create a website

Identifying sources of macroeconomic and exchange rate fluctuations in the UK. (2012). Mallick, Sushanta ; Cover, James.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:31:y:2012:i:6:p:1627-1648.

Full description at Econpapers || Download paper

Cited: 58

Citations received by this document

Cites: 55

References cited by this document

Cocites: 35

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Changes in central bank leadership and inflation dynamics. (2025). Qureshi, Irfan A ; Higgins, Richard C.
    In: Southern Economic Journal.
    RePEc:wly:soecon:v:91:y:2025:i:4:p:1440-1473.

    Full description at Econpapers || Download paper

  2. Asymmetric Shocks and the Role of Exchange Rate in Emerging Markets: Evidence from India. (2025). De, Kuhelika.
    In: Open Economies Review.
    RePEc:kap:openec:v:36:y:2025:i:2:d:10.1007_s11079-024-09773-6.

    Full description at Econpapers || Download paper

  3. The Monetary Model of Exchange Rate Determination for South Africa. (2024). Msomi, Simiso ; Ngalawa, Harold.
    In: Economies.
    RePEc:gam:jecomi:v:12:y:2024:i:8:p:206-:d:1458045.

    Full description at Econpapers || Download paper

  4. Disentangling demand and supply inflation shocks from electronic payments data. (2024). Hernndez-Romn, Luis G ; Eterovic, Nicols ; Carlomagno, Guillermo.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002281.

    Full description at Econpapers || Download paper

  5. Systematic monetary policy in a SVAR for Australia. (2023). Fisher, Lance A ; Huh, Hyeon-Seung.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003310.

    Full description at Econpapers || Download paper

  6. How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? Evidence from major currencies. (2023). Qi, Zikang ; Wang, Xinyu ; Huang, Jianglu.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003923.

    Full description at Econpapers || Download paper

  7. ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Aliyev, Shahriyar ; Koenda, Even.
    In: Review of International Economics.
    RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304.

    Full description at Econpapers || Download paper

  8. ECB monetary policy and commodity prices. (2022). Kočenda, Evžen ; Aliev, Shahriyar ; Koenda, Even.
    In: FFA Working Papers.
    RePEc:prg:jnlwps:v:4:y:2022:id:4.008.

    Full description at Econpapers || Download paper

  9. Does the Real Business Cycle Help Forecast the Financial Cycle?. (2022). JAWADI, Fredj ; Bigou, Stephanie ; ben Ameur, Hachmi ; Flageollet, Alexis.
    In: Computational Economics.
    RePEc:kap:compec:v:60:y:2022:i:4:d:10.1007_s10614-021-10193-8.

    Full description at Econpapers || Download paper

  10. Okuns law: Copula-based evidence from G7 countries. (2022). Stavrakoudis, Athanassios ; Benos, Nikos.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:84:y:2022:i:c:p:478-491.

    Full description at Econpapers || Download paper

  11. A history of aggregate demand and supply shocks for the United Kingdom, 1900 to 2016. (2022). Kohler, Karsten ; Calvert Jump, Robert.
    In: Explorations in Economic History.
    RePEc:eee:exehis:v:85:y:2022:i:c:s001449832200016x.

    Full description at Econpapers || Download paper

  12. Beyond the added-worker and the discouraged-worker effects: the entitled-worker effect. (2022). Martín-Román, Ángel ; Martin-Roman, Angel L.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:110:y:2022:i:c:s026499932200058x.

    Full description at Econpapers || Download paper

  13. Testing for the uncovered interest parity condition in a small open economy: A state space modelling approach. (2022). Nepal, Rabindra ; Jayanthakumaran, Kankesu ; Bhatta, Guna Raj ; Harvie, Charles.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:82:y:2022:i:c:s1049007822000811.

    Full description at Econpapers || Download paper

  14. Sectoral Okuns law and cross-country cyclical differences. (2021). Goto, Eiji ; Bürgi, Constantin ; Burgi, Constantin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:91-103.

