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Citations for "Monetary policy and asset prices"

by Gilchrist, Simon & Leahy, John V.

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  1. Leonardo Gambacorta & Federico M. Signoretti, 2013. "Should monetary policy lean against the wind? An analysis based on a DSGE model with banking," Temi di discussione (Economic working papers) 921, Bank of Italy, Economic Research and International Relations Area.
  2. Luisa Lambertini & Caterina Mendicino & Maria Tereza Punzi, 2011. "Leaning Against Boom-Bust Cycles in Credit and Housing Prices," Working Papers w201108, Banco de Portugal, Economics and Research Department.
  3. Shouyong Shi, 2012. "Liquidity, Assets and Business Cycles," Working Papers tecipa-459, University of Toronto, Department of Economics.
  4. Salvatore Nisticò, 2012. "Monetary Policy and Stock-Price Dynamics in a DSGE Framework," CSEF Working Papers 307, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  5. Zervou, Anastasia S., 2013. "Financial market segmentation, stock market volatility and the role of monetary policy," European Economic Review, Elsevier, vol. 63(C), pages 256-272.
  6. Emmanuel Farhi & Jean Tirole, 2008. "Competing Liquidities: Corporate Securities, Real Bonds and Bubbles," NBER Working Papers 13955, National Bureau of Economic Research, Inc.
  7. Nolan, Charles & Thoenissen, Christoph, 2008. "Financial shocks and the US business cycle," SIRE Discussion Papers 2008-58, Scottish Institute for Research in Economics (SIRE).
  8. Hess, Martin K., 2004. "Dynamic and asymmetric impacts of macroeconomic fundamentals on an integrated stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(5), pages 455-471, December.
  9. Abdelaziz Rouabah, 2006. "L'identité de Fisher et l'interaction entre l'inflation et la rentabilité des actions: l'importance des régimes sous-jacents aux marchés boursiers," BCL working papers 18, Central Bank of Luxembourg.
  10. Gochoco-Bautista, Maria Socorro, 2008. "Asset booms and fat tails in East Asia: Symmetric or asymmetric risks?," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1617-1640, December.
  11. David Aikman & Matthias Paustian, 2006. "Bank capital, asset prices and monetary policy," Bank of England working papers 305, Bank of England.
  12. Jean-Bernard Chatelain & Kirsten Ralf, 2012. "The Failure of Financial Macroeconomics and What to Do About it," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00706777, HAL.
  13. Jean-Bernard Chatelain & Kirsten Ralf, 2012. "The failure of Financial Macroeconomics and What to Do About It," Documents de travail du Centre d'Economie de la Sorbonne 12030, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  14. Pedro Teles & Oreste Tristani & Fiorella De Fiore, 2009. "Monetary Policy and the Financing of Firms," 2009 Meeting Papers 633, Society for Economic Dynamics.
  15. Burkhard Heer & Holger Schmieding & Alexander Mende & Ivar Bredesen, 2002. "Book reviews," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 138(4), pages 747-759, December.
  16. Alexandros Kontonikas & Christos Ioannidis, 2003. "Should Monetary Policy Respond to Asset Price Misalignments?," Economics and Finance Discussion Papers 03-19, Economics and Finance Section, School of Social Sciences, Brunel University.
  17. Paolo Gelain & Kevin J. Lansing & Caterina Mendicino, 2012. "House prices, credit growth, and excess volatility: Implications for monetary and macroprudential policy," Working Paper 2012/08, Norges Bank.
  18. G. C. Lim & Paul D. McNelis, 2006. "Inflation Targeting, Learning and Q Volatility in Small Open Economies," Melbourne Institute Working Paper Series wp2006n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  19. Vähämaa, Sami, 2004. "Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB," Working Paper Series 0315, European Central Bank.
  20. Charles T. Carlstrom & Timothy S. Fuerst & Matthias Paustian, 2010. "Optimal Monetary Policy in a Model with Agency Costs," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 37-70, 09.
