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Citations for "Has Monetary Policy Become More Effective?"

by Jean Boivin & Marc P. Giannoni

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  1. Olivier Coibion & Yuriy Gorodnichenko, 2011. "Strategic Interaction among Heterogeneous Price-Setters in an Estimated DSGE Model," The Review of Economics and Statistics, MIT Press, vol. 93(3), pages 920-940, August.
  2. John C. Williams, 2006. "Robust estimation and monetary policy with unobserved structural change," Economic Review, Federal Reserve Bank of San Francisco, pages 1-16.
  3. Owyang, Michael T. & Piger, Jeremy & Wall, Howard J., 2008. "A state-level analysis of the Great Moderation," Regional Science and Urban Economics, Elsevier, vol. 38(6), pages 578-589, November.
  4. Irfan akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2011. "The changing international transmission of us monetary policy shocks: is there evidence of contagion effect on oecd countries," Economics Bulletin, AccessEcon, vol. 31(4), pages A49.
  5. Lieven Baele & et al., 2012. "Macroeconomic Regimes," Faculty Working Papers 03/12, School of Economics and Business Administration, University of Navarra.
  6. Lucas Papademos, 2007. "The Effects of Globalization on Inflation, Liquidity and Monetary Policy," NBER Chapters, in: International Dimensions of Monetary Policy, pages 593-608 National Bureau of Economic Research, Inc.
  7. Jean Boivin & Marc Giannoni, 2006. "DSGE Models in a Data-Rich Environment," NBER Technical Working Papers 0332, National Bureau of Economic Research, Inc.
  8. Canova, Fabio & Pérez Forero, Fernando J., 2014. "Estimating overidentified, non-recursive, time varying coefficients structural VARs," CEPR Discussion Papers 10022, C.E.P.R. Discussion Papers.
  9. Nooman Rebei & Hafedh Bouakez, 2004. "Why Does Private Consumption Rise After a Government Spending Shock?," Econometric Society 2004 North American Summer Meetings 417, Econometric Society.
  10. Hannsgen, Greg, 2008. "The welfare economics of macroeconomics and chooser-dependent, non-expected utility preferences: A Senian critique with an application to the costs of the business cycle," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 37(5), pages 1980-1993, October.
  11. Marc P. Giannoni & Michael Woodford, 2003. "Optimal Inflation Targeting Rules," NBER Working Papers 9939, National Bureau of Economic Research, Inc.
  12. María-Dolores, Ramón & Vázquez Pérez, Jesús, 2005. "How Does the New Keynesian Monetary Model Fit in the U.S. and the Eurozone? an Indirect Inference Approach," DFAEII Working Papers 2005-13, University of the Basque Country - Department of Foundations of Economic Analysis II.
  13. Peter Ireland & Niki Papadopoulou, 2004. "Sticky Prices vs Limited Participation: What do we Learn from the Data?," Working Papers 2004_4, Business School - Economics, University of Glasgow.
  14. Rosas-Martinez, Victor H., 2016. "On Monetary Policy, Unemployment, and Economic Growth," MPRA Paper 70980, University Library of Munich, Germany.
  15. Troy Davig & Eric M. Leeper, 2006. "Generalizing the Taylor Principle," Caepr Working Papers 2006-001, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  16. Cho, Seonghoon & Moreno, Antonio, 2006. "A Small-Sample Study of the New-Keynesian Macro Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(6), pages 1461-1481, September.
  17. Chang-Jin Kim University of Washington,, ,Jeremy Piger, Federal Reserve Bank of St. Louis & James Morley & Jeremy Piger, 2006. "A Bayesian Approach to Counterfactual Analysis of Structural Change," Computing in Economics and Finance 2006 259, Society for Computational Economics.
  18. Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2009. "Opening The Black Box: Structural Factor Models With Large Cross Sections," Econometric Theory, Cambridge University Press, vol. 25(05), pages 1319-1347, October.