    Full description at Econpapers || Download paper

  15. Beyond the added-worker and the discouraged-worker effects: the entitled-worker effect. (2020). Martín-Román, Ángel ; Martin-Roman, Angel L.
    In: GLO Discussion Paper Series.
    RePEc:zbw:glodps:707.

    Full description at Econpapers || Download paper

  16. Beyond the added-worker and the discouraged-worker effects: the entitled-worker effect. (2020). Martín-Román, Ángel ; Martin-Roman, Angel L.
    In: MPRA Paper.
    RePEc:pra:mprapa:103973.

    Full description at Econpapers || Download paper

  17. Okuns Law: Copula-based Evidence from G7 Countries. (2020). Stavrakoudis, Athanassios ; Benos, Nikos.
    In: MPRA Paper.
    RePEc:pra:mprapa:103318.

    Full description at Econpapers || Download paper

  18. A history of aggregate demand and supply shocks for the United Kingdom, 1900 to 2016. (2020). Kohler, Karsten ; Calvert Jump, Robert.
    In: Greenwich Papers in Political Economy.
    RePEc:gpe:wpaper:30959.

    Full description at Econpapers || Download paper

  19. Monetary policy efficiency and macroeconomic stability: Do financial openness and economic globalization matter?. (2020). de Mendonça, Helder ; Nascimento, Natalia Cunha ; de Mendona, Helder Ferreira.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302651.

    Full description at Econpapers || Download paper

  20. Trend inflation and macroeconomic stability in a small open economy. (2020). Dai, Wei ; Zhang, BO.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:91:y:2020:i:c:p:769-778.

    Full description at Econpapers || Download paper

  21. Liquidity shocks: A new solution to the forward premium puzzle. (2020). Kumar, Vikram.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:91:y:2020:i:c:p:445-454.

    Full description at Econpapers || Download paper

  22. Is the exchange rate a shock absorber or a source of shocks? Evidence from the U.S.. (2020). Sun, Wei ; De, Kuhelika.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:89:y:2020:i:c:p:1-9.

    Full description at Econpapers || Download paper

  23. Wage rigidities and unemployment fluctuations in a small open economy. (2020). Song, Jeongseok ; Rhee, Hyuk Jae.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:88:y:2020:i:c:p:244-262.

    Full description at Econpapers || Download paper

  24. The dynamic effects of monetary policy and government spending shocks on unemployment in the peripheral Euro area countries. (2020). ribba, antonio ; Dallari, Pietro.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:85:y:2020:i:c:p:218-232.

    Full description at Econpapers || Download paper

  25. Thai inflation dynamics: A view from disaggregated price data. (2020). Manopimoke, Pym ; Disyatat, Piti ; Apaitan, Tosapol.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:84:y:2020:i:c:p:117-134.

    Full description at Econpapers || Download paper

  26. Sectoral Okuns Law and Cross-Country Cyclical Differences. (2020). Goto, Eiji ; Bürgi, Constantin.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8101.

    Full description at Econpapers || Download paper

  27. Trade, Industrial Dissimilarity, FDI and Business Cycle Co-movements: EC3SLS Evidence from Eurozone Economies. (2019). Kunroo, Mohd Hussain.
    In: Margin: The Journal of Applied Economic Research.
    RePEc:sae:mareco:v:13:y:2019:i:3:p:327-359.

    Full description at Econpapers || Download paper

  28. The Dynamic Effects of Monetary Policy and Government Spending Shocks on Unemployment in the Peripheral Euro Area Countries. (2019). ribba, antonio ; Dallari, Pietro.
    In: Center for Economic Research (RECent).
    RePEc:mod:recent:141.

    Full description at Econpapers || Download paper

  29. The Dynamic Effects of Monetary Policy and Government Spending Shocks on Unemployment in the Peripheral Euro Area Countries. (2019). ribba, antonio ; Dallari, Pietro.
    In: Department of Economics.
    RePEc:mod:depeco:0143.

