Search Results

Are the effects of monetary policy shocks big or small?,
Olivier Coibion, from Department of Economics, College of William and Mary (2011)
Keywords: Monetary Policy, Shocks, Taylor rule

Monetary policy and the transmission of oil shocks,
Lance Bachmeier, in Journal of Macroeconomics (2008)
Keywords: Systematic monetary policy Oil shocks Stocks Nonlinearity

Deciphering Monetary Policy Shocks,
Phillipp Gnan, Maximilian Schleritzko, Maik Schmeling and Christian Wagner, from C.E.P.R. Discussion Papers (2022)
Keywords: Monetary policy shocks; Central bank communication; Asset pricing; Textual analysis

Discussion of Oil Price Shocks, Monetary Policy and Stagflation,
Andrew Filardo, from Reserve Bank of Australia (2010)
Keywords: oil price shocks; monetary policy; stagflation; demand shocks; supply shocks

The Relative Importance of Monetary Policy, Uncertainty, and Financial Shocks,
Cosmas Dery and Apostolos Serletis, in Open Economies Review (2021)
Keywords: Uncertainty shocks, Monetary policy shocks, Financial shocks, Output, Inflation

Oil Price Shocks, Monetary Policy and Stagflation,
Lutz Kilian, from Reserve Bank of Australia (2010)
Keywords: oil price shocks; monetary policy; stagflation; demand shocks; supply shocks

Shock matters for estimating monetary policy rules,
Toyoichiro Shirota, in Economics Letters (2019)
Keywords: Monetary policy; Structural shocks; Policy rule;

The Effects of Monetary Policy Shocks on Inequality,
Davide Furceri, Prakash Loungani and Aleksandra Zdzienicka, from International Monetary Fund (2016)
Keywords: WP;monetary policy shock;panel E; monetary policy; monetary policy shocks; income inequality; accommodative monetary policy stance; monetary policy easing; monetary policy rate; monetary policy foresight; Central bank policy rate; Income distribution; Personal income; Monetary expansion; Global

Monetary Policy Shocks: Data or Methods?,
Connor M. Brennan, Margaret Jacobson, Christian Matthes and Todd Walker, from Board of Governors of the Federal Reserve System (U.S.) (2024)
Keywords: High-frequency monetary policy shocks; Monetary policy transmission; Empirical monetary economics

The Instability in the Monetary Policy Reaction Function and the Estimation of Monetary Policy Shocks,
N Kishor and Monique Newiak, from University Library of Munich, Germany (2009)
Keywords: Monetary Policy Shocks, Greenbook data, Reaction Function

Spillover effects of monetary policy and information shocks,
Ai Jun Hou, Ian Khrashchevskyi, Sandy Suardi and Caihong Xu, in Finance Research Letters (2024)
Keywords: Monetary policy shock spillover; Information shock spillover; Interest rates comovement;

Chairperson Effects in Monetary Policy Shock Identification,
Dan Groft, in Applied Economics Quarterly (formerly: Konjunkturpolitik) (2022)
Keywords: Monetary policy, central banks, monetary policy shocks, chairperson, interest rates,

Does the Transmission of Monetary Policy Shocks Change when Inflation is High?,
Fabio Canova and Fernando Pérez Forero, from C.E.P.R. Discussion Papers (2024)
Keywords: Monetary policy shocks; Bayesian methods

A Study of the Romer and Romer Monetary Policy Shocks Using Revised Data,
Fredrik Andersson and Josefin Kilman, from Lund University, Department of Economics (2021)
Keywords: Monetary policy shocks; prices; GDP

Uncertainty shocks, precautionary pricing, and optimal monetary policy,
Daeha Cho, Yoonshin Han, Joonseok Oh and Anna Rogantini Picco, in Journal of Macroeconomics (2021)
Keywords: Uncertainty shocks; Precautionary pricing; Optimal monetary policy;

On Relative Shocks and Fiscal Policies in a Monetary Union,
George Alogoskoufis, from C.E.P.R. Discussion Papers (1990)
Keywords: European Monetary Union; Fiscal Policy; Relative Shocks

MONETARY POLICY SHOCKS AND INDUSTRIAL OUTPUT IN BRICS COUNTRIES,
Adebayo Augustine Kutu and Harold Ngalawa, in SPOUDAI Journal of Economics and Business (2016)
Keywords: Monetary policy shocks; industrial output; Panel SVAR

Unconventional Monetary Policy Shocks and their Distributional Implications,
Bügel, David, Albert Hidalgo and Ralph Luetticke, from C.E.P.R. Discussion Papers (2024)
Keywords: Monetary policy and shocks; Wealth inequality; Household portfolios

The impact of monetary policy shocks on commodity prices,
Marco Lombardi, Patrizio Pagano and Alessio Anzuini, from European Central Bank (2010)
Keywords: monetary policy shock, Oil Price, VAR

International monetary policy coordination under asymmetric shocks,
Carmen Diaz-Roldan, from Departamento de Economía - Universidad Pública de Navarra (2000)
Keywords: Interdependence, asymmetric shocks, coordination of monetary policies.

