Has Monetary Policy Become More Effective?

Boivin, Jean; Giannoni, Marc

Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models. (2025). Sorge, Marco ; Fanelli, Luca ; Angelini, Giovanni.
In: Computational Economics.
RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10640-2.
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Industry growth at the lower bound. (2025). Skaperdas, Arsenios.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:152:y:2025:i:c:s026156062500018x.
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Playing by the Taylor rules or sticking to Friedman’s policy: A new approach to monetary policy identification. (2025). Arefyev, Nikolay ; Arefeva, Alina.
In: Economic Modelling.
RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003237.
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The inflationary impact of oil price shock in Korea: The role of inflation expectations. (2025). Kim, Young Min ; Lee, Seojin.
In: Journal of Asian Economics.
RePEc:eee:asieco:v:96:y:2025:i:c:s1049007824001568.
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The (Ir)Relevance of Rule‐of‐Thumb Consumers for U.S. Business Cycle Fluctuations. (2024). Haque, Qazi ; Ascari, Guido ; Albonico, Alice.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:56:y:2024:i:4:p:769-804.
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Developing and impulse response matching estimation of the DSGE model for the Russian economy. (2024). Polbin, Andrey ; Sinelnikov-Murylev, Sergey.
In: Applied Econometrics.
RePEc:ris:apltrx:0489.
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Belief distortions and Disagreement about Inflation. (2024). Patella, Valeria.
In: Working Paper series.
RePEc:rim:rimwps:24-08.
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The Fiscal Channel of Monetary Policy. (2024). Breitenlechner, Max ; Klein, Mathias ; Geiger, Martin.
In: Working Papers.
RePEc:inn:wpaper:2024-07.
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Impact of monetary policy shocks in the Peruvian economy over time. (2024). Rodríguez, Gabriel ; Rodrguez, Gabriel ; Rojo, Flavio Prez.
In: Structural Change and Economic Dynamics.
RePEc:eee:streco:v:71:y:2024:i:c:p:270-288.
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Money, output, and prices: 1967-2022. (2024). Horan, Patrick.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000760.
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Is the slope of the euro area Phillips curve steeper than it seems? Heterogeneity and identification. (2024). Schuffels, Johannes ; Lieb, Lenard ; van Veen, Tom ; Kool, Clemens.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001451.
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Does non-bank fintech development hurt the effect of targeted monetary policy tools? Micro evidence from China. (2024). Tang, Yanfei ; Wang, XI.
In: Finance Research Letters.
RePEc:eee:finlet:v:62:y:2024:i:pa:s154461232400151x.
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Time-varying variance decomposition of macro-finance term structure models. (2024). Hansen, Anne Lundgaard.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000975.
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Active or passive? Revisiting the role of fiscal policy during high inflation. (2024). Kriwoluzky, Alexander ; Ettmeier, Stephanie.
In: European Economic Review.
RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124002034.
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Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies. (2024). Pagliari, Maria Sole.
In: European Economic Review.
RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001466.
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Scenario discovery to address deep uncertainty in monetary policy. (2024). End, Jan Willem ; van den End, Jan Willem ; Auping, Willem L ; Kwakkel, Jan ; Wieles, Chamon.
In: Working Papers.
RePEc:dnb:dnbwpp:818.
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Active or Passive? Revisiting the Role of Fiscal Policy During High Inflation. (2024). Kriwoluzky, Alexander ; Ettmeier, Stephanie.
In: CRC TR 224 Discussion Paper Series.
RePEc:bon:boncrc:crctr224_2024_565.
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Revisiting the Macroeconomic Effects of Monetary Policy Shocks. (2024). Haque, Qazi ; Doko Tchatoka, Firmin.
In: The Economic Record.
RePEc:bla:ecorec:v:100:y:2024:i:329:p:234-259.
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Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data. (2023). Nazlioglu, Saban ; GUPTA, RANGAN ; Coronado, Semei ; Rojas, Omar.
In: International Journal of Finance & Economics.
RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2239-2247.
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US-Financial Conditions and Macro-economy of Emerging Markets. (2023). Jabeen, Hummaira.
In: Journal of Policy Research (JPR).
RePEc:rfh:jprjor:v:9:y:2023:i:1:p:51-63.
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Jane Haldimand Marcet: Impact of Monetary Policy Shocks in the Peruvian Economy Over Time. (2023). Rodríguez, Gabriel ; Rodriguez, Gabriel ; Rojo, Flavio Perez.
In: Documentos de Trabajo / Working Papers.
RePEc:pcp:pucwps:wp00523.
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Housing price uncertainty and housing prices in the UK in a time-varying environment. (2023). Wohar, Mark ; Bekun, Festus ; Balcilar, Mehmet ; Uzuner, Gizem.
In: Empirica.
RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-023-09567-y.
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Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system. (2023). Zhao, Jing.
In: Resources Policy.
RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001757.
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Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric.
In: Journal of Economic Behavior & Organization.
RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391.
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Interpreting Structural Shocks and Assessing Their Historical Importance. (2023). Vázquez, Jesús ; Herrera, Luis ; Jesus, Vazquez ; Luis, Herrera.
In: The B.E. Journal of Macroeconomics.
RePEc:bpj:bejmac:v:23:y:2023:i:1:p:375-425:n:15.
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Financial globalization and monetary transmission. (2023). Auer, Simone.
In: Review of International Economics.
RePEc:bla:reviec:v:31:y:2023:i:2:p:721-760.
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Shocks of Business Activity and Specific Shocks to Oil Market in DSGE Model of Russian Economy and Their Influence Under Different Monetary Policy Regimes. (2023). Lomonosov, Daniil.
In: Russian Journal of Money and Finance.
RePEc:bkr:journl:v:82:y:2023:i:4:p:44-79.
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Monetary Policy Transmission, Bank Market Power, and Wholesale Funding Reliance. (2023). Enkhbold, Amina.
In: Staff Working Papers.
RePEc:bca:bocawp:23-35.
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A large Canadian database for macroeconomic analysis. (2022). Stevanovic, Dalibor ; Surprenant, Stephane ; Fortingagnon, Olivier ; Leroux, Maxime.
In: Canadian Journal of Economics/Revue canadienne d'économique.
RePEc:wly:canjec:v:55:y:2022:i:4:p:1799-1833.
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Impact of monetary policy transmission mechanism in West African countries. (2022). Olusegun, Famoroti Jonathan ; Omolade, Adeleke.
In: Studia Universitatis „Vasile Goldis” Arad – Economics Series.
RePEc:vrs:suvges:v:32:y:2022:i:1:p:20-42:n:3.
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Climate Disasters and the Macroeconomy: Does State-Dependence Matter? Evidence for the US. (2022). Ginn, William.
In: Economics of Disasters and Climate Change.
RePEc:spr:ediscc:v:6:y:2022:i:1:d:10.1007_s41885-021-00102-6.
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The Great Moderation and the Financial Cycle. (2022). Lucke, Friedrich.
In: Working Papers REM.
RePEc:ise:remwps:wp02382022.
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The Effects of Economic Shocks on Heterogeneous Inflation Expectations. (2022). Gómez-Rodríguez, Fabio ; Chang, Yoosoon ; Hong, Gee Hee ; Gomez-Rodriguez, Fabio.
In: IMF Working Papers.
RePEc:imf:imfwpa:2022/132.
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Estimating Structural Shocks with the GVAR-DSGE Model: Pre- and Post-Pandemic. (2022). Kwok, Chunyeung.
In: Mathematics.
RePEc:gam:jmathe:v:10:y:2022:i:10:p:1773-:d:821868.
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The cost channel of monetary policy: The case of the United States in the period 1959–2018. (2022). levrero, enrico ; Deleidi, Matteo ; Cucciniello, Maria Chiara.
In: Structural Change and Economic Dynamics.
RePEc:eee:streco:v:61:y:2022:i:c:p:409-433.
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Is the Slope of the Euro Area Phillips Curve Steeper than It Seems? Heterogeneity and Identification. (2022). Schuffels, Johannes ; Lieb, Lenard ; van Veen, Tom ; Kool, Clemens.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_10103.
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Data‐driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?. (2022). Maxand, Simone ; Herwartz, Helmut ; Lange, Alexander.
In: Economic Inquiry.
RePEc:bla:ecinqu:v:60:y:2022:i:2:p:668-693.
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Are Government Spending Shocks Inflationary at the Zero Lower Bound? New Evidence from Daily Data. (2021). Choi, Sangyup ; Yoo, Seung Yong ; Shin, Junhyeok.
In: Working papers.
RePEc:yon:wpaper:2021rwp-189.
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The risk‐taking channel in the United States: A GVAR approach. (2021). Mouratidis, Kostas ; Caglayan, Mustafa ; Alzuabi, Raslan.
In: International Journal of Finance & Economics.
RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5826-5849.
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Monetary Policy and Economic Performance Since the Financial Crisis. (2021). Neely, Christopher ; Martínez García, Enrique ; Gagnon, Etienne ; Caldara, Dario ; Martinez-Garcia, Enrique.
In: Review.
RePEc:fip:fedlrv:93190.
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Taylor rule estimation by OLS. (2021). Nechio, Fernanda ; Carvalho, Carlos ; Tristo, Tiago.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:124:y:2021:i:c:p:140-154.
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Leaning against house prices: A structural VAR investigation. (2021). Benati, Luca.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:118:y:2021:i:c:p:399-412.
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Heterogeneity in individual expectations, sentiment, and constant-gain learning. (2021). Milani, Fabio ; Cole, Stephen.
In: Journal of Economic Behavior & Organization.
RePEc:eee:jeborg:v:188:y:2021:i:c:p:627-650.
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Forecast heuristics, consumer expectations, and New-Keynesian macroeconomics: A Horse race. (2021). Sacht, Stephen ; Jang, Tae-Seok.
In: Journal of Economic Behavior & Organization.
RePEc:eee:jeborg:v:182:y:2021:i:c:p:493-511.
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Equilibrium indeterminacy and sunspot tales. (2021). Sorge, Marco ; Dave, Chetan.
In: European Economic Review.
RePEc:eee:eecrev:v:140:y:2021:i:c:s0014292121002348.
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Frictions and empirical fit in a DSGE model for Indonesia. (2021). Zams, Bastian Muzbar.
In: Economic Modelling.
RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000705.
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Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco ; Angelini, Giovanni.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002001.
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The horseshoe prior for time-varying parameter VARs and Monetary Policy. (2021). Pruser, Jan.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001238.
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Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco ; Angelini, Giovanni.
In: Working Papers.
RePEc:bol:bodewp:wp1160.
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Does economic complexity reduce output volatility in developing countries?. (2021). Yalta, Yasemin A ; Guneri, Barbaros.
In: Bulletin of Economic Research.
RePEc:bla:buecrs:v:73:y:2021:i:3:p:411-431.
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Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole.
In: Working papers.
RePEc:bfr:banfra:829.
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Revisiting the macroeconomic effects of monetary policy shocks. (2021). Haque, Qazi ; Doko Tchatoka, Firmin.
In: School of Economics Working Papers.
RePEc:adl:wpaper:2021-02.
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Active, or passive? Revisiting the role of fiscal policy in the Great Inflation. (2020). Kriwoluzky, Alexander ; Ettmeier, Stephanie.
In: Working Papers.
RePEc:zbw:pp1859:17.
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SYSTEMATIC MONETARY POLICY AND THE MACROECONOMIC EFFECTS OF SHIFTS IN RESIDENTIAL LOAN‐TO‐VALUE RATIOS. (2020). Rüth, Sebastian ; Bachmann, Ruediger ; Ruth, Sebastian K.
In: International Economic Review.
RePEc:wly:iecrev:v:61:y:2020:i:2:p:503-530.
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Leaning Against House Prices: A Structural VAR Investigation. (2020). Benati, Luca.
In: Diskussionsschriften.
RePEc:ube:dpvwib:dp2020.
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A computational algorithm to analyze unobserved sequential reactions of the central banks: inference on complex lead–lag relationship in evolution of policy stances. (2020). Kumar, Sudarshan ; Chakrabarti, Anindya S.
In: Journal of Computational Social Science.
RePEc:spr:jcsosc:v:3:y:2020:i:1:d:10.1007_s42001-019-00052-w.
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Monetary Policy and Macroeconomic Stability Revisited. (2020). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo.
In: Review of Economic Dynamics.
RePEc:red:issued:19-271.
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What Do Monetary Contractions Do? Evidence From Large Tightenings. (2020). Willems, Tim.
In: Review of Economic Dynamics.
RePEc:red:issued:19-163.
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Time-Varying Influence of Household Debt on Inequality in United Kingdom. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Gabauer, David ; Berisha, Edmond.
In: Working Papers.
RePEc:pre:wpaper:202017.
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Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data. (2020). Nazlioglu, Saban ; GUPTA, RANGAN ; Coronado, Semei ; Rojas, Omar.
In: Working Papers.
RePEc:pre:wpaper:202006.
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Time-Varying Spillover of US Trade War on the Growth of Emerging Economies. (2020). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Ramabulana, Khuliso.
In: Working Papers.
RePEc:pre:wpaper:202002.
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The Risk-Taking Channel in the US: A GVAR Approach. (2020). Mouratidis, Kostas ; Caglayan, Mustafa ; Alzuabi, Raslan.
In: MPRA Paper.
RePEc:pra:mprapa:101391.
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Predicting firm-level volatility in the United States: the role of monetary policy uncertainty. (2020). Kyei, Clement ; GUPTA, RANGAN ; Demirer, Riza ; Clance, Matthew.
In: Economics and Business Letters.
RePEc:ove:journl:aid:14497.
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Dynamic Expectations Formation and U.S. Monetary Policy Regime Change. (2020). Wei, Xin.
In: CAEPR Working Papers.
RePEc:inu:caeprp:2020007.
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Monetary Policy, Self-Fulfilling Expectations and the U.S. Business Cycle. (2020). Nicolo, Giovanni.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2020-35.
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Forward-Looking Monetary Policy and the Transmission of Conventional Monetary Policy Shocks. (2020). WU, WENBIN ; Rogers, John ; Bu, Chunya.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2020-14.
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Monetary Policy and Economic Performance Since the Financial Crisis. (2020). Neely, Christopher ; Martínez García, Enrique ; Gagnon, Etienne ; Caldara, Dario ; Martinez-Garcia, Enrique.
In: Globalization Institute Working Papers.
RePEc:fip:feddgw:88672.
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Evolving Monetary Policy in the Aftermath of the Great Recession. (2020). Ortmans, Aymeric.
In: Documents de recherche.
RePEc:eve:wpaper:20-01.
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Dynamic effects of monetary policy shocks on macroeconomic volatility. (2020). Theodoridis, Konstantinos ; Mumtaz, Haroon.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:114:y:2020:i:c:p:262-282.
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Learning, parameter variability, and swings in US macroeconomic dynamics. (2020). Vázquez, Jesús ; Aguirre, Idoia ; Vazquez, Jesus.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:66:y:2020:i:c:s016407042030166x.
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Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty. (2020). Cooray, Arusha ; Chatziantoniou, Ioannis ; Apergis, Nicholas.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301800.
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Estimating nonlinear dynamic equilibrium models by matching impulse responses. (2020). Ruge-Murcia, Francisco.
In: Economics Letters.
RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303840.
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Active, or Passive? Revisiting the Role of Fiscal Policy in the Great Inﬂation. (2020). Kriwoluzky, Alexander ; Ettmeier, Stephanie.
In: Discussion Papers of DIW Berlin.
RePEc:diw:diwwpp:dp1872.
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Monetary Policy with Opinionated Markets. (2020). Caballero, Ricardo ; Simsek, Alp.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:14830.
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Testing for the Effectiveness of Inflation Targeting in India: A Factor Augmented Vector Autoregression (FAVAR) Approach. (2020). Babu, Suresh.
In: Journal of Central Banking Theory and Practice.
