相关参考文献
注意:仅列出部分参考文献,下载原文获取全部文献信息。Measuring the effects of federal reserve forward guidance and asset purchases on financial markets
Eric T. Swanson
JOURNAL OF MONETARY ECONOMICS (2021)
The Time-Varying Effect of Monetary Policy on Asset Prices
Pascal Paul
REVIEW OF ECONOMICS AND STATISTICS (2020)
Shifts in monetary policy and exchange rate dynamics: Is Dornbusch's overshooting hypothesis intact, after all?
Sebastian K. Rueth
JOURNAL OF INTERNATIONAL ECONOMICS (2020)
The puzzling effects of monetary policy in VARs: Invalid identification or missing information?
Mark Kerssenfischer
JOURNAL OF APPLIED ECONOMETRICS (2019)
Unconventional Monetary Policy and International Risk Premia
John H. Rogers et al.
JOURNAL OF MONEY CREDIT AND BANKING (2018)
IDENTIFICATION AND ESTIMATION OF DYNAMIC CAUSAL EFFECTS IN MACROECONOMICS USING EXTERNAL INSTRUMENTS
James H. Stock et al.
ECONOMIC JOURNAL (2018)
HIGH-FREQUENCY IDENTIFICATION OF MONETARY NON-NEUTRALITY: THE INFORMATION EFFECT
Emi Nakamura et al.
QUARTERLY JOURNAL OF ECONOMICS (2018)
Effects of monetary policy shocks on exchange rate in small open Economies
Soyoung Kim et al.
JOURNAL OF MACROECONOMICS (2018)
Delayed Overshooting: Is It an '80s Puzzle?
Seong-Hoon Kim et al.
JOURNAL OF POLITICAL ECONOMY (2017)
Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
Jing Cynthia Wu et al.
JOURNAL OF MONEY CREDIT AND BANKING (2016)
Credit Spreads and Business Cycle Fluctuations
Simon Gilchrist et al.
AMERICAN ECONOMIC REVIEW (2012)
The Fed and the Stock Market: An Identification Based on Intraday Futures Data
Stefania D'Amico et al.
JOURNAL OF BUSINESS & ECONOMIC STATISTICS (2011)
Monetary policy and exchange rate overshooting: Dornbusch was right after all
Hilde C. Bjornland
JOURNAL OF INTERNATIONAL ECONOMICS (2009)
New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates
Almuth Scholl et al.
JOURNAL OF INTERNATIONAL ECONOMICS (2008)
Time varying structural vector autoregressions and monetary policy
GE Primiceri
REVIEW OF ECONOMIC STUDIES (2005)
Identifying VARS based on high frequency futures data
J Faust et al.
JOURNAL OF MONETARY ECONOMICS (2004)
Monetary policy's role in exchange rate behavior
J Faust et al.
JOURNAL OF MONETARY ECONOMICS (2003)
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
B Candelon et al.
ECONOMICS LETTERS (2001)