[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Liquidity expansion in China and the U.S. economy. (2014). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng .
In: MPRA Paper.
RePEc:pra:mprapa:59338.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 30

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Bagliano, F. C., Favero, C. A., 1998. Measuring monetary policy with VAR models: An evaluation. European Economic Review 42(6), 1069-1112.

  2. Belke, A., Bordon, I.G., Volz, U., 2013. Effects of global liquidity on commodity and food prices. World Development 44, 31-43.

  3. Bernanke, B., 1986. Alternative explanations of the money-income correlation. Carnegie-Rochester series on Public Policy 25, 49-99.

  4. Cai, Z., Chen, L. and Fang, Y., 2012. A new forecasting model for USD/CNY exchange rate", Studies in Nonlinear Dynamics & Econometrics, 16(2), forthcoming.

  5. Chen, G., 2014. A growth perspective on foreign reserve accumulation. Macroeconomic Dynamics, 1-22.
    Paper not yet in RePEc: Add citation now
  6. Christiano, L.J., Eichenbaum, M., Evans, C., 1999. Monetary policy shocks: What have we learned and to what end? In: Taylor, J.B., Woodford, M. (Eds.), Handbook of Macroeconomics, Vol. 1A. North-Holland, Amsterdam, 65–148.

  7. D’Agostino, A., Surico, P., 2009. Does global liquidity help to forecast US inflation? Journal of Money, Credit and Banking 41, 479-489.

  8. Darius, R., Radde, S., 2010. Can global liquidity forecast asset prices? IMF Working Paper 10/196, International Monetary Fund, Washington, D.C.

  9. Dedola, L., Lippi, F., 2005. The monetary transmission mechanism: Evidence from the industries of five OECD countries. European Economic Review 49(6), 1543-1569.

  10. Fan, L., Yu, Y., Zhang, C., 2011. An empirical evaluation of China’s monetary policies. Journal of Macroeconomics 33 (2), 358–371.

  11. Fang, Y., Huang, S., Niu, L., 2012. De facto currency baskets of China and East Asian economies: The rising weights. Bank of Finland BOFIT Discussion Papers, 2-2012.

  12. Fernald, J.G., Spiegel, M.M., Swanson, E.T., (2014). Monetary policy effectiveness in China: Evidence from a FAVAR model. Journal of International Money and Finance, Article in Press. DOI: 10.1016/j.jimonfin.2014.05.007

  13. Hamilton, J.D. (2011), “Historical Oil Shocks,” NBER Working Paper No. 16790. Forthcoming in The Routledge Handbook of Major Events in Economic History, Randall E. Parker (Author, Editor), Robert M. Whaples (Editor), Routledge, 2013.

  14. Jawadi, F., Mallick, S.K., Sousa, R.M., 2014. Nonlinear monetary policy reaction functions in large emerging economies: The case of Brazil and China. Applied Economics 46 (9), 973-984.

  15. Johansson, A.C., 2012. China’s Growing Influence in Southeast Asia – Monetary Policy and Equity Markets. The World Economy 35(7), 816-837.

  16. Kilian, L., (2013). Structural vector autoregressions. In: N. Hashimzade and M.A. Thornton (eds.), Handbook of Research Methods and Applications in Empirical Macroeconomics, Cheltenham, UK: Edward Elgar, 515-554.

  17. Kilian, L., and B. Hicks (2012), “Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008?” Journal of Forecasting, forthcoming.
    Paper not yet in RePEc: Add citation now
  18. Kim, S., 2001a. International transmission of US Monetary policy shocks: evidence from VARs. Journal of Monetary Economics 48, 339–372.

  19. Kim, S., 2001b. Effects of monetary policy shocks on the trade balance in small open European countries, Economics Letters 71(2), 197-203.

  20. Kim, S., Roubini, N., 2000. Exchange rate anomalies in the industrial countries: a solution with a structural VAR approach. Journal of Monetary Economics 45, 561–586.

  21. Kim, Y.S., 2001. Liquidity, Prices, Seigniorage, and the transition from barter to fiat money. Macroeconomic Dynamics 5, 353-379.

  22. Koz´luk, T., Mehrotra, A., 2009. The Impact of Chinese Monetary Policy Shocks on East and South-East Asia. Economics of Transition 17 (1), 121–45.

