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Sami Alpanda

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:
  1. Sami Alpanda & Sarah Zubairy, 2013. "Housing and Tax Policy," Staff Working Papers 13-33, Bank of Canada.

    Mentioned in:

    1. Housing and Tax Policy
      by Christian Zimmermann in NEP-DGE blog on 2013-09-26 19:57:10
  2. Sami Alpanda & Sarah Zubairy, 2014. "Addressing Household Indebtedness: Monetary, Fiscal or Macroprudential Policy?," Staff Working Papers 14-58, Bank of Canada.

    Mentioned in:

    1. Addressing Household Indebtedness: Monetary, Fiscal or Macroprudential Policy?
      by Christian Zimmermann in NEP-DGE blog on 2015-01-23 01:34:38

Working papers

  1. Sami Alpanda & Hyunji Song & Sarah Zubairy, 2021. "Household Debt and the Effects of Fiscal Policy," Working Papers 20210928-001, Texas A&M University, Department of Economics.

    Cited by:

    1. Sangyup Choi & Junhyeok Shin, 2020. "Household Indebtedness and the Macroeconomic Effects of Tax Changes," Working papers 2020rwp-178, Yonsei University, Yonsei Economics Research Institute.
    2. Rüth, Sebastian K. & Simon, Camilla, 2022. "How do income and the debt position of households propagate fiscal stimulus into consumption?," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
    3. Laure Simon, 2023. "Fiscal Stimulus and Skill Accumulation over the Life Cycle," Staff Working Papers 23-9, Bank of Canada.

  2. 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.

    Cited by:

    1. 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.
    2. Giovanni Pellegrino, 2020. "Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory," Economics Working Papers 2020-05, Department of Economics and Business Economics, Aarhus University.
    3. Giacomo Rella, 2021. "The Fed, housing and household debt over time," Department of Economics University of Siena 850, Department of Economics, University of Siena.
    4. Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2016-029, Tilburg University, Center for Economic Research.
    5. Roben Kloosterman & Dennis Bonam & Koen van der Veer, 2022. "The effects of monetary policy across fiscal regimes," Working Papers 755, DNB.
    6. Guimaraes, Rodrigo & Pinter, Gabor & Wijnandts, Jean-Charles, 2023. "The liquidity state-dependence of monetary policy transmission," Bank of England working papers 1045, Bank of England.
    7. Simone Auer & Marco Bernardini & Martina Cecioni, 2019. "Corporate Leverage and Monetary Policy Effectiveness in the Euro Area," 2019 Meeting Papers 1102, Society for Economic Dynamics.
    8. Andrew Keinsley & Sandeep Kumar Rangaraju, 2021. "The Nonlinear Unemployment-Inflation Relationship and the Factors That Define It," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 47(3), pages 354-377, June.
    9. Rashad Ahmed & Claudio Borio & Piti Disyatat & Boris Hofmann, 2021. "Losing traction? The real effects of monetary policy when interest rates are low," BIS Working Papers 983, Bank for International Settlements.
    10. Funke, Michael & Li, Xiang & Zhong, Doudou, 2023. "Household indebtedness, financial frictions and the transmission of monetary policy to consumption: Evidence from China," Emerging Markets Review, Elsevier, vol. 55(C).
    11. Hauptmeier, Sebastian & Holm-Hadulla, Fédéric & Renault, Théodore, 2022. "Risk sharing and monetary policy transmission," Working Paper Series 2746, European Central Bank.
    12. 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..
    13. Rasmus Wiese & Jakob de Haan & João Tovar Jalles, 2023. "The impact of endogenous product and labour market reforms on unemployment: New evidence based on local projections," Working Papers REM 2023/0296, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    14. policy, Work stream on macroprudential & Albertazzi, Ugo & Martin, Alberto & Assouan, Emmanuelle & Tristani, Oreste & Galati, Gabriele & Vlassopoulos, Thomas, 2021. "The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area," Occasional Paper Series 272, European Central Bank.
    15. Aaron Mehrotra & Jochen Schanz, 2020. "Financial market development and monetary policy," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial market development, monetary policy and financial stability in emerging market economies, volume 113, pages 1-18, Bank for International Settlements.
    16. 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.
    17. Andrejs Zlobins, 2020. "ZLB and Beyond: Real and Financial Effects of Low and Negative Interest Rates in the Euro Area," Working Papers 2020/06, Latvijas Banka.
    18. Abo-Zaid, Salem & Kamara, Ahmed H., 2020. "Credit Constraints and the Government Spending Multiplier," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
    19. David Finck & Mathias Hoffmann & Patrick Huertgen, 2022. "On the Empirical Relevance of the Exchange Rate as a Shock Absorber at the Zero Lower Bound," MAGKS Papers on Economics 202234, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).

  3. Alpanda, Sami & Granziera, Eleonora & Zubairy, Sarah, 2019. "State dependence of monetary policy across business, credit and interest rate cycles," Bank of Finland Research Discussion Papers 16/2019, Bank of Finland.

    Cited by:

    1. 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.
    2. Giovanni Pellegrino, 2020. "Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory," Economics Working Papers 2020-05, Department of Economics and Business Economics, Aarhus University.
    3. Giacomo Rella, 2021. "The Fed, housing and household debt over time," Department of Economics University of Siena 850, Department of Economics, University of Siena.
    4. Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2016-029, Tilburg University, Center for Economic Research.
    5. Roben Kloosterman & Dennis Bonam & Koen van der Veer, 2022. "The effects of monetary policy across fiscal regimes," Working Papers 755, DNB.
    6. Guimaraes, Rodrigo & Pinter, Gabor & Wijnandts, Jean-Charles, 2023. "The liquidity state-dependence of monetary policy transmission," Bank of England working papers 1045, Bank of England.
    7. Simone Auer & Marco Bernardini & Martina Cecioni, 2019. "Corporate Leverage and Monetary Policy Effectiveness in the Euro Area," 2019 Meeting Papers 1102, Society for Economic Dynamics.
    8. Andrew Keinsley & Sandeep Kumar Rangaraju, 2021. "The Nonlinear Unemployment-Inflation Relationship and the Factors That Define It," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 47(3), pages 354-377, June.
    9. Rashad Ahmed & Claudio Borio & Piti Disyatat & Boris Hofmann, 2021. "Losing traction? The real effects of monetary policy when interest rates are low," BIS Working Papers 983, Bank for International Settlements.
    10. Funke, Michael & Li, Xiang & Zhong, Doudou, 2023. "Household indebtedness, financial frictions and the transmission of monetary policy to consumption: Evidence from China," Emerging Markets Review, Elsevier, vol. 55(C).
    11. Hauptmeier, Sebastian & Holm-Hadulla, Fédéric & Renault, Théodore, 2022. "Risk sharing and monetary policy transmission," Working Paper Series 2746, European Central Bank.
    12. 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..
    13. Rasmus Wiese & Jakob de Haan & João Tovar Jalles, 2023. "The impact of endogenous product and labour market reforms on unemployment: New evidence based on local projections," Working Papers REM 2023/0296, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    14. policy, Work stream on macroprudential & Albertazzi, Ugo & Martin, Alberto & Assouan, Emmanuelle & Tristani, Oreste & Galati, Gabriele & Vlassopoulos, Thomas, 2021. "The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area," Occasional Paper Series 272, European Central Bank.
    15. Aaron Mehrotra & Jochen Schanz, 2020. "Financial market development and monetary policy," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial market development, monetary policy and financial stability in emerging market economies, volume 113, pages 1-18, Bank for International Settlements.
    16. 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.
    17. Andrejs Zlobins, 2020. "ZLB and Beyond: Real and Financial Effects of Low and Negative Interest Rates in the Euro Area," Working Papers 2020/06, Latvijas Banka.
    18. Abo-Zaid, Salem & Kamara, Ahmed H., 2020. "Credit Constraints and the Government Spending Multiplier," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
    19. David Finck & Mathias Hoffmann & Patrick Huertgen, 2022. "On the Empirical Relevance of the Exchange Rate as a Shock Absorber at the Zero Lower Bound," MAGKS Papers on Economics 202234, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).

  4. Sami Alpanda & Alexander Ueberfeldt, 2016. "Should Monetary Policy Lean Against Housing Market Booms?," Staff Working Papers 16-19, Bank of Canada.

    Cited by:

    1. Moritz Schularick & Lucas ter Steege & Felix Ward, 2020. "Leaning against the wind and crisis risk," ECONtribute Discussion Papers Series 041, University of Bonn and University of Cologne, Germany.
    2. Denis Gorea & Oleksiy Kryvtsov & Tamon Takamura, 2016. "Leaning Within a Flexible Inflation-Targeting Framework: Review of Costs and Benefits," Discussion Papers 16-17, Bank of Canada.
    3. Mr. Andrea Pescatori & Stefan Laseen, 2016. "Financial Stability and Interest-Rate Policy: A Quantitative Assessment of Costs and Benefits," IMF Working Papers 2016/073, International Monetary Fund.
    4. Ragna Alstadheim & Ørjan Robstad & Nikka Husom Vonen, 2017. "Financial imbalances, crisis probability and monetary policy in Norway," Working Paper 2017/21, Norges Bank.
    5. Grégory Levieuge, 2018. "La politique monétaire doit-elle être utilisée à des fins de stabilité financière ?," Post-Print hal-03530128, HAL.
    6. Rebucci, Alessandro & Benigno, Gianluca & Foerster, Andrew & Otrok, Christopher, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," CEPR Discussion Papers 14545, C.E.P.R. Discussion Papers.
    7. Thore Kockerols & Erling Motzfeldt Kravik & Yasin Mimir, 2021. "Leaning against persistent financial cycles with occasional crises," Working Paper 2021/11, Norges Bank.
    8. Malik Shukayev & Alexander Ueberfeldt, 2016. "Monetary Policy Tradeoffs Between Financial Stability and Price Stability," Staff Working Papers 16-49, Bank of Canada.
    9. Dominik Menno & Tommaso Oliviero, 2014. "Financial Intermediation, House Prices and the Welfare Effects of the U.S. Great Recession," CSEF Working Papers 373, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 04 Oct 2016.
    10. 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.
    11. Martin Kuncl, 2016. "Assessment of the Effects of Macroprudential Tightening in Canada," Staff Analytical Notes 16-12, Bank of Canada.
    12. Alpanda, Sami & Zubairy, Sarah, 2017. "Addressing household indebtedness: Monetary, fiscal or macroprudential policy?," European Economic Review, Elsevier, vol. 92(C), pages 47-73.
    13. Bekiros, Stelios & Nilavongse, Rachatar & Uddin, Gazi Salah, 2020. "Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies," Journal of Financial Stability, Elsevier, vol. 49(C).
    14. Turdaliev, Nurlan & Zhang, Yahong, 2019. "Household debt, macroprudential rules, and monetary policy," Economic Modelling, Elsevier, vol. 77(C), pages 234-252.
    15. Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima, 2018. "The Global Financial Cycle, Monetary Policies, and Macroprudential Regulations in Small, Open Economies," Canadian Public Policy, University of Toronto Press, vol. 44(2), pages 81-99, June.
    16. Gregory H. Bauer & Eleonora Granziera, 2017. "Monetary Policy, Private Debt, and Financial Stability Risks," International Journal of Central Banking, International Journal of Central Banking, vol. 13(3), pages 337-373, September.
    17. Nückles, Marc, 2020. "Interest rate policy and interbank market breakdown," Economic Modelling, Elsevier, vol. 91(C), pages 779-789.
    18. Górajski, Mariusz & Kuchta, Zbigniew, 2023. "Coordination and non-coordination risks of monetary and macroprudential authorities: A robust welfare analysis," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).

  5. Sami Alpanda & Serdar Kabaca, 2015. "International Spillovers of Large-Scale Asset Purchases," Staff Working Papers 15-2, Bank of Canada.