    Full description at Econpapers || Download paper

  30. The switching impact of financial stability and economic growth in Qatar: Evidence from an oil-rich country. (2019). Jarallah, Shaif ; Alsamara, Mouyad ; Mrabet, Zouhair ; Barkat, Karim.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:73:y:2019:i:c:p:205-216.

    Full description at Econpapers || Download paper

  31. The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC). (2019). Ogebe, Joseph O ; Adewuyi, Adeolu O.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:82:y:2019:i:c:p:229-249.

    Full description at Econpapers || Download paper

  32. Monetary policy volatility shocks in Brazil. (2019). Fasolo, Angelo.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:81:y:2019:i:c:p:348-360.

    Full description at Econpapers || Download paper

  33. Monetary and fiscal policy transmission in Poland. (2019). Sznajderska, Anna ; Haug, Alfred ; Jdrzejowicz, Tomasz.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:79:y:2019:i:c:p:15-27.

    Full description at Econpapers || Download paper

  34. Self-employment and the Okuns law. (2019). Porras, María ; Martín-Román, Ángel ; Porras-Arena, Sylvina M ; Martin-Roman, Angel L.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:77:y:2019:i:c:p:253-265.

    Full description at Econpapers || Download paper

  35. Does exchange rate depreciation have contractionary effects on firm-level investment?. (2018). Sousa, Ricardo ; Serena Garralda, Jose Maria.
    In: Working Papers.
    RePEc:stm:wpaper:26.

    Full description at Econpapers || Download paper

  36. Has Money Lost Its Relevance? Resolving the Exchange Rate Disconnect Puzzle. (2018). Ghosh, Taniya ; Bhadury, Soumya Suvra.
    In: MPRA Paper.
    RePEc:pra:mprapa:90627.

    Full description at Econpapers || Download paper

  37. The Impact of Compensation Growth on Inflation Rate and Unemployment. (2018). Costache, Bianca.
    In: Hyperion Economic Journal.
    RePEc:hyp:journl:v:6:y:2018:i:1:p:27-32.

    Full description at Econpapers || Download paper

  38. Financial factors and labor market fluctuations. (2018). Zhang, Yahong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:74:y:2018:i:c:p:24-44.

    Full description at Econpapers || Download paper

  39. Post-Brexit trade survival: Looking beyond the European Union. (2018). Shepotylo, Oleksandr ; Jackson, Karen.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:73:y:2018:i:c:p:317-328.

    Full description at Econpapers || Download paper

  40. Causes and consequences of oil price shocks on the UK economy. (2018). Pieroni, Luca ; Lorusso, Marco.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:72:y:2018:i:c:p:223-236.

    Full description at Econpapers || Download paper

  41. Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets. (2017). Simos, Theodore ; Kenourgios, Dimitris ; Dimitriou, Dimitrios.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:66:y:2017:i:c:p:112-120.

    Full description at Econpapers || Download paper

  42. Does exchange rate depreciation have contractionary effects on firm-level investment?. (2017). Sousa, Ricardo ; Serena Garralda, Jose Maria.
    In: BIS Working Papers.
    RePEc:bis:biswps:624.

    Full description at Econpapers || Download paper

  43. Modelling the business cycle of a small open economy: The Reserve Bank of New Zealands DSGE model. (2016). Theodoridis, Konstantinos ; Kamber, Gunes ; Sander, Nick ; McDonald, Chris.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:59:y:2016:i:c:p:546-569.

    Full description at Econpapers || Download paper

  44. New stylized facts on occupational employment and their implications: Evidence from consistent employment data. (2016). Yang, Hee-Seung ; Shim, Myungkyu.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:59:y:2016:i:c:p:402-415.

    Full description at Econpapers || Download paper

  45. Do stock market trading activities forecast recessions?. (2016). Chatterjee, Ujjal K.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:59:y:2016:i:c:p:370-386.

    Full description at Econpapers || Download paper

  46. Unemployment–inflation trade-offs in OECD countries. (2016). Bhattarai, Keshab.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:58:y:2016:i:c:p:93-103.