  23. Mallick, S.K., Sousa, R.M., 2012. Real effects of monetary policy in large emerging economies. Macroeconomic Dynamics 16 (SUPPL. 2), 190-212.

  24. Mallick, S.K., Sousa, R.M., 2013. Commodity prices, inflationary pressures, and monetary policy: evidence from BRICS economies. Open Economies Review 24 (4), 677-694.

  25. Radetzki, M., 2006. The anatomy of three commodity booms. Resources Policy 31, 56–64.

  26. Ratti, R.A., Vespignani, J.L., 2013. Liquidity and Crude Oil Prices: China’s Influence Over 1997-2011. Economic Modelling 33, 517-525.

  27. Sims, C.A., 1980. Macroeconomics and Reality. Econometrica 48, 1-48.

  28. Sims, C.A., Zha, T., 1995. Does monetary policy generate recessions?: Using less aggregate price data to identify monetary policy. Working paper, Yale University, CT.
    Paper not yet in RePEc: Add citation now
  29. Sims, C.A., Zha, T., 2006. Does Monetary Policy Generate Recessions? Macroeconomic Dynamics 10 (2), 231-272.

  30. Sun, H., 2009. Autonomy and Effectiveness of Chinese Monetary Policy under the De Facto Fixed Exchange Rate System. China and World Economy 17 (3), 23-38.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Firm financial behaviour dynamics and interactions: A structural vector autoregression approach. (2021). Thijssen, Jacco ; Hoque, Hafiz ; Li, Shengfeng.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001498.

    Full description at Econpapers || Download paper

  2. Sustainable Approach to the Normalization Process of the UK’s Monetary Policy. (2020). Noco, Aleksandra.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:21:p:9229-:d:440854.

    Full description at Econpapers || Download paper

  3. A deployment model of EV charging piles and its impact on EV promotion. (2020). Fan, Ying ; Ma, Shao-Chao.
    In: Energy Policy.
    RePEc:eee:enepol:v:146:y:2020:i:c:s0301421520304997.

    Full description at Econpapers || Download paper

  4. Constructing joint confidence bands for impulse response functions of VAR models – A review. (2020). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:13:y:2020:i:c:p:69-83.

    Full description at Econpapers || Download paper

  5. When multiple objectives meet multiple instruments: Identifying simultaneous monetary shocks. (2018). Villamizar-Villegas, mauricio ; Ordoñez-Callamand, Daniel ; Hernandez-Leal, Juan D ; Ordoez-Callamand, Daniel.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:58:y:2018:i:c:p:78-101.

    Full description at Econpapers || Download paper

  6. Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks. (2017). Georgiadis, Georgios ; Jancokova, Martina.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:314.

    Full description at Econpapers || Download paper

  7. Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172082.

    Full description at Econpapers || Download paper

  8. EFFECTS OF MONETARY SHOCKS ON EXCHANGE RATE: EMPIRICAL EVIDENCE FROM INDIA. (2017). Sharma, Chandan ; Rajat, Setia ; Chandan, Sharma .
    In: Studies in Business and Economics.
    RePEc:blg:journl:v:12:y:2017:i:2:p:206-219.

    Full description at Econpapers || Download paper

  9. Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation. (2016). Castelnuovo, Efrem.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:47:y:2016:i:pb:p:300-314.

    Full description at Econpapers || Download paper

  10. Changes in the global oil market. (2016). Osborn, Denise ; Bataa, Erdenebat ; Izzeldin, Marwan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:161-176.

    Full description at Econpapers || Download paper

  11. How does credit supply respond to monetary policy and bank minimum capital requirements?. (2016). Wieladek, Tomasz ; Aiyar, Shekhar ; Calomiris, Charles W.
    In: European Economic Review.
    RePEc:eee:eecrev:v:82:y:2016:i:c:p:142-165.

    Full description at Econpapers || Download paper

  12. Chinese liquidity increases and the U.S. economy. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pb:p:764-771.

    Full description at Econpapers || Download paper

  13. The response of stock market volatility to futures-based measures of monetary policy shocks. (2015). Gospodinov, Nikolay ; Jamali, Ibrahim.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:37:y:2015:i:c:p:42-54.