RePEc:cbk:journl:v:9:y:2020:i:3:p:163-182.
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Monetary Policy and Macroeconomic Stability Revisited. (2020). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo.
In: Bank of Japan Working Paper Series.
RePEc:boj:bojwps:wp20e02.
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Can trade openness affect the monetary transmission mechanism?. (2020). Zhang, Wen.
In: Review of International Economics.
RePEc:bla:reviec:v:28:y:2020:i:2:p:341-364.
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A Large Canadian Database for Macroeconomic Analysis. (2020). Stevanovic, Dalibor ; Surprenant, Stephane ; Fortin-Gagnon, Olivier ; Leroux, Maxime.
In: Working Papers.
RePEc:bbh:wpaper:20-07.
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Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2020). Pellegrino, Giovanni.
In: Economics Working Papers.
RePEc:aah:aarhec:2020-05.
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Active, or passive? Revisiting the role of fiscal policy in the Great Inflation. (2019). Kriwoluzky, Alexander ; Ettmeier, Stephanie.
In: VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy.
RePEc:zbw:vfsc19:203609.
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Forecasting Bond Risk Premia with Unspanned Macroeconomic Information. (2019). Liu, Rui.
In: Quarterly Journal of Finance (QJF).
RePEc:wsi:qjfxxx:v:09:y:2019:i:01:n:s2010139219400019.
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Macroeconomic forecast accuracy in a data‐rich environment. (2019). Stevanovic, Dalibor ; Kotchoni, Rachidi ; Leroux, Maxime.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:34:y:2019:i:7:p:1050-1072.
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Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation. (2019). Haque, Qazi.
In: Economics Discussion / Working Papers.
RePEc:uwa:wpaper:19-10.
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VAR-based Granger-causality test in the presence of instabilities. (2019). Wang, Yiru ; Rossi, Barbara.
In: Economics Working Papers.
RePEc:upf:upfgen:1642.
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Trade Openness and Monetary Policy in Ghana. (2019). Brafu-Insaidoo, William ; Bondzie, Eric ; AHIAKPOR, FERDINAND ; Cantah, William.
In: International Economic Journal.
RePEc:taf:intecj:v:33:y:2019:i:2:p:332-349.
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Models of credit limit-setting for companies as means of encouraging competitiveness. (2019). Manuylenko, Viktoriya Valeryevna ; Pyatanova, Victoria Ivanovna ; Gryzunova, Natalia Vladimirovna ; Ordov, Konstantin Vasilievich.
In: Entrepreneurship and Sustainability Issues.
RePEc:ssi:jouesi:v:7:y:2019:i:1:p:615-625.
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Structural change and output volatility reduction in OECD countries: evidence of the Second Great Moderation. (2019). Duran, Hasan Engin.
In: Journal of Economic Structures.
RePEc:spr:jecstr:v:8:y:2019:i:1:d:10.1186_s40008-019-0171-1.
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Heterogeneous effects in the international transmission of the US monetary policy: a factor-augmented VAR perspective. (2019). Siriopoulos, Costas ; Philippas, Dionisis ; Evgenidis, Anastasios.
In: Empirical Economics.
RePEc:spr:empeco:v:56:y:2019:i:5:d:10.1007_s00181-018-1448-1.
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Labor Market Frictions, Monetary Policy, and Durable Goods. (2019). Hertweck, Matthias ; Di Pace, Federico.
In: Review of Economic Dynamics.
RePEc:red:issued:18-237.
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Vector autoregressive-based Granger causality test in the presence of instabilities. (2019). Wang, Yiru ; Rossi, Barbara.
In: MPRA Paper.
RePEc:pra:mprapa:101492.
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Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem.
In: Marco Fanno Working Papers.
RePEc:pad:wpaper:0234.
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Comment on Optimal Inflation and the Identification of the Phillips Curve. (2019). Giannoni, Marc.
In: NBER Chapters.
RePEc:nbr:nberch:14246.
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What Drives the Strength of Monetary Policy Transmission?. (2019). Matějů, Jakub ; Matj, Jakub.
In: International Journal of Central Banking.
RePEc:ijc:ijcjou:y:2019:q:3:a:3.
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A computational algorithm to analyze unobserved sequential reactions of the central banks: Inference on complex lead-lag relationship in evolution of policy stances. (2019). Kumar, Sudarshan ; Chakrabarti, Anindya S.
In: IIMA Working Papers.
RePEc:iim:iimawp:14608.
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Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem.
In: Melbourne Institute Working Paper Series.
RePEc:iae:iaewps:wp2019n05.
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Can Central Banking Policies Make a Difference in Financial Market Performance in Emerging Economies? The Case of India. (2019). Sharma, Gagan ; Srivastava, Mrinalini ; Mahendru, Mandeep.
In: Economies.
RePEc:gam:jecomi:v:7:y:2019:i:2:p:49-:d:232721.
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Monetary Policy and Macroeconomic Stability Revisited. (2019). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo.
In: Working Papers.
RePEc:fip:fedcwq:191400.
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Learning expectations using multi-period forecasts. (2019). Koursaros, Demetris.
In: Journal of Economics and Business.
RePEc:eee:jebusi:v:102:y:2019:i:c:p:1-25.
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Why has the size effect disappeared?. (2019). Ahn, Dong-Hyun ; Min, Byoung-Kyu ; Yoon, Bohyun.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:102:y:2019:i:c:p:256-276.
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What drives volatility in natural gas prices?. (2019). Smyth, Russell ; Hailemariam, Abebe.
In: Energy Economics.
RePEc:eee:eneeco:v:80:y:2019:i:c:p:731-742.
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Bad luck, bad policy, and learning? A Markov-switching approach to understanding postwar U.S. macroeconomic dynamics. (2019). Best, Gabriela ; Hur, Joonyoung.
In: European Economic Review.
RePEc:eee:eecrev:v:119:y:2019:i:c:p:55-78.
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Time variation in inflation persistence: New evidence from modelling US inflation. (2019). Granville, Brigitte ; Zeng, Ning.
In: Economic Modelling.
RePEc:eee:ecmode:v:81:y:2019:i:c:p:30-39.
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On the reduced macroeconomic volatility of the Australian economy: Good policy or good luck?. (2019). Cross, Jamie.
In: Economic Modelling.
RePEc:eee:ecmode:v:77:y:2019:i:c:p:174-186.
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A time-varying parameter structural model of the UK economy. (2019). Waldron, Matt ; Petrova, Katerina ; Masolo, Riccardo M. ; Kapetanios, George.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:106:y:2019:i:c:5.
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Behavioral learning equilibria in the New Keynesian model. (2019). Ozden, Tolga ; Zhu, Mei ; Mavromatis, Kostas ; Hommes, Cars.
In: Working Papers.
RePEc:dnb:dnbwpp:654.
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Have we been measuring monetary policy correctly? Analysing the Federal Reserve’s policies over the last century. (2019). Pavon-Prado, David.
In: IFCS - Working Papers in Economic History.WH.
RePEc:cte:whrepe:28342.
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Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_7697.
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The effect of news shocks and monetary policy. (2019). Zanetti, Francesco ; Tsoukalas, John ; Korobilis, Dimitris ; Görtz, Christoph ; Gambetti, Luca ; Gortz, Christoph.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_7578.
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The Effect of News Shocks and Monetary Policy. (2019). Zanetti, Francesco ; Tsoukalas, John ; Korobilis, Dimitris ; Görtz, Christoph ; Gambetti, Luca ; Gortz, Christoph.
In: Discussion Papers.
RePEc:bir:birmec:19-03.
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VAR-Based Granger-Causality Test in the Presence of Instabilities. (2019). Wang, Yiru ; Rossi, Barbara.
In: Working Papers.
RePEc:bge:wpaper:1083.
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THE EFFECTIVENESS OF MONETARY POLICY TRANSFORMATION IN PAKISTAN: EXPLORING MONETARY NEUTRALITY PROPOSITION. (2019). Wang, Ying ; Rustam, Adeela.
In: Review of Socio - Economic Perspectives.
RePEc:aly:journl:201940.
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Forecast heuristics, consumer expectations, and new-Keynesian macroeconomics: A horse race. (2018). Sacht, Stephen ; Jang, Tae-Seok.
In: Economics Working Papers.
RePEc:zbw:cauewp:201809.
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U.S. Monetary Regimes and Optimal Monetary Policy in the Euro Area. (2018). Mavromatis, Kostas(Konstantinos).
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:50:y:2018:i:7:p:1441-1478.
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Spending Reversals and Fiscal Multipliers under an Interest Rate Peg. (2018). Li, Rong ; Tian, Xiaohui.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:50:y:2018:i:4:p:789-815.
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New VAR evidence on monetary transmission channels: temporary interest rate versus inflation target shocks. (2018). Rabitsch, Katrin ; Lukmanova, Elizaveta.
In: Department of Economics Working Paper Series.
RePEc:wiw:wus005:6681.
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New VAR evidence on monetary transmission channels: temporary interest rate versus inflation target shocks. (2018). Rabitsch, Katrin ; Lukmanova, Elizaveta.
In: Department of Economics Working Papers.
RePEc:wiw:wiwwuw:wuwp274.
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How Commodity Prices Influence the Members of the Eurasian Economic Union. (2018). Zubarev, Andrey ; Polbin, Andrey ; Andreyev, Mikhail.
In: Economy of region.
RePEc:ura:ecregj:v:1:y:2018:i:2:p:623-637.
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The end of Brazilian big inflation: lessons to monetary policy from a standard New Keynesian model. (2018). Lopes, Luckas ; Chauvet, Marcelle ; Lima, Joo Eustaquio.
In: Empirical Economics.
RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1324-4.
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The changing transmission mechanism of US monetary policy. (2018). Tien, Pao-Lin ; Morley, James ; Endut, Norhana.
In: Empirical Economics.
RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1240-7.
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The Effect of News Shocks and Monetary Policy. (2018). Zanetti, Francesco ; Tsoukalas, John ; Korobilis, Dimitris ; Gambetti, Luca.
In: Working Paper series.
RePEc:rim:rimwps:18-19.
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Disagreement and Monetary Policy. (2018). Hürtgen, Patrick ; Hoffmann, Mathias ; Falck, Elisabeth ; Hurtgen, Patrick.
In: 2018 Meeting Papers.
RePEc:red:sed018:655.
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Monetary Policy and Macroeconomic Stability Revisited. (2018). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo.
In: 2018 Meeting Papers.
RePEc:red:sed018:219.
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Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2018). Rüth, Sebastian ; Bachmann, Ruediger.
In: 2018 Meeting Papers.
RePEc:red:sed018:212.
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Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada. (2018). Sekkel, Rodrigo ; Champagne, Julien.
In: 2018 Meeting Papers.
RePEc:red:sed018:128.
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Dynamics and Interactions of Monetary Policy and Macroeconomic Variables: Empirical Investigation in the UK Economy with Bayesian VAR. (2018). Pervin, Shahida.
In: MPRA Paper.
RePEc:pra:mprapa:91816.
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Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation. (2018). Pellegrino, Giovanni ; Castelnuovo, Efrem.
In: Marco Fanno Working Papers.
RePEc:pad:wpaper:0219.
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How should Central Banks Respond to Non-neutral Inflation Expectations?. (2018). Shah, Imran Hussain ; Corrick, Ian ; Saboor, Abdul.
In: Open Economies Review.
RePEc:kap:openec:v:29:y:2018:i:2:d:10.1007_s11079-018-9482-3.
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Disinflation and improved anchoring of long-term inflation expectations - The Icelandic experience. (2018). Pétursson, Thórarinn.
In: Economics.
RePEc:ice:wpaper:wp77.
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Does the Great Recession imply the end of the Great Moderation? International evidence. (2018). Ferrara, Laurent ; Darné, Olivier ; Charles, Amelie ; Darne, Olivier.
In: Post-Print.
RePEc:hal:journl:hal-01757081.
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Does the Great Recession imply the end of the Great Moderation? International evidence. (2018). Charles, Amelie ; Darne, Olivier ; Ferrara, Laurent.
In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
RePEc:hal:cesptp:hal-01757081.
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Unconventional U.S. Monetary Policy: New Tools, Same Channels?. (2018). Huber, Florian ; Feldkircher, Martin.
In: JRFM.
RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:71-:d:178738.
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Monetary Policy across Space and Time. (2018). Petrova, Katerina ; Matthes, Christian ; Liu, Laura.
In: Working Paper.
RePEc:fip:fedrwp:18-14.
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Managing Financial Globalization: Insights from the Recent Literature. (2018). Wei, Shang-Jin.
In: Working Papers.
RePEc:ess:wpaper:id:12586.
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Changes in monetary regimes and the identification of monetary policy shocks: Narrative evidence from Canada. (2018). Sekkel, Rodrigo ; Champagne, Julien.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:99:y:2018:i:c:p:72-87.
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The effects of the U.S. business cycle on the Canadian economy: A regime-switching VAR approach. (2018). Lange, Ronald Henry.
In: The Journal of Economic Asymmetries.
RePEc:eee:joecas:v:17:y:2018:i:c:p:1-12.
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Nominal anchors and the price puzzle. (2018). Florio, Anna.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:58:y:2018:i:c:p:224-237.
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The decline in the predictive power of the US term spread: A structural interpretation. (2018). Morell, Joe.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:55:y:2018:i:c:p:314-331.
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International transmissions of monetary shocks: Between a trilemma and a dilemma. (2018). Wei, Shang-Jin ; Han, Xuehui.
In: Journal of International Economics.
RePEc:eee:inecon:v:110:y:2018:i:c:p:205-219.
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Changing credit limits, changing business cycles. (2018). Santoro, Emiliano ; Ravn, Søren Hove ; Jensen, Henrik.
In: European Economic Review.
RePEc:eee:eecrev:v:102:y:2018:i:c:p:211-239.
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Risk management-driven policy rate gap. (2018). Nodari, Gabriela ; Castelnuovo, Efrem ; Caggiano, Giovanni.
In: Economics Letters.
RePEc:eee:ecolet:v:171:y:2018:i:c:p:235-238.
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Identifying the nonlinear correlation between business cycle and monetary policy rule: Evidence from China and the U.S.. (2018). Song, Yang ; Zhao, Tingting ; Xu, Ning ; Liu, Dayu.
In: Economic Modelling.
RePEc:eee:ecmode:v:73:y:2018:i:c:p:45-54.
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The Great Recession and Okuns law. (2018). Grant, Angelia.
In: Economic Modelling.
RePEc:eee:ecmode:v:69:y:2018:i:c:p:291-300.
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The case for Divisia monetary statistics: A Bayesian time-varying approach. (2018). Ellington, Michael.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:96:y:2018:i:c:p:26-41.
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Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation. (2018). Pellegrino, Giovanni ; Castelnuovo, Efrem.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:93:y:2018:i:c:p:277-296.
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Walk on the wild side: Multiplicative sunspots and temporarily unstable paths. (2018). Bonomolo, Paolo ; Lopes, Hedibert ; Ascari, Guido.
In: Working Papers.
RePEc:dnb:dnbwpp:597.
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The small sample properties of Indirect Inference in testing and estimating DSGE models. (2018). Xu, Yongdeng ; Wickens, Michael ; Minford, A. Patrick ; Meenagh, David.
In: Cardiff Economics Working Papers.
RePEc:cdf:wpaper:2018/7.
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Examining the success of the central banks in inflation targeting countries: the dynamics of the inflation gap and institutional characteristics. (2018). Kundan, Kishor N ; Omid, Ardakani.
In: Studies in Nonlinear Dynamics & Econometrics.
RePEc:bpj:sndecm:v:22:y:2018:i:1:p:19:n:7.
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DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE. (2018). Ferrara, Laurent ; Darné, Olivier ; Darne, Olivier ; Charles, Amlie.
In: Economic Inquiry.