    Cited by:

    1. Krittika Banerjee & Ashima Goyal, 2020. "Monetary spillovers and real exchange rate misalignments in emerging markets," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-030, Indira Gandhi Institute of Development Research, Mumbai, India.
    2. Pietrunti, Mario & Signoretti, Federico M., 2020. "Unconventional monetary policy and household debt: The role of cash-flow effects," Journal of Macroeconomics, Elsevier, vol. 64(C).
    3. Pietro Cova & Patrizio Pagano & Massimiliano Pisani, 2019. "Domestic and International Effects of the Eurosystem Expanded Asset Purchase Programme: A Structural Model-Based Analysis," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(2), pages 315-348, June.
    4. Badarau, Cristina & Huart, Florence & Sangaré, Ibrahima, 2021. "Macroeconomic and policy implications of eurobonds," International Review of Law and Economics, Elsevier, vol. 65(C).
    5. Alessandro Moro & Andrea Zaghini, 2024. "The green sin: how exchange rate volatility and financial openness affect green premia," Temi di discussione (Economic working papers) 1447, Bank of Italy, Economic Research and International Relations Area.
    6. Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2018. "Banks, Sovereign Risk and Unconventional Monetary Policies," Working Papers halshs-01942734, HAL.
    7. Hohberger, Stefan & Priftis, Romanos & Vogel, Lukas, 2019. "The macroeconomic effects of quantitative easing in the euro area: Evidence from an estimated DSGE model," Journal of Economic Dynamics and Control, Elsevier, vol. 108(C).
    8. Gelfer, Sacha & Gibbs, Christopher G., 2023. "Measuring the effects of large-scale asset purchases: The role of international financial markets and the financial accelerator," Journal of International Money and Finance, Elsevier, vol. 131(C).
    9. Ferrari, Alessandro & Landi, Valerio Nispi, 2023. "Toward a green economy: the role of central bank’s asset purchases," Working Paper Series 2779, European Central Bank.
    10. Huixin Bi & Nora Traum, 2022. "Unconventional Monetary Policy and Local Fiscal Policy," Research Working Paper RWP 22-15, Federal Reserve Bank of Kansas City.
    11. Martijn A. Boermans & John D. Burger, 2020. "Fickle Emerging Market Flows, Stable Euros, and the Dollar Risk Factor," Working Papers 676, DNB.
    12. Margaux MacDonald & Michal Ksawery Popiel, 2016. "Unconventional Monetary Policy In A Small Open Economy," Working Paper 1367, Economics Department, Queen's University.
    13. Grzegorz Wesołowski, 2016. "Do long term interest rates drive GDP and inflation in small open economies? Evidence from Poland," NBP Working Papers 242, Narodowy Bank Polski.
    14. Moro, Alessandro & Zaghini, Andrea, 2023. "The green sin: How exchange rate volatility and financial openness affect green premia," CFS Working Paper Series 715, Center for Financial Studies (CFS).
    15. Serdar Kabaca & Kerem Tuzcuoglu, 2022. "International Transmission of Quantitative Easing Policies: Evidence from Canada," Staff Working Papers 22-30, Bank of Canada.
    16. Croitorov, Olga & Giovannini, Massimo & Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2020. "Financial spillover and global risk in a multi-region model of the world economy," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 185-218.
    17. Kolasa, Marcin & Wesołowski, Grzegorz, 2020. "International spillovers of quantitative easing," Journal of International Economics, Elsevier, vol. 126(C).
    18. Kolasa, Marcin & Wesołowski, Grzegorz, 2023. "Quantitative easing in the US and financial cycles in emerging markets," Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
    19. Chang Wen-ya & Tsai Hsueh-fang & Chang Juin-jen & Lin Hsieh-yu, 2018. "Interest rate rules and equilibrium (in)determinacy in a small open economy: the role of internationally traded capital," The B.E. Journal of Macroeconomics, De Gruyter, vol. 18(2), pages 1-18, June.
    20. Pietro Cova & Patrizio Pagano & Massimiliano Pisani, 2016. "Global macroeconomic effects of exiting from unconventional monetary policy," Temi di discussione (Economic working papers) 1078, Bank of Italy, Economic Research and International Relations Area.
    21. Gurnain Pasricha & Matteo Falagiarda & Martin Bijsterbosch & Joshua Aizenman, 2015. "Domestic and Multilateral Effects of Capital Controls in Emerging Markets," Staff Working Papers 15-37, Bank of Canada.
    22. Nao Sudo & Masaki Tanaka, 2021. "Quantifying Stock and Flow Effects of QE," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(7), pages 1719-1755, October.
    23. Serdar Kabaca, 2016. "Quantitative Easing in a Small Open Economy: An International Portfolio Balancing Approach," Staff Working Papers 16-55, Bank of Canada.
    24. Serdar Kabaca & Renske Maas & Kostas Mavromatis & Romanos Priftis, 2020. "Optimal Quantitative Easing in a Monetary Union," Staff Working Papers 20-49, Bank of Canada.
    25. Thi Bich Ngoc Tran & Hoang Cam Huong Pham, 2020. "The Spillover Effects of the US Unconventional Monetary Policy: New Evidence from Asian Developing Countries," JRFM, MDPI, vol. 13(8), pages 1-26, July.
    26. Lakdawala, Aeimit & Moreland, Timothy & Schaffer, Matthew, 2021. "The international spillover effects of US monetary policy uncertainty," Journal of International Economics, Elsevier, vol. 133(C).
    27. Margaux MacDonald, 2016. "International Capital Market Frictions And Spillovers From Quantitative Easing," Working Paper 1346, Economics Department, Queen's University.
    28. Mitsuru Katagiri & Koji Takahashi, 2017. "Do Term Premiums Matter? Transmission via Exchange Rate Dynamics," Bank of Japan Working Paper Series 17-E-7, Bank of Japan.
    29. Anna Bartocci & Lorenzo Burlon & Alessandro Notarpietro & Massimiliano Pisani, 2017. "Macroeconomic effects of non-standard monetary policy measures in the euro area: the role of corporate bond purchases," Temi di discussione (Economic working papers) 1136, Bank of Italy, Economic Research and International Relations Area.
    30. Pietro Cova & Patrizio Pagano & Massimiliano Pisani, 2015. "Domestic and international macroeconomic effects of the Eurosystem expanded asset purchase programme," Temi di discussione (Economic working papers) 1036, Bank of Italy, Economic Research and International Relations Area.
    31. Georgiadis, Georgios & Jarociński, Marek, 2023. "Global spillovers from multi-dimensional US monetary policy," Working Paper Series 2881, European Central Bank.
    32. Andrea De Polis & Mario Pietrunti, 2019. "Exchange rate dynamics and unconventional monetary policies: it�s all in the shadows," Temi di discussione (Economic working papers) 1231, Bank of Italy, Economic Research and International Relations Area.
    33. Dimitris Malliaropulos & Petros Migiakis, 2022. "A global monetary policy factor in sovereign bond yields," Working Papers 301, Bank of Greece.
    34. Maciej Stefański, 2021. "Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions," KAE Working Papers 2021-068, Warsaw School of Economics, Collegium of Economic Analysis.
    35. Donald Coletti, 2023. "A Blueprint for the Fourth Generation of Bank of Canada Projection and Policy Analysis Models," Discussion Papers 2023-23, Bank of Canada.
    36. Ledóchowski, Michał & Żuk, Piotr, 2022. "What drives portfolio capital inflows into emerging market economies? The role of the Fed's and ECB's balance sheet policies," Emerging Markets Review, Elsevier, vol. 51(PB).
    37. Cohen, Lior, 2023. "The effects of the BoJ's ETF purchases on equities and corporate investment," Economic Modelling, Elsevier, vol. 129(C).
    38. Yasin Mimir, 2023. "Fear (no more) of Floating: Asset Purchases and Exchange Rate Dynamics," Working Papers 57, European Stability Mechanism.
    39. 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.
    40. Francisco Ilabaca, 2018. "Measuring the Effects of US Unconventional Monetary Policy on International Financial Markets," 2018 Meeting Papers 861, Society for Economic Dynamics.
    41. Akkaya, Yildiz & Belfrage, Carl-Johan & Di Casola, Paola & Strid, Ingvar, 2023. "Effects of foreign and domestic central bank government bond purchases in a small open economy DSGE model: Evidence from Sweden before and during the coronavirus pandemic," Working Paper Series 421, Sveriges Riksbank (Central Bank of Sweden).

  6. Sami Alpanda & Gino Cateau & Césaire Meh, 2014. "A Policy Model to Analyze Macroprudential Regulations and Monetary Policy," Staff Working Papers 14-6, Bank of Canada.

    Cited by:

    1. Denis Gorea & Oleksiy Kryvtsov & Tamon Takamura, 2016. "Leaning Within a Flexible Inflation-Targeting Framework: Review of Costs and Benefits," Discussion Papers 16-17, Bank of Canada.
    2. Ashima Goyal & Akhilesh K. Verma, 2020. "Cross border flows, financial Intermediation and interactions of policy rules in a small open economy model," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-008, Indira Gandhi Institute of Development Research, Mumbai, India.
    3. Dürmeier, Stefan, 2022. "A model of quantitative easing at the zero lower bound," BERG Working Paper Series 183, Bamberg University, Bamberg Economic Research Group.
    4. Nakatani, Ryota, 2020. "Macroprudential Policy and the Probability of a Banking Crisis," MPRA Paper 101157, University Library of Munich, Germany.
    5. Lawrence J. Christiano & Martin S. Eichenbaum & Mathias Trabandt, 2018. "On DSGE Models," Journal of Economic Perspectives, American Economic Association, vol. 32(3), pages 113-140, Summer.
    6. Mădălin Viziniuc, 2017. "Potential Gains from Cooperation Between Monetary and Macroprudential Policies: The Case of an Emerging Economy," Eastern European Economics, Taylor & Francis Journals, vol. 55(5), pages 420-452, September.
    7. Marcos R. Castro, 2019. "Sectoral Countercyclical Buffers in a DSGE Model with a Banking Sector," Working Papers Series 503, Central Bank of Brazil, Research Department.
    8. Gambacorta, Leonardo & Murcia, Andres, 2017. "The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry," CEPR Discussion Papers 12027, C.E.P.R. Discussion Papers.
    9. Goyal, Ashima & Verma, Akhilesh K, 2023. "Cross border flows, financial intermediation and interactions of policy rules in a small open economy," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 369-393.
    10. Anna Grodecka, 2017. "On the (in)effectiveness of LTV regulation in a multiconstraint framework," EcoMod2017 10529, EcoMod.
    11. Gabriel Bruneau & Ian Christensen & Césaire Meh, 2016. "Housing Market Dynamics and Macroprudential Policy," Staff Working Papers 16-31, Bank of Canada.
    12. Yifan GONG & Charles Ka Yui LEUNG, 2023. "Does Space Matter? The Case of the Housing Expenditure Cap," ISER Discussion Paper 1214, Institute of Social and Economic Research, Osaka University.
    13. Gambacorta, Leonardo & Murcia, Andrés, 2020. "The impact of macroprudential policies in Latin America: An empirical analysis using credit registry data," Journal of Financial Intermediation, Elsevier, vol. 42(C).
    14. Adam Cagliarini & Fiona Price, 2017. "Exploring the Link between the Macroeconomic and Financial Cycles," 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.
    15. Ugochi Emenogu & Brian Peterson, 2022. "Unregulated Lending, Mortgage Regulations and Monetary Policy," Staff Working Papers 22-28, Bank of Canada.
    16. Xing Zhang & Fengchao Li & Zhen Li & Yingying Xu, 2018. "Macroprudential Policy, Credit Cycle, and Bank Risk-Taking," Sustainability, MDPI, vol. 10(10), pages 1-18, October.
    17. Paul Corrigan & Hélène Desgagnés & José Dorich & Vadym Lepetyuk & Wataru Miyamoto & Yang Zhang, 2021. "ToTEM III: The Bank of Canada’s Main DSGE Model for Projection and Policy Analysis," Technical Reports 119, Bank of Canada.
    18. Sami Alpanda & Alexander Ueberfeldt, 2016. "Should Monetary Policy Lean Against Housing Market Booms?," Staff Working Papers 16-19, Bank of Canada.
    19. Carlos Alberto Zarazúa Juárez, 2021. "Macroprudential regulation as part of the Mexican policy toolkit," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-27, Enero - M.
    20. John V. Duca & Lilit Popoyan & Susan M. Wachter, 2019. "Real Estate And The Great Crisis: Lessons For Macroprudential Policy," Contemporary Economic Policy, Western Economic Association International, vol. 37(1), pages 121-137, January.
    21. Anders Vredin, 2015. "Inflation targeting and financial stability: providing policymakers with relevant information," BIS Working Papers 503, Bank for International Settlements.
    22. Joseph Abadi & Markus Brunnermeier & Yann Koby, 2023. "The Reversal Interest Rate," American Economic Review, American Economic Association, vol. 113(8), pages 2084-2120, August.
    23. David Chen & Christian Friedrich, 2021. "The Countercyclical Capital Buffer and International Bank Lending: Evidence from Canada," Staff Working Papers 21-61, Bank of Canada.
    24. Anna Grodecka, 2020. "On the Effectiveness of Loan‐to‐Value Regulation in a Multiconstraint Framework," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(5), pages 1231-1270, August.
    25. Pervin Dadashova & Magnus Jonsson, 2019. "Mitigating the Cost of Stricter Macroprudential Policies," Working Papers 02/2019, National Bank of Ukraine.
    26. Philip Turner, 2021. "The New Monetary Policy Revolution: Advice and Dissent," National Institute of Economic and Social Research (NIESR) Occasional Papers 60, National Institute of Economic and Social Research.
    27. Oleksiy Kryvtsov & Miguel Molico & Ben Tomlin, 2015. "On the Nexus of Monetary Policy and Financial Stability: Recent Developments and Research," Discussion Papers 15-7, Bank of Canada.
    28. Punnoose Jacob & Anella Munro, 2016. "A macroprudential stable funding requirement and monetary policy in a small open economy," CAMA Working Papers 2016-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    29. Kim, Soyoung & Mehrotra, Aaron, 2022. "Examining macroprudential policy and its macroeconomic effects – Some new evidence," Journal of International Money and Finance, Elsevier, vol. 128(C).
    30. Hélène Desgagnés, 2017. "The Rise of Non-Regulated Financial Intermediaries in the Housing Sector and its Macroeconomic Implications," Staff Working Papers 17-36, Bank of Canada.
    31. E. Jondeau & J-G. Sahuc, 2018. "A General Equilibrium Appraisal of Capital Shortfall," Working papers 668, Banque de France.
    32. Alpanda, Sami & Zubairy, Sarah, 2017. "Addressing household indebtedness: Monetary, fiscal or macroprudential policy?," European Economic Review, Elsevier, vol. 92(C), pages 47-73.
    33. Greenwood-Nimmo, Matthew & Tarassow, Artur, 2016. "Monetary shocks, macroprudential shocks and financial stability," Economic Modelling, Elsevier, vol. 56(C), pages 11-24.
    34. Chen, Yunping & Chen, Huanhuan & Li, Guorong & Jiao, Dongdan & Xu, Xiangyun, 2021. "Time-varying effect of macro-prudential policies on household credit growth: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 241-254.
    35. Philip Turner, 2016. "Macroprudential policies, the long-term interest rate and the exchange rate," BIS Working Papers 588, Bank for International Settlements.
    36. Gulan, Adam & Jokivuolle, Esa & Verona, Fabio, 2022. "Optimal bank capital requirements: What do the macroeconomic models say?," BoF Economics Review 2/2022, Bank of Finland.
    37. Merim KASUMOVIĆ & Mirna MEŠIĆ, 2018. "Macroprudential stability indicators of financial systems: Analysis of Bosnia and Herzegovina and Croatia," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(1(614), S), pages 41-54, Spring.
    38. Leonardo Gambacorta & Andrés Murcia Pabón, 2017. "The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data," BIS Working Papers 636, Bank for International Settlements.
    39. Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima, 2018. "The Global Financial Cycle, Monetary Policies, and Macroprudential Regulations in Small, Open Economies," Canadian Public Policy, University of Toronto Press, vol. 44(2), pages 81-99, June.
    40. Gabriel Bruneau & Ian Christensen & Césaire Meh, 2018. "Housing market dynamics and macroprudential policies," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(3), pages 864-900, August.
    41. Abdulrahman Alrabiah & Steve Drew, 2020. "Proactive Management of Regulatory Policy Ripple Effects via a Computational Hierarchical Change Management Structure," Risks, MDPI, vol. 8(2), pages 1-29, May.
    42. Olivier Gervais & Marc-André Gosselin, 2014. "Analyzing and Forecasting the Canadian Economy through the LENS Model," Technical Reports 102, Bank of Canada.
    43. Thibaut Duprey, 2018. "Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities," Staff Analytical Notes 2018-6, Bank of Canada.
    44. Ma, Yong & Lv, Lin, 2022. "Money, debt, and the effects of fiscal stimulus," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 152-178.
    45. Yin Germaschewski, 2022. "House price, credit supply, and government policy in China," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(2), pages 971-1026, May.
    46. Lilit Popoyan, 2020. "Macroprudential Policy: a Blessing or a Curse?," Review of Economics and Institutions, Università di Perugia, vol. 11(1-2).
    47. Jacob, Punnoose & Munro, Anella, 2018. "A prudential stable funding requirement and monetary policy in a small open economy," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 89-106.
    48. James Yetman, 2017. "Discussion of Monetary Policy and Financial Stability," 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.
    49. Jing Yang & Hélène Desgagnés & Grzegorz Halaj & Yaz Terajima, 2022. "COVID and Financial Stability: Practice Ahead of Theory," Discussion Papers 2022-18, Bank of Canada.
    50. Martin Kuncl & Alexander Ueberfeldt, 2021. "Monetary Policy and the Persistent Aggregate Effects of Wealth Redistribution," Staff Working Papers 21-38, Bank of Canada.
    51. CUHAL, Radu & STARIŢÎNA, Ludmila & SADOVEANU, Diana, 2015. "Modelling Approaches To Assess The Effectiveness Of Macro-Prudential Policy," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 2(1), pages 67-75.
    52. Javier Garcia-Cicco & Markus Kirchner & Julio Carrillo & Diego Rodríguez & Fernando Perez & Rocío Gondo & Carlos Montoro & Roberto Chang, 2017. "Financial and real shocks and the effectiveness of monetary and macroprudential policies in Latin American countries," BIS Working Papers 668, Bank for International Settlements.
    53. Cabral, Inês & Detken, Carsten & Fell, John & Henry, Jérôme & Hiebert, Paul & Kapadia, Sujit & Pires, Fatima & Salleo, Carmelo & Constâncio, Vítor & Nicoletti Altimari, Sergio, 2019. "Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies," Occasional Paper Series 227, European Central Bank.

