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Fluctuations in the Foreign Exchange Market: How Important are Monetary Policy Shocks?. (2008). Normandin, Michel ; Bouakez, Hafedh.
In: Cahiers de recherche.
RePEc:lvl:lacicr:0818.

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Cited: 2

Citations received by this document

Cites: 24

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

  1. Studies on the Change Mechanism of RMB Exchange Rate with Non-Recurrent Events. (2012). Huang, Rulu .
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:3:y:2012:i:1:p:49-56.

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  2. Measuring the Effects of Fiscal Policy. (2010). Normandin, Michel ; Bouakez, Hafedh ; Chihi, Foued .
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1016.

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References

References cited by this document

  1. Bernanke, B. and I. Mihov (1998), Measuring Monetary Policy, Quarterly Journal of Economics, 113, 869-902.

  2. Bouakez, H. and N. Rebei (2008), Has Exchange Rate Pass-Through Really Declined? Evidence from Canada, Journal of International Economics 75, 249-267.

  3. Christiano, L.J. (1995), Commentary on Resolving the Liquidity Effect by Pagan and Robertson, Federal Reserve Bank of St-Louis Review, 77, 55-61
    Paper not yet in RePEc: Add citation now

  4. Christiano, L.J., Eichenbaum, M. and C.L. Evans (1999), Monetary Shocks: What Have We Learned and to What End ? in J. B. Taylor and M. Woodford, eds., Handbook of Macroeconomics, Amsterdam: North-Holland.

  5. Clarida, R., and Gali, J. (1994), Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? Carnegie-Rochester Conference Series on Public Policy, 41, 1-56

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  7. Eichenbaum, M. and C.L. Evans (1995), Some Empirical Evidence of Shocks to Monetary Policy on Exchange Rates, Quarterly Journal of Economics, 1995, 110, 975-lOb.
    Paper not yet in RePEc: Add citation now

  8. Faust, J. and J.H. Rogers (2003), Monetary Policys Role in Exchange Rate Behavior, Journal of Monetary Economics, 50, 1403-1622.

  9. Froot, K.A. and R.H. Thaler (1990), Foreign Exchange, Journal of Economic Perspectives, 4, 179-192.

  10. Grilli, V. and N. Roubini (1995), Liquidity and Exchange Rates: Puzzling Evidence from the G-7 countries, mimeo, Yale University.

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  12. Isard, P. (1995), Exchange Rate Economics, Cambridge: University Press.

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  15. Normandin, M. (2004), Canadian and U.S. Financial Markets: Testing the International Integration Hypothesis Under Time-Varying Conditional Volatility, Canadian Journal of Economics 37, 1021-1041.

  16. Normandin, M. and L. Phaneuf (2004), Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility, Journal of Monetary Economics 51, 1217-1243.

  17. Obstfeld, M. and K. Rogoff (1995), Exchange Rate Dynamics Redux, Journal of Political Economy 103, 624-660.

  18. Pagan, A.R. and J.C. Robertson (1995), Resolving the Liquidity Effect, Federal Reserve Bank of St-Louis Review 77, 33-54.

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Cocites

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  1. Monetary Policy Shifts, Indeterminacy and Inflation Dynamics. (2005). Surico, Paolo.
    In: Macroeconomics.
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  2. Real Wage and Nominal Shock: Evidence from Pacific-Rim Countries. (2005). Kim, Doh-Khul.
    In: International Advances in Economic Research.
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  3. Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S.. (2005). Monacelli, Tommaso ; Favero, Carlo.
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  4. Measuring the Time-Inconsistency of US Monetary Policy. (2004). Surico, Paolo.
    In: Macroeconomics.
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  5. Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences. (2004). Surico, Paolo.
    In: Computing in Economics and Finance 2004.
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  6. Monetary Policy Rules, Asset Prices and Exchange Rates. (2004). Valente, Giorgio ; Sarno, Lucio ; Chadha, Jagjit.
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  7. A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models. (2004). Occhino, Filippo ; Landon-Lane, John.
    In: Departmental Working Papers.
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  8. Market Segmentation and the Hump-Shaped Response of Output to Monetary Policy Shocks. (2004). Occhino, Filippo.
    In: Departmental Working Papers.
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  9. Markets Segmentation and the Real Interest Rate Response to Monetary Policy Shocks. (2004). Occhino, Filippo.
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  10. Oil and the Macroeconomy Since the 1970s. (2004). Kilian, Lutz ; barsky, robert.
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  11. On the Time Variations of US Monetary Policy: Who is right?. (2004). Gambetti, Luca ; Canova, Fabio.
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  13. Structural breaks and regional disparities in the transmission of monetary policy. (2004). Wall, Howard ; Owyang, Michael.
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  14. Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle. (2004). Owyang, Michael ; Francis, Neville.
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  17. Were there regime switches in U.S. monetary policy?. (2004). Zha, Tao ; Sims, Christopher.
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  18. Exchange Rate Targeting and Economic Stabilization. (2004). Filer, Larry ; Fackler, J..
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  22. Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences. (2003). Surico, Paolo.
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  23. Estimating the effects of monetary policy shocks: does lag structure matter?. (2003). McMillin, W. ; Kim, Keuk-Soo.
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  29. Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility. (2003). Normandin, Michel ; Phaneuf, Louis.
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