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Publications

by members of

Federal Reserve Board (Board of Governors of the Federal Reserve System) → Macroeconomic and Quantitative Studies Section

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
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Working papers

2026

  1. Isabel Cairó & Hess T. Chung & Francesco Ferrante & Cristina Fuentes-Albero & Camilo Morales-Jimenez & Damjan Pfajfar, 2026, "Beyond the Unemployment Rate: A Structural Labor Market Indicator," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-058, Aug, DOI: 10.17016/FEDS.2026.058.
  2. Francesco Ferrante & Andrea Prestipino & Andrea Raffo & Michael E. Waugh, 2026, "Tariffs, Investment, and the Missing Trade Collapse," Staff Report, Federal Reserve Bank of Minneapolis, number 686, Aug, DOI: 10.21034/sr.686.
  3. Manuel Gonzalez-Astudillo & Jean-Philippe Laforte & Antoine Lepetit, 2026, "Measuring Macroeconomic Stars: A Framework with Scarring Effects," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-054, Jun, DOI: 10.17016/FEDS.2026.054.
  4. Francesco Ferrante & Andrea Prestipino & Andrea Raffo & Michael E. Waugh, 2026, "Tariffs, Investment, and the Missing Trade Collapse," NBER Working Papers, National Bureau of Economic Research, Inc, number 35630, Aug.
  5. Marco Graziano & Marius Koechlin & Andreas Tischbirek, 2026, "The Spillovers of LSAPs on Banks in the Euro Area," CESifo Working Paper Series, CESifo, number 12409.

2025

  1. Isabel Cairó & Hess T. Chung & Francesco Ferrante & Cristina Fuentes-Albero & Camilo Morales-Jimenez & Damjan Pfajfar, 2025, "Endogenous Labor Supply in an Estimated New-Keynesian Model: Nominal versus Real Rigidities," Working Papers, Federal Reserve Bank of Cleveland, number 25-08, Mar, DOI: 10.26509/frbc-wp-202508.
  2. Hess T. Chung & Callum J. Jones & Antoine Lepetit & Fernando M. Martin, 2025, "Implications of Inflation Dynamics for Monetary Policy Strategies," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-072, Aug, DOI: 10.17016/FEDS.2025.072.
  3. Rochelle M. Edge & Dan Li, 2025, "Central bank preparedness for market-functioning asset purchases as a consideration for long-run balance sheet composition," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-077, Sep, DOI: 10.17016/FEDS.2025.077.
  4. Francesco Ferrante & Andrea Prestipino & Immo Schott, 2025, "Corporate Debt Maturity and Business Cycle Fluctuations," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1409, May, DOI: 10.17016/IFDP.2025.1409.
  5. Octavio M. Aguilar & Cristina Fuentes-Albero, 2025, "Energy Consumption and Inequality in the U.S.: Who are the Energy Burdened?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-026, Apr, DOI: 10.17016/FEDS.2025.026.
  6. Manuel Gonzalez-Astudillo & Diego Vilán, 2025, "One Policy Rate, Many Stances: Evidence from the European Monetary Union," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-087, Sep, DOI: 10.17016/FEDS.2025.087.
  7. Matteo Iacoviello & Ricardo Nunes & Andrea Prestipino, 2025, "Optimal Credit Market Policy," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1406, May, DOI: 10.17016/IFDP.2025.1406.

2024

  1. Manuel González-Astudillo & Juan Guerra-Salas & Avi Lipton, 2024, "Fiscal Consolidations in Commodity-Exporting Countries: A DSGE Perspective," Working Papers Central Bank of Chile, Central Bank of Chile, number 1015, Jun.
  2. Francesco Furlanetto & Antoine Lepetit, 2024, "The Slope of the Phillips Curve," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-043, Jun, DOI: 10.17016/FEDS.2024.043.
  3. Ignacio Presno & Andrea Prestipino, 2024, "Oil Price Shocks and Inflation in a DSGE Model of the Global Economy," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2024-08-02-3, Aug, DOI: 10.17016/2380-7172.3570.
  4. Bence Bardóczy & Jae W. Sim & Andreas Tischbirek, 2024, "The Macroeconomic Effects of Excess Savings," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-062, Aug, DOI: 10.17016/FEDS.2024.062.

2023

  1. Hess T. Chung & Etienne Gagnon & James Hebden & Kyungmin Kim & Bernd Schlusche & Eric Till & James Trevino & Diego Vilán, 2023, "Balance Sheet Policies in an Evolving Economy: Some Modelling Advances and Illustrative Simulations," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2023-02-03-1, Feb, DOI: 10.17016/2380-7172.3246.
  2. Francesco Ferrante & Sebastian Graves & Matteo Iacoviello, 2023, "The Inflationary Effects of Sectoral Reallocation," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1369, Feb, DOI: 10.17016/IFDP.2023.1369.
  3. Dario Caldara & Francesco Ferrante & Matteo Iacoviello & Andrea Prestipino & Albert Queraltó, 2023, "The International Spillovers of Synchronous Monetary Tightening," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1384, Nov, DOI: 10.17016/IFDP.2023.1384.
  4. Manuel Gonzalez-Astudillo & Rakeen Tanvir, 2023, "Hawkish or Dovish Fed? Estimating a Time-Varying Reaction Function of the Federal Open Market Committee's Median Participant," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-070, Nov, DOI: 10.17016/FEDS.2023.070.
  5. Martin Bodenstein & Pablo A. Cuba-Borda & Nils M. Gornemann & Ignacio Presno & Andrea Prestipino & Albert Queraltó & Andrea Raffo, 2023, "Global Flight to Safety, Business Cycles, and the Dollar," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1381, Oct, DOI: 10.17016/IFDP.2023.1381.

2022

  1. Francesco Ferrante & Nils M. Gornemann, 2022, "Devaluations, Deposit Dollarization, and Household Heterogeneity," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1336, Feb, DOI: 10.17016/IFDP.2022.1336.
  2. Antoine Lepetit & Cristina Fuentes-Albero, 2022, "The limited power of monetary policy in a pandemic," BIS Working Papers, Bank for International Settlements, number 1018, May.
  3. Christopher J. Erceg & Andrea Prestipino & Andrea Raffo, 2022, "Trade policies and fiscal devaluations," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1347, Jun, DOI: 10.17016/IFDP.2022.1347.
  4. David Ratner & Jae W. Sim, 2022, "Who Killed the Phillips Curve? A Murder Mystery," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-028, May, DOI: 10.17016/FEDS.2022.028.
  5. Jae W. Sim, 2022, "Demand Shocks, Hysteresis and Monetary Policy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-080, Nov, DOI: 10.17016/FEDS.2022.080.

