Andrew Peter Blake
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Emilio Fernandez-Corugedo & Simon Price & Andrew Blake, 2003.
"The dynamics of consumers' expenditure: the UK consumption ECM redux,"
Bank of England working papers
204, Bank of England.
Mentioned in:
- What consumer problem?
by chris dillow in Stumbling and Mumbling on 2008-01-09 22:37:13 - The myth of the irrational consumer
by chris dillow in Stumbling and Mumbling on 2008-11-20 19:00:42 - Citizens vs economists
by chris dillow in Stumbling and Mumbling on 2014-05-02 18:17:16 - Why workers matter
by chris dillow in Stumbling and Mumbling on 2014-11-21 19:20:30 - When to distrust elites
by chris in Stumbling and Mumbling on 2016-10-08 15:30:15 - Elites or people?
by chris in Stumbling and Mumbling on 2016-12-01 19:13:41 - The forecasting record
by chris in Stumbling and Mumbling on 2019-02-12 13:27:57 - Simplicity: smart & stupid
by chris in Stumbling and Mumbling on 2019-07-05 12:41:20 - Smart consumers. stupid voters
by chris in Stumbling and Mumbling on 2019-08-21 13:02:52 - Experts: the Caprice challenge
by chris in Stumbling and Mumbling on 2020-07-17 12:19:20 - On forecasting
by chris in Stumbling and Mumbling on 2021-01-13 16:30:53
- What consumer problem?
Working papers
- Blake, Andrew P. & Kirsanova, Tatiana & Yates, Tony, 2013.
"Monetary Policy Delegation and Equilibrium Coordination,"
SIRE Discussion Papers
2013-54, Scottish Institute for Research in Economics (SIRE).
- Andrew P. Blake & Tatiana Kirsanova & Tony Yates, 2013. "Monetary policy delegation and equilibrium coordination," Working Papers 2013_09, Business School - Economics, University of Glasgow.
Cited by:
- Taisuke Nakata & Sebastian Schmidt & Paul Yoo, 2020.
"Speed Limit Policy and Liquidity Traps,"
CARF F-Series
CARF-F-480, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Nakata, Taisuke & Schmidt, Sebastian & Yoo, Paul, 2018. "Speed limit policy and liquidity traps," Working Paper Series 2192, European Central Bank.
- Taisuke Nakata & Sebastian Schmidt & Paul Yoo, 2018. "Speed Limit Policy and Liquidity Traps," Finance and Economics Discussion Series 2018-050, Board of Governors of the Federal Reserve System (U.S.).
- Taisuke Nakata & Sebastian Schmidt & Paul Yoo, 2018. "Speed Limit Policy and Liquidity Traps," IMES Discussion Paper Series 18-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
- Volker Hahn, 2021.
"Discretionary policy and multiple equilibria in a new Keynesian model,"
Oxford Economic Papers, Oxford University Press, vol. 73(1), pages 423-445.
- Volker Hahn, 2014. "Discretionary Policy and Multiple Equilibria in a New Keynesian Model," Working Paper Series of the Department of Economics, University of Konstanz 2014-14, Department of Economics, University of Konstanz.
- Blake, Andrew, 2012.
"Fixed interest rates over finite horizons,"
Bank of England working papers
454, Bank of England.
Cited by:
- Carlstrom, Charles T. & Fuerst, Timothy S. & Paustian, Matthias, 2015.
"Inflation and output in New Keynesian models with a transient interest rate peg,"
Journal of Monetary Economics, Elsevier, vol. 76(C), pages 230-243.
- Carlstrom, Charles & Fuerst, Timothy & Paustian, Matthias, 2012. "Inflation and output in New Keynesian models with a transient interest rate peg," Bank of England working papers 459, Bank of England.
- Charles T. Carlstrom & Timothy S. Fuerst & Matthias Paustian, 2012. "Inflation and output in New Keynesian models with a transient interest rate peg," Working Papers (Old Series) 1234, Federal Reserve Bank of Cleveland.
- William T. Gavin & Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2013.
"The stimulative effect of forward guidance,"
Working Papers
2013-38, Federal Reserve Bank of St. Louis.
- Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2015. "Forward Guidance and the State of the Economy," Auburn Economics Working Paper Series auwp2015-10, Department of Economics, Auburn University.
- Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2016.
"Forward guidance and the state of the economy,"
Working Papers
1612, Federal Reserve Bank of Dallas.
- Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2015. "Forward Guidance and the State of the Economy," Auburn Economics Working Paper Series auwp2015-10, Department of Economics, Auburn University.
- Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2017. "Forward Guidance And The State Of The Economy," Economic Inquiry, Western Economic Association International, vol. 55(4), pages 1593-1624, October.
- Yihao Xue & Qiaoyu Liang & Bing Tong, 2022. "The Effects of Energy Supply Shocks and Interest Rate Liberalization in China," CFDS Discussion Paper Series 2022/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Bing Tong & Guang Yang, 2020. "A Fixed-Interest-Rate New Keynesian Model of China," CFDS Discussion Paper Series 2020/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Marco Del Negro & Frank Schorfheide, 2012.
"DSGE model-based forecasting,"
Staff Reports
554, Federal Reserve Bank of New York.
- Negro, Marco Del & Schorfheide, Frank, 2013. "DSGE Model-Based Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 57-140, Elsevier.
- Fujiwara, Ippei & Wang, Jiao, 2017.
"Optimal monetary policy in open economies revisited,"
Journal of International Economics, Elsevier, vol. 108(C), pages 300-314.
- Ippei Fujiwara & Jiao Wang, 2016. "Optimal monetary policy in open economies revisited," Globalization Institute Working Papers 272, Federal Reserve Bank of Dallas.
- Harrison, Richard, 2015.
"Estimating the effects of forward guidance in rational expectations models,"
European Economic Review, Elsevier, vol. 79(C), pages 196-213.
- Richard Harrison, 2014. "Estimating the Effects of Forward Guidance in Rational Expectations Models," Discussion Papers 1429, Centre for Macroeconomics (CFM).
- Bing Tong & Guang Yang, 2020. "Interest Rate Pegging, Fluctuations, and Fiscal Policy in China," CFDS Discussion Paper Series 2020/3, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Haberis, Alex & Harrison, Richard & Waldron, Matt, 2014.
"Transitory interest-rate pegs under imperfect credibility,"
LSE Research Online Documents on Economics
86335, London School of Economics and Political Science, LSE Library.
- Alex Haberis & Richard Harrison & Matt Waldron, 2014. "Transitory interest-rate pegs under imperfect credibility," Discussion Papers 1422, Centre for Macroeconomics (CFM).
- Pedro Lutz Ramos & Marcelo Savino Portugal, 2016. "Choques Antecipados De Política Monetária, Forward Guidance E Políticas De Estabilização Macroeconômicas," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 043, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Tong, Bing, 2021. "The effects of capacity reduction policy under the interest rate peg in China," Journal of Asian Economics, Elsevier, vol. 74(C).
- Charles T. Carlstrom & Timothy S. Fuerst & Matthias Paustian, 2012. "How inflationary is an extended period of low interest rates?," Working Papers (Old Series) 1202, Federal Reserve Bank of Cleveland.
- Harrison, Ricahrd, 2014. "Estimating the effects of forward guidance in rational expectations models," LSE Research Online Documents on Economics 86327, London School of Economics and Political Science, LSE Library.
- Bing Tong, 2020. "Capacity Reduction Policy Under the Interest Rate Peg in China," CFDS Discussion Paper Series 2020/2, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Tong, Bing & Yang, Guang, 2020. "Interest Rate Pegging, Fluctuations, and Fiscal Policy in China," MPRA Paper 100930, University Library of Munich, Germany.
- Carlstrom, Charles T. & Fuerst, Timothy S. & Paustian, Matthias, 2015.
"Inflation and output in New Keynesian models with a transient interest rate peg,"
Journal of Monetary Economics, Elsevier, vol. 76(C), pages 230-243.
- Blake, Andy & Kirsanova, Tatiana & Yates, Tony, 2011.
"The gains from delegation revisited: price-level targeting, speed-limit and interest rate smoothing policies,"
Bank of England working papers
415, Bank of England.
Cited by:
- Garreth Rule, 2012. "Collateral management in central bank policy operations," Handbooks, Centre for Central Banking Studies, Bank of England, number 31, April.
- Jensen, Henrik, 2009.
"Estimated Interest Rate Rules: Do they Determine Determinacy Properties?,"
CEPR Discussion Papers
7555, C.E.P.R. Discussion Papers.
- Jensen Henrik, 2011. "Estimated Interest Rate Rules: Do they Determine Determinacy Properties?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-22, May.
- Hatcher, Michael C. & Minford, Patrick, 2013.
"Stabilization policy, rational expectations and price-level versus inflation targeting: a survey,"
Cardiff Economics Working Papers
E2013/14, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Hatcher, Michael, 2014. "Stabilization policy, rational expectations and price-level versus infl?ation targeting: a survey," CEPR Discussion Papers 9820, C.E.P.R. Discussion Papers.
- Michael Hatcher & Patrick Minford, 2016. "Stabilisation Policy, Rational Expectations And Price-Level Versus Inflation Targeting: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 30(2), pages 327-355, April.
- Garreth Rule, 2011. "Issuing central bank securities," Handbooks, Centre for Central Banking Studies, Bank of England, number 30, April.
- Blake, Andrew P & Markovic, Bojan, 2008.
"The conduct of global monetary policy and domestic stability,"
Bank of England working papers
353, Bank of England.
Cited by:
- Gill Hammond, 2012. "State of the art of inflation targeting," Handbooks, Centre for Central Banking Studies, Bank of England, edition 4, number 29, April.
- Andrew Blake & Tatiana Kirsanova, 2008.
"Discretionary Policy and Multiple Equilibria in LQ RE Models,"
Discussion Papers
0813, University of Exeter, Department of Economics.
- Andrew P. Blake & Tatiana Kirsanova, 2012. "Discretionary Policy and Multiple Equilibria in LQ RE Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(4), pages 1309-1339.
- Tatiana Kirsanova & Andrew P. Blake, 2010. "Discretionary Policy and Multiple Equilibria in LQ RE Models," 2010 Meeting Papers 789, Society for Economic Dynamics.
- Blake, Andrew P. & Kirsanova, Tatiana, 2006. "Discretionary Policy and Multiple Equilibria in LQ RE Models," MPRA Paper 21901, University Library of Munich, Germany, revised 01 Apr 2010.
Cited by:
- Givens, Gregory E., 2009. "Which price level to target? Strategic delegation in a sticky price and wage economy," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 685-698, December.
- Gino Cateau & Malik Shukayev, 2018.
"Limited Commitment, Endogenous Credibility and the Challenges of Price-level Targeting,"
Staff Working Papers
18-61, Bank of Canada.
- Gino Cateau & Malik Shukayev, 2022. "Limited commitment, endogenous credibility and the challenges of price‐level targeting," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(4), pages 1834-1861, November.
- Dennis, Richard & Kirsanova, Tatiana, 2013.
"Expectations Traps and Coordination Failures with Discretionary Policymaking,"
SIRE Discussion Papers
2013-18, Scottish Institute for Research in Economics (SIRE).
- Richard Dennis & Tatiana Kirsanova, 2013. "Expectations Traps and Coordination Failures with Discretionary Policymaking," Working Papers 2013_02, Business School - Economics, University of Glasgow.
- Richard Dennis & Tatiana Kirsanova, 2013. "Expectations Traps and Coordination Failures with Discretionary Policymaking," ANU Working Papers in Economics and Econometrics 2013-611, Australian National University, College of Business and Economics, School of Economics.
- Christoph Himmels & Tatiana Kirsanova, 2009.
"The Interest Rate — Exchange Rate Nexus: Exchange Rate Regimes and Policy Equilibria,"
CDMA Conference Paper Series
0902, Centre for Dynamic Macroeconomic Analysis.
- Christoph Himmels & Tatiana Kirsanova, 2009. "The interest rate - exchange rate nexus: exchange rate regimes and policy equilibria," Discussion Papers 0904, University of Exeter, Department of Economics.
- Christoph Himmels & Tatiana Kirsanova, 2012. "The interest rate - exchange rate nexus: exchange rate regimes and policy equilibria," Economics Discussion Paper Series 1219, Economics, The University of Manchester.
- Jean-Bernard, Chatelain & Kirsten, Ralf, 2014.
"A finite set of equilibria for the indeterminacy of linear rational expectations models,"
MPRA Paper
57506, University Library of Munich, Germany.
- Jean-Bernard Chatelain & Kirsten Ralf, 2014. "A finite set of equilibria for the indeterminacy of linear rational expectations models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01053484, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2014. "A finite set of equilibria for the indeterminacy of linear rational expectations models," Working Papers halshs-01053484, HAL.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2014. "A finite set of equilibria for the indeterminacy of linear rational expectations models," EconStor Preprints 99752, ZBW - Leibniz Information Centre for Economics.
- Jean-Bernard Chatelain & Kirsten Ralf, 2014. "A finite set of equilibria for the indeterminacy of linear rational expectations models," Documents de travail du Centre d'Economie de la Sorbonne 14060, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Jean-Bernard Chatelain & Kirsten Ralf, 2014. "A finite set of equilibria for the indeterminacy of linear rational expectations models," Papers 1407.6222, arXiv.org.
- Oliver de Groot & Alexander Haas, 2022.
"The Signalling Channel of Negative Interest Rates,"
Discussion Papers of DIW Berlin
1990, DIW Berlin, German Institute for Economic Research.
- Oliver de Groot & Alexander Haas, 2019. "The Signalling Channel of Negative Interest Rates," Working Papers 201905, University of Liverpool, Department of Economics.
- de Groot, Oliver & Haas, Alexander, 2019. "The Signalling Channel of Negative Interest Rates," MPRA Paper 95479, University Library of Munich, Germany.
- de Groot, Oliver & Haas, Alexander, 2020. "The Signalling Channel of Negative Interest Rates," CEPR Discussion Papers 14268, C.E.P.R. Discussion Papers.
- Oliver de Groot & Alexander Haas, 2021. "The signalling channel of negative interest rates," Economics Series Working Papers 956 JEL classification: E, University of Oxford, Department of Economics.
- de Groot, Oliver & Haas, Alexander, 2023. "The signalling channel of negative interest rates," Journal of Monetary Economics, Elsevier, vol. 138(C), pages 87-103.
- Gersbach, Hans & Hahn, Volker, 2014.
"Inflation forecast contracts,"
Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 26-40.
- Gersbach, Hans & Hahn, Volker, 2012. "Inflation Forecast Contracts," CEPR Discussion Papers 8933, C.E.P.R. Discussion Papers.
- Hans Gersbach & Volker Hahn, 2011. "Inflation Forecast Contracts," CER-ETH Economics working paper series 11/149, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Elmar Mertens, 2016.
"Managing Beliefs about Monetary Policy under Discretion,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 661-698, June.
- Elmar Mertens, 2010. "Managing beliefs about monetary policy under discretion," Finance and Economics Discussion Series 2010-11, Board of Governors of the Federal Reserve System (U.S.).
- Elmar Mertens, 2008. "Managing Beliefs about Monetary Policy under Discretion?," Working Papers 08.02, Swiss National Bank, Study Center Gerzensee.
- Steve Ambler, 2009. "Price‐Level Targeting And Stabilisation Policy: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 974-997, December.
- Christoph Himmels & Tatiana Kirsanova, 2012.
"Escaping Expectation Traps: How Much Commitment is Required?,"
Economics Discussion Paper Series
1220, Economics, The University of Manchester.
- Christoph Himmels & Tatiana Kirsanova, 2012. "Escaping Expectation Traps: How Much Commitment is Required?," Working Papers 2012_18, Business School - Economics, University of Glasgow.
- Himmels, Christoph & Kirsanova, Tatiana, 2013. "Escaping expectation traps: How much commitment is required?," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 649-665.
- Nunes, Ricardo, 2008. "Delegation and Loose Commitment," MPRA Paper 11555, University Library of Munich, Germany.
- Jean-Bernard Chatelain & Kirsten Ralf, 2014.
"Stability and Identification with Optimal Macroprudential Policy Rules,"
Working Papers
hal-00978145, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," Post-Print halshs-01018490, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00978145, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," Documents de travail du Centre d'Economie de la Sorbonne 14034, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," MPRA Paper 55282, University Library of Munich, Germany.
- Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01018490, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," Papers 1404.3347, arXiv.org.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," EconStor Preprints 95979, ZBW - Leibniz Information Centre for Economics.
- Joao Madeira, 2012. "Evaluating the Role of Firm-Specific Capital in New Keynesian models," Discussion Papers 1204, University of Exeter, Department of Economics.
- Paul Levine & Joseph Pearlman, 2007.
"Robust Monetary Rules under Unstructured and Structured Model Uncertainty,"
School of Economics Discussion Papers
0707, School of Economics, University of Surrey.
- Levine, Paul, 2008. "Robust monetary rules under unstructured and structured model uncertainty," Working Paper Series 899, European Central Bank.
- Oliver de Groot & Falk Mazelis & Roberto Motto & Annukka Ristiniemi, 2021.
"A Toolkit for Computing Constrained Optimal Policy Projections (COPPs),"
Working Papers
202112, University of Liverpool, Department of Economics.
- de Groot, Oliver & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka, 2022. "A toolkit for computing Constrained Optimal Policy Projections (COPPs)," CEPR Discussion Papers 16865, C.E.P.R. Discussion Papers.
- de Groot, Oliver & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka, 2021. "A toolkit for computing Constrained Optimal Policy Projections (COPPs)," Working Paper Series 2555, European Central Bank.
- Agur, Itai, 2019.
"Monetary and macroprudential policy coordination among multiple equilibria,"
Journal of International Money and Finance, Elsevier, vol. 96(C), pages 192-209.
- Mr. Itai Agur, 2018. "Monetary and Macroprudential Policy Coordination Among Multiple Equilibria," IMF Working Papers 2018/235, International Monetary Fund.
- Celsa Machado & Ana Paula Ribeiro, 2011. "Stabilization Constraints from different-average Public Debt Levels in a Monetary Union with Country-size Asymmetry," EcoMod2011 3152, EcoMod.
- Volker Hahn, 2021.
"Discretionary policy and multiple equilibria in a new Keynesian model,"
Oxford Economic Papers, Oxford University Press, vol. 73(1), pages 423-445.
- Volker Hahn, 2014. "Discretionary Policy and Multiple Equilibria in a New Keynesian Model," Working Paper Series of the Department of Economics, University of Konstanz 2014-14, Department of Economics, University of Konstanz.
- Debortoli, Davide & Maih, Junior & Nunes, Ricardo, 2014.
"Loose Commitment In Medium-Scale Macroeconomic Models: Theory And Applications,"
Macroeconomic Dynamics, Cambridge University Press, vol. 18(1), pages 175-198, January.
- Davide Debortoli & Junior Maih & Ricardo Nunes, 2011. "Loose commitment in medium-scale macroeconomic models: theory and applications," International Finance Discussion Papers 1034, Board of Governors of the Federal Reserve System (U.S.).
- Davide Debortoli & Junior Maih & Ricardo Nunes, 2010. "Loose commitment in medium-scale macroeconomic models: Theory and an application," Working Paper 2010/25, Norges Bank.
- Martin Ellison & Charles Brendon, 2018.
"Time-Consistently Undominated Policies,"
Economics Series Working Papers
844, University of Oxford, Department of Economics.
- Charles Brendon & Martin Ellison, 2018. "Time-Consistently Undominated Policies," Discussion Papers 1801, Centre for Macroeconomics (CFM).
- Brendon, C. & Ellison, M., 2018. "Time-Consistently Undominated Policies," Cambridge Working Papers in Economics 1809, Faculty of Economics, University of Cambridge.
- Brendon, Charles & Ellison, Martin, 2018. "Time-Consistently Undominated Policies," CEPR Discussion Papers 12656, C.E.P.R. Discussion Papers.
- Brendon, Charles & Ellison, Martin, 2018. "Time-consistently undominated policies," LSE Research Online Documents on Economics 87176, London School of Economics and Political Science, LSE Library.
