Ondra Kamenik
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Ondra Kamenik & Zdenek Tuma & David Vavra & Zuzana Smidova, 2013.
"A Simple Fiscal Stress Testing Model: Case Studies of Austrian, Czech and German Economies,"
OECD Economics Department Working Papers
1074, OECD Publishing.
Cited by:
- Shalva Mkhatrishvili & Zviad Zedginidze, 2015. "Modeling Macro-Fiscal Interlinkages: Case of Georgia," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 7(1), pages 15-41, March.
- Ludovit Odor, 2016. "What should we include in the Fiscal Space Review?," Discussion Papers Discussion Paper No. 5/20, Council for Budget Responsibility.
- Jean-Marc Fournier & Philipp Lieberknecht, 2020. "A Model-based Fiscal Taylor Rule and a Toolkit to Assess the Fiscal Stance," IMF Working Papers 2020/033, International Monetary Fund.
- Michal Andrle & Tibor Hledik & Ondra Kamenik & Jan Vlcek, 2009.
"Implementing the New Structural Model of the Czech National Bank,"
Working Papers
2009/2, Czech National Bank.
Cited by:
- Jan Bruha & Jaromir Tonner, 2018. "Independent Monetary Policy Versus a Common Currency: A Macroeconomic Analysis for the Czech Republic Through the Lens of an Applied DSGE Model," Working Papers 2018/19, Czech National Bank.
- Sergey Ivashchenko, 2022. "Dynamic Stochastic General Equilibrium Model with Multiple Trends and Structural Breaks," Russian Journal of Money and Finance, Bank of Russia, vol. 81(1), pages 46-72, March.
- František Brazdik & Michal Hlavacek & Aleš Marsal, 2012.
"Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(3), pages 252-277, July.
- Frantisek Brazdik & Michal Hlavacek & Ales Marsal, 2011. "Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It," Research and Policy Notes 2011/03, Czech National Bank.
- Caputo, Rodrigo & Herrera, Luis Oscar, 2017. "Following the leader? The relevance of the Fed funds rate for inflation targeting countries," Journal of International Money and Finance, Elsevier, vol. 71(C), pages 25-52.
- Jan Zacek, 2016.
"Financial Variables in a Policy Rule: Does It Bring Macroeconomic Benefits?,"
Working Papers IES
2016/25, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2016.
- Jan Žácek, 2019. "Financial Variables in a Policy Rule: Does It Bring Macroeconomic Benefits?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(2), pages 122-148, April.
- Votinov, A., 2022. "The effects of additional non-stationary processes on the properties of DSGE-models," Journal of the New Economic Association, New Economic Association, vol. 55(3), pages 28-43.
- Pietro Bonaldi & Andrés González & Diego Rodríguez, 2011.
"Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(66), pages 48-78, December.
- Bonaldi-Varón, Jean Pietro & González-Gómez, Andrés & Rodríguez, Diego, 2011. "Importancia de las rigideces nominales y reales en Colombia : un enfoque de equilibrio general dinámico y estocástico," Chapters, in: López Enciso, Enrique & Ramírez Giraldo, María Teresa (ed.), Formación de precios y salarios en Colombia T.1, volume 1, chapter 3, pages 70-99, Banco de la Republica de Colombia.
- Pietro Bonaldi & Andrés González & Diego Rodríguez, 2011. "Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(66), pages 48-78, December.
- Pietro Bonaldi & Andrés González & Diego Rodríguez, 2010. "Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico," Borradores de Economia 591, Banco de la Republica de Colombia.
- Vladimir Tomsik, 2012. "Some insights into monetary and fiscal policy interactions in the Czech Republic," BIS Papers chapters, in: Bank for International Settlements (ed.), Fiscal policy, public debt and monetary policy in emerging market economies, volume 67, pages 161-171, Bank for International Settlements.
- Aliya Algozhina, 2012.
"Monetary and Fiscal Policy Interactions in an Emerging Open Economy: A Non-Ricardian DSGE Approach,"
CERGE-EI Working Papers
wp476, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Aliya Algozhina, 2012. "Monetary and Fiscal Policy Interactions in an Emerging Open Economy: a Non-Ricardian DSGE Approach," FIW Working Paper series 094, FIW, revised Dec 2012.
- Jaromír Kukal & Tran Van Quang, 2011. "Modelování měnově politické úrokové míry ČNB neuronovými sítěmi [Modeling the CNB's Monetary Policy Interest Rate by Artificial Neural Networks]," Politická ekonomie, Prague University of Economics and Business, vol. 2011(6), pages 810-829.
- Jaromír Hurník & Zdeněk Tůma & David Vávra, 2010. "The Czech Republic on its Way to the Euro: A Stabilization Role of Monetary Policy Revisited," Chapters, in: Ewald Nowotny & Peter Mooslechner & Doris Ritzberger-Grünwald (ed.), The Euro and Economic Stability, chapter 5, Edward Elgar Publishing.
- Jan Bruha & Jaromir Tonner, 2017.
"An Exchange Rate Floor as an Instrument of Monetary Policy: An Ex-post Assessment of the Czech Experience,"
Working Papers
2017/04, Czech National Bank.
- Jan Bruha & Jaromir Tonner, 2018. "An Exchange Rate Floor as an Instrument of Monetary Policy: An Ex-Post Assessment of the Czech Experience," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(6), pages 537-549, December.
- Adam Gersl & Petr Jakubik & Tomas Konecny & Jakub Seidler, 2013. "Dynamic Stress Testing: The Framework for Assessing the Resilience of the Banking Sector Used by the Czech National Bank," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(6), pages 505-536, December.
- Robert Ambrisko & Vitezslav Augusta & Jan Babecky & Michal Franta & Dana Hajkova & Petr Kral & Jan Libich & Pavla Netusilova & Milan Rikovsky & Jakub Rysanek & Pavel Soukup & Petr Stehlik & Vilem Vale, 2013. "Macroeconomic Effects of Fiscal Policy," Occasional Publications - Edited Volumes, Czech National Bank, edition 2, volume 11, number rb11/2 edited by Jan Babecky & Kamil Galuscak, January.
- Robert Ambrisko & Jan Babecky & Jakub Rysanek & Vilem Valenta, 2012.
"Assessing the Impact of Fiscal Measures on the Czech Economy,"
Working Papers
2012/15, Czech National Bank.
- Ambriško, Róbert & Babecký, Jan & Ryšánek, Jakub & Valenta, Vilém, 2015. "Assessing the impact of fiscal measures on the Czech economy," Economic Modelling, Elsevier, vol. 44(C), pages 350-357.
- Volha Audzei & Frantisek Brazdik, 2012.
"Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber,"
Working Papers
2012/09, Czech National Bank.
- Volha Audzei & Frantisek Brazdik, 2015. "Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(5), pages 391-410, October.
- Zuzana Mucka & Michal Horvath, 2015. "Fiscal Policy Matters A New DSGE Model for Slovakia," Discussion Papers Discussion Paper No. 1/20, Council for Budget Responsibility.
- Jan Kodera & Van Quang TRAN, 2013. "Monetary Policy as an Optimal Control Problem," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2013(1), pages 18-38.
- Zuzana Mucka, 2016. "Fiscal Policy Matters A New DSGE Model for Slovakia," Discussion Papers Discussion Paper No. 1/20, Council for Budget Responsibility.