News shocks, monetary policy, and foreign currency positions,
Bianca De Paoli and Hande Kucuk, from Federal Reserve Bank of New York (2015)
Keywords: monetary policy; portfolio choice; international transmission of shocks

The impact of monetary policy shocks on commodity prices,
Alessio Anzuini, Marco Lombardi and Patrizio Pagano, from Bank of Italy, Economic Research and International Relations Area (2012)
Keywords: monetary policy shock, oil prices, VAR

Optimal Monetary Policy, Tariff Shocks and Exporter Dynamics,
Masashige Hamano, Francesco Pappadà and Maria Punzi, from Waseda University, Faculty of Political Science and Economics (2023)
Keywords: Optimal Monetary Policy; Tariff Shocks; Exporter Dynamics

Credit Markets and the Propagation of Monetary Policy Shocks,
Radim Bohacek and Hugo Rodriguez Mendizabal, from Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2003)
Keywords: Credit, Monetary policy shock; Heterogeneous agents

Monetary policy shocks and transmission in Italy: A VAR analysis,
Giuseppe De Arcangelis and Giorgio Di Giorgio, from Department of Economics and Business, Universitat Pompeu Fabra (1999)
Keywords: Monetary policy shocks and indicators, structural VAR

Credit markets and the propagation of monetary policy shocks,
Radim Bohacek and Hugo Rodriguez Mendizabal, from The Center for Economic Research and Graduate Education - Economics Institute, Prague (2004)
Keywords: Credit, Monetary policy shock, Heterogeneous agents

Monetary policy and energy price shocks,
Huynh Bao Tan, in The B.E. Journal of Macroeconomics (2017)
Keywords: DSGE model, energy, energy price shock, monetary policy

Effects of Monetary Policy Shocks in Slovakia,
Judita Jurašeková Kucserová, from Research Department, National Bank of Slovakia (2009)
Keywords: Structural Shocks, Monetary Policy Transmission Mechanism, Sign Restrictions

Are the Effects of Monetary Policy Asymmetric?,
Régis Barnichon, Christian Matthes and Timothy Sablik, in Richmond Fed Economic Brief (2017)
Keywords: monetary policy; monetary shocks

Financial Shocks, Uncertainty Shocks, and Monetary Policy Trade-Offs,
Marco Brianti, from University of Alberta, Department of Economics (2021)
Keywords: financial shocks; uncertainty shocks; SVAR; inflation; monetary policy

Monetary policy surprises on the banking sector: The role of the information and pure monetary shocks,
Felipe Beltrán and David Coble, in Latin American Journal of Central Banking (previously Monetaria) (2024)
Keywords: External VAR; Monetary policy shocks; Information shocks; Banking sector;

Evaluating the Effects of Monetary Policy Shocks on GCC Countries,
Sayyed Ziaei, in Economic Analysis and Policy (2013)
Keywords: monetary policy shocks, GCC countries, Structural and Panel VAR, monetary union

Comparing shadow rates in monetary policy shock identification,
Daniel Groft, in Economics Bulletin (2020)
Keywords: Monetary policy, money and banking, zero lower bound, unconventional monetary policy, monetary policy shocks, shadow rates

The Combination of Monetary and Fiscal Policy Shocks: A TVP-FAVAR Approach,
Evi Pappa and Francesco Molteni, from C.E.P.R. Discussion Papers (2017)
Keywords: Tvp-favar; Monetary policy shocks; Fiscal policy shocks; Narrative evidence

The Combination of Monetary and Fiscal Policy Shocks: A TVP-FAVAR Approach,
Evi Pappa, from European University Institute (2017)
Keywords: TVP FAVAR, monetary policy shocks, fiscal policy shocks

Monetary Policy Shocks and Exchange Rate Volatility in Nigeria,
Babatunde Wasiu Adeoye and Olufemi Saibu, in Asian Economic and Financial Review (2014)
Keywords: Monetary policy, Exchange rate Volatility, Policy shocks, Central banking

