Common macroeconomic shocks and business cycle fluctuations in Euro area countries
Tài liệu tham khảo
Artis, 2004, Issues in money demand. The case of Europe, Journal of Common Market Studies, 42, 717, 10.1111/j.0021-9886.2004.00526.x
Barigozzi, 2014, Do Euro area countries respond asymmetrically to the common monetary policy?, Oxford Bulletin of Economics and Statistics, 76, 693, 10.1111/obes.12038
Belke, 2014, The credibility of monetary policy announcements: Empirical evidence for OECD countries since the 1960s, International Review of Economics and Finance, 33, 217, 10.1016/j.iref.2014.05.005
Belke, 2007, On the endogeneity of an exogenous OCA-criterion: Specialization and the correlation of regional business cycles in Europe, Empirica, 34, 15, 10.1007/s10663-006-9017-9
Berg, 2012, Did monetary or technology shocks move Euro area stock prices?, Empirical Economics, 43, 693, 10.1007/s00181-011-0497-5
Bernanke, 1998, Measuring the monetary policy, Quarterly Journal of Economics, 113, 869, 10.1162/003355398555775
Canova, 2007
Canova, 2002, Monetary disturbances matter for business fluctuations in the G-7, Journal of Monetary Economics, 49, 1131, 10.1016/S0304-3932(02)00145-9
Carlino, 1998, The differential regional effects of monetary policy, Review of Economics and Statistics, 80, 572, 10.1162/003465398557843
Catte, 2011, The role of macroeconomic policies in the global crisis, Journal of Policy Modeling, 33, 787, 10.1016/j.jpolmod.2011.06.001
Cavallo, 2014, Euro area inflation as a predictor of national inflation rates, Journal of Policy Modeling, 36, 1048, 10.1016/j.jpolmod.2014.09.004
Cecioni, 2011
Christiano, 1999, Monetary policy shocks: What have we learned and to what end?, 65, 10.1016/S1574-0048(99)01005-8
de Haan, 2010, Inflation differentials in the Euro area: A survey
Dedola, 2005, The monetary transmission mechanism: Evidence from the industries of 5 OECD countries, European Economic Review, 49, 1543, 10.1016/j.euroecorev.2003.11.006
Doan, 2010, 60201
Dreger, 2010, Investigating M3 money demand in the Euro area, Journal of International Money and Finance, 29, 111, 10.1016/j.jimonfin.2009.02.002
Eichenbaum, 1995, Some empirical evidence of shocks to monetary policy on exchange rates, Quarterly Journal of Economics, 110, 975, 10.2307/2946646
Faust, 1998, The robustness of identified VAR conclusions about money, Carnegie-Rochester Conference Series on Public Policy, 49, 207, 10.1016/S0167-2231(99)00009-3
Georgiadis, 2014, Towards an explanation of cross-country asymmetries in monetary transmission, Journal of Macroeconomics, 39, 66, 10.1016/j.jmacro.2013.10.003
Gerlach, 2003, Money and inflation in the Euro area: A case for monetary indicators?, Journal of Monetary Economics, 50, 1649, 10.1016/j.jmoneco.2003.02.002
Grilli, 1996, Liquidity models in open economies: Theory and empirical evidence, European Economic Review, 40, 847, 10.1016/0014-2921(95)00096-8
Hayo, 2013, Behind closed doors: Revealing the ECBs decision rule, Journal of International Money and Finance, 37, 135, 10.1016/j.jimonfin.2013.06.005
Honohan, 2003, Divergent inflation rates in EMU, Economic Policy, 18, 357, 10.1111/1468-0327.00110_1
Martin, 2013, Price dispersion and the Euro: Micro heterogeneity and macro implications, International Review of Economics and Finance, 26, 70, 10.1016/j.iref.2012.08.009
Mihov, 2001, Monetary implementation and transmission in the European Monetary Union, Economic Policy, 33, 369
Peersman, 2004, The transmission of monetary policy in the Euro area: Are the effects different across countries?, Oxford Bulletin of Economics and Statistics, 66, 285, 10.1111/j.1468-0084.2004.00080.x
Peersman, 2001, The Monetary Transmission Mechanism in the Euro Area: More Evidence from VAR Analysis
Rafiq, 2008, The Effect of Monetary Policy on Output in EMU3. A Sign Restriction Approach, Journal of Macroeconomics, 30, 1756, 10.1016/j.jmacro.2007.12.003
Ribba, 2012, The Federal Funds Rate and the Conduction of the International Orchestra, Economics Bulletin, 32, 2983
Scholl, 2008, New Evidence on the Puzzles: Results from Agnostic Identification on Monetary Policy and Exchange Rates, Journal of International Economics, 76, 1, 10.1016/j.jinteco.2008.02.005
Scotti, 2011, A Bivariate Model of Federal Reserve and ECB Main Policy Rates, International Journal of Central Banking, 7, 37
Sims, 1980, Macroeconomics and Reality, Econometrica, 48, 1, 10.2307/1912017
Sims, 1999, Error Bands for Impulse Responses, Econometrica, 67, 1113, 10.1111/1468-0262.00071
Taylor, 1999, A Historical Analysis of Monetary Policy Rules
Uhlig, 2005, What Are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure, Journal of Monetary Economics, 52, 381, 10.1016/j.jmoneco.2004.05.007
Walters, 1988, A Critical View of the EMS, Cato Journal, 8, 503
Weber, 2011, Changes in Euro Area Monetary Transmission?, Applied Financial Economics, 21, 131, 10.1080/09603107.2010.526580
Zellner, 1962, An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests of Aggregation Bias, Journal of the American Statistical Association, 57, 500, 10.1080/01621459.1962.10480664