    Full description at Econpapers || Download paper

  47. Not all international monetary shocks are alike for the Japanese economy. (2016). Vespignani, Joaquin ; Ratti, Ronald.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pb:p:822-837.

    Full description at Econpapers || Download paper

  48. A multi-country DSGE model with incomplete exchange rate pass-through: An application for the Euro-area. (2016). Razafindrabe, Tovonony.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pa:p:78-100.

    Full description at Econpapers || Download paper

  49. Global food prices and monetary policy in an emerging market economy: The case of India. (2016). Mallick, Sushanta ; Holtemöller, Oliver ; Holtemoller, Oliver.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:46:y:2016:i:c:p:56-70.

    Full description at Econpapers || Download paper

  50. Global Food Prices and Business Cycle Dynamics in an Emerging Market Economy. (2015). Mallick, Sushanta ; Holtemöller, Oliver ; Holtemoller, Oliver.
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:iwh-15-15.

    Full description at Econpapers || Download paper

  51. US monetary policy and sectoral commodity prices. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:57:y:2015:i:c:p:61-85.

    Full description at Econpapers || Download paper

  52. Macroeconomic idiosyncrasies and European monetary unification: A sceptical long run view. (2015). Pentecôte, Jean-Sébastien ; BINET, Marie-Estelle ; Pentecote, Jean-Sebastien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:51:y:2015:i:c:p:412-423.

    Full description at Econpapers || Download paper

  53. Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?. (2014). Wong, Benjamin ; Wiriyawit, Varang .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-46.

    Full description at Econpapers || Download paper

  54. Exploring the effects of financial and fiscal vulnerabilities on G7 economies: Evidence from SVAR analysis. (2014). Tsopanakis, Andreas ; Magkonis, Georgios.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:32:y:2014:i:c:p:343-367.

    Full description at Econpapers || Download paper

  55. The sovereign spread in Asian emerging economies: The significance of external versus internal factors. (2014). Wang, Zilong ; Banerji, Sanjay ; Ventouri, Alexia.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:36:y:2014:i:c:p:566-576.

    Full description at Econpapers || Download paper

  56. Modelling the Behaviour of Unemployment Rates in the US over Time and across Space. (2013). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark.
    In: Working Paper series.
    RePEc:rim:rimwps:39_13.

    Full description at Econpapers || Download paper

  57. Modelling the behaviour of unemployment rates in the US over time and across space. (2013). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1315.

    Full description at Econpapers || Download paper

  58. Modelling the behaviour of unemployment rates in the US over time and across space. (2013). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:22:p:5711-5722.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adam, C. ; Cobham, D. ; Girardin, E. Monetary frameworks and institutional constraints: UK monetary policy reaction functions, 1985–2003. 2005 Oxford Bulletin of Economics and Statistics. 67 497-516

  2. Allsopp, C. ; Kara, A. ; Nelson, E. U.K. Inflation targeting and the exchange rate. 2006 The Economic Journal. 116 F232-F244

  3. Bank of England, The transmission mechanism of monetary policy. 1999 Quarterly Bulletin. 39 1-12
    Paper not yet in RePEc: Add citation now
  4. Batini, N. ; Jackson, B. ; Nickell, S. An open-economy new Keynesian Phillips curve for the U.K.. 2005 Journal of Monetary Economics. 52 1061-1071

  5. Bernanke, B.S. ; Mihov, I. Measuring monetary policy. 1998 The Quarterly Journal of Economics. 113 869-902

  6. Bjørnland, H.C. Monetary policy and exchange rate interactions in a small open economy. 2008 The Scandinavian Journal of Economics. 110 197-221

  7. Bjørnland, H.C. Monetary policy and exchange rate overshooting: Dornbusch was right after all. 2009 Journal of International Economics. 79 64-77

  8. Blackburn, K. ; Ravn, M.O. Business cycles in the UK: facts and fictions. 1992 Economica. 59 383-402

  9. Blanchard, O.J. ; Quah, D. The dynamic effects of aggregate demand and supply disturbances. 1989 American Economic Review. 79 655-673

