Brent Bundick
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Susanto Basu & Brent Bundick, 2011.
"Uncertainty Shocks in a Model of Effective Demand,"
Boston College Working Papers in Economics
774, Boston College Department of Economics, revised 01 Nov 2015.
- Susanto Basu & Brent Bundick, 2017. "Uncertainty Shocks in a Model of Effective Demand," Econometrica, Econometric Society, vol. 85, pages 937-958, May.
- Susanto Basu & Brent Bundick, 2012. "Uncertainty shocks in a model of effective demand," Working Papers 12-15, Federal Reserve Bank of Boston.
- Susanto Basu & Brent Bundick, 2012. "Uncertainty Shocks in a Model of Effective Demand," NBER Working Papers 18420, National Bureau of Economic Research, Inc.
- Susanto Basu & Brent Bundick, 2014. "Uncertainty shocks in a model of effective demand," Research Working Paper RWP 14-15, Federal Reserve Bank of Kansas City.
Mentioned in:
- Uncertainty Shocks in a Model of Effective Demand
by Christian Zimmermann in NEP-DGE blog on 2011-10-17 21:46:15
Working papers
- Brent Bundick & Andrew Lee Smith, 2020.
"Did the Federal Reserve Break the Phillips Curve? Theory and Evidence of Anchoring Inflation Expectations,"
Research Working Paper
RWP 20-11, Federal Reserve Bank of Kansas City.
Cited by:
- Tatsushi Okuda & Tomohiro Tsuruga & Francesco Zanetti, 2021.
"Imperfect Information, Heterogeneous Demand Shocks,and Inflation Dynamics,"
Economics Series Working Papers
934, University of Oxford, Department of Economics.
- Tatsushi Okuda & Tomohiro Tsuruga & Francesco Zanetti, 2021. "Imperfect Information, Heterogeneous Demand Shocks,and Inflation Dynamics," Working Papers on Central Bank Communication 030, University of Tokyo, Graduate School of Economics.
- Tatsushi Okuda & Tomohiro Tsuruga & Francesco Zanetti, 2021. "Imperfect Information, Heterogenous Demand Shocks, and Inflation Dynamics," BCAM Working Papers 2104, Birkbeck Centre for Applied Macroeconomics.
- Tatsushi Okuda & Tomohiro Tsuruga & Francesco Zanetti, 2021. "Imperfect Information, Heterogeneous Demand Shocks, and Inflation Dynamics," Discussion Papers 2108, Centre for Macroeconomics (CFM).
- Tatsushi Okuda & Tomohiro Tsuruga & Francesco Zanetti, 2021. "Imperfect information, heterogeneous demand shocks, and inflation dynamics," CAMA Working Papers 2021-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Martins, Manuel Mota Freitas & Verona, Fabio, 2021.
"Inflation dynamics and forecast: Frequency matters,"
Bank of Finland Research Discussion Papers
8/2021, Bank of Finland.
- Manuel M. F. Martins & Fabio Verona, 2021. "Inflation Dynamics and Forecast: Frequency Matters," CEF.UP Working Papers 2101, Universidade do Porto, Faculdade de Economia do Porto.
- Tatsushi Okuda & Tomohiro Tsuruga & Francesco Zanetti, 2021.
"Imperfect Information, Heterogeneous Demand Shocks,and Inflation Dynamics,"
Economics Series Working Papers
934, University of Oxford, Department of Economics.
- Brent Bundick & Andrew Lee Smith, 2020.
"Should We Be Puzzled by Forward Guidance?,"
Research Working Paper
RWP 20-01, Federal Reserve Bank of Kansas City.
Cited by:
- Gerke, Rafael & Giesen, Sebastian & Kienzler, Daniel, 2020. "Interest rate pegs and the reversal puzzle: On the role of anticipation," Discussion Papers 50/2020, Deutsche Bundesbank.
- Brubakk, Leif & ter Ellen, Saskia & Robstad, Ørjan & Xu, Hong, 2019.
"The macroeconomic effects of forward communication,"
Working Paper
2019/20, Norges Bank.
- Brubakk, Leif & ter Ellen, Saskia & Robstad, Ørjan & Xu, Hong, 2022. "The macroeconomic effects of forward communication," Journal of International Money and Finance, Elsevier, vol. 120(C).
- Maximilian Bock & Martin Feldkircher & Pierre L. Siklos, 2020.
"International effects of euro area forward guidance,"
CAMA Working Papers
2020-54, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Maximilian Böck & Martin Feldkircher & Pierre L. Siklos, 2021. "International Effects of Euro Area Forward Guidance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1066-1110, October.
