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Ming Chien Lo

Personal Details

First Name:Ming
Middle Name:Chien
Last Name:Lo
Suffix:
RePEc Short-ID:plo94
http://web.stcloudstate.edu/mclo
Terminal Degree:2002 Department of Economics; University of Washington (from RePEc Genealogy)

Affiliation

Economics Department
St. Cloud State University

St. Cloud, Minnesota (United States)
http://www.stcloudstate.edu/economics
RePEc:edi:edstcus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ming Chien Lo & Jeremy M. Piger, 2003. "Is the response of output to monetary policy asymmetric? evidence from a regime-switching coefficients model," Working Papers 2001-022, Federal Reserve Bank of St. Louis.
  2. Ming Chien Lo & Eric Zivot, 1999. "Threshold Cointegration and Nonlinear Adjustment to the Law of One Price," Discussion Papers in Economics at the University of Washington 0030, Department of Economics at the University of Washington.
  3. Ming Chien Lo & Kar-yiu Wong, 1999. "The Asian Crisis: A Statistical Point of View," Discussion Papers in Economics at the University of Washington 0046, Department of Economics at the University of Washington.

Articles

  1. Lo, Ming Chien & Piger, Jeremy, 2005. "Is the Response of Output to Monetary Policy Asymmetric? Evidence from a Regime-Switching Coefficients Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(5), pages 865-886, October.

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.

