Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Effects | Citedby Results | The Review of Economics and Statistics | MIT Press

Skip to Main Content

Skip Nav Destination

Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Effects

The Review of Economics and Statistics 1–46.

This article has been cited by the following articles in journals that are participating in Crossref Cited-by Linking.

Monetary Policy Without Moving Interest Rates: The Fed Non-Yield Shock

Christoph Boehm
T. Niklas Kroner

SSRN Electronic Journal (2024)

Inframarginal Borrowers and the Mortgage Payment Channel of Monetary Policy

Daniel Ringo

SSRN Electronic Journal (2024)

Estimating the Fed’s unconventional policy shocks

Marek Jarociński

Journal of Monetary Economics (2024) 144: 103548.

Monetary policy and information shocks in a block-recursive SVAR

Sascha A. Keweloh
Stephan Hetzenecker
Andre Seepe

Journal of International Money and Finance (2023) 137: 102892.

Beyond the Yield Curve: Understanding the Effect of FOMC Announcements on the Stock Market

Christoph Boehm
T. Niklas Kroner

SSRN Electronic Journal (2021)