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Citations for "Monetary policy and stock market booms"

by Lawrence Christiano & Cosmin Ilut & Roberto Motto & Massimo Rostagno

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  1. 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.
  2. Jang-Ting Guo & Anca-Ioana Sirbu & Mark Weder, 2014. "News about Aggregate Demand and the Business Cycle," Working Papers 201414, University of California at Riverside, Department of Economics.
  3. Ippei Fujiwara, 2010. "Export shocks and the zero bound trap," Globalization and Monetary Policy Institute Working Paper 63, Federal Reserve Bank of Dallas.
  4. Guido Lorenzoni, 2006. "Recent Developments in Business Cycle Theory: News, Expectations and Demand Shocks," Rivista di Politica Economica, SIPI Spa, vol. 96(2), pages 61-78, March-Apr.
  5. Paolo Gelain & Kevin J. Lansing & Caterina Mendicino, 2013. "House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 9(2), pages 219-276, June.
  6. Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl, 2010. "DSGE Models for Monetary Policy Analysis," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 7, pages 285-367 Elsevier.
  7. Roberto Motto & Massimo Rostagno & Lawrence J. Christiano, 2010. "Financial Factors in Economic Fluctuations," 2010 Meeting Papers 141, Society for Economic Dynamics.
  8. Christiano, Lawrence & Trabandt, Mathias & Walentin, Karl, 2010. "Involuntary unemployment and the business cycle," Working Paper Series 1202, European Central Bank.
  9. Mertens, Karel & Ravn, Morten O, 2009. "Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach," CEPR Discussion Papers 7423, C.E.P.R. Discussion Papers.
  10. Sohei Kaihatsu & Takushi Kurozumi, 2010. "Sources of Business Fluctuations: Financial or Technology Shocks?," Bank of Japan Working Paper Series 10-E-12, Bank of Japan.
  11. Leonardo Gambacorta & Federico M. Signoretti, 2013. "Should monetary policy lean against the wind? An analysis based on a DSGE model with banking," Temi di discussione (Economic working papers) 921, Bank of Italy, Economic Research and International Relations Area.
  12. Oscar Pavlov & Mark Weder, 2012. "Countercyclical Markups and News-Driven Business Cycles," School of Economics Working Papers 2012-02, University of Adelaide, School of Economics.
  13. Karnizova Lilia, 2012. "News Shocks, Productivity and the U.S. Investment Boom-Bust Cycle," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-50, June.
  14. Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2011. "Leaning Against Boom-Bust Cycles in Credit and Housing Prices," Working Papers 201101, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, revised Mar 2011.
  15. Mendicino, Caterina & Punzi, Maria Teresa, 2014. "House Prices, Capital Inflows and Macroprudential Policy," FinMaP-Working Papers 10, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  16. Tomura, Hajime, 2013. "Heterogeneous beliefs and housing-market boom-bust cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 37(4), pages 735-755.
  17. Caterina Mendicino & Maria Tereza Punzi, 2011. "Stabilization Policy and Boom-Bust Cycles - Monetary and Macro-Prudential Rules," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  18. Stéphane Auray & Paul Gomme & Shen Guo, 2009. "Nominal Rigidities, Monetary Policy and Pigou Cycles," Cahiers de recherche 09-18, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke.
  19. Haavio, Markus & Mendicino , Caterina & Punzi , Maria Teresa, 2013. "Financial and economic downturns in OECD countries," Research Discussion Papers 35/2013, Bank of Finland.
  20. Fratzscher, Marcel & Straub, Roland, 2010. "Asset Prices, News Shocks and the Current Account," CEPR Discussion Papers 8080, C.E.P.R. Discussion Papers.
  21. Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl, 2011. "Introducing financial frictions and unemployment into a small open economy model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 1999-2041.
  22. Paul Beaudry & Franck Portier, 2013. "News Driven Business Cycles: Insights and Challenges," NBER Working Papers 19411, National Bureau of Economic Research, Inc.
  23. Chen, Kaiji & Song, Zheng, 2009. "Financial Frictions on Capital Allocation: A Transmission Mechanism of TFP Fluctuations," MPRA Paper 15211, University Library of Munich, Germany.
  24. Tobias Adrian & Nellie Liang, 2014. "Monetary Policy, Financial Conditions, and Financial Stability," IMES Discussion Paper Series 14-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
  25. Pau Rabanal & Christopher W. Crowe & Giovanni Dell'Ariccia & Deniz Igan, 2011. "How to Deal with Real Estate Booms; Lessons From Country Experiences," IMF Working Papers 11/91, International Monetary Fund.
  26. Stephane Auray & Paul Gomme & Shen Guo, 2012. "Nominal Rigidities, Monetary Policy and Pigou Cycles: On-line Appendix," Working Papers 12007, Concordia University, Department of Economics.
  27. Marta Areosa & Waldyr Areosa, 2012. "Asset Prices and Monetary Policy – A sticky-dispersed information model," Working Papers Series 285, Central Bank of Brazil, Research Department.
  28. Fahr, Stephan & Motto, Roberto & Rostagno, Massimo & Smets, Frank & Tristani, Oreste, 2011. "A monetary policy strategy in good and bad times: lessons from the recent past," Working Paper Series 1336, European Central Bank.
  29. Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2013. "Expectation-driven cycles in the housing market: Evidence from survey data," Journal of Financial Stability, Elsevier, vol. 9(4), pages 518-529.
