1. Estimation of Markov regime-switching regression models with endogenous switching. (2008). Startz, Richard ; Piger, Jeremy ; Kim, Chang-Jin.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:143:y:2008:i:2:p:263-273.

   Full description at Econpapers || Download paper

2. Evaluating currency crises: the case of the European Monetary System. (2004). Spagnolo, Nicola ; Mouratidis, Kostas.
   In: Money Macro and Finance (MMF) Research Group Conference 2003.
   RePEc:mmf:mmfc03:69.

   Full description at Econpapers || Download paper

3. Estimation of Markov regime-switching regression models with endogenous switching. (2004). Startz, Richard ; Piger, Jeremy ; Kim, Chang-Jin.
   In: Working Papers.
   RePEc:fip:fedlwp:2003-015.

   Full description at Econpapers || Download paper

4. Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle. (2004). Owyang, Michael ; Francis, Neville.
   In: Working Papers.
   RePEc:fip:fedlwp:2003-001.

   Full description at Econpapers || Download paper

5. The use of long-run restrictions for the identification of technology shocks. (2003). Owyang, Michael ; Francis, Neville ; Theodorou, Athena T..
   In: Working Papers.
   RePEc:fip:fedlwp:2003-010.

   Full description at Econpapers || Download paper

1. [1] Bernanke, B. and Mihov, I., 1998, `Measuring Monetary Policy, Quarterly Journal of Economics 113, 869-902.

2. [10] Hamilton, J., 1983, Oil and the Macroeconomy Since World War II, Journal of Political Economy, 91, pp. 228-248.

3. [11] Hamilton, J., 1989, A New Approach to the Economic Analysis of Non- stationary Time Series and the Business Cycle, Econometrica, 57, pp. 357-384.

4. [12] Hamilton, J., 1990, Analysis of Time Series Subject to Changes in Regime, Journal of Econometrics, 45, 39-70.

5. [13] Hamilton, J., 2001, What is an Oil Shock? Unpublished Manuscript.

6. [14] Hanson, M., 2001, Varying Monetary Policy Regimes: A Vector Autore- gressive Investigation, Unpublished Manuscript.

7. [15] Hoover, K. and Perez, 5., 1994, Post Hoc Ergo Propter Once More: An Evaluation of `Does Monetary Policy Matter? in the Spirit of James To- bin, Journal of Monetary Economics, 34, 47-73.

8. [16] Kim, C.J., and Nelson, C., 1998, Business Cycle Turning Points, a New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model with Regime Switching, Review of Economics and Statistics, 80, pp. 188-201.

9. [17] Kim, C.J., and Nelson, C., 1999, State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications, Cambridge, MA: MIT Press.

10. [18] Krolzig, H., 1997, Markov-Switching Vector Autoregressions. Modelling, Statistical Inference and Application to Business Cycle Analysis, Lecture 25 Notes in Economics and Mathematical Systems, Volume 454, New York: Springer.
    Paper not yet in RePEc: Add citation now
    

11. [19] Krolzig, H., 2000, Predicting Markov-Switching Vector Autoregressive Processes, Nuffield College, Economics Discussion Paper W31.

12. [2] Boivin, J. and Giannoni, M., 2002, Assessing Changes in the Monetary Transmission Mechanism: A VAR Approach, Unpublished Manuscript.

13. [20] Leeper, E., Sims, C., and Zha, T., 1996, What Does Monetary Policy Do? Brookings Papers on Economic Activity, 2, pp. 1-63.

14. [21] Orphanides, A., Williams, J. 2002, ?!Imperfect Knowledge, Inflation Expec- tations, and Monetary Policy.?! Federal Reserve Board of Governors Finance and Economics Discussion Papers No. 27.

15. [22] Owyang, M., 2001, Persistence, Excess Volatility and Volatility Clus- ters in Inflation, Federal Reserve Bank of Saint Louis Review, Novem- ber/December 2001, 41-51.

16. [23] Owyang, M. and Ramey, G., 2001, Regime Switching and Monetary Policy Measurement, Federal Reserve Bank of Saint Louis Working Papers. No. 200 1-002A.