2021

  1. Dario Caldara & Matthew DeHaven & Francesco Ferrante & Matteo Iacoviello, 2021, "The Global Recovery: Lessons from the Past," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2021-06-22, Jun, DOI: 10.17016/2380-7172.2931.
  2. Cristina Fuentes-Albero & John M. Roberts, 2021, "Inflation Thresholds and Policy-Rule Inertia: Some Simulation Results," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2021-04-12, Apr, DOI: 10.17016/2380-7172.2899.

2020

  1. Hess T. Chung & Cristina Fuentes-Albero & Matthias Paustian & Damjan Pfajfar, 2020, "Latent Variables Analysis in Structural Models: A New Decomposition of the Kalman Smoother," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-100, Dec, DOI: 10.17016/FEDS.2020.100.
  2. Jonas E. Arias & Martin Bodenstein & Hess T. Chung & Thorsten Drautzburg & Andrea Raffo, 2020, "Alternative Strategies: How Do They Work? How Might They Help?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-068, Aug, DOI: 10.17016/FEDS.2020.068.
  3. Hess T. Chung & Brian M. Doyle & James Hebden & Michael Siemer, 2020, "Considerations Regarding Inflation Ranges," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-075, Aug, DOI: 10.17016/FEDS.2020.075.
  4. Rochelle M. Edge & J. Nellie Liang, 2020, "Financial Stability Committees and Basel III Macroprudential Capital Buffers," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-016, Feb, DOI: 10.17016/FEDS.2020.016.
  5. Mark A. Carlson & Stefania D'Amico & Cristina Fuentes-Albero & Bernd Schlusche & Paul R. Wood, 2020, "Issues in the Use of the Balance Sheet Tool," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-071, Aug, DOI: 10.17016/FEDS.2020.071.
  6. Manuel Gonzalez-Astudillo & Jean-Philippe Laforte, 2020, "Estimates of r* Consistent with a Supply-Side Structure and a Monetary Policy Rule for the U.S. Economy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-085, Oct, DOI: 10.17016/FEDS.2020.085.
  7. García-Albán, Freddy & Gonzalez-Astudillo, Manuel & Vera-Albán, Cristhian, 2020, "Good Luck or Good Policy? An Analysis of the Effects of Oil Revenue and Fiscal Policy Shocks: The Case of Ecuador," MPRA Paper, University Library of Munich, Germany, number 102592, Aug.
  8. Avellán, Guillermo & González-Astudillo, Manuel & Salcedo, Juan José, 2020, "A Streamlined Procedure to Construct a Macroeconomic Uncertainty Index with an Application to the Ecuadorian Economy," MPRA Paper, University Library of Munich, Germany, number 102593, Aug.
  9. Francesco Furlanetto & Ørjan Robstad & Pål Ulvedal & Antoine Lepetit, 2020, "Estimating hysteresis effects," Working Paper, Norges Bank, number 2020/13, Oct.
  10. Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2020, "Credit Booms, Financial Crises and Macroprudential Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 27481, Jul.
  11. Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2020, "Online Appendix to "Credit Booms, Financial Crises, and Macroprudential Policy"," Online Appendices, Review of Economic Dynamics, number 20-160.
  12. Isabel Cairó & Jae W. Sim, 2020, "Monetary Policy and Financial Stability," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-101, Dec, DOI: 10.17016/FEDS.2020.101.
  13. Isabel Cairó & Jae W. Sim, 2020, "Market Power, Inequality, and Financial Instability," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-057, Aug, DOI: 10.17016/FEDS.2020.057.
  14. Laura Feiveson & Nils M. Gornemann & Julie L. Hotchkiss & Karel Mertens & Jae W. Sim, 2020, "Distributional Considerations for Monetary Policy Strategy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-073, Aug, DOI: 10.17016/FEDS.2020.073.
  15. Martin Holm & Pascal Paul & Andreas Tischbirek, 2020, "The Transmission of Monetary Policy under the Microscope," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-03, Jan, DOI: 10.24148/wp2020-03.

2019

  1. Hess T. Chung & Etienne Gagnon & Taisuke Nakata & Matthias Paustian & Bernd Schlusche & James Trevino & Diego Vilán & Wei Zheng, 2019, "Monetary Policy Options at the Effective Lower Bound : Assessing the Federal Reserve's Current Policy Toolkit," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-003, Feb, DOI: 10.17016/FEDS.2019.003.
  2. Rochelle M. Edge & J. Nellie Liang, 2019, "New Financial Stability Governance Structures and Central Banks," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-019, Mar, DOI: 10.17016/FEDS.2019.019.
  3. Jose M. Berrospide & Rochelle M. Edge, 2019, "The Effects of Bank Capital Buffers on Bank Lending and Firm Activity: What Can We Learn from Five Years of Stress-Test Results?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-050, Jul.
  4. Francesco Ferrante & Matthias Paustian, 2019, "Household Debt and the Heterogeneous Effects of Forward Guidance," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1267, Nov, DOI: 10.17016/IFDP.2019.1267.
  5. Francesco Ferrante & Matthias Paustian, 2019, "Nominal Debt and the Heterogeneous Effects of Forward Guidance," 2019 Meeting Papers, Society for Economic Dynamics, number 1256.
  6. Manuel Gonzalez-Astudillo & Diego Vilán, 2019, "A New Procedure for Generating the Stochastic Simulations in FRB/US," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2019-03-07, Mar, DOI: 10.17016/2380-7172.2314.
  7. Gonzalez-Astudillo, Manuel, 2019, "Dolarización: efectos y riesgos en el caso ecuatoriano
    [Dollarization: effects and risks in the Ecuadorian case]    ," MPRA Paper, University Library of Munich, Germany, number 98250, Sep.
  8. Jean-Philippe Laforte & Andrea Stella & Luke Van Cleve, 2019, "Real-time Historical Estimates of the Output Gap," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2019-10-15, Oct, DOI: 10.17016/2380-7172.2460.
  9. Matthieu Lemoine & Harri Turunen & Mohammed Chahad & Antoine Lepetit & Anastasia Zhutova & Pierre Aldama & Pierrick Clerc & Jean-Pierre Laffargue, 2019, "The FR-BDF Model and an Assessment of Monetary Policy Transmission in France," Working papers, Banque de France, number 736.
  10. Matthieu Lemoine & Harri Turunen & Mohammed Chahad & Antoine Lepetit & Anastasia Zhutova & Pierre Aldama & Pierrick Clerc & Jean-Pierre Laffargue, 2019, "The FR-BDF Model and an Assessment of Monetary Policy Transmission in France, Working Paper Series no. 736, Banque de France," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-02400611, Oct.
  11. Antoine Lepetit, 2019, "Online Appendix to "Asymmetric Unemployment Fluctuations and Monetary Policy Trade-Offs"," Online Appendices, Review of Economic Dynamics, number 18-94.
  12. Dario Caldara & Matteo Iacoviello & Patrick Molligo & Andrea Prestipino & Andrea Raffo, 2019, "Does Trade Policy Uncertainty Affect Global Economic Activity?," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2019-09-04, Sep, DOI: 10.17016/2380-7172.2445.
  13. Dario Caldara & Matteo Iacoviello & Patrick Molligo & Andrea Prestipino & Andrea Raffo, 2019, "The Economic Effects of Trade Policy Uncertainty," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1256, Sep, DOI: 10.17016/IFDP.2019.1256.

