Marc P. Giannoni
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:- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2015.
"Inflation in the Great Recession and New Keynesian Models,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 168-196, January.
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2014. "Inflation in the Great Recession and New Keynesian Models," NBER Working Papers 20055, National Bureau of Economic Research, Inc.
- Marco Del Negro & Marc Giannoni & Frank Schorfheide, 2013. "Inflation in the Great Recession and New Keynesian models," Staff Reports 618, Federal Reserve Bank of New York.
- Marc Giannoni & Frank Schorfheide & Marco Del Negro, 2014. "Inflation in the Great Recession and New Keynesian Models," 2014 Meeting Papers 506, Society for Economic Dynamics.
Mentioned in:
- The Phillips Curve and Inflation
by thebusinesscycleblog in The business cycle blog on 2016-05-21 23:08:29
- John B. Donaldson & Natalia Gershun & Marc P. Giannoni, 2009.
"Some Unpleasant General Equilibrium Implications of Executive Incentive Compensation Contracts,"
NBER Working Papers
15165, National Bureau of Economic Research, Inc.
- Donaldson, John B. & Gershun, Natalia & Giannoni, Marc P., 2013. "Some unpleasant general equilibrium implications of executive incentive compensation contracts," Journal of Economic Theory, Elsevier, vol. 148(1), pages 31-63.
Mentioned in:
- Nicola: don't forget the day job!
by Brian Ashcroft in Scottish Economy Watch on 2012-09-06 21:13:31
- Marc Giannoni & Domenico Giannone & Andrea Tambalotti & Marco Del Negro, 2017.
"Safety, Liquidity, and the Natural Rate of Interest,"
2017 Meeting Papers
803, Society for Economic Dynamics.
- Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2017. "Safety, Liquidity, and the Natural Rate of Interest," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 48(1 (Spring), pages 235-316.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2017. "Safety, liquidity, and the natural rate of interest," Staff Reports 812, Federal Reserve Bank of New York.
Mentioned in:
- What’s happened so far with the return on safe and liquid assets?
by ? in FRED blog on 2020-08-31 13:00:00
- Del Negro, Marco & Giannone, Domenico & Giannoni, Marc P. & Tambalotti, Andrea, 2019.
"Global trends in interest rates,"
Journal of International Economics, Elsevier, vol. 118(C), pages 248-262.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 248-262, National Bureau of Economic Research, Inc.
- Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Working Papers 25039, National Bureau of Economic Research, Inc.
- Brandyn Bok & Marco Del Negro & Domenico Giannone & Marc Giannoni & Eric Qian & Andrea Tambalotti, 2019. "Global Trends in Interest Rates," Liberty Street Economics 20190227, Federal Reserve Bank of New York.
- Marco Del Negro & Andrea Tambalotti & Domenico Giannone & Marc Giannoni, 2019. "Global Trends in Interest Rates," 2019 Meeting Papers 77, Society for Economic Dynamics.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," Working Papers 1812, Federal Reserve Bank of Dallas.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global trends in interest rates," Staff Reports 866, Federal Reserve Bank of New York.
Mentioned in:
- Così l’invecchiamento abbassa i tassi di interesse
by Andrea Papetti in La Voce on 2021-05-25 21:55:46
- Author Profile
- Are The Top Young Economists Largely European?
by David Zaring in The conglomerate on 2010-08-11 14:55:00
- Are The Top Young Economists Largely European?
RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li & Erica Moszkowski, 2018.
"DSGE forecasts of the lost recovery,"
Staff Reports
844, Federal Reserve Bank of New York.
- Cai, Michael & Del Negro, Marco & Giannoni, Marc P. & Gupta, Abhi & Li, Pearl & Moszkowski, Erica, 2019. "DSGE forecasts of the lost recovery," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1770-1789.
Mentioned in:
- Jean Boivin & Marc Giannoni & Dalibor Stevanovic, 2013.
"Dynamic effects of credit shocks in a data-rich environment,"
Staff Reports
615, Federal Reserve Bank of New York.
- Jean Boivin & Marc P. Giannoni & Dalibor Stevanović, 2020. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 272-284, April.
- Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2013. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," CIRANO Working Papers 2013s-11, CIRANO.
- Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2016. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," CIRANO Working Papers 2016s-55, CIRANO.
- Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2013. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," Cahiers de recherche 1324, CIRPEE.
- Giannoni, Marc & Boivin, Jean & Stevanovic, Dalibor, 2013. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," CEPR Discussion Papers 9470, C.E.P.R. Discussion Papers.
Mentioned in:
- Jean Boivin & Marc P. Giannoni & Ilian Mihov, 2009.
"Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data,"
American Economic Review, American Economic Association, vol. 99(1), pages 350-384, March.
- Giannoni, Marc & Mihov, Ilian & Boivin, Jean, 2007. "Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data," CEPR Discussion Papers 6101, C.E.P.R. Discussion Papers.
- Jean Boivin & Marc Giannoni & Ilian Mihov, 2007. "Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data," NBER Working Papers 12824, National Bureau of Economic Research, Inc.
- Boivin, Jean & Giannoni, Marc P. & Mihov, Ilian, 2006. "Sticky prices and monetary policy: Evidence from disaggregated US data," CFS Working Paper Series 2007/14, Center for Financial Studies (CFS).
Mentioned in:
Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Jean Boivin & Marc P. Giannoni & Ilian Mihov, 2009.
"Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data,"
American Economic Review, American Economic Association, vol. 99(1), pages 350-384, March.
- Giannoni, Marc & Mihov, Ilian & Boivin, Jean, 2007. "Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data," CEPR Discussion Papers 6101, C.E.P.R. Discussion Papers.
- Jean Boivin & Marc Giannoni & Ilian Mihov, 2007. "Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data," NBER Working Papers 12824, National Bureau of Economic Research, Inc.
- Boivin, Jean & Giannoni, Marc P. & Mihov, Ilian, 2006. "Sticky prices and monetary policy: Evidence from disaggregated US data," CFS Working Paper Series 2007/14, Center for Financial Studies (CFS).
Mentioned in:
- Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data (AER 2009) in ReplicationWiki ()
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2015.
"Inflation in the Great Recession and New Keynesian Models,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 168-196, January.
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2014. "Inflation in the Great Recession and New Keynesian Models," NBER Working Papers 20055, National Bureau of Economic Research, Inc.
- Marco Del Negro & Marc Giannoni & Frank Schorfheide, 2013. "Inflation in the Great Recession and New Keynesian models," Staff Reports 618, Federal Reserve Bank of New York.
- Marc Giannoni & Frank Schorfheide & Marco Del Negro, 2014. "Inflation in the Great Recession and New Keynesian Models," 2014 Meeting Papers 506, Society for Economic Dynamics.
Mentioned in:
- Inflation in the Great Recession and New Keynesian Models (AEJ:MA 2015) in ReplicationWiki ()
- Marc P. Giannoni, 2007.
"Robust optimal monetary policy in a forward-looking model with parameter and shock uncertainty,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 179-213.
Mentioned in:
Working papers
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Aysegul Sahin, 2024.
"The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times,"
Staff Reports
1086, Federal Reserve Bank of New York.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Ayşegül Şahin, 2022. "The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times," NBER Working Papers 29785, National Bureau of Economic Research, Inc.
Cited by:
- Randal J. Verbrugge & Saeed Zaman, 2023.
"The Hard Road to a Soft Landing: Evidence from a (Modestly) Nonlinear Structural Model,"
Working Papers
23-03, Federal Reserve Bank of Cleveland.
- Verbrugge, Randal & Zaman, Saeed, 2023. "The hard road to a soft landing: Evidence from a (modestly) nonlinear structural model," Energy Economics, Elsevier, vol. 123(C).
- Faberman, R. Jason & Mueller, Andreas I. & Şahin, Ayşegül, 2022.
"Has the Willingness to Work Fallen during the Covid Pandemic?,"
Labour Economics, Elsevier, vol. 79(C).
- R. Jason Faberman & Andreas I. Mueller & Ayşegül Şahin, 2022. "Has the Willingness to Work Fallen during the Covid Pandemic?," NBER Working Papers 29784, National Bureau of Economic Research, Inc.
- Faberman, Jason & Mueller, Andreas I. & Sahin, Aysegül, 2022. "Has the Willingness to Work Fallen during the COVID Pandemic?," IZA Discussion Papers 15086, Institute of Labor Economics (IZA).
- Mueller, Andreas & , & Sahin, Aysegul, 2022. "Has the Willingness to Work Fallen during the Covid Pandemic?," CEPR Discussion Papers 17043, C.E.P.R. Discussion Papers.
- Kakuho Furukawa & Yoshihiko Hogen & Yosuke Kido, "undated". "Labor Market of Regular Workers in Japan: A Perspective from Job Advertisement Data," Bank of Japan Working Paper Series 23-E-7, Bank of Japan.
- Gadi Barlevy & R. Jason Faberman & Bart Hobijn & Aysegul Sahin, 2023.
"The Shifting Reasons for Beveridge-Curve Shifts,"
Working Paper Series
WP 2023-38, Federal Reserve Bank of Chicago.
- Barlevy, Gadi & Hobijn, Bart & Faberman, Jason & Sahin, Aysegül, 2023. "The Shifting Reasons for Beveridge-Curve Shifts," IZA Discussion Papers 16517, Institute of Labor Economics (IZA).
- Gadi Barlevy & R. Jason Faberman & Bart Hobijn & Ayşegül Şahin, 2023. "The Shifting Reasons for Beveridge-Curve Shifts," NBER Working Papers 31783, National Bureau of Economic Research, Inc.
- Jonathan H. Wright, 2023. "Breaks in the Phillips Curve: Evidence from Panel Data," Finance and Economics Discussion Series 2023-015, Board of Governors of the Federal Reserve System (U.S.).
- Ángel Ubide, 2022. "The Inflation Surge of 2021–22: Scarcity of Goods and Commodities, Strong Labor Markets and Anchored Inflation Expectations," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 57(2), pages 93-98, March.
- David E. Altig & Jeffrey C. Fuhrer & Marc Giannoni & Thomas Laubach, 2020.
"The Federal Reserve’s Review of Its Monetary Policy Framework: A Roadmap,"
FEDS Notes
2020-08-27, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Jaromir Tonner, 2022. "Current trends in macroeconomic modelling in central banks in light of the turbulent nature of recent events," Occasional Publications - Chapters in Edited Volumes, in: CNB Global Economic Outlook - July 2022, pages 14-20, Czech National Bank.
- Richard H. Clarida, 2020. "The Federal Reserve’s New Monetary Policy Framework: A Robust Evolution: At the Peterson Institute for International Economics, Washington, D.C. (via webcast) August 31st, 2020," Speech 95755, Board of Governors of the Federal Reserve System (U.S.).
- Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021. "Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement," Occasional Paper Series 267, European Central Bank.
- Jerome H. Powell, 2020. "New Economic Challenges and the Fed's Monetary Policy Review: At "Navigating the Decade Ahead: Implications for Monetary Policy," an economic policy symposium sponsored by the Federal Reserv," Speech 95754, Board of Governors of the Federal Reserve System (U.S.).
- Gauti B. Eggertsson & Marc Giannoni, 2020.
"Medium-Term Money Neutrality and the Effective Lower Bound,"
NBER Working Papers
27669, National Bureau of Economic Research, Inc.
- Gauti B. Eggertsson & Marc P. Giannoni, 2020. "Medium‐Term Money Neutrality and the Effective Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S2), pages 561-600, December.
Cited by:
- He Nie & Jordan Roulleau-Pasdeloup, 2022.
"Online Appendix to "The promises (and perils) of control-contingent forward guidance","
Online Appendices
21-153, Review of Economic Dynamics.
- He Nie & Jordan Roulleau-Pasdeloup, 2023. "The promises (and perils) of control-contingent forward guidance," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 77-98, July.
- Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka, 2023. "Monetary policy strategies for the euro area: optimal rules in the presence of the ELB," Working Paper Series 2797, European Central Bank.
- Giannoni, Marc & Crump, Richard K. & Eusepi, Stefano & Sahin, Aysegul, 2019.
"A Unified Approach to Measuring u,"
CEPR Discussion Papers
13939, C.E.P.R. Discussion Papers.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Aysegul Sahin, 2019. "A Unified Approach to Measuring u," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 50(1 (Spring), pages 143-238.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Ayşegül Şahin, 2019. "A Unified Approach to Measuring u," NBER Working Papers 25930, National Bureau of Economic Research, Inc.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Ayşegül Şahin, 2019. "A unified approach to measuring u," Staff Reports 889, Federal Reserve Bank of New York.
Cited by:
- Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2020.
"The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(1), pages 5-71, February.
- Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2019. "The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment," NBER Working Papers 26002, National Bureau of Economic Research, Inc.
- Francesco D'Amuri & Marta De Philippis & Elisa Guglielminetti & Salvatore Lo Bello, 2021. "Natural unemployment and activity rates: flow-based determinants and implications for price dynamics," Questioni di Economia e Finanza (Occasional Papers) 599, Bank of Italy, Economic Research and International Relations Area.
- William Chen & Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020.
"What’s Up with the Phillips Curve?,"
Liberty Street Economics
20200918a, Federal Reserve Bank of New York.
- Primiceri, Giorgio & Del Negro, Marco & Lenza, Michele & Tambalotti, Andrea, 2020. "What's up with the Phillips Curve?," CEPR Discussion Papers 14583, C.E.P.R. Discussion Papers.
- Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What’s up with the Phillips Curve?," NBER Working Papers 27003, National Bureau of Economic Research, Inc.
- Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio E. & Tambalotti, Andrea, 2020. "What’s up with the Phillips Curve?," Working Paper Series 2435, European Central Bank.
- Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What's Up with the Phillips Curve?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 51(1 (Spring), pages 301-373.
- Sebastian Heise & Fatih Karahan & Ayşegül Şahin, 2022.
"The Missing Inflation Puzzle: The Role of the Wage‐Price Pass‐Through,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(S1), pages 7-51, February.
- Sebastian Heise & Fatih Karahan & Ayşegül Şahin, 2020. "The Missing Inflation Puzzle: The Role of the Wage-Price Pass-Through," NBER Working Papers 27663, National Bureau of Economic Research, Inc.
- Hie Joo Ahn & Bart Hobijn & Ayşegül Şahin, 2023.
"The Dual U.S. Labor Market Uncovered,"
Working Paper Series
WP 2023-18, Federal Reserve Bank of Chicago.
- Hie Joo Ahn & Bart Hobijn, 2023. "The Dual U.S. Labor Market Uncovered," Finance and Economics Discussion Series 2023-031, Board of Governors of the Federal Reserve System (U.S.).
- Hie Joo Ahn & Bart Hobijn & Ayşegül Şahin, 2023. "The Dual U.S. Labor Market Uncovered," NBER Working Papers 31241, National Bureau of Economic Research, Inc.
- Kurt Graden Lunsford, 2020. "Recessions and the Trend in the US Unemployment Rate," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2021(01), pages 1-8, February.
- Xin Scott Chen & Ali Jaffery & Guillaume Nolin & Karim Salhab & Peter Shannon & Subrata Sarker, 2020. "Assessing Global Potential Output Growth: October 2020," Discussion Papers 2020-10, Bank of Canada.
- Peter D. Williams & Mr. Yasser Abdih & Emanuel Kopp, 2020. "Reading the Stars," IMF Working Papers 2020/136, International Monetary Fund.
