Automated Author Profile

Wolf, Christian K.

Princeton University

Current S-Index

1.6

Sum of Dataset Indices for all datasets

Average Dataset Index per Dataset

0.4

Average Dataset Index per dataset

Total Datasets

4

Total datasets for this author

Average FAIR Score

69.7%

Average FAIR Score per dataset

Total Citations

0

Total citations to the author's datasets

Total Mentions

0

Total mentions of the author's datasets

S-Index Interpretation

S-Index Over Time

Cumulative Citations Over Time

Cumulative Mentions Over Time

Datasets

Replication Codes for: SVAR (Mis-)Identification and the Real Effects of Monetary Policy Shocks (Version: V0)

I argue that the seemingly disparate findings of the recent empirical literature on monetary policy transmission are all consistent with the same standard macro models. Weak sign restrictions, which suggest that contractionary monetary policy if anything boosts output, present as policy shocks what actually are expansionary demand and supply shocks. Classical zero restrictions are robust to such misidentification, but miss short-horizon effects. Two recent approaches - restrictions on Taylor rules and external instruments - instead work well. My findings suggest that empirical evidence is consistent with models in which the real effects of monetary policy are larger than commonly estimated.

Authors

  • Wolf, Christian K.
0 Citations0 Mentions73% FAIR0.4 Dataset Index
10.3886/e1152812020

Replication Codes for: SVAR (Mis-)Identification and the Real Effects of Monetary Policy Shocks (Version: 1)

I argue that the seemingly disparate findings of the recent empirical literature on monetary policy transmission are all consistent with the same standard macro models. Weak sign restrictions, which suggest that contractionary monetary policy if anything boosts output, present as policy shocks what actually are expansionary demand and supply shocks. Classical zero restrictions are robust to such misidentification, but miss short-horizon effects. Two recent approaches - restrictions on Taylor rules and external instruments - instead work well. My findings suggest that empirical evidence is consistent with models in which the real effects of monetary policy are larger than commonly estimated.

Authors

  • Wolf, Christian K.
0 Citations0 Mentions73% FAIR0.4 Dataset Index
10.3886/e115281v12020

Replication Codes for: SVAR (Mis-)Identification and the Real Effects of Monetary Policy Shocks (Version: v1)

I argue that the seemingly disparate findings of the recent empirical literature on monetary policy transmission are all consistent with the same standard macro models. Weak sign restrictions, which suggest that contractionary monetary policy if anything boosts output, present as policy shocks what actually are expansionary demand and supply shocks. Classical zero restrictions are robust to such misidentification, but miss short-horizon effects. Two recent approaches - restrictions on Taylor rules and external instruments - instead work well. My findings suggest that empirical evidence is consistent with models in which the real effects of monetary policy are larger than commonly estimated.

Authors

  • Wolf, Christian K.
0 Citations0 Mentions60% FAIR0.3 Dataset Index
10.3886/e115281v1-916802020

Replication Codes for: SVAR (Mis-)Identification and the Real Effects of Monetary Policy Shocks (Version: v1)

I argue that the seemingly disparate findings of the recent empirical literature on monetary policy transmission are all consistent with the same standard macro models. Weak sign restrictions, which suggest that contractionary monetary policy if anything boosts output, present as policy shocks what actually are expansionary demand and supply shocks. Classical zero restrictions are robust to such misidentification, but miss short-horizon effects. Two recent approaches - restrictions on Taylor rules and external instruments - instead work well. My findings suggest that empirical evidence is consistent with models in which the real effects of monetary policy are larger than commonly estimated.

Authors

  • Wolf, Christian K.
0 Citations0 Mentions73% FAIR0.4 Dataset Index
10.3886/e115281v1-1359602020