- Gregory de Walque & Juha Kilponen & Massimiliano Pisani & Sebastian Schmidt & Vesna Corbo & Tibor Hledik & Josef Hollmayr & Samuel Hurtado & Paulo Júlio & Dmitry Kulikov & Matthieu Lemoine & Matija Lo, 2015.
"Comparing fiscal multipliers across models and countries in Europe,"
Working Paper Research
278, National Bank of Belgium.
- de Walque, Gregory & Pisani, Massimiliano & Kilponen, Juha & Thomas, Carlos & Hlédik, Tibor & Hurtado, Samuel & Hollmayr, Josef & Corbo, Vesna & Schmidt, Sebastian & Micallef, Brian & Maria, José R. &, 2015. "Comparing fiscal multipliers across models and countries in Europe," Working Paper Series 1760, European Central Bank.
- Frantisek Brazdik & Jan Bruha & Michal Franta & David Havrlant & Tibor Hledik & Tomas Holub & Zuzana Humplova & Frantisek Kopriva & Jiri Polansky & Marek Rusnak & Jaromir Tonner, 2015. "Forecasting," Occasional Publications - Edited Volumes, Czech National Bank, edition 1, volume 13, number rb13/1 edited by Jan Babecky & Kamil Galuscak, January.
- Grzegorz Grabek & Bohdan Klos & Grzegorz Koloch, 2011. "SOEPL 2009 – An Estimated Dynamic Stochastic General Equilibrium Model for Policy Analysis And Forecasting," NBP Working Papers 83, Narodowy Bank Polski.
- Frantisek Brazdik & Tibor Hledik & Zuzana Humplova & Iva Martonosi & Karel Musil & Jakub Rysanek & Tomas Sestorad & Jaromir Tonner & Stanislav Tvrz & Jan Zacek, 2020. "The g3+ Model: An Upgrade of the Czech National Bank's Core Forecasting Framework," Working Papers 2020/7, Czech National Bank.
- Karel Musil & Stanislav Tvrz & Jan Vlcek, 2021. "News versus Surprise in Structural Forecasting Models: Central Bankers' Practical Perspective," Research and Policy Notes 2021/02, Czech National Bank.
- Adam Gersl & Petr Jakubik & Tomas Konecny & Jakub Seidler, 2012. "Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank," Working Papers 2012/11, Czech National Bank.
- Marek Rusnak, 2013.
"Nowcasting Czech GDP in Real Time,"
Working Papers
2013/06, Czech National Bank.
- Rusnák, Marek, 2016. "Nowcasting Czech GDP in real time," Economic Modelling, Elsevier, vol. 54(C), pages 26-39.
- Michal Franta & David Havrlant & Marek Rusnak, 2014.
"Forecasting Czech GDP Using Mixed-Frequency Data Models,"
Working Papers
2014/08, Czech National Bank.
- Michal Franta & David Havrlant & Marek Rusnák, 2016. "Forecasting Czech GDP Using Mixed-Frequency Data Models," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(2), pages 165-185, December.
- Jan Filacek & Ivan Sutoris, 2019. "Inflation Targeting Flexibility: The CNB's Reaction Function under Scrutiny," Research and Policy Notes 2019/02, Czech National Bank.
- Bechný Jakub, 2019. "Output gap in the Czech economy: DSGE approach," Review of Economic Perspectives, Sciendo, vol. 19(2), pages 137-156, June.
- Kamil Galuscak & Adam Gersl & Marcela Gronychova & Petr Hlavac & Petr Jakubik & Lubos Komarek & Zlatuse Komarkova & Tomas Konecny & Jakub Seidler, 2014. "Stress-Testing Analyses of the Czech Financial System," Occasional Publications - Edited Volumes, Czech National Bank, edition 1, volume 12, number rb12/1 edited by Jan Babecky & Roman Horvath, January.
- Igor Vetlov & Ricardo Mourinho Félix & Laure Frey & Tibor Hlédik & Zoltán Jakab & Niki Papadopoulou & Lukas Reiss & Martin Schneider, 2010.
"The Implementation of Scenarios Using DSGE Models,"
Bank of Lithuania Working Paper Series
8, Bank of Lithuania.
- Igor Vetlov & Ricardo Mourinho Felix & Laure Frey & Tibor Hledik & Zoltan Jakab & Niki Papadopoulou & Lukas Reiss & Martin Schneider, 2010. "The Implementation of Scenarios using DSGE Models," Working Papers 2010-10, Central Bank of Cyprus.
- Michl Aleš, 2019. "Ten Years Later: Lessons for DSGE Builders and Czech Policy Makers," Review of Economic Perspectives, Sciendo, vol. 19(3), pages 159-174, September.
- Michal Franta & Tomas Holub & Petr Kral & Ivana Kubicova & Katerina Smidkova & Borek Vasicek, 2014. "The Exchange Rate as an Instrument at Zero Interest Rates: The Case of the Czech Republic," Research and Policy Notes 2014/03, Czech National Bank.
- Babecký, Jan & Franta, Michal & Ryšánek, Jakub, 2018. "Fiscal policy within the DSGE-VAR framework," Economic Modelling, Elsevier, vol. 75(C), pages 23-37.
- Adam Kucera & Michal Dvorak & Zlatuse Komarkova, 2017.
"Decomposition of the Czech government bond yield curve,"
Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2016/2017, chapter 0, pages 125-134,
Czech National Bank.
- Adam Kucera & Michal Dvorak & Lubos Komarek & Zlatuse Komarkova, 2017. "Longer-term Yield Decomposition: An Analysis of the Czech Government Yield Curve," Working Papers 2017/12, Czech National Bank.
- Michal Dvorák & Zlatuše Komárková & Adam Kucera, 2019. "The Czech Government Yield Curve Decomposition at the Lower Bound," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(1), pages 2-36, February.
- Jaromir Tonner & Stanislav Tvrz & Osvald Vasicek, 2015. "Labour Market Modelling within a DSGE Approach," Working Papers 2015/06, Czech National Bank.
- Tania Karamisheva, 2021. "Measuring the Business Cycle in Bulgaria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 17-38.
- Huseynov, Salman & Ahmadov, Vugar, 2014. "Azərbaycan üzrə DSÜT modeli: qiymətləndirmə və proqnozlaşdırma [A DSGE model for Azerbaijan: estimation and forecasting]," MPRA Paper 78123, University Library of Munich, Germany.
- Stan du Plessis & Ben Smit & Rudi Steinbach, 2014. "A mediumsized open economy DSGE model of South Africa," Working Papers 6319, South African Reserve Bank.
- Frantisek Brazdik & Michal Franta, 2017. "A BVAR Model for Forecasting of Czech Inflation," Working Papers 2017/7, Czech National Bank.
- Milan Szabo & Zlatuse Komarkova & Martin Casta, 2020. "Vulnerable growth: Bayesian GDP-at-Risk," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.
- Sergiy Nikolaychuk & Yurii Sholomytskyi, 2015. "Using Macroeconomic Models for Monetary Policy in Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 233, pages 54-64, September.
- Jan Bruha & Jaromir Tonner, 2014. "The Czech Housing Market Through the Lens of a DSGE Model Containing Collateral-Constrained Households," Working Papers 2014/09, Czech National Bank.
- Jaromír Hurník & Zdenìk Tùma & David Vávra, 2010. "The Euro Adoption Debate Revisited: The Czech Case," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(3), pages 194-212, August.