  7. Sami Alpanda & Sarah Zubairy, 2014. "Addressing Household Indebtedness: Monetary, Fiscal or Macroprudential Policy?," Staff Working Papers 14-58, Bank of Canada.

    Cited by:

    1. Sami Alpanda & Gino Cateau & Césaire Meh, 2014. "A Policy Model to Analyze Macroprudential Regulations and Monetary Policy," Staff Working Papers 14-6, Bank of Canada.
    2. Kristina Bluwstein & Michał Brzoza-Brzezina & Paolo Gelain & Marcin Kolasa, 2019. "Multi-period loans, occasionally binding constraints and monetary policy: a quantitative evaluation," NBP Working Papers 307, Narodowy Bank Polski.
    3. Zhong, Changbiao & Xie, Lijuan & Shi, Yu & Xu, Xiangyun, 2023. "Macro-prudential policy, its alignment with monetary policy and house price growth: A cross-country study," The Quarterly Review of Economics and Finance, Elsevier, vol. 90(C), pages 51-62.
    4. Cars Hommes & Mario He & Sebastian Poledna & Melissa Siqueira & Yang Zhang, 2022. "CANVAS: A Canadian Behavioral Agent-Based Model," Staff Working Papers 22-51, Bank of Canada.
    5. Paolo Gelain & Kevin J. Lansing & Gisele J. Natvik, 2017. "Leaning Against the Credit Cycle," Working Paper Series 2017-18, Federal Reserve Bank of San Francisco.
    6. Sami Alpanda & Hyunji Song & Sarah Zubairy, 2021. "Household Debt and the Effects of Fiscal Policy," Working Papers 20210928-001, Texas A&M University, Department of Economics.
    7. Busato, Francesco & Ferrara, Maria & Varlese, Monica, 2022. "Disinflation Costs and Macroprudential Policies: Real and Welfare Effects," MPRA Paper 112272, University Library of Munich, Germany.
    8. Trent Saunders & Peter Tulip, 2019. "Cost-benefit Analysis of Leaning against the Wind," RBA Research Discussion Papers rdp2019-05, Reserve Bank of Australia.
    9. 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.
    10. Kolasa Marcin, 2021. "On the Limits of Macroprudential Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(1), pages 281-307, January.
    11. Gabriel Bruneau & Ian Christensen & Césaire Meh, 2016. "Housing Market Dynamics and Macroprudential Policy," Staff Working Papers 16-31, Bank of Canada.
    12. Grégory Levieuge, 2018. "La politique monétaire doit-elle être utilisée à des fins de stabilité financière ?," Post-Print hal-03530128, HAL.
    13. Hamed Ghiaie, 2018. "Macroeconomic Consequences of Bank’s Assets Reallocation After Mortgage Defaults," THEMA Working Papers 2018-12, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    14. Batini, Nicoletta & Melina, Giovanni & Villa, Stefania, 2019. "Fiscal buffers, private debt, and recession: The good, the bad and the ugly," Journal of Macroeconomics, Elsevier, vol. 62(C).
    15. Chen, Jiaqian & Finocchiaro, Daria & Lindé, Jesper & Walentin, Karl, 2020. "The costs of macroprudential deleveraging in a liquidity trap," Working Paper Series 389, Sveriges Riksbank (Central Bank of Sweden).
    16. Paul Corrigan & Hélène Desgagnés & José Dorich & Vadym Lepetyuk & Wataru Miyamoto & Yang Zhang, 2021. "ToTEM III: The Bank of Canada’s Main DSGE Model for Projection and Policy Analysis," Technical Reports 119, Bank of Canada.
    17. Muñoz, Manuel A., 2020. "Macroprudential policy and the role of institutional investors in housing markets," Working Paper Series 2454, European Central Bank.
    18. Charles Ka Yui Leung & Joe Cho Yiu Ng & Edward Chi Ho Tang, 2020. "Why is the Hong Kong housing market unaffordable? Some stylized facts and estimations," ISER Discussion Paper 1081, Institute of Social and Economic Research, Osaka University.
    19. Stähler, Nikolai, 2019. "Who benefits from using property taxes to finance a labor tax wedge reduction?," Journal of Housing Economics, Elsevier, vol. 46(C).
    20. Sami Alpanda & Alexander Ueberfeldt, 2016. "Should Monetary Policy Lean Against Housing Market Booms?," Staff Working Papers 16-19, Bank of Canada.
    21. Grégory LEVIEUGE & Jose David GARCIA REVELO, 2020. "When could macroprudential and monetary policies be in conflict?," LEO Working Papers / DR LEO 2749, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    22. Paolo Gelain & Kevin J. Lansing & Gisle J. Natvik, 2018. "Explaining the Boom–Bust Cycle in the U.S. Housing Market: A Reverse‐Engineering Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1751-1783, December.
    23. Schularick, Moritz & Richter, Björn & Shim, Ilhyock, 2018. "The Costs of Macroprudential Policy," CEPR Discussion Papers 13124, C.E.P.R. Discussion Papers.
    24. Indrani Manna & Martin Suster & Biswajit Banerjee, 2022. "House Price Expectations, Household Indebtedness and Macroprudential Policy in Slovakia," Working and Discussion Papers WP 5/2022, Research Department, National Bank of Slovakia.
    25. Jesper Pedersen, 2019. "What Are the Effects of Changes in Taxation and New Types of Mortgages on the Real Economy? The Case of Denmark during the 2000s," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 47-99, December.
    26. 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.
    27. Svensson, Lars E. O., 2017. "How robust is the result that the cost of "leaning against the wind" exceeds the benefit?," Working Paper Series 2031, European Central Bank.
    28. Anna Grodecka, 2020. "On the Effectiveness of Loan‐to‐Value Regulation in a Multiconstraint Framework," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(5), pages 1231-1270, August.
    29. Richard McManus & F Gulcin Ozkan & Dawid Trzeciakiewicz, 2021. "Fiscal consolidations and distributional effects: which form of fiscal austerity is least harmful?," Oxford Economic Papers, Oxford University Press, vol. 73(1), pages 317-349.
    30. Kim, Soyoung & Shim, Seri & Chen, Hongyi, 2023. "Effects and Conduct of Macroprudential Policy in China," Journal of Financial Stability, Elsevier, vol. 66(C).
    31. Hamed Ghiaie & Jean‐François Rouillard, 2022. "Housing tax expenditures and financial intermediation," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(2), pages 937-970, May.
    32. Lorenzo Burlon & Carlos Montes-Galdón & Manuel A. Muñoz & Frank Smets, 2023. "The optimal quantity of CBDC in a bank-based economy," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 23/1063, Ghent University, Faculty of Economics and Business Administration.
    33. Zohair Alam & Mr. Adrian Alter & Jesse Eiseman & Mr. Gaston Gelos & Mr. Heedon Kang & Mr. Machiko Narita & Erlend Nier & Naixi Wang, 2019. "Digging Deeper--Evidence on the Effects of Macroprudential Policies from a New Database," IMF Working Papers 2019/066, International Monetary Fund.
    34. David Finck & Joerg Schmidt & Peter Tillmann, 2018. "Mortgage Debt and Time-Varying Monetary Policy Transmission," MAGKS Papers on Economics 201809, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    35. Oleksiy Kryvtsov & Miguel Molico & Ben Tomlin, 2015. "On the Nexus of Monetary Policy and Financial Stability: Recent Developments and Research," Discussion Papers 15-7, Bank of Canada.
    36. Martin Kuncl, 2016. "Assessment of the Effects of Macroprudential Tightening in Canada," Staff Analytical Notes 16-12, Bank of Canada.
    37. Svensson, Lars E.O., 2017. "Leaning Against the Wind: Costs and Benefits, Effects on Debt, Leaning in DSGE Models, and a Framework for Comparison of Result," CEPR Discussion Papers 12226, C.E.P.R. Discussion Papers.
    38. José A. Carrasco-Gallego, 2020. "Real Estate, Economic Stability and the New Macro-Financial Policies," Sustainability, MDPI, vol. 13(1), pages 1-19, December.
    39. Kim, Soyoung & Mehrotra, Aaron, 2022. "Examining macroprudential policy and its macroeconomic effects – Some new evidence," Journal of International Money and Finance, Elsevier, vol. 128(C).
    40. Soyoung Kim & Aaron Mehrotra, "undated". "Effects of monetary and macroprudential policies – evidence from inflation targeting economies in the Asia-Pacific region and potential implications for China," GRU Working Paper Series GRU_2016_025, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    41. Bekiros, Stelios & Nilavongse, Rachatar & Uddin, Gazi Salah, 2020. "Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies," Journal of Financial Stability, Elsevier, vol. 49(C).
    42. José Dorich & Rhys R. Mendes & Yang Zhang, 2021. "The Bank of Canada’s “Horse Race” of Alternative Monetary Policy Frameworks: Some Interim Results from Model Simulations," Discussion Papers 2021-13, Bank of Canada.
    43. Ørjan Robstad, 2018. "House prices, credit and the effect of monetary policy in Norway: evidence from structural VAR models," Empirical Economics, Springer, vol. 54(2), pages 461-483, March.
    44. Hamed Ghiaie & Jean-François Rouillard, 2018. "Housing Taxation and Financial Intermediation," Cahiers de recherche 18-01, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, revised Nov 2018.
    45. Oparah Felix Chukwudi & James Tumba Henry, 2020. "Monetary Policy and Financial Stability in the Nigerian Banking Industry," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(1), pages 82-114, January.
    46. Francesco Busatto & Maria Ferrara & Simona Galano & Monica Varlese, 2021. "Effects of Releasing Capital Requirements: A DSGE Approach," Review of Economics and Institutions, Università di Perugia, vol. 12(1).
    47. Zoe Venter, 2019. "The Interaction Between ConventionalMonetary Policy and Financial Stability: Chile, Colombia, Japan, Portugal and the UK," Working Papers REM 2019/96, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    48. Malmierca, María, 2023. "Optimal macroprudential and fiscal policy in a monetary union," Economic Modelling, Elsevier, vol. 122(C).
    49. Turdaliev, Nurlan & Zhang, Yahong, 2019. "Household debt, macroprudential rules, and monetary policy," Economic Modelling, Elsevier, vol. 77(C), pages 234-252.
    50. Uwe Vollmer, 2022. "Monetary policy or macroprudential policies: What can tame the cycles?," Journal of Economic Surveys, Wiley Blackwell, vol. 36(5), pages 1510-1538, December.
    51. Lucas Hafemann, 2021. "Prudential Policies in the Eurozone: A Propensity Score Matching Approach," MAGKS Papers on Economics 202109, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    52. Ibrahima Sangaré, 2019. "Housing sector and optimal macroprudential policy in an estimated DSGE model for Luxembourg," BCL working papers 129, Central Bank of Luxembourg.
    53. Svensson, Lars E.O., 2017. "Cost-Benefit Analysis of Leaning Against the Wind," CEPR Discussion Papers 11739, C.E.P.R. Discussion Papers.
    54. Kim, Soyoung & Oh, Junbeom, 2020. "Macroeconomic effects of macroprudential policies: Evidence from LTV and DTI policies in Korea," Japan and the World Economy, Elsevier, vol. 53(C).
    55. Victor Pontines, 2020. "The real effects of loan-to-value limits: Empirical evidence from Korea," CAMA Working Papers 2020-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    56. Björn Richter & Moritz Schularick & Ilhyock Shim, 2018. "The macroeconomic effects of macroprudential policy," BIS Working Papers 740, Bank for International Settlements.
    57. Wilhelmsson, Mats, 2022. "What is the impact of macroprudential regulations on the Swedish housing market?," Journal of Housing Economics, Elsevier, vol. 57(C).
    58. Suhal Kusairi & Suriyani Muhamad & M Musdholifah & Shu-Chen Chang, 2019. "Labor Market and Household Debt in Asia Pacific Countries: Dynamic Heterogeneous Panel Data Analysis," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 1-15, June.
    59. Malmierca, María, 2022. "Stabilization and the policy mix in a monetary union," The Quarterly Review of Economics and Finance, Elsevier, vol. 83(C), pages 92-118.
    60. Gabriel Bruneau & Ian Christensen & Césaire Meh, 2018. "Housing market dynamics and macroprudential policies," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(3), pages 864-900, August.
    61. Shuffield Seyram Asafo & Michal Moszynski, 2022. "The combined effects of monetary and macroprudential policies," SN Business & Economics, Springer, vol. 2(9), pages 1-20, September.
    62. Thorsten Franz, 2020. "The Effects of Borrower-Based Macroprudential Policy: An Empirical Application to Korea," International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 1-47, October.
    63. Suh, Hyunduk, 2023. "Regionally heterogeneous housing cycles and housing market stabilization policies: Evidence from Korea," Economic Modelling, Elsevier, vol. 120(C).
    64. Alban Moura & Olivier Pierrard, 2022. "How well do DSGE models with real estate and collateral constraints fit the data?," BCL working papers 168, Central Bank of Luxembourg.
    65. Salvador Barrios & Cecile Denis & Viginta Ivaskaite-Tamosiune & Adriana Reut & Estefania Vazquez Torres, 2019. "Housing taxation: a new database for Europe," JRC Working Papers on Taxation & Structural Reforms 2019-08, Joint Research Centre.
    66. Yin Germaschewski, 2022. "House price, credit supply, and government policy in China," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(2), pages 971-1026, May.
    67. Pozo, Jorge, 2023. "The effects of countercyclical leverage buffers on macroeconomic and financial stability," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 194-217.
    68. Hiona Balfoussia & Harris Dellas & Dimitris Papageorgiou, 2018. "Loan-to-value ratio limits: an exploration for Greece," Working Papers 248, Bank of Greece.
    69. Giovanni Dell'Ariccia & Karl Habermeier & Vikram Haksar & Tommaso Mancini-Griffoli, 2017. "Monetary Policy and Financial Stability," 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.
    70. Svensson, Lars E.O., 2017. "How Robust Is the Result That the Cost of "Leaning Against the Wind" Exceeds the Benefit? Response to Adrian and Liang," CEPR Discussion Papers 11744, C.E.P.R. Discussion Papers.
    71. Deng, Qiu Shi & Alvarado, Rafael & Cheng, Fang Nan & Cuesta, Lizeth & Wang, Chun Bao & Pinzón, Stefania, 2023. "Long-run mechanism for house price regulation in China: Real estate tax, monetary policy or macro-prudential policy?," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 174-186.
    72. Gregory H. Bauer & Eleonora Granziera, 2017. "Monetary Policy, Private Debt, and Financial Stability Risks," International Journal of Central Banking, International Journal of Central Banking, vol. 13(3), pages 337-373, September.
    73. Christian Friedrich & Kristina Hess & Rose Cunningham, 2019. "Monetary Policy and Financial Stability: Cross‐Country Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(2-3), pages 403-453, March.
    74. Hodula, Martin & Libich, Jan, 2023. "Has monetary policy fueled the rise in shadow banking?," Economic Modelling, Elsevier, vol. 123(C).
    75. Aicha Kharazi & Francesco Ravazzolo, 2023. "Regulatory Collateral Requirements and Delinquency Rate in a Two-Agent New Keynesian Model," Working Paper series 23-03, Rimini Centre for Economic Analysis.
    76. Hiebert, Paul & Jaccard, Ivan & Schüler, Yves, 2018. "Contrasting financial and business cycles: Stylized facts and candidate explanations," Journal of Financial Stability, Elsevier, vol. 38(C), pages 72-80.
    77. Yin Germaschewski, 2023. "House price volatility in China: Demand versus supply," Economic Inquiry, Western Economic Association International, vol. 61(1), pages 199-220, January.
    78. Mr. Lars E. O. Svensson, 2016. "Cost-Benefit Analysis of Leaning Against the Wind: Are Costs Larger Also with Less Effective Macroprudential Policy?," IMF Working Papers 2016/003, International Monetary Fund.
    79. Górajski, Mariusz & Kuchta, Zbigniew, 2023. "Coordination and non-coordination risks of monetary and macroprudential authorities: A robust welfare analysis," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).

