create a website

Euro Area Deflationary Pressure Index. (2022). Ragusa, Giuseppe ; Brugnolini, Luca.
In: Computational Economics.
RePEc:kap:compec:v:60:y:2022:i:3:d:10.1007_s10614-021-10170-1.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 29

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Altavilla, C., Brugnolini, L., Gürkaynak, R. S., Motto, R., & Ragusa, G. (2019). Measuring euro area monetary policy. Journal of Monetary Economics, 108, 162–179.

  2. Andreini, P., Izzo, C., & Ricco, G. (2020). Deep dynamic factor models. arXiv preprint arXiv:2007.11887 .
    Paper not yet in RePEc: Add citation now
  3. Andrews, D. W. K. (1991). Heteroskedasticity and autocorrelation consistent covariance matrix estimation. Econometrica, 59, 817–858.

  4. Ang, A., Bekaert, G., & Wei, M. (2007). Do macro variables, asset markets, or surveys forecast inflation better? Journal of Monetary Economics, 54, 1163–1212.

  5. Bai, J., & Ng, S. (2002). Determining the number of factors in approximate factor models. Econometrica, 70, 191–221.

  6. Banbura, M., & Bobeica, E. (2020). Does the Phillips curve help to forecast euro area inflation?.

  7. Berge, T. J. (2015). Predicting recessions with leading indicators: Model averaging and selection over the business cycle. Journal of Forecasting, 34, 455–471.

  8. Bernanke, B. S., & Woodford, M. (1997). Inflation forecasts and monetary policy. Journal of Money, Credit, and Banking, 29, 653–684.

  9. Chen, L., Dolado, J. J., & Gonzalo, J. (2019). Quantile factor models. arXiv preprint arXiv:1911.02173 .
    Paper not yet in RePEc: Add citation now
  10. Clarida, R., Gali, J., & Gertler, M. (2000). Monetary policy rules and macroeconomic stability: Evidence and some theory. The Quarterly Journal of Economics, 115, 147–180.

  11. Doan, T., Litterman, R., & Sims, C. (1984). Forecasting and conditional projection using realistic prior distributions. Econometric Reviews, 3, 1–100.
    Paper not yet in RePEc: Add citation now
  12. Estrella, A., & Hardouvelis, G. A. (1991). The term structure as a predictor of real economic activity. The Journal of Finance, 46, 555–576.

  13. Forni, M., Hallin, M., Lippi, M., & Reichlin, L. (2003). Do financial variables help forecasting inflation and real activity in the euro area? Journal of Monetary Economics, 50, 1243–1255.

  14. Galbraith, J. W., & Norden, S. V. (2012). Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts. Journal of the Royal Statistical Society: Series A (Statistics in Society), 175, 713–727.

  15. Giannone, D., Lenza, M., Momferatou, D., & Onorante, L. (2014). Short-term inflation projections: A Bayesian vector autoregressive approach. International Journal of Forecasting, 30, 635–644.

  16. Inoue, A., & Kilian, L. (2008). How useful is bagging in forecasting economic time series? A case study of U.S. consumer price inflation. Journal of the American Statistical Association, 103, 511–522.

  17. Jackson, L. E., Kliesen, K. L., & Owyang, M. T. (2015). A measure of price pressures. Federal Reserve Bank of St. Louis Review, 97, 25–52.
    Paper not yet in RePEc: Add citation now
  18. Kaminsky, G. L., & Reinhart, C. M. (1999). The twin crises: The causes of banking and balance-of-payments problems. The American Economic Review, 89, 473–500.

  19. Kaminsky, G., Lizondo, S., & Reinhart, C. M. (1998). Leading indicators of currency crises. IMF Staff Papers, 45, 1–48.

  20. Koop, G., & Korobilis, D. (2012). Forecasting inflation using dynamic model averaging. International Economic Review, 53, 867–886.

  21. Koop, G., & Tobias, J. L. (2006). Semiparametric Bayesian inference in smooth coefficient models. Journal of Econometrics, 134, 283–315.

  22. Liu, W., & Moench, E. (2016). What predicts US recessions? International Journal of Forecasting, 32, 1138–1150.

  23. Müller, U. K. (2013). Risk of Bayesian inference in misspecified models, and the sandwich covariance matrix. Econometrica, 81, 1805–1849.
    Paper not yet in RePEc: Add citation now
  24. Newey, W. K., & West, K. D. (1987). A simple positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica, 55, 703–708.

  25. Reinhart, C. M. (2002). Default, currency crises, and sovereign credit ratings. The World Bank Economic Review, 16, 151–170.

  26. Rostagno, M., Altavilla, C., Carboni, G., Lemke, W., Motto, R., Guilhem, A. S., & Yiangou, J. (2019). A tale of two decades: The ECB’s monetary policy at 20.
    Paper not yet in RePEc: Add citation now
  27. Stock, J. H., & Watson, M. W. (1999). Forecasting inflation. Journal of Monetary Economics, 44, 293–335.