- Himmels, Christoph & Kirsanova, Tatiana, 2018. "Discretionary policy in a small open economy: Exchange rate regimes and multiple equilibria," Journal of Macroeconomics, Elsevier, vol. 56(C), pages 53-64.
- Guillermo Santos, 2022. "Optimal fiscal policy and the Fiscal Theory of the Price Level," LIDAM Discussion Papers IRES 2022022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Ragna Alstadheim & Øistein Røisland, 2017.
"When Preferences for a Stable Interest Rate Become Self‐Defeating,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(2-3), pages 393-415, March.
- Ragna Alstadheim & Øistein Røisland, 2016. "When preferences for a stable interest rate become self-defeating," Working Paper 2016/8, Norges Bank.
- Steve Ambler & Florian Pelgrin, 2007.
"Time-Consistent Control in Non-Linear Models,"
Staff Working Papers
07-3, Bank of Canada.
- Steven Ambler & Florian Pelgrin, 2005. "Time Consistent Control in Non-Linear Models," Computing in Economics and Finance 2005 282, Society for Computational Economics.
- Ambler, Steve & Pelgrin, Florian, 2010. "Time-consistent control in nonlinear models," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2215-2228, October.
- Ortigueira, Salvador & Pereira, Joana & Pichler, Paul, 2012.
"Markov-perfect optimal fiscal policy : the case of unbalanced budgets,"
UC3M Working papers. Economics
we1230, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Salvador Ortigueira & Joana Pereira, 2007. "Markov-Perfect Optimal Fiscal Policy: The Case of Unbalanced Budgets," Economics Working Papers ECO2007/41, European University Institute.
- Jeffrey R. Campbell & Jacob P. Weber, 2018.
"Discretion Rather than Rules: Equilibrium Uniqueness and Forward Guidance with Inconsistent Optimal Plans,"
Working Paper Series
WP-2018-14, Federal Reserve Bank of Chicago.
- Jeffrey Campbell & Jacob Weber, 2021. "Discretion rather than rules: Equilibrium uniqueness and forward guidance with inconsistent optimal plans," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 243-254, July.
- Salvador Ortigueira & Joana Pereira, 2016. "Lack of Commitment, Retroactive Tax Changes, and Macroeconomic Instability," Working Papers WP2016-05, University of Miami, Department of Economics.
- De Grauwe, Paul & Foresti, Pasquale, 2023.
"Interactions of fiscal and monetary policies under waves of optimism and pessimism,"
Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 466-481.
- De Grauwe, Paul & Foresti, Pasquale, 2023. "Interactions of fiscal and monetary policies under waves of optimism and pessimism," LSE Research Online Documents on Economics 119452, London School of Economics and Political Science, LSE Library.
- Andrew P. Blake & Tatiana Kirsanova & Tony Yates, 2013.
"Monetary policy delegation and equilibrium coordination,"
Working Papers
2013_09, Business School - Economics, University of Glasgow.
- Blake, Andrew P. & Kirsanova, Tatiana & Yates, Tony, 2013. "Monetary Policy Delegation and Equilibrium Coordination," SIRE Discussion Papers 2013-54, Scottish Institute for Research in Economics (SIRE).
- Richard Dennis & Tatiana Kirsanova, 2010.
"Expectations Traps and Coordination Failures:Selecting Among Multiple Discretionary Equilibria,"
CAMA Working Papers
2010-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dennis, Richard & Kirsanova, Tatiana, 2010. "Expectations Traps and Coordination Failures: Selecting among Multiple Discretionary Equilibria," MPRA Paper 24616, University Library of Munich, Germany.
- Richard Dennis & Tatiana Kirsanova, 2010. "Expectations traps and coordination failures: selecting among multiple discretionary equilibria," Working Paper Series 2010-02, Federal Reserve Bank of San Francisco.
- Himmels, Christoph & Kirsanova, Tatiana, 2011.
"Expectations Traps and Monetary Policy with Limited Commitment,"
MPRA Paper
29208, University Library of Munich, Germany.
- Christoph Himmels & Tatiana Kirsanova, 2011. "Expectations Traps and Monetary Policy with Limited Commitment," Discussion Papers 1102, University of Exeter, Department of Economics.
- Haydory Akbar Ahmed, 2020. "Monetary base and federal government debt in the long‐run: A non‐linear analysis," Bulletin of Economic Research, Wiley Blackwell, vol. 72(2), pages 167-184, April.
- Yuting Bai & Tatiana Kirsanova, 2014.
"Infrequent fiscal stabilization,"
Working Papers
66983445, Lancaster University Management School, Economics Department.
- Bai, Yuting & Kirsanova, Tatiana, 2013. "Infrequent Fiscal Stabilization," SIRE Discussion Papers 2013-17, Scottish Institute for Research in Economics (SIRE).
- Yuting Bai & Tatiana Kirsanova, 2013. "Infrequent Fiscal Stabilization," Working Papers 2013_01, Business School - Economics, University of Glasgow.
- Hatcher, Michael C. & Minford, Patrick, 2013.
"Stabilization policy, rational expectations and price-level versus inflation targeting: a survey,"
Cardiff Economics Working Papers
E2013/14, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Hatcher, Michael, 2014. "Stabilization policy, rational expectations and price-level versus infl?ation targeting: a survey," CEPR Discussion Papers 9820, C.E.P.R. Discussion Papers.
- Michael Hatcher & Patrick Minford, 2016. "Stabilisation Policy, Rational Expectations And Price-Level Versus Inflation Targeting: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 30(2), pages 327-355, April.
- Tomasz Michalak & Jacob Engwerda & Joseph Plasmans, 2009. "Strategic Interactions between Fiscal and Monetary Authorities in a Multi-Country New-Keynesian Model of a Monetary Union," CESifo Working Paper Series 2534, CESifo.
- Harrison, Richard, 2021. "Flexible inflation targeting with active fiscal policy," Bank of England working papers 928, Bank of England.
- Martin Ellison & Charles Brendon & Martin Ellison, 2012. "Dynamic Rawlsian Policy," Economics Series Working Papers 595, University of Oxford, Department of Economics.
- Martin Ellison & Charles Brendon, 2015. "Time-Consistent Institutional Design," 2015 Meeting Papers 495, Society for Economic Dynamics.
- Andrew P. Blake & Tatiana Kirsanova, 2008.
"Inflation-Conservatism and Monetary-Fiscal Policy Interactions,"
Discussion Papers
0801, University of Exeter, Department of Economics.
- Andrew P. Blake & Tatiana Kirsanova, 2011. "Inflation Conservatism and Monetary-Fiscal Policy Interactions," International Journal of Central Banking, International Journal of Central Banking, vol. 7(2), pages 41-83, June.
Cited by:
- Matteo Fragetta & Tatiana Kirsanova, 2007.
"Strategic Monetary and Fiscal Policy Interactions: An Empirical Investigation,"
Discussion Papers
0706, University of Exeter, Department of Economics.
- Fragetta, Matteo & Kirsanova, Tatiana, 2010. "Strategic monetary and fiscal policy interactions: An empirical investigation," European Economic Review, Elsevier, vol. 54(7), pages 855-879, October.
- Yuting Bai & Tatiana Kirsanova & Campbell Leith, 2015.
"Nominal Targeting in an Economy with Government Debt,"
Working Papers
2015_16, Business School - Economics, University of Glasgow.
- Bai, Yuting & Kirsanova, Tatiana & Leith, Campbell, 2017. "Nominal targeting in an economy with government debt," European Economic Review, Elsevier, vol. 94(C), pages 103-125.
- Tatiana Kirsanova & Celsa Machado & Ana Paula Ribeiro, 2018.
"Should the ECB Coordinate EMU Fiscal Policies?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(3), pages 237-280, June.
- Tatiana Kirsanova & Celsa Machado & Ana Paula Ribeiro, 2017. "Should the ECB coordinate EMU fiscal policies?," Working Papers 2018_02, Business School - Economics, University of Glasgow.
- Carrillo, Julio A. & Mendoza, Enrique G. & Nuguer, Victoria & Roldán-Peña, Jessica, 2018.
"Tight money - tight credit: coordination failure in the conduct of monetary and financial policies,"
Working Paper Series
2129, European Central Bank.
- Julio A. Carrillo & Enrique G. Mendoza & Victoria Nuguer & Jessica Roldán-Peña, 2017. "Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies," NBER Working Papers 23151, National Bureau of Economic Research, Inc.
- Julio A. Carrillo & Enrique G. Mendoza & Victoria Nuguer & Jessica Roldán-Peña, 2019. "Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies," IMES Discussion Paper Series 19-E-08, Institute for Monetary and Economic Studies, Bank of Japan.
- Carrillo Julio A. & Mendoza Enrique G. & Nuguer Victoria & Roldán-Peña Jessica, 2017. "Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies," Working Papers 2017-10, Banco de México.
- Julio A. Carrillo & Enrique G. Mendoza & Victoria Nuguer & Jessica Roldán-Peña, 2021. "Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(3), pages 37-73, July.
- Julio Carrillo & Enrique G. Mendoza & Victoria Nuguer & Jessica Roldan-Pena, 2017. "Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies," PIER Working Paper Archive 17-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Feb 2017.
- Carrillo, Julio A. & Nuguer, Victoria & Mendoza, Enrique G. & Roldán-Peña, Jessica, 2019. "Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies," IDB Publications (Working Papers) 9933, Inter-American Development Bank.
- Mădălina-Gabriela ANGHEL & Constantin ANGHELACHE & Ana CARP, 2017. "The main correlations between the monetary-banking indicators," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(2(611), S), pages 99-110, Summer.
- Muhammad Ali Nasir & Junjie Wu & Milton Yago & Alaa M. Soliman, 2016. "Macroeconomic policy interaction: State dependency and implications for financial stability in UK: A systemic review," Cogent Business & Management, Taylor & Francis Journals, vol. 3(1), pages 1154283-115, December.
- Laureys, Lien & Meeks, Roland, 2018.
"Monetary and macroprudential policies under rules and discretion,"
Economics Letters, Elsevier, vol. 170(C), pages 104-108.
- Laureys, Lien & Meeks, Roland, 2017. "Monetary and macroprudential policies under rules and discretion," Bank of England working papers 702, Bank of England.
- Kirsanova, Tatiana & le Roux, Stephanus, 2013.
"Commitment vs. Discretion in the UK: An Empirical Investigation of the Monetary and Fiscal Policy Regime,"
SIRE Discussion Papers
2013-52, Scottish Institute for Research in Economics (SIRE).
- Tatiana Kirsanova & Stephanus le Roux, 2013. "Commitment vs. Discretion in the UK: An Empirical Investigation of the Monetary and Fiscal Policy Regime," International Journal of Central Banking, International Journal of Central Banking, vol. 9(4), pages 99-152, December.
- Tatiana Kirsanova & Stephanus le Roux, 2013. "Commitment vs. discretion in the UK: An empirical investigation of the monetary and fiscal policy regime," Working Papers 2013_07, Business School - Economics, University of Glasgow.
- Charles de Beauffort, 2020. "Fiscal And Monetary Policy Interactions In A Liquidity Trap When Government Debt Matters," LIDAM Discussion Papers IRES 2020033, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Celsa Machado & Ana Paula Ribeiro, 2011. "Stabilization Constraints from different-average Public Debt Levels in a Monetary Union with Country-size Asymmetry," EcoMod2011 3152, EcoMod.
- Garreth Rule, 2012. "Collateral management in central bank policy operations," Handbooks, Centre for Central Banking Studies, Bank of England, number 31, April.
- Vieira, Paulo & Machado, Celsa & Ribeiro, Ana Paula, 2018. "Optimal discretionary monetary and fiscal policies in a country-size heterogeneous monetary union," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 154-174.
- Leeper, E.M. & Leith, C., 2016. "Understanding Inflation as a Joint Monetary–Fiscal Phenomenon," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2305-2415, Elsevier.
- Yuting Bai & Tatiana Kirsanova, 2014.
"Infrequent fiscal stabilization,"
Working Papers
66983445, Lancaster University Management School, Economics Department.
- Bai, Yuting & Kirsanova, Tatiana, 2013. "Infrequent Fiscal Stabilization," SIRE Discussion Papers 2013-17, Scottish Institute for Research in Economics (SIRE).
- Yuting Bai & Tatiana Kirsanova, 2013. "Infrequent Fiscal Stabilization," Working Papers 2013_01, Business School - Economics, University of Glasgow.
- Bianca De Paoli & Matthias Paustian, 2013. "Coordinating monetary and macroprudential policies," Staff Reports 653, Federal Reserve Bank of New York.
- Victoria Nuguer & Jessica Roldan-Pena & Enrique Mendoza & Julio Carrillo, 2016.
"When the Central Bank Meets the Financial Authority: Strategic Interactions and Institutional Design,"
2016 Meeting Papers
1461, Society for Economic Dynamics.
- Julio A. Carrillo & Enrique G. Mendoza & Victoria Nuguer & Jessica Roldán-Peña, 2017. "Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies," NBER Working Papers 23151, National Bureau of Economic Research, Inc.
- CUHAL, Radu & STARIȚÎNA, Ludmila & BASISTÎI, Nicolae, 2014. "Monetary Policy Regimes: Functional Framework And Implications," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 1(1), pages 92-100.
- Garreth Rule, 2011. "Issuing central bank securities," Handbooks, Centre for Central Banking Studies, Bank of England, number 30, April.
- Muhammad Ali Nasir & Alaa M. Soliman, 2014. "Aspects of Macroeconomic Policy Combinations and Their Effects on Financial Markets," Economic Issues Journal Articles, Economic Issues, vol. 19(1), pages 95-118, March.
- Paulo Vieira & Celsa Machado & Ana Paula Ribeiro, 2016. "Optimal Fiscal Simple Rules for Small and Large Countries of a Monetary Union," EcoMod2016 9685, EcoMod.
- Yuting Bai, 2014. "Price level targeting with strategic fiscal policy and the value of fiscal leadership," Working Papers 66983487, Lancaster University Management School, Economics Department.
- George Kapetanios & Andrew P. Blake, 2007.
"Testing the Martingale Difference Hypothesis Using Neural Network Approximations,"
Working Papers
601, Queen Mary University of London, School of Economics and Finance.
Cited by:
- Escanciano, Juan Carlos & Mayoral, Silvia, 2010.
"Data-driven smooth tests for the martingale difference hypothesis,"
Computational Statistics & Data Analysis, Elsevier, vol. 54(8), pages 1983-1998, August.
- Juan Carlos Escanciano & Silvia Mayoral, 2007. "Data-Driven Smooth Tests for the Martingale Difference Hypothesis," Faculty Working Papers 01/07, School of Economics and Business Administration, University of Navarra.
- Escanciano, Juan Carlos & Mayoral, Silvia, 2010.
"Data-driven smooth tests for the martingale difference hypothesis,"
Computational Statistics & Data Analysis, Elsevier, vol. 54(8), pages 1983-1998, August.
- George Kapetanios & Andrew P. Blake, 2007.
"Boosting Estimation of RBF Neural Networks for Dependent Data,"
Working Papers
588, Queen Mary University of London, School of Economics and Finance.
Cited by:
- Andrew P Blake & Fabrizio Zampolli, 2006.
"Optimal monetary policy in Markov-switching models with rational expectations agents,"
Bank of England working papers
298, Bank of England.
Cited by:
- Troy Davig, 2007.
"Phillips curve instability and optimal monetary policy,"
Research Working Paper
RWP 07-04, Federal Reserve Bank of Kansas City.
- Troy Davig, 2016. "Phillips Curve Instability and Optimal Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(1), pages 233-246, February.
- Richhild Moessner, 2006. "Optimal discretionary policy in rational expectations models with regime switching," Bank of England working papers 299, Bank of England.
- Magali Marx & Jean Barthelemy, 2013.
"State-Dependent Probability Distributions in Non Linear Rational Expectations Models,"
2013 Meeting Papers
576, Society for Economic Dynamics.
- Jean Barthélemy & Magali Marx, 2011. "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," Working Papers hal-03461407, HAL.
- Barthélemy, J. & Marx, M., 2011. "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," Working papers 347, Banque de France.
- Jean Barthélemy & Magali Marx, 2011. "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," Sciences Po publications 347, Sciences Po.
- Sophie Pardo & Nicolas Rautureau & Thomas Vallée, 2010.
"Optimal versus realized policy rules in a regime-switching framework,"
Working Papers
hal-00462957, HAL.
- Pardo, S. & Rautureau, N. & Vallée, T., 2011. "Optimal versus realized policy rules in a regime-switching framework," Economic Modelling, Elsevier, vol. 28(6), pages 2761-2775.
- Sophie Pardo & Nicolas Rautureau & Thomas Vallée, 2011. "Optimal versus realized policy rules in a regime-switching framework," Post-Print hal-03193657, HAL.
- Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2014.
"Perturbation methods for Markov-switching DSGE models,"
FRB Atlanta Working Paper
2014-16, Federal Reserve Bank of Atlanta.
- Andrew Foerster & Juan Rubio-Ramirez & Dan Waggoner & Ta Zha, 2013. "Perturbation Methods for Markov-Switching DSGE Models," Working Papers 2013-22, FEDEA.
- Zha, Tao & Rubio-RamÃrez, Juan Francisco & , & Foerster, Andrew, 2013. "Perturbation Methods for Markov-Switching DSGE Models," CEPR Discussion Papers 9464, C.E.P.R. Discussion Papers.
- Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2013. "Perturbation methods for Markov-switching DSGE model," Research Working Paper RWP 13-01, Federal Reserve Bank of Kansas City.
- Andrew Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2013. "Perturbation methods for Markov-switching DSGE models," FRB Atlanta Working Paper 2013-01, Federal Reserve Bank of Atlanta.
- Andrew Foerster & Juan Rubio-Ramírez & Daniel F. Waggoner & Tao Zha, 2014. "Perturbation Methods for Markov-Switching DSGE Models," NBER Working Papers 20390, National Bureau of Economic Research, Inc.
- Jean Barthélemy & Magali Marx, 2016.
"Solving Endogenous Regime Switching Models,"
Working Papers
hal-03393181, HAL.
- Barthélemy, Jean & Marx, Magali, 2017. "Solving endogenous regime switching models," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 1-25.
- Jean Barthélemy & Magali Marx, 2016. "Solving Endogenous Regime Switching Models," SciencePo Working papers Main hal-03393181, HAL.
- Jean Barthélemy & Magali Marx, 2017. "Solving Endogenous Regime Switching Models," Post-Print hal-03945922, HAL.
- Jean Barthélemy & Magali Marx, 2017. "Solving Endogenous Regime Switching Models," SciencePo Working papers Main hal-03945922, HAL.
- Jean Barthélemy & Magali Marx, 2016. "Solving Endogenous Regime Switching Models," Sciences Po publications 2016-07, Sciences Po.
- Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao, 2009.
"Understanding Markov-switching rational expectations models,"
Journal of Economic Theory, Elsevier, vol. 144(5), pages 1849-1867, September.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2009. "Understanding Markov-switching rational expectations models," FRB Atlanta Working Paper 2009-05, Federal Reserve Bank of Atlanta.
- Roger E.A. Farmer & Tao Zha & Daniel F. Waggoner, 2009. "Understanding Markov-Switching Rational Expectations Models," NBER Working Papers 14710, National Bureau of Economic Research, Inc.
- André P. Calmon & Thomas Vallée & João B. R. Do Val, 2009. "Monetary policy as a source of uncertainty," Working Papers hal-00422454, HAL.
- Andrew Foerster & Juan F. Rubio‐Ramírez & Daniel F. Waggoner & Tao Zha, 2016.
"Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models,"
Quantitative Economics, Econometric Society, vol. 7(2), pages 637-669, July.
- Andrew Foerster & Juan Rubio-Ramirez & Dan Waggoner & Ta Zha, 2013. "Perturbation Methods for Markov-Switching DSGE Models," Working Papers 2013-22, FEDEA.
- Tao Zha & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Andrew T. Foerster, 2010. "Perturbation Methods for Markov-Switching Models," 2010 Meeting Papers 239, Society for Economic Dynamics.