  8. Sami Alpanda & Sarah Zubairy, 2013. "Housing and Tax Policy," Staff Working Papers 13-33, Bank of Canada.

    Cited by:

    1. Berrak Bahadir & Kuhelika De & William D. Lastrapes, 2020. "Household Debt, Consumption and Inequality," Working Papers 2011, Florida International University, Department of Economics.
    2. Sami Alpanda & Gino Cateau & Césaire Meh, 2014. "A Policy Model to Analyze Macroprudential Regulations and Monetary Policy," Staff Working Papers 14-6, Bank of Canada.
    3. Reichlin, Pietro & Borri, Nicola, 2019. "Optimal Taxation with Homeownership and Wealth Inequality," CEPR Discussion Papers 14144, C.E.P.R. Discussion Papers.
    4. Funke, Michael & Kirkby, Robert & Mihaylovski, Petar, 2018. "House prices and macroprudential policy in an estimated DSGE model of New Zealand," Journal of Macroeconomics, Elsevier, vol. 56(C), pages 152-171.
    5. Kolasa Marcin, 2021. "On the Limits of Macroprudential Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(1), pages 281-307, January.
    6. Vinicius Phillipe de Albuquerquemello & Cássio Besarria, 2020. "Rental market and macroeconomics: evidence for the US," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 48(3), pages 587-603, August.
    7. Andrea Camilli, 2020. "Labor market institutions and homeownership," Working Papers 440, University of Milano-Bicocca, Department of Economics, revised May 2020.
    8. Gregory Bauer, 2014. "International House Price Cycles, Monetary Policy and Risk Premiums," Staff Working Papers 14-54, Bank of Canada.
    9. Ghoddusi, Hamed & Afkhami, Mohamad, 2019. "Valuation of mortgage interest deductibility under uncertainty: An option pricing approach," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 102-122.
    10. Bielecki, Marcin & Stähler, Nikolai, 2018. "Labor tax reductions in Europe: The role of property taxation," Discussion Papers 30/2018, Deutsche Bundesbank.
    11. Muñoz, Manuel A., 2020. "Macroprudential policy and the role of institutional investors in housing markets," Working Paper Series 2454, European Central Bank.
    12. Pavlína Kirschnerová & Jana Janoušková, 2018. "Are Tax Expenditures of Individuals Only a Tool of Tax Optimisation?," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 24(3), pages 239-252, August.
    13. Stähler, Nikolai, 2019. "Who benefits from using property taxes to finance a labor tax wedge reduction?," Journal of Housing Economics, Elsevier, vol. 46(C).
    14. Hirsch, Patrick, 2019. "Heterogeneous rental markets in a DSGE model of the euro area," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203633, Verein für Socialpolitik / German Economic Association.
    15. Asimakopoulos, Panagiotis & Asimakopoulos, Stylianos, 2019. "Fiscal policy with banks and financial frictions," Journal of Financial Stability, Elsevier, vol. 40(C), pages 94-109.
    16. Das, Mitali & Ordal, Hailey, 2022. "Macroeconomic stability or financial stability: How are capital controls used? Insights from a new database," Journal of Financial Stability, Elsevier, vol. 63(C).
    17. Yin Germaschewski & Shu‐Ling Wang, 2021. "Distributional effects of nonresident investors on the housing market and welfare," Review of International Economics, Wiley Blackwell, vol. 29(5), pages 1300-1326, November.
    18. Margarta Rubio, 2014. "Rented vs. Owner-Occupied Housing and Monetary Policy," Discussion Papers 2014/09, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    19. Richard McManus & F Gulcin Ozkan & Dawid Trzeciakiewicz, 2021. "Fiscal consolidations and distributional effects: which form of fiscal austerity is least harmful?," Oxford Economic Papers, Oxford University Press, vol. 73(1), pages 317-349.
    20. Hamed Ghiaie & Jean‐François Rouillard, 2022. "Housing tax expenditures and financial intermediation," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(2), pages 937-970, May.
    21. Li, Shiyu & Lin, Shuanglin, 2023. "Housing property tax, economic growth, and intergenerational welfare: The case of China," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 233-251.
    22. Alpanda, Sami & Zubairy, Sarah, 2017. "Addressing household indebtedness: Monetary, fiscal or macroprudential policy?," European Economic Review, Elsevier, vol. 92(C), pages 47-73.
    23. Hamed Ghiaie & Jean-François Rouillard, 2018. "Housing Taxation and Financial Intermediation," Cahiers de recherche 18-01, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, revised Nov 2018.
    24. Eunseoung Ma & Sarah Zubairy, 2020. "Homeownership and Housing Transitions: Explaining the Demographic Composition," Departmental Working Papers 2020-04, Department of Economics, Louisiana State University.
    25. Yahong Zhang, 2015. "Household Debt, Financial Intermediation, and Monetary Policy," Working Papers 1504, University of Windsor, Department of Economics.
    26. Lenhle Dlamini & Harold Ngalawa, 2022. "Macroprudential policy and house prices in an estimated Dynamic Stochastic General Equilibrium model for South Africa," Australian Economic Papers, Wiley Blackwell, vol. 61(2), pages 304-336, June.
    27. Agustin Redonda, 2016. "Tax Expenditures and Sustainability. An Overview," Discussion Notes 1603, Council on Economic Policies.
    28. Mr. Pau Rabanal, 2018. "An Estimated DSGE Model to Analyze Housing Market Policies in Hong Kong SAR," IMF Working Papers 2018/090, International Monetary Fund.
    29. Nicola Borri & Pietro Reichlin, 2020. "Online Appendix to "Optimal Taxation with Home Ownership and Wealth Inequality"," Online Appendices 19-19, Review of Economic Dynamics.
    30. Guo, Shen & Jiang, Zheng, 2021. "The welfare implications of housing-related tax policies in China," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 135-153.
    31. Chu, Shiou-Yen, 2018. "Macroeconomic policies and housing market in Taiwan," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 404-421.

