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The reaction of exchange rates to economic news

Hakkio, Craig S. - In: Economic inquiry : journal of the Western Economic … 23 (1985) 4, pp. 621-636

Persistent link: https://www.econbiz.de/10001012628

Asset prices and expected monetary policy : evidence from daily data

Ivrendi, Mehmet; Pearce, Douglas Kenneth - In: Applied economics 46 (2014) 7/9, pp. 985-995

Persistent link: https://www.econbiz.de/10010399527

Macroeconomic news and exchange rates

Pearce, Douglas Kenneth; Solakoğlu, Mehmet Nihat - In: Journal of international financial markets, … 17 (2007) 4, pp. 307-325

Persistent link: https://www.econbiz.de/10003609475

Professional forecasts of interest rates and exchange rates : evidence from the Wall Street Journal's panel of economists

Mitchell, Karlyn; Pearce, Douglas Kenneth - In: Journal of macroeconomics 29 (2007) 4, pp. 840-854

Persistent link: https://www.econbiz.de/10003586710

Impulse response matching estimators for DSGE models

Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 196 (2017) 1, pp. 144-155

Persistent link: https://www.econbiz.de/10011743789

Heterogeneous consumers and fiscal policy shocks

Anderson, Emily; Inoue, Atsushi; Rossi, Barbara - In: Journal of money, credit and banking : JMCB 48 (2016) 8, pp. 1877-1888

Persistent link: https://www.econbiz.de/10011707972

Inference on impulse response functions in structural VAR models

Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 177 (2013) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10010189887

Monitoring and forecasting currency crises

Inoue, Atsushi; Rossi, Barbara - In: Journal of money, credit and banking : JMCB 40 (2008) 2/3, pp. 523-534

Persistent link: https://www.econbiz.de/10003679046

A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy

Inoue, Atsushi; Rossi, Barbara - In: Quantitative economics : QE ; journal of the … 12 (2021) 4, pp. 1085-1138

We propose a new approach to analyze economic shocks. Our new procedure identifies economic shocks as exogenous shifts in a function; hence, we call them "functional shocks." We show how to identify such shocks and how to trace their effects in the economy via VARs using "VARs with functional...

Persistent link: https://www.econbiz.de/10012795633

The effects of conventional and unconventional monetary policy on exchange rates

Inoue, Atsushi; Rossi, Barbara - In: Journal of international economics 118 (2019), pp. 419-447

Persistent link: https://www.econbiz.de/10012296042