- Susanto Basu & Brent Bundick, 2018.
"Uncertainty Shocks in a Model of Effective Demand: Reply,"
Research Working Paper
RWP 18-5, Federal Reserve Bank of Kansas City.
- Susanto Basu & Brent Bundick, 2018. "Uncertainty Shocks in a Model of Effective Demand: Reply," Econometrica, Econometric Society, vol. 86(4), pages 1527-1531, July.
Cited by:
- Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2021. "Uncertainty shocks and the great recession: Nonlinearities matter," Economics Letters, Elsevier, vol. 198(C).
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021.
"Why Does Risk Matter More in Recessions than in Expansions?,"
"Marco Fanno" Working Papers
0275, Dipartimento di Scienze Economiche "Marco Fanno".
- Andreasen, Martin Møller & Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2021. "Why does risk matter more in recessions than in expansions?," Bank of Finland Research Discussion Papers 13/2021, Bank of Finland.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," Economics Working Papers 2021-12, Department of Economics and Business Economics, Aarhus University.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why does risk matter more in recessions than in expansions?," CAMA Working Papers 2021-83, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," CESifo Working Paper Series 9328, CESifo.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," Monash Economics Working Papers 2021-11, Monash University, Department of Economics.
- Michał Brzoza-Brzezina & Jacek Suda, 2021. "Are DSGE models irreparably flawed?," Bank i Kredyt, Narodowy Bank Polski, vol. 52(3), pages 227-252.
- Brent Bundick & Andrew Lee Smith, 2018.
"Does Communicating a Numerical Inflation Target Anchor Inflation Expectations? Evidence & Bond Market Implications,"
Research Working Paper
RWP 18-1, Federal Reserve Bank of Kansas City.
Cited by:
- Olesya Grishchenko & Sarah Mouabbi & Jean‐Paul Renne, 2019.
"Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1053-1096, August.
- Olesya V. Grishchenko & Sarah Mouabbi & Jean-Paul Renne, 2017. "Measuring Inflation Anchoring and Uncertainty : A US and Euro Area Comparison," Finance and Economics Discussion Series 2017-102, Board of Governors of the Federal Reserve System (U.S.).
- Matthieu Picault & Julien Pinter & Thomas Renault, 2022.
"Media sentiment on monetary policy: Determinants and relevance for inflation expectations,"
Post-Print
hal-03959147, HAL.
- Matthieu Picault & Julien Pinter & Thomas Renault, 2022. "Media sentiment on monetary policy: Determinants and relevance for inflation expectations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03959147, HAL.
- Picault, Matthieu & Pinter, Julien & Renault, Thomas, 2022. "Media sentiment on monetary policy: Determinants and relevance for inflation expectations," Journal of International Money and Finance, Elsevier, vol. 124(C).
- Matthieu PICAULT & Julien PINTER & Thomas RENAULT, 2021. "Media sentiment on monetary policy: determinants and relevance for inflation expectations," LEO Working Papers / DR LEO 2895, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Matthieu Picault & Julien Pinter & Thomas Renault, 2022. "Media sentiment on monetary policy: Determinants and relevance for inflation expectations," Post-Print hal-03810447, HAL.
- Musa, Umar & Jun, Wen, 2020. "Does inflation targeting cause financial instability?: An empirical test of paradox of credibility hypothesis," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Corsello, Francesco & Neri, Stefano & Tagliabracci, Alex, 2021.
"Anchored or de-anchored? That is the question,"
European Journal of Political Economy, Elsevier, vol. 69(C).
- Francesco Corsello & Stefano Neri & Alex Tagliabracci, 2019. "Anchored or de-anchored? That is the question," Questioni di Economia e Finanza (Occasional Papers) 516, Bank of Italy, Economic Research and International Relations Area.
- Fukuda, Shin-ichi & Soma, Naoto, 2019.
"Inflation target and anchor of inflation forecasts in Japan,"
Journal of the Japanese and International Economies, Elsevier, vol. 52(C), pages 154-170.
- Shin-ichi Fukuda & Naoto Soma, 2019. "Inflation Target and Anchor of Inflation Forecasts in Japan," CIRJE F-Series CIRJE-F-1108, CIRJE, Faculty of Economics, University of Tokyo.
- Masazumi Hattori & Tomohide Mineyama & Jouchi Nakajima, 2021. "Taylor Rule Yield Curve," Working Papers e156, Tokyo Center for Economic Research.
- López-Villavicencio, Antonia & Pourroy, Marc, 2019.