  10. Choudhri, E.U. ; Faruqee, H. ; Hakura, D.S. Explaining the exchange rate pass-through in different prices. 2005 Journal of International Economics. 65 349-374

  11. Christiano, L.J. ; Eichenbaum, M. ; Evans, C.L. Monetary policy shocks: what have we learned and to what end?. 1999 En : . Elsevier: , Amsterdam

  12. Clarida, R. ; Gali, J. ; Gertler, M. The Science of monetary policy: a new Keynesian perspective. 1999 Journal of Economic Literature. 37 1661-1707

  13. Cover, J.P. ; Enders, W. ; Hueng, C.J. Using the aggregate demand-aggregate supply model to identify structural demand-side and supply-side shocks: results using a bivariate VAR. 2006 Journal of Money, Credit and Banking. 38 777-790

  14. Cushman, D.O. ; Zha, T. Identifying monetary policy in a small open economy under flexible exchange rates. 1997 Journal of Monetary Economics. 39 433-448

  15. Del Negro, M. ; Schorfheide, F. Monetary policy analysis with potentially misspecified models. 2009 American Economic Review. 99 1415-1450

  16. Dornbusch, R. Expectations and exchange rate dynamics. 1976 Journal of Political Economy. 84 1161-1176

  17. Dupaigne, M. ; Feve, P. Technology shocks around the world. 2009 Review of Economic Dynamics. 12 592-607

  18. Elliott, G. ; Rothenberg, T.J. ; Stock, J.H. Efficient tests for an autoregressive unit root. 1996 Econometrica. 64 813-836

  19. Enders, W. ; Hurn, S. Identifying aggregate demand and supply shocks in a small open economy. 2007 Oxford Economic Papers. 59 411-429

  20. Engel, C. Pass-Through, exchange rates, and monetary policy. 2009 Journal of Money, Credit and Banking. 41 177-185

  21. Espinosa-Vega, M.A. How powerful is monetary policy in the long run?. 1998 Federal Reserve Bank of Atlanta Economic Review Third Quarter. 12-31

  22. Faust, J. ; Rogers, J.H. Monetary policy's role in exchange rate behaviour. 2003 Journal of Monetary Economics. 50 1403-1424

  23. Friedman, B.M. ; Kuttner, K.N. Money, income, prices and interest rates. 1992 American Economic Review. 82 472-492

  24. Gagnon, J.E. ; Ihrig, J. Monetary policy and exchange rate pass-through. 2004 International Journal of Finance & Economics. 9 315-338

  25. Gali, J. How well does the IS-LM model fit postwar U.S. data?. 1992 Quarterly Journal of Economics. 107 709-738

  26. Gali, J. Technology, employment, and the business cycle: do technology shocks explain aggregate fluctuations?. 1999 The American Economic Review. 89 249-271

  27. Garratt, A. ; Lee, K. ; Pesaran, M.H. ; Shin, Y. A long run structural macroeconometric model of the UK. 2003 The Economic Journal. 113 412-455

  28. Goodhart, C. Whatever became of the monetary aggregates?. 2007 National Institute Economic Review. 200 56-61
    Paper not yet in RePEc: Add citation now
  29. Goodhart, C.A.E. ; McMahon, P.C. ; Ngama, Y.L.w. Does the forward premium/discount help to predict the future change in the exchange rate?. 1992 Scottish Journal of Political Economy. 39 129-140

  30. Holland, A. ; Scott, A. The determinants of UK business cycles. 1998 The Economic Journal. 108 1067-1092

  31. Ireland, P.N. A new Keynesian perspective on the great recession. 2011 Journal of Money, Credit and Banking. 43 31-54

  32. Ireland, P.N. Technology shocks in the new Keynesian model. 2004 Review of Economics and Statistics. 86 923-936

  33. Jenkins, M. ; Tsoukis, C. Nominal inertia and shock persistence in UK business cycles. 2000 Applied Economics. 32 901-907

  34. Kim, S. Do monetary policy shocks matter in the G-7 countries? Using common identifying assumptions about monetary policy across countries. 1999 Journal of International Economics. 48 387-412

