[go: up one dir, main page]

create a website
Measuring Systematic Monetary Policy. (2000). Jorda, Oscar ; Hoover, Kevin.
In: Department of Economics.
RePEc:fth:caldec:00-05.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 58

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Andrews, Donald W. K., (1993), Tests for Parameter Instability and Structural Change with Unknown Change Point, Econometrica, 61(9), 821-856.

  2. Bai, Jushan and Pierre Perron, (1996), Computation and Analysis of Multiple Structural Change Models, Manuscript in Preparation, Université de Montréal.

  3. Bai, Jushan and Pierre Perron, (1998), Estimating and Testing Linear Models with Multiple Structural Changes, Econometrica, 66(6), 47-78.

  4. Barro, Robert J. (1977) Unanticipated Money Growth and Unemployment in the United States, American Economic Review 67(2), 101-15.

  5. Barro, Robert J. (1978) Unanticipated Money, Output, and the Price Level in the United States, Journal of Political Economy 86(4), 549-80.

  6. Barro, Robert J. and Mark Rush. (1980) Unanticipated Money and Economic Activity, in Stanley Fischer (ed.) Rational Expectations and Economic Policy. Chicago: University of Chicago Press, pp. 22-48 and 72-73.

  7. Basmann, R. L. (1965) A Note on the Statistical Testability of Explicit Causal Chains Against the Class of Interdependent Models, Journal of the American Statistical Association 60(312), 1080-1093.
    Paper not yet in RePEc: Add citation now
  8. Bernanke, Ben S., Mark Gertler and Mark Watson, (1997), Systematic Monetary Policy and the Effects of Oil Price Shocks, Brookings Papers on Economic Activity, 1, 91- 157.

  9. Campbell, John Y. and N. Gregory Mankiw. (1989), Consumption, Income and Interest Rates: Reinterpreting the Time Series Evidence, NBER Macroeconomics Annual, 1989. Cambridge, MA: MIT Press, pp. 185-216.

  10. Christiano, Lawrence J., Martin Eichenbaum, and Charles L. Evans, (1996), Identification and the Effects of Monetary Policy Shocks, in Financial Factors in Economic Stabilization and Growth, Mario I. Blejer, Zvi Eckestein, Zvi Hercowitz and Leonardo Leiderman (eds.). Cambridge: Cambridge University Press, 36-74.

  11. Cochrane, John H., (1998), What Do the VARs Mean? Measuring the Output Effects of Monetary Policy, Journal of Monetary Economics, 41(7), 277-300.

  12. Cooley, Thomas F. and Stephen F. LeRoy and Neil Raymon. (1984) Econometric policy evaluation: A note, American Economic Review 74(2), May, 467-70.

  13. Cooley, Thomas F., Stephen F. LeRoy(1985) Atheoretical Macroeconometrics: A Critique, Journal of Monetary Economics 16(3), 283-308.

  14. Demiralp, Selva and Oscar Jordá (2000) The Pavlovian Response of Term Rates to Fed Announcements, University of California, Davis, Working Paper, 99-06R.

  15. Eichenbaum, Martin, (1992), Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy: Comments, European Economic Review, 36(10), 1001- 1011.
    Paper not yet in RePEc: Add citation now
  16. Fischer, Stanley, (1977), Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule, Journal of Political Economy, 85(6), 191-205.

  17. Fuhrer and Scott Schuh, editors. Beyond Shocks: What Causes Business Cycles. Federal Reserve Bank of Boston Conference Series, no. 42, pp. 121-160. Sims, Christopher A. and Tao A. Zha. (1998) Does Monetary Policy Generate Recessions? Federal Reserve Bank of Atlanta, Working Paper, 98-12.

  18. Fuhrer, Jeff, and George Moore, (1995), Inflation Persistence, Quarterly Journal of Economics, 110(6), 127-159.

  19. Garcia, Rene and Pierre Perron, (1996), An Analysis of the Real Interest Rate under Regime Shifts, Review of Economics and Statistics, 78(6), 111-125.