"Does inflation targeting always matter for the ERPT? A robust approach,"
Journal of Macroeconomics, Elsevier, vol. 60(C), pages 360-377.
- Antonia Lopez Villavicencio & Marc Pourroy, 2019. "Does Inflation Targeting Always Matter for the ERPT? A robust approach," Post-Print hal-02082568, HAL.
- Tatsushi Okuda & Tomohiro Tsuruga, 2021. "Inflation Expectations and Central Bank Communication with Unknown Prior," IMES Discussion Paper Series 21-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
- Assenmacher, Katrin & Glöckler, Gabriel & Holton, Sarah & Trautmann, Peter & Ioannou, Demosthenes & Mee, Simon & Alonso, Conception & Argiri, Eleni & Arigoni, Filippo & Bakk-Simon, Klára & Bergbauer, , 2021. "Clear, consistent and engaging: ECB monetary policy communication in a changing world," Occasional Paper Series 274, European Central Bank.
- Olesya Grishchenko & Sarah Mouabbi & Jean‐Paul Renne, 2019.
"Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1053-1096, August.
- Brent Bundick & Trenton Herriford & Andrew Lee Smith, 2017.
"Forward Guidance, Monetary Policy Uncertainty, and the Term Premium,"
Research Working Paper
RWP 17-7, Federal Reserve Bank of Kansas City.
Cited by:
- Kurt Graden Lunsford, 2018. "Understanding the Aspects of Federal Reserve Forward Guidance," Working Papers (Old Series) 1815, Federal Reserve Bank of Cleveland.
- Peter Tillmann, 2018.
"Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks,"
GRU Working Paper Series
GRU_2018_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Peter Tillmann, 2020. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 803-833, June.
- Peter Tillmann, 2017. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," MAGKS Papers on Economics 201724, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Chen, Zhengyang, 2019.
"The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission,"
EconStor Preprints
204579, ZBW - Leibniz Information Centre for Economics.
- Chen, Zhengyang, 2019. "The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission," MPRA Paper 96339, University Library of Munich, Germany.
- Zhengyang Chen, 2019. "The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission," 2019 Papers pch1858, Job Market Papers.
- Kabundi, Alain & De Simone, Francisco Nadal, 2020. "Monetary policy and systemic risk-taking in the euro area banking sector," Economic Modelling, Elsevier, vol. 91(C), pages 736-758.
- Leonardo N. Ferreira, 2020.
"Forward Guidance Matters: Disentangling Monetary Policy Shocks,"
Working Papers
912, Queen Mary University of London, School of Economics and Finance.
- Ferreira, Leonardo N., 2022. "Forward guidance matters: Disentangling monetary policy shocks," Journal of Macroeconomics, Elsevier, vol. 73(C).
- Leonardo N. Ferreira, 2020. "Forward Guidance Matters: disentangling monetary policy shocks," Working Papers Series 530, Central Bank of Brazil, Research Department.
- Grahame Johnson & Sharon Kozicki & Romanos Priftis & Lena Suchanek & Jonathan Witmer & Jing Yang, 2020. "Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature," Discussion Papers 2020-16, Bank of Canada.
- Tang, Jenny, 2019. "Comment on “The long-run information effect of Central Bank communication” by Stephen Hansen, Michael McMahon, and Matthew Tong," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 203-210.
- Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022.
"Market-Based Monetary Policy Uncertainty,"
The Economic Journal, Royal Economic Society, vol. 132(644), pages 1290-1308.
- Aeimit Lakdawala & Michael Bauer & Philippe Mueller, 2019. "Market-Based Monetary Policy Uncertainty," 2019 Meeting Papers 1403, Society for Economic Dynamics.
- Michael D. Bauer & Aeimit K. Lakdawala & Philippe Mueller, 2021. "Market-Based Monetary Policy Uncertainty," Working Paper Series 2019-12, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller, 2019. "Market-based monetary policy uncertainty," CESifo Working Paper Series 7621, CESifo.
- Lakdawala, Aeimit & Bauer, Michael & Mueller, Philippe, 2019. "Market-Based Monetary Policy Uncertainty," Working Papers 2019-2, Michigan State University, Department of Economics.
- Efrem Castelnuovo, 2019.
"Domestic and Global Uncertainty: A Survey and Some New Results,"
Melbourne Institute Working Paper Series
wp2019n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Efrem Castelnuovo, 2019. "Domestic and Global Uncertainty: A Survey and Some New Results," CESifo Working Paper Series 7900, CESifo.
