Monetary policy and the term structure of inflation expectations with information frictions J McNeil Journal of Economic Dynamics and Control 146, 104588, 2023 | 5 | 2023 |
US tax and spending shocks 1950-2019: SVAR overidentification with external instruments AW Gregory, J McNeil, GW Smith Queen’s Economics Department Working Paper, 2021 | 5 | 2021 |
Using functional shocks to assess conventional and unconventional monetary policy in Canada TV Koeppl, JM Kronick, J McNeil Canadian Journal of Economics/Revue canadienne d'économique 57 (4), 1314-1336, 2024 | 2 | 2024 |
The All‐Gap Phillips Curve J McNeil, GW Smith Oxford Bulletin of Economics and Statistics 85 (2), 269-282, 2023 | 2 | 2023 |
Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis M Bruns, H Lütkepohl, J McNeil Available at SSRN 4927320, 2024 | 1 | 2024 |
US fiscal policy shocks: Proxy‐SVAR overidentification via GMM AW Gregory, J McNeil, GW Smith Journal of Applied Econometrics 39 (4), 607-619, 2024 | 1 | 2024 |
Modeling interest rate setting at the European Central Bank with bargaining models and counterfactuals J McNeil Empirical Economics 66 (3), 1037-1053, 2024 | | 2024 |
Estimation of Impulse response functions with term structure local projections J McNeil Dalhousie University, Department of Economics Working Papers, 2020 | | 2020 |
An empirical analysis of the conduct and effects of monetary policy J McNeil Queen's University (Canada), 2020 | | 2020 |
Measuring financial contagion: Detecting changes in cross-market linkages with structural break tests J McNeil Queen’s University, 2014 | | 2014 |
Monetary policy and the term structure of inflation expectations J McNeil | | |