Working papers

  1. Ming Chien Lo & Jeremy M. Piger, 2003. "Is the response of output to monetary policy asymmetric? evidence from a regime-switching coefficients model," Working Papers 2001-022, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Fergus Cumming & Paul Hubert, 2019. "The role of households' borrowing constraints in the transmission of monetary policy," Sciences Po publications 20/2019, Sciences Po.
    2. Michael T. Owyang & Jeremy Piger & Daniel Soques, 2022. "Contagious switching," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 415-432, March.
    3. Frederic Boissay & Fabrice Collard & Cristina Manea & Adam Shapiro, 2023. "Monetary tightening, inflation drivers and financial stress," BIS Working Papers 1155, Bank for International Settlements.
    4. Chevaughn van der Westhuizen & Renee van Eyden & Goodness C. Aye, 2023. "Monetary Policy Effectiveness in the Face of Uncertainty: The Real Macroeconomic Impact of a Monetary Policy Shock in South Africa during High and Low Uncertainty States," Working Papers 202331, University of Pretoria, Department of Economics.
    5. Jarkko Jääskelä, 2007. "More Potent Monetary Policy? Insights from a Threshold Model," RBA Research Discussion Papers rdp2007-07, Reserve Bank of Australia.
    6. Kandil, Magda, 2009. "Demand-side stabilization policies: What is the evidence of their potential?," Journal of Economics and Business, Elsevier, vol. 61(3), pages 261-276.
    7. Engelbert Stockhammer & Simon Sturn, 2012. "The impact of monetary policy on unemployment hysteresis," Applied Economics, Taylor & Francis Journals, vol. 44(21), pages 2743-2756, July.
    8. Shyh-Wei Chen & Chung-Hua Shen & Zixiong Xie, 2006. "Nonlinear relationship between inflation and inflation uncertainty in Taiwan," Applied Economics Letters, Taylor & Francis Journals, vol. 13(8), pages 529-533.
    9. Wenting Liao & Jun Ma & Chengsi Zhang, 2023. "Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 989-1006, November.
    10. Taylor, Alan M. & Cloyne, James & Jordà , Òscar, 2023. "State-Dependent Local Projections: Understanding Impulse Response Heterogeneity," CEPR Discussion Papers 17903, C.E.P.R. Discussion Papers.
    11. Seewon Kim, 2018. "Effects of Monetary Policy during Financial Market Crises and Regime Changes: An Empirical Evaluation Using a Nonlinear Vector Autoregression Model," Asian Economic Journal, East Asian Economic Association, vol. 32(2), pages 105-123, June.
    12. Pao-Lin Tien & Tara M. Sinclair & Edward N. Gamber, 2016. "Do Fed Forecast Errors Matter?," Working Papers 2016-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    13. Edoardo GAFFEO & Ivan PETRELLA & Damjan PFAJFAR & Emiliano SANTORO, 2010. "Reference-dependent preferences and the transmission of monetary policy," Working Papers of Department of Economics, Leuven ces10.28, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
    14. Vinícius Dos Santos Cerqueira & Márcio Bruno Ribeiro & Thiago Sevilhano Martinez, 2014. "Propagaçãoassimétrica De Choques Monetários Na Economia Brasileira: Evidênciascom Base Em Um Modelo Vetorial Não-Linear De Transição Suave," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 032, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    15. Kamalyan, Hayk, 2021. "The State-Dependent Effects of Monetary Policy," MPRA Paper 107489, University Library of Munich, Germany.
    16. Babutsidze, Zakaria, 2006. "(S,s) Pricing: Does the Heterogeneity Wipe Out the Asymmetry on Micro Level?," MERIT Working Papers 2006-033, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    17. Jackson, Laura E. & Owyang, Michael T. & Soques, Daniel, 2018. "Nonlinearities, smoothing and countercyclical monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 136-154.
    18. Travis J. Berge & Damjan Pfajfar, 2019. "Duration Dependence, Monetary Policy Asymmetries, and the Business Cycle," Finance and Economics Discussion Series 2019-020, Board of Governors of the Federal Reserve System (U.S.).
    19. Alpanda, Sami & Granziera, Eleonora & Zubairy, Sarah, 2019. "State dependence of monetary policy across business, credit and interest rate cycles," Working Paper 2019/21, Norges Bank.
