Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E5: Monetary Policy, Central Banking, and the Supply of Money and Credit
/ / / E52: Monetary Policy

2017

• Kim, Won Joong & Hammoudeh, Shawkat & Hyun, Jun Seog & Gupta, Rangan, 2017, "Oil price shocks and China's economy: Reactions of the monetary policy to oil price shocks," Energy Economics, Elsevier, volume 62, issue C, pages 61-69, DOI: 10.1016/j.eneco.2016.12.007.
• Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan, 2017, "Dynamic spillover between commodities and commodity currencies during United States Q.E," Energy Economics, Elsevier, volume 66, issue C, pages 399-410, DOI: 10.1016/j.eneco.2017.07.008.
• Us, Vuslat, 2017, "Dynamics of non-performing loans in the Turkish banking sector by an ownership breakdown: The impact of the global crisis," Finance Research Letters, Elsevier, volume 20, issue C, pages 109-117, DOI: 10.1016/j.frl.2016.09.016.
• Kryzanowski, Lawrence & Zhang, Jie & Zhong, Rui, 2017, "Cross-financial-market correlations and quantitative easing," Finance Research Letters, Elsevier, volume 20, issue C, pages 13-21, DOI: 10.1016/j.frl.2016.06.011.
• Kurowski, Łukasz Kamil & Rogowicz, Karol, 2017, "Negative interest rates as systemic risk event," Finance Research Letters, Elsevier, volume 22, issue C, pages 153-157, DOI: 10.1016/j.frl.2017.04.001.
• Agénor, Pierre-Richard & Pereira da Silva, Luiz, 2017, "Cyclically adjusted provisions and financial stability," Journal of Financial Stability, Elsevier, volume 28, issue C, pages 143-162, DOI: 10.1016/j.jfs.2016.12.009.
• Cesa-Bianchi, Ambrogio & Rebucci, Alessandro, 2017, "Does easing monetary policy increase financial instability?," Journal of Financial Stability, Elsevier, volume 30, issue C, pages 111-125, DOI: 10.1016/j.jfs.2017.04.001.
• Berger, Allen N. & Bouwman, Christa H.S., 2017, "Bank liquidity creation, monetary policy, and financial crises," Journal of Financial Stability, Elsevier, volume 30, issue C, pages 139-155, DOI: 10.1016/j.jfs.2017.05.001.
• Krainer, Robert E., 2017, "Economic stability under alternative banking systems: Theory and policy," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 107-118, DOI: 10.1016/j.jfs.2017.05.005.
• Malovaná, Simona & Frait, Jan, 2017, "Monetary policy and macroprudential policy: Rivals or teammates?," Journal of Financial Stability, Elsevier, volume 32, issue C, pages 1-16, DOI: 10.1016/j.jfs.2017.08.004.
• Herman, Alexander & Igan, Deniz & Solé, Juan, 2017, "The macroeconomic relevance of bank and nonbank credit: An exploration of U.S. data," Journal of Financial Stability, Elsevier, volume 32, issue C, pages 124-141, DOI: 10.1016/j.jfs.2017.06.009.
• Laséen, Stefan & Pescatori, Andrea & Turunen, Jarkko, 2017, "Systemic risk: A new trade-off for monetary policy?," Journal of Financial Stability, Elsevier, volume 32, issue C, pages 70-85, DOI: 10.1016/j.jfs.2017.08.002.
• Chatziantoniou, Ioannis & Filis, George & Floros, Christos, 2017, "Asset prices regime-switching and the role of inflation targeting monetary policy," Global Finance Journal, Elsevier, volume 32, issue C, pages 97-112, DOI: 10.1016/j.gfj.2015.12.002.
• Fujiwara, Ippei & Wang, Jiao, 2017, "Optimal monetary policy in open economies revisited," Journal of International Economics, Elsevier, volume 108, issue C, pages 300-314, DOI: 10.1016/j.jinteco.2017.07.006.
• Holston, Kathryn & Laubach, Thomas & Williams, John C., 2017, "Measuring the natural rate of interest: International trends and determinants," Journal of International Economics, Elsevier, volume 108, issue S1, pages 59-75, DOI: 10.1016/j.jinteco.2017.01.004.
