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Using the aggregate demand-aggregate supply model to identify structural demand-side and supply-side shocks : results using a bivariate VAR
Cover, James Peery; Enders, Walter; Hueng, C. James - In: Journal of money, credit and banking : JMCB 38 (2006) 3, pp. 777-790
Persistent link: https://www.econbiz.de/10003328455
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Macro factors and the term structure of interest rates
Dewachter, Hans; Lyrio, Marco - In: Journal of money, credit and banking : JMCB 38 (2006) 1, pp. 119-140
Persistent link: https://www.econbiz.de/10003287605
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Is the exchange rate a shock absorber or a source of shocks? : New empirical evidence
Farrant, Katie; Peersman, Gert - In: Journal of money, credit and banking : JMCB 38 (2006) 4, pp. 939-961
Persistent link: https://www.econbiz.de/10003343669
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A joint model for the term structure of interest rates and the macroeconomy
Dewachter, Hans; Lyrio, Marco; Maes, Konstantijn - In: Journal of applied econometrics 21 (2006) 4, pp. 439-462
Persistent link: https://www.econbiz.de/10003338629
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Exchange rate pass-through in a competitive model of pricing-to-market
Auer, Raphael A.; Chaney, Thomas - In: Journal of money, credit and banking : JMCB 41 (2009), pp. 151-175
Persistent link: https://www.econbiz.de/10003807828
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Time-varying yield curve dynamics and monetary policy
Mumtaz, Haroon; Surico, Paolo - In: Journal of applied econometrics 24 (2009) 6, pp. 895-913
Persistent link: https://www.econbiz.de/10003886926
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What are the effects of fiscal policy shocks?
Mountford, Andrew; Uhlig, Harald - In: Journal of applied econometrics 24 (2009) 6, pp. 960-992
Persistent link: https://www.econbiz.de/10003886944
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The Taylor principle and monetary policy approaching a zero bound on nominal rates : quantile regression results for the United States and Japan
Chevapatrakul, Thanaset; Kim, Tae-hwan; Mizen, Paul - In: Journal of money, credit and banking : JMCB 41 (2009) 8, pp. 1705-1723
Persistent link: https://www.econbiz.de/10003907153
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An empirical analysis of nonstationarity in a panel of interest rates with factors
Moon, Hyungsik Roger; Perron, Benoit - In: Journal of applied econometrics 22 (2007) 2, pp. 383-400
Persistent link: https://www.econbiz.de/10003455460
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Macroeconomic sources of risk in the term structure
Balfoussia, Hiona; Wickens, Michael R. - In: Journal of money, credit and banking : JMCB 39 (2007) 1, pp. 205-236
Persistent link: https://www.econbiz.de/10003429978