  20. Gordon, Robert J. (1990) What Is New-Keynesian Economics? Journal of Economic Literature 28(3), 1115-71.

  21. Haase, Charles W., (1998), The Macroeconomic Effects of Rule-of-Thumb Consumer Behavior. University of California, Davis, Ph D Dissertation.
    Paper not yet in RePEc: Add citation now
  22. Haltiwanger, John C., and Michael Waldman, (1989), Limited Rationality and Strategic Complements: The Implications for Macroeconomics, Quarterly Journal of Economics, 104(8), 463-483.

  23. Hamilton, James and Oscar Jordá (2000) A Model for the Federal Funds Rate Target, NBER, Working Paper 7847.

  24. Hansen, Lars Peter and Thomas J. Sargent (1980) Formulating and Estimating Dynamic Linear Rational Expectations Models, Journal of Economic Dynamics and Control, 2(1), 7-46.

  25. Hartley, James E. (1997) The Representative Agent in Macroeconomics. London: Routledge.
    Paper not yet in RePEc: Add citation now
  26. Hendry, David F. and Mary S. Morgan, editors. (1995) The Foundations of Econometric Analysis. Cambridge: Cambridge University Press.

  27. Hoover, Kevin D. (2001a) The Methodology of Empirical Macroeconomics. Cambridge: Cambridge University Press, forthcoming.

  28. Hoover, Kevin D. (2001b) Causality in Macroeconomics. Cambridge: Cambridge University Press, forthcoming.
    Paper not yet in RePEc: Add citation now
  29. Kirman, A.P. (1992) Whom or What Does the Representative Agent Represent? Journal of Economic Perspectives, 6(2), 117-136.

  30. Kydland, Finn E. and Edward C. Prescott, (1982), Time to Build and Aggregate Fluctuations, Econometrica, 50(11), 1345-1370.

  31. Leamer, Edward E. (1985) Vector Autoregressions for Causal Inference? Carnegie Rochester Conference Series on Public Policy 22, 255-303.

  32. LeRoy, Stephen F. (1995) On Policy Regimes, in Kevin D. Hoover (ed.) Macroeconometrics: Developments, Tensions and Prospects. Boston: Kluwer, pp.
    Paper not yet in RePEc: Add citation now
  33. Lucas, Robert E., Jr. (1973), Some International Evidence on Output-Inflation Tradeoffs, American Economic Review, 63(8), 326-334.

  34. Lucas, Robert E., Jr. (1975) An Equilibrium Model of the Business Cycle, Journal of Political Economy 83(6), 1113-44.

  35. Lucas, Robert E., Jr., (1972) Expectations and the Neutrality of Money, Journal of Economic Theory, 4(7), 103-124.

  36. Lucas, Robert E., Jr., (1976), Can Econometric Policy Evaluations be Salvaged? - Reply, Journal of Monetary Economics, Supplementary Series 1976, 1(7), 62.
    Paper not yet in RePEc: Add citation now
  37. Lucas, Robert E., Jr., (1976), Econometric Policy Evaluation: A Critique, Journal of Monetary Economics, Supplementary Series 1976, 1(7), 19-46.

  38. McCallum, Bennett T. (1999) Analysis of the Monetary Transmission Mechanism: Methodological Issues, NBER Working Paper 7395.

  39. Meulendyke, Ann-Marie. (1998) U.S. Monetary Policy and Financial Markets. New York: Federal Reserve Bank of New York.
    Paper not yet in RePEc: Add citation now
  40. Morgan, Mary S. (1990) The History of Econometric Ideas. Cambridge: Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  41. Muth, John F. (1961) Rational Expectations and the Theory of Price Movements, Econometrica, 29(3), 315-335.
    Paper not yet in RePEc: Add citation now
  42. Nelson, Charles R., and Charles I. Plosser, (1982), Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications, Journal of Monetary Economics, 10(7), 139-162.