    20. Tenreyro, Silvana & Thwaites, Gregory, 2015. "Pushing on a String: US Monetary Policy is Less Powerful in Recessions," CEPR Discussion Papers 10786, C.E.P.R. Discussion Papers.
    21. Knut Are Aastveit & Gisle James Natvik & Sergio Sola, 2013. "Economic uncertainty and the effectiveness of monetary policy," Working Paper 2013/17, Norges Bank.
    22. Zakir, Nadia & Malik, Wasim Shahid, 2013. "Are the effects of monetary policy on output asymmetric in Pakistan?," Economic Modelling, Elsevier, vol. 32(C), pages 1-9.
    23. Naoko Hara & Ryuzo Miyao & Tatsuyoshi Okimoto, 2019. "The Effects of Asset Purchases and Normalization of US Monetary Policy," IMES Discussion Paper Series 19-E-16, Institute for Monetary and Economic Studies, Bank of Japan.
    24. Manuchehr Irandoust, 2020. "The effectiveness of monetary policy and output fluctuations: An asymmetric analysis," Australian Economic Papers, Wiley Blackwell, vol. 59(2), pages 161-181, June.
    25. Hang, Yin & Xue, Wenjun, 2020. "The asymmetric effects of monetary policy on the business cycle: Evidence from the panel smoothed quantile regression model," Economics Letters, Elsevier, vol. 195(C).
    26. Jannsen, Nils & Potjagailo, Galina & Wolters, Maik H., 2015. "Monetary policy during financial crises: Is the transmission mechanism impaired?," Economics Working Papers 2015-04, Christian-Albrechts-University of Kiel, Department of Economics.
    27. Escobari, Diego, 2012. "Asymmetric Price Adjustments in Airlines," MPRA Paper 42115, University Library of Munich, Germany.
    28. Brana, Sophie & Prat, Stéphanie, 2016. "The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model," Economic Modelling, Elsevier, vol. 52(PA), pages 26-34.
    29. Wang, Xia & Zheng, Tingguo & Zhu, Yanli, 2014. "Money–output Granger causal dynamics in China," Economic Modelling, Elsevier, vol. 43(C), pages 192-200.
    30. Barnichon, Regis & Matthes, Christian, 2018. "Functional Approximation of Impulse Responses," Journal of Monetary Economics, Elsevier, vol. 99(C), pages 41-55.
    31. Luiggi Donayre & Neil A. Wilmot, 2016. "The Asymmetric Effects of Oil Price Shocks on the Canadian Economy," International Journal of Energy Economics and Policy, Econjournals, vol. 6(2), pages 167-182.
    32. Caglayan, Mustafa & Kandemir Kocaaslan, Ozge & Mouratidis, Kostas, 2016. "Financial Depth and the Asymmetric Impact of Monetary Policy," MPRA Paper 75250, University Library of Munich, Germany, revised Aug 2016.
    33. Steffen Ahrens & Inske Pirschel & Dennis Snower, 2014. "A Theory of Price Adjustment under Loss Aversion," CESifo Working Paper Series 4789, CESifo.
    34. Zakaria Babutsidze, 2012. "Asymmetric (S,s) pricing: implications for monetary policy," Sciences Po publications info:hdl:2441/53r60a8s3ku, Sciences Po.
    35. Dong Jin Lee & Jong Chil Son, 2011. "Nonlinearity and Structural Breaks in Monetary Policy Rules with Stock Prices," Working papers 2011-19, University of Connecticut, Department of Economics.
    36. Donayre, Luiggi & Panovska, Irina, 2021. "Recession-specific recoveries: L’s, U’s and everything in between," Economics Letters, Elsevier, vol. 209(C).
    37. Utso Pal Mustafi & Rajeswari Sengupta, 2020. "Regime changes in Indias monetary policy and Tenures of RBI governors," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-011, Indira Gandhi Institute of Development Research, Mumbai, India.
    38. Kwangyong Park, 2019. "Uncertainty, Attention Allocation and Monetary Policy Asymmetry," Working Papers 2019-5, Economic Research Institute, Bank of Korea.
    39. Aarti Singh & Jacek Suda & Anastasia Zervou, 2023. "Heterogeneous labor market response to monetary policy: small versus large firms," NBP Working Papers 355, Narodowy Bank Polski.
    40. Steven Fazzari & James Morley & Irina Panovska, 2014. "State-Dependent Effects of Fiscal Policy," Discussion Papers 2012-27C, School of Economics, The University of New South Wales.
    41. Kim, Youngju & Lim, Hyunjoon, 2020. "Transmission of monetary policy in times of high household debt," Journal of Macroeconomics, Elsevier, vol. 63(C).