  9. Uluc Aysun & Sami Alpanda, 2012. "International Transmission of Financial Shocks in an Estimated DSGE model," Working Papers 2012-06, University of Central Florida, Department of Economics.

    Cited by:

    1. Matthias Burgert & Werner Roeger & Janos Varga & Jan in 't Veld & Lukas Vogel, 2020. "A Global Economy Version of QUEST: Simulation Properties," European Economy - Discussion Papers 126, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    2. Luis J. Álvarez & M.ª Dolores Gadea & Ana Gómez Loscos, 2021. "La evolución cíclica de la economía española en el contexto europeo," Occasional Papers 2103, Banco de España.
    3. Volha Audzei, 2021. "Learning and Cross-Country Correlations in a Multi-Country DSGE Model," Working Papers 2021/7, Czech National Bank.
    4. Gelfer, Sacha & Gibbs, Christopher G., 2023. "Measuring the effects of large-scale asset purchases: The role of international financial markets and the financial accelerator," Journal of International Money and Finance, Elsevier, vol. 131(C).
    5. Houssa, Romain & Mohimont, Jolan & Otrok, Christopher, 2023. "Commodity exports, financial frictions, and international spillovers," European Economic Review, Elsevier, vol. 158(C).
    6. Uluc Aysun & Sami Alpanda, 2020. "Regulatory Arbitrage and Economic Stability," Working Papers 2020-02, University of Central Florida, Department of Economics.
    7. Aysun, Uluc & Lee, Sanglim, 2014. "Can time-varying risk premiums explain the excess returns in the interest rate parity condition?," Emerging Markets Review, Elsevier, vol. 18(C), pages 78-100.
    8. Goyal, Ashima & Verma, Akhilesh K, 2023. "Cross border flows, financial intermediation and interactions of policy rules in a small open economy," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 369-393.
    9. PIROVANO, Mara, 2013. "International financial integration, credit frictions and exchange rate regimes," Working Papers 2013015, University of Antwerp, Faculty of Business and Economics.
    10. Uluc Aysun, 2016. "Searching for the source of macroeconomic integration across advanced economies," Oxford Economic Papers, Oxford University Press, vol. 68(2), pages 316-339.
    11. Paul De Grauwe & Yuemei Ji, 2017. "The International Synchronisation of Business Cycles: the Role of Animal Spirits," Open Economies Review, Springer, vol. 28(3), pages 383-412, July.
    12. Yang, Jian & Yu, Ziliang & Ma, Jun, 2019. "China's financial network with international spillovers: A first look," Pacific-Basin Finance Journal, Elsevier, vol. 58(C).
    13. 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).
    14. Òscar Jordà & Moritz Schularick & Alan M. Taylor & Felix Ward, 2019. "Global Financial Cycles and Risk Premiums," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(1), pages 109-150, March.
    15. Nicolas Debarsy & Cyrille Dossougoin & Cem Ertur & Jean-Yves Gnabo, 2018. "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," Post-Print hal-01744629, HAL.
    16. Dubois, Corinne, 2021. "Deposit insurance and financial integration in the Eurozone: A DSGE model," Economics Letters, Elsevier, vol. 207(C).
    17. Uluc Aysun & Sanglim Lee, 2013. "The determinants of the deviations from the interest rate parity condition," Working Papers 2013-03, University of Central Florida, Department of Economics.
    18. Corbo, Vesna & Strid, Ingvar, 2020. "MAJA: A two-region DSGE model for Sweden and its main trading partners," Working Paper Series 391, Sveriges Riksbank (Central Bank of Sweden).
    19. Croitorov, Olga & Giovannini, Massimo & Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2020. "Financial spillover and global risk in a multi-region model of the world economy," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 185-218.
    20. Uluc Aysun & Takeshi Yagihashi, 2017. "The common sources of business cycles in Trans-Pacific countries and the U.S.? A comparison with NAFTA," Working Papers 2017-03, University of Central Florida, Department of Economics.
    21. 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.
    22. Sami Alpanda & Uluc Aysun & Serdar Kabaca, 2022. "International Portfolio Rebalancing and Fiscal Policy Spillovers," Working Papers 2022-01, University of Central Florida, Department of Economics.
    23. Pierre‐Richard Agénor & Timothy P. Jackson & Luiz A. Pereira da Silva, 2023. "Global banking, financial spillovers and macroprudential policy coordination," Economica, London School of Economics and Political Science, vol. 90(359), pages 1003-1040, July.
    24. de Grauwe, Paul & Ji, Yuemei, 2018. "Behavioural economics is useful also in macroeconomics : the role of animal spirits," LSE Research Online Documents on Economics 87286, London School of Economics and Political Science, LSE Library.
    25. 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.
    26. Aysun, Uluc, 2016. "Bank size and macroeconomic shock transmission: Does the credit channel operate through large or small banks?," Journal of International Money and Finance, Elsevier, vol. 65(C), pages 117-139.
    27. Agénor, Pierre-Richard & Jackson, Timothy & Jia, Pengfei, 2021. "Macroprudential policy coordination in a currency union," European Economic Review, Elsevier, vol. 137(C).
    28. Davoine, Thomas & Molnar, Matthias, 2020. "Cross-country fiscal policy spillovers and capital-skill complementarity in integrated capital markets," Economic Modelling, Elsevier, vol. 88(C), pages 132-150.
    29. Montinari, Letizia & Stracca, Livio, 2016. "Trade, finance or policies: What drives the cross-border spill-over of business cycles?," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 131-148.
    30. Stefan Avdjiev & Uluc Aysun & Ralf Hepp, 2018. "What drives local lending by global banks?," BIS Working Papers 746, Bank for International Settlements.
    31. Aysun, Uluc, 2018. "The effects of global bank competition and presence on local economies: The Goldilocks principle may not apply to global banking," Economic Modelling, Elsevier, vol. 70(C), pages 159-173.
    32. De Grauwe, Paul & Ji, Yuemei, 2017. "Endogenous Asymmetric Shocks in the Eurozone. The Role of Animal Spirits," CEPR Discussion Papers 11887, C.E.P.R. Discussion Papers.
    33. Gregory de Walque & Thomas Lejeune & Ansgar Rannenberg & Magne Mogstad, 2023. "BEMGIE: Belgian Economy in a Macro General and International Equilibrium model," Working Paper Research 435, National Bank of Belgium.
    34. Uluc Aysun, 2023. "Technology diffusion and international business cycles," Working Papers 2023-02, University of Central Florida, Department of Economics.
    35. Aysun, Uluc, 2022. "A structural approach to measuring the degree of economic integration: Evidence from G-7 countries," Journal of International Money and Finance, Elsevier, vol. 124(C).
    36. Akkaya, Yildiz & Belfrage, Carl-Johan & Di Casola, Paola & Strid, Ingvar, 2023. "Effects of foreign and domestic central bank government bond purchases in a small open economy DSGE model: Evidence from Sweden before and during the coronavirus pandemic," Working Paper Series 421, Sveriges Riksbank (Central Bank of Sweden).

  10. Geoffrey Woglom & Kevin Kotze & Sami Alpanda, 2010. "Should Central Banks of Small Open Economies Respond to Exchange Rate Fluctuations: The Case of South Africa," Working Papers 174, Economic Research Southern Africa.

    Cited by:

    1. Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," School of Economics Macroeconomic Discussion Paper Series 2022-03, School of Economics, University of Cape Town.
    2. Muellbauer, John & Sinclair, Peter & Aron, Janine & Farrell, Greg, 2010. "Exchange Rate Pass-through and Monetary Policy in South Africa," CEPR Discussion Papers 8153, C.E.P.R. Discussion Papers.
    3. Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015. "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Applied Economics, Taylor & Francis Journals, vol. 47(3), pages 207-221, January.
    4. Balcilar, Mehmet & Gupta, Rangan & Kotzé, Kevin, 2015. "Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model," Economic Modelling, Elsevier, vol. 44(C), pages 215-228.
    5. Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2013. "Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model," Working Papers 201313, University of Pretoria, Department of Economics.
    6. Rudi Steinbach & Stan du Plessis & Ben Smit, 2014. "Monetary policy and financial shocks in an empirical small open-economy DSGE model," EcoMod2014 7194, EcoMod.
    7. Stan du Plessis & Ben Smit & Rudi Steinbach, 2014. "A mediumsized open economy DSGE model of South Africa," Working Papers 6319, South African Reserve Bank.
    8. Paetz, Michael & Gupta, Rangan, 2016. "Stock price dynamics and the business cycle in an estimated DSGE model for South Africa," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 166-182.
    9. Rangan Gupta & Patrick Kanda & Mampho Modise & Alessia Paccagnini, 2013. "DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers 259, University of Milano-Bicocca, Department of Economics, revised Nov 2013.
    10. Lebogang Mateane & Christian R. Proaño, 2020. "Does monetary policy react asymmetrically to exchange rate misalignments? Evidence for South Africa," Empirical Economics, Springer, vol. 58(4), pages 1639-1658, April.
    11. N. Johnson, Leroy, 2022. "Financial Frictions And Monetary Policy Shocks In Sierra Leone: Dynamic Stochastic General Equilibrium Model," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, vol. 9(2), pages 78-96, June.
    12. Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017. "Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda," Working Papers 201710, University of Pretoria, Department of Economics.
    13. Davide Debortoli & Ricardo Nunes, 2014. "Monetary Regime Switches and Central Bank Preferences," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(8), pages 1591-1626, December.

Articles

  1. Alpanda, Sami & Granziera, Eleonora & Zubairy, Sarah, 2021. "State dependence of monetary policy across business, credit and interest rate cycles," European Economic Review, Elsevier, vol. 140(C).
    See citations under working paper version above.
  2. Alpanda, Sami, 2021. "Regime-Switching Productivity Growth And Bayesian Learning In Real Business Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 25(2), pages 462-488, March.

    Cited by:

    1. Ryo Horii & Yoshiyasu Ono, 2022. "Financial crisis and slow recovery with Bayesian learning agents," International Journal of Economic Theory, The International Society for Economic Theory, vol. 18(4), pages 578-606, December.
    2. Andrew Foerster & Christian Matthes, 2022. "Learning About Regime Change," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(4), pages 1829-1859, November.

  3. Sami Alpanda & Serdar Kabaca, 2020. "International Spillovers of Large-Scale Asset Purchases," Journal of the European Economic Association, European Economic Association, vol. 18(1), pages 342-391.
    See citations under working paper version above.
  4. 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.