2018

  1. Hess T. Chung & Cynthia L. Doniger & Cristina Fuentes-Albero & Bernd Schlusche & Wei Zheng, 2018, "Simulating the Macroeconomic Effects of Unconventional Monetary Policies," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2018-07-20, Jul, DOI: 10.17016/2380-7172.2225.
  2. Hess T. Chung & Taisuke Nakata & Matthias Paustian, 2018, "Optimal Monetary Policy in a DSGE Model with Attenuated Forward Guidance Effects," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2018-10-19, Oct, DOI: 10.17016/2380-7172.2264.
  3. Javier Andrés & José E. Boscá & Javier Ferri & Cristina Fuentes-Albero, 2018, "Households' balance sheets and the effect of fiscal policy," Working Papers, Banco de España, number 1831, Oct.
  4. Manuel Gonzalez-Astudillo, 2018, "An Output Gap Measure for the Euro Area : Exploiting Country-Level and Cross-Sectional Data Heterogeneity," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-040, Jun, DOI: 10.17016/FEDS.2018.040.
  5. Daniel Baquero & Manuel Gonzalez-Astudillo, 2018, "A Nowcasting Model for the Growth Rate of Real GDP of Ecuador : Implementing a Time-Varying Intercept," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-044, Jul, DOI: 10.17016/FEDS.2018.044.
  6. Jean-Philippe Laforte, 2018, "Overview of the Changes to the FRB/US Model (2018)," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2018-12-07, Dec, DOI: 10.17016/2380-7172.2306.
  7. Antoine Lepetit, 2018, "The Optimal Inflation Rate with Discount Factor Heterogeneity," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-086, Dec, DOI: 10.17016/FEDS.2018.086.
  8. Vincent Boitier & Antoine Lepetit, 2018, "Reduced form wage equations in the credible bargaining model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01088831, Mar, DOI: 10.1016/j.labeco.2016.04.003.
  9. Antoine Lepetit, 2018, "Asymmetric Unemployment Fluctuations and Monetary Policy Trade-offs," Working Papers, HAL, number hal-01536416, Mar.
  10. Christopher J. Erceg & Andrea Prestipino & Andrea Raffo, 2018, "The Macroeconomic Effects of Trade Policy," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1242, Dec, DOI: 10.17016/IFDP.2018.1242.
  11. Simon Gilchrist & Raphael Schoenle & Jae W. Sim & Egon Zakrajšek, 2018, "Financial Heterogeneity and Monetary Union," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-043, Jun, DOI: 10.17016/FEDS.2018.043.
  12. Isabel Cairó & Jae W. Sim, 2018, "Income Inequality, Financial Crises, and Monetary Policy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-048, Jul, DOI: 10.17016/FEDS.2018.048.
  13. Martin Ellison & Andreas Tischbirek, 2018, "Beauty Contests and the Term Structure," Discussion Papers, Centre for Macroeconomics (CFM), number 1807, Mar.

2017

  1. Bora Durdu & Rochelle M. Edge & Daniel Schwindt, 2017, "Measuring the Severity of Stress-Test Scenarios," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2017-05-05, May, DOI: 10.17016/2380-7172.1970.
  2. Ricardo Correa & Rochelle M. Edge & J. Nellie Liang, 2017, "A New Dataset of Macroprudential Policy Governance Structures," IFDP Notes, Board of Governors of the Federal Reserve System (U.S.), number 2017-11-07, Nov, DOI: 10.17016/2573-2129.38.
  3. Javier Andrés & José E. Boscá & Javier Ferri & Cristina Fuentes-Albero, 2017, "Heterogeneous Household Finances and the Effect of Fiscal Policy," Working Papers, FEDEA, number 2017-05, Mar.
  4. Manuel Gonzalez-Astudillo, 2017, "GDP Trend-cycle Decompositions Using State-level Data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-051, May, DOI: 10.17016/FEDS.2017.051.
  5. Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2017, "A Macroeconomic Model with Financial Panics," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1219, Dec, DOI: 10.17016/IFDP.2017.1219.
  6. François Gourio & Anil K. Kashyap & Jae W. Sim, 2017, "The Tradeoffs in Leaning Against the Wind," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2017-21, Aug.

2016

  1. Dario Caldara & Cristina Fuentes-Albero & Simon Gilchrist & Egon Zakrajšek, 2016, "The Macroeconomic Impact of Financial and Uncertainty Shocks," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1166, May, DOI: 10.17016/IFDP.2016.1166.
  2. Manuel Gonzalez-Astudillo & John M. Roberts, 2016, "When Can Trend-Cycle Decompositions Be Trusted?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-099, Dec, DOI: 10.17016/FEDS.2016.099.
  3. Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2016, "Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1156, Jan, DOI: 10.17016/IFDP.2016.1156.
  4. andrea prestipino & Ricardo Nunes & Matteo Iacoviello, 2016, "Optimal Macroprudential Policy: Frictions, Redistribution, and Politics," 2016 Meeting Papers, Society for Economic Dynamics, number 1602.
  5. Andreas Tischbirek, 2016, "Unconventional Monetary Policy in a Currency Union with Segmentation in the Market for Government Debt," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 16.16, Sep.
  6. Andreas Tischbirek, 2016, "Long-Term Government Debt and Household Portfolio Composition," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 16.17, Sep.

2015

  1. Hess T. Chung & Bruce Fallick & Christopher J. Nekarda & David Ratner, 2015, "Assessing the Change in Labor Market Conditions," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1438, Jan, DOI: 10.26509/frbc-wp-201438.
  2. Hess T. Chung, 2015, "The Effects of Forward Guidance in Three Macro Models," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2015-02-26-1, Feb, DOI: 10.17016/2380-7172.1488.
  3. William F. Bassett & Ainsley Daigle & Rochelle M. Edge & Gazi I. Kara, 2015, "Credit-to-GDP Trends and Gaps by Lender-and Credit-type," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2015-12-03, Dec, DOI: 10.17016/2380-7172.1653.
  4. Francesco Ferrante, 2015, "Risky Mortgages, Bank Leverage and Credit Policy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-110, Dec, DOI: 10.17016/FEDS.2015.110.
  5. Francesco Ferrante, 2015, "A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-21, Mar, DOI: 10.17016/FEDS.2015.021.
  6. Claudia Foroni & Francesco Furlanetto & Antoine Lepetit, 2015, "Labor Supply Factors and Economic Fluctuations," Working Paper, Norges Bank, number 2015/07, Apr.
  7. Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queraltoy & Jae Sim, 2015, "Macroeconomic Effects of Banking Sector Losses across Structural Models," BIS Working Papers, Bank for International Settlements, number 507, Jul.
  8. Michael T. Kiley & Jae W. Sim, 2015, "Optimal Monetary and Macroprudential Policies: Gains and Pitfalls in a Model of Financial Intermediation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-78, Sep, DOI: 10.17016/FEDS.2015.078.