- Jaromir Tonner, 2022. "Current trends in macroeconomic modelling in central banks in light of the turbulent nature of recent events," Occasional Publications - Chapters in Edited Volumes, in: CNB Global Economic Outlook - July 2022, pages 14-20, Czech National Bank.
- Burgess, Stephen & Fernandez-Corugedo, Emilio & Groth, Charlotta & Harrison, Richard & Monti, Francesca & Theodoridis, Konstantinos & Waldron, Matt, 2013. "The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models," Bank of England working papers 471, Bank of England.
- Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva, 2014.
"Evaluating a Structural Model Forecast: Decomposition Approach,"
Research and Policy Notes
2014/02, Czech National Bank.
- Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva, 2015. "Evaluating a Structural Model Forecast: Decomposition Approach," Working Papers 2015/12, Czech National Bank.
- Zlatuse Komarkova & Marcela Gronychova, 2012. "Models for Stress Testing in the Insurance Sector," Research and Policy Notes 2012/02, Czech National Bank.
- Miroslav Plasil, 2021. "Designing Macro-Financial Scenarios: The New CNB Framework and Satellite Models for Property Prices and Credit," Research and Policy Notes 2021/01, Czech National Bank.
- Robert Ambrisko, 2019. "Fiscal Devaluation in a Small Open Economy," Russian Journal of Money and Finance, Bank of Russia, vol. 78(1), pages 67-88, March.
- Jan Hošek & Luboš Komárek & Martin Motl, 2011. "Měnová politika a cena ropy [Monetary Policy and Price of Oil]," Politická ekonomie, Prague University of Economics and Business, vol. 2011(1), pages 22-46.
- Martin Slanicay & Jan Čapek & Miroslav Hloušek, 2016. "Some Notes On Problematic Issues In Dsge Models," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 61(210), pages 79-100, July - Se.
- Mirko Djukic & Tibor Hledik & Jiri Polansky & Ljubica Trajcev & Jan Vlcek, 2017. "A DSGE Model with Financial Dollarization - the Case of Serbia," Working Papers 2017/02, Czech National Bank.
- Michal Franta & Tomas Holub & Branislav Saxa, 2018. "Balance Sheet Implications of the Czech National Bank's Exchange Rate Commitment," Working Papers 2018/10, Czech National Bank.
- Salome Tvalodze & Shalva Mkhatrishvili & Tamar Mdivnishvili & Davit Tutberidze & Zviad Zedginidze, 2016. "The National Bank of Georgia's Forecasting and Policy Analysis System," NBG Working Papers 01/2016, National Bank of Georgia.
- Jaromir Tonner & Jiri Polansky & Osvald Vašíèek, 2011. "Parameter Drifting in a DSGE Model Estimated on Czech Data," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(5), pages 510-524, November.
- Jan Bruha & Jiri Polansky, 2014. "The Housing Sector over Business Cycles: Empirical Analysis and DSGE Modelling," Working Papers 2014/12, Czech National Bank.
- Jan Bruha & Tibor Hledik & Tomas Holub & Jiri Polansky & Jaromir Tonner, 2013. "Incorporating Judgments and Dealing with Data Uncertainty in Forecasting at the Czech National Bank," Research and Policy Notes 2013/02, Czech National Bank.
- Luboš Komárek & Martin Motl & Filip Novotný & Ladislav Prokop, 2012. "Německá ekonomická "lokomotiva" a česká ekonomika [German Economic "Locomotive" and the Czech Economy]," Politická ekonomie, Prague University of Economics and Business, vol. 2012(4), pages 442-458.
- Michel Juillard & Ondrej Kamenik & Michael Kumhof & Douglas Laxton, 2006.
"Measures of Potential Output from an Estimated DSGE Model of the United States,"
Working Papers
2006/11, Czech National Bank.
Cited by:
- Kevin Clinton & Marianne Johnson & Mr. Jaromir Benes & Mr. Douglas Laxton & Mr. Troy D Matheson, 2010. "Structural Models in Real Time," IMF Working Papers 2010/056, International Monetary Fund.
- Hilde Bjørnland & Kai Leitemo & Junior Maih, 2011.
"Estimating the natural rates in a simple New Keynesian framework,"
Empirical Economics, Springer, vol. 40(3), pages 755-777, May.
- Hilde C. Bjørnland & Kai Leitemo & Junior Maih, 2008. "Estimating the natural rates in a simple New Keynesian framework," Working Paper 2007/10, Norges Bank.
- Marco Ratto & Werner Roeger & Jan in 't Veld, 2008. "QUEST III: an estimated DSGE model of the euro area with fiscal and monetary policy," European Economy - Economic Papers 2008 - 2015 335, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Andrea Tambalotti & Andrea Ferrero & Vasco Curdia, 2010.
"Evaluating Interest Rate Rules in an Estimated DSGE Model,"
2010 Meeting Papers
402, Society for Economic Dynamics.
- Vasco Curdia & Andrea Ferrero & Ging Cee Ng & Andrea Tambalotti, 2011. "Evaluating interest rate rules in an estimated DSGE model," Staff Reports 510, Federal Reserve Bank of New York.
- Michel Juillard & Charles Freedman & Dmitry Korshunov & Mr. Douglas Laxton & Mr. Ondrej Kamenik & Ioan Carabenciov & Igor Ermolaev & Jared Laxton, 2008. "A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices," IMF Working Papers 2008/280, International Monetary Fund.
- Jared Laxton & Igor Ermolaev & Charles Freedman & Mr. Ondrej Kamenik & Michel Juillard & Mr. Douglas Laxton & Ioan Carabenciov & Dmitry Korshunov, 2008. "A Small Quarterly Multi-Country Projection Model," IMF Working Papers 2008/279, International Monetary Fund.
- Auray, Stephane & de Blas, Beatriz, 2011.
"Investment, Matching and Persistence in a modified Cash-in-Advance Economy,"
Working Papers in Economic Theory
2011/10, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
- Auray, Stéphane & de Blas, Beatriz, 2013. "Investment, matching and persistence in a modified cash-in-advance economy," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 591-610.
- Igor Ermolaev & Michel Juillard & Ioan Carabenciov & Charles Freedman & Mr. Douglas Laxton & Mr. Ondrej Kamenik & Dmitry Korshunov, 2008. "A Small Quarterly Projection Model of the US Economy," IMF Working Papers 2008/278, International Monetary Fund.
- International Monetary Fund, 2009. "Adding Latin America to the Global Projection Model," IMF Working Papers 2009/085, International Monetary Fund.
- Michel Juillard & Ondra Kamenik, 2005.
"Solving SDGE Models: Approximation About The Stochastic Steady State,"
Computing in Economics and Finance 2005
106, Society for Computational Economics.
Cited by:
- Mumtaz, Haroon & Theodoridis, Konstantinos, 2017.
"Common and country specific economic uncertainty,"
Journal of International Economics, Elsevier, vol. 105(C), pages 205-216.
- Haroon Mumtaz & Konstantinos Theodoridis, 2015. "Common and Country Specific Economic Uncertainty," Working Papers 752, Queen Mary University of London, School of Economics and Finance.
- Hoffmann, Mathias & Krause, Michael & Tillmann, Peter, 2019.
"International capital flows, external assets and output volatility,"
Journal of International Economics, Elsevier, vol. 117(C), pages 242-255.