17. [24] Rousch, J., 2001, Evidence Uncovered: Long-Term Interest Rates, Mone- tary Policy, and the Expectations Theory, Federal Reserve Board of Gov- ernors International Finance Discussion Working Paper No. 2001-712.
    Paper not yet in RePEc: Add citation now
    
18. [25] Sims, C., 1999, Drift and Breaks in Monetary Policy, Unpublished Manuscript.
    Paper not yet in RePEc: Add citation now
    
19. [26] Sims, C., 2001, Stability and Instability in US Monetary Policy Behavior, Unpublished Manuscript.
    Paper not yet in RePEc: Add citation now
    

20. [27] Sims, C. and Zha, T., 1999, Error Bands for Impulse Responses, Econo- metrica, 67, pp. 1113-55. 26

21. [28] Sims, C. and Zha, T., 2002, Macroeconomic Switching, Unpublished Manuscript.

22. [29] Taylor, J., 1993, ?!Discretion Versus Policy Rules in Practice?! Carnegie- Rochester Conference Series on Public Policy, 39, 195-214.

23. [3] Carter, C. and Kohn, R., 1994, `On Gibbs Sampling for State Space Mod- els, Biometrika 81, 541-553.
    Paper not yet in RePEc: Add citation now
    

24. [30] Thornton, D., 2001, The Federal Reserves Operating Procedures, Non- borrowed Reserves, Borrowed Reserves and the Liquidity Effect, Journal of Banking and Finance, 31, pp. 1717-39

25. [31] Uhlig, H., 1999, What Are the Effects of Monetary Policy on Output? Results From an Agnostic Identification Procedure, Harald Centre for Economic Policy Research Discussion Paper 2137.

26. [32] Uhlig, H., 2001, Did the Fed Surprise the Markets in 2001? A Case Study for VARs with Sign Restrictions, CESifo Working Paper No. 629.

27. [33] Waggoner, D. and Zha, T., 2000, A Gibbs Simulator for Restricted VAR Models, Federal Reserve Bank of Atlanta Working Paper No. 2000-3. 27 10 Tables

28. [4] Christiano, L. Eichenbaum, M., and Evans, C., 1999, Monetary Policy Shocks: What Have We Learned and to What End? in Taylor, J., and Woodford, M., eds., Handbook of Macroeconomics, Volume 1, Elsevier, 65- 148.

29. [5] Clarida, R., Gali, J., and Gertler, M., 2000, Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory, Quarterly Journal of Economics 115, 147-180.

30. [6] Dennis, R., 2001, The Policy Preferences of the US Federal Reserve, Federal Reserve Bank of San Francisco Working Papers. No 2001-08.

31. [7] Faust, J., 1998, The Robustness of Identified VAR Conclusions About Money, Board of Governors of the Federal Reserve System. International Finance Discussion Papers. No. 610.

32. [8] Gamerman, D., 1997, Markov Chain Monte Carlo: Stochastic Simulations for Bayesian Inference, Chapman and Hall.
    Paper not yet in RePEc: Add citation now
    

33. [9] Geweke, J., 1992, `Evaluating the Accuracy of Sampling-Based Approaches to the Calculation of Posterior Moments, in J.O. Berger, J.M. Bernardo, 24 A.P. Dawid, and A.F.M. Smith (eds.) Proceedings of the Fourth Valencia International Meeting on Bayesian Statistics, pp. 169-194, Oxford Univer- sity Press.

1. Monetary Policy Shifts, Indeterminacy and Inflation Dynamics. (2005). Surico, Paolo.
   In: Macroeconomics.
   RePEc:wpa:wuwpma:0504014.

   Full description at Econpapers || Download paper

2. Real Wage and Nominal Shock: Evidence from Pacific-Rim Countries. (2005). Kim, Doh-Khul.
   In: International Advances in Economic Research.
   RePEc:kap:iaecre:v:11:y:2005:i:3:p:249-255:10.1007/s11294-005-6614-5.

   Full description at Econpapers || Download paper

3. Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S.. (2005). Monacelli, Tommaso ; Favero, Carlo.
   In: Working Papers.
   RePEc:igi:igierp:282.

   Full description at Econpapers || Download paper

4. Measuring the Time-Inconsistency of US Monetary Policy. (2004). Surico, Paolo.
   In: Macroeconomics.
   RePEc:wpa:wuwpma:0401006.

   Full description at Econpapers || Download paper

5. Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences. (2004). Surico, Paolo.
   In: Computing in Economics and Finance 2004.
   RePEc:sce:scecf4:108.