- Fatih Karahan & Benjamin Pugsley & Ayşegül Şahin, 2019.
"Demographic origins of the startup deficit,"
Staff Reports
888, Federal Reserve Bank of New York.
- Fatih Karahan & Benjamin Pugsley & Ayşegül Şahin, 2019. "Demographic Origins of the Startup Deficit," NBER Working Papers 25874, National Bureau of Economic Research, Inc.
- Fatih Karahan & Benjamin Pugsley & Aysegül Sahin, 2019. "Demographic Origins of the Startup Deficit," Working Papers 19-21, Center for Economic Studies, U.S. Census Bureau.
- Violante, Giovanni & Mongey, Simon, 2019.
"Macro Recruiting Intensity from Micro Data,"
CEPR Discussion Papers
14004, C.E.P.R. Discussion Papers.
- Simon Mongey & Giovanni L. Violante, 2020. "Macro Recruiting Intensity from Micro Data," Working Papers 2020-67, Princeton University. Economics Department..
- Simon Mongey & Giovanni L. Violante, 2019. "Macro Recruiting Intensity from Micro Data," NBER Working Papers 26231, National Bureau of Economic Research, Inc.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Aysegul Sahin, 2024.
"The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times,"
Staff Reports
1086, Federal Reserve Bank of New York.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Ayşegül Şahin, 2022. "The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times," NBER Working Papers 29785, National Bureau of Economic Research, Inc.
- Hall, Robert E. & Kudlyak, Marianna, 2022.
"The Inexorable Recoveries of Unemployment,"
IZA Discussion Papers
15135, Institute of Labor Economics (IZA).
- Robert E. Hall & Marianna Kudlyak, 2021. "The Inexorable Recoveries of U.S. Unemployment," Working Paper Series 2021-20, Federal Reserve Bank of San Francisco.
- Kudlyak, Marianna & Hall, Robert, 2022. "The Inexorable Recoveries of Unemployment," CEPR Discussion Papers 15646, C.E.P.R. Discussion Papers.
- Robert E. Hall & Marianna Kudlyak, 2020. "The Inexorable Recoveries of Unemployment," NBER Working Papers 28111, National Bureau of Economic Research, Inc.
- Hall, Robert E. & Kudlyak, Marianna, 2022. "The inexorable recoveries of unemployment," Journal of Monetary Economics, Elsevier, vol. 131(C), pages 15-25.
- Bruce Fallick & Pawel Krolikowski, 2019.
"Excess Persistence in Employment of Disadvantaged Workers,"
Working Papers
18-01R, Federal Reserve Bank of Cleveland.
- Bruce Fallick & Pawel Krolikowski, 2022. "Excess Persistence in Employment of Disadvantaged Workers," International Journal of Central Banking, International Journal of Central Banking, vol. 18(4), pages 1-52, October.
- D’Amuri, Francesco & De Philippis, Marta & Guglielminetti, Elisa & Lo Bello, Salvatore, 2022. "Slack and prices during Covid-19: Accounting for labor market participation," Labour Economics, Elsevier, vol. 75(C).
- Richard K. Crump & Christopher J. Nekarda & Nicolas Petrosky-Nadeau, 2020. "Unemployment Rate Benchmarks," Finance and Economics Discussion Series 2020-072, Board of Governors of the Federal Reserve System (U.S.).
- Murasawa, Yasutomo, 2019.
"Bayesian multivariate Beveridge--Nelson decomposition of I(1) and I(2) series with cointegration,"
MPRA Paper
91979, University Library of Munich, Germany.
- Murasawa Yasutomo, 2022. "Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(3), pages 387-415, June.
- Kurt Graden Lunsford, 2023. "Business Cycles and Low-Frequency Fluctuations in the US Unemployment Rate," Working Papers 23-19, Federal Reserve Bank of Cleveland.
- Christopher D. Cotton & Vaishali Garga, 2022. "The Role of Industrial Composition in Driving the Frequency of Price Change," Working Papers 22-9, Federal Reserve Bank of Boston.
- Sengul, Gonul & Tasci, Murat, 2020. "Unemployment flows, participation, and the natural rate of unemployment: Evidence from turkey," Journal of Macroeconomics, Elsevier, vol. 64(C).
- Bruce Fallick & Christopher L. Foote, 2022.
"The Impact of the Age Distribution on Unemployment: Evidence from US States,"
Working Papers
22-27, Federal Reserve Bank of Cleveland.
- Bruce Fallick & Christopher L. Foote, 2022. "The Impact of the Age Distribution on Unemployment: Evidence from US States," Working Papers 22-15, Federal Reserve Bank of Boston.
- Canova, Fabio, 2020. "FAQ: How do I measure the Output gap?," CEPR Discussion Papers 14943, C.E.P.R. Discussion Papers.
- Artem Vdovychenko, 2022. "Estimating the natural rate of unemployment for Ukraine," IHEID Working Papers 21-2022, Economics Section, The Graduate Institute of International Studies.
- Michaillat, Pascal & Saez, Emmanuel, 2019.
"Beveridgean Unemployment Gap,"
CEPR Discussion Papers
14132, C.E.P.R. Discussion Papers.
- Pascal Michaillat & Emmanuel Saez, 2019. "Beveridgean Unemployment Gap," NBER Working Papers 26474, National Bureau of Economic Research, Inc.
- Pascal Michaillat & Emmanuel Saez, 2019. "Beveridgean Unemployment Gap," Papers 1911.05271, arXiv.org, revised Nov 2021.
- Mary C. Daly, 2022.
"This Time Is Different…Because We Are,"
Speech
93772, Federal Reserve Bank of San Francisco.
- Mary C. Daly, 2022. "This Time Is Different…Because We Are," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2022(05), pages 1-08, February.
- Serdar Birinci & Kurt See & Shu Lin Wee, 2020.
"Job Applications and Labor Market Flows,"
Working Papers
2020-023, Federal Reserve Bank of St. Louis, revised Jan 2023.
- Serdar Birinci & Kurt See & Shu Lin Wee, 2021. "Job Applications and Labour Market Flows," Staff Working Papers 21-49, Bank of Canada.
- Richard K. Crump & Nikolay Gospodinov & Hunter Wieman, 2023. "Sparse Trend Estimation," Staff Reports 1049, Federal Reserve Bank of New York.
- Burger, John D. & Warnock, Francis E. & Warnock, Veronica Cacdac, 2022.
"A natural level of capital flows,"
Journal of Monetary Economics, Elsevier, vol. 130(C), pages 1-16.
- John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2019. "The Natural Level of Capital Flows," NBER Working Papers 26184, National Bureau of Economic Research, Inc.
- Alexander Doser & Ricardo Nunes & Nikhil Rao & Viacheslav Sheremirov, 2023.
"Inflation expectations and nonlinearities in the Phillips curve,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 453-471, June.
- Alexander Doser & Ricardo Nunes & Nikhil Rao & Viacheslav Sheremirov, 2017. "Inflation expectations and nonlinearities in the Phillips curve," Working Papers 17-11, Federal Reserve Bank of Boston.
- Alexander Doser & Ricardo Nunes & Nikhil Rao & Viacheslav Sheremirov, 2018. "Inflation Expectations and Nonlinearities in the Phillips Curve," School of Economics Discussion Papers 1018, School of Economics, University of Surrey.
- Brand, Claus & Obstbaum, Meri & Coenen, Günter & Sondermann, David & Lydon, Reamonn & Ajevskis, Viktors & Hammermann, Felix & Angino, Siria & Hernborg, Nils & Basso, Henrique & Hertweck, Matthias & Bi, 2021. "Employment and the conduct of monetary policy in the euro area," Occasional Paper Series 275, European Central Bank.
- Ahn, Hie Joo, 2023. "Duration structure of unemployment hazards and the trend unemployment rate," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
- James McNeil & Gregor W. Smith, 2023.
"The All‐Gap Phillips Curve,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(2), pages 269-282, April.
- James McNeil & Gregor W. Smith, 2022. "The All-Gap Phillips Curve," Working Paper 1488, Economics Department, Queen's University.
- Ayşegül Şahin & Murat Tasci & Jin Yan, 2021.
"Unemployment in the Time of COVID-19: A Flow-Based Approach to Real-time Unemployment Projections,"
Working Papers
21-25, Federal Reserve Bank of Cleveland.
- Ayşegül Şahin & Murat Tasci & Jin Yan, 2021. "Unemployment in the Time of COVID-19: A Flow-Based Approach to Real-time Unemployment Projections," NBER Working Papers 28445, National Bureau of Economic Research, Inc.
- Venkata Raamasrinivas Mangapuram, 2022. "A Constant Gain Learning Explanation of U.S. Post War Inflation and Unemployment," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(3), pages 701-721, September.
- R. Jason Faberman & Andreas I. Mueller & Ayşegül Şahin* & Giorgio Topa, 2020.
"The Shadow Margins of Labor Market Slack,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S2), pages 355-391, December.
- R. Jason Faberman & Andreas I. Mueller & Ayşegül Şahin & Giorgio Topa, 2020. "The Shadow Margins of Labor Market Slack," NBER Working Papers 26852, National Bureau of Economic Research, Inc.
- Acharya, Sushant & Wee, Shu Lin, 2020. "On-the-job Search and the Productivity-Wage Gap," CEPR Discussion Papers 14430, C.E.P.R. Discussion Papers.
- James H. Stock & Mark W. Watson, 2020. "Slack and Cyclically Sensitive Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S2), pages 393-428, December.
- Ayşegül Şahin & Murat Tasci, 2020. "The Unemployment Cost of COVID-19: How High and How Long?," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2020(09), May.
- Bart Hobijn & Ayşegül Şahin, 2021. "Maximum Employment and the Participation Cycle," NBER Working Papers 29222, National Bureau of Economic Research, Inc.
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- Francesco Bianchi & Giovanni Nicolo & Dongho Song, 2023. "Inflation and Real Activity over the Business Cycle," Finance and Economics Discussion Series 2023-038, Board of Governors of the Federal Reserve System (U.S.).
- Radoslaw (Radek) Stefanski & Alex Trew, 2020. "Patience Breeds Interest: The Rise of Societal Patience and the Fall of the Risk-free Interest Rate," Working Papers 2020-03, Business School - Economics, University of Glasgow.
- Kuvshinov, Dmitry & Zimmermann, Kaspar, 2020. "The Expected Return on Risky Assets: International Long-run Evidence," CEPR Discussion Papers 15610, C.E.P.R. Discussion Papers.
- Ambrocio, Gene & Hasan, Iftekhar, 2021. "Quid pro quo? Political ties and sovereign borrowing," Journal of International Economics, Elsevier, vol. 133(C).
- Ivan Aleksandrovich Kopytin & Nikolay Petrovich Pilnik & Ivan Pavlovich Stankevich, 2021. "Modelling Five Variables BVAR for Economic Policies and Growth in Azerbaijan, Kazakhstan and Russia: 2005 2020," International Journal of Energy Economics and Policy, Econjournals, vol. 11(5), pages 510-518.
- Andrea Papetti, 2021. "Population aging, relative prices and capital flows across the globe," Temi di discussione (Economic working papers) 1333, Bank of Italy, Economic Research and International Relations Area.
- Guillaume Horny & Supriya Kapoor, 2021. "Investment Response to Monetary Policy in a Low Interest Rate Environment: Evidence from the ECB's Corporate QE," Trinity Economics Papers tep1121, Trinity College Dublin, Department of Economics.
- Maurice Obstfeld, 2020.
"Harry Johnson's “Case for flexible exchange rates”—50 years later,"
Manchester School, University of Manchester, vol. 88(S1), pages 86-113, September.
- Maurice Obstfeld, 2020. "Harry Johnson’s “Case for Flexible Exchange Rates” – 50 Years Later," NBER Working Papers 26874, National Bureau of Economic Research, Inc.
- Schünemann, Johannes & Grossmann, Volker & Strulik, Holger, 2023. "Fair Pension Policies with Occupation-Specific Aging," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277593, Verein für Socialpolitik / German Economic Association.
- Yu, Zhen & Liu, Wei & Yang, Fuyu, 2023. "A central bankers’ sentiment index of global financial cycle," Finance Research Letters, Elsevier, vol. 57(C).
- Fu, Bowen, 2023. "Measuring the trend real interest rate in a data-rich environment," Journal of Economic Dynamics and Control, Elsevier, vol. 147(C).
- Carolin Schellhorn, 2020. "Financial System Stability, the Timing of Climate Change Action and the Federal Reserve," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(3), pages 45-59.
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- Clemens Fuest & Timo Wollmershäuser, 2020. "Low Interest Rates: Global Causes and Policy Implications for Germany," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 21(01), pages 3-6, April.
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- Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li & Erica Moszkowski, 2018.
"DSGE forecasts of the lost recovery,"
Staff Reports
844, Federal Reserve Bank of New York.
- Cai, Michael & Del Negro, Marco & Giannoni, Marc P. & Gupta, Abhi & Li, Pearl & Moszkowski, Erica, 2019. "DSGE forecasts of the lost recovery," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1770-1789.
Cited by:
- William Chen & Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020.
"What’s Up with the Phillips Curve?,"
Liberty Street Economics
20200918a, Federal Reserve Bank of New York.
- Primiceri, Giorgio & Del Negro, Marco & Lenza, Michele & Tambalotti, Andrea, 2020. "What's up with the Phillips Curve?," CEPR Discussion Papers 14583, C.E.P.R. Discussion Papers.
- Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What’s up with the Phillips Curve?," NBER Working Papers 27003, National Bureau of Economic Research, Inc.
- Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio E. & Tambalotti, Andrea, 2020. "What’s up with the Phillips Curve?," Working Paper Series 2435, European Central Bank.
- Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What's Up with the Phillips Curve?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 51(1 (Spring), pages 301-373.
- Claudia Foroni & Paolo Gelain & Massimiliano Marcellino, 2022.
"The financial accelerator mechanism: does frequency matter?,"
Working Papers
22-29, Federal Reserve Bank of Cleveland.
- Foroni, Claudia & Gelain, Paolo & Marcellino, Massimiliano, 2022. "The financial accelerator mechanism: does frequency matter?," Working Paper Series 2637, European Central Bank.
- Jean-Guillaume Sahuc & Sarah Mouabbi, 2019.
"Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies,"
EconomiX Working Papers
2019-2, University of Paris Nanterre, EconomiX.
- Sarah Mouabbi & Jean‐Guillaume Sahuc, 2019. "Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(4), pages 831-858, June.
- Jean-Guillaume Sahuc & Sarah Mouabbi, 2019. "Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies," Working Papers hal-04141890, HAL.
- Jean-Guillaume Sahuc & Sarah Mouabbi, 2019. "Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies," Post-Print hal-02055111, HAL.
- Sarah Mouabbi & Jean-Guillaume Sahuc, 2019. "Evaluating the macroeconomic effects of the ECB’s unconventional monetary policies," Working papers 708, Banque de France.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019.
"Online Estimation of DSGE Models,"
Liberty Street Economics
20190821, Federal Reserve Bank of New York.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Staff Reports 893, Federal Reserve Bank of New York.
- Michael D. Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," NBER Working Papers 26826, National Bureau of Economic Research, Inc.
- Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2021. "Online estimation of DSGE models," The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 33-58.
- Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," PIER Working Paper Archive 19-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," Finance and Economics Discussion Series 2020-023, Board of Governors of the Federal Reserve System (U.S.).
- Gelfer, Sacha, 2021. "Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-Rich environment," Journal of Economic Dynamics and Control, Elsevier, vol. 129(C).
- Boriss Siliverstovs, 2021. "New York FED Staff Nowcasts and Reality: What Can We Learn about the Future, the Present, and the Past?," Econometrics, MDPI, vol. 9(1), pages 1-25, March.
- Allan W. Gregory & James McNeil & Gregor W. Smith, 2022. "US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM," Working Paper 1461, Economics Department, Queen's University.
- Girstmair, Stefan, 2024. "The effect of new housing supply in structural models: a forecasting performance evaluation," Working Paper Series 2895, European Central Bank.
- Richard Higgins, C., 2020. "Financial frictions and changing macroeconomic volatility," Journal of Macroeconomics, Elsevier, vol. 64(C).
- Stefano Eusepi & Marc P. Giannoni & Bruce Preston, 2017.
"Some implications of learning for price stability,"
CAMA Working Papers
2017-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Eusepi, Stefano & Giannoni, Marc P. & Preston, Bruce, 2018. "Some implications of learning for price stability," European Economic Review, Elsevier, vol. 106(C), pages 1-20.
Cited by:
- André Marine Charlotte & Medina Espidio Sebastián, 2022. "Optimal Robust Monetary Policy in a Small Open Economy," Working Papers 2022-17, Banco de México.
- Antonio Mele & Krisztina Molnar & Sergio Santoro, 2015.
"On the perils of stabilizing prices when agents are learning,"
School of Economics Discussion Papers
0215, School of Economics, University of Surrey.
- Mele, Antonio & Molnar, Krisztina & Santoro, Sergio, 2014. "On the perils of stabilizing prices when agents are learning," Discussion Paper Series in Economics 1/2015, Norwegian School of Economics, Department of Economics.
- Mele, Antonio & Molnar, Krisztina & Santoro, Sergio, 2018. "On the perils of stabilizing prices when agents are learning," Discussion Paper Series in Economics 22/2018, Norwegian School of Economics, Department of Economics.
- Antonio Mele & Krisztina Molnár & Sergio Santoro, 2015. "On the Perils of Stabilizing Prices when Agents are Learning," CESifo Working Paper Series 5173, CESifo.
- Mele, Antonio & Molnár, Krisztina & Santoro, Sergio, 2020. "On the perils of stabilizing prices when agents are learning," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 339-353.
- André Marine Charlotte & Dai Meixing, 2020.
"The limits to robust monetary policy in a small open economy with learning agents,"
Working Papers
2020-12, Banco de México.
- Marine Charlotte André & Meixing Dai, 2018. "The limits to robust monetary policy in a small open economy with learning agents," Working Papers of BETA 2018-45, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Carlos Carvalho & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2023.
"Anchored Inflation Expectations,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 15(1), pages 1-47, January.
- Carvalho, Carlos & Eusepi, Stefano & , & Preston, Bruce, 2019. "Anchored Inflation Expectations," CEPR Discussion Papers 13900, C.E.P.R. Discussion Papers.
- Carlos Carvalho & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2020. "Anchored inflation expectations," CAMA Working Papers 2020-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2017.
"Safety, liquidity, and the natural rate of interest,"
Staff Reports
812, Federal Reserve Bank of New York.
- Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2017. "Safety, Liquidity, and the Natural Rate of Interest," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 48(1 (Spring), pages 235-316.
- Marc Giannoni & Domenico Giannone & Andrea Tambalotti & Marco Del Negro, 2017. "Safety, Liquidity, and the Natural Rate of Interest," 2017 Meeting Papers 803, Society for Economic Dynamics.
Cited by:
- Carolin Pflueger & Emil Siriwardane & Adi Sunderam, 2018. "A Measure of Risk Appetite for the Macroeconomy," NBER Working Papers 24529, National Bureau of Economic Research, Inc.
- Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2020.
"Mildly Explosive Dynamics in U.S. Fixed Income Markets,"
Working Papers
667, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, "undated". "Mildly Explosive Dynamics in U.S. Fixed Income Markets," Economics Department, Working Paper Series 1001, Economics Department, Pomona College, revised 12 Feb 2020.
- Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2020. "Mildly explosive dynamics in U.S. fixed income markets," European Journal of Operational Research, Elsevier, vol. 287(2), pages 712-724.
- Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2017. "Mildly Explosive Dynamics in U.S. Fixed Income Markets," Globalization Institute Working Papers 324, Federal Reserve Bank of Dallas.
- John C. Williams, 2018.
"The Future Fortunes of R-star: Are They Really Rising?,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- John C. Williams, 2018. "The Future Fortunes of R-star: Are They Really Rising?," Speech 188, Federal Reserve Bank of San Francisco.
- Thomas M. Mertens & John C. Williams, 2020.
"What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices,"
Working Paper Series
2018-03, Federal Reserve Bank of San Francisco.
- Thomas M. Mertens & John C. Williams, 2021. "What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices," American Economic Review, American Economic Association, vol. 111(8), pages 2473-2505, August.
- Thomas M. Mertens & John C. Williams, 2018. "What to expect from the lower bound on interest rates: evidence from derivatives prices," Staff Reports 865, Federal Reserve Bank of New York.
- Ho, Paul, 2024.
"Estimating the effects of demographics on interest rates: A robust Bayesian perspective,"
Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
- Paul Ho, 2020. "Estimating the Effects of Demographics on Interest Rates: A Robust Bayesian Perspective," Working Paper 20-14, Federal Reserve Bank of Richmond.
- Bańbura, Marta & Leiva-Leon, Danilo & Menz, Jan-Oliver, 2021.
"Do inflation expectations improve model-based inflation forecasts?,"
Working Paper Series
2604, European Central Bank.
- Bańbura, Marta & Leiva-León, Danilo & Menz, Jan-Oliver, 2021. "Do inflation expectations improve model-based inflation forecasts?," Discussion Papers 48/2021, Deutsche Bundesbank.
- Marta Bañbura & Danilo Leiva-León & Jan-Oliver Menz, 2021. "Do inflation expectations improve model-based inflation Forecasts?," Working Papers 2138, Banco de España.
- Ansgar Rannenberg, 2019. "Inequality, the risk of secular stagnation and the increase in household deb," Working Paper Research 375, National Bank of Belgium.
- Hasan Engin Duran & Pawe³ Gajewski, 2023. "State-level Taylor rule and monetary policy stress," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 18(1), pages 89-120, March.
- Elfsbacka Schmöller, Michaela & Spitzer, Martin, 2022. "Lower for longer under endogenous technology growth," Working Paper Series 2714, European Central Bank.
- Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2020.
"The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(1), pages 5-71, February.
- Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2019. "The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment," NBER Working Papers 26002, National Bureau of Economic Research, Inc.
- Michael T. Kiley, 2015.
"What Can the Data Tell Us About the Equilibrium Real Interest Rate?,"
Finance and Economics Discussion Series
2015-77, Board of Governors of the Federal Reserve System (U.S.).
- Michael T. Kiley, 2020. "What Can the Data Tell Us about the Equilibrium Real Interest Rate?," International Journal of Central Banking, International Journal of Central Banking, vol. 16(3), pages 181-209, June.
- William Chen & Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020.
"What’s Up with the Phillips Curve?,"
Liberty Street Economics
20200918a, Federal Reserve Bank of New York.
- Primiceri, Giorgio & Del Negro, Marco & Lenza, Michele & Tambalotti, Andrea, 2020. "What's up with the Phillips Curve?," CEPR Discussion Papers 14583, C.E.P.R. Discussion Papers.
- Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What’s up with the Phillips Curve?," NBER Working Papers 27003, National Bureau of Economic Research, Inc.
- Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio E. & Tambalotti, Andrea, 2020. "What’s up with the Phillips Curve?," Working Paper Series 2435, European Central Bank.
- Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What's Up with the Phillips Curve?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 51(1 (Spring), pages 301-373.
- Jacopo Bonchi & Giacomo Caracciolo, 2021. "Declining natural interest rate in the US: the pension system matters," Temi di discussione (Economic working papers) 1317, Bank of Italy, Economic Research and International Relations Area.
- Ruch,Franz Ulrich, 2021. "Neutral Real Interest Rates in Inflation Targeting Emerging and Developing Economies," Policy Research Working Paper Series 9711, The World Bank.
- Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018.
"The Rise and Fall of the Natural Interest Rate,"
Working Paper series
18-29, Rimini Centre for Economic Analysis.
- Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018. "The Rise and Fall of the Natural Interest Rate," Working Papers wp2018_1805, CEMFI.
- Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018. "The Rise and Fall of the Natural Interest Rate," Working Papers - Economics wp2018_14.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Pérez-Quirós, Gabriel & Fiorentini, Gabriele & Galesi, Alessandro & Sentana, Enrique, 2018. "The Rise and Fall of the Natural Interest Rate," CEPR Discussion Papers 13042, C.E.P.R. Discussion Papers.
- Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018. "The rise and fall of the natural interest rate," Working Papers 1822, Banco de España.
- Jørgensen, Peter Lihn, 2023. "The global savings glut and the housing boom," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- 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.
- Fernando M. Duarte, 2016. "How to escape a liquidity trap with interest rate rules," Staff Reports 776, Federal Reserve Bank of New York.
- Martin Seneca, 2020. "Risk Shocks and Monetary Policy in the New Normal," International Journal of Central Banking, International Journal of Central Banking, vol. 16(6), pages 185-232, December.
- Michael D. Bauer & Glenn D. Rudebusch, 2020.
"The Rising Cost of Climate Change: Evidence from the Bond Market,"
Working Paper Series
2020-25, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Glenn D. Rudebusch, 2023. "The Rising Cost of Climate Change: Evidence from the Bond Market," The Review of Economics and Statistics, MIT Press, vol. 105(5), pages 1255-1270, September.
- 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).
- 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 Carl Michael & Milivojevic,Lazar, 2020. "Dynamics and Synchronization of Global Equilibrium Interest Rates," Policy Research Working Paper Series 9489, The World Bank.
- Vázquez, Jesús & Aguilar, Pablo, 2021. "Adaptive learning with term structure information," European Economic Review, Elsevier, vol. 134(C).
- Sushant Acharya & Keshav Dogra, 2018.
"The side effects of safe asset creation,"
Staff Reports
842, Federal Reserve Bank of New York.
- Sushant Acharya & Keshav Dogra, 2022. "The Side Effects of Safe Asset Creation," Journal of the European Economic Association, European Economic Association, vol. 20(2), pages 581-625.
- Acharya, Sushant & Dogra, Keshav, 2020. "The Side Effects of Safe Asset Creation," CEPR Discussion Papers 14440, C.E.P.R. Discussion Papers.
- Sushant Acharya & Keshav Dogra, 2021. "The Side Effects of Safe Asset Creation," Staff Working Papers 21-34, Bank of Canada.
- Keshav Dogra & Sushant Acharya, 2017. "The Side Effects of Safe Asset Creation," 2017 Meeting Papers 1453, Society for Economic Dynamics.
- Etienne Gagnon & Benjamin K. Johannsen & David López-Salido, 2021.
"Understanding the New Normal: The Role of Demographics,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(2), pages 357-390, June.
- Etienne Gagnon & Benjamin K. Johannsen & J. David López-Salido, 2016. "Understanding the New Normal : The Role of Demographics," Finance and Economics Discussion Series 2016-080, Board of Governors of the Federal Reserve System (U.S.).
- Michael D. Bauer & Glenn D. Rudebusch, 2017.
"Interest Rates Under Falling Stars,"
CESifo Working Paper Series
6571, CESifo.
- Michael D. Bauer & Glenn D. Rudebusch, 2019. "Interest Rates Under Falling Stars," Working Paper Series 2017-16, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Glenn D. Rudebusch, 2020. "Interest Rates under Falling Stars," American Economic Review, American Economic Association, vol. 110(5), pages 1316-1354, May.
- Bianchi, Francesco & Melosi, Leonardo & Rottner, Matthias, 2021.
"Hitting the elusive inflation target,"
Journal of Monetary Economics, Elsevier, vol. 124(C), pages 107-122.
- Bianchi, Francesco & Melosi, Leonardo & Rottner, Matthias, 2021. "Hitting the elusive inflation target," Discussion Papers 40/2021, Deutsche Bundesbank.
- Francesco Bianchi & Leonardo Melosi & Matthias Rottner, 2019. "Hitting the Elusive Inflation Target," Working Paper Series WP-2019-7, Federal Reserve Bank of Chicago.
- Francesco Bianchi & Leonardo Melosi & Matthias Rottner, 2019. "Hitting the Elusive Inflation Target," NBER Working Papers 26279, National Bureau of Economic Research, Inc.
- Melosi, Leonardo & Bianchi, Francesco & Rottner, Matthias, 2019. "Hitting the Elusive Inflation Target," CEPR Discussion Papers 14161, C.E.P.R. Discussion Papers.
- M. Marx & B. Mojon & F. Velde, 2017.
"Why Have Interest Rates Fallen far Below the Return on Capital,"
Working papers
630, Banque de France.
- Marx, Magali & Mojon, Benoît & Velde, François R., 2021. "Why have interest rates fallen far below the return on capital?," Journal of Monetary Economics, Elsevier, vol. 124(S), pages 57-76.
- Magali Marx & Benoit Mojon & Francois R. Velde, 2018. "Why Have Interest Rates Fallen Far Below the Return on Capital," Working Paper Series WP-2018-1, Federal Reserve Bank of Chicago.
- Magali Marx & Benoit Mojon & François R. Velde, 2019. "Why have interest rates fallen far below the return on capital," BIS Working Papers 794, Bank for International Settlements.
- Hess T. Chung & Etienne Gagnon & Taisuke Nakata & Matthias Paustian & Bernd Schlusche & James Trevino & Diego Vilán & Wei Zheng, 2019. "Monetary Policy Options at the Effective Lower Bound : Assessing the Federal Reserve's Current Policy Toolkit," Finance and Economics Discussion Series 2019-003, Board of Governors of the Federal Reserve System (U.S.).
- P. Andrade & J. Galí & H. Le Bihan & J. Matheron, 2018.
"The Optimal Inflation Target and the Natural Rate of Interest,"
Working papers
670, Banque de France.
- Philippe Andrade & Jordi Galí & Hervé Le Bihan & Julien Matheron, 2017. "The optimal inflation target and the natural rate of interest," Economics Working Papers 1591, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2019.
- Philippe Andrade & Jordi Gali & Herve Le Bihan & Julien Matheron, 2019. "The Optimal Inflation Target and the Natural Rate of Interest," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 50(2 (Fall)), pages 173-255.
- Philippe Andrade & Jordi Galí & Hervé Le Bihan & Julien Matheron, 2017. "The Optimal Inflation Target and the Natural Rate of Interest," Working Papers 1009, Barcelona School of Economics.
- Philippe Andrade & Jordi Galí & Hervé Le Bihan & Julien Matheron, 2018. "The Optimal Inflation Target and the Natural Rate of Interest," NBER Working Papers 24328, National Bureau of Economic Research, Inc.
- Philippe Andrade & Jordi Gali & Hervé Le Bihan & Julien Matheron, 2019. "The Optimal Inflation Target and the Natural Rate of Interest," Working Papers 19-18, Federal Reserve Bank of Boston.