- Matthias Hoffmann & Michael Krause & Peter Tillmann, 2014. "International Capital Flows, External Assets and Output Volatility," MAGKS Papers on Economics 201442, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Hoffmann, Mathias & Krause, Michael & Tillmann, Peter, 2014. "International capital flows, external assets and output volatility," Discussion Papers 30/2014, Deutsche Bundesbank.
- Krause, Michael & Hoffmann, Mathias & Tillmann, Peter, 2014. "International Capital Flows, External Assets, and Output Volatility," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100508, Verein für Socialpolitik / German Economic Association.
- Rey, Hélène & Coeurdacier, Nicolas, 2012.
"Home Bias in Open Economy Financial Macroeconomics,"
CEPR Discussion Papers
8746, C.E.P.R. Discussion Papers.
- Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Journal of Economic Literature, American Economic Association, vol. 51(1), pages 63-115, March.
- Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Post-Print hal-03473901, HAL.
- Nicolas Coeurdacier & Hélène Rey, 2010. "Home bias in open economy financial macroeconomics," Working Papers hal-01069440, HAL.
- Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Sciences Po publications info:hdl:2441/1shj1p7td8e, Sciences Po.
- Nicolas Coeurdacier & Hélène Rey, 2010. "Home bias in open economy financial macroeconomics," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
- Nicolas Coeurdacier & Hélène Rey, 2011. "Home Bias in Open Economy Financial Macroeconomics," NBER Working Papers 17691, National Bureau of Economic Research, Inc.
- Jan Bonenkamp & Yvonne Adema & Lex Meijdam, 2011.
"Retirement Flexibility and Portfolio Choice,"
CPB Discussion Paper
182, CPB Netherlands Bureau for Economic Policy Analysis.
- Adema, Y. & Bonenkamp, J. & Meijdam, A.C., 2011. "Retirement Flexibility and Portfolio Choice," Other publications TiSEM 1c3af8c2-1351-4249-b296-9, Tilburg University, School of Economics and Management.
- Adema, Y. & Bonenkamp, J. & Meijdam, A.C., 2011. "Retirement Flexibility and Portfolio Choice," Discussion Paper 2011-077, Tilburg University, Center for Economic Research.
- Gete, Pedro & Melkadze, Givi, 2018. "Aggregate volatility and international dynamics. The role of credit supply," Journal of International Economics, Elsevier, vol. 111(C), pages 143-158.
- Ibrahima Diarra & Michel Guillard & Hubert Kempf, 2022. "Sovereign Defaults and Debt Sustainability: The Debt Recovery Channel," CESifo Working Paper Series 9688, CESifo.
- Santanu Chatterjee & Olaf Posch & Dennis Wesselbaum, 2017.
"Delays in Public Goods,"
Working Papers
1702, University of Otago, Department of Economics, revised Feb 2017.
- Santanu Chatterjee & Olaf Posch & Dennis Wesselbaum, 2017. "Delays in Public Goods," CESifo Working Paper Series 6341, CESifo.
- Nicolas Coeurdacier & Helene Rey & Pablo Winant, 2011.
"The Risky Steady State,"
American Economic Review, American Economic Association, vol. 101(3), pages 398-401, May.
- Pablo Winant & Hélène Rey & Nicolas Coeurdacier, 2011. "The risky steady state," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
- Nicolas Coeurdacier & Hélène Rey & Pablo Winant, 2011. "The risky steady state," Working Papers hal-00972801, HAL.
- Rey, Hélène & Coeurdacier, Nicolas & Winant, Pablo, 2012. "The Risky Steady-State," CEPR Discussion Papers 8751, C.E.P.R. Discussion Papers.
- Born, Benjamin & Pfeifer, Johannes, 2014.
"Risk Matters: A Comment,"
Dynare Working Papers
39, CEPREMAP.
- Benjamin Born & Johannes Pfeifer, 2014. "Risk Matters: A Comment," CESifo Working Paper Series 4793, CESifo.
- Ondra Kamenik & Michael Kumhof, 2014. "Trade Openness and Exchange Rate Regimes," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(8), pages 1657-1686, December.
- Benjamin Born & Johannes Pfeifer, 2014. "Risk Matters: The Real Effects of Volatility Shocks: Comment," American Economic Review, American Economic Association, vol. 104(12), pages 4231-4239, December.
- Matteo Cacciatore & Federico Ravenna, 2021.
"Uncertainty, Wages and the Business Cycle,"
The Economic Journal, Royal Economic Society, vol. 131(639), pages 2797-2823.
- Ravenna, Federico & Cacciatore, Matteo, 2020. "Uncertainty, Wages, and the Business Cycle," CEPR Discussion Papers 14715, C.E.P.R. Discussion Papers.
- Matteo Cacciatore & Federico Ravenna, 2020. "Uncertainty, Wages, and the Business Cycle," NBER Working Papers 27951, National Bureau of Economic Research, Inc.
- Nicolas Coeurdacier & Hélène Rey, 2010.
"Home bias in open economy financial macroeconomics,"
SciencePo Working papers Main
hal-01069440, HAL.
- Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Post-Print hal-03473901, HAL.
- Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," SciencePo Working papers Main hal-03473901, HAL.
- Mumtaz, Haroon & Theodoridis, Konstantinos, 2017.
"Common and country specific economic uncertainty,"
Journal of International Economics, Elsevier, vol. 105(C), pages 205-216.
- Ondrej Kamenik, 2004.
"Solving SDGE Models: A New Algorithm for Sylvester Equation,"
Computing in Economics and Finance 2004
222, Society for Computational Economics.
- OndŘej KamenÍk, 2005. "Solving SDGE Models: A New Algorithm for the Sylvester Equation," Computational Economics, Springer;Society for Computational Economics, vol. 25(1), pages 167-187, February.
- Ondrej Kamenik, 2005. "Solving SDGE Models: A New Algorithm for the Sylvester Equation," Working Papers 2005/10, Czech National Bank.
Cited by:
- Juillard Michel, 2011. "Local approximation of DSGE models around the risky steady state," wp.comunite 0087, Department of Communication, University of Teramo.
- Paul Gomme & Paul Klein, 2009.
"Second-order approximation of dynamic models without the use of tensors,"
Working Papers
09004, Concordia University, Department of Economics, revised 28 Apr 2010.
- Gomme, Paul & Klein, Paul, 2011. "Second-order approximation of dynamic models without the use of tensors," Journal of Economic Dynamics and Control, Elsevier, vol. 35(4), pages 604-615, April.
- Junior Maih, 2015.
"Efficient perturbation methods for solving regime-switching DSGE models,"
Working Paper
2015/01, Norges Bank.
- Junior Maih, 2014. "Efficient Perturbation Methods for Solving Regime-Switching DSGE Models," Working Papers No 10/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Lan, Hong & Meyer-Gohde, Alexander, 2012.
"Existence and Uniqueness of Perturbation Solutions in DSGE Models,"
Dynare Working Papers
14, CEPREMAP.
- Hong Lan & Alexander Meyer-Gohde, 2012. "Existence and Uniqueness of Perturbation Solutions to DSGE Models," SFB 649 Discussion Papers SFB649DP2012-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Ian Babetskii & Ales Bulir & Fabrizio Coricelli & Jan Filacek & Michal Franta & Roman Horvath & Branislav Saxa & Katerina Smidkova, 2008. "CNB Economic Research Bulletin: Ten Years of Inflation Targeting," Occasional Publications - Edited Volumes, Czech National Bank, edition 1, volume 6, number rb06/1 edited by Ian Babetskii & Katerina Smidkova, January.
