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Citations for "Has Monetary Policy Become More Effective?"

by Jean Boivin & Marc P. Giannoni

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  1. Korobilis, Dimitris, 2009. "Assessing the transmission of monetary policy using dynamic factor models," MPRA Paper 27593, University Library of Munich, Germany, revised Nov 2010.
  2. Borek Vasicek, 2010. "Monetary Policy Rules and Inflation Processes in Open Emerging Economies," Eastern European Economics, M.E. Sharpe, Inc., M.E. Sharpe, Inc., vol. 48(4), pages 36-58, January.
  3. Fujiwara, Ippei, 2006. "Evaluating monetary policy when nominal interest rates are almost zero," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 434-453, September.
  4. Gary Koop & Simon Potter, 2010. "A flexible approach to parametric inference in nonlinear and time varying time series models," Post-Print, HAL hal-00732535, HAL.
  5. Ambler, Steve & Guay, Alain & Phaneuf, Louis, 2012. "Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(1), pages 47-62.
  6. María-Dolores, Ramón & Vázquez Pérez, Jesús, 2007. "Term Structure and the Estimated Monetary Policy Rule in the Eurozone," DFAEII Working Papers 2008-05, University of the Basque Country - Department of Foundations of Economic Analysis II.
  7. Biscarri, Javier Gómez & Moreno, Antonio & Gracia, Fernando Pérez de, 2010. "Money demand accommodation: Impact on macro-dynamics and policy consequences," Journal of Policy Modeling, Elsevier, Elsevier, vol. 32(1), pages 138-154, January.
  8. Kevin J. Lansing, 2006. "Time-Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve," 2006 Meeting Papers, Society for Economic Dynamics 758, Society for Economic Dynamics.
  9. Castelnuovo , Efrem & Nisticò, Salvatore, 2010. "Stock market conditions and monetary policy in an DSGE model for the US," Research Discussion Papers, Bank of Finland 11/2010, Bank of Finland.
  10. Efrem Castelnuovo & Paolo Surico, 2006. "The price puzzle: fact or artefact?," Bank of England working papers, Bank of England 288, Bank of England.
  11. Fabio Milani, 2005. "Expectations, Learning and Macroeconomic Persistence," Working Papers 050608, University of California-Irvine, Department of Economics.
  12. Smets, Frank & Wouters, Raf, 2004. "Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE approach," Working Paper Series, European Central Bank 0391, European Central Bank.
  13. Pivetta, Frederic & Reis, Ricardo, 2007. "The persistence of inflation in the United States," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 31(4), pages 1326-1358, April.
  14. Michael S. Hanson, 2006. "Varying Monetary Policy Regimes: A Vector Autoregressive Investigation," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics 2006-003, Wesleyan University, Department of Economics.
  15. Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2007. "Explaining The Great Moderation: It Is Not The Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6600, C.E.P.R. Discussion Papers.
  16. Mohammed Dore & Roelof Makken & Erik Eastman, 2013. "The Monetary Transmission Mechanism, Non-residential Fixed Investment and Housing," Atlantic Economic Journal, International Atlantic Economic Society, International Atlantic Economic Society, vol. 41(3), pages 215-224, September.
  17. Carrillo Julio A., 2010. "How Well Does Sticky Information Explain Inflation and Output Inertia?," Research Memorandum 018, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  18. Troy Davig, 2007. "Phillips curve instability and optimal monetary policy," Research Working Paper, Federal Reserve Bank of Kansas City RWP 07-04, Federal Reserve Bank of Kansas City.
  19. Lucas Papademos, 2007. "The Effects of Globalization on Inflation, Liquidity and Monetary Policy," NBER Chapters, in: International Dimensions of Monetary Policy, pages 593-608 National Bureau of Economic Research, Inc.
  20. Poghosyan, K., 2012. "Structural and reduced-form modeling and forecasting with application to Armenia," Open Access publications from Tilburg University urn:nbn:nl:ui:12-5590845, Tilburg University.