- Efrem Castelnuovo, 2019. "Domestic and global uncertainty: A survey and some new results," CAMA Working Papers 2019-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Lakdawala, Aeimit & Moreland, Timothy & Schaffer, Matthew, 2021.
"The international spillover effects of US monetary policy uncertainty,"
Journal of International Economics, Elsevier, vol. 133(C).
- Lakdawala, Aeimit & Moreland, Timothy & Schaffer, Matthew, 2020. "The International Spillover Effects of US Monetary Policy Uncertainty," Working Papers 2020-8, Michigan State University, Department of Economics.
- Danilo Cascaldi-Garcia & Deepa Dhume Datta & Thiago Revil T. Ferreira & Olesya V. Grishchenko & Mohammad R. Jahan-Parvar & Juan M. Londono & Francesca Loria & Sai Ma & Marius del Giudice Rodriguez & J, 2020.
"What is Certain about Uncertainty?,"
International Finance Discussion Papers
1294, Board of Governors of the Federal Reserve System (U.S.).
- Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023. "What Is Certain about Uncertainty?," Journal of Economic Literature, American Economic Association, vol. 61(2), pages 624-654, June.
- Efrem Castelnuovo, 2019.
"Yield curve and financial uncertainty: Evidence based on US data,"
CAMA Working Papers
2019-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Efrem Castelnuovo, 2019. "Yield Curve and Financial Uncertainty: Evidence Based on US Data," "Marco Fanno" Working Papers 0234, Dipartimento di Scienze Economiche "Marco Fanno".
- Efrem Castelnuovo, 2019. "Yield Curve and Financial Uncertainty: Evidence Based on US Data," CESifo Working Paper Series 7697, CESifo.
- Efrem Castelnuovo, 2019. "Yield Curve and Financial Uncertainty: Evidence Based on US Data," Melbourne Institute Working Paper Series wp2019n05, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Efrem Castelnuovo, 2019. "Yield Curve and Financial Uncertainty: Evidence Based on US Data," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(3), pages 323-335, September.
- Masazumi Hattori & Tomohide Mineyama & Jouchi Nakajima, 2021. "Taylor Rule Yield Curve," Working Papers e156, Tokyo Center for Economic Research.
- Li, Xiang, 2022. "How does economic policy uncertainty affect corporate debt maturity?," IWH Discussion Papers 5/2022, Halle Institute for Economic Research (IWH).
- Emilian DOBRESCU, 2020. "Self-fulfillment degree of economic expectations within an integrated space: The European Union case study," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-32, December.
- Jin, Xisong & Nadal De Simone, Francisco, 2020. "Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis," Journal of Financial Stability, Elsevier, vol. 49(C).
- Koeda, Junko & Sekine, Atsushi, 2022.
"Nelson–Siegel decay factor and term premia in Japan,"
Journal of the Japanese and International Economies, Elsevier, vol. 64(C).
- Junko Koeda & Atushi Sekine, 2021. "Nelson-Siegel Decay Factor and Term Premia in Japan," Working Papers 2106, Waseda University, Faculty of Political Science and Economics.
- Pažický Martin, 2021. "Oil price shock in the US and the euro area – evidence from the shadow rate and the term premium," Review of Economic Perspectives, Sciendo, vol. 21(3), pages 309-346, September.
- Hansen, Stephen & McMahon, Michael & Tong, Matthew, 2019.
"The Long-Run Information Effect of Central Bank Communication,"
CEPR Discussion Papers
13438, C.E.P.R. Discussion Papers.
- Hansen, Stephen & McMahon, Michael & Tong, Matthew, 2019. "The long-run information effect of central bank communication," Bank of England working papers 777, Bank of England.
- Hansen, Stephen & McMahon, Michael & Tong, Matthew, 2019. "The long-run information effect of central bank communication," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 185-202.
- Hansen, Stephen & McMahon, Michael & Tong, Matthew, 2020. "The long-run information effect of central bank communication," Working Paper Series 2363, European Central Bank.
- Kurt G. Lunsford, 2020. "Policy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance," American Economic Review, American Economic Association, vol. 110(9), pages 2899-2934, September.
- Li, Xiang & Su, Dan, 2020. "How does economic policy uncertainty affect corporate debt maturity?," IWH Discussion Papers 6/2020, Halle Institute for Economic Research (IWH).
- Assenmacher, Katrin & Glöckler, Gabriel & Holton, Sarah & Trautmann, Peter & Ioannou, Demosthenes & Mee, Simon & Alonso, Conception & Argiri, Eleni & Arigoni, Filippo & Bakk-Simon, Klára & Bergbauer, , 2021. "Clear, consistent and engaging: ECB monetary policy communication in a changing world," Occasional Paper Series 274, European Central Bank.