  35. Kim, S. ; Roubini, N. Exchange rate anomalies in the industrial countries: a solution with a structural VAR approach. 2000 Journal of Monetary Economics. 45 561-586

  36. King, M. Changes in UK monetary policy: rules and discretion in practice. 1997 Journal of Monetary Economics. 39 81-97

  37. Leeper, E.M. ; Roush, J.E. Putting "M" back in monetary policy. 2003 Journal of Money, Credit and Banking. 35 1217-1256

  38. Leeper, E.M. ; Sims, C.A. ; Zha, T. ; Hall, R.E. ; Bernanke, B.S. What does monetary policy do?. 1996 Brookings Papers on Economic Activity. 1996 1-78

  39. Lubik, T.A. ; Schorfheide, F. Do central banks respond to exchange rate movements? A structural investigation. 2007 Journal of Monetary Economics. 54 1069-1087

  40. Lucas, R. Econometric policy evaluation: a critique. 1976 En : Brunner, K. ; Meltzer, A. The Phillips Curve and Labor Markets, Carnegie-Rochester Conference Series on Public Policy 1. American Elsevier: New York

  41. Mountford, A. Leaning into the wind: a structural VAR investigation of UK monetary policy. 2005 Oxford Bulletin of Economics and Statistics. 67 597-621

  42. Nelson, E. An overhaul of doctrine: the underpinning of UK inflation targeting. 2009 The Economic Journal. 119 F333-F368

  43. Nelson, E. The future of monetary aggregates in monetary policy analysis. 2003 Journal of Monetary Economics. 50 1029-1059

  44. Nelson, E. ; Nikolov, K. UK inflation in the 1970s and 1980s: the role of output gap mismeasurement. 2003 Journal of Economics and Business. 55 353-370

  45. Osborn, D.R. ; Sensier, M. UK inflation: persistence, seasonality and monetary policy. 2009 Scottish Journal of Political Economy. 56 24-44

  46. Peersman, G. The relative importance of symmetric and asymmetric shocks: the case of United Kingdom and Euro area. 2011 Oxford Bulletin of Economics and Statistics. 73 104-118

  47. Poole, W. Optimal choice of monetary policy instruments in a simple stochastic macro model. 1970 Quarterly Journal of Economics. 84 197-216

  48. Romer, D. Advanced Macroeconomics. 2006 McGraw–Hill Irwin: , New York
    Paper not yet in RePEc: Add citation now
  49. Romer, D. ; Romer, C.D. Federal reserve information and the behavior of interest rates. 2000 American Economic Review. 90 429-457

  50. Shambaugh, J. A new look at pass-through. 2008 Journal of International Money and Finance. 27 560-591

  51. Stock, J.H. ; Watson, M.W. Vector autoregressions. 2001 Journal of Economic Perspectives. 15 145-156

  52. Svensson, L. Open-economy inflation targeting. 2000 Journal of International Economics. 50 155-184

  53. Turner, P.M. A structural vector autoregression model of the UK business cycle. 1993 Scottish Journal of Political Economy. 40 143-164

  54. Uhlig, H. What are the effects of monetary policy on output? Results from an agnostic identification procedure. 2005 Journal of Monetary Economics. 52 381-419

  55. Zettelmeyer, J. The impact of monetary policy on the exchange rate: evidence from three small open economies. 2004 Journal of Monetary Economics. 51 635-652

Cocites

Documents in RePEc which have cited the same bibliography

  1. Dating Structural Changes in UK Monetary Policy. (2021). Vincenzo, De Lipsis.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:21:y:2021:i:2:p:509-539:n:7.

    Full description at Econpapers || Download paper

  2. Politics and the UKs monetary policy. (2020). Chen, Shiu-Sheng ; Wang, Poyuan ; Chang, Fangshuo.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:67:y:2020:i:5:p:486-522.

    Full description at Econpapers || Download paper

  3. Globalization and monetary policy rule in West African Monetary Zone: A generalized method of moment approach. (2018). Eregha, Perekunah ; Egwaikhide, Festus O.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0337.

