Aginta, H. ; Someya, M. Regional economic structure and heterogeneous effects of monetary policy: Evidence from indonesian provinces. 2022 Journal Economic Structures. 11 1-25
- Alessi, L. ; Barigozzi, M. ; Capasso, M. Improving penalization when determining the number of factors in approximate static factor models. 2010 Statist. Probab. Lett.. 80 1806-1813
Paper not yet in RePEc: Add citation now
Auer, R., C. Borio and A. Filardo, 2017, “The Globalisation of Inflation: The Growing Importance of Global Value Chains”, BIS Working Paper No. 602, Bank for International Settlements.
Bai, J. ; Ng, S. Determining the number of primitive shocks in factor models. 2007 J. Bus. Econ. Stat.. 25 52-60
Batharai, S. ; Neely, C.J. An analysis of the international literature om unconventional monetary policy. 2022 J. Econ. Lit.. 60 527-597
- Bems, R. ; Caselli, F. ; Grigoli, F. ; Gruss, B. ; Lian, W. “Expectations’ Anchoring and Inflation Persistence”, WP/18/280. 2018 International Monetary Fund:
Paper not yet in RePEc: Add citation now
- Bernanke, B. “Monetary policy in a new era”, conference on rethinking macroeconomic policy. 2017 Peterson Institute: Washington DC
Paper not yet in RePEc: Add citation now
- Boeckx, J. ; Doosche, M. ; Peersman, G. Effectiveness and transmission of the ECB’s balance sheet policies. 2017 Int. J. Cent. Bank.. 13 297-333
Paper not yet in RePEc: Add citation now
Boivin, J., M. T. Kiley, and F. S. Mishkin, 2010, “How Has the Monetary Transmission Mechanism Evolved Over Time?” NBER Working Paper No. 15879.
Braüning, F. and V. Sheremirov, 2021, “The Transmission Mechanisms of International Business Cycles: Output Spillovers trough Trade and Financial Linkages”, working paper.
Bruno, V. ; Shin, H.S. Capital flows and the risk-taking channel of monetary policy. 2015 J. Monet. Econ.. 71 19-32
- Cavacas, I.B. ; Meurer, R. International monetary policy spillovers: Linkages between U.S. and South America Yield Curves. 2021 Int. Rev. Econ. Financ.. 76 737-754
Paper not yet in RePEc: Add citation now
Chen, K., M. Kolasa, J. Linde, H. Wang, P. Zabczyk and J. Zhou, 2023, “An Estimated DSGE Model for Integrated Policy Analysis”, International Monetary Fund, Working Paper WP/23/135.
Chinn, M.D.H. ; Ito, What matters for financial development? capital controls, institutions, and interactions. 2006 J. Dev. Econ.. 81 163-192
- Ciccarelli, M. and B. Mojon, 2005, “Global Inflation”, Working Paper Series No. 537, European Central Bank.
Paper not yet in RePEc: Add citation now
- Corbae, D. ; Ouliairs, S. Extracting cycles from nonstationary data. 2006 En : Corbae, D. ; Durlauf, S. ; Hansen, B. Econometric theory and practice: Frontiers of analysis and applied research. Cambridge University Press: New York
Paper not yet in RePEc: Add citation now
- Curcuru, S. E., S. V. Kamin, C. Li and M. Rodriguez, “International Spillovers of Monetary Policy: Conventional Policy vs. Quantitative Easing”, International Finance Discussion Papers No. 1234, Board of Governors of the Federal Reserve System.
Paper not yet in RePEc: Add citation now
Damjanovic, M. ; Masten, I. Shadow rate and monetary policy in the euro area. 2016 Empirica. 43 279-298
Dedola, L. ; Rivolta, G. ; Stracca, L. If the fed sneezes, who catches a cold?. 2017 J. Int. Econ.. 108 523-541
- Degasperi, R., S. S. Hong and G. Ricco, 2021, “The Global Transmission of U.S. Monetary Policy”, Working Paper.