    Full description at Econpapers || Download paper

  14. What measures Chinese monetary policy?. (2015). Sun, Rongrong.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:59:y:2015:i:c:p:263-286.

    Full description at Econpapers || Download paper

  15. Monetary policy, exchange rates and stock prices in the Middle East region. (2015). Chambers, Marcus ; Abouwafia, Hashem.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:37:y:2015:i:c:p:14-28.

    Full description at Econpapers || Download paper

  16. The Response of Stock Market Volatility to Futures-Based Measures of Monetary Policy Shocks. (2014). Gospodinov, Nikolay ; Jamali, Ibrahim.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2014-14.

    Full description at Econpapers || Download paper

  17. Towards an explanation of cross-country asymmetries in monetary transmission. (2014). Georgiadis, Georgios.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:39:y:2014:i:pa:p:66-84.

    Full description at Econpapers || Download paper

  18. Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited. (2013). Kuersteiner, Guido ; Jorda, Oscar ; Angrist, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19355.

    Full description at Econpapers || Download paper

  19. Monetary policy matters: Evidence from new shocks data. (2013). Crowe, Christopher ; Barakchian, Mahdi S..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:60:y:2013:i:8:p:950-966.

    Full description at Econpapers || Download paper

  20. The effects of foreign exchange and monetary policies in Russia. (2013). Ono, Shigeki.
    In: Economic Systems.
    RePEc:eee:ecosys:v:37:y:2013:i:4:p:522-541.

    Full description at Econpapers || Download paper

  21. Measuring the effects of monetary policy in Pakistan: A factor augmented vector autoregressive approach. (2012). Qayyum, Abdul ; Munir, Kashif.
    In: MPRA Paper.
    RePEc:pra:mprapa:35976.

    Full description at Econpapers || Download paper

  22. Financial Architecture and the Monetary Transmission Mechanism in Tanzania. (2012). Adam, Christopher ; Montiel, Peter.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:wps/2012-03.

    Full description at Econpapers || Download paper

  23. Monetary policy without interest rates. Evidence from France’s Golden Age (1948-1973) using a narrative approach.. (2012). Monnet, Eric.
    In: Working Papers.
    RePEc:hes:wpaper:0032.

    Full description at Econpapers || Download paper

  24. Monetary policy and stock prices in small open economies: Empirical evidence for the new EU member states. (2012). Pirovano, Mara.
    In: Economic Systems.
    RePEc:eee:ecosys:v:36:y:2012:i:3:p:372-390.

    Full description at Econpapers || Download paper

  25. Monetary policy, asset prices and consumption in China. (2012). Koivu, Tuuli .
    In: Economic Systems.
    RePEc:eee:ecosys:v:36:y:2012:i:2:p:307-325.

    Full description at Econpapers || Download paper

  26. Monetary policy and macroeconomic stability in Latin America: The cases of Brazil, Chile, Colombia and Mexico. (2011). Moccero, Diego ; de Mello, Luiz.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:1:p:229-245.

    Full description at Econpapers || Download paper

  27. Quantitative easing works: Lessons from the unique experience in Japan 2001â2006. (2011). Moussa, Zakaria ; girardin, eric.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:4:p:461-495.

    Full description at Econpapers || Download paper

  28. The role of house prices in the monetary policy transmission mechanism in small open economies. (2010). Bjørnland, Hilde ; Jacobsen, Dag Henning .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:6:y:2010:i:4:p:218-229.

    Full description at Econpapers || Download paper

  29. Monetary policy, asset prices and consumption in China. (2010). Koivu, Tuuli .
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2010_018.

    Full description at Econpapers || Download paper

  30. Letting Different Views about Business Cycles Compete. (2009). Lucke, Bernd ; Beaudry, Paul.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14950.

    Full description at Econpapers || Download paper

  31. Monetary policy and exchange rate overshooting: Dornbusch was right after all. (2009). Bjørnland, Hilde.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:79:y:2009:i:1:p:64-77.

    Full description at Econpapers || Download paper

  32. The identification of fiscal and monetary policy in a structural VAR. (2009). Fry-McKibbin, Renee ; Dungey, Mardi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:6:p:1147-1160.

    Full description at Econpapers || Download paper

  33. Macroeconomic forecasting in the EMU: Does disaggregate modeling improve forecast accuracy?. (2008). Ruth, Karsten.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:30:y:2008:i:3:p:417-429.