  21. Fernando Alexandre & Pedro Bação, 2005. "Monetary policy and asset prices: the investment channel," NIPE Working Papers 3/2005, NIPE - Universidade do Minho.
  22. Alessandro Rebucci & Akito Matsumoto & Pietro Cova & Massimiliano Pisani, 2011. "New Shocks and Asset Price Volatility in General Equilibrium," IMF Working Papers 11/110, International Monetary Fund.
  23. Loisel, O. & Pommeret, A. & Portier, T., 2012. "Monetary Policy and Herd Behavior: Leaning Against Bubbles," Working papers 412, Banque de France.
  24. Andrew Hughes Hallett & Jan Libich & Petr Stehlik, 2009. "Financial Instability Prevention," CAMA Working Papers 2009-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  25. Fiorella De Fiore & Oreste Tristani, 2013. "Optimal Monetary Policy in a Model of the Credit Channel," Economic Journal, Royal Economic Society, vol. 123(571), pages 906-931, 09.
  26. Zhang, Yanbing & Hua, Xiuping & Zhao, Liang, 2011. "Monetary policy and housing prices; a case study of Chinese experience in 1999-2010," BOFIT Discussion Papers 17/2011, Bank of Finland, Institute for Economies in Transition.
  27. Fabio Fornari & Livio Stracca, 2012. "What does a financial shock do? First international evidence," Economic Policy, CEPR & CES & MSH, vol. 27(71), pages 407-445, 07.
  28. Detken, Carsten & Smets, Frank, 2004. "Asset price booms and monetary policy," Working Paper Series 0364, European Central Bank.
  29. Tse, Chin-Bun & Rodgers, Timothy & Niklewski, Jacek, 2014. "The 2007 financial crisis and the UK residential housing market: Did the relationship between interest rates and house prices change?," Economic Modelling, Elsevier, vol. 37(C), pages 518-530.
  30. Haiping Zhang & Jurgen von Hagen, 2007. "A Welfare Analysis of Capital Account Liberalization," Working Papers 19-2007, Singapore Management University, School of Economics.
  31. Maria Christidou & Panagiotis Konstantinou, 2011. "Housing Market and the Transmission of Monetary Policy: Evidence from U.S. States," Discussion Paper Series 2011_14, Department of Economics, University of Macedonia, revised Sep 2011.
  32. Kamber, Güneş & Thoenissen, Christoph, 2012. "The financial accelerator and monetary policy rules," Economics Letters, Elsevier, vol. 115(2), pages 309-313.
  33. Fabio Milani, 2008. "Learning about the Interdependence between the Macroeconomy and the Stock Market," Working Papers 070819, University of California-Irvine, Department of Economics.
  34. Bekaert, Geert & Hoerova, Marie & Lo Duca, Marco, 2013. "Risk, uncertainty and monetary policy," Journal of Monetary Economics, Elsevier, vol. 60(7), pages 771-788.
  35. Marta Areosa & Waldyr Areosa, 2012. "Asset Prices and Monetary Policy – A sticky-dispersed information model," Working Papers Series 285, Central Bank of Brazil, Research Department.
  36. Singh, Aarti & Stone, Sophie, 2012. "Asset Prices, Monetary Policy and Determinacy," Working Papers 2012-06, University of Sydney, School of Economics.
  37. Bill Dupor, 2002. "The Natural Rate of Q," American Economic Review, American Economic Association, vol. 92(2), pages 96-101, May.
  38. Christopher B. Branston & Nicolaas Groenewold, 2003. "Investment and Share Prices: Fundamental versus Speculative Components," Economics Discussion / Working Papers 03-18, The University of Western Australia, Department of Economics.
  39. Gunes Kamber & Christoph Thoenissen, 2011. "Financial intermediation and the international business cycle: The case of small countries with big banks," CDMA Working Paper Series 201108, Centre for Dynamic Macroeconomic Analysis.
