Mean Group Distributed Lag Estimation of Impulse Response Functions in Large Panels

Author:

,Choi Chi-Young,Chudik AlexanderORCID,

Publisher

Federal Reserve Bank of Dallas

Reference23 articles.

1. Acosta, M. (2023). The Perceived Causes of Monetary Policy Surprises. Mimeo, February 26, 2023, available at https://www.acostamiguel.com.

2. Anzuini, A., M. J. Lombardi, and P. Pagano (2013). The Impact of Monetary Policy Shocks on Commodity Prices. International Journal of Central Banking 9 (3), 125-150. https://www.ijcb.org/journal/ijcb13q3a4.pdf.

3. Aruoba, S. B. and T. Drechsel (2022, May). Identifying Monetary Policy Shocks: A Natural Language Approach. CEPR Discussion Paper No. DP17133. Available at SSRN: https://ssrn.com/abstract=4069942.

4. Bachmeier, L. J. and I. Cha (2011). Why Donít Oil Shocks Cause Ináation? Evidence from Disaggregate Ináation Data. Journal of Money, Credit and Banking 43 (6), 1165-1183. https://doi.org/10.1111/j.1538-4616.2011.00421.x.

5. Baumeister, C. and L. Kilian (2014). Do Oil Price Increases Cause Higher Food Prices? Economic Policy 29 (80), 691ñ747. https://doi.org/10.1111/1468-0327.12039.

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