RePEc:bla:ecinqu:v:56:y:2018:i:2:p:745-760.
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Has inflation targeting become less credible?. (2018). Zohar, Osnat ; Sussman, Nathan.
In: BIS Working Papers.
RePEc:bis:biswps:729.
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L’impact de la crise fiancière sur la performance de la politique monétaire conventionnelle de la zone euro. (2017). Vermandel, Gauthier ; Gallic, Ewen ; Poutineau, Jean-Christophe.
In: Economics Working Paper Archive (University of Rennes & University of Caen).
RePEc:tut:cremwp:2017-06.
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The asymptotic behaviour of the residual sum of squares in models with multiple break points. (2017). Osborn, Denise ; Sakkas, Nikolaos ; Hall, Alastair R.
In: Econometric Reviews.
RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:667-698.
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Monetary policy and the role of inventory investment. (2017). Rubio, Margarita ; Schuh, Scott.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:24:y:2017:i:21:p:1605-1612.
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Searching for the Fed’s reaction function. (2017). Weber, Christoph ; Wolfel, Katrin .
In: Empirical Economics.
RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1076-6.
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The Risk-Taking Channel in the US: A GVAR Approach. (2017). Mouratidis, Kostas ; Caglayan, Mustafa ; Alzubi, Raslan .
In: Working Papers.
RePEc:shf:wpaper:2017009.
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MONETARY POLICY TRANSMISSION AND TRADE-OFFS IN THE UNITED STATES: OLD AND NEW. (2017). Peersman, Gert ; Hofmann, Boris.
In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
RePEc:rug:rugwps:17/940.
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SYSTEMATIC MONETARY POLICY AND THE MACROECONOMIC EFFECTS OF SHIFTS IN LOAN-TO-VALUE RATIOS. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Ruth, Sebastian .
In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
RePEc:rug:rugwps:17/934.
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Modelling an Emergent Economy and Parameter Instability Problem. (2017). Dobrescu, Emilian.
In: Journal for Economic Forecasting.
RePEc:rjr:romjef:v::y:2017:i:2:p:5-28.
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Monetary Policy Shifts and Central Bank Independence. (2017). Qureshi, Irfan.
In: MPRA Paper.
RePEc:pra:mprapa:81646.
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The Effect of News Shocks and Monetary Policy. (2017). Zanetti, Francesco ; Tsoukalas, John ; Korobilis, Dimitris ; Gambetti, Luca.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:838.
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Leverage and Deepening. Business Cycle Skewness. (2017). Ranjan, Abhishek ; Petrella, Ivan ; Fosgerau, Mogens ; Ravn, Soren Hove ; Jensen, Henrik ; Santoro, Emiliano.
In: Discussion Papers.
RePEc:kud:kuiedp:1717.
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An endogenous regime-switching model of ordered choice with an application to federal funds rate target.. (2017). Sirchenko, Andrei.
In: 2017 Papers.
RePEc:jmp:jm2017:psi424.
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Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2017). Pellegrino, Giovanni.
In: Melbourne Institute Working Paper Series.
RePEc:iae:iaewps:wp2017n06.
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The Effect of News Shocks and Monetary Policy. (2017). Zanetti, Francesco ; Tsoukalas, John ; Korobilis, Dimitris ; Gambetti, Luca.
In: Working Papers.
RePEc:gla:glaewp:2017_11.
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Monetary Policy and Macroeconomic Stability Revisited. (2017). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo.
In: Research Working Paper.
RePEc:fip:fedkrw:rwp17-01.
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The effect of news shocks and monetary policy. (2017). Zanetti, Francesco ; Tsoukalas, John ; Korobilis, Dimitris ; Gambetti, Luca.
In: LSE Research Online Documents on Economics.
RePEc:ehl:lserod:86145.
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The asymmetry of U.S. monetary policy: Evidence from a threshold Taylor rule with time-varying threshold values. (2017). Zhu, Yanli ; Chen, Haiqiang.
In: Physica A: Statistical Mechanics and its Applications.
RePEc:eee:phsmap:v:473:y:2017:i:c:p:522-535.
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How optimal is US monetary policy?. (2017). Leith, Campbell ; Kirsanova, Tatiana ; Chen, Xiaoshan.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:92:y:2017:i:c:p:96-111.
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Indeterminate forecast accuracy under indeterminacy. (2017). Sorge, Marco ; Fanelli, Luca.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:53:y:2017:i:c:p:57-70.
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Labor market dynamics when (un)employment is a social norm. (2017). Koursaros, Demetris.
In: Journal of Economic Behavior & Organization.
RePEc:eee:jeborg:v:134:y:2017:i:c:p:96-116.
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The impact of monetary policy on corporate bonds under regime shifts. (2017). Pedio, Manuela ; Guidolin, Massimo ; Orlov, Alexei G.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:80:y:2017:i:c:p:176-202.
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Impulse response matching estimators for DSGE models. (2017). Kilian, Lutz ; Inoue, Atsushi ; Guerron, Pablo ; Guerron-Quintana, Pablo.
In: Journal of Econometrics.
RePEc:eee:econom:v:196:y:2017:i:1:p:144-155.
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Statistical inference for independent component analysis: Application to structural VAR models. (2017). Renne, Jean-Paul ; Monfort, Alain ; gourieroux, christian.
In: Journal of Econometrics.
RePEc:eee:econom:v:196:y:2017:i:1:p:111-126.
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Does trend inflation make a difference?. (2017). Perricone, Chiara ; Loberto, Michele.
In: Economic Modelling.
RePEc:eee:ecmode:v:61:y:2017:i:c:p:351-375.
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Liquidity traps and large-scale financial crises. (2017). Pellegrino, Giovanni ; PARENT, Antoine ; Damette, Olivier ; Castelnuovo, Efrem ; Caggiano, Giovanni.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:81:y:2017:i:c:p:99-114.
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US monetary regimes and optimal monetary policy in the Euro Area. (2017). Mavromatis, Kostas.
In: Working Papers.
RePEc:dnb:dnbwpp:570.
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Leverage and Deepening Business Cycle Skewness. (2017). Santoro, Emiliano ; Ravn, Søren Hove ; Petrella, Ivan ; Jensen, Henrik.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:12239.
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Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Rueth, Sebastian .
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:12024.
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The Effect of News Shocks and Monetary Policy. (2017). Zanetti, Francesco ; Tsoukalas, John ; Korobilis, Dimitris ; Gambetti, Luca.
In: Discussion Papers.
RePEc:cfm:wpaper:1730.
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Monetary Policy Transmission and Trade-offs in the United States: Old and New. (2017). Peersman, Gert ; Hofmann, Boris.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_6745.
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Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Ruth, Sebastian .
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_6458.
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Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models. (2017). Peter, Reusens ; Christophe, Croux.
In: Studies in Nonlinear Dynamics & Econometrics.
RePEc:bpj:sndecm:v:21:y:2017:i:4:p:18:n:1.
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A time varying parameter structural model of the UK economy. (2017). Waldron, Matt ; Petrova, Katerina ; Masolo, Riccardo M. ; Kapetanios, George.
In: Bank of England working papers.
RePEc:boe:boeewp:0677.
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CONSUMPTION EXTERNALITIES AND MONETARY POLICY WITH LIMITED ASSET MARKET PARTICIPATION. (2017). Bossi, Luca ; Airaudo, Marco.
In: Economic Inquiry.
RePEc:bla:ecinqu:v:55:y:2017:i:1:p:601-623.
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Monetary policy transmission and trade-offs in the United States: Old and new. (2017). Peersman, Gert ; Hofmann, Boris.
In: BIS Working Papers.
RePEc:bis:biswps:649.
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Endogenous wage indexation and aggregate shocks. (2017). Wauters, Joris ; Peersman, Gert ; Carrillo, Julio.
In: BIS Working Papers.
RePEc:bis:biswps:604.
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Leverage and deepening business cycle skewness. (2017). Santoro, Emiliano ; Ravn, Søren Hove ; Petrella, Ivan ; Jensen, Henrik.
In: Working Papers.
RePEc:bde:wpaper:1732.
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Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada. (2017). Sekkel, Rodrigo ; Champagne, Julien.
In: Staff Working Papers.
RePEc:bca:bocawp:17-39.
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Tests of Policy Interventions in DSGE Models. (2017). Smith, Ronald ; Pesaran, Mohammad.
In: BCAM Working Papers.
RePEc:bbk:bbkcam:1706.
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Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi.
In: School of Economics Working Papers.
RePEc:adl:wpaper:2017-13.
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Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi.
In: School of Economics Working Papers.
RePEc:adl:wpaper:2017-10.
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The central bank as shaper and observer of events: The case of the yield spread. (2016). Florio, Anna.
In: Canadian Journal of Economics/Revue canadienne d'économique.
RePEc:wly:canjec:v:49:y:2016:i:1:p:320-346.
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Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model. (2016). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin.
In: Department of Economics Working Paper Series.
RePEc:wiw:wus005:5178.
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Unconventional US Monetary Policy: New Tools, Same Channels?. (2016). Huber, Florian ; Feldkircher, Martin.
In: Department of Economics Working Paper Series.
RePEc:wiw:wus005:4934.
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Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model. (2016). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin.
In: Department of Economics Working Papers.
RePEc:wiw:wiwwuw:wuwp235.
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Unconventional US Monetary Policy: New Tools, Same Channels?. (2016). Huber, Florian ; Feldkircher, Martin.
In: Department of Economics Working Papers.
RePEc:wiw:wiwwuw:wuwp222.
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Monetary policy shocks and Cholesky VARs: an assessment for the Euro area. (2016). Castelnuovo, Efrem.
In: Empirical Economics.
RePEc:spr:empeco:v:50:y:2016:i:2:d:10.1007_s00181-015-0930-2.
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The Output Euler Equation and Real Interest Rate Regimes. (2016). Manopimoke, Pym.
In: PIER Discussion Papers.
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The Output Euler Equation and Real Interest Rate Regimes. (2016). Manopimoke, Pym.
In: PIER Discussion Papers.
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The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C.
In: Working Papers.
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On the Welfare Costs of Monetary Policy. (2016). .
In: MPRA Paper.
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On Monetary Policy, Unemployment, and Economic Growth. (2016). Rosas-Martinez, Victor H.
In: MPRA Paper.
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Are Monetary Policy Disturbances Important in Ghana? Some Evidence from Agnostic Identification. (2016). .
In: MPRA Paper.
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Rational Sunspots. (2016). Bonomolo, Paolo ; Ascari, Guido ; Lopes, Hedibert F.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:787.
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Cheap Talk in a New Keynesian Model. (2016). Wesselbaum, Dennis.
In: Working Papers.
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Macrofinancial History and the New Business Cycle Facts. (2016). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar.
In: NBER Working Papers.
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The Evolution of U.S. Monetary Policy: 2000 - 2007. (2016). Ireland, Peter ; Belongia, Michael.
In: NBER Working Papers.
RePEc:nbr:nberwo:22693.
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Macroeconomic Shocks and Their Propagation. (2016). Ramey, Valerie.
In: NBER Working Papers.
RePEc:nbr:nberwo:21978.
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Macrofinancial History and the New Business Cycle Facts. (2016). Jorda, Oscar ; Schularick, Moritz ; Taylor, Alan M.
In: NBER Chapters.
RePEc:nbr:nberch:13776.
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On Monetary Policy, Unemployment, and Economic Growth. (2016). Rosas, Victor H.
In: Journal of Economics Bibliography.
RePEc:ksp:journ6:v:3:y:2016:i:2:p:298-311.
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Did the Global Financial Crisis Break the U.S. Phillips Curve?. (2016). Laséen, Stefan ; Laseen, Stefan ; Sanjani, Marzie Taheri.
In: IMF Working Papers.
RePEc:imf:imfwpa:2016/126.
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Liquidity Traps and Large-Scale Financial Crises. (2016). Pellegrino, Giovanni ; PARENT, Antoine ; Damette, Olivier ; Castelnuovo, Efrem ; Caggiano, Giovanni.
In: Melbourne Institute Working Paper Series.
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Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S.. (2016). Fanelli, Luca ; Castelnuovo, Efrem ; Bacchiocchi, Emanuele.
In: Melbourne Institute Working Paper Series.
RePEc:iae:iaewps:wp2016n31.
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Modest Macroeconomic Effects of Monetary Policy Shocks during the Great Moderation: An Alternative Interpretation. (2016). Castelnuovo, Efrem.
In: Melbourne Institute Working Paper Series.
RePEc:iae:iaewps:wp2016n30.
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Macrofinancial History and the New Business Cycle Facts. (2016). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar.
In: Working Paper Series.
RePEc:fip:fedfwp:2016-23.
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Expectation-driven cycles: Time-Varying Effects. (2016). Mendicino, Caterina ; D'Agostino, Antonello ; Dagostino, Antonello.
In: EcoMod2016.
RePEc:ekd:009007:9350.
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How Should Central Banks Respond to Non-neutral Inflation Expectations?. (2016). Shah, Imran Hussain ; Corrick, Ian ; Saboor, Abdul.
In: Department of Economics Working Papers.
RePEc:eid:wpaper:58123.
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Interest rates and prices in an inventory model of money with credit. (2016). Guerron, Pablo ; Guerron-Quintana, Pablo A ; Dotsey, Michael.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:83:y:2016:i:c:p:71-89.
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Macroeconomic Shocks and Their Propagation. (2016). Ramey, V A.
In: Handbook of Macroeconomics.
RePEc:eee:macchp:v2-71.
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Total factor productivity and the propagation of shocks: Empirical evidence and implications for the business cycle. (2016). Scharler, Johann ; Rüth, Sebastian ; Mayer, Eric ; Ruth, Sebastian .
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:50:y:2016:i:c:p:335-346.
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Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation. (2016). Castelnuovo, Efrem.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:47:y:2016:i:pb:p:300-314.
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Changes in the global oil market. (2016). Osborn, Denise ; Bataa, Erdenebat ; Izzeldin, Marwan.
In: Energy Economics.
RePEc:eee:eneeco:v:56:y:2016:i:c:p:161-176.
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When does the cost channel pose a challenge to inflation targeting central banks?. (2016). Smith, Lee A.
In: European Economic Review.
RePEc:eee:eecrev:v:89:y:2016:i:c:p:471-494.
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On the sources of macroeconomic stability in the euro area. (2016). Sahuc, Jean-Guillaume ; Avouyi-Dovi, Sanvi.
In: European Economic Review.
RePEc:eee:eecrev:v:83:y:2016:i:c:p:40-63.
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The dark side of the black gold shock onto Europe: One stocks joy is another stocks sorrow. (2016). MKAOUAR, Farid ; Kaabia, Olfa ; Abid, Ilyes.
In: Economic Modelling.
RePEc:eee:ecmode:v:58:y:2016:i:c:p:642-654.
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A multiple threshold analysis of the Feds balancing act during the Great Moderation. (2016). Ahmad, Saad.
In: Economic Modelling.
RePEc:eee:ecmode:v:55:y:2016:i:c:p:343-358.
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The evolution of U.S. monetary policy: 2000–2007. (2016). Ireland, Peter ; Belongia, Michael.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:73:y:2016:i:c:p:78-93.
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Changes in Federal Reserve preferences. (2016). Lakdawala, Aeimit.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:70:y:2016:i:c:p:124-143.
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Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach. (2016). Netšunajev, Aleksei ; Kulikov, Dmitry ; Netunajev, Aleksei.
In: Bank of Estonia Working Papers.
RePEc:eea:boewps:wp2015-8.
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Macrofinancial History and the New Business Cycle Facts. (2016). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:11587.
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Has Inflation Targeting Become Less Credible? Oil Prices, Global Aggregate Demand and Inflation Expectations during the Global Financial Crisis. (2016). Zohar, Osnat ; Sussman, Nathan.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:11535.
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The central bank as shaper and observer of events: The case of the yield spread. (2016). Florio, Anna.