Uncertainty shocks and the monetary-macroprudential policy mix,
Valeriu Nalban and Andra Smadu, from DNB (2022)
Keywords: Uncertainty shocks, financial frictions, monetary policy, macroprudential policy

The timing of monetary policy shocks,
Giovanni Olivei and Silvana Tenreyro, from Federal Reserve Bank of Boston (2004)
Keywords: Monetary policy

Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks,
Luca Fanelli and Antonio Marsi, in European Economic Review (2022)
Keywords: European central bank; Monetary policy shock; Proxy-SVAR; Spread shock;

External shock, monetary policy and the domestic economy: A structural VAR approach for Bangladesh,
A.K.M. Rahman, in Journal of Developing Areas (2015)
Keywords: Monetary policy, Price level, GDP, External Shock

Monetary Policy Activism and Price Responsiveness to Aggregate Shocks under Rational Inattention,
Luigi Paciello, from University Library of Munich, Germany (2009)
Keywords: Rational inattention, monetary policy, technology shocks, prices

Identifying the Effects of Monetary Policy Shock on Output and Prices in Thailand,
Komain Jiranyakul, from University Library of Munich, Germany (2016)
Keywords: Monetary policy shock, structural VAR, impulse response

Identifying Monetary Policy Shocks Using the Central Bank’s Information Set,
Ruediger Bachmann, Eric Sims and Isabel Goedl Hanisch, from C.E.P.R. Discussion Papers (2021)
Keywords: Identification; Nowcasts; Monetary policy shocks; Local projections

The Impact of Monetary Policy Shock on the Price of Storable Goods: A Case Study of Food,
Forough Jahantigh , Mohammad Rahmi Ghasemabadi and Omolbanin Jalali , in Journal of Money and Economy (2018)
Keywords: Monetary Policy Shock, Storable Goods, Food.

Monetary policy shock and corporate innovation: Evidence from China,
Yong Ma and Mengyuan Wang, in Economic Systems (2024)
Keywords: monetary policy shock; corporate innovation; China;

Volatility effects of news shocks in New Keynesian models with optimal monetary policy,
Sven Offick and Hans-Werner Wohltmann, in Economics Letters (2016)
Keywords: Anticipated shocks; Optimal monetary policy; Volatility;

Volatility effects of news shocks in New Keynesian models with optimal monetary policy,
Sven Offick and Hans-Werner Wohltmann, from Christian-Albrechts-University of Kiel, Department of Economics (2016)
Keywords: Anticipated shocks, Optimal monetary policy, Volatility

Climate and monetary policy: do temperature shocks lead to inflationary pressures?,
K. Mukherjee and Bazoumana Ouattara, in Climatic Change (2021)
Keywords: Climate, Temperature shocks, Inflation, Monetary policy

The effects of U.S. monetary policy shocks on mutual fund investing,
Ayelen Banegas, Gabriel Montes-Rojas and Lucas Siga, in Journal of International Money and Finance (2022)
Keywords: Mutual fund performance and flows; Monetary policy shocks;

The narrative approach for the identification of monetary policy shocks in small open economies,
Eleni Angelopoulou, from Money Macro and Finance Research Group (2007)
Keywords: monetary policy shocks, narrative approach, UK

Identifying monetary policy shocks using the central bank’s information set,
Ruediger Bachmann, Isabel Gödl-Hanisch and Eric Sims, in Journal of Economic Dynamics and Control (2022)
Keywords: Identification; Nowcasts; Monetary policy shocks; Local projections;

Commodity Price Shocks and Global Cycles: Monetary Policy Matters,
Efrem Castelnuovo, Lorenzo Mori and Gert Peersman, from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2024)
Keywords: commodity price shocks, transmission mechanisms, monetary policy

Commodity Price Shocks and Global Cycles: Monetary Policy Matters,
Efrem Castelnuovo, Lorenzo Mori and Gert Peersman, from Dipartimento di Scienze Economiche "Marco Fanno"
Keywords: Commodity price shocks, transmission mechanisms, monetary policy.

The Narrative Approach for the Identification of Monetary Policy Shocks in a Small Open Economy,
Eleni Angelopoulou, from Bank of Greece (2007)
Keywords: Monetary Policy Shocks; Narrative Approach; UK.