  21. Carlsson, Mikael & Westermark, Andreas, 2011. "The New Keynesian Phillips Curve and staggered price and wage determination in a model with firm-specific labor," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(4), pages 579-603, April.
  22. Giovanni Olivei & Silvana Tenreyro, 2008. "Wage Setting Patterns and Monetary Policy: International Evidence," CEP Discussion Papers, Centre for Economic Performance, LSE dp0872, Centre for Economic Performance, LSE.
  23. Jean Boivin, 2005. "Has US Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data," NBER Working Papers 11314, National Bureau of Economic Research, Inc.
  24. Olivier Coibion & Yuriy Gorodnichenko, 2010. "Monetary Policy, Trend Inflation and the Great Moderation:An Alternative Interpretation," Working Papers, Department of Economics, College of William and Mary 94, Department of Economics, College of William and Mary.
  25. Alexander Kriwoluzky & Christian Stoltenberg, 2007. "Optimal Policy Under Model Uncertainty: A Structural-Bayesian Estimation Approach," SFB 649 Discussion Papers SFB649DP2007-040, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  26. Nooman Rebei, 2004. "Characterization of the Dynamic Effects of Fiscal Shocks in a Small Open Economy," Working Papers, Bank of Canada 04-41, Bank of Canada.
  27. Liu, Yuelin & Morley, James, 2014. "Structural evolution of the postwar U.S. economy," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 42(C), pages 50-68.
  28. Nicholas Apergis & Stephen M. Miller, 2007. "Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility," International Finance, Wiley Blackwell, Wiley Blackwell, vol. 10(2), pages 131-152, 07.
  29. Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011. "Classical time-varying FAVAR models - estimation, forecasting and structural analysis," Discussion Paper Series 1: Economic Studies 2011,04, Deutsche Bundesbank, Research Centre.
  30. Luca Fanelli, 2010. "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Quaderni di Dipartimento, Department of Statistics, University of Bologna 4, Department of Statistics, University of Bologna.
  31. Kazi, Irfan Akbar & Wagan, Hakimzadi & Akbar, Farhan, 2013. "The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries," Economic Modelling, Elsevier, Elsevier, vol. 30(C), pages 90-116.
  32. Daniel Leigh, 2009. "Monetary Policy and the Lost Decade," IMF Working Papers 09/232, International Monetary Fund.
  33. Koop, Gary & Korobilis, Dimitris, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper 20125, University Library of Munich, Germany.
  34. Smets, Frank & Wouters, Rafael, 2007. "Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6112, C.E.P.R. Discussion Papers.
  35. Canova, Fabio & Ferroni, Filippo, 2012. "The dynamics of US inflation: Can monetary policy explain the changes?," Journal of Econometrics, Elsevier, Elsevier, vol. 167(1), pages 47-60.
  36. Beyer, Andreas & Farmer, Roger E A & Henry, Jérôme & Marcellino, Massimiliano, 2005. "Factor Analysis in a New-Keynesian Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5266, C.E.P.R. Discussion Papers.
  37. Carrillo, Julio A., 2008. "Comment on Identification with Taylor Rules: is it indeed impossible? Extended version," Research Memorandum 034, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  38. Canova, Fabio & Gambetti, Luca, 2009. "Do expectations matter? The Great Moderation revisited," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7597, C.E.P.R. Discussion Papers.
  39. Jordi Gali & Pau Rabanal, 2004. "Technology Shocks and Aggregate Fluctuations: How Well Does the RBS Model Fit Postwar U.S. Data?," NBER Working Papers 10636, National Bureau of Economic Research, Inc.
  40. Henzel, Steffen & Hülsewig, Oliver & Mayer, Eric, 2009. "The price puzzle revisited: Can the cost channel explain a rise in inflation after a monetary policy shock?," Munich Reprints in Economics, University of Munich, Department of Economics 19421, University of Munich, Department of Economics.