  19. Efrem Castelnuovo & Paolo Surico, 2006. "The Price Puzzle: Fact or Artifact?," "Marco Fanno" Working Papers 0016, Dipartimento di Scienze Economiche "Marco Fanno".
  20. Dmitry Kulikov & Aleksei Netšunajev, 2016. "Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach," Bank of Estonia Working Papers wp2015-8, Bank of Estonia, revised 19 Feb 2016.
  21. Argia M. Sbordone, 2006. "U.S. Wage and Price Dynamics: A Limited-Information Approach," International Journal of Central Banking, International Journal of Central Banking, vol. 2(3), September.
  22. Florin Bilbiie & Gernot Mueller & Andre Meier, 2008. "What Accounts for the Change in U.S. Fiscal Policy Transmission?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00622867, HAL.
  23. Olivier Coibion, 2011. "Are the effects of monetary policy shocks big or small?," Working Papers 90, Department of Economics, College of William and Mary.
  24. Landry, Anthony, 2009. "Expectations and exchange rate dynamics: A state-dependent pricing approach," Journal of International Economics, Elsevier, vol. 78(1), pages 60-71, June.
  25. Christopher A. Sims & Tao Zha, 2004. "Were there regime switches in U.S. monetary policy?," FRB Atlanta Working Paper 2004-14, Federal Reserve Bank of Atlanta.
  26. Argia M. Sbordone & Timothy Cogley, 2004. "A Search for a Structural Phillips Curve," Computing in Economics and Finance 2004 291, Society for Computational Economics.
  27. John M. Roberts, 2004. "Monetary policy and inflation dynamics," Finance and Economics Discussion Series 2004-62, Board of Governors of the Federal Reserve System (U.S.).
  28. Troy A. Davig, 2008. "Detecting recessions in the Great Moderation: a real-time analysis," Economic Review, Federal Reserve Bank of Kansas City, issue Q IV, pages 5-33.
  29. Cimadomo, Jacopo & Bénassy-Quéré, Agnès, 2012. "Changing patterns of fiscal policy multipliers in Germany, the UK and the US," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 845-873.
  30. Marjan Petreski, 2010. "An Overhaul of a Doctrine: Has Inflation Targeting Opened a New Era in Developing-country Peggers?," FIW Working Paper series 057, FIW.
  31. Thoma, Mark, 2008. "Structural change and lag length in VAR models," Journal of Macroeconomics, Elsevier, vol. 30(3), pages 965-976, September.
  32. Eo, Yunjong, 2008. "Bayesian Analysis of DSGE Models with Regime Switching," MPRA Paper 13910, University Library of Munich, Germany, revised 11 Feb 2009.
  33. Granziera, Eleonora & Lee, Mihye & Moon, Hyungsik Roger & Schorfheide, Frank, 2011. "Inference for VARs Identified with Sign Restrictions," CEPR Discussion Papers 8432, C.E.P.R. Discussion Papers.
  34. Fiodendji, Komlan, 2011. "Should Canadian Monetary Policy Respond to Asset Prices? Evidence from a Structural Model," MPRA Paper 27942, University Library of Munich, Germany.
  35. Fabio Milani, 2005. "Expectations, Learning and Macroeconomic Persistence," Macroeconomics 0510022, EconWPA.
  36. Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2008. "Explaining the Great Moderation: it is not the shocks," Working Paper Series 0865, European Central Bank.
  37. Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011. "Classical time-varying FAVAR models - Estimation, forecasting and structural analysis," CEPR Discussion Papers 8321, C.E.P.R. Discussion Papers.
  38. Razîn, Assaf & Binyamini, Alon, 2007. "Flattening of the Short-run Trade-off between Inflation and Domestic Activity: The Analytics of the Effects of Globalization," Kiel Working Papers 1363, Kiel Institute for the World Economy (IfW).
  39. Xiaoshan Chen & Ronald MacDonald, 2011. "Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," Working Papers 2011_04, Business School - Economics, University of Glasgow.
  40. Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2009. "Inflation Target Shocks and Monetary Policy Inertia in the Euro Area," TSE Working Papers 09-060, Toulouse School of Economics (TSE).