• Nguyen, Anh D.M. & Dridi, Jemma & Unsal, Filiz D. & Williams, Oral H., 2017, "On the drivers of inflation in Sub-Saharan Africa," International Economics, Elsevier, volume 151, issue C, pages 71-84, DOI: 10.1016/j.inteco.2017.04.002.
• Salachas, Evangelos N. & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2017, "The bank-lending channel and monetary policy during pre- and post-2007 crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 47, issue C, pages 176-187, DOI: 10.1016/j.intfin.2016.10.003.
• Hännikäinen, Jari, 2017, "When does the yield curve contain predictive power? Evidence from a data-rich environment," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 1044-1064, DOI: 10.1016/j.ijforecast.2017.05.006.
• Fujiki, Hiroshi & Tomura, Hajime, 2017, "Fiscal cost to exit quantitative easing: the case of Japan," Japan and the World Economy, Elsevier, volume 42, issue C, pages 1-11, DOI: 10.1016/j.japwor.2017.02.003.

2016

• Philipp König & Kerstin Bernoth, 2016, "The Eurosystem's Agreement on Net Financial Assets (ANFA): Covert Monetary Financing or Legitimate Portfolio Management?," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 6, issue 12/13, pages 141-150.
• Corporate author, 2016, "National Central Banks Should Become More Transparent: Seven Questions to Philipp König," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 6, issue 12/13, pages 151-151.
• Malte Rieth & Lisa Gehrt, 2016, "ECB Asset Purchase Programs Raise Inflation Expectations in the Euro Area," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 6, issue 38, pages 463-469.
• Corporate author, 2016, "ECB Announcements Lift Inflation Expectations by Overall 20–30 Basis Points: Seven Questions to Malte Rieth," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 6, issue 38, pages 470-470.
• Kerstin Bernoth & Philipp König & Benjamin Beckers, 2016, "ECB Asset Purchases May Affect Wealth Distribution," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 6, issue 7, pages 75-81.
• Corporate author, 2016, "Wealth Inequality Set to Increase in the Short Term: Eight Questions to Kerstin Bernoth," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 6, issue 7, pages 82-82.
• Malte Rieth & Michele Piffer & Michael Hachula, 2016, "ECB Policies Effective in the Euro Area and Germany," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 6, issue 7, pages 83-91.
• Corporate author, 2016, "Our Study Shows That the ECB's Measures Have Been Effective: Seven Questions to Malte Rieth," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 6, issue 7, pages 92-92.
• Markus Demary, 2016, "Lassen sich aus den Ursachen des Niedrigzinsumfeldes Wege für eine Zinswende ableiten?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 85, issue 1, pages 159-172, DOI: 10.3790/vjh.85.1.159.
• Andreas Bley & Jan Philip Weber, 2016, "Highway to the Danger Zone: die Gefahren des Niedrigzinses nehmen zu," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 85, issue 1, pages 31-44, DOI: 10.3790/vjh.85.1.31.
• Klaus Wiener & Rolf Ketzler, 2016, "Versicherungswirtschaft und Niedrigzinsumfeld: Risiken, Nebenwirkungen und Anpassungsstrategien," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 85, issue 1, pages 65-79, DOI: 10.3790/vjh.85.1.65.
• Philipp König & Kerstin Bernoth, 2016, "Verdeckte Staatsfinanzierung oder erlaubte Portfoliosteuerung? Das ANFA-Abkommen des Eurosystems," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 83, issue 12/13, pages 243-252.
• Corporate author, 2016, "Die nationalen Notenbanken sollten transparenter werden: Sieben Fragen an Philipp König," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 83, issue 12/13, pages 253-253.
• Malte Rieth & Lisa Gehrt, 2016, "Anleihekaufprogramme der EZB heben Inflationserwartungen im Euroraum," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 83, issue 38, pages 858-865.
• Kerstin Bernoth & Philipp König & Benjamin Beckers, 2016, "EZB-Anleihekäufe können Vermögensverteilung beeinflussen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 83, issue 7, pages 127-134.