  41. Traum, Nora & Yang, Shu-Chun S., 2011. "Monetary and fiscal policy interactions in the post-war U.S," European Economic Review, Elsevier, Elsevier, vol. 55(1), pages 140-164, January.
  42. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2009. "On the evolution of the monetary policy transmission mechanism," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(4), pages 997-1017, April.
  43. Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters, 2004. "On the fit and forecasting performance of New Keynesian models," Working Paper, Federal Reserve Bank of Atlanta 2004-37, Federal Reserve Bank of Atlanta.
  44. Franke, Reiner, 2009. "Applying the method of simulated moments to estimate a small agent-based asset pricing model," Journal of Empirical Finance, Elsevier, Elsevier, vol. 16(5), pages 804-815, December.
  45. Olivier Coibion, 2011. "Are the Effects of Monetary Policy Shocks Big or Small?," NBER Working Papers 17034, National Bureau of Economic Research, Inc.
  46. Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester 127, Economics, The Univeristy of Manchester.
  47. Hyungsik Roger Moon & Frank Schorfheide & Eleonara Granziera & Mihye Lee, 2011. "Inference for VARs identified with sign restrictions," Working Papers 11-20, Federal Reserve Bank of Philadelphia.
  48. Luis Carranza & José Enrique Galdón Sánchez & Javier Gómez Biscarri, 2009. "Understanding the Relationship between Financial Development and Monetary Policy," Faculty Working Papers, School of Economics and Business Administration, University of Navarra 14/06, School of Economics and Business Administration, University of Navarra.
  49. Ramón Maria-Dolores & Jesus Vazquez, 2006. "The relative importance of Term Spread, Policy Inertia and Persistent Monetary Policy Shocks in Monetary Policy Rules," Computing in Economics and Finance 2006, Society for Computational Economics 6, Society for Computational Economics.
  50. Silvia Sgherri & Tamim Bayoumi, 2009. "On Impatience and Policy Effectiveness," IMF Working Papers 09/18, International Monetary Fund.
  51. Hülsewig, Oliver & Mayer, Eric & Wollmershäuser, Timo, 2009. "Bank behavior, incomplete interest rate pass-through, and the cost channel of monetary policy transmission," Economic Modelling, Elsevier, Elsevier, vol. 26(6), pages 1310-1327, November.
  52. Canova, Fabio & Gambetti, Luca, 2009. "Structural changes in the US economy: Is there a role for monetary policy?," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(2), pages 477-490, February.
  53. Harun Mirza & Lidia Storjohann, 2011. "Making a Weak Instrument Set Stronger: Factor-Based Estimation of the Taylor Rule," Bonn Econ Discussion Papers, University of Bonn, Germany bgse13_2012, University of Bonn, Germany.
  54. Noriega, Antonio E. & Ramos-Francia, Manuel, 2009. "The dynamics of persistence in US inflation," Economics Letters, Elsevier, Elsevier, vol. 105(2), pages 168-172, November.
  55. Marek Rusnak & Tomas Havranek & Roman Horvath, 2011. "How to Solve the Price Puzzle? A Meta-Analysis," CERGE-EI Working Papers wp446, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
  56. Bilbiie, Florin O. & Meier, André & Müller, Gernot J., 2006. "What accounts for the changes in U.S. fiscal policy transmission?," Working Paper Series, European Central Bank 0582, European Central Bank.
  57. Argia M. Sbordone, 2006. "U.S. wage and price dynamics: a limited information approach," Staff Reports, Federal Reserve Bank of New York 256, Federal Reserve Bank of New York.
  58. Jordi Galí, 2010. "Commentary: Inflation Pressures and Monetary Policy in a Global Economy," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 6(1), pages 93-102, March.
