The 25 references in paper Christopher F. Baum, Mustafa Caglayan, Neslihan Ozkan (2003) “The role of uncertainty in the transmission of monetary policy effects on bank lending” / RePEc:boc:bocoec:561

1
Ashcraft, A. B. (2006), ‘New evidence on the lending channel’,The Journal of Money, Credit and Banking38(3), 751–775.
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2
Baum, C. F. (2006),An Introduction to Modern Econometrics Using Stata, Stata Press, College Station,
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3
Baum, C. F., Caglayan, M. and Ozkan, N. (2004), ‘Nonlinear effects of exchange rate volatility on the volume of bilateral exports’,Journal of
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4
Applied Econometrics19, 1–23.
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5
Baum, C. F., Schaffer, M. E. and Stillman, S. (2003), ‘Instrumental variables and GMM: Estimation and testing’,Stata Journal3, 1–31.
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6
Baum, C. F., Schaffer, M. E. and Stillman, S. (2007), ‘Enhanced routines for instrumental variables/generalized method of momentsestimation and testing’,Stata Journal7(4), 465–506.
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7
Bernanke, B. and Mihov, I. (1998), ‘Measuring Monetary Policy’,Quarterly Journal of Economics113, 869–902.
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8
Bernanke, B. S. and Blinder, A. S. (1992), ‘The Federal Fundsrate and the channels of monetary transmission’,American Economic Review 82, 901–21.
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9
Bernanke, B. S. and Gertler, M. (1995), ‘Inside the black box: The credit channel of monetary policy transmission’,Journal of Economic Perspectives9, 27–48.
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10
Calomiris, C. W., Himmelberg, C. P. and Wachtel, P. (1995), ‘Commercial paper, corporate finance, and the business cycle: A microeconomic perspective’,Carnegie-Rochester Conference Series on Public Policy 42, 203–50.
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11
Ehrmann, M., Gambacorta, L., Martinez-Pags, J., Sevestre,P. and Worms, A. (2003), ‘The effects of monetary policy in the euro area’,Oxford Review of Economic Policy19(1), 58–72.
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12
Gatev, E. and Strahan, P. E. (2003), Banks’ Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market, working paper 9956, NBER.
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13
Gertler, M. and Gilchrist, S. (1994), ‘Monetary policy, business cycles, and the behavior of small manufacturing firms’,Quarterly Journal of Economics109, 309–40. 22
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14
Kashyap, A. K. and Stein, J. C. (2000), ‘What do a million observations on banks say about the transmission of Monetary Policy?’,American
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15
Economic Review90, 407–28.
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16
Kashyap, A. K., Stein, J. C. and Wilcox, D. W. (1993), ‘Monetary policy and credit conditions: Evidence from the composition of external finance’, American Economic
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17
Kashyap, A. K., Stein, J. C. and Wilcox, D. W. (1996), ‘Monetary policy and credit conditions: Evidence from the composition of external finance: Reply’,American Economic Review86, 310–14.
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18
Kishan, R. P. and Opiela, T. P. (2000), ‘Bank size, bank capital, and the bank lending channel’,Journal of Money, Credit and Banking 32(1), 121–41.
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19
Kleibergen, F. and Paap, R. (2006), ‘Generalized reduced rank tests using the singular value decomposition’,Journal of Econometrics127(1), 97– 126.
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Merton, R. C. (1980), ‘On estimating the expected return on the market: An exploratory investigation’,Journal of Financial Economics8, 323–61.
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21
Nielsen, J. (2002), ‘Trade Credit and the Bank Lending Channel’,Journal of Money, Credit and Banking34, 226–53.
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22
Peek, J. and Rosengren, E. S. (1995), Bank lending and the transmission of monetary policy,inJ. Peek and E. S. Rosengren, eds, ‘Is bank lending important for the transmission of monetary policy?’, number 39, Federal Reserve
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23
Roodman, D. M. (2007), ‘XTABOND2: Stata module to extend xtabond dynamic panel data estimator’, available at: http://ideas.repec.org/c/boc/bocode/s435901.html.Accessed 14 March 2007.
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24
Stein, J. C. (1998), ‘An adverse-selection model of bank asset and liability management with implications for the transmission of monetary policy’, RAND Journal of
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25
Economics29, 466–86. 23
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