    42. Jan Pablo Burgard & Matthias Neuenkirch & Matthias Nöckel, 2018. "State-Dependent Transmission of Monetary Policy in the Euro Area," CESifo Working Paper Series 7074, CESifo.
    43. Yongsung Chang & Sunoong Hwang, 2011. "Asymmetric Phase Shifts in the U.S. Industrial Production Cycles," RCER Working Papers 564, University of Rochester - Center for Economic Research (RCER).
    44. Jonathan Olusegun Famoroti & Omolade Adeleke, 2023. "Analysis of Wamz’s Economic Growth and Monetary Policy Using the Markov Switching Approach," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 7(4), pages 142-156, April.
    45. Zare , Roohollah, 2015. "Asymmetric Effects of Monetary Policy and Business Cycles in Iran using Markov-switching Models," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 10(4), pages 125-142, October.
    46. Dimitris K. Christopoulos & Miguel A. León-Ledesma, 2008. "Testing for Granger (non-)causality in a time-varying coefficient VAR model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(4), pages 293-303.
    47. MacDonald, Ronald & Nagayasu, Jun, 2013. "Currency Forecast Errors at Times of Low Interest Rates: Evidence from Survey Data on the Yen/Dollar Exchange Rate," SIRE Discussion Papers 2013-100, Scottish Institute for Research in Economics (SIRE).
    48. Olivier Habimana, 2019. "Wavelet Multiresolution Analysis of the Liquidity Effect and Monetary Neutrality," Computational Economics, Springer;Society for Computational Economics, vol. 53(1), pages 85-110, January.
    49. Hongyi Chen & Ran Li & Peter Tillmann, 2018. "Pushing on a String: State-Owned Enterprises and Monetary Policy Transmission in China," MAGKS Papers on Economics 201806, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    50. Vania Esady, 2019. "Real and Nominal Effects of Monetary Shocks under Time-Varying Disagreement," CESifo Working Paper Series 7956, CESifo.
    51. Cristhian Mellado & Diego Escobari, 2015. "Virtual integration of financial markets: a dynamic correlation analysis of the creation of the Latin American Integrated Market," Applied Economics, Taylor & Francis Journals, vol. 47(19), pages 1956-1971, April.
    52. Sami Alpanda & Sarah Zubairy, 2019. "Household Debt Overhang and Transmission of Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1265-1307, August.
    53. Escobari, Diego & Sharma, Shahil, 2020. "Explaining the nonlinear response of stock markets to oil price shocks," Energy, Elsevier, vol. 213(C).
    54. Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Gurcan Aygun & Mark E. Wohar, 2022. "Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies," Empirical Economics, Springer, vol. 63(4), pages 1741-1769, October.
    55. Tunc, Cengiz & Kılınç, Mustafa, 2016. "The Asymmetric Effects of Monetary Policy on Economic Activity in Turkey," MPRA Paper 72688, University Library of Munich, Germany, revised 22 Jul 2016.
    56. Niu, Xiaojian & Niu, Xiaoli & Wu, Kexing, 2021. "Implicit government guarantees and the externality of portfolio diversification: A complex network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 572(C).
    57. Zisimos Koustas & Jean-Francois Lamarche, 2010. "Estimation of a nonlinear Taylor rule using real-time U.S. data," Working Papers 1005, Brock University, Department of Economics.
    58. Vladimir Kuzin & Silke Tober, 2004. "Asymmetric Monetary Policy Effects in Germany," Discussion Papers of DIW Berlin 397, DIW Berlin, German Institute for Economic Research.
    59. Carlo Altavilla & Luca Brugnolini & Refet S. Gürkaynak & Roberto Motto & Giuseppe Ragusa, 2019. "Measuring Euro Area Monetary Policy," CESifo Working Paper Series 7699, CESifo.
    60. Angelos Kanas & Christos Ioannidis, 2010. "Causality from real stock returns to real activity: evidence of regime-dependence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 180-197.
    61. Hasan, Iftekhar & Kwak, Boreum & Li, Xiang, 2023. "Financial technologies and the effectiveness of monetary policy transmission," IWH Discussion Papers 26/2020, Halle Institute for Economic Research (IWH), revised 2023.