    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. Choi, Sangyup & Shin, Junhyeok & Yoo, Seung Yong, 2022. "Are government spending shocks inflationary at the zero lower bound? New evidence from daily data," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
    3. 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.
    4. Geiger, Martin & Zachariadis, Marios, 2022. "Consumers’ Updating, Policy Shocks, And Public Debt: An Empirical Assessment Of State Dependencies," Macroeconomic Dynamics, Cambridge University Press, vol. 26(8), pages 2104-2140, December.
    5. 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.
    6. Eunseong Ma, 2023. "Monetary Policy And Inequality: How Does One Affect The Other?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(2), pages 691-725, May.
    7. Bruno Albuquerque, 2019. "One Size Fits All? Monetary Policy and Asymmetric Household Debt Cycles in U.S. States," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1309-1353, August.
    8. Sangyup Choi & Junhyeok Shin, 2020. "Household Indebtedness and the Macroeconomic Effects of Tax Changes," Working papers 2020rwp-178, Yonsei University, Yonsei Economics Research Institute.
    9. Chen, Jiaqian & Finocchiaro, Daria & Lindé, Jesper & Walentin, Karl, 2020. "The costs of macroprudential deleveraging in a liquidity trap," Working Paper Series 389, Sveriges Riksbank (Central Bank of Sweden).
    10. Giacomo Rella, 2021. "The Fed, housing and household debt over time," Department of Economics University of Siena 850, Department of Economics, University of Siena.
    11. Roben Kloosterman & Dennis Bonam & Koen van der Veer, 2022. "The effects of monetary policy across fiscal regimes," Working Papers 755, DNB.
    12. David Finck & Paul Rudel, 2023. "Do credit supply shocks have asymmetric effects?," Empirical Economics, Springer, vol. 64(4), pages 1559-1597, April.
    13. Sardar, Naafey & Sharma, Shahil, 2022. "Oil prices & stock returns: Modeling the asymmetric effects around the zero lower bound," Energy Economics, Elsevier, vol. 107(C).
    14. Martina Cecioni, 2018. "ECB monetary policy and the euro exchange rate," Temi di discussione (Economic working papers) 1172, Bank of Italy, Economic Research and International Relations Area.
    15. 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.
    16. Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti, 2022. "Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms," Staff Reports 1002, Federal Reserve Bank of New York.
    17. Simone Auer & Marco Bernardini & Martina Cecioni, 2019. "Corporate Leverage and Monetary Policy Effectiveness in the Euro Area," 2019 Meeting Papers 1102, Society for Economic Dynamics.
    18. Deng, Xin & Yu, Mingzhe, 2021. "Does the marginal child increase household debt? – Evidence from the new fertility policy in China," International Review of Financial Analysis, Elsevier, vol. 77(C).
    19. Youngjin Yun & Byoungsoo Cho, 2021. "Is the Monetary Policy Effect Different for Bank Lending to Households and Firms?," GRU Working Paper Series GRU_2021_001, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    20. Martin Geiger & Marios Zachariadis, 2019. "Assessing Expectations as a Monetary/Fiscal State-Dependent Phenomenon," University of Cyprus Working Papers in Economics 01-2019, University of Cyprus Department of Economics.
    21. Kim, Jiseob, 2020. "Macroeconomic effects of the mortgage refinance and the home equity lines of credit," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
    22. Max Breitenlechner & Johann Scharler, 2020. "Private Sector Debt, Financial Constraints, and the Effects of Monetary Policy: Evidence from the US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(4), pages 889-915, August.
    23. Atems, Bebonchu & Sardar, Naafey, 2021. "Exploring asymmetries in the effects of El Niño-Southern Oscillation on U.S. food and agricultural stock prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 1-14.
    24. Martin Iseringhausen, 2024. "The housing supply channel of monetary policy," Working Papers 59, European Stability Mechanism, revised 05 Feb 2024.
    25. Funke, Michael & Li, Xiang & Zhong, Doudou, 2023. "Household indebtedness, financial frictions and the transmission of monetary policy to consumption: Evidence from China," Emerging Markets Review, Elsevier, vol. 55(C).
    26. Rünstler, Gerhard & Bräuer, Leonie, 2020. "Monetary policy transmission over the leverage cycle: evidence for the euro area," Working Paper Series 2421, European Central Bank.
    27. Matusche, Alexander & Wacks, Johannes, 2023. "Does wealth inequality affect the transmission of monetary policy?," Journal of Macroeconomics, Elsevier, vol. 75(C).
    28. Guo, Fei & Kit-Ming Yan, Isabel & Chen, Tao & Hu, Chun-Tien, 2023. "Fiscal multipliers, monetary efficacy, and hand-to-mouth households," Journal of International Money and Finance, Elsevier, vol. 130(C).
    29. Yun, Youngjin & Cho, Byoungsoo, 2022. "Does monetary policy affect bank lending to households and firms differently?," Economic Modelling, Elsevier, vol. 109(C).
    30. Mirko Abbritti & Juan Equiza-Goñi & Fernando Perez Gracia & Tommaso Trani, 2020. "The effect of oil price shocks on economic activity: a local projections approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 708-723, October.
    31. van den End, Jan Willem & Konietschke, Paul & Samarina, Anna & Stanga, Irina M., 2021. "Macroeconomic reversal rate in a low interest rate environment," Working Paper Series 2620, European Central Bank.
    32. Teimouri, Sheida & Zietz, Joachim, 2020. "Coping with deindustrialization: A panel study for early OECD countries," Structural Change and Economic Dynamics, Elsevier, vol. 54(C), pages 26-41.
    33. 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).
    34. Atems, Bebonchu & Yimga, Jules, 2021. "Quantifying the impact of the COVID-19 pandemic on US airline stock prices," Journal of Air Transport Management, Elsevier, vol. 97(C).
    35. Fei Guo & Isabel Kit-Ming Yan & Tao Chen & Chuntien Hu, 2021. "Fiscal Multiplier, Monetary Shock and Hand-to-Mouth Household," GRU Working Paper Series GRU_2021_025, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    36. Polyzos, Efstathios, 2022. "Examining the asymmetric impact of macroeconomic policy in the UAE: Evidence from quartile impulse responses and machine learning," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).

  5. Sami Alpanda & Gino Cateau & Césaire Meh, 2018. "A policy model to analyze macroprudential regulations and monetary policy," Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 828-863, August.
    See citations under working paper version above.
  6. Alpanda, Sami & Zubairy, Sarah, 2017. "Addressing household indebtedness: Monetary, fiscal or macroprudential policy?," European Economic Review, Elsevier, vol. 92(C), pages 47-73.
    See citations under working paper version above.
  7. Sami Alpanda & Sarah Zubairy, 2016. "Housing and Tax Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 485-512, March.
    See citations under working paper version above.
  8. Alpanda, Sami & Honig, Adam, 2014. "The impact of central bank independence on the performance of inflation targeting regimes," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 118-135.

    Cited by:

    1. Geeta Garg, 2015. "Impact of trilemma indicators on macroeconomic policy: Does central bank independence matter?," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2015-019, Indira Gandhi Institute of Development Research, Mumbai, India.
    2. Abdelkader Aguir, 2018. "Central Bank Credibility, Independence, and Monetary Policy," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 7(3), pages 91-110.
    3. Ehrmann, Michael, 2021. "Point targets, tolerance bands or target ranges? Inflation target types and the anchoring of inflation expectations," Journal of International Economics, Elsevier, vol. 132(C).
    4. Zied Ftiti & Abdelkader Aguir & Mounir Smida, 2017. "Time-inconsistency and expansionary business cycle theories: What does matter for the central bank independence–inflation relationship?," Post-Print hal-01746100, HAL.
    5. Musa, Umar & Jun, Wen, 2020. "Does inflation targeting cause financial instability?: An empirical test of paradox of credibility hypothesis," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    6. Iwasaki, Ichiro & Uegaki, Akira, 2015. "Central Bank Independence and Inflation in Transition Economies: A Comparative Meta-Analysis with Developed and Developing Economies," RRC Working Paper Series 55, Russian Research Center, Institute of Economic Research, Hitotsubashi University.
    7. Afees A. Salisu & Elias A. Udeaja & Silva Opuala-Charles, 2022. "Central Bank Independence And Price Stability Under Alternative Political Regimes: A Global Evidence," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 25(2), pages 155-172, August.
    8. Hippolyte W. BALIMA & Eric Gabin KILAMA & René TAPSOBA, 2017. "Settling the Inflation Targeting Debate: Lights from a Meta-Regression Analysis," Working Papers 4083, FERDI.
    9. Petrevski, Goran, 2023. "Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature," EconStor Preprints 271122, ZBW - Leibniz Information Centre for Economics.
    10. Michael Ehrmann, 2015. "Targeting Inflation from Below: How Do Inflation Expectations Behave?," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 213-249, September.
    11. Garriga, Ana Carolina & Rodriguez, Cesar M., 2020. "More effective than we thought: Central bank independence and inflation in developing countries," Economic Modelling, Elsevier, vol. 85(C), pages 87-105.
    12. Soe, Than Than & Kakinaka, Makoto, 2018. "Inflation targeting and income velocity in developing economies: Some international evidence," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 44-61.
    13. Fouda Owoundi, Jean-Pierre & Mbassi, Christophe Martial & Owoundi, Ferdinand, 2021. "Does inflation targeting weaken financial stability? Assessing the role of institutional quality," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 374-398.
    14. Nasir, Muhammad Ali & Balsalobre-Lorente, Daniel & Huynh, Toan Luu Duc, 2020. "Anchoring inflation expectations in the face of oil shocks & in the proximity of ZLB: A tale of two targeters," Energy Economics, Elsevier, vol. 86(C).
    15. Goran Petrevski, 2023. "Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature," Papers 2305.17474, arXiv.org.
    16. Qureshi, Irfan, 2017. "Monetary Policy Shifts and Central Bank Independence," The Warwick Economics Research Paper Series (TWERPS) 1139, University of Warwick, Department of Economics.
    17. Baumann Philipp F. M. & Schomaker Michael & Rossi Enzo, 2021. "Estimating the effect of central bank independence on inflation using longitudinal targeted maximum likelihood estimation," Journal of Causal Inference, De Gruyter, vol. 9(1), pages 109-146, January.
    18. Nasir, Muhammad Ali & Huynh, Toan Luu Duc & Yarovaya, Larisa, 2020. "Inflation targeting & implications of oil shocks for inflation expectations in oil-importing and exporting economies: Evidence from three Nordic Kingdoms," International Review of Financial Analysis, Elsevier, vol. 72(C).
    19. Ouyang, Alice Y. & Rajan, Ramkishen S., 2019. "The impact of financial development on the effectiveness of inflation targeting in developing economies," Japan and the World Economy, Elsevier, vol. 50(C), pages 25-35.
    20. Balima, Hippolyte W. & Kilama, Eric G. & Tapsoba, René, 2020. "Inflation targeting: Genuine effects or publication selection bias?," European Economic Review, Elsevier, vol. 128(C).
    21. Nasir, Muhammad Ali & Duc Huynh, Toan Luu & Vo, Xuan Vinh, 2020. "Exchange rate pass-through & management of inflation expectations in a small open inflation targeting economy," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 178-188.
    22. D. Masciandaro, 2019. "What Bird Is That? Central Banking And Monetary Policy In The Last Forty Years," BAFFI CAREFIN Working Papers 19127, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    23. Klaus Schmidt-Hebbel, 2019. "Macroeconomic Institutions: Lessons from World Experience for MENA Countries," Working Papers 1311, Economic Research Forum, revised 21 Aug 2019.
    24. Thanaset Chevapatrakul & Juan Paez-Farrell, 2018. "How effective is inflation targeting in emerging market economies?," Working Papers 2018005, The University of Sheffield, Department of Economics.
    25. Philipp F. M. Baumann & Enzo Rossi & Alexander Volkmann, 2020. "What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC," Papers 2006.06274, arXiv.org, revised Aug 2022.
    26. Zafar Hayat & Saher Masood, 2022. "Inflation Targeting Skepticism: Myth or Reality? A Way Forward for Pakistan (Article)," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 61(1), pages 1-27.
    27. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.

  9. Alpanda, Sami & Aysun, Uluc, 2014. "International transmission of financial shocks in an estimated DSGE model," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 21-55.
    See citations under working paper version above.
  10. Sami Alpanda, 2013. "Identifying The Role Of Risk Shocks In The Business Cycle Using Stock Price Data," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 304-335, January.

    Cited by:

    1. Sami Alpanda & Gino Cateau & Césaire Meh, 2014. "A Policy Model to Analyze Macroprudential Regulations and Monetary Policy," Staff Working Papers 14-6, Bank of Canada.
    2. Alpanda, Sami & Aysun, Uluc, 2014. "International transmission of financial shocks in an estimated DSGE model," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 21-55.
    3. Benchimol, Jonathan, 2014. "Risk aversion in the Eurozone," Research in Economics, Elsevier, vol. 68(1), pages 39-56.
    4. Sami Alpanda & Alexander Ueberfeldt, 2016. "Should Monetary Policy Lean Against Housing Market Booms?," Staff Working Papers 16-19, Bank of Canada.
    5. Uluc Aysun & Sami Alpanda, 2011. "Global banking and the balance sheet channel of monetary transmission," Working Papers 2011-04, University of Central Florida, Department of Economics.
    6. Aysun, Uluc, 2016. "Bank size and macroeconomic shock transmission: Does the credit channel operate through large or small banks?," Journal of International Money and Finance, Elsevier, vol. 65(C), pages 117-139.
    7. Jonathan Benchimol, 2012. "Risk Aversion in the Euro area," Post-Print hal-00713669, HAL.
    8. Eric Jondeau & Michael Rockinger, 2019. "Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2239-2291, December.

  11. Sami Alpanda & Uluc Aysun, 2012. "Global Banking and the Balance Sheet Channel of Monetary Transmission," International Journal of Central Banking, International Journal of Central Banking, vol. 8(3), pages 141-175, September.