- Zha, Tao & Rubio-RamÃrez, Juan Francisco & , & Foerster, Andrew, 2013. "Perturbation Methods for Markov-Switching DSGE Models," CEPR Discussion Papers 9464, C.E.P.R. Discussion Papers.
- Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2013. "Perturbation methods for Markov-switching DSGE model," Research Working Paper RWP 13-01, Federal Reserve Bank of Kansas City.
- Andrew Foerster & Juan Rubio-Ramírez & Daniel F. Waggoner & Tao Zha, 2014. "Perturbation Methods for Markov-Switching DSGE Models," NBER Working Papers 20390, National Bureau of Economic Research, Inc.
- Xiaoshan Chen & Ronald Macdonald, 2012.
"Realized and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1091-1116, September.
- Xiaoshan Chen & Ronald MacDonald, 2011. "Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," Working Papers 2011_04, Business School - Economics, University of Glasgow.
- Xiaoshan Chen & Ronald Macdonald, 2012. "Realized and Optimal Monetary Policy Rules in an Estimated Markov‐Switching DSGE Model of the United Kingdom," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1091-1116, September.
- Chen, Xiaoshan & MacDonald, Ronald, 2011. "Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," SIRE Discussion Papers 2011-21, Scottish Institute for Research in Economics (SIRE).
- Doğan, İbrahim & Bilgili, Faik, 2014. "The non-linear impact of high and growing government external debt on economic growth: A Markov Regime-switching approach," Economic Modelling, Elsevier, vol. 39(C), pages 213-220.
- Troy Davig, 2007.
"Phillips curve instability and optimal monetary policy,"
Research Working Paper
RWP 07-04, Federal Reserve Bank of Kansas City.
- Fabrizio Zampolli & Andrew Blake, 2005.
"Time Consistent Policy in Markov Switching Models,"
Money Macro and Finance (MMF) Research Group Conference 2005
2, Money Macro and Finance Research Group.
- Fabrizio Zampolli & Andrew P. Blake, 2005. "Time Consistent Policy in Markov Switching Models," Computing in Economics and Finance 2005 134, Society for Computational Economics.
Cited by:
- Svensson, Lars E. O. & Williams, Noah, 2005.
"Monetary policy with model uncertainty: distribution forecast targeting,"
Discussion Paper Series 1: Economic Studies
2005,35, Deutsche Bundesbank.
- Lars Svensson & Noah Williams, 2005. "Monetary Policy with Model Uncertainty: Distribution Forecast Targeting," NBER Working Papers 11733, National Bureau of Economic Research, Inc.
- Svensson, Lars E.O. & Williams, Noah, 2007. "Monetary Policy with Model Uncertainty: Distribution Forecast Targeting," CEPR Discussion Papers 6331, C.E.P.R. Discussion Papers.
- Noah Williams & Lars E.O. Svensson, 2005. "Monetary Policy with Model Uncertainty: Distribution Forecast Targeting," Computing in Economics and Finance 2005 108, Society for Computational Economics.
- Noah Williams & Lars E.O. Svensson, 2007.
"Bayesian and Adaptive Optimal Policy under Model Uncertainty,"
2007 Meeting Papers
446, Society for Economic Dynamics.
- Lars E.O. Svensson & Noah M. Williams, 2007. "Bayesian and Adaptive Optimal Policy under Model Uncertainty," NBER Working Papers 13414, National Bureau of Economic Research, Inc.
- Svensson, Lars E. O. & Williams, Noah, 2006. "Bayesian and adaptive optimal policy under model uncertainty," CFS Working Paper Series 2007/11, Center for Financial Studies (CFS).
- Gonzalez F. & Rodriguez A. & Gonzalez-Garcia J.R., 2005. "Uncertainty about the Persistence of Periods with Large Price Shocks and the Optimal Reaction of the Monetary Authority," Computing in Economics and Finance 2005 402, Society for Computational Economics.
- Svensson, Lars E.O., 2010.
"Inflation Targeting,"
Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 22, pages 1237-1302,
Elsevier.
- Lars E. O. Svensson, 2007. "Inflation Targeting," Working Papers 144, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Lars E.O. Svensson, 2010. "Inflation Targeting," NBER Working Papers 16654, National Bureau of Economic Research, Inc.
- Williams, Noah, 2012. "Monetary policy under financial uncertainty," Journal of Monetary Economics, Elsevier, vol. 59(5), pages 449-465.
- Lars E. O. Svensson & Noah Williams, 2008. "Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach," Review, Federal Reserve Bank of St. Louis, vol. 90(Jul), pages 275-294.
- Moessner, Richhild, 2006. "Optimal monetary policy with uncertainty about financial frictions," Working Paper Series 639, European Central Bank.
- Rodríguez Arnulfo & González Fidel & González García Jesús R., 2007. "Uncertainty about the Persistence of Cost-Push Shocks and the Optimal Reaction of the Monetary Authority," Working Papers 2007-05, Banco de México.
- Blake, Andrew P. & Zampolli, Fabrizio, 2011. "Optimal policy in Markov-switching rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1626-1651, October.
- Andrew P. Blake & George Kapetanios, 2004.
"Testing for Neglected Nonlinearity in Cointegrating Relationships,"
Working Papers
508, Queen Mary University of London, School of Economics and Finance.
- Andrew P. Blake & George Kapetanios, 2007. "Testing for Neglected Nonlinearity in Cointegrating Relationships," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(6), pages 807-826, November.
Cited by:
- KANAZAWA, Nobuyuki & 金澤, 伸幸, 2018.
"Radial Basis Functions Neural Networks for Nonlinear Time Series Analysis and Time-Varying Effects of Supply Shocks,"
Discussion paper series
HIAS-E-64, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Kanazawa, Nobuyuki, 2020. "Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks," Journal of Macroeconomics, Elsevier, vol. 64(C).
- Lee Jinu, 2019. "A Neural Network Method for Nonlinear Time Series Analysis," Journal of Time Series Econometrics, De Gruyter, vol. 11(1), pages 1-18, January.
- Andrew Blake & Tatiana Kirsanova, 2004.
"Non-cooperative Monetary and Fiscal Policy: The Value of Leadership,"
Money Macro and Finance (MMF) Research Group Conference 2004
84, Money Macro and Finance Research Group.
Cited by:
- Titiana Kirsanova & David Vines & Mathan Satchi & Simon Wren-Lewis, 2005. "Inflation Persistence, Fiscal Constraints and Non-cooperative Authorities Stabilization Policy in a Monetary Union," Money Macro and Finance (MMF) Research Group Conference 2005 17, Money Macro and Finance Research Group.
- Andrew P. Blake & George Kapetanios, 2003.
"Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean,"
Working Papers
496, Queen Mary University of London, School of Economics and Finance.
- Blake, Andrew P. & Kapetanios, George, 2007. "Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean," Journal of Econometrics, Elsevier, vol. 137(2), pages 472-488, April.
Cited by:
- Mohamed El Hedi Arouri & Shawkat Hammoudeh & Duc Khuong Nguyen & Amine Lahiani, 2013.
"On the short- and long-run efficiency of energy and precious metal markets,"
Working Papers
hal-00798036, HAL.
- Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong, 2013. "On the short- and long-run efficiency of energy and precious metal markets," Energy Economics, Elsevier, vol. 40(C), pages 832-844.
- Daiki Maki & Yasushi Ota, 2019. "Robust tests for ARCH in the presence of the misspecified conditional mean: A comparison of nonparametric approches," Papers 1907.12752, arXiv.org, revised Sep 2019.
- Richard Ashley, 2012. "On the Origins of Conditional Heteroscedasticity in Time Series," Korean Economic Review, Korean Economic Association, vol. 28, pages 5-25.
- Anatolyev, Stanislav & Tarasyuk, Irina, 2015. "Missing mean does no harm to volatility!," Economics Letters, Elsevier, vol. 134(C), pages 62-64.
- Bataa, Erdenebat & Wohar, Mark & Vivian, Andrew, 2015.
"Changes in the relationship between short-term interest rate, inflation and growth: Evidence from the UK, 1820-2014,"
MPRA Paper
72422, University Library of Munich, Germany.
- Erdenebat Bataa & Andrew Vivian & Mark Wohar, 2019. "Changes in the relationship between short‐term interest rate, inflation and growth: evidence from the UK, 1820–2014," Bulletin of Economic Research, Wiley Blackwell, vol. 71(4), pages 616-640, October.
- Daiki Maki & Yasushi Ota, 2019. "Testing for time-varying properties under misspecified conditional mean and variance," Papers 1907.12107, arXiv.org, revised Aug 2019.
- Martin Vance L. & Sarkar Saikat & Kanto Antti Jaakko, 2014. "Modelling nonlinearities in equity returns: the mean impact curve analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(1), pages 51-72, February.
- Carlos Escanciano, J., 2008. "Joint and marginal specification tests for conditional mean and variance models," Journal of Econometrics, Elsevier, vol. 143(1), pages 74-87, March.
- Pavlidis Efthymios G & Paya Ivan & Peel David A, 2010.
"Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(3), pages 1-40, May.
- E Pavlidis & I Paya & D Peel, 2009. "Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form," Working Papers 599040, Lancaster University Management School, Economics Department.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets," MPRA Paper 49921, University Library of Munich, Germany.
- Kyrtsou, Catherine, 2008. "Re-examining the sources of heteroskedasticity: The paradigm of noisy chaotic models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(27), pages 6785-6789.
- KANAZAWA, Nobuyuki & 金澤, 伸幸, 2018.
"Radial Basis Functions Neural Networks for Nonlinear Time Series Analysis and Time-Varying Effects of Supply Shocks,"
Discussion paper series
HIAS-E-64, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Kanazawa, Nobuyuki, 2020. "Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks," Journal of Macroeconomics, Elsevier, vol. 64(C).
- Meher Manzur, 2018. "Exchange rate economics is always and everywhere controversial," Applied Economics, Taylor & Francis Journals, vol. 50(3), pages 216-232, January.
- Lee Jinu, 2019. "A Neural Network Method for Nonlinear Time Series Analysis," Journal of Time Series Econometrics, De Gruyter, vol. 11(1), pages 1-18, January.
- Sitzia, Bruno & Iovino, Doriana, 2008. "Nonlinearities in Exchange rates: Double EGARCH Threshold Models for Forecasting Volatility," MPRA Paper 8661, University Library of Munich, Germany.
- Daiki Maki & Yasushi Ota, 2021. "Testing for Time-Varying Properties Under Misspecified Conditional Mean and Variance," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1167-1182, April.
- Sadek Melhem & Mahmoud Melhem, 2012. "Comments on “Re-examining the source of Heteroskedasticity: The paradigm of noisy chaotic models”," Working Papers 12-13, LAMETA, Universtiy of Montpellier, revised Apr 2012.
- Wasel Shadat, 2011. "On the Nonparametric Tests of Univariate GARCH Regression Models," Economics Discussion Paper Series 1115, Economics, The University of Manchester.
- Emilio Fernandez-Corugedo & Simon Price & Andrew Blake, 2003.
"The dynamics of consumers' expenditure: the UK consumption ECM redux,"
Bank of England working papers
204, Bank of England.
Cited by:
- Ricardo M. Sousa, 2009.
"Wealth Effetcs on Consumption: Evidence from the euro area,"
NIPE Working Papers
12/2009, NIPE - Universidade do Minho.
- Sousa, Ricardo M., 2009. "Wealth effects on consumption: evidence from the euro area," Working Paper Series 1050, European Central Bank.
- Slacalek, Jiri, 2009.
"What Drives Personal Consumption? The Role of Housing and Financial Wealth,"
Working Paper Series
1117, European Central Bank.
- Slacalek Jiri, 2009. "What Drives Personal Consumption? The Role of Housing and Financial Wealth," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-37, October.
- Jiri Slacalek, 2006. "What Drives Personal Consumption?: The Role of Housing and Financial Wealth," Discussion Papers of DIW Berlin 647, DIW Berlin, German Institute for Economic Research.
- Apergis, Nicholas & Bouras, Christos & Christou, Christina & Hassapis, Christis, 2018. "Multi-horizon wealth effects across the G7 economies," Economic Modelling, Elsevier, vol. 72(C), pages 165-176.
- Vítor Castro & Ricardo M. Sousa, 2010.
"How Do Central Banks React to Wealth Composition and Asset Prices?,"
NIPE Working Papers
26/2010, NIPE - Universidade do Minho.
- Castro, Vítor & Sousa, Ricardo M., 2012. "How do central banks react to wealth composition and asset prices?," Economic Modelling, Elsevier, vol. 29(3), pages 641-653.
- Vitor Castro & Ricardo M. Sousa, 2010. "How Do Central Banks React to Wealth Composition and Asset Prices?," GEMF Working Papers 2010-19, GEMF, Faculty of Economics, University of Coimbra.
- Hamburg, Britta & Hoffmann, Mathias & Keller, Joachim, 2005. "Consumption, wealth and business cycles: why is Germany different?," Discussion Paper Series 1: Economic Studies 2005,16, Deutsche Bundesbank.
- Fisher, Lance A. & Otto, Glenn & Voss, Graham M., 2010. "The response of Australian consumption to housing wealth," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 284-299, March.
- Tuomas A. Peltonen & Ricardo M. Sousa & Isabel S. Vansteenkiste, 2009.
"Wealth Effects in Emerging Market Economies,"
NIPE Working Papers
4/2009, NIPE - Universidade do Minho.
- Peltonen, Tuomas A. & Sousa, Ricardo M. & Vansteenkiste, Isabel S., 2012. "Wealth effects in emerging market economies," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 155-166.
- Peltonen, Tuomas A. & Sousa, Ricardo M. & Vansteenkiste, Isabel, 2009. "Wealth effects in emerging market economies," Working Paper Series 1000, European Central Bank.
- João M. Sousa & Ricardo M. Sousa, 2019.
"Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK,"
Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 139-176, June.
- Sousa, João & Sousa, Ricardo M., 2013. "Asset returns under model uncertainty: evidence from the euro area, the U.S. and the U.K," Working Paper Series 1575, European Central Bank.
- Ricardo M. Sousa, 2011. "Asset Returns Under Model Uncertainty: Evidence from the euro area, the U.K. and the U.S," Working Papers w201119, Banco de Portugal, Economics and Research Department.
- Britta Hamburg & Mathias Hoffmann & Joachim Keller, 2008.
"Consumption, wealth and business cycles in Germany,"
Empirical Economics, Springer, vol. 34(3), pages 451-476, June.
- Britta Hamburg & Mathias Hoffmann & Joachim Keller, 2005. "Consumption, Wealth and Business Cycles in Germany," CESifo Working Paper Series 1443, CESifo.
- Emmanuel De Veirman & Ashley Dunstan, 2008. "How do Housing Wealth, Financial Wealth and Consumption Interact? Evidence from New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2008/05, Reserve Bank of New Zealand.
- de Bondt, Gabe & Gieseck, Arne & Zekaite, Zivile & Herrero, Pablo, 2019.
"Disaggregate income and wealth effects in the largest euro area countries,"
Working Paper Series
2343, European Central Bank.
- de Bondt, Gabe & Gieseck, Arne & Herrero, Pablo & Zekaite, Zivile, 2019. "Disaggregate income and wealth effects in the largest euro area countries," Research Technical Papers 15/RT/19, Central Bank of Ireland.
- Sousa, Ricardo M., 2010.
"Consumption, (dis)aggregate wealth, and asset returns,"
Journal of Empirical Finance, Elsevier, vol. 17(4), pages 606-622, September.
- Ricardo M. Sousa, 2006. "Consumption, (Dis)Aggregate Wealth and Asset Returns," Computing in Economics and Finance 2006 212, Society for Computational Economics.
- Ricardo M. Sousa, 2005. "Consumption, (Dis) Aggregate Wealth and Asset Returns," NIPE Working Papers 9/2005, NIPE - Universidade do Minho.
- Ahec Šonje, Amina & Čeh Časni, Anita & Vizek, Maruška, 2014. "The effect of housing and stock market wealth on consumption in emerging and developed countries," Economic Systems, Elsevier, vol. 38(3), pages 433-450.
- León Navarro, Manuel & Flores de Frutos, Rafael, 2015. "Residential versus financial wealth effects on consumption from a shock in interest rates," Economic Modelling, Elsevier, vol. 49(C), pages 81-90.
- Nitschka, Thomas, 2006.
"The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability,"
Technical Reports
2006,11, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Thomas Nitschka, 2005. "The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability," Money Macro and Finance (MMF) Research Group Conference 2005 22, Money Macro and Finance Research Group.
- Alexandre, Fernando & Bacao, Pedro & Gabriel, Vasco J., 2007. "Volatility in asset prices and long-run wealth effect estimates," Economic Modelling, Elsevier, vol. 24(6), pages 1048-1064, November.
- Vincent Labhard & Gabriel Sterne & Chris Young, 2005. "Wealth and consumption: an assessment of the international evidence," Bank of England working papers 275, Bank of England.
- João Sousa & Ricardo M. Sousa, 2011.
"Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S,"
NIPE Working Papers
21/2011, NIPE - Universidade do Minho.
- Ricardo M. Sousa, 2011. "Asset Returns Under Model Uncertainty: Evidence from the euro area, the U.K. and the U.S," Working Papers w201119, Banco de Portugal, Economics and Research Department.
- Ricardo M. Sousa, 2010. "Collateralizable Wealth, Asset Returns, and Systemic Risk: International Evidence," NIPE Working Papers 15/2010, NIPE - Universidade do Minho.
- Lee, Jiho, 2013. "Consumption, financial wealth and labor income in Korea," Japan and the World Economy, Elsevier, vol. 25, pages 59-67.
- Ricardo M. Sousa, 2007. "Expectations, Shocks, and Asset Returns," NIPE Working Papers 29/2007, NIPE - Universidade do Minho.
- Simon Price & Christoph Schleicher, 2006. "Returns to equity, investment and Q: evidence from the United Kingdom," Bank of England working papers 310, Bank of England.
- Ricardo M. Sousa, 2010. "Time-Varying Expected Returns: Evidence from the U.S. and the U.K," NIPE Working Papers 10/2010, NIPE - Universidade do Minho.
- Auer Benjamin R., 2012. "Lassen sich CAPM, HCAPM und CCAPM durch konsumbasierte zeitvariable Parameterspezifikation rehabilitieren? / Can Time-varying Parameter Specification Based on Consumption Variables Rehabilitate CAPM, ," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 232(5), pages 518-544, October.
- Dimitrios Sideris & Georgia Pavlou, 2021. "Disaggregate income and wealth effects on private consumption in Greece," Working Papers 293, Bank of Greece.
- Simon Price, 2004. "UK investment and the return to equity: Q redux," Money Macro and Finance (MMF) Research Group Conference 2004 87, Money Macro and Finance Research Group.
- Dreger, Christian & Reimers, Hans-Eggert, 2011.
"The long run relationship between private consumption and wealth: common and idiosyncratic effects,"
Discussion Papers
295, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Christian Dreger & Hans-Eggert Reimers, 2012. "The long run relationship between private consumption and wealth: common and idiosyncratic effects," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 11(1), pages 21-34, April.
- Carroll, Christopher D. & Slacalek, Jiri & Otsuka, Misuzu, 2010.
"How large are housing and financial wealth effects? A new approach,"
Working Paper Series
1283, European Central Bank.
- Christopher D. Carroll & Misuzu Otsuka & Jiri Slacalek, 2011. "How Large Are Housing and Financial Wealth Effects? A New Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(1), pages 55-79, February.
- Christopher D. Carroll & Misuzu Otsuka & Jiri Slacalek, 2011. "How Large Are Housing and Financial Wealth Effects? A New Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(1), pages 55-79, February.
- Fernandez-Corugedo, Emilio & Price, Simon & Blake, Andrew P., 2007. "The dynamics of aggregate UK consumers' non-durable expenditure," Economic Modelling, Elsevier, vol. 24(3), pages 453-469, May.
- Thomas Nitschka, 2007.
"Cashflow news, the value premium and an asset pricing view on European stock market integration,"
IEW - Working Papers
339, Institute for Empirical Research in Economics - University of Zurich.
