Revisiting the effects of monetary policy shocks: Evidence from SVAR with narrative sign restrictions

Economics Letters ◽

10.1016/j.econlet.2020.109598 ◽

2020 ◽

Vol 196 ◽

pp. 109598

Author(s):

Kai Cheng ◽

Yang Yang

Keyword(s):

Monetary Policy ◽

Monetary Policy Shocks ◽

Sign Restrictions ◽

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Sign Restrictions in Bayesian FaVARs with an Application to Monetary Policy Shocks

10.3386/w21738 ◽

2015 ◽

Author(s):

Pooyan Amir Ahmadi ◽

Harald Uhlig

Keyword(s):

Monetary Policy ◽

Monetary Policy Shocks ◽

Sign Restrictions ◽

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Identifying US Monetary Policy Shocks Through Sign Restrictions in Dollarized Countries

SSRN Electronic Journal ◽

10.2139/ssrn.1968445 ◽

2011 ◽

Author(s):

Alessandro Gobbi ◽

Tim Willems

Keyword(s):

Monetary Policy ◽

Monetary Policy Shocks ◽

Sign Restrictions ◽

Policy Shocks ◽

Us Monetary Policy

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Do SVARs with Sign Restrictions not Identify Unconventional Monetary Policy Shocks?

SSRN Electronic Journal ◽

10.2139/ssrn.3414958 ◽

2019 ◽

Author(s):

Jef Boeckx ◽

Marteen Dossche ◽

Alessandro Galesi ◽

Boris Hofmann ◽

Gert Peersman

Keyword(s):

Monetary Policy ◽

Unconventional Monetary Policy ◽

Monetary Policy Shocks ◽

Sign Restrictions ◽

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The impact of unconventional monetary policy shocks on the crude oil futures market

The Journal of Energy Markets ◽

10.21314/jem.2018.171 ◽

2018 ◽

Author(s):

Tarek Chebbi

Keyword(s):

Monetary Policy ◽

Crude Oil ◽

Futures Market ◽

Unconventional Monetary Policy ◽

Monetary Policy Shocks ◽

Oil Futures ◽

Policy Shocks ◽

Crude Oil Futures ◽

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Are the Effects of Monetary Policy Shocks in the US Different During Financial Crises? - A Threshold VAR Approach

SSRN Electronic Journal ◽

10.2139/ssrn.2319701 ◽

2013 ◽

Author(s):

Jasmine Zheng

Keyword(s):

Monetary Policy ◽

Financial Crises ◽

Monetary Policy Shocks ◽

The Us ◽

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Financial Constraints, Monetary Policy Shocks, and the Cross-Section of Equity Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2687157 ◽

2015 ◽

Author(s):

Sudheer Chava ◽

Alex C. Hsu

Keyword(s):

Monetary Policy ◽

Cross Section ◽

Financial Constraints ◽

Equity Returns ◽

Monetary Policy Shocks ◽

Policy Shocks ◽

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Monetary Policy Shocks and Variance Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.3300244 ◽

2018 ◽

Author(s):

Asad Dossani

Keyword(s):

Monetary Policy ◽

Risk Premia ◽

Monetary Policy Shocks ◽

Policy Shocks ◽

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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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Uncertainty-Dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation

SSRN Electronic Journal ◽

10.2139/ssrn.3134156 ◽

2018 ◽

Author(s):

Efrem Castelnuovo ◽

Giovanni Pellegrino

Keyword(s):

Monetary Policy ◽

New Keynesian ◽

Monetary Policy Shocks ◽

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(Un)expected Monetary Policy Shocks and Term Premia

Journal of Applied Econometrics ◽

10.1002/jae.2872 ◽

2021 ◽

Author(s):

Martin Kliem ◽

Alexander Meyer‐Gohde

Keyword(s):

Monetary Policy ◽

Monetary Policy Shocks ◽

Policy Shocks ◽

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