2014

  1. Hess T. Chung & Christopher J. Nekarda & David Ratner, 2014, "Updating the Labor Market Conditions Index," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2014-10-01-1, Oct, DOI: 10.17016/2380-7172.0028.
  2. Hess Chung & Edward Herbst & Michael T. Kiley, 2014, "Effective Monetary Policy Strategies in New Keynesian Models: A Re-examination," NBER Working Papers, National Bureau of Economic Research, Inc, number 20611, Oct.
  3. Manuel Gonzalez-Astudillo, 2014, "Identifying the Stance of Monetary Policy at the Zero Lower Bound: A Markov-switching Estimation Exploiting Monetary-Fiscal Policy Interdependence," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-97, Sep.
  4. Jean-Philippe Laforte & John M. Roberts, 2014, "November 2014 Update of the FRB/US Model," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2014-11-21-2, Nov, DOI: 10.17016/2380-7172.0036.
  5. Simon Gilchrist & Jae W. Sim & Egon Zakrajšek, 2014, "Uncertainty, Financial Frictions, and Investment Dynamics," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-69, Apr.
  6. Antonio Falato & Jae W. Sim, 2014, "Why Do Innovative Firms Hold So Much Cash? Evidence from Changes in State R&D Tax Credits," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-72, May.

2013

  1. Simon Gilchrist & Egon Zakrajsek & Cristina Fuentes Albero & Dario Caldara, 2013, "On the Identification of Financial and Uncertainty Shocks," 2013 Meeting Papers, Society for Economic Dynamics, number 965.
  2. Manuel Gonzalez-Astudillo, 2013, "Monetary-fiscal policy interactions: interdependent policy rule coefficients," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-58.
  3. Simon Gilchrist & Raphael Schoenle & Jae W. Sim & Egon Zakrajsek, 2013, "Inflation Dynamics During the Financial Crisis," Working Papers, Brandeis University, Department of Economics and International Business School, number 78, Sep.
  4. Antonio Falato & Dalida Kadyrzhanova & Jae W. Sim, 2013, "Rising intangible capital, shrinking debt capacity, and the US corporate savings glut," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-67.
  5. Martin Ellison & Andreas Tischbirek, 2013, "Unconventional government debt purchases as a supplement to conventional monetary policy," Economics Series Working Papers, University of Oxford, Department of Economics, number 679, Oct.

2012

  1. Leon Berkelmans & Hao Wang, 2012, "Chinese Urban Residential Construction to 2040," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2012-04, Sep.
  2. Rochelle M. Edge & Jeremy B. Rudd, 2012, "Real-time properties of the Federal Reserve's output gap," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-86.
  3. Fuentes-Albero, Cristina, 2012, "Financial Frictions, Financial Shocks, and Aggregate Volatility," Dynare Working Papers, CEPREMAP, number 18, Dec.
  4. Simon Gilchrist & Jae W. Sim & Egon Zakrajšek, 2012, "Misallocation and financial market frictions: some direct evidence from the dispersion in borrowing costs," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-08.
  5. Simon Gilchrist & Jae W. Sim & Egon Zakrajšek, 2012, "Misallocation and Financial Frictions: Some Direct Evidence From the Dispersion in Borrowing Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 18550, Nov.
  6. Dalida Kadyrzhanova & Antonio Falato & Jae Sim, 2012, "Intangible Capital and Corporate Cash Holdings: Theory and Evidence," 2012 Meeting Papers, Society for Economic Dynamics, number 968.

2011

  1. Hess T. Chung & Jean-Philippe Laforte & David L. Reifschneider & John C. Williams, 2011, "Have we underestimated the likelihood and severity of zero lower bound events?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-01.
  2. Rochelle M. Edge & Refet S. Gürkaynak, 2011, "How useful are estimated DSGE model forecasts?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-11.
  3. Rochelle M. Edge & Ralf R. Meisenzahl, 2011, "The unreliability of credit-to-GDP ratio gaps in real-time: Implications for countercyclical capital buffers," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-37.
  4. Cristina Fuentes-Albero & Leonardo Melosi, 2011, "Methods for Computing Marginal Data Densities from the Gibbs Output," Departmental Working Papers, Rutgers University, Department of Economics, number 201131, Oct.
  5. Gonzalez-Astudillo, Manuel, 2011, "Policy Rule Coefficients Driven by Latent Factors: Monetary and Fiscal Policy Interactions in an Endowment Economy," MPRA Paper, University Library of Munich, Germany, number 29976, Mar.
  6. Pierpaolo Battigalli & Andrea Prestipino, 2011, "Transparent Restrictions on Beliefs and Forward Induction Reasoning in Games with Asymmetric Information," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 376.
  7. Michael T. Kiley & Jae W. Sim, 2011, "Financial capital and the macroeconomy: a quantitative framework," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-27.
  8. Michael T. Kiley & Jae W. Sim, 2011, "Financial capital and the macroeconomy: policy considerations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-28.
  9. Mostafavi, Moeen & Fatehi, Ali-Reza & Shakouri G., Hamed & Von zur Muehlen, Peter, 2011, "A predictive multi-agent approach to model systems with linear rational expectations," MPRA Paper, University Library of Munich, Germany, number 35351, Jan, revised 11 Dec 2011.

2010

  1. Hess T. Chung & Michael T. Kiley & Jean-Philippe Laforte, 2010, "Documentation of the Estimated, Dynamic, Optimization-based (EDO) model of the U.S. economy: 2010 version," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2010-29.
  2. Rochelle M. Edge & Jeremy B. Rudd, 2010, "General-equilibrium effects of investment tax incentives," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2010-17.
  3. Jose M. Berrospide & Rochelle M. Edge, 2010, "The effects of bank capital on lending: what do we know, and what does it mean?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2010-44.

2009

  1. Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2009, "A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2009-10.
  2. Schorfheide, Frank & Fuentes-Albero, Cristina & Kryshko, Maxym & Santaeulà lia-Llopis, Raül, 2009, "Methods versus Substance: Measuring the Effects of Technology Shocks on Hours," CEPR Discussion Papers, Centre for Economic Policy Research, number 7474, Sep.
  3. Gonzalez-Astudillo, Manuel, 2009, "An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play," MPRA Paper, University Library of Munich, Germany, number 19153, Dec.
  4. Jane K. Dokko & Brian M. Doyle & Skander J. van den Heuvel & Michael T. Kiley & Jinill Kim & Shane M. Sherlund & Jae W. Sim, 2009, "Monetary policy and the housing bubble," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2009-49.