  59. Teles, Vladimir Kühl & Zaidan, Marta, 2010. "Taylor principle and inflation stability in emerging market countries," Journal of Development Economics, Elsevier, Elsevier, vol. 91(1), pages 180-183, January.
  60. Woon Gyu Choi & Yi Wen, 2010. "Dissecting Taylor Rules in a Structural VAR," IMF Working Papers 10/20, International Monetary Fund.
  61. Sanvi Avouyi-Dovi & Julien Matheron, 2007. "Technology Shocks and Monetary Policy: Revisiting the Fed's Performance," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 39(2-3), pages 471-507, 03.
  62. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2007. "A state-level analysis of the Great Moderation," Working Papers, Federal Reserve Bank of St. Louis 2007-003, Federal Reserve Bank of St. Louis.
  63. Matheron, Julien & Poilly, Céline, 2009. "How well does a small structural model with sticky prices and wages fit postwar U.S. data?," Economic Modelling, Elsevier, Elsevier, vol. 26(1), pages 266-284, January.
  64. Anton Nakov & Andrea Pescatori, 2010. "Oil and the Great Moderation," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 120(543), pages 131-156, 03.
  65. Fabio Canova & Fernando J. P�rez Forero, 2012. "Estimating Overidentified, Nonrecursive Time-Varying Coefficients Structural VARs," Working Papers 637, Barcelona Graduate School of Economics.
  66. Kuester, Keith, 2007. "Real price and wage rigidities in a model with matching frictions," Working Paper Series, European Central Bank 0720, European Central Bank.
  67. Flamini Alessandro, 2012. "Economic Stability and the Choice of the Target Inflation Index," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, De Gruyter, vol. 16(2), pages 1-37, April.
  68. Lovcha, Yuliya & Pérez Laborda, Àlex, 2013. "A fractionally integrated approach to monetary policy and inflation dynamics," Working Papers 2072/211795, Universitat Rovira i Virgili, Department of Economics.
  69. Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent, 2008. "Inflation-Gap Persistence in the U.S," NBER Working Papers 13749, National Bureau of Economic Research, Inc.
  70. Fabio Milani, 2005. "Adaptive Learning and Inflation Persistence," Working Papers 050607, University of California-Irvine, Department of Economics.
  71. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2007. "Asymmetric expectation effects of regime shifts and the Great Moderation," Working Paper, Federal Reserve Bank of Atlanta 2007-23, Federal Reserve Bank of Atlanta.
  72. Zheng Liu, 2009. "Sources of the Great Moderation: Shocks, Frictions, or Monetary Policy?," 2009 Meeting Papers, Society for Economic Dynamics 379, Society for Economic Dynamics.
  73. Kwapil, Claudia & Scharler, Johann, 2013. "Expected monetary policy and the dynamics of bank lending rates," International Review of Economics & Finance, Elsevier, Elsevier, vol. 27(C), pages 542-551.
  74. Luca Gambetti & Jordi Galí, 2007. "On the sources of the Great Moderation," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Nov.
  75. Stefano Eusepi, 2004. "Does Central Bank Transparency Matter for Economic Stability," Computing in Economics and Finance 2004, Society for Computational Economics 176, Society for Computational Economics.
  76. Timothy Cogley & Argia M. Sbordone, 2005. "A search for a structural Phillips curve," Staff Reports, Federal Reserve Bank of New York 203, Federal Reserve Bank of New York.
  77. María-Dolores Ramón & Vázquez Jesús, 2006. "How Does the New Keynesian Monetary Model Fit in the U.S. and the Eurozone? An Indirect Inference Approach," The B.E. Journal of Macroeconomics, De Gruyter, De Gruyter, vol. 6(2), pages 1-51, September.
  78. Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2005. "New-Keynesian Macroeconomics and the Term Structure," NBER Working Papers 11340, National Bureau of Economic Research, Inc.
