Adrian, T. ; Shin, H.S. Financial intermediaries and monetary economics. 2010 En : . Elsevier:
Ball, L. ; Mazumder, S. Inflation dynamics and the great recession. 2011 Brookings Papers on Economic Activity. 42 337-381
Bansal, R. ; Yaron, A. Risks for the long run: A potential resolution of asset pricing puzzles. 2004 The Journal of Finance. 59 1481-1509
Basu, S. ; Bundick, B. Uncertainty shocks in a model of effective demand. 2017 Econometrica. 85 937-958
- Bernanke, B.S. The Taylor rule: A benchmark for monetary policy?. 2015 Ben Bernanke’s Blog. The Brookings Institution -
Paper not yet in RePEc: Add citation now
Bernanke, B.S. ; Gertler, M. Agency costs, net worth, and business fluctuations. 1989 American Economic Review. 79 14-31
Bernanke, B.S. ; Gertler, M. ; Gilchrist, S. The financial accelerator in a quantitative business cycle framework. 1999 En : . Elsevier:
Bernanke, B.S. ; Kuttner, K.N. What explains the stock market’s reaction to Federal Reserve policy?. 2005 The Journal of Finance. 60 1221-1257
Bianchi, F. ; Lettau, M. ; Ludvigson, S.C. Monetary policy and asset valuation. 2022 The Journal of Finance. 77 967-1017
Boons, M. ; Duarte, F. ; De Roon, F. ; Szymanowska, M. Time-varying inflation risk and stock returns. 2020 Journal of Financial Economics. 136 444-470
Borio, C. ; Zhu, H. Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?. 2012 Journal of Financial stability. 8 236-251
Brand, C. ; Mazelis, F. Taylor-rule consistent estimates of the natural rate of interest. 2019 :
Christiano, L.J. ; Trabandt, M. ; Walentin, K. DSGE models for monetary policy analysis. 2010 :
Clarida, R. ; Gali, J. ; Gertler, M. Monetary policy rules and macroeconomic stability: Evidence and some theory. 2000 Quarterly Journal of Economics. 115 147-180
Cochrane, J.H. A cross-sectional test of an investment-based asset pricing model. 1996 The Journal of Finance. 104 572-621
- Cochrane, J.H. Asset pricing: Revised edition. 2009 Princeton University Press:
Paper not yet in RePEc: Add citation now
Croce, M.M. Long-run productivity risk: A new hope for production-based asset pricing?. 2014 Journal of Monetary Economics. -
De Paoli, B. ; Scott, A. ; Weeken, O. Asset pricing implications of a New Keynesian model. 2010 Journal of Economic Dynamics & Control. 34 2056-2073
Del Negro, M. ; Giannone, D. ; Giannoni, M.P. ; Tambalotti, A. Safety, liquidity, and the natural rate of interest. 2017 Brookings Papers on Economic Activity. Spring 2017 235-316
- Del Negro, M. ; Lenza, M. ; Primiceri, G.E. ; Tambalotti, A. What’s up with the Phillips curve?. 2020 Brookings Papers on Economic Activity. -
Paper not yet in RePEc: Add citation now
Del Negro, M. ; Schorfheide, F. Priors from general equilibrium models for VARS. 2004 International Economic Review. 45 643-673
Drechsler, I. ; Savov, A. ; Schnabl, P. A model of monetary policy and risk premia. 2018 The Journal of Finance. 73 317-373
Ehrmann, M. ; Fratzscher, M. Taking stock: Monetary policy transmission to equity markets. 2004 Journal of Money, Credit and Banking. 36 719-737
Fama, E.F. ; French, K.R. A five-factor asset pricing model. 2015 Journal of Financial Economics. 116 1-22
- Galí, J. Monetary policy, inflation, and the business cycle: an introduction to the New Keynesian framework and its applications. 2015 Princeton University Press:
Paper not yet in RePEc: Add citation now
- Geiger, F., & Schupp, F. (2017). Estimation of a Holston-Laubach-Williams natural real rate for Germany. Deutsche Bundesbank (unpublished manuscript).