  40. Yasuo Hirose, 2008. "Equilibrium Indeterminacy and Asset Price Fluctuation in Japan: A Bayesian Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(5), pages 967-999, 08.
  41. Farhi, Emmanuel & Tirole, Jean, 2009. "Bubbly Liquidity," TSE Working Papers 09-101, Toulouse School of Economics (TSE), revised Feb 2011.
  42. Vlieghe, Gertjan, 2010. "Imperfect credit markets: implications for monetary policy," Bank of England working papers 385, Bank of England.
  43. Alexandros Kontikas & Alberto Montagnoli, 2004. "Optimal Monetary Policy and Asset Price Misalignments," Money Macro and Finance (MMF) Research Group Conference 2004 80, Money Macro and Finance Research Group.
  44. Jan Frait & Luboš Komárek, 2007. "Monetary Policy and Asset Prices: What Role for Central Banks in New EU Member States?," Prague Economic Papers, University of Economics, Prague, vol. 2007(1), pages 3-23.
  45. Vicente da Gama Machado, 2012. "Monetary Policy, Asset Prices and Adaptive Learning," Working Papers Series 274, Central Bank of Brazil, Research Department.
  46. Ida, Daisuke, 2013. "Tobin's Q channel and monetary policy rules under incomplete exchange rate pass-through," Economic Modelling, Elsevier, vol. 33(C), pages 733-740.
  47. Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2009. "Chained Credit Contracts and Financial Accelerators," IMES Discussion Paper Series 09-E-30, Institute for Monetary and Economic Studies, Bank of Japan.
  48. Jagjit S. Chadha & Lucio Sarno & Giorgio Valente, 2004. "Monetary Policy Rules, Asset Prices, and Exchange Rates," IMF Staff Papers, Palgrave Macmillan, vol. 51(3), pages 529-552, November.
  49. Ueda, Kozo, 2012. "Banking globalization and international business cycles: Cross-border chained credit contracts and financial accelerators," Journal of International Economics, Elsevier, vol. 86(1), pages 1-16.
  50. Agnello, Luca & Schuknecht, Ludger, 2011. "Booms and busts in housing markets: Determinants and implications," Journal of Housing Economics, Elsevier, vol. 20(3), pages 171-190, September.
  51. Jan Frait & Luboš Komárek & Zlatuše Komárková, 2011. "Monetary Policy in a Small Economy after Tsunami: A New Consensus on the Horizon?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(1), pages 5-33, January.
  52. Kengo Nutahara, 2013. "What Asset Prices Should be Targeted by a Central Bank?," CIGS Working Paper Series 13-004E, The Canon Institute for Global Studies.
  53. Bouakez, Hafedh & Essid, Badye & Normandin, Michel, 2013. "Stock returns and monetary policy: Are there any ties?," Journal of Macroeconomics, Elsevier, vol. 36(C), pages 33-50.
  54. F Alexandre & P Bacao, 2006. "Investment and Non-fundamental Movements in Asset Prices: is there a role for monetary policy?," Economic Issues Journal Articles, Economic Issues, vol. 11(1), pages 65-95, March.
  55. Meixing DAI & Eleftherios SPYROMITROS, 2008. "Monetary policy, asset prices and model uncertainty," Working Papers of BETA 2008-15, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  56. Rodrigo Caputo & Juan Pablo Medina & Claudio Soto., 2010. "The Financial Accelerator Under Learning and The Role of Monetary Policy," Working Papers Central Bank of Chile 590, Central Bank of Chile.
  57. Faia, Ester & Monacelli, Tommaso, 2005. "Optimal Monetary Policy Rules, Asset Prices and Credit Frictions," CEPR Discussion Papers 4880, C.E.P.R. Discussion Papers.
  58. Tsuzuki, Eiji & Inoue, Tomohiro, 2011. "Technological change and monetary policy in a sticky-price model," Research in Economics, Elsevier, vol. 65(3), pages 180-194, September.