- Nitschka, Thomas, 2010. "Cashflow news, the value premium and an asset pricing view on European stock market integration," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1406-1423, November.
- Carroll, Christopher D. & Otsuka, Misuzu & Slacalek, Jirka, 2006.
"How large is the housing wealth effect? A new approach,"
CFS Working Paper Series
2006/35, Center for Financial Studies (CFS).
- Christopher D. Carroll & Misuzu Otsuka & Jirka Slacalek, 2006. "How Large Is the Housing Wealth Effect? A New Approach," Economics Working Paper Archive 535, The Johns Hopkins University,Department of Economics.
- Christopher D. Carroll & Misuzu Otsuka & Jirka Slacalek, 2006. "How Large Is the Housing Wealth Effect? A New Approach," NBER Working Papers 12746, National Bureau of Economic Research, Inc.
- Monica Paiella, 2009. "The Stock Market, Housing And Consumer Spending: A Survey Of The Evidence On Wealth Effects," Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 947-973, December.
- Dr. Thomas Nitschka, 2012. "Global and country-specific business cycle risk in time-varying excess returns on asset markets," Working Papers 2012-10, Swiss National Bank.
- Thomas Nitschka, 2007.
"International evidence for return predictability and the implications for long-run covariation of the G7 stock markets,"
IEW - Working Papers
338, Institute for Empirical Research in Economics - University of Zurich.
- Thomas Nitschka, 2010. "International Evidence for Return Predictability and the Implications for Long‐Run Covariation of the G7 Stock Markets," German Economic Review, Verein für Socialpolitik, vol. 11(4), pages 527-544, November.
- Nitschka Thomas, 2010. "International Evidence for Return Predictability and the Implications for Long-Run Covariation of the G7 Stock Markets," German Economic Review, De Gruyter, vol. 11(4), pages 527-544, December.
- Jiri Slacalek, 2006.
"International Wealth Effects,"
Computing in Economics and Finance 2006
425, Society for Computational Economics.
- Jiri Slacalek, 2006. "International Wealth Effects," Discussion Papers of DIW Berlin 596, DIW Berlin, German Institute for Economic Research.
- Mickaël Clévenot & Yann Guy & Jacques Mazier, 2009. "Equity and debt in a financialised economy: the French case," Working Papers hal-00435685, HAL.
- Stephen Millard & John Power, 2004. "The effects of stock market movements on consumption and investment: does the shock matter?," Bank of England working papers 236, Bank of England.
- Della Corte, Pasquale & Sarno, Lucio & Valente, Giorgio, 2010. "A century of equity premium predictability and the consumption-wealth ratio: An international perspective," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 313-331, June.
- José Carlos Trejo García & Estefanía Carolina Rivera Hernández & Humberto Ríos Bolívar, 2017. "Análisis de la histéresis del desempleo en México ante shocks macroeconómicos, 1999-2014," Contaduría y Administración, Accounting and Management, vol. 62(4), pages 1228-1248, Octubre-D.
- Roy Cromb & Emilio Fernandez-Corugedo, 2004. "Long-term interest rates, wealth and consumption," Bank of England working papers 243, Bank of England.
- Mickaël Clévenot & Yann Guy & Jacques Mazier, 2009. "Equity and debt in a financialised economy: the French case," CEPN Working Papers hal-00435685, HAL.
- Ricardo M. Sousa, 2009.
"Wealth Effetcs on Consumption: Evidence from the euro area,"
NIPE Working Papers
12/2009, NIPE - Universidade do Minho.
- Dr. James Mitchell, 2003.
"Reconsidering the Evidence: Are Eurozone Business Cycles Converging?,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
210, National Institute of Economic and Social Research.
Cited by:
- Crespo-Cuaresma, Jesús & Fernández-Amador, Octavio, 2013.
"Business cycle convergence in EMU: A first look at the second moment,"
Journal of Macroeconomics, Elsevier, vol. 37(C), pages 265-284.
- Jesús Crespo-Cuaresma & Octavio Fernández-Amador, 2010. "Business cycle convergence in EMU: A first look at the second moment," Working Papers 2010-22, Faculty of Economics and Statistics, Universität Innsbruck.
- Jesús Crespo-Cuaresma & Octavio Fernández-Amador, 2010. "Business cycle convergence in EMU: A first look at the second moment," FIW Working Paper series 054, FIW.
- Gyódi Kristóf & Sobolewski Maciej & Ziembiński Michał, 2017. "What Drives Price Dispersion in the European E-commerce Industry?," Central European Economic Journal, Sciendo, vol. 3(50), pages 53-71, December.
- Jesús Crespo-Cuaresma & Octavio Fernández-Amador, 2010.
"Business cycle convergence in EMU: A second look at the second moment,"
Working Papers
2010-25, Faculty of Economics and Statistics, Universität Innsbruck.
- Crespo-Cuaresma, Jesús & Fernández-Amador, Octavio, 2013. "Business cycle convergence in EMU: A second look at the second moment," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 239-259.
- Crespo Cuaresma , Jesus & Fernandez Amador, Octavio, 2010. "Business cycle convergence in EMU: A second look at the second moment," Working Papers in Economics 2010-13, University of Salzburg.
- Jesús Crespo-Cuaresma & Octavio Fernández-Amador, 2010. "Business cycle convergence in EMU: A second look at the second moment," FIW Working Paper series 056, FIW.
- Pilar Bengoechea & Gabriel Pérez-Quirós, 2004.
"A useful tool to identify recessions in the euro-area,"
Working Papers
0419, Banco de España.
- Pilar Bengoechea & Gabriel Pérez Quirós, 2004. "A useful tool to identify recessions in the euro area," European Economy - Economic Papers 2008 - 2015 215, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Iulia Traistaru-Siedschlag, 2006.
"Macroeconomic Differentials and Adjustment in the Euro Area,"
Papers
WP175, Economic and Social Research Institute (ESRI).
- Siedschlag, Iulia, 2009. "Macroeconomic Differentials and Adjustment in the Euro Area," Papers RB2009/3/1, Economic and Social Research Institute (ESRI).
- Iulia Siedschlag, 2008. "Macroeconomic Differentials and Adjustment in the Euro Area," SUERF Studies, SUERF - The European Money and Finance Forum, number 2008/3 edited by Morten Balling, May.
- Bojeşteanu, Elena & Manu, Ana Simona, 2011. "Analiza empirică a sincronizării ciclului de afaceri şi a similarităţii şocurilor între România şi zona euro [Empirical analysis of business cycle synchronization and shock similarity between Roman," MPRA Paper 31295, University Library of Munich, Germany.
- Ioanna Konstantakopoulou & Eftymios Tsionas & Tryphon Kollintzas, 2009. "Stylized Facts of Prices and Interest Rates over the Business Cycle," Economics Bulletin, AccessEcon, vol. 29(4), pages 2613-2627.
- Ludmila Fadejeva & Aleksejs Melihovs, 2008.
"The Baltic States and Europe: Common Factors of Economic Activity,"
Working Papers
2008/03, Latvijas Banka.
- Ludmila Fadejeva & Aleksejs Melihovs, 2008. "The Baltic states and Europe: common factors of economic activity," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 8(1), pages 75-96, October.
- Ifrim Mihaela & Ignat Ion, 2009. "The European Business Cycle," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 332-336, May.
- Barrett, Alan & Bergin, Adele & FitzGerald, John & Traistaru-Siedschlag, Iulia, 2006. "Economic Assessment of the Euro Area: Forecasts and Policy Analysis, Autumn Report 2006," Research Series, Economic and Social Research Institute (ESRI), number sustat22, June.
- Crespo-Cuaresma, Jesús & Fernández-Amador, Octavio, 2013.
"Business cycle convergence in EMU: A first look at the second moment,"
Journal of Macroeconomics, Elsevier, vol. 37(C), pages 265-284.
- Ray Barrell & Dawn Holland, 2002.
"An Empirical Analysis of Monetary Policy Choices in the Pre-EMU Period,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
204, National Institute of Economic and Social Research.
- Ray Barrell & Dawn Holland & Katerina Smidkova, 2003. "An Empirical Analysis of Monetary Policy Choices in the Pre-EMU Period," Macroeconomics 0303017, University Library of Munich, Germany.
Cited by:
- Jaanus Raim, 2004. "The Alternative to the Existing System of the Concepts about Purchasing Power Parity Deviations . Derived from the Estonian Experience," Working Papers 115, Tallinn School of Economics and Business Administration, Tallinn University of Technology.
- Ray Barrell & Dawn Holland & Katerina Smidkova, 2003.
"Estimates of Fundamental Real Echange Rates for the Five EU Pre- Accession Countries,"
Macroeconomics
0303016, University Library of Munich, Germany.
- Katerina Smidkova & Ray Barrell & Dawn Holland, 2002. "Estimates of Fundamental Real Exchange Rates for the Five EU Pre-Accession Countries," Working Papers 2002/03, Czech National Bank.
- Kateřina Šmídková & Ray Barrell & Dawn Holland, 2003. "Estimates of fundamental real exchange rates for the five eu pre-accession countries," Prague Economic Papers, Prague University of Economics and Business, vol. 2003(4), pages 291-315.
- Jan Babecky & Ales Bulir & Katerina Smidkova, 2012.
"Sustainable Real Exchange Rates in the New EU Member States: What Did the Great Recession Change?,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(3), pages 226-251, July.
- Jan Babecky & Ales Bulir & Katerina Smidkova, 2011. "Sustainable Real Exchange Rates in the New EU Member States: What Did the Great Recession Change?," Working Papers 2011/01, Czech National Bank.
- Ms. Katerina Smídková & Jan Babecky & Mr. Ales Bulir, 2010. "Sustainable Real Exchange Rates in the New Eu Member States: What Did the Great Recession Change?," IMF Working Papers 2010/198, International Monetary Fund.
- Professor E. Philip Davis & Joseph Byrne, 2002.
"Investment and Uncertainty in the G7,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
198, National Institute of Economic and Social Research.
Cited by:
- Bettina Becker & Stephen Hall, 2004. "Foreign direct investment in industrial R&D and exchange rate uncertainty in the UK," Money Macro and Finance (MMF) Research Group Conference 2003 4, Money Macro and Finance Research Group.
- Andrew Hallett & Gert Peersman & Laura Piscitelli, 2004.
"Investment Under Monetary Uncertainty: A Panel Data Investigation,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 31(2), pages 137-162, June.
- Andrew Hallett & Gert Peersman & Laura Piscitelli, 2004. "Investment Under Monetary Uncertainty: A Panel Data Investigation," Economic Change and Restructuring, Springer, vol. 31(2), pages 137-162, June.
- Laura Piscitelli & Andrew Hughes Hallett & Gert Peersman, 2004. "Investment Under Monetary Uncertainty: A Panel Data Investigation," Royal Economic Society Annual Conference 2004 21, Royal Economic Society.
- Christopher F. Baum & Andreas Stephan & Oleksandr Talavera, 2004.
"The Effects of Uncertainty on the Leverage of Non-Financial Firms,"
Boston College Working Papers in Economics
602, Boston College Department of Economics, revised 27 Jul 2007.
- Christopher F. Baum & Andreas Stephan & Oleksandr Talavera, 2009. "The Effects Of Uncertainty On The Leverage Of Nonfinancial Firms," Economic Inquiry, Western Economic Association International, vol. 47(2), pages 216-225, April.
- Christopher F. Baum & Atreya Chakraborty & Boyan Liu, 2008.
"The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage,"
Boston College Working Papers in Economics
688, Boston College Department of Economics.
- Christopher F. Baum & Atreya Chakraborty & Boyan Liu, 2010. "The impact of macroeconomic uncertainty on firms' changes in financial leverage," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(1), pages 22-30.
- Byrne, Joseph P & Davis, E Philip, 2002.
"Investment and Uncertainty in the G7,"
MPRA Paper
78956, University Library of Munich, Germany.
- Joseph P. Byrne & E. Philip Davis, 2005. "Investment and Uncertainty in the G7," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 141(1), pages 1-32, April.
- Ajimuda Olumide, 2009. "Price Volatility, Expectations and Monetary Policy in Nigeria," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 109-140, May.
- Talavera, Oleksandr & Tsapin, Andriy & Zholud, Oleksandr, 2012.
"Macroeconomic uncertainty and bank lending: The case of Ukraine,"
Economic Systems, Elsevier, vol. 36(2), pages 279-293.
- Oleksandr Talavera & Andriy Tsapin & Oleksandr Zholud, 2006. "Macroeconomic Uncertainty and Bank Lending: The Case of Ukraine," Discussion Papers of DIW Berlin 637, DIW Berlin, German Institute for Economic Research.
- Oleksandra Talavera & Christopher Baum & Andreas Stephan, 2005.
"Macroeconomics Uncertainty and Firm Leverage,"
Money Macro and Finance (MMF) Research Group Conference 2005
72, Money Macro and Finance Research Group.
- Christopher F. Baum & Andreas Stephan & Oleksandr Talavera, 2004. "Macroeconomic Uncertainty and Firm Leverage," Discussion Papers of DIW Berlin 443, DIW Berlin, German Institute for Economic Research.
- Andreas Stephan & Oleksandr Talavera, "undated". "Effects of macroeconomic uncertainty on leverage for US non-financial firms," German Stata Users' Group Meetings 2004 8, Stata Users Group.
- Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera, 2006.
"The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany,"
Boston College Working Papers in Economics
637, Boston College Department of Economics, revised 05 Aug 2006.
- Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera, 2006. "The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany," Discussion Papers of DIW Berlin 638, DIW Berlin, German Institute for Economic Research.
- Baum, Christopher F. & Caglayan, Mustafa & Stephan, Andreas & Talavera, Oleksandr, 2008.
"Uncertainty determinants of corporate liquidity,"
Economic Modelling, Elsevier, vol. 25(5), pages 833-849, September.
- Oleksandr Talavera & Christopher Baum & Mustafa Caglayan & Andreas Stephan, 2005. "Uncertainty Determinants of Corporate Liquidity," Money Macro and Finance (MMF) Research Group Conference 2005 73, Money Macro and Finance Research Group.
- Christopher F. Baum & Mustafa Caglayan & Andreas Stephan & Oleksandr Talavera, 2006. "Uncertainty Determinants of Corporate Liquidity," Working Papers 2006_1, Business School - Economics, University of Glasgow.
- Christopher F. Baum & Mustafa Caglayan & Andreas Stephan & Oleksandr Talavera, 2006. "Uncertainty Determinants of Corporate Liquidity," Discussion Papers of DIW Berlin 633, DIW Berlin, German Institute for Economic Research.
- Christopher F. Baum & Mustafa Caglayan & Andreas Stephan & Oleksandr Talavera, 2005. "Uncertainty Determinants of Corporate Liquidity," Boston College Working Papers in Economics 634, Boston College Department of Economics, revised 09 Oct 2006.
- Michael McMahon & Gabriel Sterne & Jamie Thompson, 2005. "The role of ICT in the global investment cycle," Bank of England working papers 257, Bank of England.
- Matthias Kredler, 2005. "Sector-Specific Volatility Patterns in Investment," Macroeconomics 0501016, University Library of Munich, Germany.
- Blake, Andrew P., 2002.
"A 'Timeless Perspective' on Optimality in Forward-Looking Rational Expectations Models,"
Royal Economic Society Annual Conference 2002
30, Royal Economic Society.
- Andrew Blake, 2001. "A Timeless Perspective on Optimality in Forward-Looking Rational Expectations Models," National Institute of Economic and Social Research (NIESR) Discussion Papers 188, National Institute of Economic and Social Research.
Cited by:
- Paez-Farrell, Juan, 2011. "Timeless perspective versus discretionary policymaking when the degree of inflation persistence is unknown," Economic Modelling, Elsevier, vol. 28(6), pages 2432-2438.
- Lars E. O. Svensson & Michael Woodford, 2004.
"Implementing Optimal Policy through Inflation-Forecast Targeting,"
NBER Chapters, in: The Inflation-Targeting Debate,
National Bureau of Economic Research, Inc.
- Lars E. O. Svensson & Michael Woodford, 2003. "Implementing Optimal Policy through Inflation-Forecast Targeting," NBER Working Papers 9747, National Bureau of Economic Research, Inc.
- Svensson, Lars E.O. & Woodford, Michael, 2004. "Implementing Optimal Policy Through Inflation-Forecast Targeting," CEPR Discussion Papers 4229, C.E.P.R. Discussion Papers.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2015.
"Ordering Policy Rules with an Unconditional Welfare Measure,"
International Journal of Central Banking, International Journal of Central Banking, vol. 11(1), pages 103-149, January.
- Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2011. "Ordering Policy Rules with an Unconditional Welfare Measure," SIRE Discussion Papers 2011-16, Scottish Institute for Research in Economics (SIRE).
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2011. "Ordering policy rules with an unconditional welfare measure," Working Papers 2011_15, Business School - Economics, University of Glasgow.
- Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2011. "Ordering policy rules with an unconditional welfare measure," SIRE Discussion Papers 2011-32, Scottish Institute for Research in Economics (SIRE).
- George A. Waters, 2015.
"Careful Price Level Targeting,"
International Symposia in Economic Theory and Econometrics, in: Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons, volume 24, pages 29-40,
Emerald Group Publishing Limited.
- Waters, George A., 2012. "Careful price level targeting," Bank of Finland Research Discussion Papers 30/2012, Bank of Finland.
- Bennett T. McCallum & Edward Nelson, 2004.
"Timeless perspective vs. discretionary monetary policy in forward-looking models,"
Review, Federal Reserve Bank of St. Louis, vol. 86(Mar), pages 43-56.
- McCallum, Bennett T & Nelson, Edward, 2001. "Timeless Perspective Vs Discretionary Monetary Policy in Forward-Looking Models," CEPR Discussion Papers 2752, C.E.P.R. Discussion Papers.
- Bennett T. McCallum & Edward Nelson, 2000. "Timeless Perspectives vs. Discretionary Monetary Policy In Forward-Looking Models," NBER Working Papers 7915, National Bureau of Economic Research, Inc.
- Vines, David & Wren-Lewis, Simon & Kirsanova, Tatiana, 2006. "Inflation Bias with Dynamic Phillips Curves," CEPR Discussion Papers 5534, C.E.P.R. Discussion Papers.
- Woodford, Michael, 2010.
"Optimal Monetary Stabilization Policy,"
Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 14, pages 723-828,
Elsevier.
- Michael Woodford, 2010. "Optimal Monetary Stabilization Policy," NBER Working Papers 16095, National Bureau of Economic Research, Inc.
- Tatiana Kirsanova, 2004.
"A note on timeless perspective policy design,"
Money Macro and Finance (MMF) Research Group Conference 2003
50, Money Macro and Finance Research Group.
- Blake, Andrew P. & Kirsanova, Tatiana, 2004. "A note on timeless perspective policy design," Economics Letters, Elsevier, vol. 85(1), pages 9-16, October.
- Westelius, Niklas J., 2009.
"Imperfect transparency and shifts in the central bank's output gap target,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 985-996, April.
- Niklas J. Westelius, 2006. "Imperfect Transparency and Shifts in the Central Bank's Output Gap Target," Economics Working Paper Archive at Hunter College 415, Hunter College Department of Economics, revised 2008.
- Jensen, Christian & McCallum, Bennett T., 2002.
"The non-optimality of proposed monetary policy rules under timeless perspective commitment,"
Economics Letters, Elsevier, vol. 77(2), pages 163-168, October.
- Christian Jensen & Bennett C. McCallum, 2002. "The Non-Optimality of Proposed Monetary Policy Rules Under Timeless-Perspective Commitment," NBER Working Papers 8882, National Bureau of Economic Research, Inc.
- Evans George W & McGough Bruce, 2010.
"Implementing Optimal Monetary Policy in New-Keynesian Models with Inertia,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-25, March.
- George W. Evans & Bruce McGough, 2006. "Implementing Optimal Monetary Policy in New-Keynesian Models with Inertia," University of Oregon Economics Department Working Papers 2006-5, University of Oregon Economics Department.
- Benigno, Pierpaolo & Woodford, Michael, 2012.
"Linear-quadratic approximation of optimal policy problems,"
Journal of Economic Theory, Elsevier, vol. 147(1), pages 1-42.
