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Identifying VARS based on high frequency futures data. (2004). Wright, Jonathan ; Swanson, Eric ; Faust, Jon.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:51:y:2004:i:6:p:1107-1131.

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  90. Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S.. (2016). Fanelli, Luca ; Castelnuovo, Efrem ; Bacchiocchi, Emanuele.
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  99. Monetary policy transmission in an open economy: new data and evidence from the United Kingdom. (2016). Vicondoa, Alejandro ; Thwaites, Gregory ; Cesa-Bianchi, Ambrogio.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0615.

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  100. Source of Underestimation of the Monetary Policy Effect: Re-Examination of the Policy Effectiveness in Japans 1990s. (2016). Shibamoto, Masahiko.
    In: Manchester School.
    RePEc:bla:manchs:v:84:y:2016:i:6:p:795-810.

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  101. What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks. (2016). Guérin, Pierre ; Ferrara, Laurent.
    In: Staff Working Papers.
    RePEc:bca:bocawp:16-25.

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  102. The Macroeconomic Effects of Monetary Policy: A New Measure for the United Kingdom. (2016). Hürtgen, Patrick ; Cloyne, James ; Hurtgen, Patrick.
    In: American Economic Journal: Macroeconomics.
    RePEc:aea:aejmac:v:8:y:2016:i:4:p:75-102.

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  103. Monetary Policy, Credit Spreads, and Business Cycle Fluctuations. (2015). Herbst, Edward ; Caldara, Dario.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:899.

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  104. Monetary Policy Surprises, Credit Costs, and Economic Activity. (2015). Gertler, Mark ; Karadi, Peter.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:447.

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  105. 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.

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  106. Monetary policy and risk taking. (2015). Lo Duca, Marco ; Faia, Ester ; Angeloni, Ignazio.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:52:y:2015:i:c:p:285-307.

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  107. Monetary Policy Surprises, Credit Costs, and Economic Activity. (2015). Karadi, Peter ; Gertler, Mark.
    In: American Economic Journal: Macroeconomics.
    RePEc:aea:aejmac:v:7:y:2015:i:1:p:44-76.

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  108. The macroeconomic effects of monetary policy: A new measure for the United Kingdom. (2014). Hürtgen, Patrick ; Cloyne, James ; Hurtgen, Patrick.
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100304.

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  109. Optimal monetary policy responses and welfare analysis within the highfrequency New-Keynesian framework. (2014). Sacht, Stephen.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201403.

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  110. Do European Central Bank Announcements Influence Stock Prices and Exchange Rates?. (2014). Kurihara, Yutaka.
    In: Journal of Applied Finance & Banking.
    RePEc:spt:apfiba:v:4:y:2014:i:4:f:4_4_1.

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  111. Still puzzling: evaluating the price puzzle in an empirically identified structural vector autoregression. (2014). Hoover, Kevin ; Demiralp, Selva ; Perez, Stephen .
    In: Empirical Economics.
    RePEc:spr:empeco:v:46:y:2014:i:2:p:701-731.

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  112. Theoretical Basis of Prediction of Main Budget Parameters of Country. (2014). Kazakova, Maria ; Nazarov, P A.
    In: Published Papers.
    RePEc:rnp:ppaper:r90221.

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  113. Development of Prediction Model of Basic Budget Parameters in Russian Federation. (2014). Kazakova, Maria ; Nazarov, P A.
    In: Published Papers.
    RePEc:rnp:ppaper:r90220.

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  114. Methodological Principles of Prediction of Tax Revenues of Budgetary System. (2014). Kazakova, Maria ; Nazarov, P A.
    In: Published Papers.
    RePEc:rnp:ppaper:r90219.

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  115. Monetary Policy Shocks from the EU and US: Implications for Sub-Saharan Africa. (2014). Kronick, Jeremy.
    In: MPRA Paper.
    RePEc:pra:mprapa:59416.

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  116. Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis. (2014). Hernandez, Juan R.
    In: MPRA Paper.
    RePEc:pra:mprapa:100653.

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  117. Another Look at the Stock Return Response to Monetary Policy Actions. (2014). Maio, Paulo.
    In: Review of Finance.
    RePEc:oup:revfin:v:18:y:2014:i:1:p:321-371..

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  118. Monetary Policy Surprises, Credit Costs and Economic Activity. (2014). Karadi, Peter ; Gertler, Mark.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20224.