Commodity Price Shocks and Global Cycles: Monetary Policy Matters,
Efrem Castelnuovo, Lorenzo Mori and Gert Peersman, from CESifo (2024)
Keywords: commodity price shocks, transmission mechanisms, monetary policy

The origins of monetary policy disagreement: the role of supply and demand shocks,
Carlos Madeira, Joao Madeira and Paulo Santos Monteiro, from Bank for International Settlements (2023)
Keywords: FOMC, committees, monetary policy, structural shocks, dissent

Do SVARs with sign restrictions not identify unconventional monetary policy shocks?,
Jef Boeckx, Maarten Dossche, Alessandro Galesi, Boris Hofmann and Gert Peersman, from Bank for International Settlements (2019)
Keywords: unconventional monetary policy, SVARs, shock identification

Does the Length of the Period Really Matter for the Identification and the Modelling of Monetary Policy Shocks?,
Franck Portier and Gallès, Clémentine, from C.E.P.R. Discussion Papers (2004)
Keywords: Time aggregation; Monetary policy shocks; Limited participation

Commodity Price Shocks and Global Cycles: Monetary Policy Matters,
Efrem Castelnuovo, Lorenzo Mori and Gert Peersman, from Ghent University, Faculty of Economics and Business Administration (2024)
Keywords: Commodity price shocks, transmission mechanisms, monetary policy

News shocks, nonseparable preferences, and optimal monetary policy,
Viktoria C.E. Langer, in Journal of Macroeconomics (2016)
Keywords: Anticipated shock; Welfare; Business cycle; Monetary policy; Taylor rule;

LIMITS OF ECB MONETARY POLICIES ON ADJUSTING MACROECONOMIC SHOCKS,
Bogdan Capraru and Iulian Ihnatov, in Annals of Faculty of Economics (2009)
Keywords: inflation, Euro zone, European Central Bank, monetary policy, macroeconomic shock

Monetary policy and information shocks in a block-recursive SVAR,
Sascha A. Keweloh, Stephan Hetzenecker and Andre Seepe, in Journal of International Money and Finance (2023)
Keywords: Identification; Non-Gaussian; Information shocks; Stock market; Monetary policy;

Monetary Policy Shock Transmission in Emerging Markets,
Hummaira Jabeen, in Journal of Policy Research (JPR) (2022)
Keywords: monetary policy shock, emerging economies, TVP-VAR analysis

IDENTIFICATION OF MONETARY POLICY SHOCKS FROM FOMC TRANSCRIPTS,
Nataliia Ostapenko, from Faculty of Economics and Business Administration, University of Tartu (Estonia) (2020)
Keywords: monetary policy, identification, shock, deep learning, FOMC, transcripts

The impact of Chinese monetary policy shocks on East Asia,
Tomasz Kozluk and Aaron Mehrotra, from Bank of Finland Institute for Emerging Economies (BOFIT) (2008)
Keywords: monetary policy shocks, Asian production chain, SVAR, East Asia, China

Monetary policy, financial shocks and economic activity,
Anastasios Evgenidis and Anastasios Malliaris, in Review of Quantitative Finance and Accounting (2022)
Keywords: Financial shocks, Credit, Spreads, VAR, Financial crisis, Monetary policy

Same, but different? Testing monetary policy shock measures,
Stephanie Ettmeier and Alexander Kriwoluzky, in EconStor Open Access Articles and Book Chapters (2019)
Keywords: Identification with external instruments, Monetary policy shock measures, Proxy-SVAR

Same, but different: Testing monetary policy shock measures,
Stephanie Ettmeier and Alexander Kriwoluzky, from Halle Institute for Economic Research (IWH) (2017)
Keywords: monetary policy shock measures, Proxy-SVAR, weak proxies, F-test

Same, but different? Testing monetary policy shock measures,
Stephanie Ettmeier and Alexander Kriwoluzky, in Economics Letters (2019)
Keywords: Identification with external instruments; Monetary policy shock measures; Proxy-SVAR;

Monetary Policy Rules and Oil Price Shocks,
Christian Pierdzioch and Christophe Kamps, from Kiel Institute for the World Economy (IfW Kiel) (2002)
Keywords: Monetary policy rules, Open economy, Oil price shocks, Price indices

Monetary policy shocks and productivity measures in the G-7 countries,
Charles Evans and F. Teixeira Santos, in Portuguese Economic Journal (2002)
Keywords: Monetary policy shocks, Productivity, International real business cycles, Exogeneity tests

External Shocks and Monetary Policy in an Oil Exporting Economy,
Jean-Pierre Allegret and Mohamed Benkhodja, from HAL (2015)
Keywords: Monetary policy,external shocks,oil exporting economy,Algeria,DSGE model

Supply shocks and monetary policy responses in emerging economies,
José Antonio Ocampo and Jair Ojeda-Joya, in Latin American Journal of Central Banking (previously Monetaria) (2022)
Keywords: Supply shock; Monetary policy; Financial openness; Exchange-rate regime;