  79. Troy Davig & Eric M. Leeper, 2006. "Generalizing the Taylor Principle," Caepr Working Papers, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington 2006-001, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  80. Marzinotto, Benedicta, 2009. "Beyond monetary credibility: The impact of globalisation on the output-inflation trade-off in euro-area countries," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 20(2), pages 162-176, August.
  81. Chang-Jin Kim University of Washington,, ,Jeremy Piger, Federal Reserve Bank of St. Louis & James Morley & Jeremy Piger, 2006. "A Bayesian Approach to Counterfactual Analysis of Structural Change," Computing in Economics and Finance 2006, Society for Computational Economics 259, Society for Computational Economics.
  82. Sylvain Leduc & Keith Sill, 2006. "Monetary policy, oil shocks, and TFP: accounting for the decline in U.S. volatility," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 873, Board of Governors of the Federal Reserve System (U.S.).
  83. Castelnuovo, Efrem, 2010. "Trend inflation and macroeconomic volatilities in the post-WWII U.S. economy," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 21(1), pages 19-33, March.
  84. John C. Williams, 2006. "Robust estimation and monetary policy with unobserved structural change," Economic Review, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, pages 1-16.
  85. Luca Benati & Paolo Surico, 2009. "VAR Analysis and the Great Moderation," American Economic Review, American Economic Association, American Economic Association, vol. 99(4), pages 1636-52, September.
  86. Roger E.A. Farmer & Daniel F. Waggoner & Tao Zha, 2007. "Understanding the New-Keynesian Model when Monetary Policy Switches Regimes," NBER Working Papers 12965, National Bureau of Economic Research, Inc.
  87. Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2010. "Inflation Target Shocks and Monetary Policy Inertia in the Euro Area," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/12493, Paris Dauphine University.
  88. Juan Francisco Rubio-Ramírez & Daniel Waggoner & Tao Zha, 2005. "Markov-switching structural vector autoregressions: theory and application," Working Paper, Federal Reserve Bank of Atlanta 2005-27, Federal Reserve Bank of Atlanta.
  89. Amélie Charles & Olivier Darné & Laurent Ferrara, 2014. "Does the Great Recession imply the end of the Great Moderation? International evidence," EconomiX Working Papers 2014-21, University of Paris West - Nanterre la Défense, EconomiX.
  90. Ko, Jun-Hyung & Murase, Koichi, 2013. "Great Moderation in the Japanese economy," Japan and the World Economy, Elsevier, Elsevier, vol. 27(C), pages 10-24.
  91. Okano, Eiji, 2007. "Inflation-output trade-offs in an optimization-based econometric framework applied to an open economy: The case of Japan," Journal of Asian Economics, Elsevier, Elsevier, vol. 18(1), pages 98-124, February.
  92. Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Working Papers ECARES, ULB -- Universite Libre de Bruxelles 2008_036, ULB -- Universite Libre de Bruxelles.
  93. Matteo Ciccarelli & Benoît Mojon, 2007. "Global Inflation," Kiel Working Papers 1337, Kiel Institute for the World Economy.
  94. Fabio Milani, 2006. "A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 2(3), September.
  95. Kuester, Keith, 2010. "Real price and wage rigidities with matching frictions," Journal of Monetary Economics, Elsevier, Elsevier, vol. 57(4), pages 466-477, May.
  96. Landry, Anthony, 2009. "Expectations and exchange rate dynamics: A state-dependent pricing approach," Journal of International Economics, Elsevier, Elsevier, vol. 78(1), pages 60-71, June.
  97. Christopher A. Sims & Tao Zha, 2006. "Were There Regime Switches in U.S. Monetary Policy?," American Economic Review, American Economic Association, American Economic Association, vol. 96(1), pages 54-81, March.
  98. Ippolito, Filippo & Ozdagli, Ali K. & Perez, Ander, 2013. "Is bank debt special for the transmission of monetary policy? Evidence from the stock market," Working Papers, Federal Reserve Bank of Boston 13-17, Federal Reserve Bank of Boston.