  28. White, H. (1996). Estimation, inference and specification analysis (Vol. 22). Cambridge University Press.

  29. Wright, J. H. (2009). Forecasting US inflation by Bayesian model averaging. Journal of Forecasting, 28, 131–144.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Monetary Policy Shocks: Data or Methods?. (2024). Walker, Todd ; Matthes, Christian ; Jacobson, Margaret ; Brennan, Connor M.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2024-11.

    Full description at Econpapers || Download paper

  2. Chronicle of a death foretold: does higher volatility anticipate corporate default?. (2022). Ampudia, Miguel ; Busetto, Filippo ; Fornari, Fabio.
    In: Bank of England working papers.
    RePEc:boe:boeewp:1001.

    Full description at Econpapers || Download paper

  3. A structural investigation of quantitative easing. (2021). Strobel, Felix ; Boehl, Gregor ; Bohl, Gregor ; Goy, Gavin.
    In: Discussion Papers.
    RePEc:zbw:bubdps:012021.

    Full description at Econpapers || Download paper

  4. Taylor Rule Yield Curve. (2021). Nakajima, Jouchi ; Mineyama, Tomohide ; Hattori, Masazumi.
    In: Working Papers.
    RePEc:tcr:wpaper:e156.

    Full description at Econpapers || Download paper

  5. How have the European central bank’s monetary policies been affecting financial markets in CEE-3 countries?. (2021). Grabowski, Wojciech ; Stawasz-Grabowska, Ewa.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:11:y:2021:i:1:d:10.1007_s40822-020-00160-3.

    Full description at Econpapers || Download paper

  6. The Dynamic Effects of the ECB s Asset Purchases: a Survey-Based Identification. (2021). Nguyen, Benoît ; Lhuissier, Stéphane.
    In: Working papers.
    RePEc:bfr:banfra:806.

    Full description at Econpapers || Download paper

  7. The Exchange Rate Insulation Puzzle. (2021). Schmidt, Sebastian ; Müller, Gernot ; Kuester, Keith ; Corsetti, Giancarlo.
    In: ECONtribute Discussion Papers Series.
    RePEc:ajk:ajkdps:060.

    Full description at Econpapers || Download paper

  8. Does monetary policy impact international market co-movements?. (2020). Plazzi, Alberto ; Pelizzon, Loriana ; Caporin, Massimiliano.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:276.

    Full description at Econpapers || Download paper

  9. A structural investigation of quantitative easing. (2020). Strobel, Felix ; Boehl, Gregor ; Goy, Gavin ; Bohl, Gregor.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:142.

    Full description at Econpapers || Download paper

  10. Banking Supervision, Monetary Policy and Risk-Taking: Big Data Evidence from 15 Credit Registers. (2020). Smets, Frank ; Peydro, Jose-Luis ; Boucinha, Miguel ; Altavilla, Carlo.
    In: EconStor Preprints.
    RePEc:zbw:esprep:216793.

    Full description at Econpapers || Download paper

  11. Monetary policy surprises and exchange rate behavior. (2020). Lee, Sang Seok ; Kısacıkoğlu, Burçin ; Kara, Hakan ; Gürkaynak, Refet ; Gurkaynak, Refet S ; Kisacikolu, Burin.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:642.

    Full description at Econpapers || Download paper

  12. Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates. (2020). Schiman, Stefan ; Badinger, Harald.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp300.

    Full description at Econpapers || Download paper

  13. ECB Announcements and Stock Market Volatility. (2020). Neugebauer, Frederik.
    In: WHU Working Paper Series - Economics Group.
    RePEc:whu:wpaper:20-02.

    Full description at Econpapers || Download paper

  14. Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates. (2020). Schiman, Stefan ; Badinger, Harald.
    In: WIFO Working Papers.
    RePEc:wfo:wpaper:y:2020:i:608.

    Full description at Econpapers || Download paper

  15. Monetary policy disconnect. (2020). Winterberg, Hannah ; Ranaldo, Angelo ; Ballensiefen, Benedikt.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2020:03.

    Full description at Econpapers || Download paper

  16. Banking supervision, monetary policy and risk-taking: Big data evidence from 15 credit registers. (2020). Smets, Frank ; Peydro, Jose-Luis ; Boucinha, Miguel ; Altavilla, Carlo.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1684.

    Full description at Econpapers || Download paper

  17. ECB Monetary Policy and Bank Default Risk. (2020). Vander Vennet, Rudi ; Soenen, Nicolas.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:20/997.

    Full description at Econpapers || Download paper

  18. Macroprudential policy, monetary policy and Eurozone bank risk. (2020). Vander Vennet, Rudi ; Meuleman, Elien.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:20/1004.