- Woodford, Michael & Benigno, Pierpaolo, 2006. "Linear-Quadratic Approximation of Optimal Policy Problems," CEPR Discussion Papers 5964, C.E.P.R. Discussion Papers.
- Pierpaolo Benigno & Michael Woodford, 2006. "Linear-Quadratic Approximation of Optimal Policy Problems," NBER Working Papers 12672, National Bureau of Economic Research, Inc.
- Di Bartolomeo, Giovanni & Di Pietro, Marco & Giannini, Bianca, 2020.
"Optimal monetary policy in a New Keynesian model with heterogeneous expectations,"
Dynare Working Papers
54, CEPREMAP.
- Di Bartolomeo, Giovanni & Di Pietro, Marco & Giannini, Bianca, 2016. "Optimal monetary policy in a New Keynesian model with heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 373-387.
- Di Bartolomeo Giovanni & Di Pietro Marco & Giannini Bianca, 2015. "Optimal monetary policy in a New Keynesian model with heterogeneous expectations," wp.comunite 0119, Department of Communication, University of Teramo.
- Loisel, Olivier, 2008.
"Central bank reputation in a forward-looking model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3718-3742, November.
- Loisel, O., 2005. "Central Bank Reputation in a Forward-Looking Model," Working papers 127, Banque de France.
- Martin Ellison & Charles Brendon, 2018.
"Time-Consistently Undominated Policies,"
Economics Series Working Papers
844, University of Oxford, Department of Economics.
- Charles Brendon & Martin Ellison, 2018. "Time-Consistently Undominated Policies," Discussion Papers 1801, Centre for Macroeconomics (CFM).
- Brendon, C. & Ellison, M., 2018. "Time-Consistently Undominated Policies," Cambridge Working Papers in Economics 1809, Faculty of Economics, University of Cambridge.
- Brendon, Charles & Ellison, Martin, 2018. "Time-Consistently Undominated Policies," CEPR Discussion Papers 12656, C.E.P.R. Discussion Papers.
- Brendon, Charles & Ellison, Martin, 2018. "Time-consistently undominated policies," LSE Research Online Documents on Economics 87176, London School of Economics and Political Science, LSE Library.
- Sauer, Stephan, 2010. "When discretion is better: Initial conditions and the timeless perspective," Economics Letters, Elsevier, vol. 107(2), pages 128-130, May.
- Dennis, Richard & Söderström, Ulf, 2002.
"How Important Is Precommitment for Monetary Policy?,"
Working Paper Series
139, Sveriges Riksbank (Central Bank of Sweden).
- Ulf Soderstrom & Richard Dennis, 2003. "How Important is Precommitment for Monetary Policy?," Computing in Economics and Finance 2003 49, Society for Computational Economics.
- Richard Dennis & Ulf Soderstrom, 2002. "How important is precommitment for monetary policy?," Working Paper Series 2002-10, Federal Reserve Bank of San Francisco.
- Dennis, Richard & Soderstrom, Ulf, 2006. "How Important Is Precommitment for Monetary Policy?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(4), pages 847-872, June.
- Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2008. "Unconditionally optimal monetary policy," Journal of Monetary Economics, Elsevier, vol. 55(3), pages 491-500, April.
- Pontiggia, Dario, 2008. "Commitment policy and optimal positive long-run inflation," MPRA Paper 9534, University Library of Munich, Germany.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2017.
"Unconditionally Optimal Ramsey policy,"
CEGAP Working Papers
2017_01, Durham University Business School.
- Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2021. "Unconditionally optimal Ramsey policy," Journal of Macroeconomics, Elsevier, vol. 69(C).
- Richard Dennis, 2009.
"Timeless Perspective Policymaking: When is Discretion Superior?,"
NCER Working Paper Series
38, National Centre for Econometric Research.
- Richard Dennis, 2008. "Timeless perspective policymaking: When is discretion superior?," Working Paper Series 2008-21, Federal Reserve Bank of San Francisco.
- Sauer, Stephan, 2007. "Discretion rather than rules? When is discretionary policy-making better than the timeless perspective?," Working Paper Series 717, European Central Bank.
- Waters, George A., 2009. "Learning, Commitment, And Monetary Policy," Macroeconomic Dynamics, Cambridge University Press, vol. 13(4), pages 421-449, September.
- Juan Paez-Farrell, 2009. "Timeless perspective vs discretionary policymaking when the degree of inflation persistence is unknown," Discussion Paper Series 2009_14, Department of Economics, Loughborough University, revised Sep 2009.
- Sebastian Sienknecht, 2010. "On the Informational Loss Inherent in Approximation Procedures: Welfare Implications and Impulse Responses," Jena Economics Research Papers 2010-005, Friedrich-Schiller-University Jena.
- Martin Ellison & Charles Brendon, 2015. "Time-Consistent Institutional Design," 2015 Meeting Papers 495, Society for Economic Dynamics.
- Andrew Blake, 1999.
"A Radial Basis Function Artificial Neural Network Test for ARCH,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
154, National Institute of Economic and Social Research.
- Blake, Andrew P. & Kapetanios, George, 2000. "A radial basis function artificial neural network test for ARCH," Economics Letters, Elsevier, vol. 69(1), pages 15-23, October.
Cited by:
- Paez-Farrell, Juan, 2011. "Timeless perspective versus discretionary policymaking when the degree of inflation persistence is unknown," Economic Modelling, Elsevier, vol. 28(6), pages 2432-2438.
- Tatiana Kirsanova, 2004.
"A note on timeless perspective policy design,"
Money Macro and Finance (MMF) Research Group Conference 2003
50, Money Macro and Finance Research Group.
- Blake, Andrew P. & Kirsanova, Tatiana, 2004. "A note on timeless perspective policy design," Economics Letters, Elsevier, vol. 85(1), pages 9-16, October.
- Jensen, Christian, 2016. "Discretion Rather than Rules? Binding Commitments versus Discretionary Policymaking," MPRA Paper 76838, University Library of Munich, Germany.
- Benigno, Pierpaolo & Woodford, Michael, 2012.
"Linear-quadratic approximation of optimal policy problems,"
Journal of Economic Theory, Elsevier, vol. 147(1), pages 1-42.
- Woodford, Michael & Benigno, Pierpaolo, 2006. "Linear-Quadratic Approximation of Optimal Policy Problems," CEPR Discussion Papers 5964, C.E.P.R. Discussion Papers.
- Pierpaolo Benigno & Michael Woodford, 2006. "Linear-Quadratic Approximation of Optimal Policy Problems," NBER Working Papers 12672, National Bureau of Economic Research, Inc.
- Di Bartolomeo, Giovanni & Di Pietro, Marco & Giannini, Bianca, 2020.
"Optimal monetary policy in a New Keynesian model with heterogeneous expectations,"
Dynare Working Papers
54, CEPREMAP.
- Di Bartolomeo, Giovanni & Di Pietro, Marco & Giannini, Bianca, 2016. "Optimal monetary policy in a New Keynesian model with heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 373-387.
- Di Bartolomeo Giovanni & Di Pietro Marco & Giannini Bianca, 2015. "Optimal monetary policy in a New Keynesian model with heterogeneous expectations," wp.comunite 0119, Department of Communication, University of Teramo.
- Martin Ellison & Charles Brendon, 2018.
"Time-Consistently Undominated Policies,"
Economics Series Working Papers
844, University of Oxford, Department of Economics.
- Charles Brendon & Martin Ellison, 2018. "Time-Consistently Undominated Policies," Discussion Papers 1801, Centre for Macroeconomics (CFM).
- Brendon, C. & Ellison, M., 2018. "Time-Consistently Undominated Policies," Cambridge Working Papers in Economics 1809, Faculty of Economics, University of Cambridge.
- Brendon, Charles & Ellison, Martin, 2018. "Time-Consistently Undominated Policies," CEPR Discussion Papers 12656, C.E.P.R. Discussion Papers.
- Brendon, Charles & Ellison, Martin, 2018. "Time-consistently undominated policies," LSE Research Online Documents on Economics 87176, London School of Economics and Political Science, LSE Library.
- Hong, Seung Hyun & Phillips, Peter C. B., 2010.
"Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 96-114.
- Seung Hyun Hong & Peter C. B. Phillips, 2005. "Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity," Cowles Foundation Discussion Papers 1541, Cowles Foundation for Research in Economics, Yale University.
- Anesti, Nikoleta & Kalamara, Eleni & Kapetanios, George, 2021. "Forecasting UK GDP growth with large survey panels," Bank of England working papers 923, Bank of England.
- Lee Tae-Hwy, 2001. "Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(4), pages 1-15, January.
- KANAZAWA, Nobuyuki & 金澤, 伸幸, 2018.
"Radial Basis Functions Neural Networks for Nonlinear Time Series Analysis and Time-Varying Effects of Supply Shocks,"
Discussion paper series
HIAS-E-64, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Kanazawa, Nobuyuki, 2020. "Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks," Journal of Macroeconomics, Elsevier, vol. 64(C).
- Gradojevic, Nikola & Kukolj, Dragan & Adcock, Robert & Djakovic, Vladimir, 2023. "Forecasting Bitcoin with technical analysis: A not-so-random forest?," International Journal of Forecasting, Elsevier, vol. 39(1), pages 1-17.
- Yen-Ming Chiang & Wei-Guo Cheng & Fi-John Chang, 2012. "A hybrid artificial neural network-based agri-economic model for predicting typhoon-induced losses," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 63(2), pages 769-787, September.
- Thierry Warin & Aleksandar Stojkov, 2021. "Machine Learning in Finance: A Metadata-Based Systematic Review of the Literature," JRFM, MDPI, vol. 14(7), pages 1-31, July.
- Andrew P. Blake & George Kapetanios, 2003. "Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(3), pages 253-267, May.
- Andrew Blake, 1999.
"A Radial Basis Function Artificial Neural Network Test for Neglected Nonlinearity,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
153, National Institute of Economic and Social Research.
- Andrew P. Blake & George Kapetanios, 2003. "A radial basis function artificial neural network test for neglected nonlinearity," Econometrics Journal, Royal Economic Society, vol. 6(2), pages 357-373, December.
Cited by:
- Marian Vavra, 2013. "Testing for linear and Markov switching DSGE models," Working and Discussion Papers WP 3/2013, Research Department, National Bank of Slovakia.
- Psaradakis, Zacharias & Vávra, Marián, 2014.
"On testing for nonlinearity in multivariate time series,"
Economics Letters, Elsevier, vol. 125(1), pages 1-4.
- Marian Vavra, 2013. "Testing for non-linearity in multivariate stochastic processes," Working and Discussion Papers WP 2/2013, Research Department, National Bank of Slovakia.
- Hong, Seung Hyun & Phillips, Peter C. B., 2010.
"Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 96-114.
- Seung Hyun Hong & Peter C. B. Phillips, 2005. "Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity," Cowles Foundation Discussion Papers 1541, Cowles Foundation for Research in Economics, Yale University.
- Isao Ishida & Virmantas Kvedaras, 2015. "Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity," Econometrics, MDPI, vol. 3(1), pages 1-53, January.
- KANAZAWA, Nobuyuki & 金澤, 伸幸, 2018.
"Radial Basis Functions Neural Networks for Nonlinear Time Series Analysis and Time-Varying Effects of Supply Shocks,"
Discussion paper series
HIAS-E-64, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Kanazawa, Nobuyuki, 2020. "Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks," Journal of Macroeconomics, Elsevier, vol. 64(C).
- Marian Vavra, 2012. "Robustness of Power Properties of Non-linearity Tests," Birkbeck Working Papers in Economics and Finance 1205, Birkbeck, Department of Economics, Mathematics & Statistics.
- Konstantinos N. Konstantakis & Panagiotis T. Cheilas & Ioannis G. Melissaropoulos & Panos Xidonas & Panayotis G. Michaelides, 2023. "Supply chains and fake news: a novel input–output neural network approach for the US food sector," Annals of Operations Research, Springer, vol. 327(2), pages 779-794, August.
- Blake, Andrew & Westaway, Peter, 1992.
"An analysis of the impact of finite horizons on macroeconomic control,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
11, National Institute of Economic and Social Research.
- Blake, Andrew P & Westaway, Peter F, 1995. "An Analysis of the Impact of Finite Horizons on Macroeconomic Control," Oxford Economic Papers, Oxford University Press, vol. 47(1), pages 98-116, January.
Cited by:
- Caleiro, António, 2006.
"On the Synchronisation of Elections -- A differential Games Approach,"
EconStor Preprints
142775, ZBW - Leibniz Information Centre for Economics.
- António Caleiro, 2006. "On the Synchronisation of Elections: A Differential Games Approach," Economics Working Papers 05_2006, University of Évora, Department of Economics (Portugal).
- Blake, A. & Vines, D. & Weale, M., 1988.
"Wealth Targets, Exchange Rate Targets And Macroeconomic Policy,"
Cambridge Working Papers in Economics
887, Faculty of Economics, University of Cambridge.
- Blake, Andrew P & Vines, David & Weale, Martin, 1988. "Wealth Targets, Exchange Rate Targets and Macroeconomic Policy," CEPR Discussion Papers 247, C.E.P.R. Discussion Papers.
Cited by:
- Agnello, Luca & Castro, Vítor & Sousa, Ricardo M., 2012.
"How does fiscal policy react to wealth composition and asset prices?,"
Journal of Macroeconomics, Elsevier, vol. 34(3), pages 874-890.
- Luca Agnello & Vítor Castro & Ricardo M. Sousa, 2011. "How Does Fiscal Policy React to Wealth Composition and Asset Prices?," NIPE Working Papers 24/2011, NIPE - Universidade do Minho.
- Luca Agnello & Vitor Castro & Ricardo M. Sousa, 2011. "How Does Fiscal Policy React to Wealth Composition and Asset Prices?," GEMF Working Papers 2011-18, GEMF, Faculty of Economics, University of Coimbra.
- Alexander Zimper, 2014.
"The minimal confidence levels of Basel capital regulation,"
Journal of Banking Regulation, Palgrave Macmillan, vol. 15(2), pages 129-143, April.
- Alexander Zimper, 2013. "The minimal confidence levels of Basel capital regulation," Working Papers 201305, University of Pretoria, Department of Economics.
- Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa, 2015.
"Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain,"
Post-Print
hal-01457314, HAL.
- Agnello, Luca & Dufrénot, Gilles & Sousa, Ricardo M., 2015. "Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain," Economic Modelling, Elsevier, vol. 44(C), pages 358-362.
- Rangan Gupta & Charl Jooste & Kanyane Matlou, 2014.
"A time-varying approach to analysing fiscal policy and asset prices in South Africa,"
Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 6(1), pages 46-63, April.
- Rangan Gupta & Charl Jooste & Kanyane Matlou, 2013. "A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa," Working Papers 201303, University of Pretoria, Department of Economics.
- J.W. Mason & Arjun Jayadev, 2015. "Lost in Fiscal Space: Some Simple Analytics of Macroeconomic Policy in the Spirit of Tinbergen, Wicksell and Lerner," Working Papers 2015_05, University of Massachusetts Boston, Economics Department.
- Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa, 2012. "Adjusting the U.S. Fiscal Policy for Asset Prices: Evidence from a TVP-MS Framework," NIPE Working Papers 20/2012, NIPE - Universidade do Minho.
- Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa, 2013.
"Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices,"
Post-Print
hal-01498264, HAL.
- Agnello, Luca & Dufrénot, Gilles & Sousa, Ricardo M., 2013. "Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices," Economic Modelling, Elsevier, vol. 34(C), pages 25-36.
Articles
- Ray Barrell & Andy Blake & Garry Young, 2018.
"Macroeconomic Modelling at the Institute: Hopes, Challenges and a Lasting Contribution,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 246(1), pages 3-14, November.
- Barrell, Ray & Blake, Andy & Young, Garry, 2018. "Macroeconomic Modelling at the Institute: Hopes, Challenges and a Lasting Contribution," National Institute Economic Review, National Institute of Economic and Social Research, vol. 246, pages 3-14, November.
Cited by:
- Aurélien Goutsmedt & Francesco Sergi & Béatrice Cherrier & François Claveau & Clément Fontan & Juan Acosta, 2024.
"To change or not to change The evolution of forecasting models at the Bank of England,"
Post-Print
hal-04181871, HAL.
- Goutsmedt, Aurélien & Sergi, Francesco & Cherrier, Beatrice & Claveau, François & Fontan, Clément & Acosta, Juan, 2023. "To change or not to change The evolution of forecasting models at the Bank of England," SocArXiv m2cet, Center for Open Science.
- Aurélien Goutsmedt & Francesco Sergi & Béatrice Cherrier & François Claveau & Clément Fontan & Juan Acosta, 2023. "To change or not to change The evolution of forecasting models at the Bank of England," Working Papers hal-04181871, HAL.
- Aurélien Goutsmedt & Francesco Sergi & Béatrice Cherrier & Juan Acosta & Clément Fontan & François Claveau, 2024. "To change or not to change. The evolution of forecasting models at the Bank of England," Post-Print hal-04431044, HAL.
- Andrew Blake & Garreth Rule & Ole Rummel, 2015.
"Inflation targeting and term premia estimates for Latin America,"
Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 24(1), pages 1-21, December.
Cited by:
- Elizondo Rocío, 2023. "The Three Intelligible Factors of the Yield Curve in Mexico," Working Papers 2023-13, Banco de México.
- Thiago Trafane Oliveira Santos, 2020. "A General Characterization of the Capital Cost and the Natural Interest Rate: an application for Brazil," Working Papers Series 524, Central Bank of Brazil, Research Department.
- Alejandro C. García-Cintado & Diego Romero-Ávila & Carlos Usabiaga, 2016.
"The economic integration of Spain: a change in the inflation pattern,"
Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 25(1), pages 1-41, December.
- Carlos Usabiaga & Alejandro C. García-Cintado & Diego Romero-Ávila, 2016. "The Economic Integration of Spain: A Change in the Inflation Pattern," EcoMod2016 9367, EcoMod.
- Ana Aguilar & María Diego-Fernández & Rocio Elizondo & Jessica Roldán-Peña, 2022. "Term premium dynamics and its determinants: the Mexican case," BIS Working Papers 993, Bank for International Settlements.
- Luis Ceballos & Alberto Naudon & Damián Romero, 2015.
"Nominal Term Structure and Term Premia: Evidence from Chile,"
Working Papers Central Bank of Chile
752, Central Bank of Chile.
- Ceballos, Luis & Naudon, Alberto & Romero, Damian, 2014. "Nominal Term Structure and Term Premia. Evidence from Chile," MPRA Paper 60911, University Library of Munich, Germany.
- Luis Ceballos & Alberto Naudon & Damián Romero, 2016. "Nominal term structure and term premia: evidence from Chile," Applied Economics, Taylor & Francis Journals, vol. 48(29), pages 2721-2735, June.
- Luchelle Soobyah & Daan Steenkamp, 2020. "Term premium and rate expectation estimates from the South African yield curve," Working Papers 9998, South African Reserve Bank.
- Sebastián Claro & Carola Moreno, 2015. "Long-term rates and the term premium: evidence from Chile," BIS Papers chapters, in: Bank for International Settlements (ed.), What do new forms of finance mean for EM central banks?, volume 83, pages 97-112, Bank for International Settlements.
- Garreth Rule, 2015. "Understanding the central bank balance sheet," Handbooks, Centre for Central Banking Studies, Bank of England, number 32, April.
- Aguilar-Argaez Ana María & Diego-Fernández Forseck María & Elizondo Rocío & Roldán-Peña Jessica, 2020. "Term Premium Dynamics and its Determinants: The Mexican Case," Working Papers 2020-18, Banco de México.
- Andrew Blake, 2012.
"DSGE Modeling on an iPhone/iPad Using SpaceTime,"
Computational Economics, Springer;Society for Computational Economics, vol. 40(4), pages 313-332, December.
Cited by:
- Bongers, Anelí & Molinari, Benedetto & Torres, José L., 2022. "Computers, Programming and Dynamic General Equilibrium Macroeconomic Modeling," MPRA Paper 112505, University Library of Munich, Germany.