• Corporate author, 2016, "Das Anleihekaufprogramm der EZB dürfte die Vermögensungleichverteilung zunächst verstärken: Acht Fragen an Kerstin Bernoth," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 83, issue 7, pages 135-135.
• Malte Rieth & Michele Piffer & Michael Hachula, 2016, "EZB-Politik erfolgreich im Euroraum und in Deutschland," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 83, issue 8, pages 139-147.
• Corporate author, 2016, "Unsere Untersuchung zeigt, dass die Maßnahmen der EZB sehr effektiv waren: Sieben Fragen an Malte Rieth," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 83, issue 8, pages 148-148.
• Michele Piffer, 2016, "Monetary Policy and Defaults in the US," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1559.
• Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Coskun Akdeniz, 2016, "Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1588.
• Michael Hachula & Michele Piffer & Malte Rieth, 2016, "Unconventional Monetary Policy, Fiscal Side Effects and Euro Area (Im)balances," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1596.
• Benjamin Beckers & Kerstin Bernoth, 2016, "Monetary Policy and Mispricing in Stock Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1605.
• Christian Dreger & Dieter Gerdesmeier & Barbara Roffia, 2016, "Re-vitalizing Money Demand in the Euro Area: Still Valid at the Zero Lower Bound," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1606.
• Philipp Engler & Wolfgang Strehl, 2016, "The Macroeconomic Effects of Progressive Taxes and Welfare," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1626.
• Antonia Lopez-Villavicencio & Valérie Mignon, 2016, "Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and institutional quality matter?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-18.
• Hamza Bennani, 2016, "Media Coverage and ECB Policy-Making: Evidence from a New Index," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-38.
• Dudley Cooke & Tatiana Damjanovic, 2016, "Optimal Fiscal Policy in a Model of Firm Entry and Financial Frictions," CEMAP Working Papers, Durham University Business School, number 2016_02, Jun.
• Benchimol, Jonathan & Fourçans, André, 2016, "Nominal income versus Taylor-type rules in practice," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1610, Jul.
• Windischbauer, Ulrich, 2016, "Strengthening the role of local currencies in EU candidate and potential candidate countries," Occasional Paper Series, European Central Bank, number 170, Apr.
• Coenen, Günter & Schmidt, Sebastian, 2016, "The role of the ECB’s asset purchases in preventing a potential de-anchoring of longer-term inflation expectations," Research Bulletin, European Central Bank, volume 25.
• Schmidt, Sebastian, 2016, "The effective lower bound: some implications for inflation dynamics beyond the current low interest rate environment," Research Bulletin, European Central Bank, volume 29.
• Correia, Isabel & De Fiore, Fiorella & Teles, Pedro & Tristani, Oreste, 2016, "Credit subsidies," Working Paper Series, European Central Bank, number 1877, Jan.
• Kaplan, Greg & Moll, Benjamin & Violante, Giovanni L., 2016, "Monetary policy according to HANK," Working Paper Series, European Central Bank, number 1899, Apr.
• Laeven, Luc & Dell’Ariccia, Giovanni & Suarez, Gustavo A., 2016, "Bank leverage and monetary policy's risk-taking channel: evidence from the United States," Working Paper Series, European Central Bank, number 1903, May.
• Cassola, Nuno & Koulischer, François, 2016, "The collateral channel of open market operations," Working Paper Series, European Central Bank, number 1906, May.
• Schmidt, Sebastian & Nakata, Taisuke & Hills, Timothy, 2016, "The risky steady state and the interest rate lower bound," Working Paper Series, European Central Bank, number 1913, Jun.
• Kok, Christoffer & Darracq Pariès, Matthieu & Hałaj, Grzegorz, 2016, "Bank capital structure and the credit channel of central bank asset purchases," Working Paper Series, European Central Bank, number 1916, Jun.
• Jung, Alexander, 2016, "Have monetary data releases helped markets to predict the interest rate decisions of the European Central Bank?," Working Paper Series, European Central Bank, number 1926, Jul.
• De Santis, Roberto A., 2016, "Impact of the asset purchase programme on euro area government bond yields using market news," Working Paper Series, European Central Bank, number 1939, Jul.