   Full description at Econpapers || Download paper

6. Monetary Policy Rules, Asset Prices and Exchange Rates. (2004). .
   In: CDMA Working Paper Series.
   RePEc:san:cdmawp:0403.

   Full description at Econpapers || Download paper

7. A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models. (2004). Occhino, Filippo ; Landon-Lane, John.
   In: Departmental Working Papers.
   RePEc:rut:rutres:200415.

   Full description at Econpapers || Download paper

8. Market Segmentation and the Hump-Shaped Response of Output to Monetary Policy Shocks. (2004). Occhino, Filippo.
   In: Departmental Working Papers.
   RePEc:rut:rutres:200410.

   Full description at Econpapers || Download paper

9. Markets Segmentation and the Real Interest Rate Response to Monetary Policy Shocks. (2004). Occhino, Filippo.
   In: Departmental Working Papers.
   RePEc:rut:rutres:200403.

   Full description at Econpapers || Download paper

10. Oil and the Macroeconomy Since the 1970s. (2004). Kilian, Lutz ; barsky, robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10855.

    Full description at Econpapers || Download paper

11. On the Time Variations of US Monetary Policy: Who is right?. (2004). Gambetti, Luca ; Canova, Fabio.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:96.

    Full description at Econpapers || Download paper

12. A Time Varying Natural Rate of Interest for the Euro Area. (2004). Renne, Jean-Paul ; Mésonnier, Jean-Stéphane ; Mesonnier, Jean-Stephane.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:42.

    Full description at Econpapers || Download paper

13. Structural breaks and regional disparities in the transmission of monetary policy. (2004). Wall, Howard ; Owyang, Michael.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-008.

    Full description at Econpapers || Download paper

14. Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle. (2004). Owyang, Michael ; Francis, Neville.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-001.

    Full description at Econpapers || Download paper

15. The liquidity effect in the federal funds market: evidence from daily open market operations. (2004). Demiralp, Selva ; Carpenter, Seth.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-61.

    Full description at Econpapers || Download paper

16. The term structure of real rates and expected inflation. (2004). Bekaert, Geert ; Ang, Andrew.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2004:i:mar:x:3.

    Full description at Econpapers || Download paper

17. Were there regime switches in U.S. monetary policy?. (2004). Zha, Tao ; Sims, Christopher.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2004-14.

    Full description at Econpapers || Download paper

18. Exchange Rate Targeting and Economic Stabilization. (2004). Filer, Larry ; Fackler, J..
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:565.

    Full description at Econpapers || Download paper

19. Non-Walrasian Labor Market and the European Business Cycle. (2004). Zanetti, Francesco.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:574.

    Full description at Econpapers || Download paper

20. Monetary Policy Impulses, Local Output and the Transmission Mechanism. (2004). Caruso, Massimo.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_537_04.

    Full description at Econpapers || Download paper

21. Characterization of the Dynamic Effects of Fiscal Shocks in a Small Open Economy. (2004). Rebei, Nooman.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-41.

    Full description at Econpapers || Download paper

22. Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences. (2003). Surico, Paolo.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0210002.

    Full description at Econpapers || Download paper

23. Estimating the effects of monetary policy shocks: does lag structure matter?. (2003). McMillin, W. ; Kim, Keuk-Soo .
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:13:p:1515-1526.

    Full description at Econpapers || Download paper

24. Monetary policy rules and regime shifts. (2003). Valente, Giorgio.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:7:p:525-535.

    Full description at Econpapers || Download paper

25. A New Measure of Monetary Shocks: Derivation and Implications. (2003). Romer, Christina.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9866.

    Full description at Econpapers || Download paper

26. Short Run and Long Run Causality in Time Series : Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
    In: Cahiers de recherche.
    RePEc:mtl:montec:14-2003.

    Full description at Econpapers || Download paper

27. Short run and long run causality in time series: Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2003-16.

    Full description at Econpapers || Download paper

28. Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S.. (2003). Monacelli, Tommaso ; Favero, Carlo.
    In: Working Papers.
    RePEc:igi:igierp:234.

    Full description at Econpapers || Download paper

29. Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility. (2003). Normandin, Michel ; Phaneuf, Louis.
    In: Cahiers de recherche.
    RePEc:iea:carech:0304.