In: Canadian Journal of Economics.
RePEc:cje:issued:v:49:y:2016:i:1:p:320-346.
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Impulse Response Matching Estimators for DSGE Models. (2016). Kilian, Lutz ; Inoue, Atsushi ; Guerron, Pablo ; Guerron-Quintana, Pablo.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_5730.
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Monetary policy and news shocks: are Taylor rules forward-looking?. (2016). Kapinos, Pavel ; Best, Gabriela.
In: The B.E. Journal of Macroeconomics.
RePEc:bpj:bejmac:v:16:y:2016:i:2:p:335-360:n:3.
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Has Inflation Targeting Become Less Credible? Oil Prices, Global Aggregate Demand and Inflation Expectations during the Global Financial Crisis. (2016). Zohar, Osnat ; Sussman, Nathan.
In: Bank of Israel Working Papers.
RePEc:boi:wpaper:2016.13.
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Misspecification and Expectations Correction in New Keynesian DSGE Models. (2016). Fanelli, Luca ; Angelini, Giovanni.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:78:y:2016:i:5:p:623-649.
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Simulation Evidence on Theory-based and Statistical Identification under Volatility Breaks. (2016). Plödt, Martin ; Ademmer, Martin ; Plodt, Martin ; Herwartz, Helmut.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:78:y:2016:i:1:p:94-112.
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Monetary Policy Credibility and the Comovement between Stock Returns and Inflation. (2016). Araújo, Eurilton ; Araujo, Eurilton.
In: Working Papers Series.
RePEc:bcb:wpaper:449.
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Behavioral Learning Equilibria, Persistence Amplification & Monetary Policy. (2016). Hommes, Cars ; Zhu, M.
In: CeNDEF Working Papers.
RePEc:ams:ndfwpp:16-03.
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FISCAL POLICY, FDI AND MACROECONOMIC STABILIZATION. (2016). Albulescu, Claudiu ; Ianc, Nicolae Bogdan.
In: Review of Economic and Business Studies.
RePEc:aic:revebs:y:2016:j:18:albulescut.
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The Macroeconomic Effects of Monetary Policy: A New Measure for the United Kingdom. (2016). Hürtgen, Patrick ; Cloyne, James ; Hurtgen, Patrick.
In: American Economic Journal: Macroeconomics.
RePEc:aea:aejmac:v:8:y:2016:i:4:p:75-102.
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Rational Sunspots. (2016). Lopes, Hedibert F ; Bonomolo, Paolo ; Ascari, Guido.
In: Business and Economics Working Papers.
RePEc:aap:wpaper:226.
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Likelihood‐based dynamic factor analysis for measurement and forecasting. (2015). Koopman, Siem Jan ; Jungbacker, Borus.
In: Econometrics Journal.
RePEc:wly:emjrnl:v:18:y:2015:i:2:p:c1-c21.
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The Changing Transmission Mechanism of U.S. Monetary Policy. (2015). Tien, Pao-Lin ; Morley, James ; Endut, Norhana.
In: Discussion Papers.
RePEc:swe:wpaper:2015-03.
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Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?. (2015). Sorge, Marco ; Fanelli, Luca.
In: CSEF Working Papers.
RePEc:sef:csefwp:402.
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A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models. (2015). Kapetanios, George ; Galvão, Ana ; Giraitis, Liudas ; Petrova, Katerina ; Galvo, Ana Beatriz.
In: Working Papers.
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A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models. (2015). Petrova, Katerina ; Kapetanios, George ; Galvão, Ana ; Giraitis, Liudas ; Galvo, Ana Beatriz.
In: Working Papers.
RePEc:qmw:qmwecw:770.
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Revisiting the Great Moderation: Policy or Luck?. (2015). Ou, Zhirong ; Minford, A. Patrick ; Wickens, Michael.
In: Open Economies Review.
RePEc:kap:openec:v:26:y:2015:i:2:p:197-223.
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Does interest rate shocks transmit from united states to Ghana? Evidence from vector auto-regression. (2015). Ifebi, Ogonna E ; Oguanobi, Chibuike R ; Akamobi, Anthony A ; Maduka, Anne C.
In: Journal of Developing Areas.
RePEc:jda:journl:vol.49:year:2015:issue3:pp:1-12.
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Monetary policy, trend inflation, and the Great Moderation: an alternative interpretation: comment based on system estimation. (2015). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo.
In: Research Working Paper.
RePEc:fip:fedkrw:rwp15-17.
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Monetary Policy Shocks and Aggregate Supply. (2015). Van Zandweghe, Willem.
In: Economic Review.
RePEc:fip:fedker:00029.
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Bayesian model comparison for time-varying parameter VARs with stochastic volatility. (2015). Eisenstat, Eric ; Chan, Joshua.
In: CAMA Working Papers.
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Macroeconomic regimes. (2015). Moreno, Antonio ; Inghelbrecht, Koen ; Cho, Seonghoon ; Bekaert, Geert ; Baele, Lieven.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:70:y:2015:i:c:p:51-71.
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Working capital requirement and the unemployment volatility puzzle. (2015). Lin, Tsu-ting.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:46:y:2015:i:c:p:201-217.
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The effects of surprise and anticipated technology changes on international relative prices and trade. (2015). Wang, Jian ; Nam, Deokwoo.
In: Journal of International Economics.
RePEc:eee:inecon:v:97:y:2015:i:1:p:162-177.
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Distribution forecast targeting in an open-economy, macroeconomic volatility and financial implications. (2015). Milas, Costas ; Flamini, Alessandro.
In: Journal of Financial Stability.
RePEc:eee:finsta:v:16:y:2015:i:c:p:89-105.
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The expected inflation channel of government spending in the postwar U.S.. (2015). Li, Rong ; Dupor, Bill.
In: European Economic Review.
RePEc:eee:eecrev:v:74:y:2015:i:c:p:36-56.
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The heterogeneous Great Moderation. (2015). Pancrazi, Roberto.
In: European Economic Review.
RePEc:eee:eecrev:v:74:y:2015:i:c:p:207-228.
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Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model. (2015). Sacht, Stephen ; Jang, Tae-Seok ; Franke, Reiner.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:31:y:2015:i:c:p:126-154.
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The behaviour of the bank lending channel when interest rates approach the zero lower bound: Evidence from quantile regressions. (2015). Apergis, Nicholas ; Christou, Christina.
In: Economic Modelling.
RePEc:eee:ecmode:v:49:y:2015:i:c:p:296-307.
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On the stability of Calvo-style price-setting behavior. (2015). Lhuissier, Stéphane ; Zabelina, Margarita .
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:57:y:2015:i:c:p:77-95.
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Expectation-driven cycles: time-varying effects. (2015). Mendicino, Caterina ; D'Agostino, Antonello.
In: Working Paper Series.
RePEc:ecb:ecbwps:20151776.
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Labour market adjustments in Europe and the US: How different?. (2015). Smets, Frank ; Beyer, Robert ; Beyer, Robert C. M., .
In: Working Paper Series.
RePEc:ecb:ecbwps:20151767.
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Investment lags and macroeconomic dynamics. (2015). Yong-Gook, Jung .
In: The B.E. Journal of Macroeconomics.
RePEc:bpj:bejmac:v:15:y:2015:i:1:p:43:n:6.
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What are the International Channels Through Which a US Policy Shock is Transmitted to The World Economies? Evidence from a Time Varying FAVAR. (2015). Siriopoulos, Costas ; Evgenidis, Anastasios.
In: Working Papers.
RePEc:bog:wpaper:190.
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The Evolution of US Monetary Policy: 2000-2007. (2015). Ireland, Peter ; Belongia, Michael.
In: Boston College Working Papers in Economics.
RePEc:boc:bocoec:882.
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Inflation Persistence, Price Indexation and Optimal Simple Interest Rate Rules. (2015). Branzoli, Nicola ; Ascari, Guido.
In: Manchester School.
RePEc:bla:manchs:v:83:y:2015:i::p:1-30.
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Estimating Overidentified, Nonrecursive Time-Varying Coefficients Structural VARs. (2015). Pérez Forero, Fernando ; Canova, Fabio ; Fernando J. Pérez Forero, .
In: Working Papers.
RePEc:bge:wpaper:637.
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On the sources of macroeconomic stability in the euro area.. (2015). Sahuc, Jean-Guillaume ; Avouyi-Dovi, Sanvi.
In: Working papers.
RePEc:bfr:banfra:577.
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Does trend inflation make a difference?. (2015). Perricone, Chiara ; Loberto, Michele.
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_1033_15.
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Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature. (2015). Zaghini, Andrea ; Silvestrini, Andrea.
In: Questioni di Economia e Finanza (Occasional Papers).
RePEc:bdi:opques:qef_255_15.
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Towards a consumer sentiment channel of monetary policy. (2014). Rüth, Sebastian ; Mayer, Eric ; Gareis, Johannes ; Debes, Sebastian ; Ruth, Sebastian .
In: W.E.P. - Würzburg Economic Papers.
RePEc:zbw:wuewep:91.
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Sign restrictions and statistical identification under volatility breaks -- Simulation based evidence and an empirical application to monetary policy analysis. (2014). Plödt, Martin ; Ademmer, Martin ; Plodt, Martin ; Herwartz, Helmut.
In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
RePEc:zbw:vfsc14:100326.
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The macroeconomic effects of monetary policy: A new measure for the United Kingdom. (2014). Hürtgen, Patrick ; Cloyne, James ; Hurtgen, Patrick.
In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
RePEc:zbw:vfsc14:100304.
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Impulse response matching estimators for DSGE models. (2014). Kilian, Lutz ; Inoue, Atsushi ; Guerron, Pablo ; Guerron-Quintana, Pablo.
In: CFS Working Paper Series.
RePEc:zbw:cfswop:498.
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What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism. (2014). Zabczyk, Pawel ; mumtaz, haroon ; Ellis, Colin.
In: Economic Journal.
RePEc:wly:econjl:v::y:2014:i:576:p:668-699.
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Likelihood-based Analysis for Dynamic Factor Models. (2014). Koopman, Siem Jan ; Jungbacker, Borus.
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20080007.
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Test of the bank lending channel: the case of US consumer loans. (2014). Hsing, YU.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:21:y:2014:i:7:p:466-469.
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Do European Central Bank Announcements Influence Stock Prices and Exchange Rates?. (2014). Kurihara, Yutaka.
In: Journal of Applied Finance & Banking.
RePEc:spt:apfiba:v:4:y:2014:i:4:f:4_4_1.
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Learning, Monetary Policy and Asset Prices.. (2014). Nisticò, Salvatore ; Airaudo, Marco ; Zanna, Luis-Felipe.
In: Working Papers.
RePEc:saq:wpaper:4/14.
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Endogenous Wage Indexation and Aggregate Shocks. (2014). Wauters, Joris ; Peersman, Gert ; Carrillo, Julio.
In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
RePEc:rug:rugwps:14/881.
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Monetary Policy Drivers of Bond and Equity Risks. (2014). Viceira, Luis ; Pflueger, Carolin ; Campbell, John.
In: 2014 Meeting Papers.
RePEc:red:sed014:137.
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Estimation of dynamic stochastic general equilibrium models (in Russian). (2014). Mikusheva, Anna.
In: Quantile.
RePEc:qnt:quantl:y:2014:i:12:p:1-21.
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Examining the Success of the Central Banks in Inflation Targeting Countries: The Dynamics of Inflation Gap and the Institutional Characteristics. (2014). Kishor, N ; Ardakani, Omid.
In: MPRA Paper.
RePEc:pra:mprapa:58402.
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Expectation-Driven Cycles: Time-varying Effects. (2014). Mendicino, Caterina ; D'Agostino, Antonello.
In: MPRA Paper.
RePEc:pra:mprapa:53607.
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Another Look at the Stock Return Response to Monetary Policy Actions. (2014). Maio, Paulo.
In: Review of Finance.
RePEc:oup:revfin:v:18:y:2014:i:1:p:321-371..
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Indirect Inference Estimation of Nonlinear Dynamic General Equilibrium Models : With an Application to Asset Pricing under Skewness Risk. (2014). Ruge-Murcia, Francisco.
In: Cahiers de recherche.
RePEc:mtl:montec:15-2014.
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Disconnection between the Financial Sphere and the Real Sphere: Theoretical Foundations and Empirical Investigation. (2014). El Ouni, Nizar ; Lahdhiri, Manelle ; Miled, Faouzi .
In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
RePEc:hur:ijaraf:v:4:y:2014:i:4:p:95-103.
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Using Survey Data of Inflation Expectations in the Estimation of Learning and Rational Expectations Models.. (2014). Molnar, Krisztina ; Ormeno, Arturo .
In: Discussion Paper Series in Economics.
RePEc:hhs:nhheco:2014_020.
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Does the Great Recession imply the end of the Great Moderation? International evidence. (2014). Ferrara, Laurent ; Darne, Olivier ; Charles, Amelie.
In: Working Papers.
RePEc:hal:wpaper:hal-04141344.
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Does the Great Recession imply the end of the Great Moderation? International evidence. (2014). Ferrara, Laurent ; Darné, Olivier ; CHARLES, Amelie.
In: Working Papers.
RePEc:hal:wpaper:hal-00952951.
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The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR. (2014). Theophilopoulou, Angeliki ; mumtaz, haroon ; Liu, Philip.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:46:y:2014:i:c:p:1-15.
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Habit persistence and the long-run labor supply. (2014). Struck, Clemens C..
In: Economics Letters.
RePEc:eee:ecolet:v:124:y:2014:i:2:p:243-247.
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Structural evolution of the postwar U.S. economy. (2014). Morley, James ; Liu, Yuelin.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:42:y:2014:i:c:p:50-68.
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Recent macroeconomic stability in China. (2014). HE, QING ; Chen, Haiqiang.
In: China Economic Review.
RePEc:eee:chieco:v:30:y:2014:i:c:p:505-519.
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Does the Great Recession imply the end of the Great Moderation? International evidence. (2014). Ferrara, Laurent ; Darné, Olivier ; CHARLES, Amelie.
In: EconomiX Working Papers.
RePEc:drm:wpaper:2014-21.
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Impulse Response Matching Estimators for DSGE Models. (2014). Kilian, Lutz ; Inoue, Atsushi ; Guerron, Pablo ; Guerron-Quintana, Pablo A..
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:10298.
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Estimating overidentified, non-recursive, time varying coefficients structural VARs. (2014). Pérez Forero, Fernando ; Canova, Fabio ; Perez Forero, Fernando J., .
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:10022.
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Explaining the Strength and Efficiency of Monetary Policy Transmission: A Panel of Impulse Responses from a Time-Varying Parameter Model. (2014). Matějů, Jakub.
In: Working Papers.
RePEc:cnb:wpaper:2014/04.
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Endogenous Wage Indexation and Aggregate Shocks. (2014). Wauters, Joris ; Peersman, Gert ; Carrillo, Julio.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_4816.
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The macroeconomic effects of monetary policy: a new measure for the United Kingdom. (2014). Hürtgen, Patrick ; Cloyne, James ; Hurtgen, Patrick.
In: Bank of England working papers.
RePEc:boe:boeewp:0493.
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Time-varying volatility in the Chinese economy: A regional perspective. (2014). Zhang, Ning ; Wang, Boqun ; Hou, Jack ; HE, QING.
In: Papers in Regional Science.
RePEc:bla:presci:v:93:y:2014:i:2:p:249-268.
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THE INSTABILITY IN THE MONETARY POLICY REACTION FUNCTION AND THE ESTIMATION OF MONETARY POLICY SHOCKS. (2014). Kishor, N ; Newiak, Monique.
In: Contemporary Economic Policy.
RePEc:bla:coecpo:v:32:y:2014:i:2:p:390-402.
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Searching for the FEDs Reaction Function. (2014). Weber, Christoph ; Woelfel, Katrin .
In: Working Papers.