  30. John Geanakoplos, 2011. "Panel Statement - Endogenous leverage and default," Chapters, European Central Bank.
  31. Lawrence Christiano & Cosmin Ilut & Roberto Motto & Massimo Rostagno, 2010. "Monetary policy and stock market booms," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 85-145.
  32. Thepthida Sopraseuth & Eleni Iliopulos, 2012. "L'intermédiation financière dans l'analyse macroéconomique : le défi de la crise," Économie et Statistique, Programme National Persée, vol. 451(1), pages 91-130.
  33. Christopher M. Gunn & Alok Johri, 2012. "News, Credit Spreads and Default Costs: An expectations-driven interpretation of the recent boom-bust cycle in the U.S," Department of Economics Working Papers 2012-04, McMaster University.
  34. Jaromir Benes & Michael Kumhof & Douglas Laxton, 2014. "Financial Crises in DSGE Models: Selected Applications of MAPMOD," IMF Working Papers 14/56, International Monetary Fund.
  35. Mattesini, Fabrizio & Nosal, Ed, 2011. "Cash-in-the-Market Pricing in a Model with Money and Over-the-Counter Financial Markets," Working Paper Series WP-2013-24, Federal Reserve Bank of Chicago, revised 29 Nov 2013.
  36. Per Krusell & Toshihiko Mukoyama & Ayseg ul Sahin, 2007. "Labor-Market Matching with Precautionary Savings and Aggregate Fluctuations," Levine's Bibliography 122247000000001783, UCLA Department of Economics.
  37. Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, . "Expectations-Driven Cycles in the Housing Market," Discussion Papers 12/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  38. Ronny Mazzocchi, 2013. "Scope and Flaws of the New Neoclassical Synthesis," DEM Discussion Papers 2013/13, Department of Economics and Management.
  39. Franck Portier & Aude Pommeret & Olivier Loisel, 2008. "Monetary policy and herd behavior in new-tech investment," 2008 Meeting Papers 444, Society for Economic Dynamics.
  40. Caterina Mendicino & Maria Teresa Punzi, 2011. "Boom-bust cycles and stabilisation policy - monetary and macroprudential rules: a loss function approach," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 58-65 Bank for International Settlements.
  41. repec:hal:psewpa:halshs-00744047 is not listed on IDEAS
  42. Jennifer La'O, 2010. "Collateral Constraints and Noisy Fluctuations," 2010 Meeting Papers 780, Society for Economic Dynamics.
  43. Adrian, Tobias & Liang, J. Nellie, 2014. "Monetary policy, financial conditions, and financial stability," Staff Reports 690, Federal Reserve Bank of New York.
  44. Peter Spahn, 2014. "The Bank Lending Channel in a Simple Macro Model - How to Extend the Taylor Rule?," ROME Working Papers 201409, ROME Network.
  45. Eleni Iliopulos & Thepthida Sopraseuth, 2011. "L'intermédiation financière dans l'analyse macroéconomique : Le défi de la crise," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00613188, HAL.
  46. Jaromír Baxa & Roman Horváth & Borek Vasícek, 2011. "Monetary Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary," Working Papers wpdea1101, Department of Applied Economics at Universitat Autonoma of Barcelona.
  47. Stephan Fahr & Roberto Motto & Massimo Rostagno & Frank Smets & Oreste Tristani, 2011. "Lessons for monetary policy strategies from the recent past," Chapters, European Central Bank.
  48. Yi-Chan Tsai, 2010. "News Shocks and Costly Technology Adoption," 2010 Meeting Papers 567, Society for Economic Dynamics.
  49. Daniel Sámano, 2011. "In the Quest of Macroprudential Policy Tools," Working Papers 2011-17, Banco de México.
  50. Lendvai, Julia & Raciborski, Rafal & Vogel, Lukas, 2013. "Macroeconomic effects of an equity transaction tax in a general-equilibrium model," Journal of Economic Dynamics and Control, Elsevier, vol. 37(2), pages 466-482.
  51. Ronny Mazzocchi, 2013. "Intertemporal Coordination Failure and Monetary Policy," DEM Discussion Papers 2013/15, Department of Economics and Management.
  52. Patrick A. Pintus & Yi Wen, 2010. "Leveraged borrowing and boom-bust cycles," Working Papers 2010-027, Federal Reserve Bank of St. Louis.
  53. Gulan, Adam & Haavio, Markus & Kilponen, Juha, 2014. "Kiss me deadly: From Finnish great depression to great recession," Research Discussion Papers 24/2014, Bank of Finland.
  54. Rousakis, Michael, 2012. "Expectations and Fluctuations : The Role of Monetary Policy," The Warwick Economics Research Paper Series (TWERPS) 984, University of Warwick, Department of Economics.
  55. Jorge Roldós, 2013. "Políticas Monetaria y Macro-Prudencial para el Manejo de Flujos de Capital," PAPERS AND PROCEEDINGS 011509, FONDO LATINO AMERICANO DE RESERVAS - FLAR.
  56. Airaudo, Marco & Cardani, Roberta & Lansing, Kevin J., 2013. "Monetary policy and asset prices with belief-driven fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1453-1478.
  57. Lawrence Christiano & Roberto Motto & Massimo Rostagno, 2013. "Risk Shocks," NBER Working Papers 18682, National Bureau of Economic Research, Inc.
  58. Eleni Iliopulos & Thepthida Sopraseuth, 2012. "L'intermédiation financière dans l'analyse macroéconomique : Le défi de la crise," Working Papers halshs-00744047, HAL.
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