  59. Cristina Fuentes-Albero, . "Financial Frictions, Financial Shocks, and Aggregate Volatility," Departmental Working Papers 201201, Rutgers University, Department of Economics.
  60. Alan S. Blinder & Ricardo Reis, 2005. "Understanding the Greenspan standard," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, issue Aug, pages 11-96.
  61. Guido Lorenzoni, 2006. "A Theory of Demand Shocks," NBER Working Papers 12477, National Bureau of Economic Research, Inc.
  62. Nutahara, Kengo, 2011. "Asset Prices, Nominal Rigidities, and Monetary Policy: Role of Price Indexation," MPRA Paper 29859, University Library of Munich, Germany.
  63. Maria Socorro Gochoco-Bautista, 2008. "Asset prices and monetary policy: booms and fat tails in East Asia," BIS Working Papers 243, Bank for International Settlements.
  64. Guidon Fenig & Mariya Mileva & Luba Petersen, 2013. "Asset Trading and Monetary Policy in Production Economies," Discussion Papers dp13-08, Department of Economics, Simon Fraser University.
  65. Stefan Avdjiev & Patrick McGuire, 2012. "The Social Value of Policy Signals," BIS Working Papers 386, Bank for International Settlements.
  66. Michael D. Bordo & David C. Wheelock, 2004. "Monetary Policy and Asset Prices: A Look Back at Past U.S. Stock Market Booms," NBER Working Papers 10704, National Bureau of Economic Research, Inc.
  67. Christopher Malikane & Willi Semmler, 2008. "Asset Prices, Output And Monetary Policy In A Small Open Economy," Metroeconomica, Wiley Blackwell, vol. 59(4), pages 666-686, November.
  68. Muto, Ichiro & Sudo, Nao & Yoneyama, Shunichi, 2013. "Productivity Slowdown in Japan’s Lost Decades: How Much of It is Attributed to Financial Factors?," Dynare Working Papers 28, CEPREMAP.
  69. Grant, Charles & Peltonen, Tuomas A., 2008. "Housing and equity wealth effects of Italian households," Working Paper Series 0857, European Central Bank.
  70. Tommaso Monacelli & Ester Faia, 2005. "Optimal Interest Rate Rules, Asset Prices and Credit Frictions," Computing in Economics and Finance 2005 452, Society for Computational Economics.
  71. Brigitte Desroches & Michael Francis, 2010. "World real interest rates: a global savings and investment perspective," Applied Economics, Taylor & Francis Journals, vol. 42(22), pages 2801-2816.
  72. Jennifer La'O, 2010. "Collateral Constraints and Noisy Fluctuations," 2010 Meeting Papers 780, Society for Economic Dynamics.
  73. J. Rodrigo Fuentes S. & Marcelo Ochoa C., 2007. "Política Monetaria, Precios de Activos y Estabilidad Financiera: Una Revisión de la Literatura," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 10(3), pages 115-127, December.
  74. Alberto Montagnoli & Oreste Napolitano, 2004. "Financial Condition Index and interest rate settings: a comparative analysis," Money Macro and Finance (MMF) Research Group Conference 2004 1, Money Macro and Finance Research Group.
  75. Lise Clain-Chamosset-Yvrard & Thomas Seegmuller, 2013. "Rational Bubbles and Macroeconomic Fluctuations: The (De-)Stabilizing Role of Monetary Policy," Working Papers halshs-00793063, HAL.
  76. Soyoung Kim & Doo Yang, 2011. "The Impact of Capital Inflows on Asset Prices in Emerging Asian Economies: Is Too Much Money Chasing Too Little Good?," Open Economies Review, Springer, vol. 22(2), pages 293-315, April.
  77. Andrew Hughes Hallett & Jan Libich & Petr Stehlík, 2009. "Macro prudential Policies and Financial Stability," Working Papers 2009.02, School of Economics, La Trobe University.