- GalÃ, Jordi & Andrade, Philippe & Le Bihan, Hervé & Matheron, Julien, 2018. "The Optimal Inflation Target and the Natural Rate of Interest," CEPR Discussion Papers 12723, C.E.P.R. Discussion Papers.
- Emmanuel Farhi & François Gourio, 2019. "What is Driving the Return Spread Between “Safe” and “Risky” Assets?," Chicago Fed Letter, Federal Reserve Bank of Chicago.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022.
"Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices,"
SciencePo Working papers Main
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- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers 2023-06, Center for Research in Economics and Statistics.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers hal-03573080, HAL.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Papers 2201.05556, arXiv.org, revised Mar 2023.
- Ricco, Giovanni & Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," CEPR Discussion Papers 17111, C.E.P.R. Discussion Papers.
- Cipriani, Marco & La Spada, Gabriele, 2020.
"Investors' Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform,"
CEPR Discussion Papers
14375, C.E.P.R. Discussion Papers.
- Cipriani, Marco & La Spada, Gabriele, 2021. "Investors’ appetite for money-like assets: The MMF industry after the 2014 regulatory reform," Journal of Financial Economics, Elsevier, vol. 140(1), pages 250-269.
- Jesús Fernández-Villaverde & Joël Marbet & Galo Nuño Barrau & Omar Rachedi, 2024.
"Inequality and the zero lower bound,"
BIS Working Papers
1160, Bank for International Settlements.
- Jesús Fernández-Villaverde & Joël Marbet & Galo Nuño & Omar Rachedi, 2023. "Inequality and the Zero Lower Bound," NBER Working Papers 31282, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Joël Marbet & Galo Nuño & Omar Rachedi, 2023. "Inequality and the Zero Lower Bound," CESifo Working Paper Series 10471, CESifo.
- Fernández-Villaverde, Jesús & Marbet, Joël & Nuño, Galo & Rachedi, Omar, 2023. "Inequality and the Zero Lower Bound," CEPR Discussion Papers 18168, C.E.P.R. Discussion Papers.
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VfS Annual Conference 2020 (Virtual Conference): Gender Economics
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"Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy,"
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"Endogenous Forecast Switching Near the Zero Lower Bound,"
Working Paper Series
2017-24, Federal Reserve Bank of San Francisco.
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"Low Real Interest Rates and the Zero Lower Bound,"
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2017-10, Federal Reserve Bank of St. Louis.
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"Precision-based sampling for state space models that have no measurement error,"
Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
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"Growth prospects, the natural interest rate, and monetary policy,"
Economics Discussion Papers
2019-17, Kiel Institute for the World Economy (IfW Kiel).
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"Ties that bind: Estimating the natural rate of interest for small open economies,"
Journal of International Money and Finance, Elsevier, vol. 113(C).
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- Bianca Barbaro & Patrizio Tirelli, 2023. "Forbearance vs foreclosure in a general equilibrium model," Working Papers 516, University of Milano-Bicocca, Department of Economics.
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- Mariano Kulish & Nadine Yamout, 2024. "The Fiscal Arithmetic of a Slowdown in Trend Growth," Working Papers 308, Red Nacional de Investigadores en Economía (RedNIE).
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- Bofinger, Peter & Haas, Thomas, 2023. "R-star: A new approach to estimate the polar star of monetary policy," W.E.P. - Würzburg Economic Papers 106, University of Würzburg, Department of Economics.
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"R* and the Global Economy,"
Working Paper Series
2019-18, Federal Reserve Bank of San Francisco.
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- Efrem Castelnuovo & Guay Lim & Giovanni Pellegrino, 2018. "Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(1), pages 70-86, March.
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"Evaluating Central Banks’ tool kit: Past, present, and future,"
Journal of Monetary Economics, Elsevier, vol. 118(C), pages 135-160.
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"Neo-Fisherism and inflation control,"
Canadian Journal of Economics, Canadian Economics Association, vol. 52(3), pages 882-913, August.
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- Nao Sudo & Masaki Tanaka, 2018. "Do Market Segmentation and Preferred Habitat Theories Hold in Japan? : Quantifying Stock and Flow Effects of Bond Purchases," Bank of Japan Working Paper Series 18-E-16, Bank of Japan.
- Hess Chung & Etienne Gagnon & Taisuke Nakata & Matthias Paustian & Bernd Schlusche & James Trevino & Diego Vilán & Wei Zheng, 2020. "Monetary Policy Options at the Effective Lower Bound: Assessing the Federal Reserve’s Current Policy Toolkit," CARF F-Series CARF-F-483, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
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"The Macro Effects of the Recent Swing in Financial Conditions,"
Liberty Street Economics
20160525, Federal Reserve Bank of New York.
Cited by:
- Lael Brainard, 2016. "The Economic Outlook and Implications for Monetary Policy: a speech at the Council on Foreign Relations, Washington, D.C., June 3, 2016," Speech 899, Board of Governors of the Federal Reserve System (U.S.).
- Lael Brainard, 2016. "The \"New Normal\" and What It Means for Monetary Policy : a speech at the Chicago Council on Global Affairs, Chicago, Illinois, September 12, 2016," Speech 907, Board of Governors of the Federal Reserve System (U.S.).
- Matthew Cocci & Marco Del Negro & Marc Giannoni & Sara Shahanaghi & Micah Smith, 2015.
"Why Are Interest Rates So Low?,"
Liberty Street Economics
20150520, Federal Reserve Bank of New York.
Cited by:
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"Natural rates across the Atlantic,"
Temi di discussione (Economic working papers)
1140, Bank of Italy, Economic Research and International Relations Area.
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- Stefano Neri & Andrea Gerali, 2017.
"Natural rates across the Atlantic,"
Temi di discussione (Economic working papers)
1140, Bank of Italy, Economic Research and International Relations Area.
- Matthew Cocci & Marco Del Negro & Stefano Eusepi & Marc Giannoni & Raiden B. Hasegawa & M. Henry Linder & Argia M. Sbordone & Andrea Tambalotti, 2013.
"The FRBNY DSGE model,"
Staff Reports
647, Federal Reserve Bank of New York.
Cited by:
- Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge & Wieland, Volker, 2017.
"Model uncertainty in macroeconomics: On the implications of financial frictions,"
IMFS Working Paper Series
114, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wieland, Volker & Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge, 2017. "Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions," CEPR Discussion Papers 12013, C.E.P.R. Discussion Papers.
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"Incorporating Diagnostic Expectations into the New Keynesian Framework,"
Working Paper Series
2023-19, Federal Reserve Bank of San Francisco.
- Jean-Paul L'Huillier & Sanjay R. Singh & Donghoon Yoo, 2021. "Incorporating Diagnostic Expectations into the New Keynesian Framework," Working Papers 339, University of California, Davis, Department of Economics.
- Jean-Paul L’Huillier & Sanjay R. Singh & Donghoon Yoo, 2023. "Incorporating Diagnostic Expectations into the New Keynesian Framework," IEAS Working Paper : academic research 23-A004, Institute of Economics, Academia Sinica, Taipei, Taiwan.
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"Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead,"
Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 20(1), pages 1-1.
- Giorgio Fagiolo & Andrea Roventini, 2016. "Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead," LEM Papers Series 2016/17, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Andrea Roventini, 2016. "Macroeconomic Policy in DGSE and Agent-Based Models Redux: New Developments and Challenges Ahead," Sciences Po publications info:hdl:2441/dcditnq6282, Sciences Po.
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"Great recession, slow recovery and muted fiscal policies in the US,"
Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 140-161.
- Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2016. "Great Recession, Slow Recovery and Muted Fiscal Policies in the US," Working Papers 201602, School of Economics, University College Dublin.
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"Monetary News Shocks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(7), pages 1793-1820, October.
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"The Limits of Central Bank Forward Guidance under Learning,"
Working Papers and Research
2016-02, Marquette University, Center for Global and Economic Studies and Department of Economics.
- Stephen J. Cole, 2020. "The Limits of Central Bank forward Guidance under Learning," International Journal of Central Banking, International Journal of Central Banking, vol. 16(4), pages 199-250, September.
- Cole, Stephen, 2016. "The limits of central bank forward guidance under learning," MPRA Paper 70862, University Library of Munich, Germany.
- Olkhov, Victor, 2018. "The Business Cycle Model Beyond General Equilibrium," MPRA Paper 87204, University Library of Munich, Germany.
- Christopher L. House & Christian Proebsting & Linda L. Tesar, 2019.
"Austerity in the Aftermath of the Great Recession,"
Working Papers
672, Research Seminar in International Economics, University of Michigan.
- Christopher L. House & Christian Proebsting & Linda L. Tesar, 2017. "Austerity in the Aftermath of the Great Recession," NBER Working Papers 23147, National Bureau of Economic Research, Inc.
- House, Christopher L. & Proebsting, Christian & Tesar, Linda L., 2020. "Austerity in the aftermath of the great recession," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 37-63.
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"Economic Transactions Govern Business Cycles,"
MPRA Paper
88531, University Library of Munich, Germany, revised 19 Aug 2018.
- Olkhov, Victor, 2018. "Economic Transactions Govern Business Cycles," MPRA Paper 87207, University Library of Munich, Germany.
- Vasco Curdia & Andrea Ferrero & Ging Cee Ng & Andrea Tambalotti, 2014.
"Has U.S. Monetary Policy Tracked the Efficient Interest Rate?,"
Working Paper Series
2014-12, Federal Reserve Bank of San Francisco.
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- 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.
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- 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.
- Bretscher, Lorenzo & Malkhozov, Aytek & Tamoni, Andrea, 2021. "Expectations and aggregate risk," Journal of Monetary Economics, Elsevier, vol. 123(C), pages 91-108.
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- Costa Junior, Celso J. & Garcia-Cintado, Alejandro C. & Junior, Karlo Marques, 2021. "Macroeconomic policies and the pandemic-driven recession," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 438-465.
- Francesco Sergi, 2020. "The Standard Narrative about DSGE Models in Central Banks’ Technical Reports," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 27(2), pages 163-193, March.
- Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge & Wieland, Volker, 2017.
"Model uncertainty in macroeconomics: On the implications of financial frictions,"
IMFS Working Paper Series
114, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Marco Del Negro & Marc Giannoni & Frank Schorfheide, 2013.
"Inflation in the Great Recession and New Keynesian models,"
Staff Reports
618, Federal Reserve Bank of New York.
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2015. "Inflation in the Great Recession and New Keynesian Models," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 168-196, January.
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2014. "Inflation in the Great Recession and New Keynesian Models," NBER Working Papers 20055, National Bureau of Economic Research, Inc.
- Marc Giannoni & Frank Schorfheide & Marco Del Negro, 2014. "Inflation in the Great Recession and New Keynesian Models," 2014 Meeting Papers 506, Society for Economic Dynamics.
Cited by:
- Nautz, Dieter & Strohsal, Till & Netšunajev, Aleksei, 2019.
"The Anchoring Of Inflation Expectations In The Short And In The Long Run,"
Macroeconomic Dynamics, Cambridge University Press, vol. 23(5), pages 1959-1977, July.
- Nautz, Dieter & Netsunajew, Aleksei & Strohsal, Till, 2017. "The Anchoring of Inflation Expectations in the Short and in the Long Run," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168075, Verein für Socialpolitik / German Economic Association.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013.
"Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model,"
Tinbergen Institute Discussion Papers
13-142/III, Tinbergen Institute, revised 01 Nov 2014.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper 2013/20, Norges Bank.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers No 8/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers 2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
- Boris Chafwehé & Rigas Oikonomou & Romanos Priftis & Lukas Vogel, 2022.
"Optimal Monetary Policy with and without Debt,"
LIDAM Discussion Papers IRES
2022027, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Chafwehé, Boris & Oikonomou, Rigas & Priftis, Romanos & Vogel, Lukas, 2023. "Optimal Monetary Policy with and without Debt," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277596, Verein für Socialpolitik / German Economic Association.
- Boris Chafwehé & Rigas Oikonomou & Romanos Priftis & Lukas Vogel, 2021. "(Optimal) Monetary Policy with and without Debt," Staff Working Papers 21-5, Bank of Canada.
- Dr. Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2020.
"Financial shocks and inflation dynamics,"
Working Papers
2020-13, Swiss National Bank.
- Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2016. "Financial shocks and inflation dynamics," CAMA Working Papers 2016-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Abbate, Angela & Eickmeier, Sandra & Prieto, Esteban, 2016. "Financial shocks and inflation dynamics," Discussion Papers 41/2016, Deutsche Bundesbank.
- Marius Brulhart & Didier Dupertuis & Elodie Moreau, 2016.
"Inheritance Flows in Switzerland, 1911-2011,"
Cahiers de Recherches Economiques du Département d'économie
16.05, Université de Lausanne, Faculté des HEC, Département d’économie.
- Brülhart, Marius & Dupertuis, Didier & Moreau, Elodie, 2017. "Inheritance Flows in Switzerland, 1911-2011," CEPR Discussion Papers 11768, C.E.P.R. Discussion Papers.
- Marius Brülhart & Didier Dupertuis & Elodie Moreau, 2018. "Inheritance flows in Switzerland, 1911–2011," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 154(1), pages 1-13, December.
- Engin Kara & Ahmed Pirzada, 2020.
"A Possible Explanation Of The Missing Deflation Puzzle,"
Economic Inquiry, Western Economic Association International, vol. 58(1), pages 361-373, January.
- Engin Kara & Ahmed Jamal Pirzada, 2016. "A Possible Explanation of the Missing Deflation Puzzle," Bristol Economics Discussion Papers 16/670, School of Economics, University of Bristol, UK, revised 29 Mar 2017.
- Kathryn Holston & Thomas Laubach & John C. Williams, 2016.
"Measuring the Natural Rate of Interest: International Trends and Determinants,"
Working Paper Series
2016-11, Federal Reserve Bank of San Francisco.
- Kathryn Holston & Thomas Laubach & John C. Williams, 2016. "Measuring the Natural Rate of Interest: International Trends and Determinants," NBER Chapters, in: NBER International Seminar on Macroeconomics 2016, National Bureau of Economic Research, Inc.
- Kathryn Holston & Thomas Laubach & John C. Williams, 2016. "Measuring the Natural Rate of Interest : International Trends and Determinants," Finance and Economics Discussion Series 2016-073, Board of Governors of the Federal Reserve System (U.S.).
- Holston, Kathryn & Laubach, Thomas & Williams, John C., 2017. "Measuring the natural rate of interest: International trends and determinants," Journal of International Economics, Elsevier, vol. 108(S1), pages 59-75.
- Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge & Wieland, Volker, 2017.
"Model uncertainty in macroeconomics: On the implications of financial frictions,"
IMFS Working Paper Series
114, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wieland, Volker & Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge, 2017. "Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions," CEPR Discussion Papers 12013, C.E.P.R. Discussion Papers.
- Elfsbacka Schmöller, Michaela & Spitzer, Martin, 2022. "Lower for longer under endogenous technology growth," Working Paper Series 2714, European Central Bank.
- Mumtaz, Haroon & Theodoridis, Konstantinos, 2020.
"Fiscal policy shocks and stock prices in the United States,"
European Economic Review, Elsevier, vol. 129(C).