• Thomas, Carlos & Hurtado, Samuel & Arce, Óscar, 2016, "Policy spillovers and synergies in a monetary union," Working Paper Series, European Central Bank, number 1942, Aug.
• Łyziak, Tomasz & Paloviita, Maritta, 2016, "Anchoring of inflation expectations in the euro area: recent evidence based on survey data," Working Paper Series, European Central Bank, number 1945, Aug.
• Breckenfelder, Johannes & De Fiore, Fiorella & Andrade, Philippe & Karadi, Peter & Tristani, Oreste, 2016, "The ECB's asset purchase programme: an early assessment," Working Paper Series, European Central Bank, number 1956, Sep.
• Jung, Alexander, 2016, "Have FOMC minutes helped markets to predict FED funds rate changes?," Working Paper Series, European Central Bank, number 1961, Sep.
• Camba-Méndez, Gonzalo & Durré, Alain & Mongelli, Francesco Paolo, 2016, "Bank interest rate setting in the euro area during the Great Recession," Working Paper Series, European Central Bank, number 1965, Sep.
• Alessi, Lucia & Kerssenfischer, Mark, 2016, "The response of asset prices to monetary policy shocks: stronger than thought," Working Paper Series, European Central Bank, number 1967, Sep.
• Falconio, Andrea, 2016, "Carry trades and monetary conditions," Working Paper Series, European Central Bank, number 1968, Oct.
• Darracq Pariès, Matthieu & Kühl, Michael, 2016, "The optimal conduct of central bank asset purchases," Working Paper Series, European Central Bank, number 1973, Nov.
• Schmidt, Sebastian & Nakata, Taisuke, 2016, "Gradualism and liquidity traps," Working Paper Series, European Central Bank, number 1976, Nov.
• Altavilla, Carlo & Canova, Fabio & Ciccarelli, Matteo, 2016, "Mending the broken link: heterogeneous bank lending and monetary policy pass-through," Working Paper Series, European Central Bank, number 1978, Nov.
• Schmidt, Sebastian & Nakata, Taisuke, 2016, "The risk-adjusted monetary policy rule," Working Paper Series, European Central Bank, number 1985, Nov.
• Brunnermeier, Markus K. & Sannikov, Yuliy, 2016, "The I Theory of Money," Research Papers, Stanford University, Graduate School of Business, number 3431, Jan.
• Siba Dayyabu & Ahmad Azrin Adnan & Zunaidah Sulong, 2016, "Effectiveness of Foreign Exchange Market Intervention in Nigeria (1970-2013)," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 1, pages 279-287.
• Umit Bulut, 2016, "Do Financial Conditions have a Predictive Power on Inflation in Turkey?," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 2, pages 621-628.
• Sallahuddin Hassan & Musa Murtala, 2016, "The Role of Domestic Private Investment in Promoting Per Capita Income Convergence amongst Association of Southeast Asian Nations-5 Economies," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 4, pages 1299-1303.
• Mete Han Yagmur, 2016, "Monetary Policy Response to Exchange Rates: An Empirical Investigation," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 4, pages 1392-1399.
• Deng, Kaihua & Todd, Walker, 2016, "Is the US quantitative easing more effective than China's? A second thought," China Economic Review, Elsevier, volume 38, issue C, pages 11-23, DOI: 10.1016/j.chieco.2015.11.007.
• Dumrongrittikul, Taya & Anderson, Heather M., 2016, "How do shocks to domestic factors affect real exchange rates of Asian developing countries?," Journal of Development Economics, Elsevier, volume 119, issue C, pages 67-85, DOI: 10.1016/j.jdeveco.2015.10.004.
• Suh, Hyunduk & Walker, Todd B., 2016, "Taking financial frictions to the data," Journal of Economic Dynamics and Control, Elsevier, volume 64, issue C, pages 39-65, DOI: 10.1016/j.jedc.2015.12.001.
• Bask, Mikael & Proaño, Christian R., 2016, "Optimal monetary policy under learning and structural uncertainty in a New Keynesian model with a cost channel and inflation inertia," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 112-126, DOI: 10.1016/j.jedc.2016.05.009.
• Garín, Julio & Lester, Robert & Sims, Eric, 2016, "On the desirability of nominal GDP targeting," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 21-44, DOI: 10.1016/j.jedc.2016.05.004.
