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Jason Choi

Personal Details

First Name:Jason
Middle Name:
Last Name:Choi
Suffix:
RePEc Short-ID:pch1567

Affiliation

(50%) Department of Finance, Investment and Banking
School of Business
University of Wisconsin-Madison

Madison, Wisconsin (United States)
http://www.bus.wisc.edu/finance/
RePEc:edi:dfuwius (more details at EDIRC)

(50%) Economics Department
University of Wisconsin-Madison

Madison, Wisconsin (United States)
http://www.econ.wisc.edu/
RePEc:edi:eduwius (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jason Choi & Andrew T. Foerster, 2016. "Optimal monetary policy regime switches," Research Working Paper RWP 16-7, Federal Reserve Bank of Kansas City.

Articles

  1. Jason Choi & Taeyoung Doh & Andrew Foerster & Zinnia Martinez, 2022. "Monetary Policy Stance Is Tighter than Federal Funds Rate," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2022(30), pages 1-5, November.
  2. Jason Choi & Andrew Foerster, 2021. "Optimal Monetary Policy Regime Switches," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 42, pages 333-346, October.
  3. Jason Choi & Andrew T. Foerster, 2017. "The Changing Input-Output Network Structure of the U.S. Economy," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 23-49.
  4. 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.
  5. Jason Choi & Andrew T. Foerster, 2016. "Consumption Growth Regimes and the Post-Financial Crisis Recovery," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 25-48.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Jason Choi & Andrew T. Foerster, 2016. "Optimal monetary policy regime switches," Research Working Paper RWP 16-7, Federal Reserve Bank of Kansas City.

    Cited by:

    1. Stéphane Lhuissier & Fabien Tripier, 2019. "Regime-Dependent Effects of Uncertainty Shocks: A Structural Interpretation," Working papers 714, Banque de France.
    2. Troy A. Davig & Andrew T. Foerster, 2017. "Communicating Monetary Policy Rules," Research Working Paper RWP 17-4, Federal Reserve Bank of Kansas City.
    3. Guido Ascari & Anna Florio & Alessandro Gobbi, 2020. "Controlling Inflation With Timid Monetary–Fiscal Regime Changes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(2), pages 1001-1024, May.
    4. Jason Choi & Andrew T. Foerster, 2016. "Optimal monetary policy regime switches," Research Working Paper RWP 16-7, Federal Reserve Bank of Kansas City.
    5. Neusser, Klaus, 2019. "Time–varying rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
    6. Ascari, Guido & Florio, Anna & Gobbi, Alessandro, 2018. "High trend inflation and passive monetary detours," Bank of Finland Research Discussion Papers 6/2018, Bank of Finland.
    7. Sebastián Cadavid Sánchez, 2018. "Monetary policy and structural changes in Colombia, 1990-2016: A Markov Switching approach," Documentos CEDE 016970, Universidad de los Andes – Facultad de Economía – CEDE.
    8. Faulwasser Timm & Gross Marco & Loungani Prakash & Semmler Willi, 2020. "Unconventional monetary policy in a nonlinear quadratic model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(5), pages 1-19, December.
    9. Ernst, Ekkehard & Semmler, Willi & Haider, Alexander, 2016. "Debt deflation, financial market stress and regime change: Evidence from Europe using MRVAR," ZEW Discussion Papers 16-030, ZEW - Leibniz Centre for European Economic Research.
    10. Smith, A. Lee, 2016. "When does the cost channel pose a challenge to inflation targeting central banks?," European Economic Review, Elsevier, vol. 89(C), pages 471-494.

Articles

  1. Jason Choi & Taeyoung Doh & Andrew Foerster & Zinnia Martinez, 2022. "Monetary Policy Stance Is Tighter than Federal Funds Rate," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2022(30), pages 1-5, November.

    Cited by:

    1. Simon H. Kwan & Louis Liu, 2022. "Financial Market Conditions during Monetary Tightening," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2023(03), pages 1-6, February.
    2. Taeyoung Doh & Andrew Foerster, 2022. "Have Lags in Monetary Policy Transmission Shortened?," Economic Bulletin, Federal Reserve Bank of Kansas City, issue December , pages 1-3, December.