2008

  1. Leon W. Berkelmans, 2008, "Imperfect information and monetary models: multiple shocks and their consequences," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-58.
  2. Rochelle M. Edge & Thomas Laubach & John C. Williams, 2008, "Welfare-Maximizing Monetary Policy under Parameter Uncertainty," Working Paper Series, Federal Reserve Bank of San Francisco, number 2007-11, May, DOI: 10.24148/wp2007-11.
  3. Fuentes Albero Cristina & Rubio Jorge Santiago J., 2008, "Can International Environmental Cooperation Be Bought?," Working Papers, Fundacion BBVA / BBVA Foundation, number 2010101, Mar.

2007

  1. Hess Chung & Eric Leeper, 2007, "What Has Financed Government Debt?," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2007-015, Sep.
  2. Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2007, "Natural rate measures in an estimated DSGE model of the U.S. economy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-08.
  3. Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2007, "Documentation of the Research and Statistics Division’s estimated DSGE model of the U.S. economy: 2006 version," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-53.
  4. Fuentes-Albero, Cristina, 2007, "Technology Shocks, Statistical Models, and The Great Moderation," MPRA Paper, University Library of Munich, Germany, number 3589, Jun.
  5. Simon Gilchrist & Jae W. Sim, 2007, "Investment During The Korean Financial Crisis: A Structural Econometric Approach," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2007-001, Jan.
  6. Simon Gilchrist & Jae W. Sim, 2007, "Investment during the Korean Financial Crisis: A Structural Econometric Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 13315, Aug.

2006

  1. Robert J. Tetlow & Peter von zur Muehlen, 2006, "Robustifying Learnability," 2006 Meeting Papers, Society for Economic Dynamics, number 439.

2005

  1. Leon Berkelmans, 2005, "Credit and Monetary Policy: An Australian SVAR," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2005-06, Sep.
  2. Rochelle M. Edge & Jeremy B. Rudd, 2005, "Temporary partial expensing in a general-equilibrium model," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-19.

2004

  1. Hess Chung & Troy Davig & Eric Leeper, 2004, "Monetary and Fiscal Policy Switching," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 274, Aug.
  2. Rochelle M. Edge & Thomas Laubach & John C. Williams, 2004, "Learning and Shifts in Long-Run Productivity Growth," Working Paper Series, Federal Reserve Bank of San Francisco, number 2004-04, Mar, DOI: 10.24148/wp2004-04.
  3. González, Manuel & Wong, Sara, 2004, "Elasticidades de Sustitución de Importaciones para Ecuador," MPRA Paper, University Library of Munich, Germany, number 306, Dec, revised May 2005.
  4. González, Manuel, 2004, "La Curva de Retorno y el Modelo C-CAPM: Evidencia para Chile," MPRA Paper, University Library of Munich, Germany, number 309, Dec.
  5. Orus, Juan & González, Manuel, 2004, "Inflation-Proof Credits and Financial Instruments. Making the Fisher Hypothesis a Reality," MPRA Paper, University Library of Munich, Germany, number 343, May.
  6. Peter von zur Muehlen & Robert J. Tetlow, 2004, "Inflation in the 1970s in the U.S.: Misspecification, Learning and Sunspots," Computing in Economics and Finance 2004, Society for Computational Economics, number 240, Aug.

2003

  1. Rochelle M. Edge & Thomas Laubach & John C. Williams, 2003, "The Responses of Wages and Prices to Technology Shocks," Working Paper Series, Federal Reserve Bank of San Francisco, number 2003-21, Dec, DOI: 10.24148/wp2003-21.
  2. Rochelle M. Edge, 2003, "A utility-based welfare criterion in a model with endogenous capital accumulation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2003-66.
  3. Rochelle Edge & Thomas Laubach, 2003, "The Optimal Monetary Policy Response to Shifts in Trend MFP Growth: A DGE Analysis," Computing in Economics and Finance 2003, Society for Computational Economics, number 93, Aug.

2002

  1. Rochelle M. Edge & Jeremy B. Rudd, 2002, "Taxation and the Taylor principle," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2002-51.
  2. Robert J. Tetlow & Peter von zur Muehlen, 2002, "Monetary Policy, Asset Prices, and Misspecification: the robust approach to bubbles with model uncertainty," Computing in Economics and Finance 2002, Society for Computational Economics, number 335, Jul.
  3. Robert J. Tetlow & Peter Von zur Muehlen, 2002, "Avoiding Nash inflation: Bayesian and robust responses to model uncertainty," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2002-9.

2001

  1. Peter Von zur Muehlen, 2001, "The effect of past and future economic fundamentals on spending and pricing behavior in the FRB/US macroeconomic model," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-12.
  2. Peter Von zur Muehlen, 2001, "Activist vs. non-activist monetary policy: optimal rules under extreme uncertainty," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-02.
  3. Robert J. Tetlow and Peter von zur Muehlen, 2001, "Avoiding Nash Inflation: does robust policy help?," Computing in Economics and Finance 2001, Society for Computational Economics, number 18, Apr.

2000

  1. Rochelle M. Edge, 2000, "The effect of monetary policy on residential and structures investment under differential project planning and completion times," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 671.
  2. Rochelle M. Edge, 2000, "The equivalence of wage and price staggering in monetary business cycle models," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 672.
  3. Rochelle M. Edge, 2000, "Time-to-build, time-to-plan, habit-persistence, and the liquidity effect," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 673.
  4. Robert J. Tetlow & Peter Von zur Muehlen, 2000, "Robust monetary policy with misspecified models: does model uncertainty always call for attenuated policy?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2000-28.
  5. Robert Tetlow, Peter von zur Muehlen, 2000, "Monetary Policy Attenuation As Robust Response To Misspecified Dynamics In A Forward Looking Model," Computing in Economics and Finance 2000, Society for Computational Economics, number 302, Jul.

1999

  1. Robert Tetlow & Peter von zur Muehlen, 1999, "Why is the Fed So Reluctant to React?," Computing in Economics and Finance 1999, Society for Computational Economics, number 631, Mar.
  2. Robert J. Tetlow & Peter Von zur Muehlen, 1999, "Simplicity versus optimality the choice of monetary policy rules when agents must learn," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 1999-10.

1997

  1. Antulio N. Bomfim & Robert J. Tetlow & Peter Von zur Muehlen & John Williams, 1997, "Expectations, learning and the costs of disinflation: experiments using the FRB/US model," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 1997-42.

1990

  1. Peter Von zur Muehlen, 1990, "Optimal interest rate rules with information from money and auction markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 120.
  2. Peter Von zur Muehlen, 1990, "Predicting inflation with commodity prices," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 118.
  3. Peter Von zur Muehlen, 1990, "Sticky inflation and interest rate rules with auction prices," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 117.
  4. Flint Brayton & William Kan & Peter A. Tinsley & Peter Von zur Muehlen, 1990, "Here's looking at you: modelling and policy use of auction price expectations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 126.
  5. J. S. Mehta & P. A. V. B. Swamy & Peter Von zur Muehlen, 1990, "Some problems with identification in parametric models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 144.

