International transmission of U.S. monetary policy shocks: Evidence from VAR's

By Soyoung Kim. 2001

487 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/f41a7297a71b24b880a1871e1d8b0242f94dad22

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Citations in the corpus

Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data (2003, unknown): “monetary policy shocks have no effect on foreign interest rates until a month after the policy move (Eichenbaum and Evans (1995), Kim and Roubini (2000)).”
Determinants of Global Spillovers from US Monetary Policy (2015, background): “Kim (2001) and, to a lesser extent, Faust and Rogers (2003) as well as Faust et al. (2003) investigate earlier sample periods in which spillovers might have been smaller due to lower levels of international trade and, in particular, financial integration.”
If the Fed Sneezes, Who Catches a Cold? (2017, methodology): “This approach would make more sense using panel techniques; however, as already argued above, panel techniques raise computational difficulties if we want to take into account the model uncertainty in our estimates of the US monetary policy shocks.(22)”
Large Bayesian VARs (2008, unknown): “7 Originally, Litterman sets δi = 1 for all i, reflecting the belief that all the variables are characterized by high persistence.”
The Impact of Monetary Policy Shocks on Commodity Prices (2012, unknown): “11This procedure is often referred to as the “marginal method” and has been proposed by Kim (2001). in a more persistent fashion, as the effects remain significant up to three years after the shock has occurred.”
The transmission of US shocks to Latin America (2005, unknown): “Many studies have tried to disentangle the contribution of internal and external sources and to identify the channels of international transmission in G-7 or OECD countries (see, e.g., Amhed et al., 1993; Canova and Marrinan, 1998; Prasad, 1999; Canova and De Nicol´ o, 2000, 2003; Kim, 2001 ) but t”
Questioni di Economia e Finanza (2010, unknown): “The drivers of labour scarcity may be related to quantitative or qualitative aspects: the former refers to insufficient labour supply in certain segments of the labour market or in certain geographical locations, the latter occurs when demand and supply of labour are fairly balanced but there is…”
Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach (2000, background): “25See Kim (1998b) for the evidence on the international transmission of the U.S. monetary policy shocks. considered the response of the macro variables of the non-U.”
International Asset Allocation Under Regime Switching, Skew and Kurtosis Preferences (2005, background): “10See Obstfeld and Rogoff (1995) for the micro foundations of such models and Kim (2001) for empirical evidence.”
Global Financial Transmission of Monetary Policy Shocks (2009, unknown): “Kim (2001), using a VAR framework with low-frequency data, identifies interest rate reactions in other countries as the most important channel of transmission.”
Unconventional monetary policy and the spillovers to emerging markets (2016, unknown): “[25] Kim, S.”
External shocks, U.S. monetary policy and macroeconomic fluctuations in emerging markets (2007, unknown): “Kim (2001) presents structural VAR estimates of the effects of U.S. monetary policy shocks on the non-U.”