- Blake, Andrew P., 2012.
"Equally shocking news,"
Economics Letters, Elsevier, vol. 117(3), pages 866-869.
Cited by:
- Paul Beaudry & Franck Portier, 2014.
"News Driven Business Cycles: Insights and Challenges,"
2014 Meeting Papers
289, Society for Economic Dynamics.
- Paul Beaudry & Franck Portier, 2014. "News-Driven Business Cycles: Insights and Challenges," Journal of Economic Literature, American Economic Association, vol. 52(4), pages 993-1074, December.
- Paul Beaudry & Franck Portier, 2013. "News Driven Business Cycles: Insights and Challenges," NBER Working Papers 19411, National Bureau of Economic Research, Inc.
- Portier, Franck & Beaudry, Paul, 2013. "News Driven Business Cycles: Insights and Challenges," CEPR Discussion Papers 9624, C.E.P.R. Discussion Papers.
- Paul Beaudry & Franck Portier, 2014.
"News Driven Business Cycles: Insights and Challenges,"
2014 Meeting Papers
289, Society for Economic Dynamics.
- Blake, Andrew P., 2012.
"Determining optimal monetary speed limits,"
Economics Letters, Elsevier, vol. 116(2), pages 269-271.
Cited by:
- Taisuke Nakata & Sebastian Schmidt & Paul Yoo, 2020.
"Speed Limit Policy and Liquidity Traps,"
CARF F-Series
CARF-F-480, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Nakata, Taisuke & Schmidt, Sebastian & Yoo, Paul, 2018. "Speed limit policy and liquidity traps," Working Paper Series 2192, European Central Bank.
- Taisuke Nakata & Sebastian Schmidt & Paul Yoo, 2018. "Speed Limit Policy and Liquidity Traps," Finance and Economics Discussion Series 2018-050, Board of Governors of the Federal Reserve System (U.S.).
- Taisuke Nakata & Sebastian Schmidt & Paul Yoo, 2018. "Speed Limit Policy and Liquidity Traps," IMES Discussion Paper Series 18-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
- Hess Chung & Edward Herbst & Michael T. Kiley, 2014.
"Effective Monetary Policy Strategies in New Keynesian Models: A Reexamination,"
NBER Chapters, in: NBER Macroeconomics Annual 2014, Volume 29, pages 289-344,
National Bureau of Economic Research, Inc.
- Hess Chung & Edward Herbst & Michael T. Kiley, 2015. "Effective Monetary Policy Strategies in New Keynesian Models: A Reexamination," NBER Macroeconomics Annual, University of Chicago Press, vol. 29(1), pages 289-344.
- Hess Chung & Edward Herbst & Michael T. Kiley, 2014. "Effective Monetary Policy Strategies in New Keynesian Models: A Re-examination," NBER Working Papers 20611, National Bureau of Economic Research, Inc.
- Brendon, Charles & Paustian, Matthias & Yates, Tony, 2013. "The pitfalls of speed-limit interest rate rules at the zero lower bound," Bank of England working papers 473, Bank of England.
- Funashima, Yoshito, 2020. "Monetary policy, financial uncertainty, and secular stagnation," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Brendon, Charles & Paustian, Matthias & Yates, Tony, 2020. "Self-fulfilling recessions at the zero lower bound," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 213-232.
- Taisuke Nakata & Sebastian Schmidt & Paul Yoo, 2020.
"Speed Limit Policy and Liquidity Traps,"
CARF F-Series
CARF-F-480, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Andrew P. Blake & Tatiana Kirsanova, 2012.
"Discretionary Policy and Multiple Equilibria in LQ RE Models,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(4), pages 1309-1339.
See citations under working paper version above.
- Tatiana Kirsanova & Andrew P. Blake, 2010. "Discretionary Policy and Multiple Equilibria in LQ RE Models," 2010 Meeting Papers 789, Society for Economic Dynamics.
- Blake, Andrew P. & Kirsanova, Tatiana, 2006. "Discretionary Policy and Multiple Equilibria in LQ RE Models," MPRA Paper 21901, University Library of Munich, Germany, revised 01 Apr 2010.
- Andrew Blake & Tatiana Kirsanova, 2008. "Discretionary Policy and Multiple Equilibria in LQ RE Models," Discussion Papers 0813, University of Exeter, Department of Economics.
- Blake, Andrew P. & Zampolli, Fabrizio, 2011.
"Optimal policy in Markov-switching rational expectations models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1626-1651, October.
Cited by:
- Troy Davig, 2007.
"Phillips curve instability and optimal monetary policy,"
Research Working Paper
RWP 07-04, Federal Reserve Bank of Kansas City.
- Troy Davig, 2016. "Phillips Curve Instability and Optimal Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(1), pages 233-246, February.
- Guido Ascari & Anna Florio & Alessandro Gobbi, 2016. "Monetary and Fiscal Policy Interactions: Leeper (1991) Redux," Economics Series Working Papers 788, University of Oxford, Department of Economics.
- Kirsanova, Tatiana & Leith, Campbell & Chen, Xiaoshan, 2013.
"How Optimal is US Monetary Policy?,"
SIRE Discussion Papers
2013-53, Scottish Institute for Research in Economics (SIRE).
- Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2013. "How Optimal is US Monetary Policy?," Stirling Economics Discussion Papers 2013-05, University of Stirling, Division of Economics.
- Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2017. "How optimal is US monetary policy?," Journal of Monetary Economics, Elsevier, vol. 92(C), pages 96-111.
- Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith, 2013. "How Optimal is US Monetary Policy?," Working Papers 2013_08, Business School - Economics, University of Glasgow.
- Jason Choi & Andrew Foerster, 2020.
"Optimal Monetary Policy Regime Switches,"
Working Paper Series
2019-3, Federal Reserve Bank of San Francisco.
- Jason Choi & Andrew Foerster, 2021. "Optimal Monetary Policy Regime Switches," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 42, pages 333-346, October.
- Jason Choi & Andrew Foerster, 2020. "Online Appendix to "Optimal Monetary Policy Regime Switches"," Online Appendices 19-148, Review of Economic Dynamics.
- Jason Choi & Andrew T. Foerster, 2016. "Optimal monetary policy regime switches," Research Working Paper RWP 16-7, Federal Reserve Bank of Kansas City.
- Jean Barthélemy & Magali Marx, 2016.
"Solving Endogenous Regime Switching Models,"
Working Papers
hal-03393181, HAL.
- Barthélemy, Jean & Marx, Magali, 2017. "Solving endogenous regime switching models," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 1-25.
- Jean Barthélemy & Magali Marx, 2016. "Solving Endogenous Regime Switching Models," SciencePo Working papers Main hal-03393181, HAL.
- Jean Barthélemy & Magali Marx, 2017. "Solving Endogenous Regime Switching Models," Post-Print hal-03945922, HAL.
- Jean Barthélemy & Magali Marx, 2017. "Solving Endogenous Regime Switching Models," SciencePo Working papers Main hal-03945922, HAL.
- Jean Barthélemy & Magali Marx, 2016. "Solving Endogenous Regime Switching Models," Sciences Po publications 2016-07, Sciences Po.
- Guido Ascari & Anna Florio & Alessandro Gobbi, 2020. "Controlling Inflation With Timid Monetary–Fiscal Regime Changes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(2), pages 1001-1024, May.
- Shayan Zakipour-Saber, 2019. "Monetary policy regimes and inflation persistence in the United Kingdom," Working Papers 895, Queen Mary University of London, School of Economics and Finance.
- Kostas Mavromatis, 2018. "U.S. Monetary Regimes and Optimal Monetary Policy in the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1441-1478, October.
- Garreth Rule, 2012. "Collateral management in central bank policy operations," Handbooks, Centre for Central Banking Studies, Bank of England, number 31, April.
- Ascari, Guido & Florio, Anna & Gobbi, Alessandro, 2017. "Controlling inflation with switching monetary and fiscal policies: expectations, fiscal guidance and timid regime changes," Bank of Finland Research Discussion Papers 9/2017, Bank of Finland.
- Harrison, Richard & Waldron, Matt, 2021. "Optimal policy with occasionally binding constraints: piecewise linear solution methods," Bank of England working papers 911, Bank of England.
- Garreth Rule, 2011. "Issuing central bank securities," Handbooks, Centre for Central Banking Studies, Bank of England, number 30, April.
- Troy Davig, 2007.
"Phillips curve instability and optimal monetary policy,"
Research Working Paper
RWP 07-04, Federal Reserve Bank of Kansas City.
- Andrew P. Blake & Tatiana Kirsanova, 2011.
"Inflation Conservatism and Monetary-Fiscal Policy Interactions,"
International Journal of Central Banking, International Journal of Central Banking, vol. 7(2), pages 41-83, June.
See citations under working paper version above.
- Andrew P. Blake & Tatiana Kirsanova, 2008. "Inflation-Conservatism and Monetary-Fiscal Policy Interactions," Discussion Papers 0801, University of Exeter, Department of Economics.
- Kapetanios, George & Blake, Andrew P., 2010.
"Tests Of The Martingale Difference Hypothesis Using Boosting And Rbf Neural Network Approximations,"
Econometric Theory, Cambridge University Press, vol. 26(5), pages 1363-1397, October.
Cited by:
- Weiwei Liu & Zhile Yang & Kexin Bi, 2017. "Forecasting the Acquisition of University Spin-Outs: An RBF Neural Network Approach," Complexity, Hindawi, vol. 2017, pages 1-8, October.
- Ilias Chronopoulos & Katerina Chrysikou & George Kapetanios & James Mitchell & Aristeidis Raftapostolos, 2023.
"Deep Neural Network Estimation in Panel Data Models,"
Working Papers
23-15, Federal Reserve Bank of Cleveland.
- Ilias Chronopoulos & Katerina Chrysikou & George Kapetanios & James Mitchell & Aristeidis Raftapostolos, 2023. "Deep Neural Network Estimation in Panel Data Models," Papers 2305.19921, arXiv.org.
- George Kapetanios & Fotis Papailias, 2018. "Big Data & Macroeconomic Nowcasting: Methodological Review," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-12, Economic Statistics Centre of Excellence (ESCoE).
- Lee Jinu, 2019. "A Neural Network Method for Nonlinear Time Series Analysis," Journal of Time Series Econometrics, De Gruyter, vol. 11(1), pages 1-18, January.
- Blake, Andy & Gondat-Larralde, Celine, 2010.
"Chief Economists' Workshop: state-of-the-art modelling for central banks,"
Bank of England Quarterly Bulletin, Bank of England, vol. 50(3), pages 214-218.
Cited by:
- Garreth Rule, 2012. "Collateral management in central bank policy operations," Handbooks, Centre for Central Banking Studies, Bank of England, number 31, April.
- Garreth Rule, 2011. "Issuing central bank securities," Handbooks, Centre for Central Banking Studies, Bank of England, number 30, April.
- Andrew P. Blake & George Kapetanios, 2007.
"Testing for Neglected Nonlinearity in Cointegrating Relationships,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 28(6), pages 807-826, November.
See citations under working paper version above.
- Andrew P. Blake & George Kapetanios, 2004. "Testing for Neglected Nonlinearity in Cointegrating Relationships," Working Papers 508, Queen Mary University of London, School of Economics and Finance.
- Blake, Andrew P. & Kapetanios, George, 2007.
"Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean,"
Journal of Econometrics, Elsevier, vol. 137(2), pages 472-488, April.
See citations under working paper version above.
- Andrew P. Blake & George Kapetanios, 2003. "Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean," Working Papers 496, Queen Mary University of London, School of Economics and Finance.
- Fernandez-Corugedo, Emilio & Price, Simon & Blake, Andrew P., 2007.
"The dynamics of aggregate UK consumers' non-durable expenditure,"
Economic Modelling, Elsevier, vol. 24(3), pages 453-469, May.
Cited by:
- Bruno Albuquerque & Georgi Krustev, 2015.
"Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption,"
Staff Working Papers
15-47, Bank of Canada.
- Bruno Albuquerque & Georgi Krustev, 2018. "Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 64(2), pages 459-481, June.
- Albuquerque, Bruno & Krustev, Georgi, 2015. "Debt overhang and deleveraging in the US household sector: gauging the impact on consumption," Working Paper Series 1843, European Central Bank.
- Márquez, Elena & Martínez-Cañete, Ana R. & Pérez-Soba, Inés, 2013. "Wealth shocks, credit conditions and asymmetric consumption response: Empirical evidence for the UK," Economic Modelling, Elsevier, vol. 33(C), pages 357-366.
- Bilgili, Faik, 2007. "The Permanent and Transitory Effects on Consumption and Income: Evidence from the Turkish Economy," MPRA Paper 24090, University Library of Munich, Germany, revised 20 Jul 2010.
- Magdalena Zachłód-Jelec, 2010.
"Interrelations between Consumption and Wealth in Poland,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(1), pages 37-58, January.
- Zachłod-Jelec, Magdalena, 2010. "Interrelations between consumption and wealth in Poland," MF Working Papers 3, Ministry of Finance in Poland, revised 07 Jan 2010.
- Barrell, Ray & Costantini, Mauro & Meco, Iris, 2015. "Housing wealth, financial wealth, and consumption: New evidence for Italy and the UK," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 316-323.
- Bruno Albuquerque & Georgi Krustev, 2015.
"Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption,"
Staff Working Papers
15-47, Bank of Canada.
- Blake, Andrew P. & Kirsanova, Tatiana, 2004.
"A note on timeless perspective policy design,"
Economics Letters, Elsevier, vol. 85(1), pages 9-16, October.
- Tatiana Kirsanova, 2004. "A note on timeless perspective policy design," Money Macro and Finance (MMF) Research Group Conference 2003 50, Money Macro and Finance Research Group.
Cited by:
- Ali, Syed Zahid & Anwar, Sajid, 2018. "Price puzzle in a small open New Keynesian model," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 29-42.
- Levine, Paul & Pearlman, Joseph, 2011. "Computation of LQ Approximations to Optimal Policy Problems in Different Information Settings under Zero Lower Bound Constraints," Dynare Working Papers 10, CEPREMAP.
- Harrison, Richard & Waldron, Matt, 2021. "Optimal policy with occasionally binding constraints: piecewise linear solution methods," Bank of England working papers 911, Bank of England.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2017.
"Unconditionally Optimal Ramsey policy,"
CEGAP Working Papers
2017_01, Durham University Business School.
- Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2021. "Unconditionally optimal Ramsey policy," Journal of Macroeconomics, Elsevier, vol. 69(C).
- Ali, Syed Zahid & Anwar, Sajid, 2017. "Exchange rate pass through, cost channel to monetary policy transmission, adaptive learning, and the price puzzle," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 69-82.
- Pelin Ilbas, 2008. "Estimation of monetary policy preferences in a forward-looking model : a Bayesian approach," Working Paper Research 129, National Bank of Belgium.
- Ali, Syed Zahid & Anwar, Sajid, 2013. "Inflation and interest rates in the presence of a cost channel, wealth effect and agent heterogeneity," Economic Modelling, Elsevier, vol. 31(C), pages 286-296.
- Andrew P. Blake, 2004.
"Analytic Derivatives for Linear Rational Expectations Models,"
Computational Economics, Springer;Society for Computational Economics, vol. 24(1), pages 77-96, August.
Cited by:
- Jean-Bernard, Chatelain & Kirsten, Ralf, 2014.
"A finite set of equilibria for the indeterminacy of linear rational expectations models,"
MPRA Paper
57506, University Library of Munich, Germany.
- Jean-Bernard Chatelain & Kirsten Ralf, 2014. "A finite set of equilibria for the indeterminacy of linear rational expectations models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01053484, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2014. "A finite set of equilibria for the indeterminacy of linear rational expectations models," Working Papers halshs-01053484, HAL.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2014. "A finite set of equilibria for the indeterminacy of linear rational expectations models," EconStor Preprints 99752, ZBW - Leibniz Information Centre for Economics.
- Jean-Bernard Chatelain & Kirsten Ralf, 2014. "A finite set of equilibria for the indeterminacy of linear rational expectations models," Documents de travail du Centre d'Economie de la Sorbonne 14060, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Jean-Bernard Chatelain & Kirsten Ralf, 2014. "A finite set of equilibria for the indeterminacy of linear rational expectations models," Papers 1407.6222, arXiv.org.
- Blake, Andrew P. & Kirsanova, Tatiana, 2006.
"Discretionary Policy and Multiple Equilibria in LQ RE Models,"
MPRA Paper
21901, University Library of Munich, Germany, revised 01 Apr 2010.
- Andrew P. Blake & Tatiana Kirsanova, 2012. "Discretionary Policy and Multiple Equilibria in LQ RE Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(4), pages 1309-1339.
- Tatiana Kirsanova & Andrew P. Blake, 2010. "Discretionary Policy and Multiple Equilibria in LQ RE Models," 2010 Meeting Papers 789, Society for Economic Dynamics.
- Andrew Blake & Tatiana Kirsanova, 2008. "Discretionary Policy and Multiple Equilibria in LQ RE Models," Discussion Papers 0813, University of Exeter, Department of Economics.
- Stradi-Granados, Benito A. & Haven, Emmanuel, 2010. "The use of interval arithmetic in solving a non-linear rational expectation based multiperiod output-inflation process model: The case of the IN/GB method," European Journal of Operational Research, Elsevier, vol. 203(1), pages 222-229, May.
- Andrew P Blake & Fabrizio Zampolli, 2006. "Optimal monetary policy in Markov-switching models with rational expectations agents," Bank of England working papers 298, Bank of England.
- Blake, Andrew P. & Zampolli, Fabrizio, 2011. "Optimal policy in Markov-switching rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1626-1651, October.
- Jean-Bernard, Chatelain & Kirsten, Ralf, 2014.
"A finite set of equilibria for the indeterminacy of linear rational expectations models,"
MPRA Paper
57506, University Library of Munich, Germany.
- Blake, Andrew P., 2004.
"Open loop time consistency for linear rational expectations models,"
Economics Letters, Elsevier, vol. 82(1), pages 21-27, January.
Cited by:
- Dennis, Richard, 2007.
"Optimal Policy In Rational Expectations Models: New Solution Algorithms,"
Macroeconomic Dynamics, Cambridge University Press, vol. 11(1), pages 31-55, February.
- Tom Doan, "undated". "RATS programs to replicate Dennis Macroeconomic Dynamics 2007 optimal control," Statistical Software Components RTZ00043, Boston College Department of Economics.
- Richard Dennis, 2001. "Optimal policy in rational-expectations models: new solution algorithms," Working Paper Series 2001-09, Federal Reserve Bank of San Francisco.
- Tom Doan, "undated". "DSGECONTROL: RATS procedure to compute state space model adjustments for optimal control," Statistical Software Components RTS00056, Boston College Department of Economics.
- Richard Dennis & Tatiana Kirsanova, 2010.
"Expectations Traps and Coordination Failures:Selecting Among Multiple Discretionary Equilibria,"
CAMA Working Papers
2010-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dennis, Richard & Kirsanova, Tatiana, 2010. "Expectations Traps and Coordination Failures: Selecting among Multiple Discretionary Equilibria," MPRA Paper 24616, University Library of Munich, Germany.
- Richard Dennis & Tatiana Kirsanova, 2010. "Expectations traps and coordination failures: selecting among multiple discretionary equilibria," Working Paper Series 2010-02, Federal Reserve Bank of San Francisco.
- Dennis, Richard, 2007.
"Optimal Policy In Rational Expectations Models: New Solution Algorithms,"
Macroeconomic Dynamics, Cambridge University Press, vol. 11(1), pages 31-55, February.
- Andrew P. Blake & George Kapetanios, 2003.
"Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 24(3), pages 253-267, May.
Cited by:
- Georgios Chortareas & George Kapetanios, 2004.
"The Yen Real Exchange Rate may be Stationary after all: Evidence from Non‐linear Unit‐root Tests,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(1), pages 113-131, February.
- Georgios Chortareas & George Kapetanios, 2006. "The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests," Bank of England working papers 311, Bank of England.
- Georgios Chortareas & George Kapetanios, 2003. "The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests," Working Papers 484, Queen Mary University of London, School of Economics and Finance.