- Brent Bundick & Andrew Lee Smith, 2020. "Policymakers Have Options for Additional Accommodation: Forward Guidance and Yield Curve Control," Economic Bulletin, Federal Reserve Bank of Kansas City, pages 1-5, July.
- Bluwstein, Kristina & Yung, Julieta, 2019. "Back to the real economy: the effects of risk perception shocks on the term premium and bank lending," Bank of England working papers 806, Bank of England.
- Brent Bundick & Andrew Lee Smith, 2016.
"The dynamic effects of forward guidance shocks,"
Research Working Paper
RWP 16-2, Federal Reserve Bank of Kansas City.
Cited by:
- Kurt Graden Lunsford, 2018. "Understanding the Aspects of Federal Reserve Forward Guidance," Working Papers (Old Series) 1815, Federal Reserve Bank of Cleveland.
- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2021.
"Uncertainty and Monetary Policy during the Great Recession,"
Economics Working Papers
2021-05, Department of Economics and Business Economics, Aarhus University.
- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2021. "Uncertainty And Monetary Policy During The Great Recession," "Marco Fanno" Working Papers 0270, Dipartimento di Scienze Economiche "Marco Fanno".
- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2021. "Uncertainty and Monetary Policy during the Great Recession," CESifo Working Paper Series 8985, CESifo.
- Christian Bredemeier & Andreas Schabert & Christoph Kaufmann, 2018.
"Interest Rate Spreads and Forward Guidance,"
2018 Meeting Papers
491, Society for Economic Dynamics.
- Bredemeier, Christian & Kaufmann, Christoph & Schabert, Andreas, 2018. "Interest rate spreads and forward guidance," Working Paper Series 2186, European Central Bank.
- Christian Bredemeier & Christoph Kaufmann & Andreas Schabert, 2017. "Interest Rate Spreads and Forward Guidance," Working Paper Series in Economics 96, University of Cologne, Department of Economics.
- Paul Hubert & Fabien Labondance, 2018.
"The Effect of ECB Forward Guidance on the Term Structure of Interest Rates,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(5), pages 193-222, December.
- Paul Hubert & Fabien Labondance, 2018. "The Effect of ECB Forward Guidance on the Term Structure of Interest Rates," SciencePo Working papers Main hal-03457846, HAL.
- Paul Hubert & Fabien Labondance, 2018. "The Effect of ECB Forward Guidance on the Term Structure of Interest Rates," Post-Print hal-03457846, HAL.
- Paul Hubert & Fabien Labondance, 2018. "The Effect of ECB Forward Guidance on the Term Structure of Interest Rates," Sciences Po publications info:hdl:2441/61ma1iq1299, Sciences Po.
- Hartmann, Philipp & Smets, Frank, 2018.
"The first twenty years of the European Central Bank: monetary policy,"
CEPR Discussion Papers
13411, C.E.P.R. Discussion Papers.
- Hartmann, Philipp & Smets, Frank, 2018. "The first twenty years of the European Central Bank: monetary policy," Working Paper Series 2219, European Central Bank.
- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2020.
"Uncertainty and Monetary Policy during Extreme Events,"
Economics Working Papers
2020-11, Department of Economics and Business Economics, Aarhus University.
- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2020. "Uncertainty and monetary policy during extreme events," CAMA Working Papers 2020-80, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2020. "Uncertainty and Monetary Policy During Extreme Events," "Marco Fanno" Working Papers 0262, Dipartimento di Scienze Economiche "Marco Fanno".
- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2020. "Uncertainty and Monetary Policy during Extreme Events," CESifo Working Paper Series 8561, CESifo.
- Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020.
"Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence,"
Working Paper Series
2020-08, Federal Reserve Bank of San Francisco.
- Sekhposyan, Tatevik & Hoesch, Lukas, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," CEPR Discussion Papers 14456, C.E.P.R. Discussion Papers.
- Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Papers 1158, Barcelona School of Economics.
- Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the information channel of monetary policy disappeared? Revisiting the empirical evidence," Economics Working Papers 1701, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
- Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2019.
"The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment,"
NBER Working Papers
26002, National Bureau of Economic Research, Inc.
- Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2020. "The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment," International Journal of Central Banking, International Journal of Central Banking, vol. 16(1), pages 5-71, February.
- Lakdawala, Aeimit, 2016.