RePEc:bav:wpaper:154_woelfelweber.
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Measuring the Effects of Monetary and Fiscal Policy Changes on the U.S. Economy (1982-2012). (2014). Chamberlain, Trevor ; Evans, Michael D..
In: Review of Economics & Finance.
RePEc:bap:journl:140201.
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Test of the bank lending channel: The case of Hungary. (2014). Hsing, YU.
In: Theoretical and Applied Economics.
RePEc:agr:journl:v:xxi:y:2014:i:1(590):p:115-120.
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Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy. (2014). Kristensen, Johannes ; Callot, Laurent.
In: CREATES Research Papers.
RePEc:aah:create:2014-41.
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How to Solve the Price Puzzle? A Meta‐Analysis. (2013). Rusnák, Marek ; Horvath, Roman ; Havranek, Tomas.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:45:y:2013:i:1:p:37-70.
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TIME‐VARYING DYNAMICS OF THE REAL EXCHANGE RATE: AN EMPIRICAL ANALYSIS. (2013). Sunder-Plassmann, Laura ; mumtaz, haroon ; Sunderplassmann, Laura.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:28:y:2013:i:3:p:498-525.
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A fractionally integrated approach to monetary policy and inflation dynamics. (2013). Perez-Laborda, Alejandro ; Lovcha, Yuliya.
In: Working Papers.
RePEc:urv:wpaper:2072/211795.
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What are the Effects of Monetary Policy Shocks? Evidence from Dollarized Countries. (2013). Willems, Tim.
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20100099.
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Does Greater Transparency Stabilize Output? Evidence from Panel Data. (2013). Mazhar, Ummad.
In: SBP Working Paper Series.
RePEc:sbp:wpaper:59.
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Alternative inflation hedging strategies for ALM. (2013). Fulli-Lemaire, Nicolas.
In: MPRA Paper.
RePEc:pra:mprapa:43755.
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The Great Moderation: Inventories, Shocks or Monetary Policy?. (2013). Förster, Marcel ; Forster, Marcel .
In: MAGKS Papers on Economics.
RePEc:mar:magkse:201348.
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The Monetary Transmission Mechanism, Non-residential Fixed Investment and Housing. (2013). Dore, Mohammed ; Makken, Roelof ; Eastman, Erik .
In: Atlantic Economic Journal.
RePEc:kap:atlecj:v:41:y:2013:i:3:p:215-224.
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Shock from Graying: Is the Demographic Shift Weakening Monetary Policy Effectiveness. (2013). Imam, Patrick.
In: IMF Working Papers.
RePEc:imf:imfwpa:2013/191.
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Is bank debt special for the transmission of monetary policy? Evidence from the stock market. (2013). Ozdagli, Ali ; Ippolito, Filippo ; Perez, Ander.
In: Working Papers.
RePEc:fip:fedbwp:13-17.
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Testing structural stability in macroeconometric models. (2013). Boldea, Otilia ; Hall, Alastair R..
In: Chapters.
RePEc:elg:eechap:14327_9.
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Structural vector autoregressions. (2013). Kilian, Lutz.
In: Chapters.
RePEc:elg:eechap:14327_22.
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Expected monetary policy and the dynamics of bank lending rates. (2013). Scharler, Johann ; Kwapil, Claudia.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:27:y:2013:i:c:p:542-551.
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Monetary policy matters: Evidence from new shocks data. (2013). Barakchian, Mahdi S. ; Rowe, Christopher C.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:60:y:2013:i:8:p:950-966.
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Monetary policy and stock price dynamics with limited asset market participation. (2013). Airaudo, Marco.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:36:y:2013:i:c:p:1-22.
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Monetary policy shocks and financial conditions: A Monte Carlo experiment. (2013). Castelnuovo, Efrem.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:32:y:2013:i:c:p:282-303.
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The role of credit in the Great Moderation: A multivariate GARCH approach. (2013). Grydaki, Maria ; Bezemer, Dirk.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:37:y:2013:i:11:p:4615-4626.
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Great Moderation in the Japanese economy. (2013). Ko, Jun-Hyung ; Murase, Koichi .
In: Japan and the World Economy.
RePEc:eee:japwor:v:27:y:2013:i:c:p:10-24.
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Analyzing the effects of US monetary policy shocks in dollarized countries. (2013). Willems, Tim.
In: European Economic Review.
RePEc:eee:eecrev:v:61:y:2013:i:c:p:101-115.
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Advances in Forecasting under Instability. (2013). Rossi, Barbara.
In: Handbook of Economic Forecasting.
RePEc:eee:ecofch:2-1203.
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The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries. (2013). Kazi, Irfan Akbar ; Wagan, Hakimzadi ; Akbar, Farhan.
In: Economic Modelling.
RePEc:eee:ecmode:v:30:y:2013:i:c:p:90-116.
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Structural versus matching estimation: Transmission mechanisms in Armenia. (2013). Poghosyan, Karen ; Boldea, Otilia.
In: Economic Modelling.
RePEc:eee:ecmode:v:30:y:2013:i:c:p:136-148.
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Heterogeneous response of disaggregate inflation to monetary policy regime change: The role of price stickiness. (2013). O'Sullivan, Roisin ; Choi, Chi-Young.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:37:y:2013:i:9:p:1814-1832.
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Monetary policy and asset prices with belief-driven fluctuations. (2013). Lansing, Kevin ; Cardani, Roberta ; Airaudo, Marco.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:37:y:2013:i:8:p:1453-1478.
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Changes in the effects of monetary policy on disaggregate price dynamics. (2013). mumtaz, haroon ; Liu, Philip ; Baumeister, Christiane.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:37:y:2013:i:3:p:543-560.
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Performance pay and changes in U.S. labor market dynamics. (2013). Riggi, Marianna ; Nucci, Francesco.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:37:y:2013:i:12:p:2796-2813.
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Factor-augmented VAR analysis of the monetary policy in China. (2013). HE, QING ; CHONG, Terence Tai Leung ; Leung, Pak-Ho .
In: China Economic Review.
RePEc:eee:chieco:v:25:y:2013:i:c:p:88-104.
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Identifying monetary policy shocks via heteroskedasticity: a Bayesian approach. (2013). Netšunajev, Aleksei ; Kulikov, Dmitry ; Netunajev, Aleksei.
In: Bank of Estonia Working Papers.
RePEc:eea:boewps:wp2013-9.
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How Optimal is US Monetary Policy?. (2013). Leith, Campbell ; Kirsanova, Tatiana ; Chen, Xiaoshan.
In: SIRE Discussion Papers.
RePEc:edn:sirdps:480.
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Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market. (2013). Ozdagli, Ali ; Ippolito, Filippo ; Perezorive, Ander.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:9696.
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The Connection between Wall Street and Main Street: Measurement and Implications for Monetary Policy. (2013). Stevanovic, Dalibor ; Eden, Maya ; Barattieri, Alessandro.
In: CIRANO Working Papers.
RePEc:cir:cirwor:2013s-31.
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Economic uncertainty and the effectiveness of monetary policy. (2013). Sola, Sergio ; Natvik, Gisle ; Aastveit, Knut Are.
In: Working Paper.
RePEc:bno:worpap:2013_17.
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What does a Monetary Policy Shock Do? An International Analysis with Multiple Filters. (2013). Castelnuovo, Efrem.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:75:y:2013:i:5:p:759-784.
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Endogenous Wage Indexation and Aggregate Shocks. (2013). Wauters, Joris ; Peersman, Gert ; Carrillo, Julio.
In: Working Papers.
RePEc:bdm:wpaper:2013-19.
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U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure. (2012). Claus, Edda ; Dungey, Mardi.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:44:y:2012:i:7:p:1443-1453.
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Realized and Optimal Monetary Policy Rules in an Estimated Markov‐Switching DSGE Model of the United Kingdom. (2012). MacDonald, Ronald ; Chen, Xiaoshan.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:44:y:2012:i:6:p:1091-1116.
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Estimating the Evolution of Money’s Role in the U.S. Monetary Business Cycle. (2012). Castelnuovo, Efrem.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:44:y:2012:i:1:p:23-52.
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Estimating overidentified, nonrecursive, time-varying coefficients structural VARs. (2012). Pérez Forero, Fernando ; Canova, Fabio ; Fernando J. Perez Forero, .
In: Economics Working Papers.
RePEc:upf:upfgen:1321.
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Macroeconomic Regimes. (2012). Moreno, Antonio ; Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven ; Cho, Seonghoon.
In: Faculty Working Papers.
RePEc:una:unccee:wp0312.
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Structural and reduced-form modeling and forecasting with application to Armenia. (2012). Poghosyan, Karen.
In: Other publications TiSEM.
RePEc:tiu:tiutis:ad1a24c3-15e6-4f04-b338-385a9c8a57de.
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How responsive are banks to monetary policy?. (2012). Vera, David.
In: Applied Economics.
RePEc:taf:applec:44:y:2012:i:18:p:2335-2346.
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Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?. (2012). Tien, Pao-Lin ; Piger, Jeremy ; Morley, James.
In: Discussion Papers.
RePEc:swe:wpaper:2012-23.
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Fractional integration and structural breaks in U.S. macro dynamics. (2012). Moreno, Antonio ; Gil-Alana, Luis.
In: Empirical Economics.
RePEc:spr:empeco:v:43:y:2012:i:1:p:427-446.
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Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models. (2012). Ormeo, Arturo.
In: Working Papers.
RePEc:rbp:wpaper:2012-007.
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Revisiting the effectiveness of monetary and fiscal policy in the US, measured on the basis of structural VARs. (2012). Pereira, Manuel.
In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
RePEc:ptu:bdpart:b201204.
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Revisiting the effectiveness of monetary and fiscal policy in the US, measured on the basis of structural VARs. (2012). Pereira, Manuel Coutinho.
In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
RePEc:ptu:bdpart:ab201204.
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Allocating Commodities in Inflation Hedging Portfolios: A Core Driven Global Macro Strategy. (2012). Fulli-Lemaire, Nicolas.
In: MPRA Paper.
RePEc:pra:mprapa:42852.
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Financial innovation, macroeconomic volatility and the great moderation. (2012). Zaghini, Andrea ; Bencivelli, Lorenzo.
In: MPRA Paper.
RePEc:pra:mprapa:41263.
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Identification in structural vector autoregressive models with structural changes. (2012). Fanelli, Luca ; Bacchiocchi, Emanuele.
In: Departmental Working Papers.
RePEc:mil:wpdepa:2012-16.
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Realized and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom. (2012). MacDonald, Ronald ; Chen, Xiaoshan.
In: Journal of Money, Credit and Banking.
RePEc:mcb:jmoncb:v:44:y:2012:i:6:p:1091-1116.
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Innocent Bystanders? Monetary Policy and Inequality in the U.S.. (2012). Kueng, Lorenz ; Gorodnichenko, Yuriy ; Coibion, Olivier ; Silvia, John.
In: IZA Discussion Papers.
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Innocent Bystanders? Monetary Policy and Inequality in the U.S.. (2012). Kueng, Lorenz ; Gorodnichenko, Yuriy ; Coibion, Olivier ; Silvia, John.
In: IMF Working Papers.
RePEc:imf:imfwpa:2012/199.
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The changing international transmission of US monetary policy shocks: is there evidence of contagion effect on OECD countries. (2012). Kazi, Irfan Akbar ; Wagan, Hakimzadi ; Akbar, Farhan.
In: Working Papers.
RePEc:hal:wpaper:hal-04141067.
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Changing patterns of fiscal policy multipliers in Germany, the UK and the US. (2012). Cimadomo, Jacopo ; Benassy-Quere, Agnès.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:34:y:2012:i:3:p:845-873.
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The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data. (2012). Mun, Kyung-Chun .
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:36:y:2012:i:2:p:383-394.
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Information criteria for impulse response function matching estimation of DSGE models. (2012). Nason, James ; Inoue, Atsushi ; Hall, Alastair ; Rossi, Barbara.
In: Journal of Econometrics.
RePEc:eee:econom:v:170:y:2012:i:2:p:499-518.
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Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models. (2012). Fanelli, Luca.
In: Journal of Econometrics.
RePEc:eee:econom:v:170:y:2012:i:1:p:153-163.
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The dynamics of US inflation: Can monetary policy explain the changes?. (2012). ferroni, filippo ; Canova, Fabio.
In: Journal of Econometrics.
RePEc:eee:econom:v:167:y:2012:i:1:p:47-60.
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How well does sticky information explain the dynamics of inflation, output, and real wages?. (2012). Carrillo, Julio.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:36:y:2012:i:6:p:830-850.
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Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions. (2012). Guay, Alain ; Ambler, Steven ; Phaneuf, Louis.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:36:y:2012:i:1:p:47-62.
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The changing international transmission of US monetary policy shocks: is there evidence of contagion effect on OECD countries. (2012). Kazi, Irfan Akbar ; Wagan, Hakimzadi ; Akbar, Farhan.
In: EconomiX Working Papers.
RePEc:drm:wpaper:2012-27.
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Economic Stability and the Choice of the Target Inflation Index. (2012). Flamini, Alessandro.
In: Studies in Nonlinear Dynamics & Econometrics.
RePEc:bpj:sndecm:v:16:y:2012:i:2:n:9.
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CAN MONETARY POLICY INFLUENCE LONG-TERM INTEREST RATES? IT DEPENDS. (2012). MOON, KENNETH P. ; TOLES, HOLLAND J. ; Beckworth, David.
In: Economic Inquiry.
RePEc:bla:ecinqu:v:50:y:2012:i:4:p:1080-1096.
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Markov Switching Monetary Policy in a two-country DSGE Model. (2012). Mavromatis, Kostas(Konstantinos).
In: Economic Research Papers.
RePEc:ags:uwarer:270742.
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Technology Persistence and Monetary Policy. (2012). Vukotic, Marija ; Pancrazi, Roberto.
In: Economic Research Papers.
RePEc:ags:uwarer:270536.
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Making a Weak Instrument Set Stronger: Factor-Based Estimation of the Taylor Rule. (2011). Storjohann, Lidia ; Mirza, Harun.
In: Bonn Econ Discussion Papers.
RePEc:zbw:bonedp:132012.
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Learning and Estimation of the New Keynesian Phillips Curve Models. (2011). Liu, Dandan.
In: Southern Economic Journal.
RePEc:wly:soecon:v:78:y:2011:i:2:p:382-396.
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Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?. (2011). Paciello, Luigi.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:43:y:2011:i:8:p:1663-1684.
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A New Keynesian Perspective on the Great Recession. (2011). Ireland, Peter.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:43:y:2011:i:1:p:31-54.
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Data Revisions, Gradualism, and US Inflation Pressure in Real Time. (2011). Siklos, Pierre ; Weymark, Diana N.
In: Vanderbilt University Department of Economics Working Papers.
RePEc:van:wpaper:1110.
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Structural versus Matching Estimation : Transmission Mechanisms in Armenia. (2011). Poghosyan, Karen ; Boldea, Otilia.
In: Other publications TiSEM.
RePEc:tiu:tiutis:cbb75e20-8475-4f79-ba65-dfcfc474b91d.
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Structural versus Matching Estimation : Transmission Mechanisms in Armenia. (2011). Poghosyan, Karen ; Boldea, Otilia.
In: Discussion Paper.
RePEc:tiu:tiucen:cbb75e20-8475-4f79-ba65-dfcfc474b91d.
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Monetary policy effects on output and exchange rates: Results from US, UK and Japan. (2011). Saeidinezhad, Elham ; Mouratidis, Kostas ; Caglayan, Mustafa.
In: Working Papers.
RePEc:shf:wpaper:2011016.
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How Well Does Sticky Information Explain the Dynamics of Inflation, Output, and Real Wages?. (2011). Carrillo, Julio.
In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
RePEc:rug:rugwps:11/724.
