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Monetary policy shocks and Cholesky VARs: an assessment for the Euro area

https://doi.org/10.1007/s00181-015-0930-2

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What this work says

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The Taylor rule and interest rates in the EMU area

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The robustness of identified VAR conclusions about money

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Monetary disturbances matter for business fluctuations in the G-7

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Chapter 2 Monetary policy shocks: What have we learned and to what end?

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GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES

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General Methods for Monitoring Convergence of Iterative Simulations

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Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy

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Aggregation, Persistence and Volatility in a Macro Model

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The Taylor Rule: A Useful Monetary Policy Benchmark for the Euro Area?

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The Monetary Policy of the European Central Bank

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TAYLOR RULES AND INTEREST RATE SMOOTHING IN THE EURO AREA*

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The Transmission of Monetary Policy in the Euro Area: Are the Effects Different Across Countries?*

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Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area*

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What does a Monetary Policy Shock Do? An International Analysis with Multiple Filters*

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The Industry Effects of Monetary Policy in the Euro Area

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Evolving U.S. Monetary Policy and The Decline of Inflation Predictability

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Habit Formation in Consumption and Its Implications for Monetary-Policy Models

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ABCs (and Ds) of Understanding VARs

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Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach

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The Time-Varying Volatility of Macroeconomic Fluctuations

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The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure

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Monetary Policy Shocks: What Have We Learned and to What End?

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NBER Macroeconomics Annual 2005

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