- Andrew Binning, 2013. "Solving second and third-order approximations to DSGE models: A recursive Sylvester equation solution," Working Paper 2013/18, Norges Bank.
- Alena Bicakova & Kamil Dybczak & Ales Krejdl & Jiri Slacalek & Michal Slavik, 2007. "CNB Economic Research Bulletin: Fiscal Policy and its Sustainability," Occasional Publications - Edited Volumes, Czech National Bank, edition 2, volume 5, number rb05/2 edited by Ian Babetskii & Vladimir Bezdek, January.
- Andreasen, Martin, 2011.
"How non-Gaussian shocks affect risk premia in non-linear DSGE models,"
Bank of England working papers
417, Bank of England.
- Martin M. Andreasen, 2010. "How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models," CREATES Research Papers 2010-63, Department of Economics and Business Economics, Aarhus University.
- Hong Lan & Alexander Meyer-Gohde, 2011.
"Solving DSGE Models with a Nonlinear Moving Average,"
SFB 649 Discussion Papers
SFB649DP2011-087, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Hong Lan & Alexander Meyer-Gohde, 2011. "Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average"," QM&RBC Codes 192, Quantitative Macroeconomics & Real Business Cycles, revised 2013.
- Lan, Hong & Meyer-Gohde, Alexander, 2013. "Solving DSGE models with a nonlinear moving average," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2643-2667.
Articles
- Benes, Jaromir & Chauvet, Marcelle & Kamenik, Ondra & Kumhof, Michael & Laxton, Douglas & Mursula, Susanna & Selody, Jack, 2015.
"The future of oil: Geology versus technology,"
International Journal of Forecasting, Elsevier, vol. 31(1), pages 207-221.
- Ms. Marcelle Chauvet & Mr. Jack G. Selody & Mr. Douglas Laxton & Mr. Michael Kumhof & Mr. Jaromir Benes & Mr. Ondrej Kamenik & Susanna Mursula, 2012. "The Future of Oil: Geology Versus Technology," IMF Working Papers 2012/109, International Monetary Fund.
Cited by:
- Malanichev, A., 2018. "Modelling of Economic Oscillations of Shale Oil Production on the Basis of Analytical Solutions of a Differentiation Equation with a Retarded Argument," Journal of the New Economic Association, New Economic Association, vol. 38(2), pages 54-74.
- Monge, Manuel & Gil-Alana, Luis A. & Pérez de Gracia, Fernando, 2017. "U.S. shale oil production and WTI prices behaviour," Energy, Elsevier, vol. 141(C), pages 12-19.
- Virginia Di Nino & Ivan Faiella, 2013. "The �new� non-conventional hydrocarbons: the solution to the energy conundrum?," Questioni di Economia e Finanza (Occasional Papers) 205, Bank of Italy, Economic Research and International Relations Area.
- Dahl, Roy Endre & Lorentzen, Sindre & Oglend, Atle & Osmundsen, Petter, 2016. "Pro-Cyclical Petroleum Investments and Cost Overruns in Norway by Roy Endré Dahl, Sindre Lorentzen, Atle Oglend, and Petter Osmundsen," UiS Working Papers in Economics and Finance 2016/7, University of Stavanger.
- Susanne Peters & Kirsten Westphal, 2013. "Global energy supply: scale, perception and the return to geopolitics," Chapters, in: Hugh Dyer & Maria Julia Trombetta (ed.), International Handbook of Energy Security, chapter 5, pages 92-114, Edward Elgar Publishing.
- Jeffrey B. Nugent & Malgorzata Switek, 2013. "Oil prices and life satisfaction: asymmetries between oil exporting and oil importing countries," Applied Economics, Taylor & Francis Journals, vol. 45(33), pages 4603-4628, November.
- Martin de Wit & Matthew Kuperus Heun & Douglas J Crookes, 2013. "An overview of salient factors, relationships and values to support integrated energy-economic systems dynamic modelling," Working Papers 02/2013, Stellenbosch University, Department of Economics.
- Jan Anne Annema & Hugo Priemus, 2013. "Mega-projects: new challenges to cope with climate change and energy transition," Chapters, in: Hugo Priemus & Bert van Wee (ed.), International Handbook on Mega-Projects, chapter 18, pages 398-417, Edward Elgar Publishing.
- John Baffes & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocker, 2015.
"The great plunge in oil prices: causes, consequences, and policy responses,"
CAMA Working Papers
2015-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- John Baffes & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocker, 2015. "The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses," Policy Research Notes (PRNs) 94725, The World Bank.
- John Baffes & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocker, 2015. "The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses," Koç University-TUSIAD Economic Research Forum Working Papers 1504, Koc University-TUSIAD Economic Research Forum.
- R W. Bentley & M. Mushalik & J. Wang, 2020. "The Resource-Limited Plateau in Global Conventional Oil Production: Analysis and Consequences," Biophysical Economics and Resource Quality, Springer, vol. 5(2), pages 1-22, June.
- Nigel P. Melville & Ryan Whisnant, 2014. "Energy and Carbon Management Systems," Journal of Industrial Ecology, Yale University, vol. 18(6), pages 920-930, December.
- Benjamin Beckers & Samya Beidas-Strom, 2015. "Forecasting the Nominal Brent Oil Price with VARs—One Model Fits All?," IMF Working Papers 2015/251, International Monetary Fund.
- James D. Hamilton, 2014. "The Changing Face of World Oil Markets," NBER Working Papers 20355, National Bureau of Economic Research, Inc.
- Kumar, Sourabh & Kumar Barua, Mukesh, 2022. "Modeling and investigating the interaction among risk factors of the sustainable petroleum supply chain," Resources Policy, Elsevier, vol. 79(C).
- Solarin, Sakiru Adebola & Gil-Alana, Luis A. & Lafuente, Carmen, 2020. "An investigation of long range reliance on shale oil and shale gas production in the U.S. market," Energy, Elsevier, vol. 195(C).
- Glynn, James & Chiodi, Alessandro & Gargiulo, Maurizio & Deane, J.P. & Bazilian, Morgan & Gallachóir, Brian Ó, 2014. "Energy Security Analysis: The case of constrained oil supply for Ireland," Energy Policy, Elsevier, vol. 66(C), pages 312-325.
- Dahl, Roy Endré & Lorentzen, Sindre & Oglend, Atle & Osmundsen, Petter, 2017.
"Pro-cyclical petroleum investments and cost overruns in Norway,"
Energy Policy, Elsevier, vol. 100(C), pages 68-78.
- Roy Endré Dahl & Sindre Lorentzen & Atle Oglend & Petter Osmundsen, 2016. "Pro-Cyclical Petroleum Investments and Cost Overruns in Norway," CESifo Working Paper Series 6086, CESifo.
- Capellán-Pérez, Iñigo & Mediavilla, Margarita & de Castro, Carlos & Carpintero, Óscar & Miguel, Luis Javier, 2014. "Fossil fuel depletion and socio-economic scenarios: An integrated approach," Energy, Elsevier, vol. 77(C), pages 641-666.
