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Citations for "Euler equations and money market interest rates: A challenge for monetary policy models"

by Canzoneri, Matthew B. & Cumby, Robert E. & Diba, Behzad T.

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  1. Espen Henriksen & Finn E. Kydland & Roman Sustek, 2009. "Globally Correlated Nominal Fluctuations," NBER Working Papers 15123, National Bureau of Economic Research, Inc.
  2. Andrew Atkeson & Patrick J. Kehoe, 2008. "On the Need for a New Approach to Analyzing Monetary Policy," NBER Working Papers 14260, National Bureau of Economic Research, Inc.
  3. Michał Rubaszek & Marcin Kolasa, 2013. "Forecasting with DSGE models with financial frictions," EcoMod2013 5100, EcoMod.
  4. Gareis, Johannes & Mayer, Eric, 2013. "Euler equations and money market interest rates: The role of monetary policy and risk premium shocks," Economics Letters, Elsevier, vol. 120(1), pages 27-31.
  5. Fernando Alvarez & Andrew Atkeson & Chris Edmond, 2008. "Sluggish responses of prices and inflation to monetary shocks in an inventory model of money demand," Staff Report 417, Federal Reserve Bank of Minneapolis.
  6. Giovanni Di Bartolomeo & Lorenzo Rossi & Massimiliano Tancioni, 2006. "Monetary Policy under Rule-of-Thumb Consumers and External Habits: An International Empirical Comparison," Working Papers 97, University of Rome La Sapienza, Department of Public Economics.
  7. Kydland, Finn & Rupert, Peter & Sustek, Roman, 2012. "Housing Dynamics over the Business Cycle," University of California at Santa Barbara, Economics Working Paper Series qt7bn5k73m, Department of Economics, UC Santa Barbara.
  8. Yifan Hu & Timothy Kam, 2006. "Ramsey Fiscal And Monetary Policy Under Sticky Prices And Liquid Bonds," ANU Working Papers in Economics and Econometrics 2006-472, Australian National University, College of Business and Economics, School of Economics.
  9. Vo Le & David Meenagh & Patrick Minford & Michael Wickens, 2010. "Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference," Open Economies Review, Springer, vol. 21(1), pages 23-44, February.
  10. Meenagh, David & Minford, Patrick & Wickens, Michael R., 2008. "Testing a DSGE Model of the EU Using Indirect Inference," CEPR Discussion Papers 6838, C.E.P.R. Discussion Papers.
  11. Collard, Fabrice & Dellas, Harris, 2012. "Euler equations and monetary policy," Economics Letters, Elsevier, vol. 114(1), pages 1-5.
  12. Espen Henriksen & Finn E. Kydland & Roman Sustek, . "The High Cross-Country Correlations of Prices and Interest Rates," Discussion Papers 11/01, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  13. Ceri Davies & Max Gillman & Michal Kejak, 2012. "Deriving the Taylor Principle when the Central Bank Supplies Money," CEU Working Papers 2012_13, Department of Economics, Central European University, revised 23 Jul 2012.
  14. Giovanni Di Bartolomeo & Lorenza Rossi, 2005. "Heterogeneous Consumers, Demand Regimes, Monetary Policy Efficacy and Determinacy," Macroeconomics 0508028, EconWPA.
  15. Markus Hoermann & Andreas Schabert, 2013. "A Monetary Analysis of Balance Sheet Policies," Working Paper Series in Economics 68, University of Cologne, Department of Economics.
  16. Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2009. "Investment Shocks and Business Cycles," NBER Working Papers 15570, National Bureau of Economic Research, Inc.
  17. Surach Tanboon & Suchot Piamchol & Tanawat Ruenbanterng & Paiboon Pongpaichet, 2009. "Impacts of Financial Factors on Thailand's Business Cycle Fluctuations," Working Papers 2009-01, Economic Research Department, Bank of Thailand.
  18. Matthew Canzoneri & Robert E. Cumby & Behzad Diba & David Lopez-Salido, 2008. "The Macroeconomic Implications of a Key Currency," NBER Working Papers 14242, National Bureau of Economic Research, Inc.
  19. Hu, Yifan & Kam, Timothy, 2009. "Bonds with transactions service and optimal Ramsey policy," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 633-653, December.
  20. Ludger Linnemann & Andreas Schabert, 2014. "Liquidity Premia and Interest Rate Parity," Working Paper Series in Economics 78, University of Cologne, Department of Economics.
  21. repec:dgr:uvatin:2009094 is not listed on IDEAS
  22. Jean-Sébastien Pentecôte & Jean-Christophe Poutineau & Fabien Rondeau, 2013. "Trade Integration and Business Cycle Synchronization in the EMU: the Negative Effect of New Trade Flows," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 201313, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
  23. Bilbiie, Florin O. & Straub, Roland, 2012. "Changes in the output Euler equation and asset markets participation," Journal of Economic Dynamics and Control, Elsevier, vol. 36(11), pages 1659-1672.
  24. Scheffel, Eric, 2008. "Consumption Velocity in a Cash Costly-Credit Model," Cardiff Economics Working Papers E2008/31, Cardiff University, Cardiff Business School, Economics Section.
  25. Matthew Canzoneri & Robert Cumby & Behzad Diba, 2013. "Addressing International Empirical Puzzles: the Liquidity of Bonds," Open Economies Review, Springer, vol. 24(2), pages 197-215, April.
  26. Gareis, Johannes & Mayer, Eric, 2012. "Euler equations and money market interest rates: The role of monetary and risk premium shocks," W.E.P. - Würzburg Economic Papers 89, University of Würzburg, Chair for Monetary Policy and International Economics.
  27. Scheffel, Eric, 2008. "A Credit-Banking Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles," Cardiff Economics Working Papers E2008/30, Cardiff University, Cardiff Business School, Economics Section.
  28. Aubhik Khan & Julia Thomas, . "Revisiting the Tale of Two Interest Rates with Endogenous Market Segmentation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics.
  29. Sustek, Roman, 2009. "Monetary Business Cycle Accounting," MPRA Paper 17518, University Library of Munich, Germany.
  30. repec:dgr:uvatin:2010057 is not listed on IDEAS
  31. David Meenagh & Patrick Minford & Michael Wickens, 2008. " Testing a DSGE model of the EU using indirect inference," CDMA Conference Paper Series 0801, Centre for Dynamic Macroeconomic Analysis.
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