    Full description at Econpapers || Download paper

  4. U.K. Monetary Policy under Inflation Targeting. (2017). Nguyen, Anh ; Minh, Anh Dinh.
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:41.

    Full description at Econpapers || Download paper

  5. Chinas evolving monetary policy rule: from inflation-accommodating to anti-inflation policy. (2017). Ma, Guonan ; girardin, eric ; Lunven, Sandrine .
    In: BIS Working Papers.
    RePEc:bis:biswps:641.

    Full description at Econpapers || Download paper

  6. An Augmented Taylor rule for India’s Monetary Policy: Does Governor Regime Matters?. (2016). Sethi, Dinabandhu ; Bhuyan, Biswabhusan.
    In: MPRA Paper.
    RePEc:pra:mprapa:75287.

    Full description at Econpapers || Download paper

  7. Power‐Sharing in Monetary Policy Committees: Evidence from the United Kingdom and Sweden. (2014). Chappell, Henry ; VERMILYEA, TODD A. ; McGregor, Rob Roy.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:46:y:2014:i:4:p:665-692.

    Full description at Econpapers || Download paper

  8. HOW DOES MONETARY POLICY CHANGE? EVIDENCE ON INFLATION-TARGETING COUNTRIES. (2014). Vašíček, Bořek ; Horvath, Roman ; Baxa, Jaromir ; Vaiek, Boek.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:18:y:2014:i:03:p:593-630_00.

    Full description at Econpapers || Download paper

  9. Inflation and Chinas monetary policy reaction function: 2002-2013. (2014). Lunven, Sandrine ; Ma, Guonan ; Girardin, Eric.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:77-14.

    Full description at Econpapers || Download paper

  10. Monetary policy under the Labour government: the first 13 years of the MPC. (2013). Cobham, David.
    In: Oxford Review of Economic Policy.
    RePEc:oup:oxford:v:29:y:2013:i:1:p:47-70.

    Full description at Econpapers || Download paper

  11. Monetary policy under the Labour government 1997- 2010: the first 13 years of the MPC. (2013). Cobham, David ; David, Cobham .
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:458.

    Full description at Econpapers || Download paper

  12. Time Horizons and Smoothing in the Bank of Englands Reaction Function: The Contrast Between the Standard GMM and Ex Ante Forecast Approaches. (2013). Cobham, David ; Kang, Yue.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:75:y:2013:i:5:p:662-679.

    Full description at Econpapers || Download paper

  13. Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis Using Model Averaging Methods. (2013). Shields, Kalvinder ; Lee, Kevin ; Olekalns, Nilss.
    In: Manchester School.
    RePEc:bla:manchs:v:81:y:2013:i::p:28-53.

    Full description at Econpapers || Download paper

  14. Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis using Model Averaging Methods. (2012). Shields, Kalvinder ; Lee, Kevin ; Olekalns, Nilss.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:1138.

    Full description at Econpapers || Download paper

  15. Identifying sources of macroeconomic and exchange rate fluctuations in the UK. (2012). Mallick, Sushanta ; Cover, James.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:6:p:1627-1648.

    Full description at Econpapers || Download paper

  16. Inflation Forecast-Based Rule for Inflation Targeting: Case of Some Selected MENA Countries. (2011). ben Hadj, Houda.
    In: Working Papers.
    RePEc:erg:wpaper:628.

    Full description at Econpapers || Download paper

  17. How Does Monetary Policy Change? Evidence on Inflation Targeting Countries. (2010). Vašíček, Bořek ; Horvath, Roman ; Baxa, Jaromir.
    In: Working Papers.
    RePEc:uab:wprdea:wpdea1007.

    Full description at Econpapers || Download paper

  18. The Impact of Exchange Rate Regime on Interest Rates in Latin America. (2010). Duburcq, Caroline .
    In: Latin American Journal of Economics-formerly Cuadernos de Economía.
    RePEc:ioe:cuadec:v:47:y:2010:i:135:p:91-124.