- Dimitris Christopoulos, 2006. "Does a non-linear mean reverting process characterize real GDP movements?," Empirical Economics, Springer, vol. 31(3), pages 601-611, September.
- Lee Jinu, 2019. "A Neural Network Method for Nonlinear Time Series Analysis," Journal of Time Series Econometrics, De Gruyter, vol. 11(1), pages 1-18, January.
- Lavan Mahadeva and Paul Robinson, 2004. "Unit Root Testing in a Central Bank," Handbooks, Centre for Central Banking Studies, Bank of England, number 22, April.
- Georgios Chortareas & George Kapetanios, 2004.
"The Yen Real Exchange Rate may be Stationary after all: Evidence from Non‐linear Unit‐root Tests,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(1), pages 113-131, February.
- Andrew P. Blake & George Kapetanios, 2003.
"A radial basis function artificial neural network test for neglected nonlinearity,"
Econometrics Journal, Royal Economic Society, vol. 6(2), pages 357-373, December.
See citations under working paper version above.
- Andrew Blake, 1999. "A Radial Basis Function Artificial Neural Network Test for Neglected Nonlinearity," National Institute of Economic and Social Research (NIESR) Discussion Papers 153, National Institute of Economic and Social Research.
- Blake, Andrew P. & Byrne, Joseph P., 2002.
"Sterling, the Euro and the Dollar,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 181, pages 44-46, July.
- Andrew P. Blake & Joseph P. Byrne, 2002. "Sterling, the Euro and the Dollar," National Institute Economic Review, National Institute of Economic and Social Research, vol. 181(1), pages 44-46, July.
Cited by:
- Byrne, Joseph P. & Nagayasu, Jun, 2008.
"Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship,"
SIRE Discussion Papers
2008-52, Scottish Institute for Research in Economics (SIRE).
- Byrne, Joseph P. & Nagayasu, Jun, 2010. "Structural breaks in the real exchange rate and real interest rate relationship," Global Finance Journal, Elsevier, vol. 21(2), pages 138-151.
- Joseph P. Byrne & Jun Nagayasu, 2008. "Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship," Working Papers 2008_29, Business School - Economics, University of Glasgow.
- Blake, Andrew P., 2000.
"Optimality and Taylor Rules,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 174, pages 80-91, October.
- Andrew P. Blake, 2000. "Optimality and Taylor Rules," National Institute Economic Review, National Institute of Economic and Social Research, vol. 174(1), pages 80-91, October.
Cited by:
- Tibor Hledik, 2003. "Modelling the Second-Round Effects of Supply-Side Shocks on Inflation," Working Papers 2003/12, Czech National Bank.
- Tibor Hlédik, 2004. "Quantifying the Second-Round Effects of Supply-Side Shocks on Inflation," Prague Economic Papers, Prague University of Economics and Business, vol. 2004(2), pages 121-141.
- Blake, Andrew P. & Kapetanios, George, 2000.
"A radial basis function artificial neural network test for ARCH,"
Economics Letters, Elsevier, vol. 69(1), pages 15-23, October.
See citations under working paper version above.
- Andrew Blake, 1999. "A Radial Basis Function Artificial Neural Network Test for ARCH," National Institute of Economic and Social Research (NIESR) Discussion Papers 154, National Institute of Economic and Social Research.
- Blake, Andrew P., 2000.
"Solution and control of linear rational expectations models with structural effects from future instruments,"
Economics Letters, Elsevier, vol. 67(3), pages 283-288, June.
Cited by:
- Andrew P. Blake, 2004. "Analytic Derivatives for Linear Rational Expectations Models," Computational Economics, Springer;Society for Computational Economics, vol. 24(1), pages 77-96, August.
- Blake, Andrew P & Weale, Martin, 1998.
"Costs of Separating Budgetary Policy from Control of Inflation: A Neglected Aspect of Central Bank Independence,"
Oxford Economic Papers, Oxford University Press, vol. 50(3), pages 449-467, July.
Cited by:
- Keshab Raj Bhattarai, 2016. "Economic Growth and Development in India and SAARC Countries," EcoMod2016 9631, EcoMod.
- Jérôme Creel, 2002.
"Strategic interactions between monetary and fiscal policies: a case study for the European Stability Pact,"
Sciences Po publications
info:hdl:2441/3221, Sciences Po.
- Jérôme Creel, 2002. "Strategic interactions between monetary and fiscal policies: a case study for the European Stability Pact," Post-Print hal-00972776, HAL.
- Jérôme Creel, 2002. "Strategic interactions between monetary and fiscal policies: a case study for the European Stability Pact," SciencePo Working papers Main hal-00972776, HAL.
- Hossein Samiei & Mr. Jan Kees Martijn, 1999. "Central Bank Independence and the Conduct of Monetary Policy in the United Kingdom," IMF Working Papers 1999/170, International Monetary Fund.
- Jérôme Creel, 2001.
"Faut-il contraindre la politique budgétaire en Union monétaire ?. Les enseignements d'une maquette simulée,"
Revue de l'OFCE, Presses de Sciences-Po, vol. 77(2), pages 199-249.
- Jérôme Creel, 2001. "Faut-il contraindre la politique budgétaire en union monétaire ? : Les enseignements d'une maquette simulée," Post-Print hal-01016995, HAL.
- Jérôme Creel, 2001. "Faut-il contraindre la politique budgétaire en union monétaire ? : Les enseignements d'une maquette simulée," SciencePo Working papers Main hal-01016995, HAL.
- Jérôme Creel, 2001. "Faut-il contraindre la politique budgétaire en union monétaire ?: Les enseignements d’une maquette simulée," Sciences Po publications info:hdl:2441/2943, Sciences Po.
- Jan Libich & Dat Thanh Nguyen & Petr Stehlík, 2011. "Monetary Exit Strategy and Fiscal Spillovers," CAMA Working Papers 2011-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dat Thanh Nguyen & Viet Anh Hoang, 2020. "Monetary Consequences of Fiscal Stress in a Game Theoretic Framework," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(special i), pages 125-164.
- Jan Libich & Petr Stehlík, 2012. "Monetary Policy Facing Fiscal Indiscipline under Generalized Timing of Actions," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 168(3), pages 393-431, September.
- Tatiana Kirsanova & Sven Jari Stehn & David Vines, 2006.
"Five-Equation Macroeconomics A Simple View of the Interactions Between Fiscal Policy and Monetary Policy,"
Discussion Papers
0610, University of Exeter, Department of Economics.
- Vines, David & Kirsanova, Tatiana & Stehn, Sven Jari, 2006. "Five-Equation Macroeconomics: A Simple View of the Interactions Between Fiscal Policy and Monetary Policy," CEPR Discussion Papers 5464, C.E.P.R. Discussion Papers.
- Libich, Jan & Nguyen, Dat Thanh & Stehlík, Petr, 2015.
"Monetary exit and fiscal spillovers,"
European Journal of Political Economy, Elsevier, vol. 40(PA), pages 184-206.
- Libich, Jan & Nguyen, Dat & Stehlik, Petr, 2014. "Monetary Exit and Fiscal Spillovers," MPRA Paper 57266, University Library of Munich, Germany.
- Blake, Andrew P. & Camba-Mendez, Gonzalo, 1998.
"Filtered least squares and measurement error,"
Economics Letters, Elsevier, vol. 59(2), pages 163-168, May.
Cited by:
- Fukuda, Kosei, 2005. "Unit-root detection allowing for measurement error," Statistics & Probability Letters, Elsevier, vol. 74(4), pages 373-377, October.
- Blake, Andrew P & Westaway, Peter F, 1996.
"Credibility and the Effectiveness of Inflation Targeting Regimes,"
The Manchester School of Economic & Social Studies, University of Manchester, vol. 64(0), pages 28-50, Suppl..
Cited by:
- Lars E.O. Svensson, 1998.
"Inflation Targeting as a Monetary Policy Rule,"
NBER Working Papers
6790, National Bureau of Economic Research, Inc.
- Svensson, Lars E. O., 1999. "Inflation targeting as a monetary policy rule," Journal of Monetary Economics, Elsevier, vol. 43(3), pages 607-654, June.
- Svensson, Lars E.O., 1998. "Inflation Targeting as a Monetary Policy Rule," Seminar Papers 646, Stockholm University, Institute for International Economic Studies.
- Svensson, Lars E O, 1998. "Inflation Targeting as a Monetary Policy Rule," CEPR Discussion Papers 1998, C.E.P.R. Discussion Papers.
- Svensson, Lars E. O., 1998. "Inflation targeting as a monetary policy rule," CFS Working Paper Series 1998/16, Center for Financial Studies (CFS).
- Svensson, L.E.O., 1998. "Inflation Targeting as a Monetary Policy Rule," Papers 646, Stockholm - International Economic Studies.
- Gordon de Brouwer & Luci Ellis, 1998. "Forward-looking Behaviour and Credibility: Some Evidence and Implications for Policy," RBA Research Discussion Papers rdp9803, Reserve Bank of Australia.
- Andrew P. Blake, 2000.
"Optimality and Taylor Rules,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 174(1), pages 80-91, October.
- Blake, Andrew P., 2000. "Optimality and Taylor Rules," National Institute Economic Review, National Institute of Economic and Social Research, vol. 174, pages 80-91, October.
- Huh, Chan G. & Lansing, Kevin J., 2000.
"Expectations, credibility, and disinflation in a small macroeconomic model,"
Journal of Economics and Business, Elsevier, vol. 52(1-2), pages 51-86.
- Chan Guk Huh & Kevin J. Lansing, 1997. "Expectations, credibility, and disinflation in a small macroeconomic model," Working Papers (Old Series) 9713, Federal Reserve Bank of Cleveland.
- Chan Guk Huh & Kevin J. Lansing, 1998. "Expectations, credibility, and disinflation in a small macroeconomic model," Working Papers in Applied Economic Theory 98-01, Federal Reserve Bank of San Francisco.
- Leitemo Kai, 2006.
"Open-Economy Inflation- Forecast Targeting,"
German Economic Review, De Gruyter, vol. 7(1), pages 35-64, February.
- Kai Leitemo, 2006. "Open‐Economy Inflation‐Forecast Targeting," German Economic Review, Verein für Socialpolitik, vol. 7(1), pages 35-64, February.
- Svensson, Lars E O, 1998.
"Open-Economy Inflation Targeting,"
CEPR Discussion Papers
1989, C.E.P.R. Discussion Papers.
- Svensson, Lars E. O., 2000. "Open-economy inflation targeting," Journal of International Economics, Elsevier, vol. 50(1), pages 155-183, February.
- Svensson, Lars E.O., 1998. "Open-Economy Inflation Targeting," Seminar Papers 638, Stockholm University, Institute for International Economic Studies.
- Lars E. O. Svensson, 2000. "Open-Economy Inflation Targeting," NBER Working Papers 6545, National Bureau of Economic Research, Inc.
- Svensson, L.E.O., 1998. "Open-Economy Inflation Targeting," Papers 638, Stockholm - International Economic Studies.
- Mr. Dhaneshwar Ghura & Mr. Michael T. Hadjimichael, 1995. "Growth in Sub-Saharan Africa," IMF Working Papers 1995/136, International Monetary Fund.
- Nicoletta Batini & Andrew G Haldane, 1999.
"Forward-looking rules for monetary policy,"
Bank of England working papers
91, Bank of England.
- Andrew G. Haldane & Nicoletta Batini, 1998. "Forward-Looking Rules for Monetary Policy," NBER Working Papers 6543, National Bureau of Economic Research, Inc.
- Nicoletta Batini & Andrew Haldane, 1999. "Forward-Looking Rules for Monetary Policy," NBER Chapters, in: Monetary Policy Rules, pages 157-202, National Bureau of Economic Research, Inc.
- Glenn Hoggarth & Andrew Logan & Lea Zicchino, 2005. "Macro stress tests of UK banks," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 392-408, Bank for International Settlements.
- Rudebusch, G.D. & Svensson, L.E.O., 1998.
"Policy Rules for Inflation Targeting,"
Papers
637, Stockholm - International Economic Studies.
- Svensson, Lars E.O. & Rudebusch , Glenn, 1998. "Policy Rules for Inflation Targeting," Seminar Papers 637, Stockholm University, Institute for International Economic Studies.
- Glenn D. Rudebusch & Lars E. O. Svensson, 1998. "Policy rules for inflation targeting," Working Papers in Applied Economic Theory 98-03, Federal Reserve Bank of San Francisco.
- Glenn Rudebusch & Lars E.O. Svensson, 1999. "Policy Rules for Inflation Targeting," NBER Chapters, in: Monetary Policy Rules, pages 203-262, National Bureau of Economic Research, Inc.
- Rudebusch, Glenn D & Svensson, Lars E O, 1998. "Policy Rules for Inflation Targeting," CEPR Discussion Papers 1999, C.E.P.R. Discussion Papers.
- Glenn D. Rudebusch & Lars E. O. Svensson, 1998. "Policy Rules for Inflation Targeting," NBER Working Papers 6512, National Bureau of Economic Research, Inc.
- Glenn D. Rudebusch & Lars E. O. Svensson, 1998. "Policy rules for inflation targeting," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Steinsson, Jon, 2003.
"Optimal monetary policy in an economy with inflation persistence,"
Journal of Monetary Economics, Elsevier, vol. 50(7), pages 1425-1456, October.
- Jón Steinsson, 2000. "Optimal monetary policy in an economy with inflation persistence," Economics wp11, Department of Economics, Central bank of Iceland.
- Tatiana Kirsanova, 2004. "Active and passive monetary policy in a non-Ricardian world," Money Macro and Finance (MMF) Research Group Conference 2003 51, Money Macro and Finance Research Group.
- Juri Marcucci & Mario Quagliariello, "undated".
"Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression,"
Discussion Papers
05/09, Department of Economics, University of York.
- Marcucci, Juri & Quagliariello, Mario, 2008. "Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(1), pages 46-63, February.
- Tibor Hledik, 2003. "Modelling the Second-Round Effects of Supply-Side Shocks on Inflation," Working Papers 2003/12, Czech National Bank.
- Paul R. Masson & Miguel A. Savastano & Sunil Sharma, 2019.
"The Scope for Inflation Targeting in Developing Countries,"
World Scientific Book Chapters, in: Macroeconomic Modelling and Monetary and Exchange Rate Regimes, chapter 10, pages 331-383,
World Scientific Publishing Co. Pte. Ltd..
- Mr. Miguel A Savastano & Mr. Paul R Masson & Mr. Sunil Sharma, 1997. "The Scope for Inflation Targeting in Developing Countries," IMF Working Papers 1997/130, International Monetary Fund.
- Riccardo DiCecio & Edward Nelson, 2007.
"An estimated DSGE model for the United Kingdom,"
Review, Federal Reserve Bank of St. Louis, vol. 89(Jul), pages 215-232.
- Riccardo DiCecio & Edward Nelson, 2007. "An estimated DSGE model for the United Kingdom," Working Papers 2007-006, Federal Reserve Bank of St. Louis.
- Richard Mash, 2000. "The Time Inconsistency of Monetary Policy with Inflation Persistence," Economics Series Working Papers 15, University of Oxford, Department of Economics.
- Glenn Hoggarth & Steffen Sorensen & Lea Zicchino, 2005. "Stress tests of UK banks using a VAR approach," Bank of England working papers 282, Bank of England.
- Alastair Cunninghan & Andrew G. Haldane, 2002. "The Monetary Transmission Mechanism in the United Kingdom: Pass-Through and Policy Rules," Central Banking, Analysis, and Economic Policies Book Series, in: Norman Loayza & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy: Rules and Transmission Mechanisms, edition 1, volume 4, chapter 12, pages 331-356, Central Bank of Chile.
- Tibor Hlédik, 2004. "Quantifying the Second-Round Effects of Supply-Side Shocks on Inflation," Prague Economic Papers, Prague University of Economics and Business, vol. 2004(2), pages 121-141.
- Enrico Tanuwidjaja & Choy Keen Meng, 2005. "Central Bank Credibility and Monetary Policy : Evidence from Small Scale Macroeconomic Model of Indonesia," Macroeconomics Working Papers 22576, East Asian Bureau of Economic Research.
- Raf Wouters & Michel Dombrecht, 2000. "Model-based inflation forecasts and monetary policy rules," Working Paper Research 01, National Bank of Belgium.
- Batini, Nicoletta & Yates, Anthony, 2003.
"Hybrid Inflation and Price-Level Targeting,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(3), pages 283-300, June.
- Nicoletta Batini & Anthony Yates, 2001. "Hybrid inflation and price level targeting," Bank of England working papers 135, Bank of England.
- Richard Mash, 2002. "Monetary Policy with an Endogenous Capital Stock when Inflation is Persistent," Economics Series Working Papers 108, University of Oxford, Department of Economics.
- Shuffield Seyram Asafo, 2018. "The Macro-economy and Non-Performing Loans in Ghana: A BVAR approach," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 11(3), pages 65-72, December.
- Leitemo,K., 1999. "Inflation targeting strategies in small open economies," Memorandum 21/1999, Oslo University, Department of Economics.
- Lars E.O. Svensson, 1998.
"Inflation Targeting as a Monetary Policy Rule,"
NBER Working Papers
6790, National Bureau of Economic Research, Inc.
- Blake, Andrew P., 1996.
"Forecast Error Bounds By Stochastic Simulation,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 156, pages 72-79, May.
- Andrew P. Blake, 1996. "Forecast Error Bounds By Stochastic Simulation," National Institute Economic Review, National Institute of Economic and Social Research, vol. 156(1), pages 72-79, May.
Cited by:
- Nicoletta Batini & Andrew G Haldane, 1999.
"Forward-looking rules for monetary policy,"
Bank of England working papers
91, Bank of England.
- Andrew G. Haldane & Nicoletta Batini, 1998. "Forward-Looking Rules for Monetary Policy," NBER Working Papers 6543, National Bureau of Economic Research, Inc.
- Nicoletta Batini & Andrew Haldane, 1999. "Forward-Looking Rules for Monetary Policy," NBER Chapters, in: Monetary Policy Rules, pages 157-202, National Bureau of Economic Research, Inc.
- Hilary Metcalf, 2001. "Increasing inequality in Higher Education: the role of term-time working," National Institute of Economic and Social Research (NIESR) Discussion Papers 186, National Institute of Economic and Social Research.
- Anthony Tay & Kenneth F. Wallis, 2000. "Density Forecasting: A Survey," Econometric Society World Congress 2000 Contributed Papers 0370, Econometric Society.
- Garratt, Anthony & Lee, Kevin C & Pesaran, M. Hashem & Shin, Yongcheol, 1998.
"A Structural Cointegrating VAR Approach to Macroeconometric Modelling,"
Cambridge Working Papers in Economics
9823, Faculty of Economics, University of Cambridge.
- Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 1998. "A structural cointegrating VAR approach to macroeconometric modelling," Edinburgh School of Economics Discussion Paper Series 8, Edinburgh School of Economics, University of Edinburgh.
- Garratt A. & Lee K. & Pesaran M.H. & Shin Y., 2003.
"Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy,"
Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 829-838, January.
- Athony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001. "Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy," Edinburgh School of Economics Discussion Paper Series 64, Edinburgh School of Economics, University of Edinburgh.
- Hall, Stephen G. & Mitchell, James, 2007. "Combining density forecasts," International Journal of Forecasting, Elsevier, vol. 23(1), pages 1-13.
- Gatt, William, 2014. "Communicating uncertainty - a fan chart for HICP projections," MPRA Paper 59603, University Library of Munich, Germany.
- Blake, Andrew P & Westaway, Peter F, 1995.
"An Analysis of the Impact of Finite Horizons on Macroeconomic Control,"
Oxford Economic Papers, Oxford University Press, vol. 47(1), pages 98-116, January.
See citations under working paper version above.
- Blake, Andrew & Westaway, Peter, 1992. "An analysis of the impact of finite horizons on macroeconomic control," National Institute of Economic and Social Research (NIESR) Discussion Papers 11, National Institute of Economic and Social Research.
- I. G. Begg & A. P. Blake & B. M. Deakin, 1991.