    62. Claudio Borio & Boris Hofmann, 2017. "Is Monetary Policy Less Effective When Interest Rates Are Persistently Low?," RBA Annual Conference Volume (Discontinued), in: Jonathan Hambur & John Simon (ed.),Monetary Policy and Financial Stability in a World of Low Interest Rates, Reserve Bank of Australia.
    63. Xue, Wenjun & Zhang, Liwen, 2019. "Revisiting the asymmetric effects of bank credit on the business cycle: A panel quantile regression approach," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
    64. Christian Melzer & Thorsten Neumann, 2005. "Changing Effects of Monetary Policy in the U.S. –Evidence from a Time-Varying Coefficient VAR," Computing in Economics and Finance 2005 144, Society for Computational Economics.
    65. Ms. Valerie Cerra & Ms. Sweta Chaman Saxena & Ugo Panizza, 2009. "International Evidence on Recovery from Recessions," IMF Working Papers 2009/183, International Monetary Fund.
    66. Morita, Hiroshi, 2015. "State-dependent effects of fiscal policy in Japan: Do rule-of-thumb households increase the effects of fiscal policy?," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 49-61.
    67. Steven M. Fazzari & James Morley & Irina B. Panovska, 2017. "When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects?," Discussion Papers 2017-04, School of Economics, The University of New South Wales.
    68. Nadav Ben Zeev, 2019. "Identification of Sign-Dependency of Impulse Responses," Working Papers 1907, Ben-Gurion University of the Negev, Department of Economics.
    69. Kuang‐Liang Chang & Chi‐Wei He, 2010. "Does The Magnitude Of The Effect Of Inflation Uncertainty On Output Growth Depend On The Level Of Inflation?," Manchester School, University of Manchester, vol. 78(2), pages 126-148, March.
    70. Esady, Vania, 2022. "Real and nominal effects of monetary shocks under time-varying disagreement," Bank of England working papers 1007, Bank of England.
    71. Min, Feng & Wen, Fenghua & Wang, Xiong, 2022. "Measuring the effects of monetary and fiscal policy shocks on domestic investment in China," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 395-412.
    72. James D. Hamilton, 2016. "Macroeconomic Regimes and Regime Shifts," NBER Working Papers 21863, National Bureau of Economic Research, Inc.
    73. Galvao Ana Beatriz & Marcellino Massimiliano, 2014. "The effects of the monetary policy stance on the transmission mechanism," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(3), pages 1-20, May.
    74. Paulo M.M. Rodrigues & Gabriel Zsurkis, 2020. "The expected time to cross a threshold and its determinants: A simple and flexible framework," Working Papers w202006, Banco de Portugal, Economics and Research Department.
    75. Taylor, Alan M. & Schularick, Moritz & Jordà , Òscar, 2017. "The effects of quasi-random monetary experiments," CEPR Discussion Papers 11801, C.E.P.R. Discussion Papers.
    76. Geraci, Marco Valerio & Gnabo, Jean-Yves, 2018. "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(3), pages 1371-1390, June.
    77. Troy Davig & Craig S. Hakkio, 2010. "What is the effect of financial stress on economic activity," Economic Review, Federal Reserve Bank of Kansas City, vol. 95(Q II), pages 35-62.
    78. Shen, Chung-Hua & Lin, Kun-Li & Guo, Na, 2016. "Hawk or dove: Switching regression model for the monetary policy reaction function in China," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 94-111.
    79. Helle Bunzel & Walter Enders, 2010. "The Taylor Rule and "Opportunistic" Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(5), pages 931-949, August.
    80. Bhar, Ramaprasad & Hammoudeh, Shawkat & Thompson, Mark A., 2008. "Component structure for nonstationary time series: Application to benchmark oil prices," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 971-983, December.
    81. Evgenidis, Anastasios, 2016. "Do all oil price shocks have the same impact? Evidence from the Euro Area," Economic Letters 07/EL/16, Central Bank of Ireland.
    82. Bitros, George C., 2021. "Destabilizing asymmetries in central banking: With some enlightenment from money in classical Athens," The Journal of Economic Asymmetries, Elsevier, vol. 23(C).