  43. Phelps, Edmund S. John B. Taylor (1977) Stabilizing Powers of Monetary Policy under Rational Expectations, Journal of Political Economy 85(1), 163-90.

  44. Rotemberg, Julio J. (1982) Sticky Prices in the United States, Journal of Political Economy 90(6), 1187-1211.

  45. Rotemberg, Julio J. (1996) Prices and Output: An Empirical Analysis Based on a Sticky Price Model, Journal of Monetary Economics 37(3), 505-33.

  46. Rotemberg, Julio J. and Michael Woodford. (1997) An Optimization Based Econometric Framework for the Evaluation of Monetary Policy, NBER Macroeconomics Annual, 1997. Cambridge, MA: MIT Press.

  47. Rotemberg, Julio J. and Michael Woodford. (1998) Interest Rate Rules in an Estimated Sticky Price Model, NBER, Working Paper 6618.

  48. Sargent, Thomas J. and Neil Wallace (1975) `Rational Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule, Journal of Political Economy, 83(2), 241-54.

  49. Sargent, Thomas J. and Neil Wallace (1976) Rational Expectations and the Theory of Economic Policy, Journal of Monetary Economics, 2(2), 169-83.

  50. Sims, Christopher A. (1999) The Role of Interest Rate Policy in the Generation and Propagation of Business Cycles: What Has Changed Since the 30s? In Jeffrey C.
    Paper not yet in RePEc: Add citation now
  51. Sims, Christopher A., (1980), Macroeconomics and Reality, Econometrica, 48(6), 1- 48.

  52. Sims, Christopher A., (1982), Policy Analysis with Econometric Models, Brookings Papers on Economic Activity, 0(6), 107-152.

  53. Sims, Christopher A., (1986), Are Forecasting Models Usable for Policy Analysis? Federal Reserve Bank of Minneapolis Quarterly Review, 10(6), 2-16.

  54. Sims, Christopher A., (1992), Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy, European Economic Review, 36(10), 975-1000.

  55. Strongin, Steven. (1995) The Identification of Monetary Policy Disturbances: Explaining the Liquidity Puzzle, Journal of Monetary Economics 35(3), 463-97.

  56. Taylor, John B. (1995) The Monetary Transmission Mechanism: An Empirical Framework, Journal of Economic Perspectives 9(1), 11-26.

  57. Taylor, John B., (1979) Staggered Wage Setting in a Macro Model, American Economic Review, 69(7), 108-13.

  58. Wold, Hermann. (1960) A Generalization of Causal Chain Models, Econometrica 28(2), 443-463.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. A quantile regression analysis of flights-to-safety with implied volatilities. (2019). Troster, Victor ; Bouri, Elie ; Roubaud, David.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:482-495.

    Full description at Econpapers || Download paper

  2. Testing parameter constancy in stationary vector autoregressive models against continuous change. (2004). Teräsvirta, Timo ; Gonzalez, Andres ; He, Changli.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0507.

    Full description at Econpapers || Download paper

  3. Empirical Analysis of Policy Interventions. (2002). Zha, Tao ; Leeper, Eric.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9063.

    Full description at Econpapers || Download paper

  4. Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon?. (2002). Goldberg, Linda ; Campa, Jose.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8934.

    Full description at Econpapers || Download paper

  5. Inventory dynamics and business cycles: what has changed?. (2002). Zakrajsek, Egon ; McCarthy, Jonathan.
    In: Staff Reports.
    RePEc:fip:fednsr:156.

    Full description at Econpapers || Download paper

  6. Exchange rate pass-through into import prices: a macro or micro phenomenon?. (2002). Goldberg, Linda ; Campa, Jose.
    In: Staff Reports.
    RePEc:fip:fednsr:149.

    Full description at Econpapers || Download paper

  7. Assessing changes in the monetary transmission mechanism: a VAR approach. (2002). Giannoni, Marc ; Boivin, Jean.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2002:i:may:p:97-111:n:v.8no.1.