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Economic Cycle Volatility in the World Economy and Prospects for Global Economic Equilibrium Recovery. (2011). Konchyn, Vadym.
In: MPRA Paper.
RePEc:pra:mprapa:34272.
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Inference for VARs Identified with Sign Restrictions. (2011). Schorfheide, Frank ; Moon, Hyungsik ; Granziera, Eleonora ; Lee, Mihye.
In: NBER Working Papers.
RePEc:nbr:nberwo:17140.
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Are the Effects of Monetary Policy Shocks Big or Small?. (2011). Coibion, Olivier.
In: NBER Working Papers.
RePEc:nbr:nberwo:17034.
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Inference for VARs identified with sign restrictions. (2011). Schorfheide, Frank ; Moon, Hyungsik ; Granziera, Eleonora ; Lee, Mihye.
In: Working Papers.
RePEc:fip:fedpwp:11-20.
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How to Solve the Price Puzzle? A Meta-Analysis. (2011). Rusnák, Marek ; Horvath, Roman ; Havranek, Tomas.
In: Working Papers IES.
RePEc:fau:wpaper:wp2011_24.
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Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?. (2011). Paciello, Luigi.
In: EIEF Working Papers Series.
RePEc:eie:wpaper:0917.
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Monetary Policy and Price Responsiveness to Aggregate Shocks under Rational Inattention. (2011). Paciello, Luigi.
In: EIEF Working Papers Series.
RePEc:eie:wpaper:0916.
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Switching monetary policy regimes and the nominal term structure. (2011). Ferman, Marcelo.
In: LSE Research Online Documents on Economics.
RePEc:ehl:lserod:119070.
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Noisy information, interest rate shocks and the Great Moderation. (2011). Scharler, Johann ; Mayer, Eric.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:33:y:2011:i:4:p:568-581.
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An explanation for the price puzzle: Asymmetric information and expectation dynamics. (2011). Tas, Bedri ; Tas, Bedri Kamil Onur, .
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:33:y:2011:i:2:p:259-275.
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Monetary and fiscal policy interactions in the post-war U.S.. (2011). Yang, Shu-Chun ; Traum, Nora.
In: European Economic Review.
RePEc:eee:eecrev:v:55:y:2011:i:1:p:140-164.
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The New Keynesian Phillips Curve and staggered price and wage determination in a model with firm-specific labor. (2011). Westermark, Andreas ; Carlsson, Mikael.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:35:y:2011:i:4:p:579-603.
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Does trade integration alter monetary policy transmission?. (2011). Wolters, Maik ; Müller, Gernot ; Cwik, Tobias ; Muller, Gernot J..
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:35:y:2011:i:4:p:545-564.
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Calvo vs. Rotemberg in a trend inflation world: An empirical investigation. (2011). rossi, lorenza ; Castelnuovo, Efrem ; Ascari, Guido.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:35:y:2011:i:11:p:1852-1867.
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The role of oil prices in the euro area economy since the 1970s. (2011). Mestre, Ricardo ; Hahn, Elke.
In: Working Paper Series.
RePEc:ecb:ecbwps:20111356.
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How to Solve the Price Puzzle? A Meta-Analysis. (2011). Rusnák, Marek ; Horvath, Roman ; Havranek, Tomas.
In: Working Papers.
RePEc:cnb:wpaper:2011/02.
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Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models. (2011). Ormeo, Arturo.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_3552.
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The effects of fiscal shocks with debt-stabilizing budgetary policies in Italy. (2011). momigliano, sandro ; Caprioli, Francesco.
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_839_11.
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Why are the 2000s so different from the 1970s? A structural interpretation of changes in the macroeconomic effects of oil prices in the US. (2011). Riggi, Marianna ; Blanchard, Olivier.
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_835_11.
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The monetary transmission mechanism in the euro area: has it changed and why?. (2011). Neri, Stefano ; Cecioni, Martina.
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_808_11.
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Monetary policy, housing booms and financial (im)balances. (2010). Hofmann, Boris ; Eickmeier, Sandra.
In: Discussion Paper Series 1: Economic Studies.
RePEc:zbw:bubdp1:201007.
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Stock market conditions and monetary policy in an DSGE model for the US. (2010). Nisticò, Salvatore ; Castelnuovo, Efrem ; Nistico, Salvatore.
In: Bank of Finland Research Discussion Papers.
RePEc:zbw:bofrdp:rdp2010_011.
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An Overhaul of a Doctrine: Has Inflation Targeting Opened a New Era in Developing-country Peggers?. (2010). Petreski, Marjan.
In: FIW Working Paper series.
RePEc:wsr:wpaper:y:2010:i:057.
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Monetary Policy and the Lost Decade: Lessons from Japan. (2010). Leigh, Daniel.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:42:y:2010:i:5:p:833-857.
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Disinflation Shocks in the Eurozone: A DSGE Perspective. (2010). Sahuc, Jean-Guillaume ; Matheron, Julien ; Fève, Patrick ; Feve, Patrick.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:42:y:2010:i:2-3:p:289-323.
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New Keynesian Macroeconomics and the Term Structure. (2010). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:42:y:2010:i:1:p:33-62.
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How well does sticky information explain inflation and output inertia?. (2010). Carrillo, Julio ; Carrillo Julio A., .
In: Research Memorandum.
RePEc:unm:umamet:2010018.
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Monetary policy and corporate bond yield spreads. (2010). Beckworth, David ; Moon, Kenneth ; TOLES, HOLLAND J..
In: Applied Economics Letters.
RePEc:taf:apeclt:v:17:y:2010:i:12:p:1139-1144.
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The Great Increase in Relative Volatility of Real Wages in the United States. (2010). Kurmann, André ; Champagne, Julien.
In: 2010 Meeting Papers.
RePEc:red:sed010:674.
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Assessing the transmission of monetary policy using dynamic factor models. (2010). Korobilis, Dimitris.
In: MPRA Paper.
RePEc:pra:mprapa:27593.
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Dual Wage Rigidities: Theory and Some Evidence. (2010). Kim, Insu.
In: MPRA Paper.
RePEc:pra:mprapa:21494.
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Stock Market Conditions and Monetary Policy in a DSGE Model for the U.S.. (2010). Nisticò, Salvatore ; Castelnuovo, Efrem ; Nistico, Salvatore.
In: Marco Fanno Working Papers.
RePEc:pad:wpaper:0107.
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A New Keynesian Perspective on the Great Recession. (2010). Ireland, Peter.
In: NBER Working Papers.
RePEc:nbr:nberwo:16420.
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How Has the Monetary Transmission Mechanism Evolved Over Time?. (2010). Mishkin, Frederic ; Kiley, Michael ; Boivin, Jean.
In: NBER Working Papers.
RePEc:nbr:nberwo:15879.
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Monetary Policy and the Lost Decade: Lessons from Japan. (2010). Leigh, Daniel.
In: Journal of Money, Credit and Banking.
RePEc:mcb:jmoncb:v:42:y:2010:i:5:p:833-857.
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Disinflation Shocks in the Eurozone: A DSGE Perspective. (2010). Sahuc, Jean-Guillaume ; Matheron, Julien ; Fève, Patrick ; Fve, Patrick.
In: Journal of Money, Credit and Banking.
RePEc:mcb:jmoncb:v:42:y:2010:i:2-3:p:289-323.
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The Great Increase in Relative Volatility of Real Wages in the United States. (2010). Kurmann, André ; Champagne, Julien.
In: Cahiers de recherche.
RePEc:lvl:lacicr:1010.
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Noisy Information, Interest Rate Shocks and the Great Moderation. (2010). Scharler, Johann ; Mayer, Eric.
In: Economics working papers.
RePEc:jku:econwp:2010_07.
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Monetary Policy Matters: New Evidence Basedon a New Shock Measure. (2010). Barakchian, Mahdi S ; Crowe, Christopher W.
In: IMF Working Papers.
RePEc:imf:imfwpa:2010/230.
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Commentary: Inflation Pressures and Monetary Policy in a Global Economy. (2010). Galí, Jordi ; Gali, Jordi.
In: International Journal of Central Banking.
RePEc:ijc:ijcjou:y:2010:q:1:a:5.
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Disinflation Shocks in the Eurozone: A DSGE Perspective. (2010). Sahuc, Jean-Guillaume ; Matheron, Julien ; Fève, Patrick ; Feve, Patrick.
In: Post-Print.
RePEc:hal:journl:hal-01612709.
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Dissecting Taylor rules in a structural VAR. (2010). Wen, Yi ; Choi, Woon Gyu.
In: Working Papers.
RePEc:fip:fedlwp:2010-005.
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How has the monetary transmission mechanism evolved over time?. (2010). Mishkin, Frederic ; Kiley, Michael ; Boivin, Jean.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2010-26.
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Endogenous Monetary Policy Regimes and the Great Moderation. (2010). Marcellino, Massimiliano ; Galvão, Ana ; Galvao, Ana Beatriz.
In: Economics Working Papers.
RePEc:eui:euiwps:eco2010/22.
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Endogenous nominal rigidities and monetary policy. (2010). Kurozumi, Takushi ; Kimura, Takeshi.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:57:y:2010:i:8:p:1038-1048.
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Wage-setting patterns and monetary policy: International evidence. (2010). Tenreyro, Silvana ; Olivei, Giovanni.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:57:y:2010:i:7:p:785-802.
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Real price and wage rigidities with matching frictions. (2010). Kuester, Keith.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:57:y:2010:i:4:p:466-477.
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How Has the Monetary Transmission Mechanism Evolved Over Time?. (2010). Kiley, Michael T. ; Boivin, Jean ; Mishkin, Frederic S..
In: Handbook of Monetary Economics.
RePEc:eee:monchp:3-08.
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Money demand accommodation: Impact on macro-dynamics and policy consequences. (2010). Moreno, Antonio ; Gomezbiscarri, Javier ; de Gracia, Fernando Perez.
In: Journal of Policy Modeling.
RePEc:eee:jpolmo:v:32:y::i:1:p:138-154.
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One nation under the fed? The asymmetric effects of US monetary policy and its implications for the United States as an optimal currency area. (2010). Beckworth, David.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:32:y:2010:i:3:p:732-746.
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Tracking U.S. inflation expectations with domestic and global indicators. (2010). Castelnuovo, Efrem.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:29:y:2010:i:7:p:1340-1356.
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Fluctuation dynamics in US interest rates and the role of monetary policy. (2010). Tabak, Benjamin ; Cajueiro, Daniel.
In: Finance Research Letters.
RePEc:eee:finlet:v:7:y:2010:i:3:p:163-169.
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A flexible approach to parametric inference in nonlinear and time varying time series models. (2010). Potter, Simon ; Koop, Gary.
In: Journal of Econometrics.
RePEc:eee:econom:v:159:y:2010:i:1:p:134-150.
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Vertically globalized production structure in New Keynesian Phillips curve. (2010). Wong, Chin-Yoong ; Eng, Yoke-Kee.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:21:y:2010:i:2:p:198-216.
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Trend inflation and macroeconomic volatilities in the post-WWII U.S. economy. (2010). Castelnuovo, Efrem.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:21:y:2010:i:1:p:19-33.
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Stock market conditions and monetary policy in a DSGE model for the U.S.. (2010). Nisticò, Salvatore ; Castelnuovo, Efrem.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:34:y:2010:i:9:p:1700-1731.
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On the precision of Calvo parameter estimates in structural NKPC models. (2010). Khalaf, Lynda ; Dufour, Jean-Marie ; Kichian, Maral.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:34:y:2010:i:9:p:1582-1595.
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Does money matter for the identification of monetary policy shocks: A DSGE perspective. (2010). Poilly, Céline.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:34:y:2010:i:10:p:2159-2178.
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Monetary Policy, Inflation Expectations and The Price Puzzle. (2010). Surico, Paolo ; Castelnuovo, Efrem.
In: Economic Journal.
RePEc:ecj:econjl:v:120:y:2010:i:549:p:1262-1283.
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Inflation Target Shocks and Monetary Policy Inertia in the Euro Area. (2010). Sahuc, Jean-Guillaume ; Matheron, Julien ; Fève, Patrick.
In: Economic Journal.
RePEc:ecj:econjl:v:120:y:2010:i:547:p:1100-1124.
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Monetary policy, housing booms and financial (im)balances. (2010). Hofmann, Boris ; Eickmeier, Sandra.
In: Working Paper Series.
RePEc:ecb:ecbwps:20101178.
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Inflation Target Shocks and Monetary Policy Inertia in the Euro Area. (2010). Feve, Patrick ; Matheron, Julien ; Sahuc, Jean-Guillaume.
In: Economics Papers from University Paris Dauphine.
RePEc:dau:papers:123456789/12493.
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Monetary Policy, Trend Inflation and the Great Moderation:An Alternative Interpretation. (2010). Gorodnichenko, Yuriy ; Coibion, Olivier.
In: Working Papers.
RePEc:cwm:wpaper:94.
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Strategic Interaction among Heterogeneous Price-Setters in an Estimated DSGE Model. (2010). Gorodnichenko, Yuriy ; Coibion, Olivier.
In: Working Papers.
RePEc:cwm:wpaper:93.
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Does Trade Integration Alter Monetary Policy Transmission?. (2010). Wolters, Maik ; Müller, Gernot ; Cwik, Tobias ; Muller, Gernot.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:8026.
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A Model of the Exchange Rate with Informational Frictions. (2010). Martínez García, Enrique ; Martinez-Garcia, Enrique.
In: The B.E. Journal of Macroeconomics.
RePEc:bpj:bejmac:v:10:y:2010:i:1:n:2.
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Stock market conditions and monetary policy in an DSGE model for the US. (2010). Nisticò, Salvatore ; Castelnuovo, Efrem ; Nistico, Salvatore.
In: Research Discussion Papers.
RePEc:bof:bofrdp:2010_011.
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Time-varying dynamics of the real exchange rate. A structural VAR analysis. (2010). Sunder-Plassmann, Laura ; mumtaz, haroon.
In: Bank of England working papers.
RePEc:boe:boeewp:0382.
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Understanding the Relationship between Financial Development and Monetary Policy. (2010). Gómez Biscarri, Javier ; Galdon-Sanchez, Jose ; Carranza, Luis ; Gomez-Biscarri, Javier.
In: Review of International Economics.
RePEc:bla:reviec:v:18:y:2010:i:5:p:849-864.
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Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy.. (2010). Tabak, Benjamin ; Cajueiro, Daniel.
In: Working Papers Series.
RePEc:bcb:wpaper:206.
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Monetary policy, inflation expectations and the price puzzle. (2009). Surico, Paolo ; Castelnuovo, Efrem.
In: Bank of Finland Research Discussion Papers.
RePEc:zbw:bofrdp:rdp2009_030.
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Testing the structural interpretation of the price puzzle with a cost channel model. (2009). Castelnuovo, Efrem.
In: Bank of Finland Research Discussion Papers.
RePEc:zbw:bofrdp:rdp2009_020.
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Equilibrium Unemployment, Job Flows, and Inflation Dynamics. (2009). Trigari, Antonella.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:41:y:2009:i:1:p:1-33.
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Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information?. (2009). Tien, Pao-Lin ; Piger, Jeremy ; Morley, James.
In: Wesleyan Economics Working Papers.
RePEc:wes:weswpa:2009-003.
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Monetary policy rules and inflation process in open emerging economies: evidence for 12 new EU members. (2009). Vašíček, Bořek.
In: William Davidson Institute Working Papers Series.
RePEc:wdi:papers:2009-968.
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Do expectations matter? The Great Moderation revisited. (2009). Gambetti, Luca ; Canova, Fabio.
In: Economics Working Papers.
RePEc:upf:upfgen:1084.
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Fractional Integration and Structural Breaks in U.S. Macro Dynamics. (2009). Moreno, Antonio ; Gil-Alana, Luis.
In: Faculty Working Papers.
RePEc:una:unccee:wp0209.