• Lakdawala, Aeimit, 2016, "Changes in Federal Reserve preferences," Journal of Economic Dynamics and Control, Elsevier, volume 70, issue C, pages 124-143, DOI: 10.1016/j.jedc.2016.07.003.
• Schmidt, Sebastian, 2016, "Lack of confidence, the zero lower bound, and the virtue of fiscal rules," Journal of Economic Dynamics and Control, Elsevier, volume 70, issue C, pages 36-53, DOI: 10.1016/j.jedc.2016.06.005.
• Bonciani, Dario & Roye, Björn van, 2016, "Uncertainty shocks, banking frictions and economic activity," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 200-219, DOI: 10.1016/j.jedc.2016.09.008.
• Nakata, Taisuke, 2016, "Optimal fiscal and monetary policy with occasionally binding zero bound constraints," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 220-240, DOI: 10.1016/j.jedc.2016.09.011.
• Rychalovska, Yuliya, 2016, "The implications of financial frictions and imperfect knowledge in the estimated DSGE model of the U.S. economy," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 259-282, DOI: 10.1016/j.jedc.2016.09.014.
• Leith, Campbell & Liu, Ding, 2016, "The inflation bias under Calvo and Rotemberg pricing," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 283-297, DOI: 10.1016/j.jedc.2016.09.002.
• Hendrickson, Joshua R. & Salter, Alexander William, 2016, "Money, liquidity, and the structure of production," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 314-328, DOI: 10.1016/j.jedc.2016.10.001.
• Di Bartolomeo, Giovanni & Di Pietro, Marco & Giannini, Bianca, 2016, "Optimal monetary policy in a New Keynesian model with heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 373-387, DOI: 10.1016/j.jedc.2016.10.003.
• Belongia, Michael T. & Ireland, Peter N., 2016, "The evolution of U.S. monetary policy: 2000–2007," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 78-93, DOI: 10.1016/j.jedc.2016.09.009.
• Thistle, John G. & Miller, Daniel E., 2016, "No free lunch: Fundamental tradeoffs in macroeconomic policy," Economic Analysis and Policy, Elsevier, volume 51, issue C, pages 104-121, DOI: 10.1016/j.eap.2016.07.001.
• Razafindrabe, Tovonony M., 2016, "A multi-country DSGE model with incomplete exchange rate pass-through: An application for the Euro-area," Economic Modelling, Elsevier, volume 52, issue PA, pages 78-100, DOI: 10.1016/j.econmod.2015.03.003.
• Vespignani, Joaquin L. & Ratti, Ronald A., 2016, "Not all international monetary shocks are alike for the Japanese economy," Economic Modelling, Elsevier, volume 52, issue PB, pages 822-837, DOI: 10.1016/j.econmod.2015.10.019.
• Rusnák, Marek, 2016, "Nowcasting Czech GDP in real time," Economic Modelling, Elsevier, volume 54, issue C, pages 26-39, DOI: 10.1016/j.econmod.2015.12.010.
• Chesang, Laban K. & Naraidoo, Ruthira, 2016, "Parameter uncertainty and inflation dynamics in a model with asymmetric central bank preferences," Economic Modelling, Elsevier, volume 56, issue C, pages 1-10, DOI: 10.1016/j.econmod.2016.03.004.
• de Moraes, Claudio Oliveira & Montes, Gabriel Caldas & Antunes, José Américo Pereira, 2016, "How does capital regulation react to monetary policy? New evidence on the risk-taking channel," Economic Modelling, Elsevier, volume 56, issue C, pages 177-186, DOI: 10.1016/j.econmod.2016.03.025.
• Xu, Yingying & Chang, Hsu-Ling & Lobonţ, Oana-Ramona & Su, Chi-Wei, 2016, "Modeling heterogeneous inflation expectations: empirical evidence from demographic data?," Economic Modelling, Elsevier, volume 57, issue C, pages 153-163, DOI: 10.1016/j.econmod.2016.04.017.
• Goyal, Ashima & Arora, Sanchit, 2016, "Estimating the Indian natural interest rate: A semi-structural approach," Economic Modelling, Elsevier, volume 58, issue C, pages 141-153, DOI: 10.1016/j.econmod.2016.05.023.