  41. Collard, Fabrice & Fève, Patrick, 2012. "Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel d'Economie 2011," TSE Working Papers 12-317, Toulouse School of Economics (TSE).
  42. Niki Papadopoulou, 2004. "Sticky Prices, Limited Participation or Both?," Working Papers 2004_3, Business School - Economics, University of Glasgow.
  43. Eickmeier, Sandra & Hofmann, Boris, 2013. "Monetary Policy, Housing Booms, And Financial (Im)Balances," Macroeconomic Dynamics, Cambridge University Press, vol. 17(04), pages 830-860, June.
  44. Kim, Insu, 2009. "Dual Wage Rigidities: Theory and Some Evidence," MPRA Paper 18345, University Library of Munich, Germany.
  45. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016. "Macrofinancial History and the New Business Cycle Facts," NBER Chapters, in: NBER Macroeconomics Annual 2016, Volume 31 National Bureau of Economic Research, Inc.
  46. Pau Rabanal, 2003. "The Cost Channel of Monetary Policy; Further Evidence for the United States and the Euro Area," IMF Working Papers 03/149, International Monetary Fund.
  47. Fabio Milani, 2005. "A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?," Working Papers 060703, University of California-Irvine, Department of Economics.
  48. Auray, Stéphane & Fève, Patrick, 2008. "On the observational (non)equivalence of money growth and interest rate rules," Journal of Macroeconomics, Elsevier, vol. 30(3), pages 801-816, September.
  49. Anton Nakov & Andrea Pescatori, 2007. "Oil and the Great Moderation," Working Paper 0717, Federal Reserve Bank of Cleveland.
  50. Matteo Ciccarelli & Benoît Mojon, 2010. "Global Inflation," The Review of Economics and Statistics, MIT Press, vol. 92(3), pages 524-535, August.
  51. Efrem Castelnuovo, 2012. "What does a monetary policy shock do? An international analysis with multiple filters," "Marco Fanno" Working Papers 0145, Dipartimento di Scienze Economiche "Marco Fanno".
  52. Rabanal, Pau, 2007. "Does inflation increase after a monetary policy tightening? Answers based on an estimated DSGE model," Journal of Economic Dynamics and Control, Elsevier, vol. 31(3), pages 906-937, March.
  53. Andre Kurmann & Julien Champagne, 2010. "The Great Increase in Relative Volatility of Real Wages in the United States," 2010 Meeting Papers 674, Society for Economic Dynamics.
  54. 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.
  55. María-Dolores, Ramon & Vázquez, Jesús & Londoño, Juan M., 2009. "On the informational role of term structure in the US monetary policy rule," UMUFAE Economics Working Papers 4699, DIGITUM. Universidad de Murcia.
  56. Patrick Minford & Zhirong Ou & Michael Wickens, 2015. "Revisiting the Great Moderation: Policy or Luck?," Open Economies Review, Springer, vol. 26(2), pages 197-223, April.
  57. Ben S. Bernanke & Jean Boivin & Piotr Eliasz, 2004. "Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach," Finance and Economics Discussion Series 2004-03, Board of Governors of the Federal Reserve System (U.S.).
  58. Faust, Jon & Swanson, Eric T. & Wright, Jonathan H., 2004. "Identifying VARS based on high frequency futures data," Journal of Monetary Economics, Elsevier, vol. 51(6), pages 1107-1131, September.
  59. Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "On the Evolution of Monetary Policy," Working Paper Series 24_08, The Rimini Centre for Economic Analysis.
  60. Kuester, Keith, 2007. "Real price and wage rigidities in a model with matching frictions," Working Paper Series 0720, European Central Bank.
  61. Reifschneider, David L. & Roberts, John M., 2006. "Expectations formation and the effectiveness of strategies for limiting the consequences of the zero bound," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 314-337, September.
  62. Poilly, C., 2007. "Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective," Working papers 184, Banque de France.