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Monetary policy rules and inflation process in open emerging economies: evidence for 12 new EU members. (2009). Vašíček, Bořek ; Vasicek, Borek .
In: Working Papers.
RePEc:uab:wprdea:wpdea0903.
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Inflation Target Shocks and Monetary Policy Inertia in the Euro Area. (2009). Sahuc, Jean-Guillaume ; Matheron, Julien ; Fève, Patrick.
In: TSE Working Papers.
RePEc:tse:wpaper:22291.
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Disinflation Shocks in the Eurozone: a DSGE Perspective. (2009). Sahuc, Jean-Guillaume ; Matheron, Julien ; Fève, Patrick.
In: TSE Working Papers.
RePEc:tse:wpaper:22274.
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Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models. (2009). Korobilis, Dimitris.
In: Working Papers.
RePEc:str:wpaper:0914.
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What Makes a Good Economy? An Analysis of Survey Data. (2009). Grant, Darren.
In: Working Papers.
RePEc:shs:wpaper:0909.
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Sources of the Great Moderation: Shocks, Frictions, or Monetary Policy?. (2009). Liu, Zheng.
In: 2009 Meeting Papers.
RePEc:red:sed009:379.
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Disciplining expectations: adding survey expectations in learning models. (2009). Ormeno, Arturo .
In: 2009 Meeting Papers.
RePEc:red:sed009:1140.
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Time Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve. (2009). Lansing, Kevin.
In: Review of Economic Dynamics.
RePEc:red:issued:07-129.
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Bayesian Multivariate Time Series Methods for Empirical Macroeconomics. (2009). Koop, Gary ; Korobilis, Dimitris.
In: MPRA Paper.
RePEc:pra:mprapa:20125.
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Dual Wage Rigidities: Theory and Some Evidence. (2009). Kim, Insu.
In: MPRA Paper.
RePEc:pra:mprapa:18345.
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The Instability in the Monetary Policy Reaction Function and the Estimation of Monetary Policy Shocks. (2009). Kishor, N ; Newiak, Monique.
In: MPRA Paper.
RePEc:pra:mprapa:17643.
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Empirical evidence on the stabilizing role of fiscal and monetary policies in the US. (2009). Pereira, Manuel.
In: MPRA Paper.
RePEc:pra:mprapa:17474.
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Real Time Changes in Monetary Policy. (2009). Tierney, Heather ; Chauvet, Marcelle ; Tierney, Heather L. R., .
In: MPRA Paper.
RePEc:pra:mprapa:16199.
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Bayesian Analysis of DSGE Models with Regime Switching. (2009). Eo, Yunjong.
In: MPRA Paper.
RePEc:pra:mprapa:13910.
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Monetary Policy, Inflation Expectations and the Price Puzzle. (2009). Surico, Paolo ; Castelnuovo, Efrem.
In: Marco Fanno Working Papers.
RePEc:pad:wpaper:0101.
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Why are the 2000s so different from the 1970s? A structural interpretation of changes in the macroeconomic effects of oil prices. (2009). Riggi, Marianna ; Blanchard, Olivier.
In: NBER Working Papers.
RePEc:nbr:nberwo:15467.
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Monetary Policy Shifts and the Term Structure. (2009). Loo-Kung, Rudy ; Dong, Sen ; Boivin, Jean ; Ang, Andrew.
In: NBER Working Papers.
RePEc:nbr:nberwo:15270.
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On the informational role of term structure in the US monetary policy rule. (2009). Vázquez, Jesús ; Londono, Juan M. ; Maria-Dolores, Ramon ; Londoo, Juan M..
In: UMUFAE Economics Working Papers.
RePEc:mur:wpaper:4699.
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The price puzzle revisited: Can the cost channel explain a rise in inflation after a monetary policy shock?. (2009). Mayer, Eric ; Hülsewig, Oliver ; Henzel, Steffen ; Hulsewig, Oliver.
In: Munich Reprints in Economics.
RePEc:lmu:muenar:19421.
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Monetary Policy and the Lost Decade: Lessons from Japan. (2009). Leigh, Daniel.
In: IMF Working Papers.
RePEc:imf:imfwpa:2009/232.
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On Impatience and Policy Effectiveness. (2009). Sgherri, Silvia ; Bayoumi, Tamim.
In: IMF Working Papers.
RePEc:imf:imfwpa:2009/018.
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Sources of the Great Moderation: shocks, friction, or monetary policy?. (2009). Zha, Tao ; Waggoner, Daniel ; Liu, Zheng.
In: Working Paper Series.
RePEc:fip:fedfwp:2009-01.
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Monetary policy and aggregate volatility. (2009). Adam, Klaus.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:56:y:2009:i:s:p:s1-s18.
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The great moderation of the term structure of UK interest rates. (2009). Surico, Paolo ; mumtaz, haroon ; Bianchi, Francesco.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:56:y:2009:i:6:p:856-871.
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What do technology shocks tell us about the New Keynesian paradigm?. (2009). Tsai, Yi-Chan ; Han, Jing ; Dupor, Bill.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:56:y:2009:i:4:p:560-569.
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The price puzzle revisited: Can the cost channel explain a rise in inflation after a monetary policy shock?. (2009). Wollmershäuser, Timo ; Mayer, Eric ; Hülsewig, Oliver ; Henzel, Steffen ; Wollmershauser, Timo ; Hulsewig, Oliver.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:31:y:2009:i:2:p:268-289.
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Another look at global disinflation. (2009). Sekine, Toshitaka.
In: Journal of the Japanese and International Economies.
RePEc:eee:jjieco:v:23:y:2009:i:2:p:220-239.
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The time-varying cost channel of monetary transmission. (2009). Tillmann, Peter.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:28:y:2009:i:6:p:941-953.
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Applying the method of simulated moments to estimate a small agent-based asset pricing model. (2009). Franke, Reiner.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:16:y:2009:i:5:p:804-815.
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The dynamics of persistence in US inflation. (2009). Ramos Francia, Manuel ; Noriega, Antonio ; Ramos-Francia, Manuel.
In: Economics Letters.
RePEc:eee:ecolet:v:105:y:2009:i:2:p:168-172.
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Beyond monetary credibility: The impact of globalisation on the output-inflation trade-off in euro-area countries. (2009). Marzinotto, Benedicta.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:20:y:2009:i:2:p:162-176.
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Bank behavior, incomplete interest rate pass-through, and the cost channel of monetary policy transmission. (2009). Wollmershäuser, Timo ; Mayer, Eric ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver.
In: Economic Modelling.
RePEc:eee:ecmode:v:26:y:2009:i:6:p:1310-1327.
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How well does a small structural model with sticky prices and wages fit postwar U.S. data?. (2009). Poilly, Céline ; Matheron, Julien.
In: Economic Modelling.
RePEc:eee:ecmode:v:26:y:2009:i:1:p:266-284.
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On the evolution of the monetary policy transmission mechanism. (2009). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Koop, Gary.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:33:y:2009:i:4:p:997-1017.
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Structural changes in the US economy: Is there a role for monetary policy?. (2009). Gambetti, Luca ; Canova, Fabio.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:33:y:2009:i:2:p:477-490.
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Do expectations matter? The Great Moderation revisited. (2009). Gambetti, Luca ; Canova, Fabio.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:7597.
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The Transmission of Foreign Interest Rate Shocks to a Small-Open Economy: The Role of External Debt and Financial Integration. (2009). Demirel, Ufuk.
In: The B.E. Journal of Macroeconomics.
RePEc:bpj:bejmac:v:9:y:2009:i:1:n:3.
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Estimation of quasi-rational DSGE monetary models. (2009). Fanelli, Luca.
In: Quaderni di Dipartimento.
RePEc:bot:quadip:wpaper:93.
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Monetary policy, inflation expectations and the price puzzle. (2009). Surico, Paolo ; Castelnuovo, Efrem.
In: Research Discussion Papers.
RePEc:bof:bofrdp:2009_030.
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Testing the structural interpretation of the price puzzle with a cost channel model. (2009). Castelnuovo, Efrem.
In: Research Discussion Papers.
RePEc:bof:bofrdp:2009_020.
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Minimum Distance Estimation and Testing of DSGE Models from Structural VARs*. (2009). Sahuc, Jean-Guillaume ; Matheron, Julien ; Fève, Patrick ; Feve, Patrick.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:71:y:2009:i:6:p:883-894.
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Indeterminacy in a forward‐looking regime switching model. (2009). Zha, Tao ; Waggoner, Daniel ; Farmer, Roger.
In: International Journal of Economic Theory.
RePEc:bla:ijethy:v:5:y:2009:i:1:p:69-84.
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Another look at global disinflation. (2009). Sekine, Toshitaka.
In: BIS Working Papers.
RePEc:bis:biswps:283.
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Has the monetary transmission process in the euro area changed? Evidence vased on VAR estimates. (2009). Gerke, Rafael ; Weber, Axel A ; Worms, Andreas.
In: BIS Working Papers.
RePEc:bis:biswps:276.
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Inflation Target Shocks and Monetary Policy Inertia in the Euro Area. (2009). Sahuc, Jean-Guillaume ; Matheron, Julien ; Fève, Patrick ; Sahuc,J-G., ; Feve, P. ; Materon, J..
In: Working papers.
RePEc:bfr:banfra:243.
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Does trade integration alter monetary policy transmission?. (2008). Wolters, Maik ; Müller, Gernot ; Cwik, Tobias ; Muller, Gernot J..
In: CFS Working Paper Series.
RePEc:zbw:cfswop:200829.
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Estimating regime-switching Taylor rules with trend inflation. (2008). Raggi, Davide ; Greco, Luciano ; Castelnuovo, Efrem.
In: Bank of Finland Research Discussion Papers.
RePEc:zbw:bofrdp:rdp2008_020.
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What Accounts for the Changes in U.S. Fiscal Policy Transmission?. (2008). Müller, Gernot ; Meier, Andre ; bilbiie, florin.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:40:y:2008:i:7:p:1439-1470.
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The Structural Dynamics of U.S. Output and Inflation: What Explains the Changes?. (2008). Pappa, Evi ; Gambetti, Luca ; Canova, Fabio.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:40:y:2008:i:2-3:p:369-388.
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Comment on identification with Taylor Rules: is it indeed impossible?. (2008). Carrillo, Julio.
In: Research Memorandum.
RePEc:unm:umamet:2008034.
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Is the Great Moderation Ending? UK and US Evidence. (2008). Miller, Stephen ; Fang, WenShwo ; Canarella, Giorgio ; Pollard, Stephen K..
In: Working papers.
RePEc:uct:uconnp:2008-24.
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Term structure and the estimated monetary policy rule in the Eurozone. (2008). Vázquez, Jesús.
In: Spanish Economic Review.
RePEc:spr:specre:v:10:y:2008:i:4:p:251-277.
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On the Evolution of Monetary Policy. (2008). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Koop, Gary.
In: Working Paper series.
RePEc:rim:rimwps:24_08.
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Great Moderation debate: should we be worry about using approximated policy functions?. (2008). Ormeno, Arturo .
In: 2008 Meeting Papers.
RePEc:red:sed008:659.
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Is the Great Moderation Ending? UK and US Evidence.. (2008). Miller, Stephen ; Canarella, Giorgio ; Fang, Wen Shwo ; Pollard, Stephen K..
In: Working Papers.
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Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation. (2008). Gorodnichenko, Yuriy ; Coibion, Olivier.
In: NBER Working Papers.
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Strategic Interaction Among Heterogeneous Price-Setters In An Estimated DSGE Model. (2008). Gorodnichenko, Yuriy ; Coibion, Olivier.
In: NBER Working Papers.
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How Has the Euro Changed the Monetary Transmission?. (2008). Mojon, Benoit ; Giannoni, Marc ; Boivin, Jean.
In: NBER Working Papers.
RePEc:nbr:nberwo:14190.
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On the Sources of the Great Moderation. (2008). Gambetti, Luca ; Galí, Jordi.
In: NBER Working Papers.
RePEc:nbr:nberwo:14171.
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Does Stabilizing Inflation Contribute To Stabilizing Economic Activity?. (2008). Mishkin, Frederic.
In: NBER Working Papers.
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Inflation-Gap Persistence in the U.S.. (2008). Sargent, Thomas ; Primiceri, Giorgio ; Cogley, Timothy.
In: NBER Working Papers.
RePEc:nbr:nberwo:13749.
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Global Forces and Monetary Policy Effectiveness. (2008). Giannoni, Marc ; Boivin, Jean.
In: NBER Working Papers.
RePEc:nbr:nberwo:13736.
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Inflation Target Shocks and Monetary Policy Inertia in the Euro Area. (2008). Sahuc, Jean-Guillaume ; Matheron, Julien ; Fève, Patrick.
In: IDEI Working Papers.
RePEc:ide:wpaper:9283.
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Monetary Policy Regimes and the Volatility of Long-Term Interest Rates. (2008). Queijo von Heideken, Virginia.
In: Working Paper Series.
RePEc:hhs:rbnkwp:0220.
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DSGE model-based estimation of the New Keynesian Phillips curve. (2008). Schorfheide, Frank.
In: Economic Quarterly.
RePEc:fip:fedreq:y:2008:i:fall:p:397-433:n:v.94no.4.
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Detecting recessions in the Great Moderation: a real-time analysis. (2008). Davig, Troy.
In: Economic Review.
RePEc:fip:fedker:y:2008:i:qiv:p:5-33:n:v.93no.4.
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Asymmetric expectation effects of regime shifts in monetary policy. (2008). Zha, Tao ; Waggoner, Daniel ; Liu, Zheng.
In: Working Paper Series.
RePEc:fip:fedfwp:2008-22.
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An international perspective on oil price shocks and U.S. economic activity. (2008). Yucel, Mine ; Balke, Nathan ; Stephen P. A. Brown, .
In: Globalization Institute Working Papers.
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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. (2008). Hannsgen, Greg.
In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
RePEc:eee:soceco:v:37:y:2008:i:5:p:1980-1993.
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A state-level analysis of the Great Moderation. (2008). Wall, Howard ; Piger, Jeremy ; Owyang, Michael.
In: Regional Science and Urban Economics.
RePEc:eee:regeco:v:38:y:2008:i:6:p:578-589.
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On the observational (non)equivalence of money growth and interest rate rules. (2008). Fève, Patrick ; Auray, Stéphane ; Feve, Patrick.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:30:y:2008:i:3:p:801-816.
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When did unsystematic monetary policy have an effect on inflation?. (2008). Mojon, Benoit.
In: European Economic Review.
RePEc:eee:eecrev:v:52:y:2008:i:3:p:487-497.
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VAR analysis and the Great Moderation. (2008). Surico, Paolo ; Benati, Luca.
In: Working Paper Series.
RePEc:ecb:ecbwps:2008866.
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Explaining the Great Moderation: it is not the shocks. (2008). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
In: Working Paper Series.
RePEc:ecb:ecbwps:2008865.
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Opening the Black Box: Structural Factor Models with Large Cross-Sections. (2008). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario.
In: Working Papers ECARES.
RePEc:eca:wpaper:2008_036.
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Sticky Prices, Limited Participation, or Both?. (2008). Papadopoulou, Niki.
In: Working Papers.
RePEc:cyb:wpaper:2008-4.
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How much structure in empirical models?. (2008). Canova, Fabio.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:6791.
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Wage Setting Patterns and Monetary Policy: International Evidence. (2008). Tenreyro, Silvana ; Olivei, Giovanni.
In: CEP Discussion Papers.
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Chocs doffre et optimalité de la politique monétaire dans la zone euro. (2008). Sahuc, Jean-Guillaume ; Matheron, Julien ; Fève, Patrick ; Feve, Patrick.
In: Revue économique.
RePEc:cai:recosp:reco_593_0527.
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Border of Monetary Policy in the New Financial State. (2008). Ramdecha, Vasuveerapat ; Jitmongkolsa-mer, Pawinee ; Wiengwangchai, Krittinan ; Poonpatpibul, Chaipat.