  78. Kim, Bong Han & Min, Hong-Ghi, 2011. "Household lending, interest rates and housing price bubbles in Korea: Regime switching model and Kalman filter approach," Economic Modelling, Elsevier, vol. 28(3), pages 1415-1423, May.
  79. Eric Tymoigne, 2006. "Asset Prices, Financial Fragility, and Central Banking," Economics Working Paper Archive wp_456, Levy Economics Institute.
  80. Siklos, Pierre L. & Bohl, Martin T. & Werner, Thomas, 2003. "Did the Bundesbank React to Stock Price Movements?," Discussion Paper Series 1: Economic Studies 2003,14, Deutsche Bundesbank, Research Centre.
  81. Charles Grant & Tuomas Peltonen, 2005. "Housing and Equity Wealth Effects of Italian Households," DNB Working Papers 043, Netherlands Central Bank, Research Department.
  82. Ichiro Fukunaga & Masashi Saito, 2009. "Asset Prices and Monetary Policy," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 27(1), pages 143-170, November.
  83. Olivier Jeanne & Michael D. Bordo, 2002. "Monetary Policy and Asset Prices," IMF Working Papers 02/225, International Monetary Fund.
  84. Jürgen von Hagen & Haiping Zhang, 2006. "Financial Liberalization in a Small Open Economy," CESifo Working Paper Series 1771, CESifo Group Munich.
  85. Dai, Meixing & Sidiropoulos, Moïse, 2002. "Règle du taux d'intérêt optimale, prix des actions et taux d'inflation anticipé : une étude de la stabilité macroéconomique
    [Optimal interest rate rule, asset prices and expected inflation r
    ," MPRA Paper 14401, University Library of Munich, Germany, revised Jun 2003.
  86. Pavasuthipaisit, Robert, 2007. "Monetary policy responses amid credit and asset booms and busts," MPRA Paper 4491, University Library of Munich, Germany.
  87. Abdelaziz Rouabah, 2007. "L'inflation et la rentabilité des actions : une relation énigmatique et un casse-tête pour les banques centrales," Économie et Prévision, Programme National Persée, vol. 177(1), pages 19-34.
  88. Fuchi, Hitoshi & Muto, Ichiro & Ugai, Hiroshi, 2005. "A Historical Evaluation of Financial Accelerator Effects in Japan's Economy," MPRA Paper 4648, University Library of Munich, Germany.
  89. Matteo Iacoviello, 2005. "House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle," American Economic Review, American Economic Association, vol. 95(3), pages 739-764, June.
  90. Hirakata, Naohisa & Sudo, Nao & Ueda, Kozo, 2013. "Is the net worth of financial intermediaries more important than that of non-financial firms?," Globalization and Monetary Policy Institute Working Paper 161, Federal Reserve Bank of Dallas.
  91. Mariano Kulish, 2005. "Should Monetary Policy use Long-term Rates?," Boston College Working Papers in Economics 635, Boston College Department of Economics.
  92. Mandler, Martin, 2006. "Are there gains from including monetary aggregates and stock market indices in the monetary policy reaction function? A simulation study of recent U.S. monetary policy," MPRA Paper 2318, University Library of Munich, Germany.
  93. NUTAHARA Kengo, 2010. "Asset Prices and Monetary Policy in a Sticky-Price Economy with Financial Frictions," Discussion papers 10060, Research Institute of Economy, Trade and Industry (RIETI).
  94. Bohl, Martin T. & Siklos, Pierre L. & Werner, Thomas, 2007. "Do central banks react to the stock market? The case of the Bundesbank," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 719-733, March.
  95. Simon Gilchrist & Masashi Saito, 2008. "Expectations, Asset Prices, and Monetary Policy: The Role of Learning," NBER Chapters, in: Asset Prices and Monetary Policy, pages 45-102 National Bureau of Economic Research, Inc.
  96. Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013. "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working papers 2013-20, University of Connecticut, Department of Economics, revised Dec 2013.