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  119. Source of Underestimation of the Monetary Policy Effect: Re-examination of the Policy Effectiveness in Japans 1990s. (2014). Shibamoto, Masahiko.
    In: Discussion Paper Series.
    RePEc:kob:dpaper:dp2014-10.

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  120. 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.

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  121. Impact of uncertainty on high frequency response of the U.S. stock markets to the Feds policy surprises. (2014). Marfatia, Hardik.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:54:y:2014:i:3:p:382-392.

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  122. Football Marketing and Its Effect on Economic Boom. (2014). Lanteri, Luis N..
    In: Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016).
    RePEc:eac:articl:16/13.

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  123. Monetary Policy Surprises, Credit Costs and Economic Activity. (2014). Karadi, Peter ; Gertler, Mark.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9824.

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  124. Systemic Sovereign Risk: Macroeconomic Implications in the Euro Area. (2014). Bahaj, Saleem.
    In: Discussion Papers.
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  125. The macroeconomic effects of monetary policy: a new measure for the United Kingdom. (2014). Hürtgen, Patrick ; Cloyne, James ; Hurtgen, Patrick.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0493.

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  126. Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis. (2014). Hernandez, Juan.
    In: Working Papers.
    RePEc:bdm:wpaper:2014-09.

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  127. Reconciling narrative monetary policy disturbances with structural VAR model shocks?. (2013). Kriwoluzky, Alexander ; Kliem, Martin.
    In: Discussion Papers.
    RePEc:zbw:bubdps:232013.

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  128. What are the Effects of Monetary Policy Shocks? Evidence from Dollarized Countries. (2013). Willems, Tim.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20100099.

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

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  130. Are Sticky Prices Costly? Evidence From The Stock Market. (2013). Weber, Michael ; Gorodnichenko, Yuriy.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18860.

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  131. Monetary Policy Surprises, Credit Costs and Economic Activity. (2013). Gertler, Mark ; Karadi, Peter.
    In: NBER Chapters.
    RePEc:nbr:nberch:13306.

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  132. Set inferences and sensitivity analysis in semiparametric conditionally identified models. (2013). Escanciano, Juan Carlos ; Zhu, Lin.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:55/13.

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  133. Using Financial Markets To Estimate the Macro Effects of Monetary Policy:. (2013). Pitschner, Stefan .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0267.

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  134. Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited. (2013). Kuersteiner, Guido ; Jorda, Oscar ; Angrist, Joshua.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2013-24.

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  135. Structural vector autoregressions. (2013). Kilian, Lutz.
    In: Chapters.
    RePEc:elg:eechap:14327_22.

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  136. 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.

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  137. Risk, uncertainty and monetary policy. (2013). Lo Duca, Marco ; Hoerova, Marie ; Bekaert, Geert.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:60:y:2013:i:7:p:771-788.

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  138. Monetary policy and stock market dynamics across monetary regimes. (2013). laopodis, nikiforos.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:33:y:2013:i:c:p:381-406.

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  139. Monetary policy transmission in vector autoregressions: A new approach using central bank communication. (2013). Neuenkirch, Matthias.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:11:p:4278-4285.

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  140. The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market. (2013). Marfatia, Hardik ; Kishor, N.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:24:y:2013:i:c:p:1-24.

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  141. Analyzing the effects of US monetary policy shocks in dollarized countries. (2013). Willems, Tim.
    In: European Economic Review.
    RePEc:eee:eecrev:v:61:y:2013:i:c:p:101-115.

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  142. Reconciling narrative monetary policy disturbances with structural VAR model shocks?. (2013). Kriwoluzky, Alexander ; Kliem, Martin.
    In: Economics Letters.
    RePEc:eee:ecolet:v:121:y:2013:i:2:p:247-251.

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  143. Risk, uncertainty and monetary policy. (2013). Lo Duca, Marco ; Hoerova, Marie ; Bekaert, Geert.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131565.

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  144. Macroeconomic effects of precautionary demand for oil. (2013). Pisani, Massimiliano ; Pagano, Patrizio ; Anzuini, Alessio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_918_13.

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  145. U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure. (2012). Dungey, Mardi ; Claus, Edda.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:44:y:2012:i:7:p:1443-1453.

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  146. The Low-Frequency Impact of Daily Monetary Policy Shock. (2012). Francis, Neville.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:198.

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  147. Disentangling the Channels of the 2007-2009 Recession. (2012). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18094.