1989

  1. J. S. Mehta & P. A. V. B. Swamy & Peter Von zur Muehlen, 1989, "Co-integration: is it a property of the real world?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 96.

1988

  1. P. A. V. B. Swamy & Peter Von zur Muehlen, 1988, "On a problem in identifying linear parametric models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 28.

1987

  1. P. A. V. B. Swamy & Peter Von zur Muehlen, 1987, "Further thoughts on testing for casuality with econometric models," Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), number 211.

1986

  1. Arthur B. Kennickell & P. A. V. B. Swamy & Peter Von zur Muehlen, 1986, "Forecasting money demand with econometric models," Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), number 196.

1984

  1. Roger K. Conway & P. A. V. B. Swamy & Peter Von zur Muehlen, 1984, "The foundations of econometrics: are there any?," Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), number 182.

1983

  1. Helen T. Farr & P. A. V. B. Swamy & Peter A. Tinsley & Peter Von zur Muehlen, 1983, "On logical validity and econometric modelling: the case of money supply," Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), number 180.

1982

  1. Peter A. Tinsley & Peter Von zur Muehlen, 1982, "A measure of the cost of money market volatility associated with money stock targeting," Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), number 169.
  2. Gerhard Fries & Peter A. Tinsley & Peter Von zur Muehlen, 1982, "Two papers on the volatility of money stock targeting," Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), number 169.
  3. Peter A. Tinsley & Peter Von zur Muehlen, 1982, "A maximum probability approach to short-run policy," Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), number 168.
  4. Gerhard Fries & Peter A. Tinsley & Peter Von zur Muehlen, 1982, "The short-run volatility of money stock targeting," Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), number 169.

1979

  1. Peter Von zur Muehlen, 1979, "Monopolistic competition and sequential search," Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), number 131.

1977

  1. Peter Von zur Muehlen, 1977, "Optimal bands in short-run monetary policy," Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), number 98.
  2. Peter Von zur Muehlen, 1977, "Some partial equilibrium of tax reform on corporate policy," Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), number 97.

1976

  1. Peter Von zur Muehlen, 1976, "On the rationality of discontinuous monetary policy," Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), number 77.
  2. Peter Von zur Muehlen, 1976, "Anticipating a price freeze or how not to get caught with your prices down," Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), number 81.

1972

  1. Von zur Muehlen, Peter, 1972, "Optimal price adjustment: tests of a price equation in U.S. manufacturing," MPRA Paper, University Library of Munich, Germany, number 44581, Dec.

1971

  1. Peter Von zur Muehlen, 1971, "On the optimal monopoly price over time," Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), number 21.
  2. Peter Von zur Muehlen, 1971, "Price behavior in U.S. manufacturing: an application of dynamic monopoly pricing," Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), number 23.
  3. Peter Von zur Muehlen, 1971, "N-person dynamic oligopoly: the case of conjectured price variations under certainty," Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), number 22.

Undated

  1. Robert Tetlow & Peter von zur Muehlen, undated, "Expectations, Learning and the Design of Monetary Policy Rules," Computing in Economics and Finance 1997, Society for Computational Economics, number 9.

Journal articles

2026

  1. González-Astudillo, Manuel & Tanvir, Rakeen, 2026, "Hawkish or Dovish? Inferring intended monetary policy from the Fed’s dot plot," Journal of Economic Dynamics and Control, Elsevier, volume 185, issue C, DOI: 10.1016/j.jedc.2026.105294.

2025

  1. Manuel González-Astudillo & Jean-Philippe Laforte, 2025, "Estimates of the Natural Rate of Interest Consistent with a Supply-Side Structure and a Monetary Policy Rule for the U.S. Economy," International Journal of Central Banking, International Journal of Central Banking, volume 21, issue 1, pages 137-199, January.
  2. Bardóczy, Bence & Sim, Jae & Tischbirek, Andreas, 2025, "The macroeconomic effects of excess savings," Journal of Monetary Economics, Elsevier, volume 156, issue C, DOI: 10.1016/j.jmoneco.2025.103847.

2024

  1. Caldara, Dario & Ferrante, Francesco & Iacoviello, Matteo & Prestipino, Andrea & Queralto, Albert, 2024, "The international spillovers of synchronous monetary tightening," Journal of Monetary Economics, Elsevier, volume 141, issue C, pages 127-152, DOI: 10.1016/j.jmoneco.2023.10.017.

2023

  1. Ferrante, Francesco & Graves, Sebastian & Iacoviello, Matteo, 2023, "The inflationary effects of sectoral reallocation," Journal of Monetary Economics, Elsevier, volume 140, issue S, pages 64-81, DOI: 10.1016/j.jmoneco.2023.03.003.

2022

  1. Lepetit, Antoine & Fuentes-Albero, Cristina, 2022, "The limited power of monetary policy in a pandemic," European Economic Review, Elsevier, volume 147, issue C, DOI: 10.1016/j.euroecorev.2022.104168.
  2. Javier Andrés & José E. Boscá & Javier Ferri & Cristina Fuentes‐Albero, 2022, "Households' Balance Sheets and the Effect of Fiscal Policy," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 4, pages 737-778, June, DOI: 10.1111/jmcb.12902.
  3. Guillermo Avellán & Manuel González-Astudillo & Juan José Salcedo Cruz, 2022, "Measuring uncertainty: A streamlined application for the Ecuadorian economy," Empirical Economics, Springer, volume 62, issue 4, pages 1517-1542, April, DOI: 10.1007/s00181-021-02069-5.
  4. Manuel González-Astudillo & John M. Roberts, 2022, "When are trend–cycle decompositions of GDP reliable?," Empirical Economics, Springer, volume 62, issue 5, pages 2417-2460, May, DOI: 10.1007/s00181-021-02105-4.
  5. Antoine Lepetit, 2022, "The Optimal Inflation Rate with Discount Factor Heterogeneity," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 7, pages 1971-1996, October, DOI: 10.1111/jmcb.12901.
  6. Swamy Paravastu & Peter Muehlen & Jatinder Singh Mehta & I-Lok Chang, 2022, "The State Of Econometrics After John W. Pratt, Robert Schlaifer, Brian Skyrms, And Robert L. Basmann," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, volume 84, issue 2, pages 627-654, November, DOI: 10.1007/s13571-021-00273-y.
  7. Peter von zur Muehlen, 2022, "Prices and Taxes in a Ramsey Climate Policy Model under Heterogeneous Beliefs and Ambiguity," Economies, MDPI, volume 10, issue 10, pages 1-56, October.
  8. Paravastu Ananta Venkata Bhattanatha Swamy & I-Lok Chang & Peter von zur Muehlen & Amit Achameesing, 2022, "The Role of Coefficient Drivers of Time-Varying Coefficients in Estimating the Total Effects of a Regressor on the Dependent Variable of an Equation," JRFM, MDPI, volume 15, issue 8, pages 1-14, July.