    83. Laine, Olli-Matti & Pihlajamaa, Matias, 2023. "Asymmetric effects of conventional and unconventional monetary policy when rates are low," Bank of Finland Research Discussion Papers 3/2023, Bank of Finland.
    84. Mustafa Caglayan & Ozge Kandemir Kocaaslan & Kostas Mouratidis, 2015. "The Role of Financial Depth on The Asymmetric Impact of Monetary Policy," EcoMod2015 8285, EcoMod.
    85. MacDonald, Ronald & Nagayasu, Jun, 2015. "Currency forecast errors and carry trades at times of low interest rates: Evidence from survey data on the yen/dollar exchange rate," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 1-19.
    86. Olanrewaju, Akanbi Michael & Temitope, Dada James, 2018. "Monetary Policy Shocks and Industrial Output in Nigeria: A Dynamic Effect," African Journal of Economic Review, African Journal of Economic Review, vol. 6(1), January.
    87. Sustek, Roman, 2009. "Nonconvex Margins of Output Adjustment and Aggregate Fluctuations," MPRA Paper 17486, University Library of Munich, Germany.
    88. Ming-Yuan Leon Li, 2009. "Reexamining asymmetric effects of monetary and government spending policies on economic growth using quantile regression," Journal of Developing Areas, Tennessee State University, College of Business, vol. 43(1), pages 137-154, September.
    89. Edoardo Gaffeo & Ivan Petrella & Damjan Pfajfar & Emiliano Santoro, 2012. "Loss Aversion and the Asymmetric Transmission of Monetary Policy," Discussion Papers 12-21, University of Copenhagen. Department of Economics.
    90. Pirschel, Inske, 2016. "Forecasting euro area recessions in real-time," Kiel Working Papers 2020, Kiel Institute for the World Economy (IfW Kiel).
    91. Rünstler, Gerhard & Bräuer, Leonie, 2020. "Monetary policy transmission over the leverage cycle: evidence for the euro area," Working Paper Series 2421, European Central Bank.
    92. Donayre, Luiggi, 2022. "On the behavior of Okun's law across business cycles," Economic Modelling, Elsevier, vol. 112(C).
    93. Martin Bruns & Michele Piffer, 2021. "Monetary policy shocks over the business cycle: Extending the Smooth Transition framework," University of East Anglia School of Economics Working Paper Series 2021-07, School of Economics, University of East Anglia, Norwich, UK..
    94. Donayre, Luiggi, 2014. "Estimated Thresholds In The Response Of Output To Monetary Policy: Are Large Policy Changes Less Effective?," Macroeconomic Dynamics, Cambridge University Press, vol. 18(1), pages 41-64, January.
    95. Donayre Luiggi, 2015. "Do monetary policy shocks generate TAR or STAR dynamics in output?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 227-247, April.
    96. Haykaz Igityan, 2019. "Asymmetric Effects of Monetary Policy in Different Phases of Armenia's Business Cycle," Working Papers 11, Central Bank of the Republic of Armenia.
    97. Giuliano Queiroz Ferreira & Leonardo Bornacki Mattos, 2022. "Regime-dependent price puzzle in the Brazilian economy: evidence from VAR and FAVAR approaches," SN Business & Economics, Springer, vol. 2(9), pages 1-28, September.
    98. Diego Escobari & Mohammad Jafarinejad, 2019. "Investors’ Uncertainty and Stock Market Risk," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 20(3), pages 304-315, July.
    99. Thomas St�rdal Gundersen & Even Soltvedt Hvinden, 2021. "OPEC's crude game: Strategic Competition and Regime-switching in Global Oil Markets," Working Papers No 01/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    100. Martin Ademmer & Nils Jannsen, 2018. "Post-crisis business investment in the euro area and the role of monetary policy," Applied Economics, Taylor & Francis Journals, vol. 50(34-35), pages 3787-3797, July.
    101. Frédéric Karamé, 2015. "Asymmetries and Markov-switching structural VAR," Post-Print hal-02296101, HAL.
    102. Karras, Georgios, 2013. "Asymmetric effects of monetary policy with or without Quantitative Easing: Empirical evidence for the US," The Journal of Economic Asymmetries, Elsevier, vol. 10(1), pages 1-9.
    103. Youngju Kim & Hyunjoon Lim, 2017. "Transmission of Monetary Policy in Times of High Household Debt," Working Papers 2017-35, Economic Research Institute, Bank of Korea.