In: Working Papers.
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Estimating regime-switching Taylor rules with trend inflation. (2008). Raggi, Davide ; Greco, Luciano ; Castelnuovo, Efrem.
In: Research Discussion Papers.
RePEc:bof:bofrdp:2008_020.
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Chocs d Offre et Optimalit de la Politique Mon taire dans la Zone Euro. (2008). Sahuc, Jean-Guillaume ; Matheron, Julien ; Fève, Patrick ; Sahuc,J-G., ; Feve, P..
In: Working papers.
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Term structure and the estimated monetary policy rule in the eurozone. (2008). Vázquez, Jesús ; Vazquez, Jesus.
In: Working Papers.
RePEc:bde:wpaper:0827.
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Optimal policy under model uncertainty: A structural-bayesian estimation approach. (2007). Stoltenberg, Christian ; Kriwoluzky, Alexander.
In: SFB 649 Discussion Papers.
RePEc:zbw:sfb649:sfb649dp2007-040.
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Asymmetric Expectation Effects of Regime Shifts and the Great Moderation. (2007). Zha, Tao ; Waggoner, Daniel ; Liu, Zheng.
In: Kiel Working Papers.
RePEc:zbw:ifwkwp:1357.
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Technology Shocks and Monetary Policy: Revisiting the Feds Performance. (2007). Matheron, Julien ; Avouyidovi, Sanvi.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:39:y:2007:i:2-3:p:471-507.
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The Impact of the New Financial Products on the Volatility of the Economic Growth. (2007). Albulescu, Claudiu ; Tiberiu, Albulescu Claudiu .
In: Journal of Applied Economic Sciences.
RePEc:ush:jaessh:v:2:y:2007:i:1(2)_fall2007:1.
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Understanding the Evolving the Evolving Inflation Process. (2007). Schoenholtz, Kermit ; Cecchetti, Stephen ; Hooper, Peter ; Watson, Mark W ; Kasman, Bruce C.
In: Working Papers.
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Understanding the New-Keynesian Model when Monetary Policy Switches Regimes. (2007). Zha, Tao ; Waggoner, Daniel ; Farmer, Roger.
In: NBER Working Papers.
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Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data. (2007). Mihov, Ilian ; Giannoni, Marc ; Boivin, Jean.
In: NBER Working Papers.
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The Effects of Globalization on Inflation, Liquidity and Monetary Policy. (2007). Papademos, Lucas.
In: NBER Chapters.
RePEc:nbr:nberch:0531.
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Global Forces and Monetary Policy Effectiveness. (2007). Giannoni, Marc P. ; Boivin, Jean.
In: NBER Chapters.
RePEc:nbr:nberch:0515.
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Shocks and Frictions in US Business Cycles : a Bayesian DSGE Approach. (2007). Wouters, Raf ; Smets, Frank.
In: Working Paper Research.
RePEc:nbb:reswpp:200702-05.
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Opening the Black Box: Structural Factor Models with Large Cross-Sections. (2007). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario.
In: Center for Economic Research (RECent).
RePEc:mod:recent:008.
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Disinflation Shocks in the Eurozone: a DSGE Perspective. (2007). Sahuc, Jean-Guillaume ; Matheron, Julien ; Fève, Patrick.
In: IDEI Working Papers.
RePEc:ide:wpaper:7771.
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Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis. (2007). Matheron, Julien ; Fève, Patrick ; Carrillo, Julio.
In: IDEI Working Papers.
RePEc:ide:wpaper:5940.
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Optimal Policy Under Model Uncertainty: A Structural-Bayesian Estimation Approach. (2007). Stoltenberg, Christian ; Kriwoluzky, Alexander.
In: SFB 649 Discussion Papers.
RePEc:hum:wpaper:sfb649dp2007-040.
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Asymmetric expectation effects of regime shifts and the Great Moderation. (2007). Zha, Tao ; Waggoner, Daniel ; Liu, Zheng.
In: Working Papers.
RePEc:fip:fedmwp:653.
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Phillips curve instability and optimal monetary policy. (2007). Davig, Troy.
In: Research Working Paper.
RePEc:fip:fedkrw:rwp07-04.
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Monetary policy, output composition and the Great Moderation. (2007). Mojon, Benoit.
In: Working Paper Series.
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Oil and the Great Moderation. (2007). Pescatori, Andrea ; Nakov, Anton.
In: Working Papers (Old Series).
RePEc:fip:fedcwp:0717.
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Asymmetric expectation effects of regime shifts and the Great Moderation. (2007). Zha, Tao ; Waggoner, Daniel ; Liu, Zheng.
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2007-23.
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Understanding the New Keynesian model when monetary policy switches regimes. (2007). Zha, Tao ; Waggoner, Daniel ; Farmer, Roger.
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2007-12.
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Expectations, learning and macroeconomic persistence. (2007). Milani, Fabio.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:54:y:2007:i:7:p:2065-2082.
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US imbalances: The role of technology and policy. (2007). Smets, Frank ; Dedola, Luca ; Bems, Rudolfs.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:26:y:2007:i:4:p:523-545.
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The persistence of inflation in the United States. (2007). Reis, Ricardo ; Pivetta, Frederic.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:31:y:2007:i:4:p:1326-1358.
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Shocks and frictions in US business cycles: a Bayesian DSGE approach. (2007). Wouters, Raf ; Smets, Frank.
In: Working Paper Series.
RePEc:ecb:ecbwps:2007722.
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Real price and wage rigidities in a model with matching frictions. (2007). Kuester, Keith.
In: Working Paper Series.
RePEc:ecb:ecbwps:2007720.
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US imbalances: the role of technology and policy. (2007). Smets, Frank ; Dedola, Luca ; Bems, Rudolfs.
In: Working Paper Series.
RePEc:ecb:ecbwps:2007719.
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Information Criteria for Impulse Response Function Matching Estimation of DSGE Models. (2007). Rossi, Barbara ; Nason, James ; Inoue, Atsushi ; Hall, Alastair.
In: Working Papers.
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On the Impact of Income and Policy Shocks on Consumption. (2007). .
In: Working Papers.
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Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach. (2007). Wouters, Raf ; Smets, Frank.
In: CEPR Discussion Papers.
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US Imbalances: The Role of Technology and Policy. (2007). Smets, Frank ; Dedola, Luca ; Bems, Rudolfs.
In: CEPR Discussion Papers.
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Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data. (2007). Mihov, Ilian ; Giannoni, Marc ; Boivin, Jean.
In: CEPR Discussion Papers.
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Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective.. (2007). Poilly, Céline.
In: Working papers.
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DSGE Models in a Data-Rich Environment.. (2007). Giannoni, Marc ; Boivin, Jean.
In: Working papers.
RePEc:bfr:banfra:162.
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Oil and the Great Moderation. (2007). Pescatori, Andrea ; Nakov, Anton.
In: Working Papers.
RePEc:bde:wpaper:0735.
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The Timing of Monetary Policy Shocks. (2007). Tenreyro, Silvana ; Olivei, Giovanni.
In: American Economic Review.
RePEc:aea:aecrev:v:97:y:2007:i:3:p:636-663.
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Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach. (2007). Wouters, Raf ; Smets, Frank.
In: American Economic Review.
RePEc:aea:aecrev:v:97:y:2007:i:3:p:586-606.
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The Price Puzzle Revisited: Can the Cost Channel explain a Rise in Inflation after a Monetary Shock?. (2006). Wollmershäuser, Timo ; Mayer, Eric ; Hülsewig, Oliver ; Henzel, Steffen ; Hulsewig, Oliver ; Wollmershauser, Timo.
In: W.E.P. - Würzburg Economic Papers.
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Understanding the Relationship between Financial Development and Monetary Policy. (2006). Gómez Biscarri, Javier ; Galdon-Sanchez, Jose ; Carranza, Luis ; Jose Enrique Galdon Sanchez, ; Gomezbiscarri, Javier.
In: Faculty Working Papers.
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Labor Market Institutions and Aggregate Fluctuations in a Search and Matching Model. (2006). Zanetti, Francesco.
In: Computing in Economics and Finance 2006.
RePEc:sce:scecfa:445.
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Sticky Prices vs. Limited Participation:What Do We Learn From the Data?. (2006). .
In: Computing in Economics and Finance 2006.
RePEc:sce:scecfa:418.
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A State-Level Analysis of the Great Moderation. (2006). Piger, Jeremy ; Owyang, Michael.
In: Computing in Economics and Finance 2006.
RePEc:sce:scecfa:131.
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Monetary Policy and Inflation Dynamics. (2006). Roberts, John.
In: MPRA Paper.
RePEc:pra:mprapa:812.
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U.S. Wage and Price Dynamics: A Limited-Information Approach. (2006). Sbordone, Argia.
In: MPRA Paper.
RePEc:pra:mprapa:811.
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Assessing Different Drivers of the GreatModeration in the U.S.. (2006). Castelnuovo, Efrem.
In: Marco Fanno Working Papers.
RePEc:pad:wpaper:0025.
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DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
In: NBER Working Papers.
RePEc:nbr:nberwo:12772.
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DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
In: NBER Technical Working Papers.
RePEc:nbr:nberte:0332.
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Monetary Policy and Inflation Dynamics. (2006). Roberts, John.
In: International Journal of Central Banking.
RePEc:ijc:ijcjou:y:2006:q:3:a:6.
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U.S. Wage and Price Dynamics: A Limited-Information Approach. (2006). Sbordone, Argia.
In: International Journal of Central Banking.
RePEc:ijc:ijcjou:y:2006:q:3:a:5.
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The Lucas critique and the stability of empirical models. (2006). Surico, Paolo ; Lubik, Thomas.
In: Working Paper.
RePEc:fip:fedrwp:06-05.
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U.S. wage and price dynamics: a limited information approach. (2006). Sbordone, Argia.
In: Staff Reports.
RePEc:fip:fednsr:256.
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Expectations and exchange rate dynamics: a state-dependent pricing approach. (2006). Landry, Anthony.
In: Working Papers.
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The Importance of Stock Market Returns in Estimated Monetary Policy Rules: a Structural Approach. (2006). Perez, Jesus Vazquez .
In: DFAEII Working Papers.
RePEc:ehu:dfaeii:6652.
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(Un)Predictability and macroeconomic stability. (2006). Surico, Paolo ; Giannone, Domenico ; D'Agostino, Antonello.
In: Working Paper Series.
RePEc:ecb:ecbwps:2006605.
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What accounts for the changes in U.S. fiscal policy transmission?. (2006). Müller, Gernot ; Meier, Andre ; bilbiie, florin ; Muller, Gernot J.
In: Working Paper Series.
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Quantifying Inflation Pressure and Monetary Policy Response in the United States. (2006). Shintani, Mototsugu ; Weymark, Diana N..
In: Levine's Bibliography.
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Monetary Policy Inertia or Persistent Shocks?. (2006). Matheron, Julien ; Fève, Patrick ; Carrillo, Julio ; Feve, P..
In: Working papers.
RePEc:bfr:banfra:150.
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How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?. (2006). Poilly, Céline ; Matheron, Julien.
In: Working papers.
RePEc:bfr:banfra:148.
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Learning, Monetary Policy Rules, and Macroeconomic Stability. (2005). Milani, Fabio.
In: Macroeconomics.
RePEc:wpa:wuwpma:0508019.
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The Price Puzzle and Indeterminacy. (2005). Surico, Paolo ; Castelnuovo, Efrem.
In: Macroeconomics.
RePEc:wpa:wuwpma:0507021.
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Adaptive Learning and Inflation Persistence. (2005). Milani, Fabio.
In: Macroeconomics.
RePEc:wpa:wuwpma:0506013.
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Generalizing the Taylor Principle. (2005). Leeper, Eric ; Davig, Troy.
In: NBER Working Papers.
RePEc:nbr:nberwo:11874.
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A Bayesian DSGE Model with Infinite-Horizon Learning: Do Mechanical Sources of Persistence Become Superfluous?. (2005). Milani, Fabio.
In: Working Papers.
RePEc:irv:wpaper:060703.
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Expectations, Learning and Macroeconomic Persistence. (2005). Milani, Fabio.
In: Working Papers.
RePEc:irv:wpaper:050608.
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Adaptive Learning and Inflation Persistence. (2005). Milani, Fabio.
In: Working Papers.
RePEc:irv:wpaper:050607.
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Central bank transparency under model uncertainty. (2005). Eusepi, Stefano.
In: Staff Reports.
RePEc:fip:fednsr:199.
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Generalizing the Taylor principle. (2005). Leeper, Eric ; Davig, Troy.
In: Research Working Paper.
RePEc:fip:fedkrw:rwp05-13.
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Markov-switching structural vector autoregressions: theory and application. (2005). Zha, Tao ; Waggoner, Daniel ; Rubio-Ramirez, Juan F.
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2005-27.
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When did unsystematic monetary policy have an effect on inflation?. (2005). Mojon, Benoit.
In: Working Paper Series.
RePEc:ecb:ecbwps:2005559.
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Fleshing out the monetary transmission mechanism: output composition and the role of financial frictions. (2005). Müller, Gernot ; Meier, Andre ; Muller, Gernot J.
In: Working Paper Series.
RePEc:ecb:ecbwps:2005500.
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On the fit and forecasting performance of New-Keynesian models. (2005). Wouters, Raf ; Smets, Frank ; Schorfheide, Frank ; Del Negro, Marco.
In: Working Paper Series.
RePEc:ecb:ecbwps:2005491.
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A Search for a Structural Phillips Curve*. (2005). Cogley, Tim W. ; Sbordone, Argia M..
In: Working Papers.
RePEc:cda:wpaper:05-10.
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Does Central Bank Transparency Matter for Economic Stability. (2004). Eusepi, Stefano.
In: Computing in Economics and Finance 2004.
RePEc:sce:scecf4:176.
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Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE approach. (2004). Wouters, Raf ; Smets, Frank.
In: Working Paper Research.
RePEc:nbb:reswpp:200410-1.
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Monetary Policy and the Dangers of Deflation:Lessons from Japan. (2004). Leigh, Daniel.
In: Economics Working Paper Archive.
RePEc:jhu:papers:511.
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Sales persistence and the reductions in GDP volatility. (2004). Irvine, Owen F..
In: Working Papers.
RePEc:fip:fedbwp:05-5.
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On the fit and forecasting performance of New Keynesian models. (2004). Wouters, Raf ; Smets, Frank ; Schorfheide, Frank ; Del Negro, Marco.
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2004-37.
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Were there regime switches in U.S. monetary policy?. (2004). Zha, Tao ; Sims, Christopher.
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2004-14.
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Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE approach. (2004). Wouters, Raf ; Smets, Frank.
In: Working Paper Series.
RePEc:ecb:ecbwps:2004391.
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Equilibrium unemployment, job flows and inflation dynamics. (2004). Trigari, Antonella.
In: Working Paper Series.
RePEc:ecb:ecbwps:2004304.
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Non-Walrasian Labor Market and the European Business Cycle. (2004). Zanetti, Francesco.
In: Boston College Working Papers in Economics.
RePEc:boc:bocoec:574.
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Characterization of the Dynamic Effects of Fiscal Shocks in a Small Open Economy. (2004). Rebei, Nooman.
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Why Does Private Consumption Rise After a Government Spending Shock?. (2003). Rebei, Nooman ; Bouakez, Hafedh.
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Has Monetary Policy Become More Effective?. (2006). Giannoni, Marc ; Boivin, Jean.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:5463.
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Has Monetary Policy Become More Effective?. (2006). Giannoni, Marc ; Boivin, Jean. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:5463. Full description at Econpapers || Download paper

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Has Monetary Policy Become More Effective?. (2006). Giannoni, Marc ; Boivin, Jean.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:5463.
Full description at Econpapers || Download paper