"Decomposing the Effects of Monetary Policy Using an External Instruments SVAR,"
MPRA Paper
78254, University Library of Munich, Germany.
- Aeimit Lakdawala, 2019. "Decomposing the effects of monetary policy using an external instruments SVAR," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 934-950, September.
- Xu Zhang, 2018. "Evaluating the Effects of Forward Guidance and Large-scale Asset Purchases," 2018 Meeting Papers 894, Society for Economic Dynamics.
- Paul Hubert & Fabien Labondance, 2016.
"The effect of ECB forward guidance on policy expectations,"
Working Papers
hal-03459188, HAL.
- Paul Hubert & Fabien Labondance, 2016. "The effect of ECB forward guidance on policy expectations," Sciences Po publications 2016-30, Sciences Po.
- Paul Hubert & Fabien Labondance, 2016. "The Effect of ECB Forward Guidance on Policy Expectations," Working Papers 2016-12, CRESE.
- Paul Hubert & Fabien Labondance, 2016. "The effect of ECB forward guidance on policy expectations," SciencePo Working papers Main hal-03459188, HAL.
- Paul Hubert & Fabien Labondance, 2016. "The effect of ECB forward guidance on policy expectations," Documents de Travail de l'OFCE 2016-30, Observatoire Francais des Conjonctures Economiques (OFCE).
- Paul Hubert & Fabien Labondance, 2016. "The Effect of ECB Forward Guidance on Policy Expectations," Working Papers hal-01394821, HAL.
- Brubakk, Leif & ter Ellen, Saskia & Robstad, Ørjan & Xu, Hong, 2019.
"The macroeconomic effects of forward communication,"
Working Paper
2019/20, Norges Bank.
- Brubakk, Leif & ter Ellen, Saskia & Robstad, Ørjan & Xu, Hong, 2022. "The macroeconomic effects of forward communication," Journal of International Money and Finance, Elsevier, vol. 120(C).
- Leonardo N. Ferreira, 2020.
"Forward Guidance Matters: Disentangling Monetary Policy Shocks,"
Working Papers
912, Queen Mary University of London, School of Economics and Finance.
- Ferreira, Leonardo N., 2022. "Forward guidance matters: Disentangling monetary policy shocks," Journal of Macroeconomics, Elsevier, vol. 73(C).
- Leonardo N. Ferreira, 2020. "Forward Guidance Matters: disentangling monetary policy shocks," Working Papers Series 530, Central Bank of Brazil, Research Department.
- Xu Zhang, 2021. "Evaluating the Effects of Forward Guidance and Large-scale Asset Purchases," Staff Working Papers 21-54, Bank of Canada.
- Lilia Maliar & John B. Taylor, 2019. "Forward Guidance: Is It Useful Away from the Lower Bound?," NBER Working Papers 26053, National Bureau of Economic Research, Inc.
- Maximilian Bock & Martin Feldkircher & Pierre L. Siklos, 2020.
"International effects of euro area forward guidance,"
CAMA Working Papers
2020-54, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Maximilian Böck & Martin Feldkircher & Pierre L. Siklos, 2021. "International Effects of Euro Area Forward Guidance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1066-1110, October.
- Jeffrey R. Campbell & Jonas D. M. Fisher & Alejandro Justiniano & Leonardo Melosi, 2016.
"Forward Guidance and Macroeconomic Outcomes Since the Financial Crisis,"
Working Paper Series
WP-2016-7, Federal Reserve Bank of Chicago.
- Jeffrey R. Campbell & Jonas D. M. Fisher & Alejandro Justiniano & Leonardo Melosi, 2016. "Forward Guidance and Macroeconomic Outcomes Since the Financial Crisis," NBER Chapters, in: NBER Macroeconomics Annual 2016, Volume 31, pages 283-357, National Bureau of Economic Research, Inc.
- Jeffrey R. Campbell & Jonas D. M. Fisher & Alejandro Justiniano & Leonardo Melosi, 2017. "Forward Guidance and Macroeconomic Outcomes since the Financial Crisis," NBER Macroeconomics Annual, University of Chicago Press, vol. 31(1), pages 283-357.
- Maliar, Lilia & Taylor, John B., 2018. "Forward Guidance: Is It Useful After the Crisis?," CEPR Discussion Papers 13383, C.E.P.R. Discussion Papers.
- Philipp Hartman & Frank Smets, 2018. "The European Central Bank’s Monetary Policy during Its First 20 Years," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 1-146.
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Journal of Monetary Economics, Elsevier, vol. 118(C), pages 135-160.