    Full description at Econpapers || Download paper

  19. How Does Monetary Policy Change? Evidence on Inflation Targeting Countries. (2010). Vašíček, Bořek ; Horvath, Roman ; Baxa, Jaromir ; Vaiek, Boek.
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2010_26.

    Full description at Econpapers || Download paper

  20. In or out? The welfare costs of EMU membership. (2010). Lopes, Alexandra ; Ferreira-Lopes, Alexandra.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:2:p:585-594.

    Full description at Econpapers || Download paper

  21. Domestic and external factors in interest rate determination: the minor role of the exchange rate regime. (2010). Girardin, Eric ; Duburcq, Caroline .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:30:y:2010:i:1:p:624-635.

    Full description at Econpapers || Download paper

  22. Domestic and external factors in interest rate determination: the minor role of the exchange rate regime. (2010). girardin, eric ; Duburcq, Caroline .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00633.

    Full description at Econpapers || Download paper

  23. How Does Monetary Policy Change? Evidence on Inflation Targeting Countries. (2010). Vašíček, Bořek ; Horvath, Roman ; Baxa, Jaromir.
    In: Working Papers.
    RePEc:cnb:wpaper:2010/02.

    Full description at Econpapers || Download paper

  24. THE COMPLEX RESPONSE OF MONETARY POLICY TO THE EXCHANGE RATE. (2010). Milas, Costas ; Martin, Christopher ; Kharel, Ram Sharan .
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:57:y:2010:i:1:p:103-117.

    Full description at Econpapers || Download paper

  25. Monetary policy rules in theory and in practice: evidence from the UK and the US. (2009). Paez-Farrell, Juan.
    In: Applied Economics.
    RePEc:taf:applec:v:41:y:2009:i:16:p:2037-2046.

    Full description at Econpapers || Download paper

  26. USING REAL-TIME OUTPUT GAPS TO EXAMINE PAST AND FUTURE POLICY CHOICES. (2009). Cobham, David ; Adam, Christopher.
    In: National Institute Economic Review.
    RePEc:sae:niesru:v:210:y:2009:i:1:p:98-110.

    Full description at Econpapers || Download paper

  27. The time-varying policy neutral rate in real-time: A predictor for future inflation?. (2009). Horvath, Roman.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:1:p:71-81.

    Full description at Econpapers || Download paper

  28. The Complex Response of Monetary Policy to the Exchange Rate. (2007). Milas, Costas ; Martin, Christopher ; Kharel, Ram Sharan .
    In: Working Paper series.
    RePEc:rim:rimwps:37_07.

    Full description at Econpapers || Download paper

  29. The Complex Response of Monetary Policy to the Exchange Rate. (2007). Kharel, Ram Sharan .
    In: Working Paper series.
    RePEc:rim:rimwps:37-07.

    Full description at Econpapers || Download paper

  30. Monetary Policy and the Hybrid Phillips Curve. (2007). Milas, Costas ; Martin, Christopher.
    In: Working Paper series.
    RePEc:rim:rimwps:36_07.

    Full description at Econpapers || Download paper

  31. Monetary Policy and the Hybrid Phillips Curve. (2007). .
    In: Working Paper series.
    RePEc:rim:rimwps:36-07.

    Full description at Econpapers || Download paper

  32. Does the choice of interest rate data matter for the results of tests of the expectations hypothesis - some results for the UK. (2007). Nielsen, Christian Mose.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:132.

    Full description at Econpapers || Download paper

  33. Estimating Time-Varying Policy Neutral Rate in Real Time. (2007). Horvath, Roman.
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2007_01.

    Full description at Econpapers || Download paper

  34. Real-time output gaps in the estimation of Taylor rules: A red herring?. (2005). Cobham, David ; Adam, Christopher.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:42.

    Full description at Econpapers || Download paper

  35. Real-time output gaps in the estimation of Taylor rules: A red herring?. (2004). Cobham, David ; Adam, Christopher.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:218.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-06 01:41:44 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.