- Haroon Mumtaz & Konstantinos Theodoridis, 2017. "Fiscal Policy Shocks and Stock Prices in the United States," Working Papers 817, Queen Mary University of London, School of Economics and Finance.
- Haroon Mumtaz & Konstantinos Theodoridis, 2021. "Fiscal policy shocks and stock prices in the United States," Working Papers 48, European Stability Mechanism.
- Haroon Mumtaz & Konstantinos Theodoridis, 2017. "Fiscal policy shocks and stock prices in the United States," Working Papers 178117307, Lancaster University Management School, Economics Department.
- Mumtaz, Haroon & Theodoridis, Konstantinos, 2018. "Fiscal Policy Shocks and Stock Prices in the United State," Cardiff Economics Working Papers E2018/20, Cardiff University, Cardiff Business School, Economics Section.
- Riccardo M Masolo & Francesca Monti, 2021.
"Ambiguity, Monetary Policy and Trend Inflation,"
Journal of the European Economic Association, European Economic Association, vol. 19(2), pages 839-871.
- Ricardo M. Masolo & Francesca Monti, 2017. "Ambiguity, Monetary Policy and Trend Inflation," Discussion Papers 1709, Centre for Macroeconomics (CFM).
- Masolo, Riccardo & Monti, Francesca, 2015. "Ambiguity, monetary policy and trend inflation," Bank of England working papers 565, Bank of England.
- Masolo, Riccardo M. & Monti, Francesca, 2017. "Ambiguity, monetary policy and trend inflation," LSE Research Online Documents on Economics 86165, London School of Economics and Political Science, LSE Library.
- Francesca Monti & Riccardo Maria Masolo, 2017. "Ambiguity, Monetary Policy and Trend Inflation," 2017 Meeting Papers 508, Society for Economic Dynamics.
- Jannsen, Nils & Wolters, Maik H., 2016. "Zu Produktionspotenzial und Produktionslücke in den Vereinigten Staaten," Kiel Insight 2016.2, Kiel Institute for the World Economy (IfW Kiel).
- Callum Jones & Mariano Kulish & Daniel M. Rees, 2018.
"International Spillovers of Forward Guidance Shocks,"
IMF Working Papers
2018/114, International Monetary Fund.
- Callum Jones & Mariano Kulish & Daniel Rees, 2020. "International spillovers of forward guidance shocks," BIS Working Papers 870, Bank for International Settlements.
- Callum Jones & Mariano Kulish & Daniel M. Rees, 2022. "International spillovers of forward guidance shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 131-160, January.
- Jordan Roulleau-Pasdeloup, 2017.
"The Government Spending Multiplier in a (Mis-)Managed Liquidity Trap,"
Cahiers de Recherches Economiques du Département d'économie
17.04, Université de Lausanne, Faculté des HEC, Département d’économie.
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"Online Estimation of DSGE Models,"
Liberty Street Economics
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"A Structural Investigation of Quantitative Easing,"
CRC TR 224 Discussion Paper Series
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"Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance,"
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"Comment on "Michelson-Morley, Fisher, and Occam: the radical implications of stable quiet inflation at the zero bound","
LSE Research Online Documents on Economics
85665, London School of Economics and Political Science, LSE Library.
- Ricardo Reis, 2017. "Comment on "Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound"," NBER Chapters, in: NBER Macroeconomics Annual 2017, volume 32, pages 246-260, National Bureau of Economic Research, Inc.
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"Understanding Inflation as a Joint Monetary-Fiscal Phenomenon,"
Working Papers
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"Online Appendix to "Accounting for Post-Crisis Inflation: A Retro Analysis","
Online Appendices
18-217, Review of Economic Dynamics.
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- Dück, Alexander & Verona, Fabio, 2023. "Monetary policy rules: model uncertainty meets design limits," Bank of Finland Research Discussion Papers 12/2023, Bank of Finland.
- Bareith, Tibor & Varga, József, 2022. "Az inflációs célt követő rendszer hozzájárulása az infláció mérsékléséhez Magyarországon [The contribution of the inflation targeting system to reducing inflation in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 989-1008.
- Richard Higgins, C., 2020. "Financial frictions and changing macroeconomic volatility," Journal of Macroeconomics, Elsevier, vol. 64(C).
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- Linde, Jesper & Trabandt, Mathias, 2019.
"Resolving the Missing Deflation Puzzle,"
CEPR Discussion Papers
13690, C.E.P.R. Discussion Papers.
- Harding, Martín & Lindé, Jesper & Trabandt, Mathias, 2022. "Resolving the missing deflation puzzle," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 15-34.
- McAdam, Peter & Warne, Anders, 2018.
"Euro area real-time density forecasting with financial or labor market frictions,"
Working Paper Series
2140, European Central Bank.
- McAdam, Peter & Warne, Anders, 2019. "Euro area real-time density forecasting with financial or labor market frictions," International Journal of Forecasting, Elsevier, vol. 35(2), pages 580-600.
- Yhlas SOVBETOV, 2019. "Phillips Curve Estimation During Tranquil and Recessionary Periods: Evidence From Panel Analysis," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 69(1), pages 23-41, June.
- Rui Wang, 2019. "Unconventional Monetary Policy in Japan: Empirical Evidence from Estimated Shadow Rate DSGE Model," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 1-29, June.
- Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhiguo, 2021. "Shadow banks, banking policies and China’s macroeconomic fluctuations," Journal of International Money and Finance, Elsevier, vol. 116(C).
- Clements, Michael P., 2016.
"Real-time factor model forecasting and the effects of instability,"
Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 661-675.
- Michael P. Clements, 2014. "Real-Time Factor Model Forecasting and the Effects of Instability," ICMA Centre Discussion Papers in Finance icma-dp2014-05, Henley Business School, University of Reading.
- Amy Y. Guisinger & Laura E. Jackson & Michael T. Owyang, 2022. "Age and Gender Differentials in Unemployment and Hysteresis," Working Papers 2022-015, Federal Reserve Bank of St. Louis.
- López-Salido, J David & Loria, Francesca, 2019. "Inflation at Risk," CEPR Discussion Papers 14074, C.E.P.R. Discussion Papers.
- Marc P. Giannoni, 2019. "Comment on "Optimal Inflation and the Identification of the Phillips Curve"," NBER Chapters, in: NBER Macroeconomics Annual 2019, volume 34, pages 256-266, National Bureau of Economic Research, Inc.
- Ferrero, Andrea & Harrison, Richard & Nelson, Benjamin, 2022.
"House price dynamics, optimal LTV limits and the liquidity trap,"
Bank of England working papers
969, Bank of England.
- Ferrero, Andrea & Harrison, Richard & Nelson, Benjamin, 2018. "House Price Dynamics, Optimal LTV Limits and the Liquidity Trap," CEPR Discussion Papers 13400, C.E.P.R. Discussion Papers.
- Roberto Duncan & Enrique Martínez‐García, 2023. "Forecasting inflation in open economies: What can a NOEM model do?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 481-513, April.
- Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Papers 2202.04146, arXiv.org.
- Fair, Ray C., 2020. "Variable mismeasurement in a class of DSGE models: Comment," Journal of Macroeconomics, Elsevier, vol. 66(C).
- Torre Cepeda Leonardo E. & Flores Segovia Miguel A., 2020. "Private Banking Credit and Economic Growth in Mexico: A State Level Panel Data Analysis 2005-2018," Working Papers 2020-17, Banco de México.
- Joshua Brault & Louis Phaneuf, 2021. "Higher Order Interest-Smoothing, Time-Varying Inflation Target and the Prospect of Indeterminacy," Working Papers 21-10, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Dück, Alexander & Le, Anh H., 2023. "Transition risk uncertainty and robust optimal monetary policy," IMFS Working Paper Series 187, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Antonio M. Conti & Concetta Gigante, 2018. "Weakness in Italy�s core inflation and the Phillips curve: the role of labour and financial indicators," Questioni di Economia e Finanza (Occasional Papers) 466, Bank of Italy, Economic Research and International Relations Area.
- Schmöller, Michaela, 2022. "Endogenous technology, scarring and fiscal policy," Bank of Finland Research Discussion Papers 13/2022, Bank of Finland.
- Stephen McKnight & Alexander Mihailov & Fabio Rumler, 2018.
"NKPC-Based Inflation Forecasts with a Time-Varying Trend,"
Serie documentos de trabajo del Centro de Estudios Económicos
2018-05, El Colegio de México, Centro de Estudios Económicos.
- McKnight, Stephen & Mihailov, Alexander & Rumler, Fabio, 2020. "Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend," Economic Modelling, Elsevier, vol. 87(C), pages 383-393.
- Stephen McKnight & Alexander Mihailov & Kerry Patterson & Fabio Rumler, 2014. "The Predictive Performance of Fundamental Inflation Concepts: An Application to the Euro Area and the United States," Economics Discussion Papers em-dp2014-03, Department of Economics, University of Reading.
- Benjamín García & Sebastián Guarda & Markus Kirchner & Rodrigo Tranamil, 2019. "XMAS: An extended model for analysis and simulations," Working Papers Central Bank of Chile 833, Central Bank of Chile.
- Roulleau-Pasdeloup, Jordan, 2020. "Optimal monetary policy and determinacy under active/passive regimes," European Economic Review, Elsevier, vol. 130(C).
- Luca Agnello & Vítor Castro & Ricardo M. Sousa, 2023. "Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long?," Empirical Economics, Springer, vol. 64(2), pages 539-565, February.
- Harashima, Taiji, 2018. "Why Are Inflation and Real Interest Rates So Low? A Mechanism of Low and Floating Real Interest and Inflation Rates," MPRA Paper 84311, University Library of Munich, Germany.
- Yui Kishaba & Tatsushi Okuda, 2023. "The Slope of the Phillips Curve for Service Prices in Japan: Regional Panel Data Approach," Bank of Japan Working Paper Series 23-E-8, Bank of Japan.
- Gasteiger, Emanuel & Grimaud, Alex, 2023.
"Price setting frequency and the Phillips curve,"
European Economic Review, Elsevier, vol. 158(C).
- Gasteiger, Emanuel & Grimaud, Alex, 2020. "Price setting frequency and the Phillips Curve," ECON WPS - Working Papers in Economic Theory and Policy 03/2020, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
- Garcés Díaz Daniel, 2020. "On the Drivers of Inflation in Different Monetary Regimes," Working Papers 2020-16, Banco de México.
- Meggiorini, Greta, 2023. "Behavioral New Keynesian Models: An empirical assessment," Journal of Macroeconomics, Elsevier, vol. 77(C).
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- Martin Harding & Rafael Wouters, 2022. "Risk and State-Dependent Financial Frictions," Staff Working Papers 22-37, Bank of Canada.
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- Canova, Fabio, 2020. "FAQ: How do I extract the output gap?," Working Paper Series 386, Sveriges Riksbank (Central Bank of Sweden).
- McAdam, Peter & Warne, Anders, 2020. "Density forecast combinations: the real-time dimension," Working Paper Series 2378, European Central Bank.
- Saeed Zaman, 2021. "A Unified Framework to Estimate Macroeconomic Stars," Working Papers 21-23R, Federal Reserve Bank of Cleveland, revised 15 Aug 2022.
- Gauti B. Eggertsson & Marc Giannoni, 2013.
"The inflation-output trade-off revisited,"
Staff Reports
608, Federal Reserve Bank of New York.
- Marc Giannoni & Gauti Eggertsson, 2013. "The Inflation Output Trade-Off Revisited," 2013 Meeting Papers 1120, Society for Economic Dynamics.
Cited by:
- Pang, Ke & Siklos, Pierre L., 2015.
"Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S,"
BOFIT Discussion Papers
2/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Pang, Ke & Siklos, Pierre L., 2016. "Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S," Journal of International Money and Finance, Elsevier, vol. 65(C), pages 195-212.
- Sharif, Bushra & Qayyum, Abdul, 2018. "Estimating the Inflation-Output Gap Trade-Off with Triangle Model in Pakistan," MPRA Paper 91166, University Library of Munich, Germany.
- Kang, Sang Hoon & Lahmiri, Salim & Uddin, Gazi Salah & Arreola Hernandez, Jose & Yoon, Seong-Min, 2020.
"Inflation cycle synchronization in ASEAN countries,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
- Sang Hoon Kang & Salim Lahmiri & Gazi Salah Uddin & Jose Arreola Hernandez & Seong-Min Yoon, 2020. "Inflation cycle synchronization in ASEAN countries," Post-Print hal-02779489, HAL.
- Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2013.
"Dynamic Effects of Credit Shocks in a Data-Rich Environment,"
CIRANO Working Papers
2013s-11, CIRANO.
- Jean Boivin & Marc P. Giannoni & Dalibor Stevanović, 2020. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 272-284, April.
- Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2016. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," CIRANO Working Papers 2016s-55, CIRANO.
- Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2013. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," Cahiers de recherche 1324, CIRPEE.
- Giannoni, Marc & Boivin, Jean & Stevanovic, Dalibor, 2013. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," CEPR Discussion Papers 9470, C.E.P.R. Discussion Papers.
- Jean Boivin & Marc Giannoni & Dalibor Stevanovic, 2013. "Dynamic effects of credit shocks in a data-rich environment," Staff Reports 615, Federal Reserve Bank of New York.
Cited by:
- Stevanovic Dalibor, 2016. "Common time variation of parameters in reduced-form macroeconomic models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(2), pages 159-183, April.
- Dario Caldara & Cristina Fuentes-Albero & Simon Gilchrist & Egon Zakrajšek, 2016.
"The Macroeconomic Impact of Financial and Uncertainty Shocks,"
International Finance Discussion Papers
1166, Board of Governors of the Federal Reserve System (U.S.).
- Caldara, Dario & Fuentes-Albero, Cristina & Gilchrist, Simon & Zakrajšek, Egon, 2016. "The macroeconomic impact of financial and uncertainty shocks," European Economic Review, Elsevier, vol. 88(C), pages 185-207.
- Dario Caldara & Cristina Fuentes-Albero & Simon Gilchrist & Egon Zakrajšek, 2016. "The Macroeconomic Impact of Financial and Uncertainty Shocks," NBER Working Papers 22058, National Bureau of Economic Research, Inc.
- Marcellino, Massimiliano & Foroni, Claudia & Stevanovic, Dalibor, 2020.
"Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis,"
CEPR Discussion Papers
15114, C.E.P.R. Discussion Papers.
- Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020. "Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis," CIRANO Working Papers 2020s-32, CIRANO.
- Foroni, Claudia & Marcellino, Massimiliano & Stevanovic, Dalibor, 2022. "Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis," International Journal of Forecasting, Elsevier, vol. 38(2), pages 596-612.
- Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2020. "Forecasting the Covid-19 recession and recovery: lessons from the financial crisis," Working Paper Series 2468, European Central Bank.
- Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020. "Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis," Working Papers 20-14, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2020.
- Simon Beyeler & Sylvia Kaufmann, 2016.
"Factor augmented VAR revisited - A sparse dynamic factor model approach,"
Working Papers
16.08, Swiss National Bank, Study Center Gerzensee.
- Kaufmann, Sylvia & Beyeler, Simon, 2018. "Factor augmented VAR revisited - A sparse dynamic factor model approach," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181602, Verein für Socialpolitik / German Economic Association.
- Simon Beyeler & Sylvia Kaufmann, 2019. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08R, Swiss National Bank, Study Center Gerzensee.