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Journal of Monetary Economics, Elsevier, vol. 124(C), pages 107-122.
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2017 Meeting Papers
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European Economic Review, Elsevier, vol. 88(C), pages 88-107.
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European Economic Review, Elsevier, vol. 127(C).
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"Inflation Expectation Uncertainty, Inflation and the Outputgap,"
VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy
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Melbourne Institute Working Paper Series
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EconStor Preprints
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"Income Inequality, Financial Crises and Monetary Policy,"
2017 Meeting Papers
1433, Society for Economic Dynamics.
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"A New Way to Quantify the Effect of Uncertainty,"
2018 Meeting Papers
565, Society for Economic Dynamics.
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"Endogenous Forecast Switching Near the Zero Lower Bound,"
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Boston College Working Papers in Economics
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"Good and bad uncertainty: Macroeconomic and financial market implications,"
Journal of Financial Economics, Elsevier, vol. 117(2), pages 369-397.
- Gill Segal & Ivan Shaliastovich & Amir Yaron, 2014. "Good and Bad Uncertainty: Macroeconomic and Financial Market Implications," 2014 Meeting Papers 488, Society for Economic Dynamics.
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"Do plants freeze upon uncertainty shocks?,"
EconStor Preprints
100662, ZBW - Leibniz Information Centre for Economics.
- Ariel Mecikovsky & Matthias Meier, 2019. "Do Plants Freeze Upon Uncertainty Shocks?," CRC TR 224 Discussion Paper Series crctr224_2019_075, University of Bonn and University of Mannheim, Germany.
- Mecikovsky, Ariel Matias & Meier, Matthias, 2014. "Do plants freeze upon uncertainty shocks?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100541, Verein für Socialpolitik / German Economic Association.
- Carstensen, Kai & Bachmann, Rüdiger & Schneider, Martin & Lautenbacher, Stefan, 2018. "Uncertainty is Change," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181572, Verein für Socialpolitik / German Economic Association.
- Moench, Emanuel & Soofi-Siavash, Soroosh, 2022.
"What moves treasury yields?,"
Journal of Financial Economics, Elsevier, vol. 146(3), pages 1016-1043.
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- Eran Hoffmann, 2018. "The Cyclical Composition of Startups," 2018 Meeting Papers 553, Society for Economic Dynamics.
- Bonciani, Dario, 2015. "Estimating the effects of uncertainty over the business cycle," MPRA Paper 65921, University Library of Munich, Germany.
- Saijo, Hikaru, 2017. "The uncertainty multiplier and business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 1-25.
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"Regime-Dependent Effects of Uncertainty Shocks: A Structural Interpretation,"
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- Freund, L. B & Rendahl, P., 2020.
"Unexpected Effects: Uncertainty, Unemployment, and Inflation,"
Cambridge Working Papers in Economics
2035, Faculty of Economics, University of Cambridge.
- Freund, Lukas B., 2020. "Unexpected Effects: Uncertainty, Unemployment, and Inflation," CEPR Discussion Papers 14690, C.E.P.R. Discussion Papers.
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"The transmission of uncertainty shocks on income inequality: State-level evidence from the United States,"
Working Papers in Regional Science
2018/06, WU Vienna University of Economics and Business.
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- Manfred M. Fischer & Florian Huber & Michael Pfarrhofer, 2018. "The transmission of uncertainty shocks on income inequality: State-level evidence from the United States," Papers 1806.08278, arXiv.org.
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"The stimulative effect of forward guidance,"
Working Papers
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"Uncertainty and Labour Force Participation,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(2), pages 437-471, April.
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"Uncertainty shocks and inflation dynamics in the U.S,"
Economics Letters, Elsevier, vol. 202(C).
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"Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk,"
VfS Annual Conference 2016 (Augsburg): Demographic Change
145961, Verein für Socialpolitik / German Economic Association.
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"Uncertainty and Fiscal Cliffs,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(7), pages 1857-1887, October.
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- Andrew Foerster & Troy Davig, 2014. "Uncertainty and Fiscal Cliffs," 2014 Meeting Papers 717, Society for Economic Dynamics.
- Andrew Foerster & Troy Davig, 2015. "Uncertainty and Fiscal Cliffs," 2015 Meeting Papers 362, Society for Economic Dynamics.
- Troy Davig & Andrew T. Foerster, 2018. "Uncertainty and Fiscal Cliffs," Working Paper Series 2018-12, Federal Reserve Bank of San Francisco.