2021

  1. Chung, Hess & Fuentes-Albero, Cristina & Paustian, Matthias & Pfajfar, Damjan, 2021, "Latent variables analysis in structural models: A New decomposition of the kalman smoother," Journal of Economic Dynamics and Control, Elsevier, volume 125, issue C, DOI: 10.1016/j.jedc.2021.104097.
  2. García-Albán, Freddy & González-Astudillo, Manuel & Vera-Avellán, Cristhian, 2021, "Good policy or good luck? Analyzing the effects of fiscal policy and oil revenue shocks in Ecuador," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105321.
  3. Martin Ellison & Andreas Tischbirek, 2021, "Beauty Contests and the Term Structure
    [Risk Premia and Term Premia in General Equilibrium]    ," Journal of the European Economic Association, European Economic Association, volume 19, issue 4, pages 2234-2282.
  4. Martin Blomhoff Holm & Pascal Paul & Andreas Tischbirek, 2021, "The Transmission of Monetary Policy under the Microscope," Journal of Political Economy, University of Chicago Press, volume 129, issue 10, pages 2861-2904, DOI: 10.1086/715416.

2020

  1. Antoine Lepetit, 2020, "Asymmetric Unemployment Fluctuations and Monetary Policy Trade-Offs," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 36, pages 29-45, April, DOI: 10.1016/j.red.2019.07.005.
  2. Caldara, Dario & Iacoviello, Matteo & Molligo, Patrick & Prestipino, Andrea & Raffo, Andrea, 2020, "The economic effects of trade policy uncertainty," Journal of Monetary Economics, Elsevier, volume 109, issue C, pages 38-59, DOI: 10.1016/j.jmoneco.2019.11.002.
  3. Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2020, "Credit Booms, Financial Crises, and Macroprudential Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 37, pages 8-33, August, DOI: 10.1016/j.red.2020.06.004.

2019

  1. Ferrante, Francesco, 2019, "Risky lending, bank leverage and unconventional monetary policy," Journal of Monetary Economics, Elsevier, volume 101, issue C, pages 100-127, DOI: 10.1016/j.jmoneco.2018.07.014.
  2. Cristina Fuentes‐Albero, 2019, "Financial Frictions, Financial Shocks, and Aggregate Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, volume 51, issue 6, pages 1581-1621, September, DOI: 10.1111/jmcb.12554.
  3. González-Astudillo, Manuel & Baquero, Daniel, 2019, "A nowcasting model for Ecuador: Implementing a time-varying mean output growth," Economic Modelling, Elsevier, volume 82, issue C, pages 250-263, DOI: 10.1016/j.econmod.2019.01.010.
  4. González-Astudillo, Manuel, 2019, "An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity," European Economic Review, Elsevier, volume 120, issue C, DOI: 10.1016/j.euroecorev.2019.103301.
  5. Manuel González‐Astudillo, 2019, "Estimating the U.S. output gap with state‐level data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 5, pages 795-810, August, DOI: 10.1002/jae.2705.
  6. Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queralto & Jae Sim, 2019, "Macroeconomic Effects of Banking-Sector Losses across Structural Models," International Journal of Central Banking, International Journal of Central Banking, volume 15, issue 3, pages 137-204, September.
  7. Andreas Tischbirek, 2019, "Long‐term government debt and household portfolio composition," Quantitative Economics, Econometric Society, volume 10, issue 3, pages 1109-1151, July, DOI: 10.3982/QE836.

2018

  1. Francesco Ferrante, 2018, "A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System," American Economic Journal: Macroeconomics, American Economic Association, volume 10, issue 4, pages 152-201, October.
  2. Manuel Gonzalez‐Astudillo, 2018, "Identifying the Stance of Monetary Policy at the Zero Lower Bound: A Markov‐Switching Estimation Exploiting Monetary‐Fiscal Policy Interdependence," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 1, pages 115-154, February, DOI: 10.1111/jmcb.12455.
  3. Boitier, Vincent & Lepetit, Antoine, 2018, "Reduced form wage equations in the credible bargaining model," Labour Economics, Elsevier, volume 50, issue C, pages 92-96, DOI: 10.1016/j.labeco.2016.04.003.
  4. Claudia Foroni & Francesco Furlanetto & Antoine Lepetit, 2018, "Labor Supply Factors And Economic Fluctuations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 59, issue 3, pages 1491-1510, August, DOI: 10.1111/iere.12311.
  5. François Gourio & Anil K. Kashyap & Jae W. Sim, 2018, "The Trade offs in Leaning Against the Wind," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 66, issue 1, pages 70-115, March, DOI: 10.1057/s41308-017-0043-3.
  6. Tischbirek, Andreas, 2018, "Large-scale bond purchases in a currency union with segmentation in the market for government debt," Journal of Economic Dynamics and Control, Elsevier, volume 95, issue C, pages 37-69, DOI: 10.1016/j.jedc.2018.08.002.

2017

  1. Simon Gilchrist & Raphael Schoenle & Jae Sim & Egon Zakrajšek, 2017, "Inflation Dynamics during the Financial Crisis," American Economic Review, American Economic Association, volume 107, issue 3, pages 785-823, March.
  2. Kiley, Michael T. & Sim, Jae, 2017, "Optimal monetary and macroprudential policies: Gains and pitfalls in a model of financial intermediation," Journal of Macroeconomics, Elsevier, volume 54, issue PB, pages 232-259, DOI: 10.1016/j.jmacro.2017.05.008.
  3. P.A.V.B. Swamy & Stephen G. Hall & George S. Tavlas & Peter Von zur Muehlen, 2017, "On the Interpretation of Instrumental Variables in the Presence of Specification Errors: A Reply," Econometrics, MDPI, volume 5, issue 3, pages 1-3, July.

2016

  1. Caldara, Dario & Fuentes-Albero, Cristina & Gilchrist, Simon & Zakrajšek, Egon, 2016, "The macroeconomic impact of financial and uncertainty shocks," European Economic Review, Elsevier, volume 88, issue C, pages 185-207, DOI: 10.1016/j.euroecorev.2016.02.020.

2014

  1. Kiley, Michael T. & Sim, Jae W., 2014, "Bank capital and the macroeconomy: Policy considerations," Journal of Economic Dynamics and Control, Elsevier, volume 43, issue C, pages 175-198, DOI: 10.1016/j.jedc.2014.01.024.
  2. Ellison, Martin & Tischbirek, Andreas, 2014, "Unconventional government debt purchases as a supplement to conventional monetary policy," Journal of Economic Dynamics and Control, Elsevier, volume 43, issue C, pages 199-217, DOI: 10.1016/j.jedc.2014.03.012.