    Full description at Econpapers || Download paper

  8. Empirical analysis of policy interventions. (2002). Zha, Tao ; Leeper, Eric.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2002:i:mar:x:1.

    Full description at Econpapers || Download paper

  9. Differences in exchange rate pass-through in the euro area.. (2002). Campa, Jose ; Gonzalez, Jose M..
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0479.

    Full description at Econpapers || Download paper

  10. Demand Systems With Nonstationary Prices. (2002). Ng, Serena ; Lewbel, Arthur.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:441.

    Full description at Econpapers || Download paper

  11. Inflation Changes, Yield Spreads, and Threshold Effects. (2002). Tkacz, Greg.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-40.

    Full description at Econpapers || Download paper

  12. Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data. (2001). LE BIHAN, Hervé ; Jondeau, Eric.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0111005.

    Full description at Econpapers || Download paper

  13. Prices, Wages and the U.S. NAIRU in the 1990s. (2001). Watson, Mark ; Staiger, Doug ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8320.

    Full description at Econpapers || Download paper

  14. The Empirical Relevance of Simple Forward- and Backward-looking Models: A View from a Dynamic General Equilibrium Model. (2001). Lindé, Jesper ; Linde, Jesper.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0130.

    Full description at Econpapers || Download paper

  15. MODELING THE DIVIDEND-PRICE RATIO: THE ROLE OF FUNDAMENTALS USING A REGIME-SWITCHING APPROACH. (2001). Olesen, Jan Overgaard ; Nielsen, Steen .
    In: Working Papers.
    RePEc:hhs:cbsnow:2000_012.

    Full description at Econpapers || Download paper

  16. Structural change in U.S. wage determination. (2001). Rich, Robert ; Rissmiller, Donald.
    In: Staff Reports.
    RePEc:fip:fednsr:117.

    Full description at Econpapers || Download paper

  17. Information technology and the U.S. productivity revival: what do the industry data say?. (2001). Stiroh, Kevin.
    In: Staff Reports.
    RePEc:fip:fednsr:115.

    Full description at Econpapers || Download paper

  18. Anticipations of monetary policy in financial markets. (2001). Sack, Brian ; Whitesell, William ; Lange, Joe.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-24.

    Full description at Econpapers || Download paper

  19. Testing for Structural Change in the Presence of Auxiliary Models. (2001). Guay, Alain ; Ghysels, Eric.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:133.

    Full description at Econpapers || Download paper

  20. Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?. (2000). Nelson, Charles ; Morley, James ; Kim, Chang-Jin.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0011.

    Full description at Econpapers || Download paper

  21. Measuring Systematic Monetary Policy. (2000). Jorda, Oscar ; Hoover, Kevin.
    In: Department of Economics.
    RePEc:fth:caldec:00-05.

    Full description at Econpapers || Download paper

  22. Is money useful in the conduct of monetary policy?. (2000). Santucci, Larry ; Lantz, Carl D. ; Dotsey, Michael.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2000:i:fall:p:23-48.

    Full description at Econpapers || Download paper

  23. How stable is the predictive power of the yield curve? evidence from Germany and the United States. (2000). Rodrigues, Anthony ; Estrella, Arturo ; Schich, Sebastian.
    In: Staff Reports.
    RePEc:fip:fednsr:113.

    Full description at Econpapers || Download paper

  24. Inference on the Quantile Regression Process. (2000). Koenker, Roger.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0886.

    Full description at Econpapers || Download paper

  25. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (2000). McCracken, Michael ; Clark, Todd.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0319.

    Full description at Econpapers || Download paper

  26. A Time Series Model of Multiple Structural changes in Level, Trend and Variance. (1999). Zivot, Eric ; Wang, Jiahui.
    In: Econometrics.
    RePEc:wpa:wuwpem:9903002.

    Full description at Econpapers || Download paper

  27. Specification Search and Stability Analysis. (1999). Hoyo, del J. ; Llorente, Guillermo J..
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:642.

