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subject:"Monetary policy"
~isPartOf:"Journal of applied econometrics"
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Monetary policy
Estimation
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143
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Marcellino, Massimiliano
2
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1
An, Zidong
1
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1
Benati, Luca
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Journal of applied econometrics
Economic modelling
90
Applied economics
74
NBER working paper series
69
Discussion papers / CEPR
66
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65
CESifo working papers
64
Journal of international money and finance
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63
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47
Economics letters
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of monetary economics
45
Applied economics letters
44
Finance and economics discussion series
40
Macroeconomic dynamics
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Journal of money, credit and banking : JMCB
34
International review of economics & finance : IREF
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ECONIS (ZBW)
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1
Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
Saved in:
2
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
3
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
4
Inattention and the impact of monetary policy
An, Zidong
;
Abo-Zaid, Salem
;
Sheng, Xuguang
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 623-643
Persistent link: https://www.econbiz.de/10014288031
Saved in:
5
Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
Saved in:
6
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
7
Modelling inflation volatility
Eisenstat, Eric
;
Strachan, Rodney W.
- In:
Journal of applied econometrics
31
(
2016
)
5
,
pp. 805-820
Persistent link: https://www.econbiz.de/10011645234
Saved in:
8
Sales, inventories and real interest rates : a century of stylized facts
Benati, Luca
;
Lubik, Thomas A.
- In:
Journal of applied econometrics
29
(
2014
)
7
,
pp. 1210-1222
Persistent link: https://www.econbiz.de/10010492678
Saved in:
9
Responses to monetary policy shocks in the East and the West of Europe : a comparison
Jarociński, Marek
- In:
Journal of applied econometrics
25
(
2010
)
5
,
pp. 833-868
Persistent link: https://www.econbiz.de/10008667442
Saved in:
10
The policy preferences of the US Federal Reserve
Dennis, Richard J.
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10003310007
Saved in:
11
Principal components at work : the empirical analysis of monetary policy with large data sets
Favero, Carlo A.
;
Marcellino, Massimiliano
;
Neglia, …
- In:
Journal of applied econometrics
20
(
2005
)
5
,
pp. 603-620
Persistent link: https://www.econbiz.de/10003121144
Saved in:
12
Monetary policy analysis and inflation targeting in a small open economy : a VAR approach
Jacobson, Tor
(
contributor
)
- In:
Journal of applied econometrics
16
(
2001
)
4
,
pp. 487-520
Persistent link: https://www.econbiz.de/10001601904
Saved in:
13
The time-varying behaviour of real interest rates : a re-evaluation of the recent evidence
Bekdache, Basma
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 171-190
Persistent link: https://www.econbiz.de/10001387396
Saved in:
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