Changes in the Transmission of Monetary Policy: Evidence from a Time-Varying Factor-Augmented VAR

SSRN Electronic Journal ◽

10.2139/ssrn.1701142 ◽

2010 ◽

Cited By ~ 10

Author(s):

Christiane Baumeister ◽

Philip Liu ◽

Haroon Mumtaz

Keyword(s):

Monetary Policy ◽

Time Varying ◽

Transmission Of Monetary Policy

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Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models*

Oxford Bulletin of Economics and Statistics ◽

10.1111/j.1468-0084.2011.00687.x ◽

2012 ◽

Vol 75 (2) ◽

pp. 157-179 ◽

Cited By ~ 55

Author(s):

Dimitris Korobilis

Keyword(s):

Monetary Policy ◽

Factor Models ◽

Dynamic Factor ◽

Time Varying ◽

Dynamic Factor Models ◽

Time Varying Parameter ◽

Transmission Of Monetary Policy

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Financial Crises and the Transmission of Monetary Policy to Consumer Credit Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2705008 ◽

2020 ◽

Author(s):

Sasha Indarte

Keyword(s):

Monetary Policy ◽

Financial Crises ◽

Credit Markets ◽

Consumer Credit ◽

Transmission Of Monetary Policy

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The International Transmission of Monetary Policy Through Financial Centres: Evidence from the United Kingdom and Hong Kong

SSRN Electronic Journal ◽

10.2139/ssrn.3053810 ◽

2017 ◽

Cited By ~ 1

Author(s):

Bob Hills ◽

Kelvin Ho ◽

Dennis Reinhardt ◽

Rhiannon Sowerbutts ◽

T. C. Wong ◽

...

Keyword(s):

Monetary Policy ◽

Hong Kong ◽

United Kingdom ◽

International Transmission ◽

The United Kingdom ◽

Transmission Of Monetary Policy

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Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil

SSRN Electronic Journal ◽

10.2139/ssrn.3479470 ◽

2019 ◽

Author(s):

Rafael Burjack ◽

Ritong Qu ◽

Allan Timmermann

Keyword(s):

Monetary Policy ◽

Economic Uncertainty ◽

Monetary Policy Shocks ◽

Policy Shocks ◽

Transmission Of Monetary Policy

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Estimation of a Forward-Looking Monetary Policy Rule: A Time-Varying Parameter Model using Ex-Post Data

SSRN Electronic Journal ◽

10.2139/ssrn.607663 ◽

2004 ◽

Author(s):

Chang-Jin Kim ◽

Charles R. Nelson

Keyword(s):

Monetary Policy ◽

Time Varying ◽

Policy Rule ◽

Ex Post ◽

Time Varying Parameter ◽

Monetary Policy Rule ◽

Forward Looking

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Time‐Varying Response of Monetary Policy to Macroeconomic Conditions

Southern Economic Journal ◽

10.1002/j.2325-8012.1999.tb00178.x ◽

1999 ◽

Vol 65 (3) ◽

pp. 584-593

Author(s):

Chung‐Hua Shen ◽

David R. Hakes ◽

Kenneth Brown

Keyword(s):

Monetary Policy ◽

Time Varying ◽

Macroeconomic Conditions

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The impact of COVID-19 pandemic on transmission of monetary policy to financial markets

International Review of Financial Analysis ◽

10.1016/j.irfa.2021.101705 ◽

2021 ◽

Vol 74 ◽

pp. 101705

Author(s):

Xiaoyun Wei ◽

Liyan Han

Keyword(s):

Monetary Policy ◽

Financial Markets ◽

The Impact ◽

Transmission Of Monetary Policy

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The transmission of monetary policy through bank lending: The floating rate channel

Journal of Monetary Economics ◽

10.1016/j.jmoneco.2018.02.001 ◽

2018 ◽

Vol 95 ◽

pp. 49-71 ◽

Cited By ~ 32

Author(s):

Filippo Ippolito ◽

Ali K. Ozdagli ◽

Ander Perez-Orive

Keyword(s):

Monetary Policy ◽

Bank Lending ◽

Floating Rate ◽

Transmission Of Monetary Policy

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The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model

The Journal of Developing Areas ◽

10.1353/jda.2020.0037 ◽

2020 ◽

Vol 54 (4) ◽

Cited By ~ 1

Author(s):

Goodness C. Aye ◽

Mehmet Balcilar ◽

Rangan Gupta

Keyword(s):

South Africa ◽

Monetary Policy ◽

Autoregressive Model ◽

Inflation Targeting ◽

Time Varying ◽

Vector Autoregressive Model ◽

Vector Autoregressive ◽

Effectiveness Of Monetary Policy

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Banks’ exposure to interest rate risk and the transmission of monetary policy

Journal of Monetary Economics ◽

10.1016/j.jmoneco.2020.03.011 ◽

2020 ◽

Cited By ~ 2

Author(s):

Matthieu Gomez ◽

Augustin Landier ◽

David Sraer ◽

David Thesmar

Keyword(s):

Monetary Policy ◽

Interest Rate ◽

Interest Rate Risk ◽

Rate Risk ◽

Transmission Of Monetary Policy

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