- Régis Barnichon & Christian Matthes & Alexander Ziegenbein, 2016. "Theory Ahead of Measurement? Assessing the Nonlinear Effects of Financial Market Disruptions," Working Paper 16-15, Federal Reserve Bank of Richmond.
- Popp, Aaron & Zhang, Fang, 2016. "The macroeconomic effects of uncertainty shocks: The role of the financial channel," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 319-349.
- Jean-Stéphane Mésonnier & Dalibor Stevanovic, 2012.
"Bank Leverage Shocks And The Macroeconomy: A New Look In A Data-Rich Environment,"
CIRANO Papers
2012n-10a, CIRANO.
- Mésonnier, J-S. & Stevanovic, D., 2012. "Bank leverage shocks and the macroeconomy: a new look in a data-rich environment," Working papers 394, Banque de France.
- Jean-Stéphane Mésonnier & Dalibor Stevanovic, 2013. "Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment," Cahiers de recherche 1330, CIRPEE.
- Jean-Stéphane Mésonnier & Dalibor Stevanovic, 2012. "Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment," CIRANO Working Papers 2012s-23, CIRANO.
- Banerjee, Ryan & Devereux, Michael B. & Lombardo, Giovanni, 2016.
"Self-oriented monetary policy, global financial markets and excess volatility of international capital flows,"
Journal of International Money and Finance, Elsevier, vol. 68(C), pages 275-297.
- Ryan Niladri Banerjee & Michael B Devereux & Giovanni Lombardo, 2016. "Self-oriented monetary policy, global financial markets and excess volatility of international capital flows," BIS Working Papers 540, Bank for International Settlements.
- Ryan Banerjee & Michael B. Devereux & Giovanni Lombardo, 2015. "Self-Oriented Monetary Policy, Global Financial Markets and Excess Volatility of International Capital Flows," NBER Working Papers 21737, National Bureau of Economic Research, Inc.
- Yohei Yamamoto, 2012.
"Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions,"
Global COE Hi-Stat Discussion Paper Series
gd12-249, Institute of Economic Research, Hitotsubashi University.
- YAMAMOTO, Yohei & 山本, 庸平, 2016. "Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions," Discussion paper series HIAS-E-26, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Yohei Yamamoto, 2019. "Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 247-267, March.
- Nathan Bedock & Dalibor Stevanovic, 2012.
"An Empirical Study of Credit Shock Transmission in a Small Open Economy,"
CIRANO Working Papers
2012s-16, CIRANO.
- Nathan Bedock & Dalibor Stevanović, 2017. "An empirical study of credit shock transmission in a small open economy," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(2), pages 541-570, May.
- Nathan Bedock & Dalibor Stevanovic, 2017. "An empirical study of credit shock transmission in a small open economy," Canadian Journal of Economics, Canadian Economics Association, vol. 50(2), pages 541-570, May.
- Mario Forni & Luca Gambetti & Nicolò Maffei-Faccioli & Luca Sala, 2022.
"Nonlinear transmission of financial shocks: Some new evidence,"
Working Paper
2022/3, Norges Bank.
- Mario Forni & Luca Gambetti & Nicolò Maffei‐Faccioli & Luca Sala, 2024. "Nonlinear Transmission of Financial Shocks: Some New Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(1), pages 5-33, February.
- Barnichon, Regis & Matthes, Christian & Ziegenbein, Alexander, 2016. "Assessing the Non-Linear Effects of Credit Market Shocks," CEPR Discussion Papers 11410, C.E.P.R. Discussion Papers.
- Ulrichs Magdalena, 2018. "Identification of Financial and Macroeconomic Shocks in a Var Model of the Polish Economy. A Stability Analysis," Economics and Business Review, Sciendo, vol. 4(1), pages 29-43, April.
- Jean-Stéphane Mésonnier & Dalibor Stevanovic, 2017. "The Macroeconomic Effects of Shocks to Large Banks’ Capital," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(4), pages 546-569, August.
- Antonio M. Conti & Andrea Nobili & Federico M. Signoretti, 2018. "Bank capital constraints, lending supply and economic activity," Temi di discussione (Economic working papers) 1199, Bank of Italy, Economic Research and International Relations Area.
- Simon Beyeler & Sylvia Kaufmann, 2021. "Reduced‐form factor augmented VAR—Exploiting sparsity to include meaningful factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(7), pages 989-1012, November.
- Maxime Leroux & Rachidi Kotchoni & Dalibor Stevanovic, 2017.
"Forecasting economic activity in data-rich environment,"
Working Papers
hal-04141668, HAL.
- Dalibor Stevanovic & Rachidi Kotchoni & Maxime Leroux, 2017. "Forecasting economic activity in data-rich environment," CIRANO Working Papers 2017s-05, CIRANO.
- Maxime Leroux & Rachidi Kotchoni & Dalibor Stevanovic, 2017. "Forecasting economic activity in data-rich environment," EconomiX Working Papers 2017-5, University of Paris Nanterre, EconomiX.
- Österholm, Pär, 2018. "The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs," Finance Research Letters, Elsevier, vol. 24(C), pages 186-192.
- Tihana Skrinjaric, 2022. "Macroeconomic effects of systemic stress: a rolling spillover index approach," Public Sector Economics, Institute of Public Finance, vol. 46(1), pages 109-140.
- Francisco Covas & Ben Rump & Egon Zakrajšek, 2013.
"Stress-testing U.S. bank holding companies: a dynamic panel quantile regression approach,"
Finance and Economics Discussion Series
2013-55, Board of Governors of the Federal Reserve System (U.S.).
- Covas, Francisco B. & Rump, Ben & Zakrajšek, Egon, 2014. "Stress-testing US bank holding companies: A dynamic panel quantile regression approach," International Journal of Forecasting, Elsevier, vol. 30(3), pages 691-713.
- Fonseca, Marcelo Gonçalves da Silva & Pereira, Pedro L. Valls, 2014.
"Credit shocks and monetary policy in Brazil: a structural FAVAR approach,"
Textos para discussão
358, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Valls Pereira, Pedro L. & da Silva Fonseca, Marcelo Gonçalves, 2012. "Credit Shocks and Monetary Policy in Brazil: A Structural Favar Approach," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 32(2), April.
- Etoundi Atenga, Eric Martial & Abdo, Maman Hassan & Mougoué, Mbodja, 2021. "Financial Frictions and Macroeconomy During Financial Crises: A Bayesian DSGE Assessment," American Business Review, Pompea College of Business, University of New Haven, vol. 24(2), pages 62-99, November.
- Dalibor Stevanovic & Charles Olivier Mao Takongmo, 2014.
"Selection of the number of factors in presence of structural instability: a Monte Carlo study,"
CIRANO Working Papers
2014s-44, CIRANO.
- Mao Takongmo, Charles Olivier & Stevanovic, Dalibor, 2015. "Selection Of The Number Of Factors In Presence Of Structural Instability: A Monte Carlo Study," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 177-233, Mars-Juin.
- Bofinger, Peter & Geißendörfer, Lisa & Haas, Thomas & Mayer, Fabian, 2021.
"Discovering the True Schumpeter - New Insights into the Finance and Growth Nexus,"
CEPR Discussion Papers
16851, C.E.P.R. Discussion Papers.
- Bofinger, Peter & Geißendörfer, Lisa & Haas, Thomas & Mayer, Fabian, 2022. "Discovering the true Schumpeter: New insights into the finance and growth nexus," W.E.P. - Würzburg Economic Papers 102, University of Würzburg, Department of Economics.
- Simon Gilchrist & Egon Zakrajšek, 2019.
"Trade Exposure and the Evolution of Inflation Dynamics,"
Finance and Economics Discussion Series
2019-007, Board of Governors of the Federal Reserve System (U.S.).
- Simon Gilchrist & Egon Zakrajsek, 2019. "Trade Exposure and the Evolution of Inflation Dynamics," Working Papers Central Bank of Chile 849, Central Bank of Chile.
- Simon Gilchrist & Egon Zakrajšek, 2020. "Trade Exposure and the Evolution of Inflation Dynamics," Central Banking, Analysis, and Economic Policies Book Series, in: Gonzalo Castex & Jordi Galí & Diego Saravia (ed.),Changing Inflation Dynamics,Evolving Monetary Policy, edition 1, volume 27, chapter 6, pages 173-226, Central Bank of Chile.
- Pinter, Gabor & Theodoridis, Konstantinos & Yates, Tony, 2013. "Risk news shocks and the business cycle," Bank of England working papers 483, Bank of England.
- Anastasios Evgenidis & Dionisis Philippas & Costas Siriopoulos, 2019. "Heterogeneous effects in the international transmission of the US monetary policy: a factor-augmented VAR perspective," Empirical Economics, Springer, vol. 56(5), pages 1549-1579, May.
- Marzie Taheri Sanjani, 2014. "Financial Frictions in Data: Evidence and Impact," IMF Working Papers 2014/238, International Monetary Fund.
- Marco Del Negro & Marc Giannoni & Christina Patterson, 2012.
"The forward guidance puzzle,"
Staff Reports
574, Federal Reserve Bank of New York.
- Marco Del Negro & Marc P. Giannoni & Christina Patterson, 2023. "The Forward Guidance Puzzle," Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 1(1), pages 43-79.
- Marc Giannoni & Christina Patterson & Marco Del Negro, 2015. "The Forward Guidance Puzzle," 2015 Meeting Papers 1529, Society for Economic Dynamics.
- Marc Giannoni & Christina Patterson & Marco Del Negro, 2016. "The Forward Guidance Puzzle," 2016 Meeting Papers 143, Society for Economic Dynamics.
Cited by:
- Ilabaca, Francisco & Meggiorini, Greta & Milani, Fabio, 2020.
"Bounded rationality, monetary policy, and macroeconomic stability,"
Economics Letters, Elsevier, vol. 186(C).
- Francisco Ilabaca & Greta Meggiorini & Fabio Milani, 2019. "Bounded Rationality, Monetary Policy, and Macroeconomic Stability," CESifo Working Paper Series 7706, CESifo.
- Francisco Ilabaca & Greta Meggiorini & Fabio Milani, 2019. "Bounded Rationality, Monetary Policy, and Macroeconomic Stability," Working Papers 181906, University of California-Irvine, Department of Economics.
- Christopher J. Gust & Edward P. Herbst & J. David López-Salido, 2018.
"Forward Guidance with Bayesian Learning and Estimation,"
Finance and Economics Discussion Series
2018-072, Board of Governors of the Federal Reserve System (U.S.).
- Edward Herbst & David Lopez-Salido & Christopher Gust, 2017. "Forward Guidance with Bayesian Learning and Estimation," 2017 Meeting Papers 1189, Society for Economic Dynamics.
- Coibion, Olivier & Georgarakos, Dimitris & Gorodnichenko, Yuriy & van Rooij, Maarten, 2019.
"How Does Consumption Respond to News about Inflation? Field Evidence from a Randomized Control Trial,"
IZA Discussion Papers
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"Optimal Monetary Policy with and without Debt,"
LIDAM Discussion Papers IRES
2022027, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
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Serie documentos de trabajo del Centro de Estudios Económicos
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International Journal of Central Banking, International Journal of Central Banking, vol. 7(3), pages 1-35, September.
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- Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2010. "Optimal monetary policy in open economies," Economics Working Papers ECO2010/35, European University Institute.
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"The Optimal Inflation Rate in New Keynesian Models: Should Central Banks Raise Their Inflation Targets in Light of the Zero Lower Bound?,"
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"The Implementation of Stabilization Policy,"
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"Leaning Against Housing Prices as Robustly Optimal Monetary Policy,"
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- Klaus Adam & Michael Woodford, 2018. "Leaning Against Housing Prices as Robustly Optimal Monetary Policy," CESifo Working Paper Series 7071, CESifo.
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"Central Bank Design,"
NBER Working Papers
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"How credible is the Federal Reserve?:A structural estimation of policy re-optimizations,"
2013 Meeting Papers
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"Asymmetries in Monetary Policy,"
CEPR Discussion Papers
15944, C.E.P.R. Discussion Papers.
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- Coroneo, Laura & Corradi, Valentina & Santos Monterio, Paulo, 2012.
"Testing for optimal monetary policy via moment inequalities,"
Economic Research Papers
270654, University of Warwick - Department of Economics.
- Coroneo, Laura & Corradi, Valentina & Santos Monteiro, Paulo, 2012. "Testing for optimal monetary policy via moment inequalities," The Warwick Economics Research Paper Series (TWERPS) 985, University of Warwick, Department of Economics.
- Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro, 2013. "Testing for optimal monetary policy via moment inequalities," Discussion Papers 13/07, Department of Economics, University of York.
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"What Rule for the Federal Reserve? Forecast Targeting,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(6), pages 39-95, December.
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- Lars E.O. Svensson, 2017. "What Rule for the Federal Reserve? Forecast Targeting," NBER Working Papers 23993, National Bureau of Economic Research, Inc.
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"Long-term debt pricing and monetary policy transmission under imperfect knowledge,"
Staff Reports
547, Federal Reserve Bank of New York.
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- Marc P. Giannoni, 2010. "Optimal Interest-Rate Rules in a Forward-Looking Model, and Inflation Stabilization versus Price-Level Stabilization," NBER Working Papers 15986, National Bureau of Economic Research, Inc.
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"Employment, wages and optimal monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 112(C), pages 77-96.
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- Marc P. Giannoni, 2010.
"Optimal Interest-Rate Rules in a Forward-Looking Model, and Inflation Stabilization versus Price-Level Stabilization,"
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- Andrew Levin & John C. Williams, 2000.
"The Performance of Forecast-Based Monetary Policy Rules under Model Uncertainty,"
Econometric Society World Congress 2000 Contributed Papers
1781, Econometric Society.
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- Andrew Levin & Volker Wieland & John Williams, 2000. "The Performance Of Forecast-Based Monetary Policy Rules Under Model Uncertainty," Computing in Economics and Finance 2000 203, Society for Computational Economics.
- Levin, Andrew & Wieland, Volker & Williams, John C., 2003. "The performance of forecast-based monetary policy rules under model uncertainty," CFS Working Paper Series 2003/06, Center for Financial Studies (CFS).
- Andrew Levin & Volker Wieland & John C. Williams, 2003. "The Performance of Forecast-Based Monetary Policy Rules Under Model Uncertainty," American Economic Review, American Economic Association, vol. 93(3), pages 622-645, June.
- Andrew T. Levin & Volker W. Wieland & John C. Williams, 2001. "The performance of forecast-based monetary policy rules under model uncertainty," Finance and Economics Discussion Series 2001-39, Board of Governors of the Federal Reserve System (U.S.).
- Benigno, Gianluca & Benigno, Pierpaolo, 2003.
"Designing targeting rules for international monetary policy cooperation,"
Working Paper Series
279, European Central Bank.
- Benigno, Gianluca & Benigno, Pierpaolo, 2006. "Designing targeting rules for international monetary policy cooperation," Journal of Monetary Economics, Elsevier, vol. 53(3), pages 473-506, April.
- Gianluca Benigno & Christoph Thoenissen, 2003.
"Equilibrium Exchange Rates and Supply-Side Performance,"
Economic Journal, Royal Economic Society, vol. 113(486), pages 103-124, March.
- Benigno, Gianluca & Christoph Thoenissen, 2002. "Equilibrium Exchange Rates and Supply Side Performance," Royal Economic Society Annual Conference 2002 19, Royal Economic Society.
