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Citations for "Habit Formation and the Persistence of Monetary Shocks"

by BOUAKEZ, Hafedh & CARDIA, Emanuela & RUGE-MURCIA, Francisco J.

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  1. Kienzler, Daniel & Schmid, Kai D., 2013. "Hysteresis in Potential Output and Monetary Policy," Working Papers on Finance 1328, University of St. Gallen, School of Finance.
  2. Takashi Kano & James M. Nason, 2010. "Business Cycle Implications of Internal Consumption Habit for New Keynesian Models," CAMA Working Papers 2010-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Ali Dib & Mohamed Gammoudi & Kevin Moran, 2005. "Forecasting Canadian Time Series with the New-Keynesian Model," Cahiers de recherche 0527, CIRPEE.
  4. Michael Gail, 2004. "Habit Persistence in Consumption in a Sticky Price Model of the Business Cycle," Computing in Economics and Finance 2004 189, Society for Computational Economics.
  5. Philip Liu, 2006. "A Small New Keynesian Model of the New Zealand economy," Reserve Bank of New Zealand Discussion Paper Series DP2006/03, Reserve Bank of New Zealand.
  6. Nooman Rebei & Hafedh Bouakez, 2004. "Why Does Private Consumption Rise After a Government Spending Shock?," Computing in Economics and Finance 2004 20, Society for Computational Economics.
  7. Lee, Jiho, 2012. "Are structural parameters of DSGE models stable in Korea?," Journal of Asian Economics, Elsevier, vol. 23(1), pages 50-59.
  8. RUGE-MURCIA, Francisco J., 2003. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche 17-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  9. KIM, Jinill & RUGE-MURCIA, Francisco J., 2007. "How Much Inflation is Necessary to Grease the Wheels?," Cahiers de recherche 11-2007, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  10. Campbell Leith & Ioana Moldovan & Raffaele Rossi, 2008. "Optimal monetary policy in a new Keynesian model with habits in consumption," Working Papers 2008_30, Business School - Economics, University of Glasgow, revised Dec 2008.
  11. BOUAKEZ, Hafedh & CARDIA, Emanuela & RUGE-MURCIA, Francisco J., 2009. "Sectoral Price Rigidity and Aggregate Dynamics," Cahiers de recherche 2009-01, Universite de Montreal, Departement de sciences economiques.
  12. Kapinos, Pavel, 2011. "Forward-looking monetary policy and anticipated shocks to inflation," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 620-633.
  13. Leith, Campbell & Moldovan, Ioana & Rossi, Raffaele, 2015. "Monetary and fiscal policy under deep habits," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 55-74.
  14. S. Boragan Aruoba & Frank Schorfheide, 2009. "Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs," NBER Working Papers 14870, National Bureau of Economic Research, Inc.
  15. Ferroni, Filippo, 2009. "Trend agnostic one step estimation of DSGE models," MPRA Paper 14550, University Library of Munich, Germany.
  16. Hall, Jamie & Pitt, Michael K. & Kohn, Robert, 2014. "Bayesian inference for nonlinear structural time series models," Journal of Econometrics, Elsevier, vol. 179(2), pages 99-111.
  17. Philip Arestis & Georgios Chortareas & John D. Tsoukalas, 2010. "Money and Information in a New Neoclassical Synthesis Framework," Economic Journal, Royal Economic Society, vol. 120(542), pages F101-F128, 02.
  18. BOUAKEZ, Hafedh & CARDIA, Emanuela & RUGE-MURCIA, Francisco J., 2002. "Habit Formation and the Persistence of Monetary Shocks," Cahiers de recherche 2002-08, Universite de Montreal, Departement de sciences economiques.
  19. Guangling (Dave) Liu, 2013. "Will the Sarb always Succeed in Fighting Inflation with Contractionary Policy?," South African Journal of Economics, Economic Society of South Africa, vol. 81(3), pages 330-345, 09.
  20. Jim Malley & Ulrich Woitek, 2009. "Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model," CESifo Working Paper Series 2626, CESifo Group Munich.