  99. Efrem Castelnuovo & Paolo Surico, 2005. "The Price Puzzle and Indeterminacy," Macroeconomics, EconWPA 0507021, EconWPA.
  100. Reifschneider, David L. & Roberts, John M., 2006. "Expectations formation and the effectiveness of strategies for limiting the consequences of the zero bound," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 314-337, September.
  101. A. Anzuini & M. J. Lombardi & P. Pagano, 2013. "The Impact of Monetary Policy Shocks on Commodity Prices," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 125-150, September.
  102. Antonio Moreno, 2003. "Reaching Inflation Stability," Faculty Working Papers, School of Economics and Business Administration, University of Navarra 13/03, School of Economics and Business Administration, University of Navarra.
  103. Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard, 2008. "Is the Great Moderation Ending? UK and US Evidence," Working Papers, University of Nevada, Las Vegas , Department of Economics 0801, University of Nevada, Las Vegas , Department of Economics.
  104. Carlo Favero & Iryna Kaminska & Ulf Soderstrom, 2005. "The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation," Working Papers 280, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  105. Ben S. Bernanke & Jean Boivin & Piotr Eliasz, 2004. "Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2004-03, Board of Governors of the Federal Reserve System (U.S.).
  106. D’Agostino, Antonello & Giannone, Domenico & Surico, Paolo, 2006. "(Un)Predictability and macroeconomic stability," Working Paper Series, European Central Bank 0605, European Central Bank.
  107. Jean Boivin & Marc Giannoni, 2008. "Global Forces and Monetary Policy Effectiveness," NBER Working Papers 13736, National Bureau of Economic Research, Inc.
  108. FIodendji, Komlan, 2011. "Should Canadian monetary policy respond to asset prices? Evidence from a structural model," MPRA Paper 28039, University Library of Munich, Germany, revised 10 Jan 2011.
  109. Choi, Chi-Young & O'Sullivan, Róisín, 2013. "Heterogeneous response of disaggregate inflation to monetary policy regime change: The role of price stickiness," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 37(9), pages 1814-1832.
  110. Elena, Gerko & Kirill, Sossounov, 2011. "Trend inflation and Monetary policy rules: Determinacy analyses in New Keynesian model with capital accumulation," MPRA Paper 30551, University Library of Munich, Germany.
  111. Peter N. Ireland, 2010. "A New Keynesian Perspective on the Great Recession," NBER Working Papers 16420, National Bureau of Economic Research, Inc.
  112. Boivin, Jean & Giannoni, Marc & Mihov, Ilian, 2007. "Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6101, C.E.P.R. Discussion Papers.
  113. Siklos, Pierre L. & Bohl, Martin T., 2007. "Do actions speak louder than words? Evaluating monetary policy at the Bundesbank," Journal of Macroeconomics, Elsevier, Elsevier, vol. 29(2), pages 368-386, June.
  114. Daniel Leigh, 2004. "Monetary Policy and the Dangers of Deflation:Lessons from Japan," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics 511, The Johns Hopkins University,Department of Economics.
  115. Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers, Duke University, Department of Economics 11-20, Duke University, Department of Economics.
  116. Were, Maureen & Nyamongo, Esman & Kamau, Anne W. & Sichei, Moses M. & Wambua, Joseph, 2014. "Assessing the effectiveness of monetary policy in Kenya: Evidence from a macroeconomic model," Economic Modelling, Elsevier, Elsevier, vol. 37(C), pages 193-201.
  117. Meier, André & Müller, Gernot J., 2005. "Fleshing out the monetary transmission mechanism: output composition and the role of financial frictions," Working Paper Series, European Central Bank 0500, European Central Bank.
  118. Canova, Fabio, 2008. "How much structure in empirical models?," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6791, C.E.P.R. Discussion Papers.