- Gianluca Benigno & Christoph Thoenissen, 2002. "Equilibrium exchange rates and supply-side performance," Bank of England working papers 156, Bank of England.
- Beetsma, Roel & Jensen, Henrik, 2003.
"Mark-Up Fluctuations and Fiscal Policy Stabilization in a Monetary Union,"
CEPR Discussion Papers
4020, C.E.P.R. Discussion Papers.
- Beetsma, Roel M. W. J. & Jensen, Henrik, 2004. "Mark-up fluctuations and fiscal policy stabilization in a monetary union," Journal of Macroeconomics, Elsevier, vol. 26(2), pages 357-376, June.
- Lars E.O. Svensson, 2002.
"What Is Wrong with Taylor Rules? Using Judgment in Monetary Policy through Targeting Rules,"
Working Papers
118, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Lars E. O. Svensson, 2003. "What Is Wrong with Taylor Rules? Using Judgment in Monetary Policy through Targeting Rules," Journal of Economic Literature, American Economic Association, vol. 41(2), pages 426-477, June.
- Lars E. O. Svensson, 2003. "What is Wrong with Taylor Rules? Using Judgment in Monetary Policy through Targeting Rules," NBER Working Papers 9421, National Bureau of Economic Research, Inc.
- Kosuke Aoki & Kalin Nikolov, 2004.
"Rule-based monetary policy under central bank learning,"
Bank of England working papers
235, Bank of England.
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"Stabilization policy, rational expectations and price-level versus inflation targeting: a survey,"
Cardiff Economics Working Papers
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"Optimal Monetary Policy, Commitment, and Imperfect Credibility,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 4(1), pages 31-66.
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- Benigno, Gianluca & Benigno, Pierpaolo, 2004.
"Designing target rules for international monetary policy cooperation,"
LSE Research Online Documents on Economics
3759, London School of Economics and Political Science, LSE Library.
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"Optimal Interest-Rate Rules: II. Applications,"
NBER Working Papers
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"Inflation-targeting, price-path targeting and indeterminacy,"
Working Papers
2004-007, Federal Reserve Bank of St. Louis.
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"Technology Persistence and Monetary Policy,"
Economic Research Papers
270536, University of Warwick - Department of Economics.
- Pancrazi, Roberto & Vukotic, Marija, 2013. "Technology Persistence and Monetary Policy," The Warwick Economics Research Paper Series (TWERPS) 1013, University of Warwick, Department of Economics.
- Ippei Fujiwara & Naoko Hara & Naohisa Hirakata & Takeshi Kimura & Shinichiro Watanabe, 2007.
"Japanese Monetary Policy during the Collapse of the Bubble Economy: A View of Policymaking under Uncertainty,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 25(2), pages 89-128, November.
- Ippei Fujiwara & Naoko Hara & Naohisa Hirakata & Takeshi Kimura & Shinichiro Watanabe, 2007. "Japanese Monetary Policy during the Collapse of the Bubble Economy: A View of Policy-making under Uncertainty," IMES Discussion Paper Series 07-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
- Jeffery D. Amato, 2005. "The role of the natural rate of interest in monetary policy," BIS Working Papers 171, Bank for International Settlements.
- Merola, Rossana, 2010. "Optimal monetary policy in a small open economy with financial frictions," Discussion Paper Series 1: Economic Studies 2010,01, Deutsche Bundesbank.
- Toshitaka Sekine & Yuki Teranishi, 2008. "Inflation Targeting and Monetary Policy Activism," IMES Discussion Paper Series 08-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
- Ioannis N. Kallianiotis, 2014. "The Optimal Interest Rates and the Current Interest Rate System," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 2(3), pages 1-25.
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"Optimal Inflation Targeting Rules,"
NBER Working Papers
9939, National Bureau of Economic Research, Inc.
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"Optimal monetary policy in a micro-founded model with parameter uncertainty,"
Finance and Economics Discussion Series
2003-67, Board of Governors of the Federal Reserve System (U.S.).
- Kimura, Takeshi & Kurozumi, Takushi, 2007. "Optimal monetary policy in a micro-founded model with parameter uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 31(2), pages 399-431, February.
- Gerberding, Christina & Gerke, Rafael & Hammermann, Felix, 2010. "Price-level targeting when there is price-level drift," Discussion Paper Series 1: Economic Studies 2010,23, Deutsche Bundesbank.
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- Christoph E. Boehm & Christopher L. House, 2014. "Optimal Taylor Rules in New Keynesian Models," NBER Working Papers 20237, National Bureau of Economic Research, Inc.
- A. Hakan Kara, 2002. "Robust Targeting Rules for Monetary Policy," Discussion Papers 0208, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Marc Giannoni, 2006. "Robust Optimal Policy in a Forward-Looking Model with Parameter and Shock Uncertainty," NBER Working Papers 11942, National Bureau of Economic Research, Inc.
- Gerberding, Christina & Gerke, Rafael & Hammermann, Felix, 2012. "Price-level targeting when there is price-level drift," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 757-768.
- Eva Ortega & Nooman Rebei, 2006. "The Welfare Implications of Inflation versus Price-Level Targeting in a Two-Sector, Small Open Economy," Staff Working Papers 06-12, Bank of Canada.
- Yuki Teranishi, 2008. "Optimal Monetary Policy under Staggered Loan Contracts," IMES Discussion Paper Series 08-E-08, Institute for Monetary and Economic Studies, Bank of Japan.
- Andrew Levin & John C. Williams, 2000.
"The Performance of Forecast-Based Monetary Policy Rules under Model Uncertainty,"
Econometric Society World Congress 2000 Contributed Papers
1781, Econometric Society.
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"Some Unpleasant General Equilibrium Implications of Executive Incentive Compensation Contracts,"
NBER Working Papers
15165, National Bureau of Economic Research, Inc.
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"Endogenous Fluctuations and International Business Cycles,"
Serie documentos de trabajo del Centro de Estudios Económicos
2021-10, El Colegio de México, Centro de Estudios Económicos.
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- Stephen McKnight & Laura Povoledo, 2015. "Can indeterminacy and self-fulfilling expectations help explain international business cycles?," Working Papers 20151504, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
- Stephen McKnight & Laura Povoledo, 2022. "Endogenous fluctuations and international business cycles," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(1), pages 312-348, February.
- Stephen McKnight & Laura Povoledo, 2016. "Can indeterminacy and self-fulfilling expectations help explain international business cycles?," Serie documentos de trabajo del Centro de Estudios Económicos 2016-07, El Colegio de México, Centro de Estudios Económicos.
- Derviz, Alexis, 2013. "Bubbles, bank credit and macroprudential policies," Working Paper Series 1551, European Central Bank.
- Alexis Derviz, 2011. "Financial Frictions, Bubbles, and Macroprudential Policies," Working Papers 2011/04, Czech National Bank.
- Alexis Derviz, 2012. "Financial frictions and real implications of macroprudential policies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(3), pages 333-368, September.
- Jean-Pierre Danthine & John Donaldson, 2015.
"Executive Compensation: A General Equilibrium Perspective,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(2), pages 269-286, April.
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"Global Forces and Monetary Policy Effectiveness,"
NBER Working Papers
13736, National Bureau of Economic Research, Inc.
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Cited by:
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"Choques internacionales reales y financieros y su impacto sobre la economía colombiana,"
Borradores de Economia
9884, Banco de la Republica.
- Juan José Echavarría & Andrés González & Enrique López & Norberto Rodíguez, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Borradores de Economia 728, Banco de la Republica de Colombia.
- Juan José Echavarría & Andrés González & Enrique López & Norberto Rodríguez, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 30(69), pages 14-66, December.
- Juan José Echavarría & Andrés González, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 30(69), pages 14-66, December.
- Sigal Ribon, 2011. "The Effect of Monetary Policy on Inflation: A Factor Augmented VAR Approach using disaggregated data," Bank of Israel Working Papers 2011.12, Bank of Israel.
- Mr. Ashvin Ahuja & Ms. Alla Myrvoda, 2012. "The Spillover Effects of a Downturn in China’s Real Estate Investment," IMF Working Papers 2012/266, International Monetary Fund.
- Hilde C. Bjørnland & Julia Zhulanova, 2019.
"The shale oil boom and the U.S. economy: Spillovers and time-varying effects,"
Working Paper
2019/14, Norges Bank.
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- Hilde C. Bjørnland & Julia Zhulanova, 2019. "The shale oil boom and the US economy: Spillovers and time-varying effects," CAMA Working Papers 2019-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Buch, Claudia M. & Eickmeier, Sandra & Prieto, Esteban, 2010.
"Macroeconomic factors and micro-level bank risk,"
Discussion Paper Series 1: Economic Studies
2010,20, Deutsche Bundesbank.
- Claudia M. Buch & Sandra Eickmeier & Esteban Prieto, 2010. "Macroeconomic Factors and Micro-Level Bank Risk," CESifo Working Paper Series 3194, CESifo.
- Claudia M. Buch & Sandra Eickmeier & Esteban Prieto, 2014. "Macroeconomic Factors and Microlevel Bank Behavior," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 715-751, June.
- Budnik, Katarzyna & Affinito, Massimiliano & Barbic, Gaia & Ben Hadj, Saiffedine & Chretien, Edouard & Dewachter, Hans & Gonzalez, Clara Isabel & Hu, Jenny & Jantunen, Lauri & Jimborean, Ramona & Mann, 2019.
"The benefits and costs of adjusting bank capitalisation: evidence from euro area countries,"
Working Paper Series
2261, European Central Bank.
- Katarzyna Budnik & Gaia Barbic & Giulio Nicoletti & Massimiliano Affinito & Fabrizio Venditti & Saiffedine Ben Hadj & Hans Dewachter & Edouard Chretien & Clara Isabel González & Javier Mencía & Jenny , 2019. "The benefits and costs of adjusting bank capitalisation: evidence from euro area countries," Working Papers 1923, Banco de España.
- Jean Boivin & Marc P. Giannoni & Benoît Mojon, 2008. "How Has the Euro Changed the Monetary Transmission?," NBER Working Papers 14190, National Bureau of Economic Research, Inc.
- Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang, 2011.
"Classical time-varying FAVAR models - Estimation, forecasting and structural analysis,"
CEPR Discussion Papers
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- Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011. "Classical time-varying FAVAR models - estimation, forecasting and structural analysis," Discussion Paper Series 1: Economic Studies 2011,04, Deutsche Bundesbank.
- Chong, Terence Tai Leung & Zhu, Tingting & Rafiq, M.S., 2013.
"Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India,"
MPRA Paper
60985, University Library of Munich, Germany.
- Terence Tai Leung Chong & M. S. Rafiq & Tingting Juni Zhu & Zhang Wu, 2019. "Are Prices Sticky In Large Developing Economies? An Empirical Comparison Of China And India," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(02), pages 341-363, March.
- Chevallier, Julien, 2011.
"Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model,"
Economic Modelling, Elsevier, vol. 28(1-2), pages 557-567, January.
- Chevallier, Julien, 2011. "Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model," Economic Modelling, Elsevier, vol. 28(1), pages 557-567.
- Julien Chevallier, 2011. "Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model," Post-Print hal-00991961, HAL.
- Boris Hofmann & Gert Peersman, 2017.
"Monetary Policy Transmission And Trade-Offs In The United States: Old And New,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
17/940, Ghent University, Faculty of Economics and Business Administration.
- Boris Hofmann & Gert Peersman, 2017. "Monetary policy transmission and trade-offs in the United States: Old and new," BIS Working Papers 649, Bank for International Settlements.
- Boris Hofmann & Gert Peersman, 2017. "Monetary Policy Transmission and Trade-offs in the United States: Old and New," CESifo Working Paper Series 6745, CESifo.
- Muñoz, Mª Pilar & Márquez, María Dolores & Sánchez, Josep A., 2011. "Contagion between United States and european markets during the recent crises," MPRA Paper 35993, University Library of Munich, Germany.
- Simon Beyeler & Sylvia Kaufmann, 2016.
"Factor augmented VAR revisited - A sparse dynamic factor model approach,"
Working Papers
16.08, Swiss National Bank, Study Center Gerzensee.
- Kaufmann, Sylvia & Beyeler, Simon, 2018. "Factor augmented VAR revisited - A sparse dynamic factor model approach," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181602, Verein für Socialpolitik / German Economic Association.
- Simon Beyeler & Sylvia Kaufmann, 2019. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08R, Swiss National Bank, Study Center Gerzensee.
- Eickmeier, Sandra & Hofmann, Boris, 2010.
"Monetary policy, housing booms and financial (im)balances,"
Discussion Paper Series 1: Economic Studies
2010,07, Deutsche Bundesbank.
- Eickmeier, Sandra & Hofmann, Boris, 2013. "Monetary Policy, Housing Booms, And Financial (Im)Balances," Macroeconomic Dynamics, Cambridge University Press, vol. 17(4), pages 830-860, June.
- Hofmann, Boris & Eickmeier, Sandra, 2010. "Monetary policy, housing booms and financial (im)balances," Working Paper Series 1178, European Central Bank.
- Konstantins Benkovskis & Andrejs Bessonovs & Martin Feldkircher & Julia Wörz, 2011. "The Transmission of Euro Area Monetary Shocks to the Czech Republic, Poland and Hungary: Evidence from a FAVAR Model," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 8-36.
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"Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand,"
Empirical Economics, Springer, vol. 39(2), pages 537-558, October.
- Chris Bloor & Troy Matheson, 2008. "Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2008/09, Reserve Bank of New Zealand.
- Aleksandra Hałka & Jacek Kotłowski, 2017.
"Global or Domestic? Which Shocks Drive Inflation in European Small Open Economies?,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(8), pages 1812-1835, August.
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- Chong, Terence Tai Leung & Wu, Zhang, 2018.
"Price Rigidity in China: Empirical Results at Home and Abroad,"
MPRA Paper
92013, University Library of Munich, Germany.
- Wu, Zhang & Chong, Terence Tai-Leung, 2019. "Price rigidity in China: Empirical results at home and abroad," China Economic Review, Elsevier, vol. 55(C), pages 218-235.
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"Transmission Lags of Monetary Policy: A Meta-Analysis,"
William Davidson Institute Working Papers Series
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- Tomas Havranek & Marek Rusnak, 2012. "Transmission Lags of Monetary Policy: A Meta-Analysis," Working Papers IES 2012/27, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2012.
- Tomas Havranek & Marek Rusnak, 2012. "Transmission Lags of Monetary Policy: A Meta-Analysis," Working Papers 2012/10, Czech National Bank.
- Gonzalo Echavarría M. & Wildo González P, 2011. "Un Modelo de Factores Dinámicos de Pequeña Escala para el Imacec," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 14(2), pages 109-118, August.
- Milani, Fabio, 2012.
"Has Globalization Transformed U.S. Macroeconomic Dynamics?,"
Macroeconomic Dynamics, Cambridge University Press, vol. 16(2), pages 204-229, April.
- Fabio Milani, 2009. "Has Globalization Transformed U.S. Macroeconomic Dynamics?," Working Papers 091001, University of California-Irvine, Department of Economics.
- Fabio Milani, 2009. "Has globalization transformed U.S. macroeconomic dynamics?," Globalization Institute Working Papers 32, Federal Reserve Bank of Dallas.
