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The Impacts of Global Risk and US Monetary Policy on US Dollar Exchange Rates and Excess Currency Returns
42/42 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 42 checked references that resolve
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Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks
resolves10.1016/j.jeconom.2015.10.004
Inference in VARs with conditional heteroskedasticity of unknown form
resolves10.2307/2946646
Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates
resolves10.1257/aer.20170110
Are Low Interest Rates Deflationary? A Paradox of Perfect-Foresight Analysis
resolves10.1111/jmcb.12459
Raise Rates to Raise Inflation? Neo‐Fisherianism in the New Keynesian Model
resolves10.1214/009053606000000984
Asymptotic local efficiency of Cramér–von Mises tests for multivariate independence
resolves10.1016/j.jeconom.2016.09.007
Statistical inference for independent component analysis: Application to structural VAR models
resolves10.1111/ecin.13035
Data‐driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?
resolves10.1016/j.jeconom.2014.06.012
Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks
resolves10.1016/j.jedc.2022.104457
Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US
resolves10.1016/j.jedc.2023.104630
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
resolves10.1016/j.jinteco.2019.01.015
The effects of conventional and unconventional monetary policy on exchange rates
resolves10.1111/j.1538-4616.2008.00151.x
Identifying Monetary Policy Shocks via Changes in Volatility
resolves10.1016/j.jeconom.2016.06.002
Identification and estimation of non-Gaussian structural vector autoregressions
resolves10.1257/aer.20130479
Financial Intermediation, International Risk Sharing, and Reserve Currencies
resolves10.1111/j.1468-0084.2012.00710.x
Causal Inference by Independent Component Analysis: Theory and Applications*
resolves10.1016/0304-4076(94)01644-F
Estimating long-run relationships from dynamic heterogeneous panels
resolves10.1016/j.jinteco.2008.02.005
New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates
The 35 references without a DOI — listed, not checked
no DOI — not checkedExchange rates, foreign currency exposure and sovereign risk
no DOI — not checkedNeo-fisherian policies and liquidity traps
no DOI — not checkedref8
no DOI — not checkedMonetary policy, real activity, and credit spreads: Evidence from bayesian proxy svars
no DOI — not checkedref10
no DOI — not checkedDrivers of consumer prices and exchange rates in small open economies
no DOI — not checkedref13
no DOI — not checkedRaising an inflation target: The japanese experience with abenomics
no DOI — not checkedref17
no DOI — not checkedCarry trades and monetary conditions
no DOI — not checkedGlobal risk and the dollar
no DOI — not checkedMonetary policy surprises, credit costs, and economic activity
no DOI — not checkedExorbitant privilege and exorbitant duty
no DOI — not checkedref30
no DOI — not checkedMonetary policy surprises and exchange rate behavior
no DOI — not checkedref33
no DOI — not checkedThe link between monetary policy, stock prices, and house prices -evidence from a statistical identification approach
no DOI — not checkedThe exchange rate response to monetary policy innovations
no DOI — not checkedref40
no DOI — not checkedEstimating the Fed's unconventional policy shocks
no DOI — not checkedDeconstructing monetary policy surprises -The role of information shocks
no DOI — not checkedU.S. monetary policy and international risk spillovers
no DOI — not checkedref50
no DOI — not checkedref52
no DOI — not checkedref56
no DOI — not checkedref58
no DOI — not checkedref64
no DOI — not checkedThe Federal Reserve's implicit inflation target and macroeconomic dynamics: A SVAR analysis
no DOI — not checkedref67
no DOI — not checkedShifts in monetary policy and exchange rate dynamics: Is Dornbusch's overshooting hypothesis intact, after all
no DOI — not checkedThe effects of permanent monetary shocks on exchange rates and uncovered interest rate differentials
no DOI — not checkedref73
no DOI — not checkedThe Dollar during the Great Recession: US monetary policy signaling and the flight to safety
no DOI — not checkedThe neo-fisher effect: Econometric evidence from empirical and optimizing models
no DOI — not checkedNeo-fisherism: A radical idea, or the most obvious solution to the lowinflation problem? Federal Reserve Bank of St
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