    Full description at Econpapers || Download paper

  28. Are Deep Parameters Stable? The Lucas Critique as an Empirical Hypothesis. (1999). Fuhrer, Jeffrey ; Estrella, Arturo.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:621.

    Full description at Econpapers || Download paper

  29. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (1999). McCracken, Michael ; Clark, Todd.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:1241.

    Full description at Econpapers || Download paper

  30. Testing for Structural Breaks in the Evaluation of Programs. (1999). Piehl, Anne ; AnthonyA. Braga, ; Cooper, Suzanne J. ; Kennedy, David M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7226.

    Full description at Econpapers || Download paper

  31. Tests of equal forecast accuracy and encompassing for nested models. (1999). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:99-11.

    Full description at Econpapers || Download paper

  32. Are oil shocks inflationary? Asymmetric and nonlinear specifications versus changes in regime. (1999). Hooker, Mark A..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-65.

    Full description at Econpapers || Download paper

  33. Are deep parameters stable? the Lucas critique as an empirical hypothesis. (1999). Fuhrer, Jeffrey ; Estrella, Arturo.
    In: Working Papers.
    RePEc:fip:fedbwp:99-4.

    Full description at Econpapers || Download paper

  34. Modest policy interventions. (1999). Zha, Tao ; Leeper, Eric.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:99-22.

    Full description at Econpapers || Download paper

  35. Emerging Markets and Trading Costs. (1999). Ghysels, Eric ; Cherkaoui, Mouna .
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:99s-04.

    Full description at Econpapers || Download paper

  36. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:61.

    Full description at Econpapers || Download paper

  37. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:98s-19.

    Full description at Econpapers || Download paper

  38. Slowdowns and Meltdowns: Postwar Growth Evidence from 74 Countries. (1997). Papell, David ; Ben-David, Dan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6266.

    Full description at Econpapers || Download paper

  39. The bank lending channel of monetary policy transmission: evidence from a model of bank behavior that incorporates long-term customer relationships.. (1997). Gibson, Michael S..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:584.

    Full description at Econpapers || Download paper

  40. What Does the Bundesbank Target?. (1996). Mihov, Ilian ; Bernanke, Ben.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5764.

    Full description at Econpapers || Download paper

  41. Moving endpoints and the internal consistency of agents ex ante forecasts. (1996). Tinsley, Peter ; Kozicki, Sharon.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:96-47.

    Full description at Econpapers || Download paper

  42. Structural Change and Asset Pricing in Emerging Markets. (1996). Ghysels, Eric ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:96s-34.

    Full description at Econpapers || Download paper

  43. Modelling Federal Reserve Discount Policy. (1996). Baum, Christopher ; Karasulu, Meral .
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:335.

    Full description at Econpapers || Download paper

  44. CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications. (1995). Hostland, Doug.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9508001.

    Full description at Econpapers || Download paper

  45. Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate. (1995). van Norden, Simon ; Amano, Robert.
    In: International Finance.
    RePEc:wpa:wuwpif:9502001.

    Full description at Econpapers || Download paper

  46. On Stable Factor Structures in the Pricing of Risk. (1995). Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-16.

    Full description at Econpapers || Download paper

  47. Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models. (1995). Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-07.

    Full description at Econpapers || Download paper

  48. An Analysis of the Real Interest Rate Under Regime Shifts. (1995). Perron, Pierre ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-05.

    Full description at Econpapers || Download paper

  49. Moving Endpoints in Macrofinance. (). Tinsley, Peter ; Kozicki, Sharon.
    In: Computing in Economics and Finance 1996.
    RePEc:sce:scecf6:_058.

    Full description at Econpapers || Download paper

  50. Ex Post and Ex Ante Analysis of Provisional Data. (). Marcellino, Massimiliano ; Gallo, Giampiero.
    In: Working Papers.
    RePEc:igi:igierp:141.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-27 02:30:15 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.