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  148. Risk, uncertainty and monetary policy. (2012). Lo Duca, Marco ; Hoerova, Marie ; Bekaert, Geert.
    In: Working Paper Research.
    RePEc:nbb:reswpp:201210-229.

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  149. Pre-announcement and timing: The effects of a government expenditure shock. (2012). Kriwoluzky, Alexander.
    In: European Economic Review.
    RePEc:eee:eecrev:v:56:y:2012:i:3:p:373-388.

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  150. Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults. (2012). Meeks, Roland.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:4:p:568-584.

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  151. What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?. (2012). Wright, Jonathan H..
    In: Economic Journal.
    RePEc:ecj:econjl:v:122:y:2012:i:564:p:f447-f466.

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  152. Disentangling the Channels of the 2007-09 Recession. (2012). Stock, James H. ; Watson, Mark W..
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:44:y:2012:i:2012-01:p:81-156.

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  153. The impact of monetary policy shocks on commodity prices. (2012). Pagano, Patrizio ; Lombardi, Marco ; Anzuini, Alessio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_851_12.

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  154. Identifying US Monetary Policy Shocks through Sign Restrictions in Dollarized Countries. (2011). Willems, Tim ; Gobbi, Alessandro.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20110145.

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  155. Using Dollarized Countries to Analyze the Effects of US Monetary Policy Shocks. (2011). Willems, Tim.
    In: 2011 Meeting Papers.
    RePEc:red:sed011:200.

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  156. Identifying the Liquidity Effects of Monetary Policy Shocks For a Small Open Economy: Turkey. (2011). SAHIN, Afsin ; Berument, Hakan ; Togay, Selahattin .
    In: MPRA Paper.
    RePEc:pra:mprapa:46883.

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  157. What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound?. (2011). Wright, Jonathan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17154.

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  158. Are the Effects of Monetary Policy Shocks Big or Small?. (2011). Coibion, Olivier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17034.

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  159. Identifying the Liquidity Effects of Monetary Policy Shocks for a Small Open Economy: Turkey. (2011). SAHIN, Afsin ; Berument, Hakan ; Togay, Selahattin.
    In: Open Economies Review.
    RePEc:kap:openec:v:22:y:2011:i:4:p:649-667.

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  160. Using Financial Markets Information to Identify Oil Supply Shocks in a Restricted VAR. (2011). Melolinna, Marko.
    In: Finnish Economic Papers.
    RePEc:fep:journl:v:24:y:2011:i:1:p:33-54.

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  161. The fed and the term structure: Addressing simultaneity within a structural VAR model. (2011). Farka, Mira ; DaSilva, Amadeu .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:5:p:935-952.

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  162. Structural Vector Autoregressions. (2011). Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8515.

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  163. Lets Twist Again: A High-Frequency Event-study Analysis of Operation Twist and Its Implications for QE2. (2011). Swanson, Eric.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:42:y:2011:i:2011-01:p:151-207.

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  164. The Determinants of Future U.S. Monetary Policy: High‐Frequency Evidence. (2010). Taylor, Nicholas.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:42:y:2010:i:2-3:p:399-420.

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  165. Turkiye’de Piyasa Gostergelerinden Para Politikasi Beklentilerinin Olculmesi. (2010). Orak, Musa ; Kara, Hakan ; Gürkaynak, Refet ; Alp, Harun ; Keles, Gursu .
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  166. Monetary policy surprises and international bond markets. (2010). O'Reilly, Gerard ; Hyde, Stuart ; Bredin, Don.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:6:p:988-1002.

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  167. 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.

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  168. The Reaction of Real Estate-Related Industries to the Monetary Policy Actions. (2010). Majbouri, Mahdi ; Goukasian, Levon.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:38:y:2010:i:2:p:355-398.

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  169. Futures Markets, Oil Prices, and the Intertemporal Approach to the Current Account. (2009). Arbatli, Elif.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:406.

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  170. Fiscal Foresight and Information Flows. (2009). Yang, Shu-Chun ; Walker, Todd ; Leeper, Eric.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14630.

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  171. FISCAL FORESIGHT AND INFORMATION FLOWS. (2009). Leeper, Eric ; Shu-Chun, Susan Yang ; Walker, Todd .
    In: CAEPR Working Papers.
    RePEc:inu:caeprp:2009001.