  63. Jordi Galí, 2010. "Commentary: Inflation Pressures and Monetary Policy in a Global Economy," International Journal of Central Banking, International Journal of Central Banking, vol. 6(1), pages 93-102, March.
  64. Sylvain Leduc & Keith Sill, 2006. "Monetary policy, oil shocks, and TFP: accounting for the decline in U.S. volatility," International Finance Discussion Papers 873, Board of Governors of the Federal Reserve System (U.S.).
  65. Kevin Lansing, 2009. "Time Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 304-326, April.
  66. Raf Wouters & Frank Smets, 2005. "Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 161-183.
  67. Takeshi Kimura & Takushi Kurozumi & Naoko Hara, 2008. "Endogenous Nominal Rigidities and Monetary Policy," Bank of Japan Working Paper Series 08-E-4, Bank of Japan.
  68. Michael D. Evans & Trevor Chamberlain, 2014. "Measuring the Effects of Monetary and Fiscal Policy Changes on the U.S. Economy (1982-2012)," Review of Economics & Finance, Better Advances Press, Canada, vol. 4, pages 1-14, May.
  69. Wong, Chin-Yoong & Eng, Yoke-Kee, 2010. "Vertically globalized production structure in New Keynesian Phillips curve," The North American Journal of Economics and Finance, Elsevier, vol. 21(2), pages 198-216, August.
  70. Poghosyan, Karen & Boldea, Otilia, 2013. "Structural versus matching estimation: Transmission mechanisms in Armenia," Economic Modelling, Elsevier, vol. 30(C), pages 136-148.
  71. Fabio Milani, 2005. "Adaptive Learning and Inflation Persistence," Macroeconomics 0506013, EconWPA.
  72. Woon Gyu Choi & Yi Wen, 2010. "Dissecting Taylor Rules in a Structural VAR," IMF Working Papers 10/20, International Monetary Fund.
  73. Airaudo, Marco & Nisticò, Salvatore & Zanna, Luis-Felipe, 2012. "Learning, Monetary Policy and Asset Prices," School of Economics Working Paper Series 2012-12, LeBow College of Business, Drexel University.
  74. Jean Boivin & Michael T. Kiley & Frederic S. Mishkin, 2010. "How has the monetary transmission mechanism evolved over time?," Finance and Economics Discussion Series 2010-26, Board of Governors of the Federal Reserve System (U.S.).
  75. Giovanni Olivei & Silvana Tenreyro, 2008. "Wage setting patterns and monetary policy: international evidence," LSE Research Online Documents on Economics 19572, London School of Economics and Political Science, LSE Library.
  76. Konchyn, Vadym, 2011. "Economic Cycle Volatility in the World Economy and Prospects for Global Economic Equilibrium Recovery," MPRA Paper 34272, University Library of Munich, Germany, revised 24 Oct 2011.
  77. Flamini Alessandro, 2012. "Economic Stability and the Choice of the Target Inflation Index," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(2), pages 1-37, April.
  78. Marek Rusnak & Tomas Havranek & Roman Horvath, 2013. "How to Solve the Price Puzzle? A Meta‐Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(1), pages 37-70, 02.
  79. Beyer, Robert C. M. & Smets, Frank, 2015. "Labour market adjustments in Europe and the US: How different?," Working Paper Series 1767, European Central Bank.
  80. Bems, Rudolfs & Dedola, Luca & Smets, Frank, 2007. "US imbalances: the role of technology and policy," Working Paper Series 0719, European Central Bank.
  81. repec:rim:rimwps:24-08 is not listed on IDEAS
  82. Daniel Leigh, 2004. "Monetary Policy and the Dangers of Deflation:Lessons from Japan," Economics Working Paper Archive 511, The Johns Hopkins University,Department of Economics.
  83. repec:wyi:journl:002125 is not listed on IDEAS
  84. Cajueiro, Daniel O. & Tabak, Benjamin M., 2010. "Fluctuation dynamics in US interest rates and the role of monetary policy," Finance Research Letters, Elsevier, vol. 7(3), pages 163-169, September.