- Lutz Kilian, 2017.
"The Impact of the Fracking Boom on Arab Oil Producers,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 6).
- Lutz Kilian, 2016. "The Impact of the Fracking Boom on Arab Oil Producers," CESifo Working Paper Series 5751, CESifo.
- Kilian, Lutz, 2016. "The Impact of the Fracking Boom on Arab Oil Producers," CEPR Discussion Papers 11107, C.E.P.R. Discussion Papers.
- Lutz Kilian, 2017. "The Impact of the Fracking Boom on Arab Oil Producers," Working Papers 1110, Economic Research Forum, revised 06 2017.
- Mont'Alverne Duarte, Angelo & Gaglianone, Wagner Piazza & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor, 2021.
"Commodity prices and global economic activity: A derived-demand approach,"
Energy Economics, Elsevier, vol. 96(C).
- Angelo Mont’Alverne Duarte & Wagner Piazza Gaglianone & Osmani Teixeira de Carvalho Guillén & João Victor Issler, 2020. "Commodity Prices and Global Economic Activity: a derived-demand approach," Working Papers Series 539, Central Bank of Brazil, Research Department.
- Voudouris, Vlasios & Matsumoto, Ken'ichi & Sedgwick, John & Rigby, Robert & Stasinopoulos, Dimitrios & Jefferson, Michael, 2014. "Exploring the production of natural gas through the lenses of the ACEGES model," Energy Policy, Elsevier, vol. 64(C), pages 124-133.
- Dalheimer, Bernhard & Herwartz, Helmut & Lange, Alexander, 2021. "The threat of oil market turmoils to food price stability in Sub-Saharan Africa," Energy Economics, Elsevier, vol. 93(C).
- Pedro Moreno Alonso & Antonio Mu oz San Roque, 2021. "Oil Costs and Prices: An Empirical Causality Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 11(3), pages 546-554.
- Uche-Soria, Manuel & Rodríguez-Monroy, Carlos, 2020. "Energy planning and its relationship to energy poverty in decision making. A first approach for the Canary Islands," Energy Policy, Elsevier, vol. 140(C).
- Chapman, Ian, 2014. "The end of Peak Oil? Why this topic is still relevant despite recent denials," Energy Policy, Elsevier, vol. 64(C), pages 93-101.
- González-Eguino, Mikel, 2015. "Energy poverty: An overview," Renewable and Sustainable Energy Reviews, Elsevier, vol. 47(C), pages 377-385.
- Alexander Malanichev, 2018. "Limits of Technological Efficiency of Shale Oil Production in the USA," Foresight and STI Governance (Foresight-Russia till No. 3/2015), National Research University Higher School of Economics, vol. 12(4), pages 78-89.
- Bentley, Roger & Bentley, Yongmei, 2015. "Explaining the price of oil 1971–2014 : The need to use reliable data on oil discovery and to account for ‘mid-point’ peak," Energy Policy, Elsevier, vol. 86(C), pages 880-890.
- Arunanondchai, Panit & Senia, Mark C. & Capps, Oral Jr, 2017.
"Can U.S. EIA Retail Gasoline Price Forecasts Be Improved Upon?,"
2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama
252717, Southern Agricultural Economics Association.
- Arunanondchai, Panit & Senia, Mark C. & Capps, Oral, Jr., 2017. "Can U.S. EIA Retail Gasoline Price Forecasts Be Improved Upon?," Reports 285201, Texas A&M University, Agribusiness, Food, and Consumer Economics Research Center.
- Yu, Lean & Zhao, Yaqing & Tang, Ling & Yang, Zebin, 2019. "Online big data-driven oil consumption forecasting with Google trends," International Journal of Forecasting, Elsevier, vol. 35(1), pages 213-223.
- Rye, Craig D. & Jackson, Tim, 2018. "A review of EROEI-dynamics energy-transition models," Energy Policy, Elsevier, vol. 122(C), pages 260-272.
- Mr. Michael Kumhof & Mr. Dirk V Muir, 2012. "Oil and the World Economy: Some Possible Futures," IMF Working Papers 2012/256, International Monetary Fund.
- Chavez-Rodriguez, Mauro F. & Szklo, Alexandre & de Lucena, Andre Frossard Pereira, 2015. "Analysis of past and future oil production in Peru under a Hubbert approach," Energy Policy, Elsevier, vol. 77(C), pages 140-151.
- Bumsoo Lee & Yongsung Lee, 2013. "Complementary Pricing and Land Use Policies: Does It Lead to Higher Transit Use?," Journal of the American Planning Association, Taylor & Francis Journals, vol. 79(4), pages 314-328, October.
- Ondra Kamenik & Michael Kumhof, 2014.
"Trade Openness and Exchange Rate Regimes,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(8), pages 1657-1686, December.
Cited by:
- J. Scott Davis & Ippei Fujiwara & Jiao Wang, 2018. "Dealing with Time Inconsistency: Inflation Targeting versus Exchange Rate Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1369-1399, October.
- Segun Subair Awode & Emeka Okoro Akpa & Andy Titus Okwu, 2021. "The effect of remittance and volatility in remittances on macroeconomic performance in Africa: any lessons for COVID-19?," SN Business & Economics, Springer, vol. 1(10), pages 1-15, October.
- Ippei Fujiwara & Scott Davis, 2017.
"Dealing with Time-inconsistency: Inflation Targeting vs. Exchange Rate Targeting,"
2017 Meeting Papers
795, Society for Economic Dynamics.
- J. Scott Davis & Ippei Fujiwara & Jiao Wang, 2017. "Dealing with time-inconsistency: Inflation targeting vs. exchange rate targeting," CAMA Working Papers 2017-54, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- J. Scott Davis & Ippei Fujiwara & Jiao Wang, 2018. "Dealing with Time-Inconsistency: Inflation Targeting vs. Exchange Rate Targeting," Melbourne Institute Working Paper Series wp2018n03, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Ondra Kamenik & Heesun Kiem & Vladimir Klyuev & Douglas Laxton, 2013.
"Why Is Canada's Price Level So Predictable?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(1), pages 71-85, February.
- Ondra Kamenik & Heesun Kiem & Vladimir Klyuev & Douglas Laxton, 2013. "Why Is Canada's Price Level So Predictable?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(1), pages 71-85, February.
- Mr. Vladimir Klyuev & Heesun Kiem & Mr. Ondrej Kamenik & Mr. Douglas Laxton, 2008. "Why is Canada’s Price Level So Predictable?," IMF Working Papers 2008/025, International Monetary Fund.
Cited by:
- Eurilton Araújo & Débora Gouveia, 2013. "Calvo-type rules and the forward-looking behavior of inflation targeting central banks," Economics Bulletin, AccessEcon, vol. 33(3), pages 2042-2051.
- William B.P. Robson, 2009. "To the Next Level: From Gold Standard to Inflation Targets - to Price Stability?," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 285, March.
- Lars E.O. Svensson, 2020.
"Monetary Policy Strategies for the Federal Reserve,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(1), pages 133-193, February.
- Lars E.O. Svensson, 2020. "Monetary Policy Strategies for the Federal Reserve," NBER Working Papers 26657, National Bureau of Economic Research, Inc.
- Svensson, Lars E.O., 2019. "Monetary Policy Strategies for the Federal Reserve," CEPR Discussion Papers 14247, C.E.P.R. Discussion Papers.
