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Anna Kormilitsina

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First Name:Anna
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Last Name:Kormilitsina
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RePEc Short-ID:pko288
https://sites.google.com/site/annakormilitsina/

Research output

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Jump to: Working papers Articles Software

Working papers

  1. Anna Kormilitsina & Sarah Zubairy, 2016. "Propagation Mechanisms for Government Spending Shocks: A Bayesian Comparison," Departmental Working Papers 1608, Southern Methodist University, Department of Economics.
  2. Anna Kormilitsina, 2016. "Is Government Spending Predetermined? A Test of Identification for Fiscal Policy Shocks," Departmental Working Papers 1607, Southern Methodist University, Department of Economics.
  3. Anna Kormilitsina & Denis Nekipelov, 2015. "Consistent Variance of the Laplace Type Estimators: Application to DSGE Models," Departmental Working Papers 1510, Southern Methodist University, Department of Economics.
  4. Anna Kormilitsina, 2015. "An Amplification Mechanism in a Model of Energy," Departmental Working Papers 1511, Southern Methodist University, Department of Economics.
  5. Denis Nekipelov & Anna Kormilitsina, 2010. "Numerical Performance of MCMC Algorithms for Classical Estimation," 2010 Meeting Papers 911, Society for Economic Dynamics.
  6. Anna Kormilitsina, 2009. "Oil Price Shocks and the Optimality of Monetary Policy," Departmental Working Papers 0901, Southern Methodist University, Department of Economics.

Articles

  1. Anna Kormilitsina & Denis Nekipelov, 2016. "Consistent Variance Of The Laplace‐Type Estimators: Application To Dsge Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57, pages 603-622, May.
  2. Anna Kormilitsina, 2016. "An amplification mechanism in a model of energy," Canadian Journal of Economics, Canadian Economics Association, vol. 49(4), pages 1425-1440, November.
  3. Anna Kormilitsina, 2013. "Solving Rational Expectations Models with Informational Subperiods: A Perturbation Approach," Computational Economics, Springer;Society for Computational Economics, vol. 41(4), pages 525-555, April.
  4. Anna Kormilitsina, 2011. "Oil Price Shocks and the Optimality of Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 199-223, January.

Software components

  1. Anna Kormilitsina, 2010. "Code and data files for "Oil Price Shocks and the Optimality of Monetary Policy"," Computer Codes 09-106, Review of Economic Dynamics.

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. Anna Kormilitsina & Sarah Zubairy, 2016. "Propagation Mechanisms for Government Spending Shocks: A Bayesian Comparison," Departmental Working Papers 1608, Southern Methodist University, Department of Economics.

    Cited by:

    1. Anna Kormilitsina, 2016. "Is Government Spending Predetermined? A Test of Identification for Fiscal Policy Shocks," Departmental Working Papers 1607, Southern Methodist University, Department of Economics.
    2. Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2017. "Great recession, slow recovery and muted fiscal policies in the US," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 140-161.
    3. Fève, Patrick & Sahuc, Jean-Guillaume, 2013. "On the Size of the Government Spending Multiplier in the Euro Area," TSE Working Papers 13-396, Toulouse School of Economics (TSE), revised Nov 2013.
    4. Cristiano Cantore & Paul Levine & Giovanni Melina, 2014. "Deep versus superficial habit: It’s all in the persistence," School of Economics Discussion Papers 0714, School of Economics, University of Surrey.
    5. Nooman Rebei, 2017. "Evaluating Changes in the Transmission Mechanism of Government Spending Shocks," IMF Working Papers 17/49, International Monetary Fund.
    6. Barnichon, Régis & Matthes, Christian, 2016. "Understanding the Size of the Government Spending Multiplier: It's in the Sign," CEPR Discussion Papers 11373, C.E.P.R. Discussion Papers.

  2. Anna Kormilitsina & Denis Nekipelov, 2015. "Consistent Variance of the Laplace Type Estimators: Application to DSGE Models," Departmental Working Papers 1510, Southern Methodist University, Department of Economics.