• García-Posada, Miguel & Marchetti, Marcos, 2016, "The bank lending channel of unconventional monetary policy: The impact of the VLTROs on credit supply in Spain," Economic Modelling, Elsevier, volume 58, issue C, pages 427-441, DOI: 10.1016/j.econmod.2016.05.002.
• Medina, Juan Pablo & Soto, Claudio, 2016, "Commodity prices and fiscal policy in a commodity exporting economy," Economic Modelling, Elsevier, volume 59, issue C, pages 335-351, DOI: 10.1016/j.econmod.2016.08.002.
• Kamber, Gunes & McDonald, Chris & Sander, Nick & Theodoridis, Konstantinos, 2016, "Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model," Economic Modelling, Elsevier, volume 59, issue C, pages 546-569, DOI: 10.1016/j.econmod.2016.08.013.
• Morris, Stephen D., 2016, "VARMA representation of DSGE models," Economics Letters, Elsevier, volume 138, issue C, pages 30-33, DOI: 10.1016/j.econlet.2015.11.027.
• Rosa, Carlo, 2016, "Walking on thin ice: Market quality around FOMC announcements," Economics Letters, Elsevier, volume 138, issue C, pages 5-8, DOI: 10.1016/j.econlet.2015.10.029.
• Moore, Bartholomew, 2016, "Anticipated disinflation and recession in the New Keynesian model under learning," Economics Letters, Elsevier, volume 142, issue C, pages 49-52, DOI: 10.1016/j.econlet.2016.03.012.
• Mathur, Vipul & Subramanian, Chetan, 2016, "Financial market segmentation and choice of exchange rate regimes," Economics Letters, Elsevier, volume 142, issue C, pages 78-82, DOI: 10.1016/j.econlet.2016.02.035.
• Şahinöz, Saygın & Atabek, Aslıhan, 2016, "An alternative micro-based output gap measure for Turkey: The capacity utilisation gap," Economics Letters, Elsevier, volume 143, issue C, pages 44-47, DOI: 10.1016/j.econlet.2016.03.008.
• Roskelley, Kenneth D., 2016, "Augmenting the Taylor rule: Monetary policy and the bond market," Economics Letters, Elsevier, volume 144, issue C, pages 64-67, DOI: 10.1016/j.econlet.2016.05.002.
• Sahuc, Jean-Guillaume, 2016, "The ECB’s asset purchase programme: A model-based evaluation," Economics Letters, Elsevier, volume 145, issue C, pages 136-140, DOI: 10.1016/j.econlet.2016.06.009.
• Xu, Libo & Serletis, Apostolos, 2016, "Monetary and fiscal policy switching with time-varying volatilities," Economics Letters, Elsevier, volume 145, issue C, pages 202-205, DOI: 10.1016/j.econlet.2016.06.017.
• Wu, Wenbin, 2016, "Are financial markets less responsive to monetary policy shocks at the zero lower bound?," Economics Letters, Elsevier, volume 145, issue C, pages 258-261, DOI: 10.1016/j.econlet.2016.07.001.
• Ali, Syed Zahid & Anwar, Sajid, 2016, "Can exchange rate pass-through explain the price puzzle?," Economics Letters, Elsevier, volume 145, issue C, pages 56-59, DOI: 10.1016/j.econlet.2016.05.023.
• Hoffmann, Mathias & Hürtgen, Patrick, 2016, "Inflation expectations, disagreement, and monetary policy," Economics Letters, Elsevier, volume 146, issue C, pages 59-63, DOI: 10.1016/j.econlet.2016.07.011.
• Hussain, Syed M. & Liu, Lin, 2016, "A note on the Cogley–Nason–Sims approach," Economics Letters, Elsevier, volume 146, issue C, pages 77-81, DOI: 10.1016/j.econlet.2016.06.036.
• Dmitriev, Mikhail & Kersting, Erasmus K., 2016, "Inflation level and inflation volatility: A seigniorage argument," Economics Letters, Elsevier, volume 147, issue C, pages 112-115, DOI: 10.1016/j.econlet.2016.08.034.
