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Fluctuations in the foreign exchange market: How important are monetary policy shocks?. (2010). Normandin, Michel ; Bouakez, Hafedh.
In: Journal of International Economics.
RePEc:eee:inecon:v:81:y:2010:i:1:p:139-153.

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  1. Threats to central bank independence and exchange rate volatility: High-frequency identification with Trump’s Fed tweets. (2023). Popova, Ivilina ; Liu, Yifan.
    In: Finance Research Letters.
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  2. COVID-19 uncertainty, financial markets and monetary policy effects in case of two emerging Asian countries. (2023). Rath, Badri ; Behera, Harendra ; Gunadi, Iman.
    In: Economic Analysis and Policy.
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  3. Stock market dynamics and the relative importance of domestic, foreign, and common shocks. (2022). Horn, Wolfram ; Ademmer, Martin ; Quast, Josefine.
    In: International Journal of Finance & Economics.
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  4. Forward guidance and the exchange rate: A theoretical sign restricted VAR analysis.. (2022). Dabire, Fabrice.
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  5. Data?driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?. (2022). Maxand, Simone ; Lange, Alexander ; Herwartz, Helmut.
    In: Economic Inquiry.
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  6. Project Portfolio Construction Using Extreme Value Theory. (2021). Tabasi, Hamed ; Yousefi, Vahidreza ; Tamoaitien, Jolanta.
    In: Sustainability.
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  7. What drives oil prices? — A Markov switching VAR approach. (2021). Fu, Chengbo ; Liu, Tangyong ; Chen, Liqing ; Guan, Keqin ; Gong, XU.
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  8. The impact of COVID-19 pandemic on transmission of monetary policy to financial markets. (2021). Han, Liyan ; Wei, Xiaoyun.
    In: International Review of Financial Analysis.
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  9. Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission. (2021). Arthur, Stalla-Bourdillon ; Lukas, Boeckelmann.
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  10. Estimating the Impact of Financial Investments on Agricultural Futures Prices using Changes in Volatility. (2020). Hachula, Michael ; Rieth, Malte.
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  11. Analyzing dynamic impacts of different oil shocks on oil price. (2020). Lin, Boqiang ; Gong, XU ; Chen, Liqiang.
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  13. Statistical identification in SVARs - Monte Carlo experiments and a comparative assessment of the role of economic uncertainties for the US business cycle. (2019). Maxand, Simone ; Lange, Alexander ; Herwartz, Helmut.
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  14. Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach. (2019). Rabitsch, Katrin ; Huber, Florian.
    In: Department of Economics Working Papers.
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  15. Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach. (2019). Rabitsch, Katrin ; Huber, Florian ; Rabithsc, Katrin.
    In: Working Papers in Economics.
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  16. The effects of conventional and unconventional monetary policy on exchange rates. (2019). Inoue, Atsushi ; Rossi, Barbara.
    In: Journal of International Economics.
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  17. Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH. (2019). Schlaak, Thore ; Lütkepohl, Helmut ; Lutkepohl, Helmut.
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  18. Exchange Rate Undershooting: Evidence and Theory. (2019). Müller, Gernot ; Wolf, Martin ; Muller, Gernot ; Hettig, Thomas.
    In: CEPR Discussion Papers.
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  19. REAL EXCHANGE RATE, MONETARY POLICY, AND THE U.S. ECONOMY: EVIDENCE FROM A FAVAR MODEL. (2019). Sun, Wei ; De, Kuhelika.
    In: Economic Inquiry.
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  20. Inference for structural impulse responses in SVAR-GARCH models. (2018). Bruder, Stefan.
    In: ECON - Working Papers.
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  21. Unconventional Monetary Policy and International Risk Premia. (2018). Rogers, John ; Wright, Jonathan H ; Scotti, Chiara.
    In: Journal of Money, Credit and Banking.
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  22. The effects of conventional and unconventional monetary policy on exchange rates. (2018). Rossi, Barbara ; Inoue, Atsushi.
    In: Economics Working Papers.
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  23. The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates. (2018). Rossi, Barbara ; Inoue, Atsushi.
    In: NBER Working Papers.
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  24. The Effect of Monetary Policy on Regime Changes of Financial Assets. (2018). Abbasi, Saeed ; Erfani, Alireza.
    In: Journal of Money and Economy.
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  25. Effects of monetary policy shocks on exchange rate in small open Economies. (2018). Kim, Soyoung ; Lim, Kuntae .
    In: Journal of Macroeconomics.
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  26. Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH. (2018). Schlaak, Thore ; Lütkepohl, Helmut ; Lutkepohl, Helmut.
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  27. FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2018). Pippenger, John .
    In: University of California at Santa Barbara, Economics Working Paper Series.
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  28. The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates. (2018). Rossi, Barbara ; Inoue, Atsushi.
    In: Working Papers.
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  29. Exchange rate volatility: A forecasting approach of using the ARCH family along with ARIMA SARIMA and semi-structural-SVAR in Turkey.. (2017). Ganbold, Batzorig ; Lubis, Raisal Fahrozi ; Akram, Iqra.
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  30. Structural vector autoregressions with heteroskedasticity: A review of different volatility models. (2017). Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut.
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  31. Structural vector autoregressions with smooth transition in variances. (2017). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut.
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  32. Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis. (2017). Schlaak, Thore ; Lütkepohl, Helmut ; Lutkepohl, Helmut.