    Full description at Econpapers || Download paper

30. A Panel Data Test of the Bank Lending Channel in Sweden. (2003). Westerlund, Joakim.
    In: Working Papers.
    RePEc:hhs:lunewp:2003_016.

    Full description at Econpapers || Download paper

31. Identifying Monetary Policy Shocks with Changes in Open Market Operations. (2003). Schabert, Andreas.
    In: Working Papers.
    RePEc:gla:glaewp:2003_10.

    Full description at Econpapers || Download paper

32. Is the response of output to monetary policy asymmetric? evidence from a regime-switching coefficients model. (2003). Piger, Jeremy ; Lo, Ming.
    In: Working Papers.
    RePEc:fip:fedlwp:2001-022.

    Full description at Econpapers || Download paper

33. Regime switching and monetary policy measurement. (2003). Ramey, Garey ; Owyang, Michael.
    In: Working Papers.
    RePEc:fip:fedlwp:2001-002.

    Full description at Econpapers || Download paper

34. Short Run and Long Run Causality in Time Series: Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-61.

    Full description at Econpapers || Download paper

35. Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model. (2003). Moran, Kevin ; Ho, Wai-Ming ; Hendry, Scott.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-38.

    Full description at Econpapers || Download paper

36. Pricing-to-market and limited participation : a joint explanation to the exchange rate disconnect puzzle. (2002). Patureau, Lise.
    In: Computing in Economics and Finance 2002.
    RePEc:sce:scecf2:299.

    Full description at Econpapers || Download paper

37. Precautionary Saving and Consumption Fluctuations. (2002). Preston, Bruce ; Parker, Jonathan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9196.

    Full description at Econpapers || Download paper

38. Has the Business Cycle Changed and Why?. (2002). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9127.

    Full description at Econpapers || Download paper

39. Habit Formation and the Persistence of Monetary Shocks. (2002). Ruge-Murcia, Francisco ; Cardia, Emanuela ; Bouakez, Hafedh.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2002-08.

    Full description at Econpapers || Download paper

40. Monetary and Fiscal Policy Interactions over the Cycle: Some Empirical Evidence. (2002). Trecroci, Carmine ; Tirelli, Patrizio ; Muscatelli, Vito.
    In: Working Papers.
    RePEc:gla:glaewp:2002_13.

    Full description at Econpapers || Download paper

41. Habit Formation and the Persistence of Monetary Shocks. (2002). Ruge-Murcia, Francisco ; Cardia, Emanuela ; Bouakez, Hafedh.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-27.

    Full description at Econpapers || Download paper

42. Monetary Policy Shocks in an Economy with Segmented Markets. (2001). Occhino, Filippo.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200108.

    Full description at Econpapers || Download paper

43. Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative. (2001). Kilian, Lutz ; barsky, robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8389.

    Full description at Econpapers || Download paper

44. Do high interest rates defend currencies during speculative attacks ?. (2000). Kraay, Aart.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2267.

    Full description at Econpapers || Download paper

45. A Monetary Explanation of the Great Stagflation of the 1970s. (2000). Kilian, Lutz ; barsky, robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7547.

    Full description at Econpapers || Download paper

46. Monetary disturbances matter for business fluctuations in the G-7. (2000). Canova, Fabio ; de Nicolo, Gianni.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:660.

    Full description at Econpapers || Download paper

47. Monetary policy shocks and transmission in Italy: A VAR analysis. (1999). Di Giorgio, Giorgio ; De Arcangelis, Giuseppe.
    In: Economics Working Papers.
    RePEc:upf:upfgen:446.

    Full description at Econpapers || Download paper

48. Monetary policy misspecification in VAR models. (1999). Pina, Joaquim ; Canova, Fabio.
    In: Economics Working Papers.
    RePEc:upf:upfgen:420.

    Full description at Econpapers || Download paper

49. Analysis of the Monetary Transmission Mechanism: Methodological Issues. (1999). .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7395.

    Full description at Econpapers || Download paper

50. Monetary Policy Rules with Model and Data Uncertainty. (1998). Swanson, Norman ; Ghysels, Eric ; Callan, Myles.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:98s-40.

    Full description at Econpapers || Download paper

Report date: 2025-10-02 00:47:17 || Missing content? Let us know