  85. Luca Fanelli & Marco M. Sorge, 2015. "Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?," CSEF Working Papers 402, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  86. Laurent Callot & Johannes Tang Kristensen, 2014. "Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy," CREATES Research Papers 2014-41, Department of Economics and Business Economics, Aarhus University.
  87. Avouyi-Dovi, S. & Matheron, J., 2005. "Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the US Economy," Working papers 123, Banque de France.
  88. Henzel, Steffen & Hülsewig, Oliver & Mayer, Eric, 2009. "The price puzzle revisited: Can the cost channel explain a rise in inflation after a monetary policy shock?," Munich Reprints in Economics 19421, University of Munich, Department of Economics.
  89. Fabio Canova & Luca Gambetti, 2003. "Structural changes in the US economy: is there a role for monetary policy?," Economics Working Papers 918, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008.
  90. Castelnuovo, Efrem & Surico, Paolo, 2009. "Monetary policy, inflation expectations and the price puzzle," Research Discussion Papers 30/2009, Bank of Finland.
  91. Apergis, Nicholas & Christou, Christina, 2015. "The behaviour of the bank lending channel when interest rates approach the zero lower bound: Evidence from quantile regressions," Economic Modelling, Elsevier, vol. 49(C), pages 296-307.
  92. repec:dau:papers:123456789/12493 is not listed on IDEAS
  93. Borus Jungbacker & Siem Jan Koopman, 2008. "Likelihood-based Analysis for Dynamic Factor Models," Tinbergen Institute Discussion Papers 08-007/4, Tinbergen Institute, revised 20 Mar 2014.
  94. Stefano Eusepi, 2005. "Central bank transparency under model uncertainty," Staff Reports 199, Federal Reserve Bank of New York.
  95. Woon Gyu Choi, 2007. "Measuring Interest Rates as Determined by Thrift and Productivity," Annals of Economics and Finance, Society for AEF, vol. 8(1), pages 167-195, May.
  96. Noriega Antonio E. & Ramos Francia Manuel, 2008. "A Note on the Dynamics of Persistence in US Inflation," Working Papers 2008-12, Banco de México.
  97. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2011. "Sources of macroeconomic fluctuations: A regime‐switching DSGE approach," Quantitative Economics, Econometric Society, vol. 2(2), pages 251-301, 07.
  98. Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers 11-20, Duke University, Department of Economics.
  99. Andreas Beyer & Roger E.A. Farmer, 2005. "Measuring the Effects of Real and Monetary Shocks in a Structural New-Keynesian Model," Computing in Economics and Finance 2005 172, Society for Computational Economics.
  100. Guido Ascari & Efrem Castelnuovo & Lorenza Rossi, 2010. "Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation," "Marco Fanno" Working Papers 0116, Dipartimento di Scienze Economiche "Marco Fanno".
  101. Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael, 2005. "On the Fit and Forecasting Performance of New Keynesian Models," CEPR Discussion Papers 4848, C.E.P.R. Discussion Papers.
  102. Roger E.A. Farmer & Daniel F. Waggoner & Tao Zha, 2007. "Understanding the New-Keynesian Model when Monetary Policy Switches Regimes," NBER Working Papers 12965, National Bureau of Economic Research, Inc.
  103. Giovanni Olivei & Silvana Tenreyro, 2007. "The Timing of Monetary Policy Shocks," American Economic Review, American Economic Association, vol. 97(3), pages 636-663, June.
  104. Borek Vasicek, 2009. "Monetary policy rules and inflation process in open emerging economies: evidence for 12 new EU members," William Davidson Institute Working Papers Series wp968, William Davidson Institute at the University of Michigan.
  105. Knut Are Aastveit & Gisle James Natvik & Sergio Sola, 2013. "Economic uncertainty and the effectiveness of monetary policy," Working Paper 2013/17, Norges Bank.
  106. Mojon, Benoît & Angeloni, Ignazio & Terlizzese, Daniele & Kashyap, Anil K., 2003. "The output composition puzzle: a difference in the monetary transmission mechanism in the euro area and U.S," Working Paper Series 0268, European Central Bank.