    104. Kamalyan, Hayk, 2021. "Phase-Dependent Monetary and Fiscal Policy," MPRA Paper 110341, University Library of Munich, Germany.
    105. Pirschel, Inske, 2015. "Forecasting Euro Area Recessions in real-time with a mixed-frequency Bayesian VAR," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113031, Verein für Socialpolitik / German Economic Association.
    106. Christoph Boehm & Nitya Pandalai Nayar, 2018. "Are supply curves convex? Implications for state-dependent responses to shocks," 2018 Meeting Papers 336, Society for Economic Dynamics.
    107. Nick Stenner, 2022. "The Asymmetric Effects of Monetary Policy: Evidence from the United Kingdom," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 516-543, June.
    108. Can Sever, 2022. "Financial crises and institutional quality," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1510-1525, January.
    109. Haykaz Igityan, 2021. "Asymmetric Effects of Monetary Policy on the Armenian Economy," Russian Journal of Money and Finance, Bank of Russia, vol. 80(1), pages 46-103, March.
    110. Steven Fazzari & James Morley & Irina Panovska, 2013. "State-Dependent Effects of Fiscal Policy," Discussion Papers 2012-27B, School of Economics, The University of New South Wales.
    111. Franz, Thorsten, 2019. "Monetary policy, housing, and collateral constraints," Discussion Papers 02/2019, Deutsche Bundesbank.
    112. Chen, Shyh-Wei & Shen, Chung-Hua & Xie, Zixiong, 2008. "Evidence of a nonlinear relationship between inflation and inflation uncertainty: The case of the four little dragons," Journal of Policy Modeling, Elsevier, vol. 30(2), pages 363-376.
    113. James Morley, 2019. "The business cycle: periodic pandemic or rollercoaster ride?," International Journal of Economic Policy Studies, Springer, vol. 13(2), pages 425-431, August.
    114. Barnichon, Regis & Matthes, Christian, 2016. "Gaussian Mixture Approximations of Impulse Responses and The Non-Linear Effects of Monetary Shocks," CEPR Discussion Papers 11374, C.E.P.R. Discussion Papers.
    115. Christian Matthes & Regis Barnichon, 2015. "Measuring the Non-Linear Effects of Monetary Policy," 2015 Meeting Papers 49, Society for Economic Dynamics.
    116. Babutsidze, Zakaria, 2010. "(S,s) pricing: Does the heterogeneity wipe out the asymmetry on micro level?," Economics Discussion Papers 2010-19, Kiel Institute for the World Economy (IfW Kiel).
    117. Abdul-Nasir T. Yola, 2019. "On the Reaction of Stock Market to Monetary Policy Innovations: New Evidence from Nigeria," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 5(2), pages 94-98, June.
    118. Marco Valerio Geraci & Jean-Yves Gnabo, 2015. "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS," Working Papers ECARES ECARES 2015-51, ULB -- Universite Libre de Bruxelles.
    119. Fergus Cumming & Paul Hubert, 2019. "The Role of Households' Borrowing Constraints in the Transmission of Monetary Policy This paper investigates how the transmission of monetary policy to the real economy depends on the distribution of ," Documents de Travail de l'OFCE 2019-20, Observatoire Francais des Conjonctures Economiques (OFCE).
    120. khan, sajawal, 2018. "Business Cycle Fluctuations: why are so undesirable?," MPRA Paper 93172, University Library of Munich, Germany, revised 12 Jan 2019.
    121. Stockwell, Thomas, 2023. "Should models of monetary policy asymmetry include interaction terms?," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
    122. Jorge, José, 2009. "Why do bank loans react with a delay to shifts in interest rates? A bank capital explanation," Economic Modelling, Elsevier, vol. 26(5), pages 799-806, September.
    123. Gross, Marco & Binder, Michael, 2013. "Regime-switching global vector autoregressive models," Working Paper Series 1569, European Central Bank.
    124. Haykaz Igityan, 2021. "Asymmetric Effects of Monetary Policy on the Armenian Economy," Working Papers 18, Central Bank of the Republic of Armenia, revised Mar 2021.
    125. Francesco Cordoni & Nicolas Doremus & Alessio Moneta, 2023. "Identification of Vector Autoregressive Models with Nonlinear Contemporaneous Structure," LEM Papers Series 2023/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.