• Ellis, Michael A. & Liu, Dandan, 2016, "FOMC forecasts and monetary policy deliberations," Economics Letters, Elsevier, volume 147, issue C, pages 131-134, DOI: 10.1016/j.econlet.2016.08.033.
• Offick, Sven & Wohltmann, Hans-Werner, 2016, "Volatility effects of news shocks in New Keynesian models with optimal monetary policy," Economics Letters, Elsevier, volume 147, issue C, pages 78-82, DOI: 10.1016/j.econlet.2016.08.018.
• Bianchi, Francesco, 2016, "Methods for measuring expectations and uncertainty in Markov-switching models," Journal of Econometrics, Elsevier, volume 190, issue 1, pages 79-99, DOI: 10.1016/j.jeconom.2015.08.004.
• de Guimarães e Souza, Gustavo José & de Mendonça, Helder Ferreira & de Andrade, Joaquim Pinto, 2016, "Inflation targeting on output growth: A pulse dummy analysis of dynamic macroeconomic panel data," Economic Systems, Elsevier, volume 40, issue 1, pages 145-169, DOI: 10.1016/j.ecosys.2015.06.002.
• Andries, Natalia & Billon, Steve, 2016, "Retail bank interest rate pass-through in the euro area: An empirical survey," Economic Systems, Elsevier, volume 40, issue 1, pages 170-194, DOI: 10.1016/j.ecosys.2015.06.001.
• Amador-Torres, Juan S. & Gomez-Gonzalez, Jose Eduardo & Ojeda-Joya, Jair N. & Jaulin-Mendez, Oscar F. & Tenjo-Galarza, Fernando, 2016, "Mind the gap: Computing finance-neutral output gaps in Latin-American economies," Economic Systems, Elsevier, volume 40, issue 3, pages 444-452, DOI: 10.1016/j.ecosys.2015.09.007.
• Feldkircher, Martin & Huber, Florian, 2016, "The international transmission of US shocks—Evidence from Bayesian global vector autoregressions," European Economic Review, Elsevier, volume 81, issue C, pages 167-188, DOI: 10.1016/j.euroecorev.2015.01.009.
• Aiyar, Shekhar & Calomiris, Charles W. & Wieladek, Tomasz, 2016, "How does credit supply respond to monetary policy and bank minimum capital requirements?," European Economic Review, Elsevier, volume 82, issue C, pages 142-165, DOI: 10.1016/j.euroecorev.2015.07.021.
• Avouyi-Dovi, Sanvi & Sahuc, Jean-Guillaume, 2016, "On the sources of macroeconomic stability in the euro area," European Economic Review, Elsevier, volume 83, issue C, pages 40-63, DOI: 10.1016/j.euroecorev.2015.11.012.
• Cociuba, Simona E. & Shukayev, Malik & Ueberfeldt, Alexander, 2016, "Collateralized borrowing and risk taking at low interest rates," European Economic Review, Elsevier, volume 85, issue C, pages 62-83, DOI: 10.1016/j.euroecorev.2016.02.005.
• Dräger, Lena & Lamla, Michael J. & Pfajfar, Damjan, 2016, "Are survey expectations theory-consistent? The role of central bank communication and news," European Economic Review, Elsevier, volume 85, issue C, pages 84-111, DOI: 10.1016/j.euroecorev.2016.01.010.
• Carvalho, Carlos & Ferrero, Andrea & Nechio, Fernanda, 2016, "Demographics and real interest rates: Inspecting the mechanism," European Economic Review, Elsevier, volume 88, issue C, pages 208-226, DOI: 10.1016/j.euroecorev.2016.04.002.
• Michelis, Andrea De & Iacoviello, Matteo, 2016, "Raising an inflation target: The Japanese experience with Abenomics," European Economic Review, Elsevier, volume 88, issue C, pages 67-87, DOI: 10.1016/j.euroecorev.2016.02.021.
• Arias, Jonas E. & Erceg, Christopher & Trabandt, Mathias, 2016, "The macroeconomic risks of undesirably low inflation," European Economic Review, Elsevier, volume 88, issue C, pages 88-107, DOI: 10.1016/j.euroecorev.2016.03.005.