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  172. FISCAL FORESIGHT AND INFORMATION FLOWS. (2009). Walker, Todd ; Leeper, Eric ; Eric M. Leepr, Todd B. Walker, Shu-Chun Susan Yang, .
    In: Caepr Working Papers.
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  173. Credit market shocks: evidence from corporate spreads and defaults. (2009). Meeks, Roland.
    In: Working Papers.
    RePEc:fip:feddwp:0906.

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  174. 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.

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  175. The role of house prices in the monetary policy transmission mechanism in small open economies. (2009). Bjørnland, Hilde ; Jacobsen, Dag Henning .
    In: Working Paper.
    RePEc:bno:worpap:2009_06.

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  176. Predicting the Fed. (2008). Petersen, Kenneth ; Pozdnyakov, Vladimir .
    In: Working papers.
    RePEc:uct:uconnp:2008-07.

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  177. Some benefits of monetary policy transparency in New Zealand. (2008). Karagedikli, Ozer ; Drew, Aaron.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2008/01.

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  178. Daily Monetary Policy Shocks and the Delayed Response of New Home Sales. (2008). Hamilton, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14223.

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  179. Fiscal Foresight: Analytics and Econometrics. (2008). Leeper, Eric ; Yang, Shu-Chun Susan ; Walker, Todd B.
    In: CAEPR Working Papers.
    RePEc:inu:caeprp:2008013.

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  180. The Impact of Central Bank Announcements on Asset Prices in Real Time. (2008). verga, giovanni ; Rosa, Carlo.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2008:q:2:a:5.

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  181. Daily monetary policy shocks and new home sales. (2008). Hamilton, James.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:55:y:2008:i:7:p:1171-1190.

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  182. Futures prices as risk-adjusted forecasts of monetary policy. (2008). Swanson, Eric ; Piazzesi, Monika.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:55:y:2008:i:4:p:677-691.

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  183. Monetary policy and the transmission of oil shocks. (2008). Bachmeier, Lance.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:30:y:2008:i:4:p:1738-1755.

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  184. Using financial markets information to identify oil supply shocks in a restricted VAR. (2008). Melolinna, Marko.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2008_009.

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  185. Futures Markets, Oil Prices and the Intertemporal Approach to the Current Account. (2008). Arbatli, Elif.
    In: Staff Working Papers.
    RePEc:bca:bocawp:08-48.

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  186. Are Euro Interest Rates led by FED Announcements?. (2007). Vaciago, Giacomo ; Monticini, Andrea.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:16.

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  187. Where Have the Monetary Surprises Gone? The Effects of FOMC Statements. (2007). Swiston, Andrew J.
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  188. Monetary policy shocks in a two-sector open economy: an empirical study. (2007). Llaudes, Ricardo .
    In: Working Paper Series.
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  189. Oil supply news in a VAR: Information from financial markets. (2007). Pisani, Massimiliano ; Pagano, Patrizio ; Anzuini, Alessio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_632_07.

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  190. 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.

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  191. Time Series Analysis. (2006). Nerlove, Marc ; Kilian, Lutz ; Diebold, Francis.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:06-019.

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  192. Monetary Transmission in the New EU Member States: Evidence from Time-Varying Coefficient Vector Autoregression. (2006). Darvas, Zsolt.
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2006:i:1:b:4.

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  193. A Practical Model-Based Approach to Monetary Policy Analysis—Overview. (2006). Laxton, Douglas ; Karam, Philippe D ; Berg, Andrew.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/080.

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  194. Futures prices as risk-adjusted forecasts of monetary policy. (2006). Swanson, Eric ; Piazzesi, Monika.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2006-23.

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  195. Market-based measures of monetary policy expectations. (2006). Swanson, Eric ; Gürkaynak, Refet ; Sack, Brian.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2006-04.

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  196. The impact of central bank announcements on asset prices in real time: testing the efficiency of the Euribor futures market. (2006). Rosa, Carlo ; Verga, Giovanni .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:19777.

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  197. The Impact of Central Bank Announcements on Asset Prices in Real Time: Testing the Efficiency of the Euribor Futures Market. (2006). verga, giovanni ; Rosa, Carlo.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp0764.

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  198. Time Series Analysis. (2006). Nerlove, Marc ; Kilian, Lutz ; Diebold, Francis.
    In: Working Papers.
    RePEc:ags:umdrwp:28556.

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  199. Are Europes Interest Rates led by FED Announcements?. (2005). Vaciago, Giacomo ; Monticini, Andrea .
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0507022.

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  200. Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements. (2005). Swanson, Eric ; Gürkaynak, Refet ; Sack, Brian.
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