    Cited by:

    1. Uluc Asyun & Ralf Hepp, 2014. "A Comparison of the Internal and External Determinants of Global Bank Loans: Evidence from Bilateral Cross- Country Data," Fordham Economics Discussion Paper Series dp2014-08, Fordham University, Department of Economics.
    2. Alpanda, Sami & Aysun, Uluc, 2014. "International transmission of financial shocks in an estimated DSGE model," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 21-55.
    3. Uluc Aysun & Sami Alpanda, 2020. "Regulatory Arbitrage and Economic Stability," Working Papers 2020-02, University of Central Florida, Department of Economics.
    4. Ma, Yong & Lin, Xingkai, 2016. "Financial development and the effectiveness of monetary policy," Journal of Banking & Finance, Elsevier, vol. 68(C), pages 1-11.
    5. Sasidaran Gopalan & Ramikishen S. Rajan, 2015. "Does Foreign Bank Entry Affect Monetary Policy Effectiveness?: Exploring the Interest Rate Pass-Through Channel," HKUST IEMS Working Paper Series 2015-06, HKUST Institute for Emerging Market Studies, revised Feb 2015.
    6. Nguyen Tran Thai Ha & Phan Gia Quyen, 2018. "Monetary Policy, Bank Competitiveness and Bank Risk-Taking: Empirical Evidence from Vietnam," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 14(2), pages 137-156.
    7. Auer, Simone, 2019. "Monetary policy shocks and foreign investment income: Evidence from a large Bayesian VAR," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 142-166.
    8. Gopalan, Sasidaran & Rajan, Ramkishen S., 2017. "Does foreign bank presence affect interest rate pass-through in emerging and developing economies?," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 373-392.
    9. Aysun, Uluc, 2018. "The effects of global bank competition and presence on local economies: The Goldilocks principle may not apply to global banking," Economic Modelling, Elsevier, vol. 70(C), pages 159-173.
    10. Uluc Aysun, 2015. "The effects of global bank competition and presence on local business cycles: The Goldilocks principle does not apply to global banking," Working Papers 2015-02, University of Central Florida, Department of Economics, revised Oct 2015.
    11. Lukáš Kučera, 2018. "Investice v transmisním mechanismu cílování inflace verifikace zdrojů variability investic v České republice [Investment in the Transmission Mechanism of Inflation Targeting - Verification of Sourc," Politická ekonomie, Prague University of Economics and Business, vol. 2018(2), pages 201-217.

  12. Sami Alpanda, 2012. "Taxation, collateral use of land, and Japanese asset prices," Empirical Economics, Springer, vol. 43(2), pages 819-850, October.

    Cited by:

    1. Homburg Stefan, 2017. "Understanding Benign Liquidity Traps: The Case of Japan," German Economic Review, De Gruyter, vol. 18(3), pages 267-282, August.
    2. Hiroki Arato & Katsunori Yamada, 2012. "Japan's Intangible Capital and Valuation of Corporations in a Neoclassical Framework," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(4), pages 459-478, October.
    3. Zhang Wei-Bin, 2014. "Land Value and Rent Dynamics in an Integrated Walrasian General Equilibrium and Neoclassical Growth Theory," Scientific Annals of Economics and Business, Sciendo, vol. 61(2), pages 235-258, December.
    4. Wei-Bin Zhang, 2017. "Multi-Regional Growth, Agglomeration and Land Values in a Generalized Heckscher-Ohlin Trade Model," Eastern European Business and Economics Journal, Eastern European Business and Economics Studies Centre, vol. 3(3), pages 270-305.
    5. Sami Alpanda & Sarah Zubairy, 2013. "Housing and Tax Policy," Staff Working Papers 13-33, Bank of Canada.
    6. Wei-Bin Zhang, 2018. "Business Cycles In A General Equilibrium Dynamic Model With Land Value And Rent," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 63(216), pages 7-34, January –.
    7. ZHANG Wei-Bin, 2015. "Values Of Land And Renewable Resources In A Three-Sector Economic Growth Model," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 10(1), pages 156-186, April.
    8. Wei-Bin Zhang, 2015. "The Dynamics of Wealth, Environment and Land Value in a Three-Sector Growth Model," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 13(2), pages 197-228.
    9. Guo, Shen & Jiang, Zheng, 2021. "The welfare implications of housing-related tax policies in China," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 135-153.

  13. Sami Alpanda & Kevin Kotzé & Geoffrey Woglom, 2011. "Forecasting Performance Of An Estimated Dsge Model For The South African Economy," South African Journal of Economics, Economic Society of South Africa, vol. 79(1), pages 50-67, March.

    Cited by:

    1. Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," School of Economics Macroeconomic Discussion Paper Series 2022-03, School of Economics, University of Cape Town.
    2. Gupta, Rangan & Steinbach, Rudi, 2013. "A DSGE-VAR model for forecasting key South African macroeconomic variables," Economic Modelling, Elsevier, vol. 33(C), pages 19-33.
    3. Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015. "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Applied Economics, Taylor & Francis Journals, vol. 47(3), pages 207-221, January.
    4. Balcilar, Mehmet & Gupta, Rangan & Kotzé, Kevin, 2015. "Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model," Economic Modelling, Elsevier, vol. 44(C), pages 215-228.
    5. Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego, 2011. "Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection," Working Papers 201132, University of Pretoria, Department of Economics.
    6. Romain Houssa & Jolan Mohimont & Chris Otrok, 2019. "A Model for International Spillovers to Emerging Markets," CESifo Working Paper Series 7702, CESifo.
    7. Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2013. "Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model," Working Papers 201313, University of Pretoria, Department of Economics.
    8. Marcin Kolasa & Michał Rubaszek, 2018. "Does the foreign sector help forecast domestic variables in DSGE models?," NBP Working Papers 282, Narodowy Bank Polski.
    9. Harold Ngalawa & Coretha Komba, 2020. "Inflation‐Output Trade‐Off in South Africa: Is the Phillips Curve Symmetric?," South African Journal of Economics, Economic Society of South Africa, vol. 88(4), pages 472-494, December.
    10. Patrick T. kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta, 2014. "Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation," Working Papers 201416, University of Pretoria, Department of Economics.
    11. Stan du Plessis & Ben Smit & Rudi Steinbach, 2014. "A mediumsized open economy DSGE model of South Africa," Working Papers 6319, South African Reserve Bank.
    12. Paetz, Michael & Gupta, Rangan, 2016. "Stock price dynamics and the business cycle in an estimated DSGE model for South Africa," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 166-182.
    13. Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2016. "Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model," School of Economics Macroeconomic Discussion Paper Series 2016-05, School of Economics, University of Cape Town.
    14. Hove, Seedwell & Touna Mama, Albert & Tchana Tchana, Fulbert, 2015. "Monetary policy and commodity terms of trade shocks in emerging market economies," Economic Modelling, Elsevier, vol. 49(C), pages 53-71.
    15. Goodness C. Aye & Mehmet Balcilar & Adél Bosch & Rangan Gupta & Francois Stofberg, 2013. "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 10(1), pages 121-148, April.
    16. Riane de Bruyn & Rangan Gupta & Renee van Eyden, 2013. "Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging," Working Papers 201307, University of Pretoria, Department of Economics.
    17. Fadia Al Hajj & Gilles Dufrénot & Kimiko Sugimoto & Romain Wolf, 2015. "Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Sub-Saharan Africa," The Developing Economies, Institute of Developing Economies, vol. 53(4), pages 237-271, December.
    18. Ruthira Naraidoo & Vo Phuong Mai Le, 2019. "Monetary policy in a model with commodity and financial market," Working Papers 782, Economic Research Southern Africa.
    19. Charl Jooste & Ruthira Naraidoo, 2017. "The Macroeconomics Effects of Government Spending Under Fiscal Foresight," South African Journal of Economics, Economic Society of South Africa, vol. 85(1), pages 68-85, March.
    20. Rangan Gupta & Patrick Kanda & Mampho Modise & Alessia Paccagnini, 2013. "DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers 259, University of Milano-Bicocca, Department of Economics, revised Nov 2013.
    21. Harold Ngalawa & Coretha Komba, 2020. "Inflation, Output and Monetary Policy in South Africa," Working Papers 398, African Economic Research Consortium, Research Department.
    22. Hyeyoen Kim & Doojin Ryu, 2013. "Forecasting Exchange Rate from Combination Taylor Rule Fundamental," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(S4), pages 81-92, September.
    23. Poghosyan, K., 2012. "Structural and reduced-form modeling and forecasting with application to Armenia," Other publications TiSEM ad1a24c3-15e6-4f04-b338-3, Tilburg University, School of Economics and Management.
    24. Fadia Al Hajj & Gilles Dufr??not, & Kimiko Sugimoto & Romain Wolf, 2013. "Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Ghana, South Africa and the WAEMU," William Davidson Institute Working Papers Series wp1062, William Davidson Institute at the University of Michigan.
    25. Kevin Kotze & Stan Du Plessis, 2012. "Trends and Structural Changes in South African Macroeconomic Volatility," Working Papers 297, Economic Research Southern Africa.
    26. Annari de Waal & Renee van Eyden & Rangan Gupta, 2013. "Do we need a global VAR model to forecast inflation and output in South Africa?," Working Papers 201346, University of Pretoria, Department of Economics.

  14. Sami Alpanda & Adrian Peralta-Alva, 2010. "Oil Crisis, Energy-Saving Technological Change and the Stock Market Crash of 1973-74," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(4), pages 824-842, October.

    Cited by:

    1. Sami Alpanda & Gino Cateau & Césaire Meh, 2014. "A Policy Model to Analyze Macroprudential Regulations and Monetary Policy," Staff Working Papers 14-6, Bank of Canada.
    2. Gallegati, Marco & Ramsey, James B., 2013. "Structural change and phase variation: A re-examination of the q-model using wavelet exploratory analysis," Structural Change and Economic Dynamics, Elsevier, vol. 25(C), pages 60-73.
    3. Christian Haas and Karol Kempa, 2018. "Directed Technical Change and Energy Intensity Dynamics: Structural Change vs. Energy Efficiency," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
    4. Kilponen, Juha & Verona, Fabio, 2016. "Testing the Q theory of investment in the frequency domain," Bank of Finland Research Discussion Papers 32/2016, Bank of Finland.
    5. Zubarev, Andrey V. (Зубарев, Андрей) & Polbin, Andrey V. (Ролбин, Андрей), 2016. "Estimation of Macroeconomic Effects from the Decline in Oil Export Duty [Оценка Макроэкономических Эффектов От Снижения Экспортной Пошлины На Нефть]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 6, pages 8-35, December.
    6. William T. Gavin & Benjamin D. Keen & Finn E. Kydland, 2013. "Monetary policy, the tax code, and the real effects of energy shocks," Working Papers 2013-019, Federal Reserve Bank of St. Louis.
    7. Takeshi Niizeki, 2012. "Energy-Saving Technological Change in Japan," Global COE Hi-Stat Discussion Paper Series gd11-218, Institute of Economic Research, Hitotsubashi University.
    8. Yazid Dissou & Lilia Karnizova & Qian Sun, 2012. "Industry-level Econometric Estimates of Energy-capital-labour Substitution with a Nested CES Production Function," Working Papers 1214E, University of Ottawa, Department of Economics.
    9. Finn E. Kydland & Fei Mao & William T. Gavin, 2011. "Monetary Policy, the Tax Code, and Energy Price Shocks," 2011 Meeting Papers 1160, Society for Economic Dynamics.
    10. Li, Hong & Zhou, Hao & Liu, Kailong & Gao, Xin & Li, Xingang, 2021. "Retrofit application of traditional petroleum chemical technologies to coal chemical industry for sustainable energy-efficiency production," Energy, Elsevier, vol. 218(C).
    11. Sami Alpanda & Uluc Aysun, 2010. "Bank globalization and the balance sheet channel of monetary transmission," Working papers 2010-20, University of Connecticut, Department of Economics.
    12. Gallegati, Marco & Ramsey, James B., 2013. "Bond vs stock market's Q: Testing for stability across frequencies and over time," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 138-150.
    13. Xin Long Xu & Sen Qiao & Hsing Hung Chen, 2020. "Exploring the efficiency of new energy generation: Evidence from OECD and non-OECD countries," Energy & Environment, , vol. 31(3), pages 389-404, May.
    14. Robert Kirkby Author-Email: robertkirkby@gmail.com|, 2017. "Convergence of Discretized Value Function Iteration," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 117-153, January.
    15. Duarte Souza Alvarenga Santos, Nathália & Rückert Roso, Vinícius & Teixeira Malaquias, Augusto César & Coelho Baêta, José Guilherme, 2021. "Internal combustion engines and biofuels: Examining why this robust combination should not be ignored for future sustainable transportation," Renewable and Sustainable Energy Reviews, Elsevier, vol. 148(C).
    16. Vershinina, K.Yu. & Shlegel, N.E. & Strizhak, P.A., 2019. "Recovery of waste-derived and low-grade components within fuel slurries," Energy, Elsevier, vol. 183(C), pages 1266-1277.
    17. Zubarev, Andrey (Зубарев, Андрей) & Polbin, Andrey (Полбин, Андрей), 2017. "Scenario Analysis of the Impact of Reducing the Export Duty on Oil on the Russian Economy within the Framework of the General Equilibrium Model [Сценарный Анализ Влияния На Российскую Экономику Сни," Working Papers 051734, Russian Presidential Academy of National Economy and Public Administration.
    18. Kempa, Karol & Haas, Christian, 2016. "Directed Technical Change and Energy Intensity Dynamics: Structural Change vs. Energy Efficiency," VfS Annual Conference 2016 (Augsburg): Demographic Change 145722, Verein für Socialpolitik / German Economic Association.
    19. Lixing Chen & Xueliang Huang & Hong Zhang & Yinsheng Luo, 2018. "A Study on Coordinated Optimization of Electric Vehicle Charging and Charging Pile Selection," Energies, MDPI, vol. 11(6), pages 1-16, May.
    20. Andrés Ruiz & Florin Onea & Eugen Rusu, 2020. "Study Concerning the Expected Dynamics of the Wind Energy Resources in the Iberian Nearshore," Energies, MDPI, vol. 13(18), pages 1-25, September.
    21. Delalibera, Bruno R. & Serrano-Quintero, Rafael & Zimmermann, Guilherme G., 2023. "Reforms in the natural gas sector and economic development," Economic Modelling, Elsevier, vol. 125(C).
    22. Kollias, Christos & Kyrtsou, Catherine & Papadamou, Stephanos, 2013. "The effects of terrorism and war on the oil price–stock index relationship," Energy Economics, Elsevier, vol. 40(C), pages 743-752.
    23. Wang, Kai-Hua & Su, Chi-Wei & Umar, Muhammad, 2021. "Geopolitical risk and crude oil security: A Chinese perspective," Energy, Elsevier, vol. 219(C).
    24. Bruno R. Delaribera & Rafael SerranoQuintero & Guilherme G. Zimmermann, 2023. "Reforms in the Natural Gas Sector and Economic Development," UB School of Economics Working Papers 2023/446, University of Barcelona School of Economics.