  107. Efrem Castelnuovo & Paolo Surico, 2005. "The Price Puzzle and Indeterminacy," Macroeconomics 0507021, EconWPA.
  108. Castelnuovo, Efrem, 2009. "Testing the structural interpretation of the price puzzle with a cost channel model," Research Discussion Papers 20/2009, Bank of Finland.
  109. María-Dolores, Ramón & Vázquez Pérez, Jesús, 2008. "Term Structure and the Estimated Monetary Policy Rule in the Eurozone," DFAEII Working Papers 2008-05, University of the Basque Country - Department of Foundations of Economic Analysis II.
  110. Thomas A. Lubik & Paolo Surico, 2010. "The Lucas critique and the stability of empirical models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 177-194.
  111. Carlsson, Mikael & Westermark, Andreas, 2011. "The New Keynesian Phillips Curve and staggered price and wage determination in a model with firm-specific labor," Journal of Economic Dynamics and Control, Elsevier, vol. 35(4), pages 579-603, April.
  112. Canova, Fabio & Gambetti, Luca, 2009. "Do expectations matter? The Great Moderation revisited," CEPR Discussion Papers 7597, C.E.P.R. Discussion Papers.
  113. Marco Lombardi & Silvia Sgherri, 2007. "(Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate," DNB Working Papers 142, Netherlands Central Bank, Research Department.
  114. Pym Manopimoke, 2016. "The Output Euler Equation and Real Interest Rate Regimes," PIER Discussion Papers 33., Puey Ungphakorn Institute for Economic Research, revised Jun 2016.
  115. Christiane Baumeister & Philip Liu & Haroon Mumtaz, 2012. "Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics," Staff Working Papers 12-13, Bank of Canada.
  116. FIodendji, Komlan, 2011. "Should Canadian monetary policy respond to asset prices? Evidence from a structural model," MPRA Paper 28039, University Library of Munich, Germany, revised 10 Jan 2011.
  117. Juan de Dios Tena & Jorge Dresdner & Iván Araya, 2009. "A Multimarket Approach for Estimating a New Keynesian Phillips Curve," Working Papers 02-2009, Departamento de Economía, Universidad de Concepción.
  118. Narayan Kundan Kishor & Monique Newiak, 2014. "The Instability In The Monetary Policy Reaction Function And The Estimation Of Monetary Policy Shocks," Contemporary Economic Policy, Western Economic Association International, vol. 32(2), pages 390-402, 04.
  119. Willems, Tim, 2013. "Analyzing the effects of US monetary policy shocks in dollarized countries," European Economic Review, Elsevier, vol. 61(C), pages 101-115.
  120. Patrick A. Imam, 2013. "Shock from Graying; Is the Demographic Shift Weakening Monetary Policy Effectiveness," IMF Working Papers 13/191, International Monetary Fund.
  121. Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015. "A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models," Working Papers 770, Queen Mary University of London, School of Economics and Finance.
  122. Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2012. "Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model," Economics Working Papers 2012-08, Christian-Albrechts-University of Kiel, Department of Economics.
  123. Van Zandweghe, Willem, 2015. "Monetary Policy Shocks and Aggregate Supply," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 31-56.
  124. Were, Maureen & Nyamongo, Esman & Kamau, Anne W. & Sichei, Moses M. & Wambua, Joseph, 2014. "Assessing the effectiveness of monetary policy in Kenya: Evidence from a macroeconomic model," Economic Modelling, Elsevier, vol. 37(C), pages 193-201.
  125. Castelnuovo, Efrem & Greco, Luciano & Raggi, Davide, 2008. "Estimating regime-switching Taylor rules with trend inflation," Research Discussion Papers 20/2008, Bank of Finland.
  126. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2005. "The 2001 recession and the states of the Eighth Federal Reserve District," Regional Economic Development, Federal Reserve Bank of St. Louis, issue Nov, pages 3-16.