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  33. Identifying Speculative Demand Shocks in Commodity Futures Markets through Changes in Volatility. (2017). Rieth, Malte ; Hachula, Michael .
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  34. FORWARD BIAS, THE FAILURE OF UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2017). Pippenger, John .
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  35. Dissecting Exchange Rates and Fundamentals in the Modern Floating Era: The Role of Permanent and Transitory Shocks. (2017). Chou, Yu-Hsi.
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  36. The Effect of Central Bank Transparency on Exchange Rate Volatility. (2017). Weber, Christoph.
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  37. Structural Vector Autoregressions : Checking Identifying Long-Run Restrictions via Heteroskedasticity. (2016). Lütkepohl, Helmut ; Velinov, Anton ; Lutkepohl, Helmut.
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  38. Effect of Recent U.S. Monetary Policy on the Balance of Trade. - Gli effetti della recente politica monetaria degli USA sulla bilancia dei pagamenti.. (2016). Adhikari, Deergha Raj .
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  39. Unconventional Monetary Policy and International Risk Premia. (2016). Scotti, Chiara ; Rogers, John ; Wright, Jonathan H.
    In: International Finance Discussion Papers.
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  40. Theoretical Aspects of Modeling of the SVAR. (2015). Turuntseva, Marina ; Skrobotov, Anton.
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  41. Testing for Identification in SVAR-GARCH Models. (2015). Milunovich, George ; Lütkepohl, Helmut ; Luetkepohl, Helmut .
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  42. Structural Vector Autoregressions with Heteroskedasticy. (2015). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut.
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  43. Unconventional monetary policy and the dollar: conventional signs, unconventional magnitudes. (2015). Leduc, Sylvain ; Glick, Reuven.
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  44. Revisiting the relationship between exchange rates and fundamentals. (2015). Chen, Shiu-Sheng ; Chou, Yu-Hsi.
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  45. Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models. (2015). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Lutkepohl, Helmut.
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  46. Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates. (2015). Milunovich, George ; Lütkepohl, Helmut ; Lutkepohl, Helmut.
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  47. Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models. (2015). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netunajev, Aleksei ; Luetkepohl, Helmut .
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  48. FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES: THE ROLE OF MONETARY POLICY. (2015). Pippenger, John .
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  49. DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK SIGN RESTRICTIONS IN STRUCTURAL VARS. (2014). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut.
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  50. Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market. (2014). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netsunajev, Aleksei ; Lutkepohl, Helmut.
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  51. Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity. (2014). Lütkepohl, Helmut ; Velinov, Anton ; Lutkepohl, Helmut.
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  52. Oil prices, exchange rates and asset prices. (2014). Van Robays, Ine ; Fratzscher, Marcel ; Schneider, Daniel.
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  53. Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market. (2014). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netsunajev, Aleksei ; Lutkepohl, Helmut.
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  54. Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity. (2014). Lütkepohl, Helmut ; Velinov, Anton ; Lutkepohl, Helmut.
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  55. Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity. (2014). Lütkepohl, Helmut ; Velinov, Anton ; Luetkepohl, Helmut .
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  56. Monetary Policy and Exchange Rates: A Balanced Two-Country Cointegrated VAR Model Approach. (2013). Krolzig, Hans-Martin ; Heinlein, Reinhold.
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  57. The Effects of Unconventional and Conventional U.S. Monetary Policy on the Dollar. (2013). Leduc, Sylvain ; Glick, Reuven.
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  59. The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries. (2013). Kazi, Irfan Akbar ; Akbar, Farhan ; Wagan, Hakimzadi .
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  60. Oil Prices, Exchange Rates and Asset Prices. (2013). Van Robays, Ine ; Fratzscher, Marcel ; Schneider, Daniel.
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  61. Oil Prices, Exchange Rates and Asset Prices. (2013). Van Robays, Ine ; Fratzscher, Marcel ; Schneider, Daniel.
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  62. THE FAILURE OF UNCOVERED INTEREST PARITY, FORWARD BIAS AND RELATED PUZZLES. (2013). Pippenger, John .
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  63. On the construction of two-country cointegrated VAR models with an application to the UK and US. (2012). Krolzig, Hans-Martin ; Heinlein, Reinhold.
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  64. Studies on the Change Mechanism of RMB Exchange Rate with Non-Recurrent Events. (2012). Huang, Rulu .
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  65. The changing international transmission of US monetary policy shocks: is there evidence of contagion effect on OECD countries. (2012). Akbar, Farhan ; Wagan, Hakimzadi ; Kazi, Irfan Akbar.
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  66. Identifying Structural Vector Autoregressions via Changes in Volatility. (2012). Lütkepohl, Helmut.
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  67. Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs. (2012). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netsunajev, Aleksei ; Lutkepohl, Helmut.
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  68. The Fragility of Overshooting. (2012). Pippenger, John .
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  69. Effects of monetary policy on the $/£ exchange rate. Is there a delayed overshooting puzzle?. (2011). Krolzig, Hans-Martin ; Heinlein, Reinhold.
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    RePEc:rut:rutres:200410.