  119. Eo, Yunjong, 2008. "Bayesian Analysis of DSGE Models with Regime Switching," MPRA Paper 13910, University Library of Munich, Germany, revised 11 Feb 2009.
  120. Olivier J. Blanchard & Marianna Riggi, 2009. "Why are the 2000s so different from the 1970s? A structural interpretation of changes in the macroeconomic effects of oil prices," NBER Working Papers 15467, National Bureau of Economic Research, Inc.
  121. Olivier Coibion & Yuriy Gorodnichenko, 2011. "Strategic Interaction among Heterogeneous Price-Setters in an Estimated DSGE Model," The Review of Economics and Statistics, MIT Press, vol. 93(3), pages 920-940, August.
  122. Valerie A. Ramey & Daniel J. Vine, 2004. "Tracking the Source of the Decline in GDP Volatility: An Analysis of the Automobile Industry," NBER Working Papers 10384, National Bureau of Economic Research, Inc.
  123. F. Owen Irvine, 2004. "Sales persistence and the reductions in GDP volatility," Working Papers, Federal Reserve Bank of Boston 05-5, Federal Reserve Bank of Boston.
  124. Efrem Castelnuovo, 2006. "Monetary Policy Switch, the Taylor Curve, and the Great Moderation," Computing in Economics and Finance 2006, Society for Computational Economics 59, Society for Computational Economics.
  125. Grydaki, Maria & Bezemer, Dirk, 2013. "The role of credit in the Great Moderation: A multivariate GARCH approach," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(11), pages 4615-4626.
  126. Mayer, Eric & Scharler, Johann, 2011. "Noisy information, interest rate shocks and the Great Moderation," Journal of Macroeconomics, Elsevier, Elsevier, vol. 33(4), pages 568-581.
  127. Cho, Seonghoon & Moreno, Antonio, 2006. "A Small-Sample Study of the New-Keynesian Macro Model," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 38(6), pages 1461-1481, September.
  128. Julio A. Carrillo & Gert Peersman & Joris Wauters, 2013. "Endogenous Wage Indexation and Aggregate Shocks," Working Papers, Banco de México 2013-19, Banco de México.
  129. Thoma, Mark, 2008. "Structural change and lag length in VAR models," Journal of Macroeconomics, Elsevier, Elsevier, vol. 30(3), pages 965-976, September.
  130. Dynan, Karen E. & Elmendorf, Douglas W. & Sichel, Daniel E., 2006. "Can financial innovation help to explain the reduced volatility of economic activity?," Journal of Monetary Economics, Elsevier, Elsevier, vol. 53(1), pages 123-150, January.
  131. Peter Ireland & Niki Papadopoulou, 2004. "Sticky Prices vs Limited Participation: What do we Learn from the Data?," Working Papers, Business School - Economics, University of Glasgow 2004_4, Business School - Economics, University of Glasgow.
  132. Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2011. "Moment matching versus Bayesian estimation: Backward-looking behaviour in the new-Keynesian three-equations model," Economics Working Papers 2011,10, Christian-Albrechts-University of Kiel, Department of Economics.
  133. Efrem Castelnuovo, 2006. "Tracking U.S. Inflation Expectations with Domestic and Global Indicators," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" 0031, Dipartimento di Scienze Economiche "Marco Fanno".
  134. Castelnuovo, Efrem & Greco, Luciano & Raggi, Davide, 2008. "Estimating regime-switching Taylor rules with trend inflation," Research Discussion Papers, Bank of Finland 20/2008, Bank of Finland.
  135. Jean Boivin & Marc P. Giannoni & Benoît Mojon, 2008. "How Has the Euro Changed the Monetary Transmission?," NBER Working Papers 14190, National Bureau of Economic Research, Inc.
  136. Galvão, Ana Beatriz C & Marcellino, Massimiliano, 2010. "Endogenous Monetary Policy Regimes and the Great Moderation," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7827, C.E.P.R. Discussion Papers.
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