References
- Adolfson, M (2001) Monetary Policy with Incomplete Exchange Rate Pass-Through. Working Paper Series, No.127, Sveriges Riksbank.
- Agenor, PR and Aynaoui, KE, (2010). Excess Liquidity, Bank Pricing Rule, and Monetary Policy. Journal of Banking and Finance 34, 923-933.10.1016/j.jbankfin.2009.10.003
- Aleem, A (2010) Transmission Mechanism of Monetary Policy in India. Journal of Asian Economics 21, 186-197.
- Bagliano F and Favero C (1998) Measuring Monetary Policy with VAR models: an evaluation. European Economic Review 42, 1069-1112.10.1016/S0014-2921(98)00005-1
- Bernanke B and Blinder A (1992) The Federal Funds rate and the Channels of Monetary Transmission. American Economic Review 82, 901-921.
- Bernanke B and Gertler M (1995) Inside the Black Box: The Credit Channel of Monetary Policy Transmission. Journal of Economic Perspectives 9, 27-48.
- Berananke B and Mihov I (1998) Measuring Monetary Policy. The Quarterly Journal of Economics 113, 869-902.
- Bhattacharya I and Ray P (2007) How do we assess monetary policy stance? Characterisation of a narrative monetary measure for India. Economic and Political weekly 42, 1201-1210.
- Bhattacharya R, Patnaik I and Shah A (2011) Monetary Policy Transmission in an emerging market setting. IMF Working Paper 11/5.
- Bhattacharya I and Sensarma R (2008) How Effective are Monetary Policy Signals in India: Evidence from a SVAR model. Journal of Policy Modelling 30, 169-183.
- Bjornland H (2005) Monetary policy and exchange rate interactions in a small open economy. University of Oslo, Department of Economics. Memorandum No.31.
- Coibion O (2012) Are the Effects of Monetary Policy Shocks Big or Small? American Economic Journal: Macroeconomics 4, 1-32.
- Cushman, D and Zha, T (1997) Identifying Monetary Policy in a Small Open Economy Under Flexible Exchange Rates. Journal of Monetary Economics 39: 433-448.
- Devereux, M, (2001) Monetary Policy, Exchange Rate Flexibility and Exchange Rate Pass Through. In Revisiting the Case for Flexible Exchange Rates. Bank of Canada.
- Disyatat, P, Vongsinsirikul, P, (2003) Monetary policy and the transmission mechanism in Thailand. Journal of Asian Economics 14, 389-418.
- Dorrucci, E, Meyer-Cirkel, A, Santabarbara, D, (2009) Domestic Financial Development in Emerging Economies: Evidence and Implications. Database of Financial Sector Development of Lots of Countries, 102, European Central Bank.
- Eichenbaum M and Evans C (1995) Some empirical evidence on the effects of shocks to monetary policy on exchange rates. The Quarterly Journal of Economics 110, 975-1009.
- Elbourn, A, Hann, J, (2006) Financial Structure and Monetary Policy Transmission in Transition Countries. Journal of Comparative Economics 30,2893-2910.
- Fung, B, (2002) A VAR Analysis of the Effects of Monetary Policy in East Asia. Technical report BIS.
- Ganev, G, Molner, K, Rybinski, K, Wozniak, P, (2002) Transmission Mechanism of Monetary Policy in Central and Eastern Europe. CASE Network Reports, No. 52, Center for Social and Economic Research.
- Gerlash, S, Smets, F, (1995) The Monetary Transmission Mechanism: Evidence from the G7 Countries. Working Paper, No. 26, BIS.
- Jang K and Ogaki M (2003) The Effects of Japanese Monetary Policy Shocks on exchange rates: A structural Vector Error Correction Approach. Monetary and Economic Studies, Bank of Japan 21, 1-34.
- Jang K and Ogaki M (2004) The Effects of Monetary Policy Shocks on exchange rates: A structural vector error correction model approach. Journal of the Japanese and International Economies 18, 99-114.10.1016/S0889-1583(03)00042-X
- Kalyvitis S and Michaelidis A (2000) New evidence on the effects of the U.S. Monetary Policy on exchange rates. Economics Letters 71, 255-263.
- Kalyvitis S and Skotida I (2008) Some empirical evidence on the effects of U.S. Monetary Policy shocks on Cross Exchange rates. The Quarterly Review of Economics and Finance 50(3), 386-394.10.1016/j.qref.2010.02.006
- Kim S (2005) Monetary Policy, Foreign Exchange Policy and Delayed Overshooting. Journal of Money, Credit and Banking 37, 775-782.
- Kim, S and Roubini, N, (2000) Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach. Journal of Monetary Economics 45(561-586).10.1016/S0304-3932(00)00010-6
- Koray F and Mcmillin W (1999) Monetary Shocks, the exchange rate and the trade balance. Journal of International Money and Finance 18, 925-940.10.1016/S0261-5606(99)00031-5
- Kubo A (2009) The Effects of a Monetary Policy Shock: Evidence from India. Economics Letters 29, 1-11.
- Lutkepohl H and Reimers H (1992) Impulse Response Analysis of Cointegrated Systems. Journal of Economic Dynamics and Control 16, 53-78.
- McCarthy, J, (1999) Pass-through of Exchange Rate and Import Prices to Domestic Inflation in some Industrialized Economies. Working Paper, No. 79, BIS.
- Mallick S (2010) Macroeconomic effects of Monetary Policy and implicit exchange rate targeting in India. Paper presented at 9th Annual Meeting of EEFS International Conference (3,6 June, Athens, Greece).
- Mishra A and Mishra V (2010) A VAR model of Monetary Policy and hypothetical case of Inflation targeting in India. Department of Economics, Monash University Discussion Paper 15/10.
- Mohan R (2008) Monetary Policy Transmission in India. BIS papers on Transmission mechanisms for monetary policy in emerging market economies. No.35.
- Moreno, R, (2008) Monetary Policy Transmission and Long Term Interest Rate in Emerging Markets. In Transmission Mechanism for Monetary Policy in Emerging Market Economies. Working Paper No. 35,. BIS.
- Norris, E, Floerkemeir, H, (2006) Transmission Mechanisms of Monetary Policy in America: Evidence from VAR Analysis. IMF Working Papers, No. WP/06/248, International Monetary Fund.
- Ramaswami, R, Slok, T, (1998) The Real Effects of Monetary Policy in the European Union: What are the Difference. IMF Staff Papers 45(2), 374-396.10.2307/3867394
- Romer C and Romer D (1989) Does Monetary Policy Matter? A new test in the spirit of Friedman and Schwartz. NBER Macroeconomics Annual 1989, MIT Press, 121-170.10.1086/654103
- Sims C and Zha T (2006) Were there regime switches in U.S. Monetary Policy? American Economic Review 96, 54-81.
- Singh, K, Kalirajan, K, (2007) Monetary Transmission in Post-Reform India: An Evaluation. Journal of the Asia Pacific Economy 12, 158-187.10.1080/13547860701252371
- Smets F (1997) Measuring Monetary Policy shocks in France, Germany and Italy: The role of the exchange rate. BIS Working Paper No.42.
- Smets, F, Wouters, R, (2002) Openness, imperfect exchange rate pass-through and monetary policy. Journal of Monetary Economics 49, 947-981.
- Taylor J (1995) The Monetary Transmission mechanism: An empirical framework. Journal of Economic Perspectives 9, 11-26.