Monetary policy reactions and the exchange rate: a regime-switching structural VAR for Canada

No abstract is available for this paper.

• Publication year

  2013

• Venue

  International Review of Applied Economics

• Publication date

  2013-09-01

• Fields of study

  Economics

• Identifiers
  DOI 10.1080/02692171.2012.752446
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Sources of regime switching in short-term interest rates for Canada

  2010influential reference
• Regime-switching monetary policy in Canada

  2010influential reference
• Exchange Rate Pass-through and Monetary Policy: How Strong is the Link?

  2009cited by this paper
• ExtErnal ShockS and MonEtary Policy. doES it Pay to rESPond to ExchangE ratE dEviationS? ShockS externoS y politica monetaria. ¿conviene reSponder a deSviacioneS cambiariaS?

  2009cited by this paper
• The Term Structure of Real Rates and Expected Inflation

  2008influential reference
• Working Paper / Document de travail 2008-24 Do Central Banks Respond to Exchange Rate Movements ? Some New Evidence from Structural Estimation

  2008cited by this paper
• Do Central Banks Respond to Exchange Rate Movements? A Structural Investigation

  2007influential reference
• The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields

  2007cited by this paper
• Economic determinants of the nominal treasury yield curve

  2007cited by this paper
• DOES MONETARY POLICY GENERATE RECESSIONS?

  2006influential reference
• The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates

  2006cited by this paper
• ACM SIGACT news distributed computing column 20

  2005cited by this paper
• Monetary Policy, Foreign Exchange Policy, and Delayed Overshooting

  2005cited by this paper
• Determinants of the long-term yield in Canada: an open economy VAR approach

  2005cited by this paper
• WERE THERE REGIME SWITCHES IN US MONETARY POLICY?

  2005cited by this paper
• Exchange Rates, Inflation and Monetary Policy Objectives in Open Economies: The Experience of Chile

  2004cited by this paper
• The "price puzzle" reconsidered

  2004cited by this paper
• Monetary policy and the volatility of real exchange rates in New Zealand

  2003cited by this paper
• Some Notes on Monetary Policy Rules with Uncertainty

  2003cited by this paper
• Monetary policy rules and regime shifts

  2003cited by this paper
• Regime Switches in Interest Rates

  2002cited by this paper
• Inflation targeting in Chile

  2002cited by this paper
• Short rate nonlinearities and regime switches

  2002influential reference
• Purchasing-Power Parity: Definition, Measurement, and Interpretation

  2002cited by this paper
• Inflation Targeting in Latin America

  2002cited by this paper
• Fear of floating

  2002cited by this paper
• Stylized facts on nominal term structure and business cycles: an empirical VAR study

  2001cited by this paper
• Inflation, real short-term interest rates, and the term structure of interest rates: a regime-switching approach

  2001cited by this paper
• The Role of the Exchange Rate in Monetary-Policy Rules

  2001influential reference
• Optimal Monetary Policy in Open versus Closed Economies: An Integrated Approach

  2001cited by this paper
• Term Structure of Interest Rates with Regime Shifts

  2001influential reference
• Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach

  2000cited by this paper
• Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series

  1999cited by this paper
• Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series

  1999cited by this paper
• DRIFT AND BREAKS IN MONETARY POLICY

  1999cited by this paper
• Monetary Policy Rules

  1999cited by this paper
• Do monetary policy shocks matter in the G-7 countries ? Using common identifying assumptions about monetary policy across countries *

  1999cited by this paper
• The Robustness and Efficiency of Monetary Policy Rules as Guidelines for Interest Rate Setting by the European Central Bank

  1999cited by this paper
• Monetary Policy Shocks: What Have We Learned and to What End?" in The Handbook of Macroeconomics

  1998cited by this paper
• Policy Rules for Open Economies

  1998influential reference
• Do Measures of Monetary Policy in a VAR Make Sense? A Reply

  1998cited by this paper
• Photo courtesy of The Gateway Arch, St. Louis, MO. www.gatewayarch.comA MONETARY POLICY FEEDBACK RULE IN KOREA’S

  1998cited by this paper
• Do Measures of Monetary Policy in a VAR Make Sense

  1998cited by this paper
• Monetary policy and the term structure of nominal interest rates: evidence and theory

  1998cited by this paper
• Measuring Monetary Policy

  1998influential reference
• Open-Economy Inflation Targeting

  1997influential reference
• "Peso Problem" Explanations for Term Structure Anomalies

  1997cited by this paper
• Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis

  1997cited by this paper
• Monetary Policy Rules in Practice: Some International Evidence

  1997cited by this paper
• Markov-Switching Vector Autoregressions

  1997cited by this paper
• Modeling the Conditional Distribution of Interest Rates as a Regime-Switching Process

  1996cited by this paper
• Overnight Rate Innovations as a Measure of Monetary Policy Shocks in Vector Autoregressions

  1996cited by this paper
• Erratum: The likelihood ratio test under nonstandard conditions: Testing the Markov switching model of GNP

  1996cited by this paper
• Inflation targeting in a small open economy: Empirical results for Switzerland

  1995cited by this paper
• The Mirage of Fixed Exchange Rates

  1995influential reference
• The Role of Simple Rules in the Conduct of Canadian Monetary Policy

  1994cited by this paper
• Measuring Core Inflation

  1993cited by this paper
• Interpreting the macroeconomic time series facts: The effects of monetary policy☆

  1992cited by this paper
• Canadian Monetary Policy: Will the Checklist Approach Ever Get Us to Price Stability?

  1992cited by this paper
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

  1989cited by this paper
• The relative importance of foreign and domestic disturbances for aggregate fluctuations in the open economy : Switzerland, 1964-1981

  1987cited by this paper
• Identifying monetary policy in a small open economy under flexible exchange rates

  year unknowninfluential reference

• Measuring the impacts of monetary policy in Turkey: an extended structural vector autoregressive model with structural breaks

  2022cites this paper
• Oil Price Shocks , Systematic Monetary Policy and Economic Activity

  2019cites this paper
• Monetary Policy Behaviour over the Long Run in a Small Open Economy: A Markov-Switching Vector Error-Correction Approach

  2018cites this paper
• The Monetary Transmission Mechanism in Canada: A Time-Varying Vector Autoregression with Stochastic Volatility

  2018influential citation
• Macroeconomic Switching Regimes and Monetary Policy in Canada

  2017cites this paper
• The monetary reaction function for Kenya

  2017influential citation
• The Monetary Transmission Mechanism and Inflation Targeting: A Regime-Switching VAR Approach for Canada

  2016cites this paper
• Do central banks respond to exchange rate movements? Some new evidence from structural estimation

  2013cites this paper