    Cited by:

    1. Pablo Guerron-quintana & Atsushi Inoue & Lutz Kilian, 2014. "Impulse response matching estimators for DSGE models," Vanderbilt University Department of Economics Working Papers 14-00014, Vanderbilt University Department of Economics.
    2. Fernández-Villaverde, J. & Rubio-Ramírez, J.F. & Schorfheide, F., 2016. "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, Elsevier.
    3. Atsushi Inoue & Mototsugu Shintania, 2014. "Quasi-Bayesian Model Selection," Departmental Working Papers 1402, Southern Methodist University, Department of Economics.

  3. Anna Kormilitsina, 2015. "An Amplification Mechanism in a Model of Energy," Departmental Working Papers 1511, Southern Methodist University, Department of Economics.

    Cited by:

    1. Anna Kormilitsina, 2009. "Oil Price Shocks and the Optimality of Monetary Policy," Departmental Working Papers 0901, Southern Methodist University, Department of Economics.

  4. Anna Kormilitsina, 2009. "Oil Price Shocks and the Optimality of Monetary Policy," Departmental Working Papers 0901, Southern Methodist University, Department of Economics.

    Cited by:

    1. Verónica Acurio Vásconez, 2015. "What if oil is less substitutable? A New-Keynesian Model with Oil, Price and Wage Stickiness including Capital Accumulation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01167027, HAL.
    2. Usama Almulali & Che Normee Binti Che Sab, 2013. "Exploring the impact of oil revenues on OPEC members' macroeconomy," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 37(4), pages 416-428, December.
    3. Fédéric Holm-Hadulla & Kirstin Hubrich, 2017. "Macroeconomic Implications of Oil Price Fluctuations : A Regime-Switching Framework for the Euro Area," Finance and Economics Discussion Series 2017-063, Board of Governors of the Federal Reserve System (U.S.).
    4. Semko Roman, 2013. "Optimal economic policy and oil prices shocks in Russia," EERC Working Paper Series 13/03e, EERC Research Network, Russia and CIS.
    5. Arnoud Stevens, 2015. "Optimal monetary policy response to endogenous oil price fluctuations," Working Paper Research 277, National Bank of Belgium.
    6. Nurtac Yildirim & Oguzhan Ozcelebi & Seval Oral Ozkan, 2015. "Revisiting the impacts of oil price increases on monetary policy implementation in the largest oil importers," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics, vol. 33(1), pages 11-35.
    7. Vipin Arora & Pedro Gomis-Porqueras, 2011. "A Repayment Model of House Prices Oil Price Dynamics in a Real Business Cycle Model," Monash Economics Working Papers 11-11, Monash University, Department of Economics.
    8. Jean-Marc Natal, 2009. "Monetary policy response to oil price shocks," Working Paper Series 2009-16, Federal Reserve Bank of San Francisco.
    9. Amir Yaron & Steffen Hitzemann, 2017. "Welfare Costs of Oil Shocks," 2017 Meeting Papers 1381, Society for Economic Dynamics.
    10. William T. Gavin & Benjamin D. Keen & Finn E. Kydland, 2013. "Monetary policy, the tax code, and the real effects of energy shocks," Working Papers 2013-019, Federal Reserve Bank of St. Louis.
    11. Al-Abri, Almukhtar Saif, 2014. "Optimal exchange rate policy for a small oil-exporting country: A dynamic general equilibrium perspective," Economic Modelling, Elsevier, vol. 36(C), pages 88-98.
    12. Anna Kormilitsina, 2016. "An amplification mechanism in a model of energy," Canadian Journal of Economics, Canadian Economics Association, vol. 49(4), pages 1425-1440, November.
    13. Hou, Keqiang & Mountain, Dean C. & Wu, Ting, 2016. "Oil price shocks and their transmission mechanism in an oil-exporting economy: A VAR analysis informed by a DSGE model," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 21-49.
    14. Zhishuang Zhu & Huaming Zhang & Gege Tao & Feng Yu, 2016. "Effects of gas pricing reform on China’s price level and total output," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 84(1), pages 167-178, November.
    15. Anna Kormilitsina & Denis Nekipelov, 2015. "Consistent Variance of the Laplace Type Estimators: Application to DSGE Models," Departmental Working Papers 1510, Southern Methodist University, Department of Economics.
    16. James B. Bullard, 2011. "Measuring inflation: the core is rotten," Review, Federal Reserve Bank of St. Louis, issue July, pages 223-234.
    17. Bodenstein, Martin & Guerrieri, Luca & Kilian, Lutz, 2012. "Monetary policy responses to oil price fluctuations," CEPR Discussion Papers 8928, C.E.P.R. Discussion Papers.
    18. Taghizadeh Hesary Farhad & Naoyuki Yoshino, 2013. "Empirical Analysis of Oil Price Determination Based on Market Quality Theory," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-044, Keio/Kyoto Joint Global COE Program.
    19. Liu, Jing-Yu & Lin, Shih-Mo & Xia, Yan & Fan, Ying & Wu, Jie, 2015. "A financial CGE model analysis: Oil price shocks and monetary policy responses in China," Economic Modelling, Elsevier, vol. 51(C), pages 534-543.
    20. Carlo Rosa, 2013. "The high-frequency response of energy prices to monetary policy: understanding the empirical evidence," Staff Reports 598, Federal Reserve Bank of New York.
    21. Drago Bergholt & Vegard H Larsen & Martin Seneca, 2017. "Business cycles in an oil economy," BIS Working Papers 618, Bank for International Settlements.
    22. Raghavan, Mala, 2015. "The macroeconomic effects of oil price shocks on ASEAN-5 economies," Working Papers 2015-10, University of Tasmania, Tasmanian School of Business and Economics.
    23. Rosa, Carlo, 2014. "The high-frequency response of energy prices to U.S. monetary policy: Understanding the empirical evidence," Energy Economics, Elsevier, vol. 45(C), pages 295-303.
    24. Pan, Zhiyuan & Wang, Yudong & Liu, Li, 2016. "The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach," Energy Economics, Elsevier, vol. 56(C), pages 453-463.