  2. Ming Chien Lo & Eric Zivot, 1999. "Threshold Cointegration and Nonlinear Adjustment to the Law of One Price," Discussion Papers in Economics at the University of Washington 0030, Department of Economics at the University of Washington.

    Cited by:

    1. Hyeongwoo Kim & Jintae Kim, 2018. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2018-01, Department of Economics, Auburn University.
    2. Craig, Lee & Holt, Matthew T., 2012. "The Role of Mechanical Refrigeration in Spatial and Temporal Price Dynamics for Regional U.S. Egg Markets, 1880–1911," MPRA Paper 39554, University Library of Munich, Germany.
    3. Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2013. "What Drives Commodity Prices?," Auburn Economics Working Paper Series auwp2013-03, Department of Economics, Auburn University.
    4. Islam Hassouneh & Teresa Serra & José M. Gil, 2010. "Price transmission in the Spanish bovine sector: the BSE effect," Agricultural Economics, International Association of Agricultural Economists, vol. 41(1), pages 33-42, January.
    5. Al-Abri, Almukhtar S. & Goodwin, Barry K., 2009. "Re-examining the exchange rate pass-through into import prices using non-linear estimation techniques: Threshold cointegration," International Review of Economics & Finance, Elsevier, vol. 18(1), pages 142-161, January.
    6. Hyeongwoo Kim, 2013. "Are Global Food Prices Becoming More Volatile and More Persistent?," Auburn Economics Working Paper Series auwp2013-22, Department of Economics, Auburn University.
    7. Hugo Ferrer-Pérez & Filippo Arfini & José M. Gil, 2019. "Modelling Price Transmission within the Supply Chain under a European Protected Designation of Origin Framework: The Case of Parmigiano Reggiano in Italy," Social Sciences, MDPI, vol. 8(3), pages 1-13, March.
    8. Christian Glocker & Serguei Kaniovski, 2014. "A financial market stress indicator for Austria," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(3), pages 481-504, August.
    9. Andrea Carolina Vargas-Páez & Carlos David Ardila-Dueñas, 2021. "Efecto del riesgo de tipo de cambio en la rentabilidad de los bonos soberanos en Colombia," Borradores de Economia 1165, Banco de la Republica de Colombia.
    10. Pippenger, John, 2007. "Strictly Speaking, the Law of One Price Works in Commodity Markets," University of California at Santa Barbara, Economics Working Paper Series qt1sf2d60x, Department of Economics, UC Santa Barbara.
    11. Neil Chalmers & Cesar Revoredo-Giha & Charles Jumbe, 2019. "Measuring the Degree of Integration in the Dairy Products Market in Malawi," Social Sciences, MDPI, vol. 8(2), pages 1-13, February.
    12. Rodolphe Blavy & Luciana Juvenal, 2008. "Mexico's integration into NAFTA markets: a view from sectoral real exchange rates," Working Papers 2008-046, Federal Reserve Bank of St. Louis.
    13. Semmler, Willi & Haider, Alexander, 2015. "The perils of debt deflation in the euro area: A multi regime model," ZEW Discussion Papers 15-071, ZEW - Leibniz Centre for European Economic Research.
    14. Deokwoo Nam, 2011. "The Roles of Nominal Exchange Rate and Relative Price Adjustments in PPP Reversion," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(4), pages 775-785, June.
    15. Changyou Sun & Zhuo Ning, 2014. "Timber Restrictions, Financial Crisis, and Price Transmission in North American Softwood Lumber Markets," Land Economics, University of Wisconsin Press, vol. 90(2), pages 306-323.
    16. Javier Escobal & Arturo Vásquez, 2005. "Market integration for agricultural output markets in Peru: the role of public infrastructure," Urban/Regional 0507003, University Library of Munich, Germany.
    17. Pippenger, John, 2015. "Arbitrage and the Law of One Price: Setting the Record Straight," University of California at Santa Barbara, Economics Working Paper Series qt27t4q265, Department of Economics, UC Santa Barbara.

Articles

  1. Lo, Ming Chien & Piger, Jeremy, 2005. "Is the Response of Output to Monetary Policy Asymmetric? Evidence from a Regime-Switching Coefficients Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(5), pages 865-886, October.
    See citations under working paper version above.Sorry, no citations of articles recorded.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (1) 2002-02-15
  2. NEP-ETS: Econometric Time Series (1) 2002-02-15
  3. NEP-MON: Monetary Economics (1) 2002-02-15
  4. NEP-PKE: Post Keynesian Economics (1) 2002-02-15

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