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"Government Spending Multipliers in (Un)certain Times,"
Discussion Papers of DIW Berlin
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"Volatility Risk Pass-Through,"
CEPR Discussion Papers
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"Measuring Uncertainty and Its Impact on the Economy,"
The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 799-815, December.
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- Andrea Carriero & Todd E. Clark & Marcellino Massimiliano, 2016. "Measuring Uncertainty and Its Impact on the Economy," Working Papers (Old Series) 1622, Federal Reserve Bank of Cleveland.
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- Ahmed Jamal Pirzada, 2017. "Energy Price Uncertainty and Decreasing Pass-through to Core Inflation," Bristol Economics Discussion Papers 17/681, School of Economics, University of Bristol, UK, revised 30 May 2017.
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"Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility,"
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- Mumtaz, Haroon & Theodoridis, Konstantinos, 2020. "Dynamic effects of monetary policy shocks on macroeconomic volatility," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 262-282.
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- Vegard Høghaug Larsen, 2021.
"Components Of Uncertainty,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 769-788, May.
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- Vegard H�ghaug Larsen, 2017. "Components of Uncertainty," Working Papers No 4/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
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"Risky Business Cycles,"
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"Fiscal policy uncertainty and its effects on the real economy: German evidence,"
Oxford Economic Papers, Oxford University Press, vol. 73(4), pages 1516-1535.
- Robert L. Czudaj & Joscha Beckmann, 2020. "Fiscal Policy Uncertainty and its Effects on the Real Economy: German Evidence," Chemnitz Economic Papers 039, Department of Economics, Chemnitz University of Technology, revised Oct 2020.
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"COVID-19 and Monetary Policy with Zero Bounds: A Cross-Country Investigation,"
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- Belke, Ansgar & Volz, Ulrich, 2019.
"Capital flows to emerging market and developing economies: Global liquidity and uncertainty versus country-specific pull factors,"
VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy
203629, Verein für Socialpolitik / German Economic Association.
- Belke, Ansgar & Volz, Ulrich, 2018. "Capital flows to emerging market and developing economies: global liquidity and uncertainty versus country-specific pull factors," IDOS Discussion Papers 23/2018, German Institute of Development and Sustainability (IDOS).
- Kyle Jurado & Sydney C. Ludvigson & Serena Ng, 2015.
"Measuring Uncertainty,"
American Economic Review, American Economic Association, vol. 105(3), pages 1177-1216, March.
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"Does the US Current Account Show a Symmetric Behavior over the Business Cycle?,"
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- Roberto Duncan, 2015. "Does the US current account show a symmetric behavior over the business cycle?," Globalization Institute Working Papers 253, Federal Reserve Bank of Dallas.
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"Empirical evidence on the dynamics of investment under uncertainty in the U.S,"
Economics Discussion / Working Papers
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- Qazi Haque & Leandro M. Magnusson & Kazuki Tomioka, 2019. "Empirical evidence on the dynamics of investment under uncertainty in the US," CAMA Working Papers 2019-87, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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"COVID-19-induced shocks and uncertainty,"
European Economic Review, Elsevier, vol. 139(C).
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- Brianti, Marco & Gati, Laura, 2021. "Information and Communication Technologies and Medium-Run Fluctuations," Working Papers 2021-11, University of Alberta, Department of Economics.
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"Uncertainty Shocks as Second-Moment News Shocks,"
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"Google It Up! A Google Trends-Based Uncertainty Index for the United States and Australia,"
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"Job Uncertainty and Deep Recessions,"
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- Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022.
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The Economic Journal, Royal Economic Society, vol. 132(644), pages 1290-1308.
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Journal of Monetary Economics, Elsevier, vol. 132(C), pages 44-63.
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- Brent Bundick, 2015.
"Estimating the monetary policy rule perceived by forecasters,"
Macro Bulletin, Federal Reserve Bank of Kansas City, pages 1-3, December.
- Brent Bundick, 2015. "Estimating the Monetary Policy Rule Perceived by Forecasters," Economic Review, Federal Reserve Bank of Kansas City, issue Q IV, pages 33-49.
Cited by:
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"Monetary News Shocks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(7), pages 1793-1820, October.
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- George A. Kahn & Andrew Palmer, 2016. "Monetary Policy at the Zero Lower Bound: Revelations from the FOMC's Summary of Economic Projections," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 5-37.
- Jason Choi & Taeyoung Doh, 2016. "Measuring the Stance of Monetary Policy on and off the Zero Lower Bound," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 5-24.
- Natsuki Arai, 2020. "The FOMC’s New Individual Economic Projections and Macroeconomic Theories," Working Papers 2020-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.