not Foe - Energy Prices and European Monetary Policy," Discussion Papers of DIW Berlin 2089, DIW Berlin, German Institute for Economic Research.
  49. Key, Tomas & Lenney, Jamie, 2024. "The impact of aggregate fluctuations across the UK income distribution," Bank of England working papers 1083, Bank of England.
  50. Haroon Mumtaz & Jumana Saleheen & Roxane Spitznagel, 2023. "Keep it Simple: Central Bank Communication and Asset Prices," Working Papers 960, Queen Mary University of London, School of Economics and Finance.
  51. Van Der Ploeg, Frederick & Willems, Tim, 2023. "Battle of the markups: conflict inflation and the aspirational channel of monetary policy transmission," CEPR Discussion Papers 18436, C.E.P.R. Discussion Papers.
  52. Andrea Ajello & Diego Silva & Travis Adams & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Finance and Economics Discussion Series 2023-034, Board of Governors of the Federal Reserve System (U.S.).
  53. Laumer, Sebastian & Violaris, Andreas-Entony, 2024. "Unconventional monetary policy and policy foresight," Journal of Economic Dynamics and Control, Elsevier, vol. 164(C).
  54. Carlos Cañon & Eddie Gerba & Alberto Pambira & Evarist Stoja, 2023. "An Unconventional FX Tail Risk Story," CESifo Working Paper Series 10629, CESifo.
  55. De Rezende, Rafael B., 2023. "An event-driven bank stress indicator: The case of US regional banks," Finance Research Letters, Elsevier, vol. 56(C).
  56. 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.
  57. Taeyoung Doh & JiHyung Lee & Woong Yong Park, 2024. "Heterogeneity in Household Inflation Expectations: Policy Implications," Research Working Paper RWP 24-06, Federal Reserve Bank of Kansas City.
  58. Lu, Dong & Tang, Huoqing & Zhang, Chengsi, 2023. "China's monetary policy surprises and corporate real investment," China Economic Review, Elsevier, vol. 77(C).
  59. Endong Wang, 2024. "Structural counterfactual analysis in macroeconomics: theory and inference," Papers 2409.09577, arXiv.org.
  60. Holm-Hadulla, Fédéric & Mazelis, Falk & Rast, Sebastian, 2023. "Bank and non-bank balance sheet responses to monetary policy shocks," Economics Letters, Elsevier, vol. 222(C).
  61. Dimitris Christopoulos & Peter McAdam & Elias Tzavalis, 2023. "Threshold Endogeneity in Threshold VARs: An Application to Monetary State Dependence," Research Working Paper RWP 23-09, Federal Reserve Bank of Kansas City.
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