The time-varying effect of monetary policy in China

Applied Economics Letters ◽

10.1080/13504851.2018.1558344 ◽

2018 ◽

Vol 26 (17) ◽

pp. 1378-1383

Author(s):

Jia Ji

Keyword(s):

Monetary Policy ◽

Time Varying ◽

Effect Of Monetary Policy

Download Full-text

The time varying effect of monetary policy on stock returns

Economics Letters ◽

10.1016/j.econlet.2017.08.022 ◽

2017 ◽

Vol 160 ◽

pp. 54-58 ◽

Author(s):

Dennis W. Jansen ◽

Anastasia Zervou

Keyword(s):

Monetary Policy ◽

Stock Returns ◽

Time Varying ◽

Effect Of Monetary Policy

Download Full-text

The Time-Varying Effect of Monetary Policy on Asset Prices

10.24148/wp2017-09 ◽

2017 ◽

pp. 01-46 ◽

Author(s):

Pascal Paul ◽

Keyword(s):

Monetary Policy ◽

Asset Prices ◽

Time Varying ◽

Effect Of Monetary Policy

Download Full-text

The Time Varying Effect of Monetary Policy Surprise on Stock Returns: Bursting Bubble Beating Forward Guidance

SSRN Electronic Journal ◽

10.2139/ssrn.2702112 ◽

2015 ◽

Author(s):

Dennis W. Jansen ◽

Anastasia S. Zervou

Keyword(s):

Monetary Policy ◽

Stock Returns ◽

Time Varying ◽

Forward Guidance ◽

Effect Of Monetary Policy

Download Full-text

The Effect Of Monetary Policy On Demand For Money In Algeria (1993 - 2013)

10.37136/1003-000-044-089 ◽

2016 ◽

pp. 7

Author(s):

Latifa Sebti

Keyword(s):

Monetary Policy ◽

Demand For Money ◽

On Demand ◽

Effect Of Monetary Policy

Download Full-text

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

Download Full-text

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

Download Full-text

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) ◽

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

Download Full-text

Monetary policy, time-varying risk, and the bond market debacle of 1994

Journal of Macroeconomics ◽

10.1016/s0164-0704(00)00127-0 ◽

2000 ◽

Vol 22 (1) ◽

pp. 159-174 ◽

Author(s):

Willem Thorbecke

Keyword(s):

Monetary Policy ◽

Bond Market ◽

Download Full-text

VARIABILITY OF THE LAG IN THE EFFECT OF MONETARY POLICY, 1919-1965

Economic Inquiry ◽

10.1111/j.1465-7295.1971.tb01627.x ◽

1971 ◽

Vol 9 (2) ◽

pp. 115-133

Author(s):

CLARK WARBURTON

Keyword(s):

Monetary Policy ◽

Effect Of Monetary Policy

Download Full-text

Time Varying Structural Vector Autoregressions and Monetary Policy

SSRN Electronic Journal ◽

10.2139/ssrn.352960 ◽

2003 ◽

Author(s):

Giorgio E. Primiceri

Keyword(s):

Monetary Policy ◽

Time Varying ◽

Vector Autoregressions ◽

Structural Vector

Download Full-text