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  9. Markets Segmentation and the Real Interest Rate Response to Monetary Policy Shocks. (2004). Occhino, Filippo.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200403.

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  10. Oil and the Macroeconomy Since the 1970s. (2004). Kilian, Lutz ; barsky, robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10855.

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  11. On the Time Variations of US Monetary Policy: Who is right?. (2004). Gambetti, Luca ; Canova, Fabio.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:96.

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  12. A Time Varying Natural Rate of Interest for the Euro Area. (2004). Renne, Jean-Paul ; Mésonnier, Jean-Stéphane ; Mesonnier, Jean-Stephane.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:42.

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  13. Structural breaks and regional disparities in the transmission of monetary policy. (2004). Wall, Howard ; Owyang, Michael.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-008.

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  14. Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle. (2004). Owyang, Michael ; Francis, Neville.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-001.

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  15. The liquidity effect in the federal funds market: evidence from daily open market operations. (2004). Demiralp, Selva ; Carpenter, Seth .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-61.

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  16. The term structure of real rates and expected inflation. (2004). Bekaert, Geert ; Ang, Andrew.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2004:i:mar:x:3.

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  17. Were there regime switches in U.S. monetary policy?. (2004). Zha, Tao ; Sims, Christopher.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2004-14.

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  18. Exchange Rate Targeting and Economic Stabilization. (2004). Filer, Larry ; Fackler, J..
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:565.

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  19. Non-Walrasian Labor Market and the European Business Cycle. (2004). Zanetti, Francesco.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:574.

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  20. Monetary Policy Impulses, Local Output and the Transmission Mechanism. (2004). Caruso, Massimo .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_537_04.

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  21. Characterization of the Dynamic Effects of Fiscal Shocks in a Small Open Economy. (2004). Rebei, Nooman.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-41.

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  22. Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences. (2003). Surico, Paolo.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0210002.