  15. Sami Alpanda & Kevin Kotzé & Geoffrey Woglom, 2010. "The Role Of The Exchange Rate In A New Keynesian Dsge Model For The South African Economy," South African Journal of Economics, Economic Society of South Africa, vol. 78(2), pages 170-191, June.

    Cited by:

    1. Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," School of Economics Macroeconomic Discussion Paper Series 2022-03, School of Economics, University of Cape Town.
    2. Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015. "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Applied Economics, Taylor & Francis Journals, vol. 47(3), pages 207-221, January.
    3. Balcilar, Mehmet & Gupta, Rangan & Kotzé, Kevin, 2015. "Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model," Economic Modelling, Elsevier, vol. 44(C), pages 215-228.
    4. Romain Houssa & Jolan Mohimont & Chris Otrok, 2019. "A Model for International Spillovers to Emerging Markets," CESifo Working Paper Series 7702, CESifo.
    5. Harold Ngalawa & Coretha Komba, 2020. "Inflation‐Output Trade‐Off in South Africa: Is the Phillips Curve Symmetric?," South African Journal of Economics, Economic Society of South Africa, vol. 88(4), pages 472-494, December.
    6. Stan du Plessis & Ben Smit & Rudi Steinbach, 2014. "A mediumsized open economy DSGE model of South Africa," Working Papers 6319, South African Reserve Bank.
    7. Paetz, Michael & Gupta, Rangan, 2016. "Stock price dynamics and the business cycle in an estimated DSGE model for South Africa," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 166-182.
    8. Hove, Seedwell & Touna Mama, Albert & Tchana Tchana, Fulbert, 2015. "Monetary policy and commodity terms of trade shocks in emerging market economies," Economic Modelling, Elsevier, vol. 49(C), pages 53-71.
    9. Johannes Hermanus Kemp & Hylton Hollander, 2020. "A medium-sized, open-economy, fiscal DSGE model of South Africa," WIDER Working Paper Series wp-2020-92, World Institute for Development Economic Research (UNU-WIDER).
    10. Ruthira Naraidoo & Vo Phuong Mai Le, 2019. "Monetary policy in a model with commodity and financial market," Working Papers 782, Economic Research Southern Africa.
    11. Rangan Gupta & Patrick Kanda & Mampho Modise & Alessia Paccagnini, 2013. "DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers 259, University of Milano-Bicocca, Department of Economics, revised Nov 2013.
    12. Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Adel Bosch & Rangan Gupta, 2014. "Housing and the Business Cycle in South Africa," Working Papers 15-22, Eastern Mediterranean University, Department of Economics.
    13. Guangling Liu & Thabang Molise, 2020. "The Optimal Monetary and Macroprudential Policies for the South African Economy," South African Journal of Economics, Economic Society of South Africa, vol. 88(3), pages 368-404, September.
    14. Mr. Marco Airaudo & Mr. Edward F Buffie & Luis-Felipe Zanna, 2016. "Inflation Targeting and Exchange Rate Management In Less Developed Countries," IMF Working Papers 2016/055, International Monetary Fund.
    15. Mr. Alun H. Thomas, 2012. "Exchange Rate and Foreign Interest Rate Linkages for Sub-Saharan Africa Floaters," IMF Working Papers 2012/208, International Monetary Fund.
    16. Oladunni, Sunday, 2020. "Oil Price Shocks and Macroeconomic Dynamics in an Oil-Exporting Emerging Economy: A New Keynesian DSGE Approach," MPRA Paper 104551, University Library of Munich, Germany, revised 12 Jun 2020.
    17. Hilary Patroba, 2018. "Credit frictions and co-movement of durable and non-durable goods in a small open economy," Working Papers 730, Economic Research Southern Africa.
    18. Rangan Gupta & Rudi Steinbach, 2010. "Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model," Working Papers 201019, University of Pretoria, Department of Economics.
    19. Buffie, Edward F. & Zanna, Luis-Felipe, 2018. "Limited Asset Market Participation And Determinacy In The Open Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 22(8), pages 1937-1977, December.
    20. Sami Alpanda & Kevin Kotzé & Geoffrey Woglom, 2011. "Forecasting Performance Of An Estimated Dsge Model For The South African Economy," South African Journal of Economics, Economic Society of South Africa, vol. 79(1), pages 50-67, March.
    21. Buffie, Edward F. & Airaudo, M. & Zanna, Felipe, 2018. "Inflation targeting and exchange rate management in less developed countries," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 159-184.

  16. Alpanda, Sami & Honig, Adam, 2010. "Political monetary cycles and a de facto ranking of central bank independence," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1003-1023, October.

    Cited by:

    1. Eric Dubois, 2016. "Political business cycles 40 years after Nordhaus," Public Choice, Springer, vol. 166(1), pages 235-259, January.
    2. Abdelkader Aguir, 2018. "Central Bank Credibility, Independence, and Monetary Policy," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 7(3), pages 91-110.
    3. Ferré Carracedo, Montserrat & Manzano, Carolina, 2013. "Independent Central Banks: Low inflation at no cost?: A model with fiscal policy," Working Papers 2072/222196, Universitat Rovira i Virgili, Department of Economics.
    4. Masciandaro, Donato & Volpicella, Alessio, 2016. "Macro prudential governance and central banks: Facts and drivers," Journal of International Money and Finance, Elsevier, vol. 61(C), pages 101-119.
    5. Belke, Ansgar & Potrafke, Niklas, 2009. "Does Government Ideology Matter in Monetary Policy? – A Panel Data Analysis for OECD Countries," Ruhr Economic Papers 94, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    6. Randall Morck & M. Deniz Yavuz & Bernard Yeung, 2013. "State-run Banks, Money Growth, and the Real Economy," NBER Working Papers 19004, National Bureau of Economic Research, Inc.
    7. Toke Aidt & Zareh Asatryan & Lusine Badalyan & Friedrich Heinemann, 2015. "Vote buying or (political) business (cycles) as usual?," Working Papers 2015/23, Institut d'Economia de Barcelona (IEB).
    8. Garriga, Ana Carolina & Rodriguez, Cesar M., 2023. "Central bank independence and inflation volatility in developing countries," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 1320-1341.
    9. Kwame Osei-Assibey, 2016. "Price of Political Uncertainty: Evidence from Ghanaian Treasury Bills," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1827-1834.
    10. Carola Conces Binder, 2021. "Political Pressure on Central Banks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(4), pages 715-744, June.
    11. Stephanos Papadamou & Moïse Sidiropoulos & Eleftherios Spyromitros, 2017. "Is There a Role for Central Bank Independence on Public Debt Dynamics?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(1), pages 1-6.
    12. Stephanos Papadamou & Moïse Sidiropoulos & Eleftherios Spyromitros, 2016. "Central Bank Independence and the Dynamics of Public Debt?," Working Papers of BETA 2016-15, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    13. Oriola, Hugo, 2023. "Political monetary cycles: An empirical study," European Journal of Political Economy, Elsevier, vol. 79(C).
    14. Bodea, Cristina & Hicks, Raymond, 2015. "Price Stability and Central Bank Independence: Discipline, Credibility, and Democratic Institutions," International Organization, Cambridge University Press, vol. 69(1), pages 35-61, January.
    15. Lucia Dalla Pellegrina & Donato Masciandaro & Rosaria Vega Pansini, 2011. "New Advantages of Tying One’s Hands: Banking Supervision, Monetary Policy and Central Bank Independence," Chapters, in: Sylvester Eijffinger & Donato Masciandaro (ed.), Handbook of Central Banking, Financial Regulation and Supervision, chapter 8, Edward Elgar Publishing.
    16. Can Sever & Emekcan Yucel, 2021. "Electoral Cycles in Inequality Abstract:," Working Papers 2021/01, Bogazici University, Department of Economics.
    17. Cargill, Thomas, 2016. "The Myth of Central Bank Independence," Working Papers 06813, George Mason University, Mercatus Center.
    18. Donato Masciandaro, 2018. "Central Banks And Macroprudential Policies: Economics And Politics," BAFFI CAREFIN Working Papers 1878, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    19. Richard C.K. Burdekin & King Banaian & Mark Hallerberg & Pierre L. Siklos, 2011. "Fiscal and monetary institutions and policies: onward and upward?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 3(4), pages 340-354, November.
    20. Itai Agur & Carola Binder & Cristina Bodea & Claudio Borio & Italo Colantone & Ana Carolina Garriga & Federico Favaretto & Stefan Gerlach & Ernest Gnan & Ryszard Kokoszczynski & Masaaki Higashijima & , 2020. "Populism, Economic Policies and Central Banking," SUERF Studies, SUERF - The European Money and Finance Forum, number 2020/1 edited by Ernest Gnan and Donato Masciandaro, May.
    21. Eric Dubois, 2016. "Political Business Cycles 40 Years after Nordhaus," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01291401, HAL.
    22. Dalla Pellegrina, L. & Masciandaro, D. & Pansini, R.V., 2013. "The central banker as prudential supervisor: Does independence matter?," Journal of Financial Stability, Elsevier, vol. 9(3), pages 415-427.
    23. Can Sever & Emekcan Yucel, 2020. "Macroprudential Policy and Elections: What Matters? Abstract:," Working Papers 2020/01, Bogazici University, Department of Economics.
    24. Eric Dubois, 2016. "Political Business Cycles 40 Years after Nordhaus," Post-Print hal-01291401, HAL.
    25. Kari Heimonen & Aleksandra Maslowska-Jokinen, 2014. "Central bank independence and sovereign debt crisis. Any link?," Discussion Papers 93, Aboa Centre for Economics.
    26. Binder, Carola, 2019. "Inequality and the inflation tax," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
    27. Sever, Can & Yücel, Emekcan, 2022. "The effects of elections on macroprudential policy," Journal of Comparative Economics, Elsevier, vol. 50(2), pages 507-533.

  17. Sami Alpanda & Adam Honig, 2009. "The Impact of Central Bank Independence on Political Monetary Cycles in Advanced and Developing Nations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1365-1389, October.

    Cited by:

    1. Eric Dubois, 2016. "Political business cycles 40 years after Nordhaus," Public Choice, Springer, vol. 166(1), pages 235-259, January.
    2. Masciandaro, Donato & Romelli, Davide, 2015. "Ups and downs of central bank independence from the Great Inflation to the Great Recession: theory, institutions and empirics," Financial History Review, Cambridge University Press, vol. 22(3), pages 259-289, December.
    3. Müller, Karsten, 2019. "Electoral cycles in macroprudential regulation," ESRB Working Paper Series 106, European Systemic Risk Board.
    4. Masciandaro, Donato & Volpicella, Alessio, 2016. "Macro prudential governance and central banks: Facts and drivers," Journal of International Money and Finance, Elsevier, vol. 61(C), pages 101-119.
    5. Ahmet Emrah Tayyar, 2017. "Political Monetary Cycles In Coalition And Single Party Government Periods: A Case Study On Turkey," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 6, pages 89-111, December.
    6. William Roberts Clark & Vincent Arel-Bundock, 2013. "Independent but Not Indifferent: Partisan Bias in Monetary Policy at the Fed," Economics and Politics, Wiley Blackwell, vol. 25(1), pages 1-26, March.
    7. Toke Aidt & Zareh Asatryan & Lusine Badalyan & Friedrich Heinemann, 2015. "Vote buying or (political) business (cycles) as usual?," Working Papers 2015/23, Institut d'Economia de Barcelona (IEB).
    8. Papadamou, Stephanos & Sidiropoulos, Moïse & Spyromitros, Eleftherios, 2017. "Does central bank independence affect stock market volatility?," Research in International Business and Finance, Elsevier, vol. 42(C), pages 855-864.
    9. Carola Conces Binder, 2021. "Political Pressure on Central Banks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(4), pages 715-744, June.
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