- Chatterjee, Arpita, 2016. "Globalization and monetary policy comovement: International evidence," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 181-202.
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- Firmin Doko Tchatoka & Nicolas Groshenny & Qazi Haque & Mark Weder, 2016. "Monetary Policy and Indeterminacy after the 2001 Slump," School of Economics and Public Policy Working Papers 2016-09, University of Adelaide, School of Economics and Public Policy.
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Articles
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"Medium‐Term Money Neutrality and the Effective Lower Bound,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S2), pages 561-600, December.
See citations under working paper version above.
- Gauti B. Eggertsson & Marc Giannoni, 2020. "Medium-Term Money Neutrality and the Effective Lower Bound," NBER Working Papers 27669, National Bureau of Economic Research, Inc.
- Jean Boivin & Marc P. Giannoni & Dalibor Stevanović, 2020.
"Dynamic Effects of Credit Shocks in a Data-Rich Environment,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 272-284, April.
See citations under working paper version above.
- Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2013. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," CIRANO Working Papers 2013s-11, CIRANO.
- Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2016. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," CIRANO Working Papers 2016s-55, CIRANO.
- Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2013. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," Cahiers de recherche 1324, CIRPEE.
- Giannoni, Marc & Boivin, Jean & Stevanovic, Dalibor, 2013. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," CEPR Discussion Papers 9470, C.E.P.R. Discussion Papers.
- Jean Boivin & Marc Giannoni & Dalibor Stevanovic, 2013. "Dynamic effects of credit shocks in a data-rich environment," Staff Reports 615, Federal Reserve Bank of New York.
- Del Negro, Marco & Giannone, Domenico & Giannoni, Marc P. & Tambalotti, Andrea, 2019.
"Global trends in interest rates,"
Journal of International Economics, Elsevier, vol. 118(C), pages 248-262.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 248-262, National Bureau of Economic Research, Inc.
See citations under working paper version above.- Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Working Papers 25039, National Bureau of Economic Research, Inc.
- Brandyn Bok & Marco Del Negro & Domenico Giannone & Marc Giannoni & Eric Qian & Andrea Tambalotti, 2019. "Global Trends in Interest Rates," Liberty Street Economics 20190227, Federal Reserve Bank of New York.
- Marco Del Negro & Andrea Tambalotti & Domenico Giannone & Marc Giannoni, 2019. "Global Trends in Interest Rates," 2019 Meeting Papers 77, Society for Economic Dynamics.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," Working Papers 1812, Federal Reserve Bank of Dallas.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global trends in interest rates," Staff Reports 866, Federal Reserve Bank of New York.
- Cai, Michael & Del Negro, Marco & Giannoni, Marc P. & Gupta, Abhi & Li, Pearl & Moszkowski, Erica, 2019.
"DSGE forecasts of the lost recovery,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1770-1789.
See citations under working paper version above.
- Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li & Erica Moszkowski, 2018. "DSGE forecasts of the lost recovery," Staff Reports 844, Federal Reserve Bank of New York.
- Eusepi, Stefano & Giannoni, Marc P. & Preston, Bruce, 2018.
"Some implications of learning for price stability,"
European Economic Review, Elsevier, vol. 106(C), pages 1-20.
See citations under working paper version above.
- Stefano Eusepi & Marc P. Giannoni & Bruce Preston, 2017. "Some implications of learning for price stability," CAMA Working Papers 2017-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2017.
"Safety, Liquidity, and the Natural Rate of Interest,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 48(1 (Spring), pages 235-316.
See citations under working paper version above.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2017. "Safety, liquidity, and the natural rate of interest," Staff Reports 812, Federal Reserve Bank of New York.
- Marc Giannoni & Domenico Giannone & Andrea Tambalotti & Marco Del Negro, 2017. "Safety, Liquidity, and the Natural Rate of Interest," 2017 Meeting Papers 803, Society for Economic Dynamics.
- Giannoni, Marc P. & Woodford, Michael, 2017.
"Optimal target criteria for stabilization policy,"
Journal of Economic Theory, Elsevier, vol. 168(C), pages 55-106.
See citations under working paper version above.
- Woodford, Michael & Giannoni, Marc, 2010. "Optimal Target Criteria for Stabilization Policy," CEPR Discussion Papers 7719, C.E.P.R. Discussion Papers.
- Michael Woodford & Marc P. Giannoni, 2010. "Optimal Target Criteria for Stabilization Policy," 2010 Meeting Papers 932, Society for Economic Dynamics.
- Marc P. Giannoni & Michael Woodford, 2010. "Optimal Target Criteria for Stabilization Policy," NBER Working Papers 15757, National Bureau of Economic Research, Inc.
- Marc Giannoni & Michael Woodford, 2012. "Optimal target criteria for stabilization policy," Staff Reports 535, Federal Reserve Bank of New York.
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2015.
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Finance and Economics Discussion Series
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- Mariusz Górajski & Zbigniew Kuchta, 2022. "Which hallmarks of optimal monetary policy rules matter in Poland? A stochastic dominance approach," Bank i Kredyt, Narodowy Bank Polski, vol. 53(2), pages 149-182.
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- Górajski Mariusz & Kuchta Zbigniew, 2018. "Measuring Uncertainty of Optimal Simple Monetary Policy Rules in DSGE models," Lodz Economics Working Papers 6/2018, University of Lodz, Faculty of Economics and Sociology.
- Fatemeh Labafi Feriz & Saeed Samadi & khadijeh Nasrollahi & Rasul Bakhshi Dastjerdi, 2018. "Robust Discretionary Monetary Policy under Cost-Push Shock Uncertainty of Iran’s Economy," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 22(2), pages 503-526, Spring.
- Ippei Fujiwara & Naoko Hara & Naohisa Hirakata & Shinichiro Watanabe & Kentaro Yoshimura, 2005. "Monetary Policy in a Liquidity Trap: What Have We Learned, and to What End?," International Finance, Wiley Blackwell, vol. 8(3), pages 471-508, December.
- Rufus Adebayo AJISAFE & Kazeem FASOYE & Musbau Olaniyan FATAI & Folorunsho M. AJIDE, 2022. "Optimal Fiscal and Monetary Policy Under Uncertainty in Nigeria: A Markov-Switching Dynamic Approach," Romanian Journal of Economics, Institute of National Economy, vol. 55(2(64)), pages 113-128, December.
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"Sources of Uncertainty for Conducting Monetary Policy in Chile,"
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Chapters
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018.
"Global Trends in Interest Rates,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 248-262,
National Bureau of Economic Research, Inc.
- Del Negro, Marco & Giannone, Domenico & Giannoni, Marc P. & Tambalotti, Andrea, 2019. "Global trends in interest rates," Journal of International Economics, Elsevier, vol. 118(C), pages 248-262.
See citations under working paper version above.- Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Working Papers 25039, National Bureau of Economic Research, Inc.
- Brandyn Bok & Marco Del Negro & Domenico Giannone & Marc Giannoni & Eric Qian & Andrea Tambalotti, 2019. "Global Trends in Interest Rates," Liberty Street Economics 20190227, Federal Reserve Bank of New York.
- Marco Del Negro & Andrea Tambalotti & Domenico Giannone & Marc Giannoni, 2019. "Global Trends in Interest Rates," 2019 Meeting Papers 77, Society for Economic Dynamics.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," Working Papers 1812, Federal Reserve Bank of Dallas.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global trends in interest rates," Staff Reports 866, Federal Reserve Bank of New York.
- Jean Boivin & Marc P. Giannoni & Benoît Mojon, 2009.
"How Has the Euro Changed the Monetary Transmission Mechanism?,"
NBER Chapters, in: NBER Macroeconomics Annual 2008, Volume 23, pages 77-125,
National Bureau of Economic Research, Inc.
Cited by:
- Zsolt Darvas, 2012.
"Monetary transmission in three central European economies- evidence from time-varying coefficient vector autoregressions,"
Working Papers
722, Bruegel.
- Zsolt Darvas, 2013. "Monetary transmission in three central European economies: evidence from time-varying coefficient vector autoregressions," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 40(2), pages 363-390, May.
- Zsolt Darvas, 2009. "Monetary Transmission in three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions," Working Papers 0903, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, revised 30 Apr 2012.
- Zsolt Darvas, 2009. "Monetary Transmission in Three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions," CERS-IE WORKING PAPERS 0913, Institute of Economics, Centre for Economic and Regional Studies.
- Zsolt Darvas, 2012. "Monetary transmission in three central European economies: evidence from time-varying coefficient vector autoregressions," CERS-IE WORKING PAPERS 1219, Institute of Economics, Centre for Economic and Regional Studies.
- Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang, 2011.
"Classical time-varying FAVAR models - Estimation, forecasting and structural analysis,"
CEPR Discussion Papers
8321, C.E.P.R. Discussion Papers.
- Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011. "Classical time-varying FAVAR models - estimation, forecasting and structural analysis," Discussion Paper Series 1: Economic Studies 2011,04, Deutsche Bundesbank.
- Barigozzi, Matteo & Conti, Antonio & Luciani, Matteo, 2012.
"Do Euro area countries respond asymmetrically to the common monetary policy?,"
LSE Research Online Documents on Economics
43344, London School of Economics and Political Science, LSE Library.
- Matteo Luciani & Antoniomaria Conti & Matteo Barigozzi, 2013. "Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?," ULB Institutional Repository 2013/153330, ULB -- Universite Libre de Bruxelles.
- Matteo Barigozzi & Antonio M. Conti & Matteo Luciani, 2013. "Do euro area countries respond asymmetrically to the common monetary policy?," Temi di discussione (Economic working papers) 923, Bank of Italy, Economic Research and International Relations Area.
- Matteo Barigozzi & Antonio M. Conti & Matteo Luciani, 2014. "Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(5), pages 693-714, October.
- Konstantins Benkovskis & Andrejs Bessonovs & Martin Feldkircher & Julia Wörz, 2011. "The Transmission of Euro Area Monetary Shocks to the Czech Republic, Poland and Hungary: Evidence from a FAVAR Model," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 8-36.
- Tomas Havranek & Marek Rusnak, 2012.
"Transmission Lags of Monetary Policy: A Meta-Analysis,"
William Davidson Institute Working Papers Series
wp1038, William Davidson Institute at the University of Michigan.
- Tomas Havranek & Marek Rusnak, 2013. "Transmission Lags of Monetary Policy: A Meta-Analysis," International Journal of Central Banking, International Journal of Central Banking, vol. 9(4), pages 39-76, December.
- Tomas Havranek & Marek Rusnak, 2012. "Transmission Lags of Monetary Policy: A Meta-Analysis," Working Papers IES 2012/27, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2012.
- Tomas Havranek & Marek Rusnak, 2012. "Transmission Lags of Monetary Policy: A Meta-Analysis," Working Papers 2012/10, Czech National Bank.
- Robert Pater, 2014. "Are there two types of business cycles? a note on crisis detection," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 10(3), pages 1-28, December.
- Prettner, Catherine & Prettner, Klaus, 2012.
"After Two Decades of Integration: How Interdependent are Eastern European Economies and the Euro Area?,"
Department of Economics Working Paper Series
138, WU Vienna University of Economics and Business.
- Catherine Prettner & Klaus Prettner, 2012. "After Two Decades of Integration: How Interdependent are Eastern European Economies and the Euro Area?," EcoMod2012 4421, EcoMod.
- Catherine Prettner & Klaus Prettner, 2012. "After Two Decades of Integration: How Interdependent are Eastern European Economies and the Euro Area?," Department of Economics Working Papers wuwp138, Vienna University of Economics and Business, Department of Economics.
- António Afonso & António Jorge Silva, 2014. "The Monetary Transmission Mechanism in the Euro Area: has it changed with the EMU? A VAR approach, with fiscal policy and financial stress considerations," Working Papers Department of Economics 2014/10, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Georgios Georgiadis & Martina Jancokova, 2017.
"Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks,"
Globalization Institute Working Papers
314, Federal Reserve Bank of Dallas.
- Georgiadis, Georgios & Jančoková, Martina, 2017. "Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks," Working Paper Series 2082, European Central Bank.
- Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," GRU Working Paper Series GRU_2017_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Georgiadis, Georgios & Jančoková, Martina, 2020. "Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
- Timo Bettendorf, 2017. "Idiosyncratic and international transmission of shocks in the G7: Does EMU matter?," Review of International Economics, Wiley Blackwell, vol. 25(4), pages 856-890, September.
- Prettner, Catherine & Prettner, Klaus, 2014.
"How interdependent are Eastern European economies and the Euro area?,"
University of Göttingen Working Papers in Economics
187, University of Goettingen, Department of Economics.
- Keppel, Catherine & Prettner, Klaus, 2015. "How interdependent are Eastern European economies and the Euro area?," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 18-31.
- Alexei Onatski & Chen Wang, 2021.
"Spurious Factor Analysis,"
Econometrica, Econometric Society, vol. 89(2), pages 591-614, March.
- Onatski, A. & Wang, C., 2020. "Spurious Factor Analysis," Cambridge Working Papers in Economics 2003, Faculty of Economics, University of Cambridge.
- Hristov, Nikolay & Huelsewig, Oliver & Siemsen, Thomas & Wollmershaeuser, Timo, 2019.
"Restoring euro area monetary transmission: Which role for government bond rates?,"
Munich Reprints in Economics
78269, University of Munich, Department of Economics.
- Nikolay Hristov & Oliver Hülsewig & Thomas Siemsen & Timo Wollmershäuser, 2019. "Restoring euro area monetary transmission: Which role for government bond rates?," Empirical Economics, Springer, vol. 57(3), pages 991-1021, September.
- Neri, Stefano & Nobili, Andrea & Conti, Antonio M., 2017. "Low inflation and monetary policy in the euro area," Working Paper Series 2005, European Central Bank.
- Stefano Neri & Andrea Nobili, 2010. "The Transmission of US Monetary Policy to the Euro Area," International Finance, Wiley Blackwell, vol. 13(1), pages 55-78, March.
- Borrallo Egea, Fructuoso & Hierro, Luis Ángel, 2019. "Transmission of monetary policy in the US and EU in times of expansion and crisis," Journal of Policy Modeling, Elsevier, vol. 41(4), pages 763-783.
- Zsolt Darvas, 2012.
"Monetary transmission in three central European economies- evidence from time-varying coefficient vector autoregressions,"
Working Papers
722, Bruegel.
- Jean Boivin & Marc P. Giannoni, 2007.
"Global Forces and Monetary Policy Effectiveness,"
NBER Chapters, in: International Dimensions of Monetary Policy, pages 429-478,
National Bureau of Economic Research, Inc.
See citations under working paper version above.
- Jean Boivin & Marc Giannoni, 2008. "Global Forces and Monetary Policy Effectiveness," NBER Working Papers 13736, National Bureau of Economic Research, Inc.
- Marc Giannoni & Jean Boivin, 2008. "Global Forces and Monetary Policy Effectiveness," 2008 Meeting Papers 1067, Society for Economic Dynamics.
- Marc Giannoni & Michael Woodford, 2004.
"Optimal Inflation-Targeting Rules,"
NBER Chapters, in: The Inflation-Targeting Debate,
National Bureau of Economic Research, Inc.
See citations under working paper version above.
- Marc P. Giannoni & Michael Woodford, 2003. "Optimal Inflation Targeting Rules," NBER Working Papers 9939, National Bureau of Economic Research, Inc.