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  23. Estimating the effects of monetary policy shocks: does lag structure matter?. (2003). McMillin, W. ; Kim, Keuk-Soo.
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:13:p:1515-1526.

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  24. Monetary policy rules and regime shifts. (2003). Valente, Giorgio.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:7:p:525-535.

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  25. A New Measure of Monetary Shocks: Derivation and Implications. (2003). Romer, Christina.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9866.

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  26. Short Run and Long Run Causality in Time Series : Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
    In: Cahiers de recherche.
    RePEc:mtl:montec:14-2003.

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  27. Short run and long run causality in time series: Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2003-16.

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  28. Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S.. (2003). Monacelli, Tommaso ; Favero, Carlo.
    In: Working Papers.
    RePEc:igi:igierp:234.

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  29. Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility. (2003). Normandin, Michel ; Phaneuf, Louis.
    In: Cahiers de recherche.
    RePEc:iea:carech:0304.

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  30. A Panel Data Test of the Bank Lending Channel in Sweden. (2003). Westerlund, Joakim.
    In: Working Papers.
    RePEc:hhs:lunewp:2003_016.

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  31. Identifying Monetary Policy Shocks with Changes in Open Market Operations. (2003). Schabert, Andreas.
    In: Working Papers.
    RePEc:gla:glaewp:2003_10.

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  32. Is the response of output to monetary policy asymmetric? evidence from a regime-switching coefficients model. (2003). Piger, Jeremy ; Lo, Ming.
    In: Working Papers.
    RePEc:fip:fedlwp:2001-022.

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  33. Regime switching and monetary policy measurement. (2003). Ramey, Garey ; Owyang, Michael.
    In: Working Papers.
    RePEc:fip:fedlwp:2001-002.

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  34. Short Run and Long Run Causality in Time Series: Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-61.

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  35. Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model. (2003). Moran, Kevin ; Ho, Wai-Ming ; Hendry, Scott.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-38.

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  36. Pricing-to-market and limited participation : a joint explanation to the exchange rate disconnect puzzle. (2002). Patureau, Lise.
    In: Computing in Economics and Finance 2002.
    RePEc:sce:scecf2:299.

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  37. Precautionary Saving and Consumption Fluctuations. (2002). Preston, Bruce ; Parker, Jonathan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9196.

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  38. Has the Business Cycle Changed and Why?. (2002). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9127.

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  39. Habit Formation and the Persistence of Monetary Shocks. (2002). Ruge-Murcia, Francisco ; Cardia, Emanuela ; Bouakez, Hafedh.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2002-08.

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  40. Monetary and Fiscal Policy Interactions over the Cycle: Some Empirical Evidence. (2002). Trecroci, Carmine ; Tirelli, Patrizio ; Muscatelli, Vito.
    In: Working Papers.
    RePEc:gla:glaewp:2002_13.

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  41. Habit Formation and the Persistence of Monetary Shocks. (2002). Ruge-Murcia, Francisco ; Cardia, Emanuela ; Bouakez, Hafedh.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-27.

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  42. Monetary Policy Shocks in an Economy with Segmented Markets. (2001). Occhino, Filippo.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200108.

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  43. Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative. (2001). Kilian, Lutz ; barsky, robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8389.

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  44. Do high interest rates defend currencies during speculative attacks ?. (2000). Kraay, Aart.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2267.

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  45. A Monetary Explanation of the Great Stagflation of the 1970s. (2000). Kilian, Lutz ; barsky, robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7547.

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  46. Monetary disturbances matter for business fluctuations in the G-7. (2000). Canova, Fabio ; de Nicolo, Gianni.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:660.

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  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.

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  48. Monetary policy misspecification in VAR models. (1999). Pina, Joaquim ; Canova, Fabio.
    In: Economics Working Papers.
    RePEc:upf:upfgen:420.

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  49. Analysis of the Monetary Transmission Mechanism: Methodological Issues. (1999). McCallum, Bennett.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7395.

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  50. Monetary Policy Rules with Model and Data Uncertainty. (1998). Swanson, Norman ; Ghysels, Eric ; Callan, Myles.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:98s-40.

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