2013

  1. Fuentes-Albero, Cristina & Melosi, Leonardo, 2013, "Methods for computing marginal data densities from the Gibbs output," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 132-141, DOI: 10.1016/j.jeconom.2013.03.002.
  2. Battigalli Pierpaolo & Prestipino Andrea, 2013, "Transparent Restrictions on Beliefs and Forward-Induction Reasoning in Games with Asymmetric Information," The B.E. Journal of Theoretical Economics, De Gruyter, volume 13, issue 1, pages 79-130, May, DOI: 10.1515/bejte-2012-0005.
  3. Simon Gilchrist & Jae W. Sim & Egon Zakrajsek, 2013, "Misallocation and Financial Market Frictions: Some Direct Evidence from the Dispersion in Borrowing Costs," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 16, issue 1, pages 159-176, January, DOI: 10.1010/j.red.2012.11.001.

2012

  1. Leon Berkelmans & Hao Wang, 2012, "Chinese Urban Residential Construction," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 21-26, September.
  2. Ríos-Rull, José-Víctor & Schorfheide, Frank & Fuentes-Albero, Cristina & Kryshko, Maxym & Santaeulàlia-Llopis, Raül, 2012, "Methods versus substance: Measuring the effects of technology shocks," Journal of Monetary Economics, Elsevier, volume 59, issue 8, pages 826-846, DOI: 10.1016/j.jmoneco.2012.10.008.

2011

  1. Berkelmans, Leon, 2011, "Imperfect information, multiple shocks, and policy's signaling role," Journal of Monetary Economics, Elsevier, volume 58, issue 4, pages 373-386, DOI: 10.1016/j.jmoneco.2011.07.002.
  2. Hess T. Chung & Jean-Philippe Laforte & David L. Reifschneider & John C. Williams, 2011, "Estimating the macroeconomic effects of the Fed’s asset purchases," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan31.

2010

  1. Fuentes-Albero, Cristina & Rubio, Santiago J., 2010, "Can international environmental cooperation be bought?," European Journal of Operational Research, Elsevier, volume 202, issue 1, pages 255-264, April.
  2. Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2010, "A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 4, pages 720-754, DOI: 10.1002/jae.1175.

2009

  1. Tetlow, Robert J. & von zur Muehlen, Peter, 2009, "Robustifying learnability," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 2, pages 296-316, February.

2008

  1. Edge, Rochelle M. & Kiley, Michael T. & Laforte, Jean-Philippe, 2008, "Natural rate measures in an estimated DSGE model of the U.S. economy," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 8, pages 2512-2535, August.

2007

  1. Hess Chung & Troy Davig & Eric M. Leeper, 2007, "Monetary and Fiscal Policy Switching," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 4, pages 809-842, June.
  2. Rochelle M. Edge & Thomas Laubach & John C. Williams, 2007, "Welfare-maximizing monetary policy under parameter uncertainty," Proceedings, Federal Reserve Bank of San Francisco.

2005

  1. Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2005, "An estimated DSGE model of the US economy with an application to natural rate measures," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  2. Jean-Philippe Laforte, 2005, "Pricing models: a Bayesian DSGE approach to the U.S. economy," Proceedings, Board of Governors of the Federal Reserve System (U.S.).

2004

  1. Robert Tetlow & Peter von zur Muehlen, 2004, "Avoiding Nash Inflation: Bayesian and Robus Responses to Model Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 7, issue 4, pages 869-899, October, DOI: 10.1016/j.red.2004.06.001.

2002

  1. Rochelle M. Edge, 2002, "The Equivalence of Wage and Price Staggering in Monetary Business Cycle Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 5, issue 3, pages 559-585, July, DOI: 10.1006/redy.2001.0147.

2001

  1. J. Tetlow, Robert & von zur Muehlen, Peter, 2001, "Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?," Journal of Economic Dynamics and Control, Elsevier, volume 25, issue 6-7, pages 911-949, June.
  2. Tetlow, Robert J. & von zur Muehlen, Peter, 2001, "Simplicity versus optimality: The choice of monetary policy rules when agents must learn," Journal of Economic Dynamics and Control, Elsevier, volume 25, issue 1-2, pages 245-279, January.

1994

  1. von zur Muehlen, Peter, 1994, "An Optimal Interest Rate Rule with Information from Money and Auction Markets," Journal of Money, Credit and Banking, Blackwell Publishing, volume 26, issue 4, pages 917-933, November.

1990

  1. Swamy, P. A. V. B. & Kennickell, Arthur B. & von zur Muehlen, Peter, 1990, "Comparing forecasts from fixed and variable coefficient models: The case of money demand," International Journal of Forecasting, Elsevier, volume 6, issue 4, pages 469-477, December.

1988

  1. Swamy, P. A. V. B. & Von Zur Muehlen, Peter, 1988, "Further thoughts on testing for causality with econometric models," Journal of Econometrics, Elsevier, volume 39, issue 1-2, pages 105-147.

1984

  1. Conway, Roger K. & Swamy, P. A. V. B. & Yanagida, John F. & Muehlen, Peter von zur, 1984, "The Impossibility of Causality Testing," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, volume 36, issue 3, pages 1-19, DOI: 10.22004/ag.econ.149081.

1982

  1. Tinsley, P. A. & von zur Muehlen, P. & Fries, G., 1982, "The short-run volatility of money stock targeting," Journal of Monetary Economics, Elsevier, volume 10, issue 2, pages 215-237.
  2. Tinsley, Peter A, et al, 1982, "Policy Robustness: Specification and Simulation of a Monthly Money Market Model," Journal of Money, Credit and Banking, Blackwell Publishing, volume 14, issue 4, pages 829-856, November.

1981

  1. Tinsley, P. & Von Zur Muehlen, P., 1981, "A maximum probability approach to short-run policy," Journal of Econometrics, Elsevier, volume 15, issue 1, pages 31-48, January.

1980

  1. Peter von zur Muehlen, 1980, "Monopolistic competition and sequential search," Journal of Economic Dynamics and Control, Elsevier, volume 2, issue 1, pages 257-281, May.
  2. Von Zur Muehlen, Peter, 1980, "The 'flexible accelerator' and optimization with a finite horizon," Economics Letters, Elsevier, volume 5, issue 1, pages 21-27.

1979

  1. Von zur Muehlen, Peter, 1979, "Price dispersion in atomistic competition," Economics Letters, Elsevier, volume 3, issue 4, pages 327-332.

Chapters

2014

  1. Hess Chung & Edward Herbst & Michael T. Kiley, 2014, "Effective Monetary Policy Strategies in New Keynesian Models: A Reexamination," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2014, Volume 29".

Software components

2019

  1. Antoine Lepetit, 2019, "Code and data files for "Asymmetric Unemployment Fluctuations and Monetary Policy Trade-Offs"," Computer Codes, Review of Economic Dynamics, number 18-94, revised .

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