Paper not yet in RePEc: Add citation now
Gertler, M. ; Gilchrist, S. Monetary policy, business cycles, and the behavior of small manufacturing firms. 1994 Quarterly Journal of Economics. 109 309-340
- Gomes, J. ; Jermann, U. ; Schmid, L. Sticky leverage. 2016 American Economic Review. 106 3800-3828
Paper not yet in RePEc: Add citation now
- Goodfriend, M. How the world achieved consensus on monetary policy. 2007 :
Paper not yet in RePEc: Add citation now
Gordon, R.J. The Phillips curve is alive and well: Inflation and the NAIRU during the slow recovery. 2013 :
Hamilton, J.D. Why you should never use the Hodrick-Prescott filter. 2018 The Review of Economics and Statistics. 100 831-843
- Havránek, T. Measuring intertemporal substitution: The importance of method choices and selective reporting. 2015 Journal of the European Economic Association. 13 1180-1204
Paper not yet in RePEc: Add citation now
Hazell, J. ; Herreño, J. ; Nakamura, E. ; Steinsson, J. The slope of the Phillips Curve: Evidence from US states. 2020 Quarterly Journal of Economics. 137 1299-1344
Holston, K. ; Laubach, T. ; Williams, J.C. Measuring the natural rate of interest: International trends and determinants. 2017 Journal of International Economics. 108 S59-S75
Kashyap, A.K. ; Stein, J.C. ; Wilcox, D.W. Monetary policy and credit conditions: Evidence from the composition of external finance. 1993 American Economic Review. 83 78-98
Krustev, G. The natural rate of interest and the financial cycle. 2019 Journal of Economic Behaviour and Organization. 162 193-210
Kung, H. ; Schmid, L. Innovation, growth, and asset prices. 2015 The Journal of Finance. 70 1001-1037
Laubach, T. ; Williams, J.C. Measuring the natural rate of interest. 2003 The Review of Economics and Statistics. 85 1063-1070
McLeay, M. ; Tenreyro, S. Optimal inflation and the identification of the Phillips curve. 2019 :
Nakamura, E. ; Steinsson, J. High-frequency identification of monetary non-neutrality: The information effect. 2018 Quarterly Journal of Economics. 133 1283-1330
- Newey, W.K. ; West, K.D. A simple, positive semi-definite, heteroskedasticity and autocorrelation. 1987 Econometrica. 55 703-708
Paper not yet in RePEc: Add citation now
Ozdagli, A. ; Velikov, M. Show me the money: The monetary policy risk premium. 2020 Journal of Financial Economics. 135 320-339
Ozdagli, A. ; Weber, M. Monetary policy through production networks: Evidence from the stock market. 2017 :
- Pedersen, J. The Danish natural real rate of interest and secular stagnation. 2015 :
Paper not yet in RePEc: Add citation now
Perez-Quiros, G. ; Timmerman, A. Firm size and cyclical variations in stock returns. 2000 The Journal of Finance. 55 1229-1262
Quast, J. ; Wolters, M.H. Reliable real-time output gap estimates based on a modified Hamilton filter. 2022 Journal of Business & Economic Statistics. 40 152-168
Schorfheide, F. DSGE model-based estimation of the New Keynesian Phillips curve. 2008 FRB Richmond Economic Quarterly. 94 397-433
Taylor, J.B. A historical analysis of monetary policy rules. 1999 En : Monetary policy rules. University of Chicago Press:
Taylor, J.B. Discretion versus policy rules in practice. 1993 Carnegie-Rochester Conference Series on Public Policy. 39 195-214
Thorbecke, W. On stock market returns and monetary policy. 1997 The Journal of Finance. 52 635-654
- Weber, M. Nominal rigidities and asset pricing. 2015 :
Paper not yet in RePEc: Add citation now
Woodford, M. Optimal monetary policy inertia. 1999 :
Wu, J.C. ; Xia, F.D. Measuring the macroeconomic impact of monetary policy at the zero lower bound. 2016 Journal of Money, Credit and Banking. 48 253-291
Wu, J.C. ; Zhang, J. A shadow rate New Keynesian model. 2019 Journal of Economic Dynamics & Control. 107 1-29