Global impacts of US monetary policy uncertainty shocks,
Povilas Lastauskas and Anh Nguyen, from European Central Bank (2021)
Keywords: global economy, uncertainty, US monetary policy, volatility shocks

Global impacts of US monetary policy uncertainty shocks,
Povilas Lastauskas and Anh Dinh Minh Nguyen, in Journal of International Economics (2023)
Keywords: US monetary policy; Volatility shocks; Uncertainty; Global economy;

Global Impacts of US Monetary Policy Uncertainty Shocks,
Povilas Lastauskas and Anh Nguyen, from Bank of Lithuania (2020)
Keywords: US Monetary Policy, Volatility Shocks, Uncertainty, Global Economy

Revisiting the macroeconomic effects of monetary policy shocks,
Firmin Doko Tchatoka and Qazi Haque, from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021)
Keywords: Monetary policy shocks, Proxy-SVAR, Weak identification, Output Dynamics

Revisiting the macroeconomic effects of monetary policy shocks,
Firmin Doko Tchatoka and Qazi Haque, from University of Adelaide, School of Economics and Public Policy (2021)
Keywords: Monetary policy shocks,Proxy-SVAR, Weak identifcation, Output dynamics.

News Shocks, Price Levels, and Monetary Policy,
Ryo Jinnai, from Institute of Economic Research, Hitotsubashi University (2011)
Keywords: news shock, R&D, inflation, sticky wages, monetary policy

Global Shocks and Monetary Policy Transmission in Emerging Markets,
Nuobu Renzhi and John Beirne, from Asian Development Bank (2024)
Keywords: global shocks; monetary policy transmission; emerging market economies

Identifying Unconventional Monetary Policy Shocks,
Kiyotaka Nakashima, Masahiko Shibamoto and Koji Takahashi, from Research Institute for Economics & Business Administration, Kobe University (2017)
Keywords: Quantitative easing, Qualitative easing, Conventional monetary policy, Vector autoregressive model, News shock

Oil shocks and optimal monetary policy,
Carlos Montoro, from Bank for International Settlements (2010)
Keywords: optimal monetary policy, welfare, second order solution, oil price shocks, endogenous trade-off

Oil Shocks and Optimal Monetary Policy,
Carlos Montoro, from Banco Central de Reserva del Perú (2007)
Keywords: Optimal Monetary Policy, Welfare, Second Order Solution, Oil Price Shocks, Endogenous Trade-off.

Effects of unanticipated monetary policy shocks on monetary policy uncertainty,
Yoshito Funashima, in Finance Research Letters (2022)
Keywords: Unanticipated monetary policy shocks; Monetary policy uncertainty; Narrative approach; Smooth local projections;

Monetary Policy Shocks and Effectiveness of Channels of Transmission in Nigeria: A Dynamic Stochastic General Equilibrium Approach,
Anthony Akinlo and Olumuyiwa Apanisile, in Global Business Review (2019)
Keywords: Monetary policy shocks; DSGE; anticipated monetary policy; unanticipated monetary policy

Monetary Policy Shocks in the Russian Economy and Their Macroeconomic Effects,
Pestova, Anna A. (Пестова, Анна), Mamonov, Mikhail E. (Мамонов, Михаил) and Rostova, Natalia A. (Ростова, Наталья), in Ekonomicheskaya Politika / Economic Policy (2019)
Keywords: monetary policy, dynamic factor model (DFM), principal component analysis, structural identification, monetary policy shocks

Monetary-fiscal policies design and financial shocks in currency unions,
Salvatore Capasso and Pasquale Foresti, from London School of Economics and Political Science, LSE Library (2024)
Keywords: financial shocks; monetary union; monetary-fiscal policy; EMU

Monetary-fiscal policies design and financial shocks in currency unions,
Salvatore Capasso and Pasquale Foresti, in Economia Politica: Journal of Analytical and Institutional Economics (2024)
Keywords: Monetary union, Monetary-fiscal policy, EMU, Financial shocks

A Review of the Impact of External Shocks on Monetary Policy Effectiveness in Non-WAEMU Countries,
Sedegah Kordzo and Nicholas Odhiambo, in Studia Universitatis „Vasile Goldis” Arad – Economics Series (2021)
Keywords: external shocks, monetary policy, monetary aggregate targeting, non-WAEMU countries

The Timing of Monetary Policy Shocks,
Giovanni Olivei and Silvana Tenreyro, from Centre for Economic Performance, LSE (2006)
Keywords: monetary policy, wage contracts