Articles

  1. Anna Kormilitsina & Denis Nekipelov, 2016. "Consistent Variance Of The Laplace‐Type Estimators: Application To Dsge Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57, pages 603-622, May.
    See citations under working paper version above.
  2. Anna Kormilitsina, 2016. "An amplification mechanism in a model of energy," Canadian Journal of Economics, Canadian Economics Association, vol. 49(4), pages 1425-1440, November.
    See citations under working paper version above.
  3. Anna Kormilitsina, 2013. "Solving Rational Expectations Models with Informational Subperiods: A Perturbation Approach," Computational Economics, Springer;Society for Computational Economics, vol. 41(4), pages 525-555, April.

    Cited by:

    1. Anna Kormilitsina, 2016. "Is Government Spending Predetermined? A Test of Identification for Fiscal Policy Shocks," Departmental Working Papers 1607, Southern Methodist University, Department of Economics.
    2. Anna Kormilitsina & Sarah Zubairy, 2015. "Propagation Mechanisms for Government Spending Shocks: A Bayesian Comparison," EcoMod2015 8646, EcoMod.
    3. Tomasz Makarewicz, 2017. "Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model," Computational Economics, Springer;Society for Computational Economics, vol. 50(2), pages 231-279, August.

  4. Anna Kormilitsina, 2011. "Oil Price Shocks and the Optimality of Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 199-223, January.
    See citations under working paper version above.

Software components

    Sorry, no citations of software components recorded.

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. New Economic School Alumni

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 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-MAC: Macroeconomics (6) 2009-02-14 2016-06-18 2016-06-18 2016-07-02 2016-07-02 2017-04-09. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (4) 2009-02-14 2016-06-18 2016-06-18 2016-07-02. Author is listed
  3. NEP-CBA: Central Banking (1) 2009-02-14
  4. NEP-ECM: Econometrics (1) 2016-06-18
  5. NEP-ENE: Energy Economics (1) 2016-07-02
  6. NEP-MON: Monetary Economics (1) 2009-02-14

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