    Full description at Econpapers || Download paper

  34. Constructing Structural VAR Models with Conditional Independence Graphs. (2008). Oxley, Les ; Wilson, Granville Tunnicliffe ; Reale, Marco .
    In: Working Papers in Economics.
    RePEc:cbt:econwp:08/19.

    Full description at Econpapers || Download paper

  35. A no-arbitrage structural vector autoregressive model of the UK yield curve. (2008). Kaminska, Iryna.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0357.

    Full description at Econpapers || Download paper

  36. Monetary Policy and the Illusionary Exchange Rate Puzzle. (2006). Bjørnland, Hilde ; Bjrnland, Hilde C. ; Oslo, University of.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:45.

    Full description at Econpapers || Download paper

  37. Forward-looking information in VAR models and the price puzzle. (2006). Brissimis, Sophocles ; Magginas, Nicholas S..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:53:y:2006:i:6:p:1225-1234.

    Full description at Econpapers || Download paper

  38. Asymmetric monetary policy: empirical evidence for Italy. (2005). Florio, Anna.
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:7:p:751-764.

    Full description at Econpapers || Download paper

  39. No-Arbitrage Taylor Rules. (2005). Ang, Andrew ; Dong, Sen .
    In: 2005 Meeting Papers.
    RePEc:red:sed005:22.

    Full description at Econpapers || Download paper

  40. The Bernanke and Blinder Model in an Open Economy: The Italian Case. (2004). Gambacorta, Leonardo ; Chiades, Paolo .
    In: German Economic Review.
    RePEc:bla:germec:v:5:y:2004:i:1:p:1-34.

    Full description at Econpapers || Download paper

  41. A macroeconometric model with oligopolistic banks: monetary control, inflation and growth in Israel. (2003). Beenstock, Michael ; Offenbacher, Akiva ; Sulla, Olga ; Azoulay, Eddy.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:20:y:2003:i:3:p:455-486.

    Full description at Econpapers || Download paper

  42. The Transmission Mechanism of European Monetary Policy; Is There Heterogeneity? Is it Changing over Time?. (2002). Rebucci, Alessandro ; Ciccarelli, Matteo.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2002/054.

    Full description at Econpapers || Download paper

  43. Monetary policy and long term interest rates in Germany. (2002). Peersman, Gert.
    In: Economics Letters.
    RePEc:eee:ecolet:v:77:y:2002:i:2:p:271-277.

    Full description at Econpapers || Download paper

  44. Curtailing the black box: German banking groups in the transmission of monetary policy. (2001). Kuppers, Markus.
    In: European Economic Review.
    RePEc:eee:eecrev:v:45:y:2001:i:10:p:1907-1930.

    Full description at Econpapers || Download paper

  45. Monetary policy, credit and aggregate supply: the evidence from Italy. (2000). Tamborini, Roberto ; Fiorentini, Riccardo.
    In: General Economics and Teaching.
    RePEc:wpa:wuwpgt:0004008.

    Full description at Econpapers || Download paper

  46. Does Institutional Change Really Matter? Inflation Targets, Central Bank Reform and Interest Rate Policy in the OECD Countries. (2000). Trecroci, Carmine ; Tirelli, Patrizio ; Muscatelli, Vito.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_278.

    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. DOES INSTITUTIONAL CHANGE REALLY MATTER? INFLATION TARGETS, CENTRAL BANK REFORM AND INTEREST RATE POLICY IN THE OECD COUNTRIES. (1999). Trecroci, Carmine ; Tirelli, Patrizio ; Muscatelli, Vito.
    In: Working Papers.
    RePEc:gla:glaewp:1999_20.

    Full description at Econpapers || Download paper

  49. Institutional Change, Inflation Targeting and the Stability of Interest Rate Reaction Functions. (1998). Trecroci, Carmine ; Tirelli, Patrizio ; Muscatelli, Vito.
    In: Working Papers.
    RePEc:gla:glaewp:9815.

    Full description at Econpapers || Download paper

  50. An EMU with Different Transmission Mechanisms. (1998). Marimon, Ramon ; Giovannetti, Giorgia.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2016.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-12 06:38:17 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.