"YTS and the Labour Market,"
British Journal of Industrial Relations, London School of Economics, vol. 29(2), pages 223-236, June.
Cited by:
- O'Higgins, Niall, 2001. "Youth unemployment and employment policy: a global perspective," MPRA Paper 23698, University Library of Munich, Germany.
- Paul Ryan, 2001. "The School-to-Work Transition: A Cross-National Perspective," Journal of Economic Literature, American Economic Association, vol. 39(1), pages 34-92, March.
- Heckman, James J. & Lalonde, Robert J. & Smith, Jeffrey A., 1999. "The economics and econometrics of active labor market programs," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 31, pages 1865-2097, Elsevier.
- Niall O'Higgins, 1997.
"The challenge of youth unemployment,"
International Social Security Review, John Wiley & Sons, vol. 50(4), pages 63-93, October.
- Niall O'Higgins, 2005. "The Challenge of Youth Unemployment," Labor and Demography 0507003, University Library of Munich, Germany.
- Paul Ryan, 1995. "Trade Union Policies towards the Youth Training Scheme: Patterns and Causes," British Journal of Industrial Relations, London School of Economics, vol. 33(1), pages 1-33, March.
- Blake, A. P., 1990.
"The solution of time-varying linear rational expectations models and the role of terminal conditions,"
Economics Letters, Elsevier, vol. 33(3), pages 265-269, July.
Cited by:
- Francesco Carravetta & Marco Sorge, 2010. "A “Nearly Ideal” Solution to Linear Time-Varying Rational Expectations Models," Computational Economics, Springer;Society for Computational Economics, vol. 35(4), pages 331-353, April.
Books
- Andrew Blake & Garreth Rule, 2015.
"Deriving option-implied probability densities for foreign exchange markets,"
Handbooks,
Centre for Central Banking Studies, Bank of England, number 35, April.
Cited by:
- Michael Funke & Julius Loermann & Richhild Moessner, 2017. "The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?," BIS Working Papers 652, Bank for International Settlements.
- Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "CaninformationonthedistributionofZARreturnsbeusedtoimproveSARBsZARforecasts," Working Papers 11035, South African Reserve Bank.
- Julius Loermann, 2018. "The Impact of CHF/EUR Exchange Rate Uncertainty on Swiss Exports to the Eurozone: Evidence from a Threshold VAR," FIW Working Paper series 189, FIW, revised Feb 2019.
- Mr. Fabio Comelli & Mrs. Esther Perez Ruiz, 2016. "To Bet or Not to Bet: Copper Price Uncertainty and Investment in Chile," IMF Working Papers 2016/218, International Monetary Fund.
- Andrew Blake & Haroon Mumtaz, 2015.
"Applied Bayesian Econometrics for central bankers,"
Handbooks,
Centre for Central Banking Studies, Bank of England, number 36, April.
- Andrew P Blake & Haroon Mumtaz, 2012. "Applied Bayesian econometrics for central bankers," Technical Books, Centre for Central Banking Studies, Bank of England, edition 1, number 4, April.
Cited by:
- Evgenidis, Anastasios & Salachas, Evangelos, 2019. "Unconventional monetary policy and the credit channel in the euro area," Economics Letters, Elsevier, vol. 185(C).
- Alain Kabundi & Tumisang Loate & Nicola Viegi, 2020.
"Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa,"
South African Journal of Economics, Economic Society of South Africa, vol. 88(4), pages 435-471, December.
- Alain Kabundi & Nicola Viegi & Tumisang Loate, 2020. "Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa," Working Papers 818, Economic Research Southern Africa.
- Alain Kabundi & Tumisang Loate & Nicola Viegi, 2020. "Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa," Working Papers 202033, University of Pretoria, Department of Economics.
- Sergey Vlasov & Elena Deryugina, 2018.
"Fiscal multipliers in Russia,"
Bank of Russia Working Paper Series
wps28, Bank of Russia.
- Vlasov, S. & Deryugina, E., 2018. "Fiscal Multipliers in Russia," Journal of the New Economic Association, New Economic Association, vol. 38(2), pages 104-119.
- Andrea Colciago & Riccardo Silvestrini, 2020.
"Monetary policy, productivity, and market concentration,"
Working Papers
685, DNB.
- Colciago, Andrea & Silvestrini, Riccardo, 2022. "Monetary policy, productivity, and market concentration," European Economic Review, Elsevier, vol. 142(C).
- Chris Redl, 2019.
"Uncertainty Matters: Evidence from Close Elections,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2019,
National Bureau of Economic Research, Inc.
- Redl, Chris, 2018. "Uncertainty matters: evidence from close elections," Bank of England working papers 722, Bank of England.
- Redl, Chris, 2020. "Uncertainty matters: Evidence from close elections," Journal of International Economics, Elsevier, vol. 124(C).
- Anastasios Evgenidis & Masashige Hamano & Wessel N. Vermeulen, 2021.
"Economic consequences of follow-up disasters: lessons from the 2011 Great East Japan Earthquake,"
Working Papers
2111, Waseda University, Faculty of Political Science and Economics.
- Evgenidis, Anastasios & Hamano, Masashige & Vermeulen, Wessel N., 2021. "Economic consequences of follow-up disasters: Lessons from the 2011 Great East Japan Earthquake," Energy Economics, Elsevier, vol. 104(C).
- Anastasios Evgenidis & Masashige Hamano & Wessel N. Vermeulen, 2020. "Economic consequences of follow-up disasters: lessons from the 2011 Great East Japan Earthquake," Working Papers e152, Tokyo Center for Economic Research.
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Constantine Sorokin, 2018.
"Evaluating underlying inflation measures for Russia,"
Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(2), pages 124-145, May.
- Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey & Sorokin, Constantine, 2015. "Evaluating underlying inflation measures for Russia," BOFIT Discussion Papers 24/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Konstantin Sorokin, 2015. "Evaluating the underlying inflation measures for Russia," Bank of Russia Working Paper Series wps4, Bank of Russia.
- Ambrogio Cesa-Bianchi & Jean Imbs & Jumana Saleheen, 2016.
"Finance and Synchronization,"
Discussion Papers
1622, Centre for Macroeconomics (CFM).
- Cesa-Bianchi, Ambrogio & Imbs, Jean & Saleheen, Jumana, 2016. "Finance and Synchronization," Bank of England working papers 612, Bank of England.
- Saleheen, Jumana & Imbs, Jean & Cesa-Bianchi, Ambrogio, 2016. "Finance and Synchronization," CEPR Discussion Papers 11037, C.E.P.R. Discussion Papers.
- Ambrogio Cesa-Bianchi & Jean Imbs & Jumana Saleheen, 2019. "Finance and Synchronization," Post-Print halshs-01884379, HAL.
- Cesa-Bianchi, Ambrogio, 2016. "Finance and synchronization," LSE Research Online Documents on Economics 86226, London School of Economics and Political Science, LSE Library.
- Ambrogio Cesa-Bianchi & Jean Imbs & Jumana Saleheen, 2019. "Finance and Synchronization," PSE-Ecole d'économie de Paris (Postprint) halshs-01884379, HAL.
- Cesa-Bianchi, Ambrogio & Imbs, Jean & Saleheen, Jumana, 2019. "Finance and synchronization," Journal of International Economics, Elsevier, vol. 116(C), pages 74-87.
- Pami Dua, 2023.
"Macroeconomic Modelling and Bayesian Methods,"
Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 19-37,
Springer.
- Pami Dua, 2017. "Macroeconomic Modelling and Bayesian Methods," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(2), pages 209-226, June.
- Rilind Kabashi & Katerina Suleva, 2016.
"Loan supply shocks in Macedonia: a Bayesian SVAR approach with sign restrictions,"
Working Papers
2016-02, National Bank of the Republic of North Macedonia.
- Rilind Kabashi & Katerina Suleva, 2016. "Loan Supply Shocks in Macedonia: A Bayesian SVAR Approach with Sign Restrictions," Croatian Economic Survey, The Institute of Economics, Zagreb, vol. 18(1), pages 5-33, June.
- Demeshev, Boris & Malakhovskaya, Oxana, 2016. "BVAR mapping," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 43, pages 118-141.
- Comunale, Mariarosaria, 2017.
"A panel VAR analysis of macro-financial imbalances in the EU,"
Working Paper Series
2026, European Central Bank.
- Comunale, Mariarosaria, 2022. "A panel VAR analysis of macro-financial imbalances in the EU," Journal of International Money and Finance, Elsevier, vol. 121(C).
- Mariarosaria Comunale, 2017. "A panel VAR analysis of macro-financial imbalances in the EU," Bank of Lithuania Working Paper Series 40, Bank of Lithuania.
- Eksi, Ozan & Onur Tas, Bedri Kamil, 2022. "Time-varying effect of uncertainty shocks on unemployment," Economic Modelling, Elsevier, vol. 110(C).
- Vugar Ahmadov & Salman Huseynov & Shaig Adigozalov & Fuad Mammadov & Vugar Rahimov, 2018. "Forecasting inflation in post-oil boom years: A case for regime switches?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(2), pages 369-385, April.
- Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014.
"Exchange Rate Predictability in a Changing World,"
SIRE Discussion Papers
2014-021, Scottish Institute for Research in Economics (SIRE).
- Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Paper series 06_14, Rimini Centre for Economic Analysis.
- Joseph Byrne & Dimitris Korobilis & Pinho Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Papers 1403.0627, arXiv.org.
- Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2016. "Exchange rate predictability in a changing world," Journal of International Money and Finance, Elsevier, vol. 62(C), pages 1-24.
- Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Papers 2014_03, Business School - Economics, University of Glasgow.
- Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "Exchange Rate Predictability in a Changing World," MPRA Paper 53684, University Library of Munich, Germany.
- Salzmann, Leonard, 2020. "The Impact of Uncertainty and Financial Shocks in Recessions and Booms," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224588, Verein für Socialpolitik / German Economic Association.
- Robert C. M. Beyer & Lazar Milivojevic, 2023.
"Dynamics and synchronization of global equilibrium interest rates,"
Applied Economics, Taylor & Francis Journals, vol. 55(28), pages 3195-3214, June.
- Beyer, Robert & Milivojevic, Lazar, 2021. "Dynamics and synchronization of global equilibrium interest rates," IMFS Working Paper Series 146, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Beyer,Robert Carl Michael & Milivojevic,Lazar, 2020. "Dynamics and Synchronization of Global Equilibrium Interest Rates," Policy Research Working Paper Series 9489, The World Bank.
- Holland, Marcio & Marçal, Emerson & de Prince, Diogo, 2020.
"Is fiscal policy effective in Brazil? An empirical analysis,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 40-52.
- Mendonça, Diogo de Prince & Marçal, Emerson Fernandes & Brito, Márcio Holland de, 2016. "Is fiscal policy effective in Brazil? An empirical analysis," Textos para discussão 433, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Clements, Michael P. & Galvão, Ana Beatriz, 2017. "Model and survey estimates of the term structure of US macroeconomic uncertainty," International Journal of Forecasting, Elsevier, vol. 33(3), pages 591-604.
- M. Tiunova G. & М. Тиунова Г., 2018. "Моделирование Эффекта Переноса Валютного Курса На Цены В России // Modeling The Transfer Effect Of Exchange Rate On Prices In Russia," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 22(3), pages 136-154.
- Boero, Gianna & Mandalinci, Zeyyad & Taylor, Mark P., 2019.
"Modelling portfolio capital flows in a global framework: Multilateral implications of capital controls,"
Journal of International Money and Finance, Elsevier, vol. 90(C), pages 142-160.
- Taylor, Mark & Boero, Gianna & Mandalinci, Zeyyad, 2016. "Modelling Portfolio Capital Flows in a Global Framework: Multilateral Implications of Capital Controls," CEPR Discussion Papers 11689, C.E.P.R. Discussion Papers.
- Pervin, Shahida, 2018. "Dynamics and Interactions of Monetary Policy and Macroeconomic Variables: Empirical Investigation in the UK Economy with Bayesian VAR," MPRA Paper 91816, University Library of Munich, Germany.
- Anastasios Evgenidis & Anastasios G. Malliaris, 2022. "Monetary policy, financial shocks and economic activity," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 429-456, August.
- William Gatt, 2016. "Time variation, asymmetry and threshold effect in Malta's Phillips curve," CBM Working Papers WP/02/2016, Central Bank of Malta.
- Shayan Zakipour-Saber, 2019. "Monetary policy regimes and inflation persistence in the United Kingdom," Working Papers 895, Queen Mary University of London, School of Economics and Finance.
- Julio Carrillo, 2017.
"Inquiry on the Transmission of U.S. Aggregate Shocks to Mexico: A SVAR Approach,"
2017 Meeting Papers
1509, Society for Economic Dynamics.
- Carrillo, Julio A. & Elizondo, Rocio & Hernández-Román, Luis G., 2020. "Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach," Journal of International Money and Finance, Elsevier, vol. 104(C).
- Yasemin Erduman & Neslihan Kaya, 2014. "Determinants of Bond Flows to Emerging Markets: How Do They Change Over Time?," Working Papers 1428, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Glocker, Christian & Url, Thomas, 2022. "Financial sector rescue programs: Domestic and cross border effects," Journal of International Money and Finance, Elsevier, vol. 127(C).
- Benjamin Nelson & Gabor Pinter & Konstantinos Theodoridis, 2018.
"Do contractionary monetary policy shocks expand shadow banking?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 198-211, March.
- Nelson, Benjamin & Pinter, Gabor & Theodoridis, Konstantinos, 2015. "Do contractionary monetary policy shocks expand shadow banking?," Bank of England working papers 521, Bank of England.
- Evgenidis, Anastasios, 2016.
"Do all oil price shocks have the same impact? Evidence from the Euro Area,"
Economic Letters
07/EL/16, Central Bank of Ireland.
- Evgenidis, Anastasios, 2018. "Do all oil price shocks have the same impact? Evidence from the euro area," Finance Research Letters, Elsevier, vol. 26(C), pages 150-155.
- Chiu, Ching-Wai (Jeremy) & Hacioglu Hoke, Sinem, 2016. "Macroeconomic tail events with non-linear Bayesian VARs," Bank of England working papers 611, Bank of England.
- Owen Grech & Noel Rapa, 2016. "STREAM: A structural macro-econometric model of the Maltese economy," CBM Working Papers WP/01/2016, Central Bank of Malta.
- Anastasios Evgenidis & Apostolos Fasianos, 2021.
"Unconventional Monetary Policy and Wealth Inequalities in Great Britain,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(1), pages 115-175, February.
- Fasianos, Apostolos & Evgenidis, Anastasios, 2020. "Unconventional Monetary Policy and Wealth Inequalities in Great Britain," CEPR Discussion Papers 14656, C.E.P.R. Discussion Papers.
- Corina SAMAN, 2016. "The Impact of the US and Euro Area Financial Systemic Stress to the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 170-183, December.
- Martin Iseringhausen, 2024.
"The housing supply channel of monetary policy,"
Working Papers
59, European Stability Mechanism, revised 05 Feb 2024.
- Bruno Albuquerque & Martin Iseringhausen & Frederic Opitz, 2024. "The Housing Supply Channel of Monetary Policy," IMF Working Papers 2024/023, International Monetary Fund.
- Anastasios Evgenidis & Apostolos Fasianos, 2019. "Monetary Policy and Wealth Inequalities in Great Britain: Assessing the role of unconventional policies for a decade of household data," Papers 1912.09702, arXiv.org.
- Artem Vdovychenko, 2022. "Estimating the natural rate of unemployment for Ukraine," IHEID Working Papers 21-2022, Economics Section, The Graduate Institute of International Studies.
- Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2015.
"Forecasting with VAR Models: Fat Tails and Stochastic Volatility,"
CReMFi Discussion Papers
2, CReMFi, School of Economics and Finance, QMUL.
- Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pintér, Gábor, 2017. "Forecasting with VAR models: Fat tails and stochastic volatility," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1124-1143.
- Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor, 2015. "Forecasting with VAR models: fat tails and stochastic volatility," Bank of England working papers 528, Bank of England.
- Danica Unevska-Andonova, 2018. "Inflation Decomposition Model: Application to Macedonian inflation," Working Papers 2018-06, National Bank of the Republic of North Macedonia.
- Tore Dubbert, 2022. "Stochastic debt sustainability analysis using time-varying fiscal reaction functions. An agnostic approach to fiscal forecasting," CQE Working Papers 10422, Center for Quantitative Economics (CQE), University of Muenster.
- Lomivorotov, Rodion, 2015. "Bayesian estimation of monetary policy in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 41-63.
- И Управления Мир Экономики, 2017. "Байесовский подход к анализу влияния монетарной политики на макроэкономические показатели России. Bayesian approach to the analysis of monetary policy impact on Russian macroeconomics indicators," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, vol. 17(4), pages 53-70.
- M. Tiunova G. & М. Тиунова Г., 2018. "Влияние Внешних Шоков На Российскую Экономику // The Impact Of External Shocks On The Russian Economy," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 22(4), pages 146-170.
- Salzmann, Leonard, 2019. "The Impact of Uncertainty and Financial Shocks in Recessions and Booms," EconStor Preprints 206691, ZBW - Leibniz Information Centre for Economics.
- Karel Bruna & Quang Van Tran, 2018. "Inflation Targeting and Variability of Money Market Interest Rates Under a Zero Lower Bound," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(6), pages 519-539, December.
- Malgorzata Skibinska, 2017.
"Transmission of monetary policy and exchange rate shocks under foreign currency lending,"
KAE Working Papers
2017-027, Warsaw School of Economics, Collegium of Economic Analysis.
- Małgorzata Skibińska, 2018. "Transmission of monetary policy and exchange rate shocks under foreign currency lending," Post-Communist Economies, Taylor & Francis Journals, vol. 30(4), pages 506-525, July.
- Anca Mihaela COPACIU & Alexandra HOROBET, 2022. "Spillovers in the Presence of Financial Stress – An Application to Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 29-43, April.
- Vugar Ahmadov & Shaig Adigozalov & Salman Huseynov & Fuad Mammadov & Vugar Rahimov, 2016. "Forecasting inflation in post-oil boom years: A case for non-linear models?," Working Papers 1601, Central Bank of Azerbaijan Republic.
- Matei KUBINSCHI & Dinu BARNEA, 2016. "Systemic Risk Impact on Economic Growth - The Case of the CEE Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 79-94, December.
- Lartey, Abraham, 2018. "Oil Price Dynamics and Business Cycles in Nigeria:A Bayesian Time Varying Analysis," MPRA Paper 90038, University Library of Munich, Germany.
- Tino Berger & Tore Dubbert, 2022. "Government spending effects on the business cycle in times of crisis," CQE Working Papers 10022, Center for Quantitative Economics (CQE), University of Muenster.
- Pestova, Anna & Mamonov, Mikhail, 2019. "Should we care? The economic effects of financial sanctions on the Russian economy," BOFIT Discussion Papers 13/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
- Boris B. Demeshev & Oxana A. Malakhovskaya, 2015. "Forecasting Russian Macroeconomic Indicators with BVAR," HSE Working papers WP BRP 105/EC/2015, National Research University Higher School of Economics.
- Elena Deryugina & Alexey Ponomarenko, 2017. "Money-based underlying inflation measure for Russia: a structural dynamic factor model approach," Empirical Economics, Springer, vol. 53(2), pages 441-457, September.
- Shevelev A.A., 2017. "Bayesian approach to evaluate the impact of external shocks on Russian macroeconomics indicators," World of economics and management / Vestnik NSU. Series: Social and Economics Sciences, Socionet, vol. 17(1), pages 26-40.
- Mihaela Simionescu (Bratu), 2014. "The Bayesian Modelling Of Inflation Rate In Romania," Romanian Statistical Review, Romanian Statistical Review, vol. 62(2), pages 147-160, June.
- Pestova, Anna (Пестова, Анна) & Mamonov, Mikhail (Мамонов, Михаил), 2016. "Estimating the Influence of Different Shocks on Macroeconomic Indicators and Developing Conditional Forecasts on the Basis of BVAR Model for the Russian Economy [Оценка Влияния Различных Шоков На Д," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 4, pages 56-92, August.