- RUGE-MURCIA, Francisco J., 2009.
"Do Inflation-Targeting Central Banks Implicitly Target the Price Level?,"
Cahiers de recherche
2009-15, Universite de Montreal, Departement de sciences economiques.
- RUGE-MURCIA, Francisco J., 2009. "Do Inflation-Targeting Central Banks Implicitly Target the Price Level?," Cahiers de recherche 16-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Francisco Ruge-Murcia, 2014. "Do Inflation-Targeting Central Banks Implicitly Target the Price Level?," International Journal of Central Banking, International Journal of Central Banking, vol. 10(2), pages 301-326, June.
- Charles R. Bean & Matthias Paustian & Adrian Penalver & Tim Taylor, 2010. "Monetary policy after the fall," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 267-328.
- Mr. Maurice Obstfeld & Kevin Clinton & Mr. Ondrej Kamenik & Mr. Douglas Laxton & Ms. Yulia Ustyugova & Hou Wang, 2016. "How to Improve Inflation Targeting in Canada," IMF Working Papers 2016/192, International Monetary Fund.
- Wolfgang Pollan, 2013. "US Inflation and Crude Oil Prices. An International Perspective," WIFO Working Papers 451, WIFO.
- Athanassios Petralias & Pródromos Prodromídis, 2015. "Price discovery under crisis: uncovering the determinant factors of prices using efficient Bayesian model selection methods," Empirical Economics, Springer, vol. 49(3), pages 859-879, November.
- Sofia Bauducco & Rodrigo Caputo, 2020. "Wicksellian Rules and the Taylor Principle: Some Practical Implications," Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(1), pages 340-368, January.
- Kevin Clinton & Charles Freedman & Michel Juillard & Mr. Ondrej Kamenik & Mr. Douglas Laxton & Hou Wang, 2015. "Inflation-Forecast Targeting: Applying the Principle of Transparency," IMF Working Papers 2015/132, International Monetary Fund.
- Clinton, Kevin & Garcia-Saltos, Roberto & Johnson, Marianne & Kamenik, Ondrej & Laxton, Douglas, 2010.
"International deflation risks under alternative macroeconomic policies,"
Journal of the Japanese and International Economies, Elsevier, vol. 24(2), pages 140-177, June.
- Kevin Clinton & Roberto Garcia-Saltos & Marianne Johnson & Ondrej Kamenik & Douglas Laxton, 2010. "International Deflation Risks under Alternative Macroeconomic Policies," NBER Chapters, in: Sticky Prices and Inflation Dynamics (NBER-TCER-CEPR), pages 140-177, National Bureau of Economic Research, Inc.
- Angelo Melino, 2011. "Moving Monetary Policy Forward: Why Small Steps - and a Lower Inflation Target - Make Sense for the Bank of Canada," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 319, January.
- A. R. Pagan & Mr. Douglas Laxton & Mr. Luis Catão, 2008. "Monetary Transmission in an Emerging Targeter: The Case of Brazil," IMF Working Papers 2008/191, International Monetary Fund.
- Michael Parkin, 2009. "What is the Ideal Monetary Policy Regime? Improving the Bank of Canada's Inflation-targeting Program," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 279, January.
- Pierre L. Siklos, 2009. "As Good As It Gets? The International Dimension to Canada's Monetary Policy Strategy Choices," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 292, July.
- PINSHI, Christian P., 2022. "Inflation-Forecast Targeting: A New Framework for Monetary Policy?," MPRA Paper 111709, University Library of Munich, Germany.
- Clinton, Kevin & Garcia-Saltos, Roberto & Johnson, Marianne & Kamenik, Ondrej & Laxton, Douglas, 2010.
"International deflation risks under alternative macroeconomic policies,"
Journal of the Japanese and International Economies, Elsevier, vol. 24(2), pages 140-177, June.
- Kevin Clinton & Roberto Garcia-Saltos & Marianne Johnson & Ondrej Kamenik & Douglas Laxton, 2010. "International Deflation Risks under Alternative Macroeconomic Policies," NBER Chapters, in: Sticky Prices and Inflation Dynamics (NBER-TCER-CEPR), pages 140-177, National Bureau of Economic Research, Inc.
Cited by:
- Salifou Issoufou & Mr. Edward F Buffie & Mouhamadou Bamba Diop & Kalidou Thiaw, 2014. "Efficient Energy Investment and Fiscal Adjustment in Senegal," IMF Working Papers 2014/044, International Monetary Fund.
- Rania A. Al-Mashat & Mr. Ales Bulir & N. Nergiz Dinçer & Tibor Hlédik & Mr. Tomás Holub & Asya Kostanyan & Mr. Douglas Laxton & Armen Nurbekyan & Mr. Rafael A Portillo & Hou Wang, 2018. "An Index for Transparency for Inflation-Targeting Central Banks: Application to the Czech National Bank," IMF Working Papers 2018/210, International Monetary Fund.
- Coenen, Günter & Warne, Anders, 2013.
"Risks to price stability, the zero lower bound and forward guidance: A real-time assessment,"
CFS Working Paper Series
2013/06, Center for Financial Studies (CFS).
- Coenen, Günter & Warne, Anders, 2013. "Risks to price stability, the zero lower bound and forward guidance: a real-time assessment," Working Paper Series 1582, European Central Bank.
- Günter Coenen & Anders Warne, 2014. "Risks to Price Stability, the Zero Lower Bound, and Forward Guidance: A Real-Time Assessment," International Journal of Central Banking, International Journal of Central Banking, vol. 10(2), pages 7-54, June.
- Ioan Carabenciov & Charles Freedman & Mr. Roberto Garcia-Saltos & Mr. Douglas Laxton & Mr. Ondrej Kamenik & Mr. Petar Manchev, 2013. "GPM6: The Global Projection Model with 6 Regions," IMF Working Papers 2013/087, International Monetary Fund.
- Ali Alichi & Mr. Jaromir Benes & Mr. Joshua Felman & Irene Feng & Charles Freedman & Mr. Douglas Laxton & Mr. Evan C Tanner & David Vávra & Hou Wang, 2015. "Frontiers of Monetary Policymaking: Adding the Exchange Rate as a Tool to Combat Deflationary Risks in the Czech Republic," IMF Working Papers 2015/074, International Monetary Fund.
- Jaromír Hurník & Ondøej Kameník & Jan Vlèek, 2008.
"The History of Inflation Targeting in the Czech Republic Through the Lens of a Dynamic General Equilibrium Model,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 58(09-10), pages 454-469, December.
Cited by:
- Jaromír Hurník & Zdenìk Tùma & David Vávra, 2010. "The Euro Adoption Debate Revisited: The Czech Case," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(3), pages 194-212, August.
- Michel Juillard & Ondra Kamenik & Michael Kumhof, 2005.
"Optimal price setting and inflation inertia in a rational expectations model,"
Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- Juillard, Michael & Kamenik, Ondra & Kumhof, Michael & Laxton, Douglas, 2008. "Optimal price setting and inflation inertia in a rational expectations model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2584-2621, August.
Cited by:
- Ciccarone, Giuseppe & Giuli, Francesco & Liberati, Danilo, 2014. "Incomplete interest rate pass-through under credit and labor market frictions," Economic Modelling, Elsevier, vol. 36(C), pages 645-657.
- McCallum, Bennett T. & Nelson, Edward, 2010.