  21. Stephen Murchison & Andrew Rennison & Zhenhua Zhu, 2004. "A Structural Small Open-Economy Model for Canada," Staff Working Papers 04-4, Bank of Canada.
  22. Harrison, Richard & Oomen, Özlem, 2010. "Evaluating and estimating a DSGE model for the United Kingdom," Bank of England working papers 380, Bank of England.
  23. Rhee, Hyuk-jae & Turdaliev, Nurlan, 2012. "Optimal monetary policy in a small open economy with inflation and output persistence," Economic Modelling, Elsevier, vol. 29(6), pages 2533-2542.
  24. Yuriy Gorodnichenko & Serena Ng, 2009. "Estimation of DSGE Models When the Data are Persistent," NBER Working Papers 15187, National Bureau of Economic Research, Inc.
  25. Ian Christensen & Ali Dib, 2008. "The Financial Accelerator in an Estimated New Keynesian Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(1), pages 155-178, January.
  26. James M. Nason & Takashi Kano, 2004. "Business Cycle Implications of Habit Formation," Econometric Society 2004 Far Eastern Meetings 619, Econometric Society.
  27. Christian Pierdzioch & Serkan Yener, 2007. "On the hump-shaped output effect of monetary policy in an open economy," International Economics and Economic Policy, Springer, vol. 4(1), pages 1-13, April.
  28. Fusaro, Marc Anthony & Dutkowsky, Donald H., 2011. "What explains consumption in the very short-run? Evidence from checking account data," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 542-552.
  29. Petreski, Marjan & Jovanovic, Branimir, 2012. "New Approach to Analyzing Monetary Policy in China," MPRA Paper 40497, University Library of Munich, Germany.
  30. Jesús Fernández-Villaverde & Juan Francisco Rubio-Ramírez, 2004. "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," FRB Atlanta Working Paper 2004-3, Federal Reserve Bank of Atlanta.
  31. Fair, Ray C., 2007. "Evaluating Inflation Targeting Using a Macroeconometric Model," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 1, pages 1-52.
  32. Mark Meyer & Peter Winker*, 2005. "Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 89(3), pages 303-320, August.
  33. Campbell Leith & Ioana Moldovan & Raffaele Rossi, 2012. "Online Appendix to "Optimal Monetary Policy in a New Keynesian Model with Habits in Consumption"," Technical Appendices 09-154, Review of Economic Dynamics.
  34. Nooman Rebei, 2004. "Characterization of the Dynamic Effects of Fiscal Shocks in a Small Open Economy," Staff Working Papers 04-41, Bank of Canada.
  35. Ngo, Phuong V., 2014. "Habit formation in state-dependent pricing models: Implications for the dynamics of output and prices," Economics Letters, Elsevier, vol. 123(3), pages 336-340.
  36. Pierdzioch, Christian & Yener, Serkan, 2004. "On the Hump-Shaped Output Effect of Monetary Policy in an Open Economy," Kiel Working Papers 1214, Kiel Institute for the World Economy (IfW).
  37. Ambler, Steve & Guay, Alain & Phaneuf, Louis, 2012. "Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 47-62.
  38. Zanetti, Francesco, 2008. "Labor and investment frictions in a real business cycle model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3294-3314, October.
  39. Ali Dib & Kevin Moran, 2005. "Forecasting with the New-Keynesian Model: An Experiment with Canadian Data," Computing in Economics and Finance 2005 235, Society for Computational Economics.
  40. Chahnez Boudaya, 2005. "The effects of technological innovations on employment : a new explanation," Cahiers de la Maison des Sciences Economiques v05013, Université Panthéon-Sorbonne (Paris 1).
  41. Michael S. Hanson & Pavel Kapinos, 2006. "Targeting Rules with Intrinsic Persistence and Endogenous Policy Inertia," Wesleyan Economics Working Papers 2006-019, Wesleyan University, Department of Economics.
  42. Frank Schorfheide, 2008. "DSGE model-based estimation of the New Keynesian Phillips curve," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 397-433.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.