  2. Jason Choi & Andrew Foerster, 2021. "Optimal Monetary Policy Regime Switches," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 42, pages 333-346, October.
    See citations under working paper version above.
  3. Jason Choi & Andrew T. Foerster, 2017. "The Changing Input-Output Network Structure of the U.S. Economy," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 23-49.

    Cited by:

    1. Andrew T. Foerster & Eric LaRose & Pierre-Daniel G. Sarte, 2018. "Idiosyncratic Sectoral Growth, Balanced Growth, and Sectoral Linkages," Economic Quarterly, Federal Reserve Bank of Richmond, issue 2Q, pages 79-101.
    2. Leonidov, Andrey & Serebryannikova, Ekaterina, 2019. "Dynamical topology of highly aggregated input–output networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 518(C), pages 234-252.
    3. Frank Smets & Joris Tielens & Jan Van Hove, 2018. "Pipeline Pressures and Sectoral Inflation Dynamics," Working Paper Research 351, National Bank of Belgium.

  4. 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.

    Cited by:

    1. Eijffinger, Sylvester C W & Malagon, Jonathan, 2018. "Financial spillovers of international monetary policy: Six hypotheses on the Latin American case, 2010-2016," CEPR Discussion Papers 12678, C.E.P.R. Discussion Papers.
    2. Jean-Guillaume Sahuc & Sarah Mouabbi, 2019. "Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies," EconomiX Working Papers 2019-2, University of Paris Nanterre, EconomiX.
    3. Kavanagh, Ella & Zhu, Sheng & O’Sullivan, Niall, 2022. "Monetary policy, trade-offs and the transmission of UK Monetary Policy," Journal of Policy Modeling, Elsevier, vol. 44(6), pages 1128-1147.
    4. Craig S. Hakkio & Andrew Lee Smith, 2017. "Bond Premiums and the Natural Real Rate of Interest," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 5-39.
    5. Thi Bich Ngoc Tran & Hoang Cam Huong Pham, 2020. "The Spillover Effects of the US Unconventional Monetary Policy: New Evidence from Asian Developing Countries," JRFM, MDPI, vol. 13(8), pages 1-26, July.
    6. Benjamin K. Johannsen & Elmar Mertens, 2016. "A Time Series Model of Interest Rates With the Effective Lower Bound," Finance and Economics Discussion Series 2016-033, Board of Governors of the Federal Reserve System (U.S.).
    7. Taeyoung Doh & Andrew Foerster, 2022. "Have Lags in Monetary Policy Transmission Shortened?," Economic Bulletin, Federal Reserve Bank of Kansas City, issue December , pages 1-3, December.

  5. Jason Choi & Andrew T. Foerster, 2016. "Consumption Growth Regimes and the Post-Financial Crisis Recovery," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 25-48.

    Cited by:

    1. Constantin ANGHELACHE & Ștefan Virgil IACOB & Dana Luiza GRIGORESCU, 2020. "The analysis of the quarterly evolution of the gross domestic product in 2019," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(1(622), S), pages 171-182, Spring.
    2. Alexandru MANOLE & Mariana BUNEA & Ana CARP & Diana-Valentina SOARE & Maria MIREA, 2017. "Model analysis of the correlation between final consumption and its components," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(2), pages 105-113, February.
    3. Madalina-Gabriela ANGHEL & Ana CARP & Marian SFETCU & Stefan Gabriel DUMBRAVA, 2017. "Econometric Model For Analyzing The Influence Of Factors On Final Consumption," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(10), pages 123-131, October.
    4. Jason Brown, 2017. "Identifying State-Level Recessions," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 85-108.
    5. Constantin ANGHELACHE & Madalina-Gabriela ANGHEL & Radu STOICA, 2017. "Quarterly Analysis Of Gross Domestic Product Evolution - Significance Of Growth Rate," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(6), pages 16-28, June.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (2) 2016-10-09 2019-02-11. Author is listed
  2. NEP-MON: Monetary Economics (2) 2016-10-09 2019-02-11. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (1) 2019-02-11. Author is listed
  4. NEP-FDG: Financial Development & Growth (1) 2019-02-11. Author is listed

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