  97. Grégory Levieuge, 2005. "Politique monétaire et prix d'actifs," Revue de l'OFCE, Presses de Sciences-Po, vol. 93(2), pages 317-355.
  98. repec:hal:journl:halshs-00706777 is not listed on IDEAS
  99. Andrea Pescatori & Caterino Mendicino, 2005. "Credit Frictions, Housing Prices and Optimal Monetary Policy Rules," Money Macro and Finance (MMF) Research Group Conference 2005 67, Money Macro and Finance Research Group.
  100. Dongchul Cho, 2005. "Interest Rate, Inflation, and Housing Price: With an Emphasis on Chonsei Price in Korea," NBER Working Papers 11054, National Bureau of Economic Research, Inc.
  101. Büyükkarabacak, Berrak & Mykhaylova, Olena, 2010. "Housing market dynamics and welfare," MPRA Paper 23322, University Library of Munich, Germany.
  102. Dai, Meixing & Sidiropoulos, Moïse, 2005. "Flexibility in inflation targeting, financial markets and macroeconomic stability," MPRA Paper 13864, University Library of Munich, Germany.
  103. Dai, Meixing & Sidiropoulos, Moïse, 2003. "Les prix des actifs et la stratégie de politique monétaire de la BCE
    [Asset prices and the monetary policy strastegy of the ECB]
    ," MPRA Paper 13833, University Library of Munich, Germany, revised Jul 2003.
  104. Ravn, Søren Hove, 2014. "Asymmetric monetary policy towards the stock market: A DSGE approach," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 24-41.
  105. Sylvain Leduc & Jean-Marc Natal, 2011. "Should central banks lean against changes in asset prices?," Working Paper Series 2011-15, Federal Reserve Bank of San Francisco.
  106. Ida, Daisuke, 2011. "Monetary policy and asset prices in an open economy," The North American Journal of Economics and Finance, Elsevier, vol. 22(2), pages 102-117, August.
  107. Martín Guzman & Pablo Gluzmann, 2012. "Tensions in the Implementation of Central Banks’ Policies in the Pursuit of Economic Development," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(65-66), pages 173-205, September.
  108. Francesco Zanetti & Haroon Mumtaz, 2013. "The Effect of Labor and Financial Frictions on Aggregate Fluctuations," Economics Series Working Papers 690, University of Oxford, Department of Economics.
  109. Mandler, Martin, 2009. "In search of robust monetary policy rules - Should the Fed look at money growth or stock market performance?," Journal of Macroeconomics, Elsevier, vol. 31(2), pages 345-361, June.
  110. Frederico Belo & Xiaoji Lin & Fan Yang, 2014. "External Equity Financing Shocks, Financial Flows, and Asset Prices," NBER Working Papers 20210, National Bureau of Economic Research, Inc.
  111. Driffill, John & Rotondi, Zeno & Savona, Paolo & Zazzara, Cristiano, 2006. "Monetary policy and financial stability: What role for the futures market?," Journal of Financial Stability, Elsevier, vol. 2(1), pages 95-112, April.
  112. Branston, Christopher B. & Groenewold, Nicolaas, 2004. "Investment and share prices: fundamental versus speculative components," The North American Journal of Economics and Finance, Elsevier, vol. 15(2), pages 199-226, August.
  113. Dominique Pepin, 2010. "La BCE réagit-elle au prix des actifs financiers ?," Working Papers hal-00963626, HAL.
  114. Tomura, Hajime, 2013. "Heterogeneous beliefs and housing-market boom-bust cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 37(4), pages 735-755.
  115. Kim, Soyoung & Yang, Doo Yong, 2008. "The Impact of Capital Inflows on Emerging East Asian Economies: Is Too Much Money Chasing Too Little Good?," Working Papers on Regional Economic Integration 15, Asian Development Bank.
  116. Greg Tkacz & Carolyn Wilkins, 2006. "Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices," Working Papers 06-25, Bank of Canada.