Paper not yet in RePEc: Add citation now
Evgenidis, A. ; Philippas, D. ; Siriapoulos, C. heterogeneous effects in the international transmission of U.S. Monetary Policy: A Factor-augmented VAR perspective. 2019 Empir. Econ.. 56 1549-1579
- Faia, E. and S. Karau, 2018, “Banks’ Systemic Risk and Monetary Policy”, Working Paper.
Paper not yet in RePEc: Add citation now
Feldkircher, M. ; Huber, F. The International Transmission of US Shocks-Evidence from Bayesian Global Vector Autoregressions. 2016 Eur. Econ. Rev.. 81 167-188
- Fleming, J. M., 1962, “Domestic Financial Policies Under Fixed and Under Flexible Exchange Rates”, Staff Papers 9(3), 369-380, International Monetary Fund.
Paper not yet in RePEc: Add citation now
Forbes, K.J. Inflation dynamics: Dead, dormant or determined abroad?. 2019 Brook. Pap. Econ. Act.. 257-338
- Forni, M. ; Gambetti, L. The dynamic effects of monetary policy: A structural factor model approach. 2010 J. Monet. Econ.. 57 203-216
Paper not yet in RePEc: Add citation now
Forni, M. ; Giannone, D. ; Lippi, M. ; Reichlin, L. Opening the black box: Structural factor models with large cross sections. 2009 Economet. Theor.. 25 1319-1347
Forni, M. ; Hallin, M. ; Lippi, M. ; Reichlin, L. The generalized dynamic factor model: One-sided estimation and forecasting. 2005 J. Am. Stat. Assoc.. 100 830-840
- Georgiadis, G. and M. Jarociński, 2022, “Global Implications of Multi-dimensional US Monetary Policy Normalization”, working paper.
Paper not yet in RePEc: Add citation now
Hallin, M. ; Liska, R. Determining the number of factors in the generalized dynamic factor model. 2007 J. Am. Stat. Assoc.. 102 603-617
Heijdra, B.J. Foundations of modern macroeconomics. 2017 Oxford University Press:
- Iacovello, M. ; Navarro, G. Foreign effects of higher U.S. Interest rates. 2019 J. Int. Money Financ.. 95 232-250
Paper not yet in RePEc: Add citation now
Ilzetzki, E. ; Jin, K. The puzzling change in the international transmission of U.S. macroeconomic policy shocks. 2021 J. Int. Econ.. 130 -
Jin, X. ; Nadal De Simone, F. Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis. 2020 J. Financ. Stab.. 49 1-22
Jordà, O., M. Schularick, A. M. Taylor and F. Ward, 2018, “Global Financial Cycles and Risk Premiums”, Working Paper 24677, National Bureau of Economic Research.
Kabundi, A. ; Nadal De Simone, F. Euro area banking and monetary policy shocks in the QE era. 2022 J. Financ. Stab.. 63 -
Kabundi, A. ; Poon, A. ; Wu, P. A time-varying phillips curve with global factors: Are global factors important?. 2023 Econ. Model.. 126 -
Kamber, G. ; Wong, B. Global factors and trend inflation. 2020 J. Int. Econ.. 122 -
- Kearns, J., A. Schrimpf and F. D. Xia, 2022, “Explaining Monetary Spillovers: The Matrix Reloaded”, Journal of Money, Credit and Banking, forthcoming.