  127. Andrea Silvestrini & Andrea Zaghini, 2015. "Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature," Questioni di Economia e Finanza (Occasional Papers) 255, Bank of Italy, Economic Research and International Relations Area.
  128. James Morley & Jeremy Piger & Pao-Lin Tien, 2012. "Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?," Discussion Papers 2012-23, School of Economics, The University of New South Wales.
  129. Amélie Charles & Olivier Darné & Laurent Ferrara, 2014. "Does the Great Recession imply the end of the Great Moderation? International evidence," EconomiX Working Papers 2014-21, University of Paris West - Nanterre la Défense, EconomiX.
  130. Flamini, Alessandro & Milas, Costas, 2015. "Distribution forecast targeting in an open-economy, macroeconomic volatility and financial implications," Journal of Financial Stability, Elsevier, vol. 16(C), pages 89-105.
  131. Silvia Sgherri & Tamim Bayoumi, 2009. "On Impatience and Policy Effectiveness," IMF Working Papers 09/18, International Monetary Fund.
  132. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2007. "Asymmetric Expectation Effects of Regime Shifts and the Great Moderation," Emory Economics 0712, Department of Economics, Emory University (Atlanta).
  133. Jean Boivin & Marc Giannoni, 2008. "Global Forces and Monetary Policy Effectiveness," NBER Working Papers 13736, National Bureau of Economic Research, Inc.
  134. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2010. "On the precision of Calvo parameter estimates in structural NKPC models," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1582-1595, September.
  135. Ana Beatriz Galvao & Massimiliano Marcellino, 2010. "Endogenous Monetary Policy Regimes and the Great Moderation," Economics Working Papers ECO2010/22, European University Institute.
  136. Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2010. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 10-28, Duke University, Department of Economics.
  137. Cwik, Tobias & Müller, Gernot & Wolters, Maik H, 2010. "Does Trade Integration Alter Monetary Policy Transmission?," CEPR Discussion Papers 8026, C.E.P.R. Discussion Papers.
  138. Jean Boivin, 2005. "Has US Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data," NBER Working Papers 11314, National Bureau of Economic Research, Inc.
  139. Corvoisier, Sandrine & Mojon, Benoît, 2005. "Breaks in the mean of inflation: how they happen and what to do with them," Working Paper Series 0451, European Central Bank.
  140. Andrew Ang & Jean Boivin & Sen Dong & Rudy Loo-Kung, 2011. "Monetary Policy Shifts and the Term Structure," Review of Economic Studies, Oxford University Press, vol. 78(2), pages 429-457.
  141. Tas, Bedri Kamil Onur, 2011. "An explanation for the price puzzle: Asymmetric information and expectation dynamics," Journal of Macroeconomics, Elsevier, vol. 33(2), pages 259-275, June.
  142. Chauvet, Marcelle & Tierney, Heather L. R., 2007. "Real Time Changes in Monetary Policy," MPRA Paper 16199, University Library of Munich, Germany, revised Apr 2009.
  143. Luca Fanelli, 2010. "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.
  144. Matheron, J. & Poilly, C., 2006. "How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?," Working papers 148, Banque de France.
  145. Antonio Moreno Ibáñez & Luis Rey, 2005. "Inflation Targeting in Western Europe," Faculty Working Papers 14/05, School of Economics and Business Administration, University of Navarra.
  146. Harun Mirza & Lidia Storjohann, 2011. "Making a Weak Instrument Set Stronger: Factor-Based Estimation of the Taylor Rule," Bonn Econ Discussion Papers bgse13_2012, University of Bonn, Germany.
  147. Boivin, Jean & Giannoni, Marc P. & Mihov, Ilian, 2006. "Sticky prices and monetary policy: Evidence from disaggregated US data," CFS Working Paper Series 2007/14, Center for Financial Studies (CFS).
  148. Castelnuovo, Efrem, 2010. "Trend inflation and macroeconomic volatilities in the post-WWII U.S. economy," The North American Journal of Economics and Finance, Elsevier, vol. 21(1), pages 19-33, March.
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