• Adam, Klaus & Tzamourani, Panagiota, 2016, "Distributional consequences of asset price inflation in the Euro Area," European Economic Review, Elsevier, volume 89, issue C, pages 172-192, DOI: 10.1016/j.euroecorev.2016.07.005.
• Galvão, Ana Beatriz & Giraitis, Liudas & Kapetanios, George & Petrova, Katerina, 2016, "A time varying DSGE model with financial frictions," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 690-716, DOI: 10.1016/j.jempfin.2016.02.012.
• Wickens, Michael, 2016, "Is there an alternative way to avoid another eurozone crisis to the Five Presidents' Report?," Journal of Empirical Finance, Elsevier, volume 39, issue PB, pages 156-165, DOI: 10.1016/j.jempfin.2016.04.003.
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• Green, Christopher & Bai, Ye & Murinde, Victor & Ngoka, Kethi & Maana, Isaya & Tiriongo, Samuel, 2016, "Overnight interbank markets and the determination of the interbank rate: A selective survey," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 149-161, DOI: 10.1016/j.irfa.2016.01.014.
• Drakos, Anastassios A. & Kouretas, Georgios P. & Tsoumas, Chris, 2016, "Ownership, interest rates and bank risk-taking in Central and Eastern European countries," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 308-319, DOI: 10.1016/j.irfa.2014.08.004.
• Marcelin, Isaac & Mathur, Ike, 2016, "Financial sector development and dollarization in emerging economies," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 20-32, DOI: 10.1016/j.irfa.2016.04.010.
• McCredie, Bronwyn & Docherty, Paul & Easton, Steve & Uylangco, Katherine, 2016, "The channels of monetary policy triggered by central bank actions and statements in the Australian equity market," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 46-61, DOI: 10.1016/j.irfa.2016.04.008.
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• Carpenter, Seth B. & Demiralp, Selva & Senyuz, Zeynep, 2016, "Volatility in the federal funds market and money market spreads during the financial crisis," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 225-233, DOI: 10.1016/j.jfs.2016.01.004.
• Tayler, William J. & Zilberman, Roy, 2016, "Macroprudential regulation, credit spreads and the role of monetary policy," Journal of Financial Stability, Elsevier, volume 26, issue C, pages 144-158, DOI: 10.1016/j.jfs.2016.08.001.
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• Georgiadis, Georgios & Gräb, Johannes, 2016, "Global financial market impact of the announcement of the ECB's asset purchase programme," Journal of Financial Stability, Elsevier, volume 26, issue C, pages 257-265, DOI: 10.1016/j.jfs.2016.07.009.
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• Aastveit, Knut Are & Jore, Anne Sofie & Ravazzolo, Francesco, 2016, "Identification and real-time forecasting of Norwegian business cycles," International Journal of Forecasting, Elsevier, volume 32, issue 2, pages 283-292, DOI: 10.1016/j.ijforecast.2015.06.006.
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• Gianni La Cava & Helen Hughson & Greg Kaplan, 2016, "The Household Cash Flow Channel of Monetary Policy," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2016-12, Dec.
• Rossini, Renzo & Vega, Marco & Quispe, Zenón & Pérez, Fernando, 2016, "Expectativas de inflación y dolarización en el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 31, pages 71-84.
• Pérez-Forero, Fernando, 2016, "Comparación de la transmisión de choques de política monetaria en América Latina: Un panel VAR jerárquico," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 32, pages 10-34.
• Flores, Jairo, 2016, "Transmisión de choques de política monetaria de EstadosUnidos sobre América Latina: Un enfoque GVAR," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 32, pages 35-54.
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• Michael Kiley, 2016, "Code and data files for "Policy Paradoxes in the New-Keynesian Model"," Computer Codes, Review of Economic Dynamics, number 14-286, revised .
• Taisuke Nakata, 2016, "Code and data files for "Optimal Government Spending at the Zero Lower Bound: A Non-Ricardian Analysis"," Computer Codes, Review of Economic Dynamics, number 15-154, revised .
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• Michael Kiley, 2016, "Policy Paradoxes in the New-Keynesian Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 21, pages 1-15, July, DOI: 10.1016/j.red.2016.03.002.
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