"Money and Inflation: Some Critical Issues,"
Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 3, pages 97-153,
Elsevier.
- Bennett T. McCallum & Edward Nelson, 2010. "Money and inflation: some critical issues," Finance and Economics Discussion Series 2010-57, Board of Governors of the Federal Reserve System (U.S.).
- Jan Babecky & Sofia Bauducco & Ales Bulir & Martin Cihak & Petr Jakubik & Lubos Komarek & Zlata Komarkova & Jiri Podpiera & Christian Schmieder & Laurent Weill, 2009. "CNB Economic Research Bulletin: Financial and Global Stability Issues," Occasional Publications - Edited Volumes, Czech National Bank, edition 2, volume 7, number rb07/2 edited by Jan Babecky & Jan Frait, January.
- João Valle e Azevedo & Pedro Teles, 2019.
"The Neutrality of Nominal Rates: How Long is the Long Run?,"
Working Papers
w201911, Banco de Portugal, Economics and Research Department.
- João Valle e Azevedo & João Ritto & Pedro Teles, 2022. "The Neutrality Of Nominal Rates: How Long Is The Long Run?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(4), pages 1745-1777, November.
- Nucci, Francesco & Riggi, Marianna, 2013. "Performance pay and changes in U.S. labor market dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2796-2813.
- Douglas Laxton, 2008. "Getting to Know the Global Economy Model and Its Philosophy," IMF Staff Papers, Palgrave Macmillan, vol. 55(2), pages 213-242, June.
- Boug, Pål & Cappelen, Adne & Swensen, Anders Rygh, 2010.
"The new Keynesian Phillips curve revisited,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 858-874, May.
- Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2007. "The New Keynesian Phillips Curve revisited," Discussion Papers 500, Statistics Norway, Research Department.
- Michel Juillard & Charles Freedman & Dmitry Korshunov & Mr. Douglas Laxton & Mr. Ondrej Kamenik & Ioan Carabenciov & Igor Ermolaev & Jared Laxton, 2008. "A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices," IMF Working Papers 2008/280, International Monetary Fund.
- Francesco Giuli & Massimiliano Tancioni, 2009. "Firm-Specific Capital, Productivity Shocks and Investment Dynamics," Working Papers in Public Economics 120, University of Rome La Sapienza, Department of Economics and Law.
- Kumhof, Michael & Laxton, Douglas, 2013. "Simple fiscal policy rules for small open economies," Journal of International Economics, Elsevier, vol. 91(1), pages 113-127.
- Jared Laxton & Igor Ermolaev & Charles Freedman & Mr. Ondrej Kamenik & Michel Juillard & Mr. Douglas Laxton & Ioan Carabenciov & Dmitry Korshunov, 2008. "A Small Quarterly Multi-Country Projection Model," IMF Working Papers 2008/279, International Monetary Fund.
- Francesco Giuli & Massimiliano Tancioni, 2010. "Contractionary Effects of Supply Shocks: Evidence and Theoretical Interpretation," Working Papers in Public Economics 131, University of Rome La Sapienza, Department of Economics and Law.
- Francesco Giuli & Massimiliano Tancioni, 2012. "Prince-setting, monetary policy and the contractionary effects of productivity improvements," Departmental Working Papers of Economics - University 'Roma Tre' 0161, Department of Economics - University Roma Tre.
- Thorvardur Tjörvi Ólafsson, 2006. "The New Keynesian Phillips Curve: In Search of Improvements and Adaptation to the Open Economy," Economics wp31_tjorvi, Department of Economics, Central bank of Iceland.
- Riggi, Marianna & Tancioni, Massimiliano, 2010. "Nominal vs real wage rigidities in New Keynesian models with hiring costs: A Bayesian evaluation," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1305-1324, July.
- Igor Ermolaev & Michel Juillard & Ioan Carabenciov & Charles Freedman & Mr. Douglas Laxton & Mr. Ondrej Kamenik & Dmitry Korshunov, 2008. "A Small Quarterly Projection Model of the US Economy," IMF Working Papers 2008/278, International Monetary Fund.
- Giuli, Francesco & Tancioni, Massimiliano, 2012. "Real rigidities, productivity improvements and investment dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 100-118.
- Francesco Nucci & Marianna Riggi, 2011. "Performance pay and shifts in macroeconomic correlations," Temi di discussione (Economic working papers) 800, Bank of Italy, Economic Research and International Relations Area.
- Mr. Jaromir Benes & Mr. Michael Kumhof & Mr. Douglas Laxton, 2014. "Financial Crises in DSGE Models: Selected Applications of MAPMOD," IMF Working Papers 2014/056, International Monetary Fund.
- OndŘej KamenÍk, 2005.
"Solving SDGE Models: A New Algorithm for the Sylvester Equation,"
Computational Economics, Springer;Society for Computational Economics, vol. 25(1), pages 167-187, February.
See citations under working paper version above.
- Ondrej Kamenik, 2005. "Solving SDGE Models: A New Algorithm for the Sylvester Equation," Working Papers 2005/10, Czech National Bank.
- Ondrej Kamenik, 2004. "Solving SDGE Models: A New Algorithm for Sylvester Equation," Computing in Economics and Finance 2004 222, Society for Computational Economics.
Chapters
- Jarek Hurnik & Ondra Kamenik & Jan Vlcek, 2008.
"The History of Inflation Targeting in the Czech Republic through Optic of a Dynamic General Equilibrium Model,"
Occasional Publications - Chapters in Edited Volumes, in: Katerina Smidkova (ed.), Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007, chapter 8, pages 102-116,
Czech National Bank.
Cited by:
- Juraj Antal & Zuzana Antonicova & Michal Hlavacek & Tomas Holub & Roman Horvath & Jaromir Hurnik & Ondrej Kamenik & Karel Musil & Lubos Ruzicka & Jal Vlcek, 2009. "CNB Economic Research Bulletin: Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007," Occasional Publications - Edited Volumes, Czech National Bank, edition 1, volume 7, number rb07/1 edited by Jan Babecky & Katerina Smidkova, January.
- Volha Audzei & Frantisek Brazdik, 2012.
"Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber,"
Working Papers
2012/09, Czech National Bank.
- Volha Audzei & Frantisek Brazdik, 2015. "Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(5), pages 391-410, October.
Books
- Juraj Antal & Zuzana Antonicova & Jan Babecky & Michal Hlavacek & Tomas Holub & Roman Horvath & Jarek Hurnik & Ondra Kamenik & Karel Musil & Jiri Podpiera & Lubos Ruzicka & Michal Skorepa & Katerina S, 2008.
"Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007,"
Occasional Publications - Edited Volumes,
Czech National Bank, number 01 edited by Katerina Smidkova, January.
Cited by:
- Volha Audzei & Frantisek Brazdik, 2012.
"Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber,"
Working Papers
2012/09, Czech National Bank.
- Volha Audzei & Frantisek Brazdik, 2015. "Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(5), pages 391-410, October.
- Michal Franta & Jozef Barunik & Roman Horvath & Katerina Smidkova, 2011. "Are Bayesian Fan Charts Useful for Central Banks? Uncertainty, Forecasting, and Financial Stability Stress Tests," Working Papers 2011/10, Czech National Bank.
- Volha Audzei & Frantisek Brazdik, 2012.
"Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber,"
Working Papers
2012/09, Czech National Bank.