Paper not yet in RePEc: Add citation now
- Koopmans, L.H. The spectral analysis of time series, academic press, new york. united states and europe. 1974 J. Financ. Stab.. 39 1-17
Paper not yet in RePEc: Add citation now
Kose, M.A. ; Prasad, E.S. ; Terrones, M.E. How does globalization affect the synchronization of business cycles?. 2003 International Monetary Fund:
Krippner, L. A comment on wu and xia (2016) from a macroeconomic perspective. 2017 The Australian National University:
Liu, D. ; Jansen, D.W. The effects of monetary policy using structural factor analysis. 2013 Empir. Econ.. 45 2511-2526
- Miranda-Aggripino, S. ; Rey, H. U.S. Monetary policy and the global financial cycle. 2020 Rev. Econ. Stud.. 87 2754-2776
Paper not yet in RePEc: Add citation now
Miranda-Agrippino, S. ; Ricco, G. The transmission of monetary policy shocks. 2021 Am. Econ. J. Macroecon.. 13 74-107
Miranda-Pinto, J. ; Pescatori, A. ; Prifti, E. ; Verduzco-Bustos, G. Monetary policy transmission through commodity prices. 2023 International Monetary Fund:
Moder, I. Spillovers from the ECB's non-standard monetary policy measures on Southeastern Europe. 2019 Int. J. Cent. Bank.. 15 127-163
Mundell, R., 1962, “The Appropriate Use of Monetary and Fiscal Policy for Internal and External Stability”, Staff Papers 9(1), 70-79, International Monetary Fund.
Nadal De Simone, F. Inflation targeting in a small open economy: The behaviour of price variables. 2001 N. Z. Econ. Pap.. 35 101-142
Nadal De Simone, F. ; Tongzon, J. Is there a business cycle in singapore? is there a singaporean business cycle?. 1997 Atl. Econ. J.. 25 60-79
- Nadal De Simone, F., 2005, “Recent French Inflation Behavior: Is it Any Different from the Euro Area’s?”, Selected Issues, France, International Monetary Fund.
Paper not yet in RePEc: Add citation now
Neely, C.J. ; Rapach, D.E. ; Tu, J. ; Zhou, G. Forecasting the equity risk premium: The role of technical indicators. 2014 Manag. Sci.. 60 1772-1791
Obstfeld, M. Global dimensions of U.S. monetary policy. 2020 Int. J. Cent. Bank.. February 73-132
Obstfeld, M. ; Rogoff, K. Exchange rate dynamics redux. 1995 J. Polit. Econ.. 103 624-660
Onatski, A. Determining the number of factors from empirical distribution of eigenvalues. 2010 Rev. Econ. Stat.. 92 1004-1016
Onatski, A. Testing hypotheses about the number of factors in large factor models. 2009 Econometrica. 77 1447-1479
Peersman, G. Macroeconomic effects of unconventional monetary policy in the euro area. 2011 European Central Bank:
Pellényi, G. The sectoral effects of monetary policy in hungary: A structural factor analysis. 2012 Magyar Nemzeti Bank:
- Reis, C., (2022), “The Burst of High Inflation in 2021-2022: How and Why did We Get There?, BIS Working Papers No. 1060, Bank for International Settlements.
Paper not yet in RePEc: Add citation now
Rey, H. International channels of transmission of monetary policy and the mundellian trilemma. 2016 IMF Economic Review. 64 1055-1084
- Rey, H., 2013, “Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence“, Economic Policy Symposium, Federal Reserve Bank of Kansas City.
Paper not yet in RePEc: Add citation now
Stock, J.H. ; Watson, M.W. Implications of dynamic factor models for VAR analysis. 2005 National Bureau of Economic Research:
Szafranek, K. Evidence on time-varying inflation synchronization. 2021 Econ. Model.. 94 1-13
Tziakas, I. ; Zhang, H. On the direction of causality between business and financial cycles. 2023 Journal of Risk and Financial Management. 16 430-
Wu, J.C. ; Xia, F.D. Measuring the macroeconomic impact of monetary policy at the zero lower band. 2016 J. Money Credit Bank.. 48 253-291
Younis, H. ; Alshairi, M. ; Younes, H. ; Sundarakani, B. The impact of COVID-19 on supply chains: Systematic review and future research directions. 2023 Operational Research. 23-48