    Full description at Econpapers || Download paper

  19. Monetary Policy Surprises and Exchange Rate Behavior. (2020). Lee, Sang Seok ; Kısacıkoğlu, Burçin ; Kara, Hakan ; Gürkaynak, Refet ; Gurkaynak, Refet S ; Kisacikolu, Burin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27819.

    Full description at Econpapers || Download paper

  20. Distributional consequences of conventional and unconventional monetary policy. (2020). Kolasa, Marcin ; Brzoza-Brzezina, Michal ; Bielecki, Marcin.
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:327.

    Full description at Econpapers || Download paper

  21. Financial Markets and Dissent in the ECB€™s Governing Council. (2020). Tillmann, Peter.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:202048.

    Full description at Econpapers || Download paper

  22. Euro Area Monetary Communications: Excess Sensitivity and Perception Shocks. (2020). Mikaliunaite-Jouvanceau, Ieva.
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:79.

    Full description at Econpapers || Download paper

  23. Macroprudential Policy in the Euro Area. (2020). Paya, Ivan ; Fernandez-Gallardo, Alvaro.
    In: Working Papers.
    RePEc:lan:wpaper:307121127.

    Full description at Econpapers || Download paper

  24. One Money, Many Markets: Monetary Transmission and Housing Financing in the Euro Area. (2020). Mann, Samuel ; Duarte, Joao ; Corsetti, Giancarlo.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2020/108.

    Full description at Econpapers || Download paper

  25. Monetary Policy Surprises, Central Bank Information Shocks, and Economic Activity in a Small Open Economy. (2020). Laséen, Stefan.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0396.

    Full description at Econpapers || Download paper

  26. Household balance sheet channels of monetary policy: A back of the envelope calculation for the euro area. (2020). Tristani, Oreste ; Slacalek, Jiri ; Violante, Giovanni L.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:115:y:2020:i:c:s0165188920300488.

    Full description at Econpapers || Download paper

  27. Central bank information effects and transatlantic spillovers. (2020). Jarociński, Marek ; Jarociski, Marek.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202482.

    Full description at Econpapers || Download paper

  28. Central banks in parliaments: a text analysis of the parliamentary hearings of the Bank of England, the European Central Bank and the Federal Reserve. (2020). Jamet, Jean-Francois ; Giovannini, Alessandro ; Fraccaroli, Nicolò.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202442.

    Full description at Econpapers || Download paper

  29. Heterogeneity in corporate debt structures and the transmission of monetary policy. (2020). Holm-Hadulla, Fédéric ; Thurwachter, Claire.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202402.

    Full description at Econpapers || Download paper

  30. Banking supervision, monetary policy and risk-taking: big data evidence from 15 credit registers. (2020). Smets, Frank ; Peydro, Jose-Luis ; Boucinha, Miguel ; Altavilla, Carlo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202349.

    Full description at Econpapers || Download paper

  31. How do financial markets react to monetary policy signals?. (2020). Altavilla, Carlo ; Motto, Roberto.
    In: Research Bulletin.
    RePEc:ecb:ecbrbu:2020:0073:.

    Full description at Econpapers || Download paper

  32. Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?. (2020). Houben, Aerdt ; Giuliodori, Massimo ; Bats, Joost.
    In: Working Papers.
    RePEc:dnb:dnbwpp:694.

    Full description at Econpapers || Download paper

  33. A Structural Investigation of Quantitative Easing. (2020). Strobel, Felix ; Boehl, Gregor ; Goy, Gavin.
    In: Working Papers.
    RePEc:dnb:dnbwpp:691.

    Full description at Econpapers || Download paper

  34. Demand shocks for public debt in the Eurozone. (2020). Lengyel, Andras ; Giuliodori, Massimo.
    In: Working Papers.
    RePEc:dnb:dnbwpp:674.

    Full description at Econpapers || Download paper

  35. Banking Supervision, Monetary Policy and Risk-Taking: Big Data Evidence from 15 Credit Registers. (2020). Smets, Frank ; Peydro, Jose-Luis ; Boucinha, Miguel ; Altavilla, Carlo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14288.

    Full description at Econpapers || Download paper

  36. High-frequency Identification of Unconventional Monetary Policy Shocks in Japan. (2020). Shintani, Mototsugu ; Kubota, Hiroyuki.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf502.

    Full description at Econpapers || Download paper

  37. Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates. (2020). Schiman, Stefan ; Badinger, Harald.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8558.

    Full description at Econpapers || Download paper

  38. Monetary Policy Surprises and Exchange Rate Behavior. (2020). Kısacıkoğlu, Burçin ; Kara, Hakan ; Gürkaynak, Refet ; Gurkaynak, Refet S ; Kisacikoglu, Burcin .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8557.

    Full description at Econpapers || Download paper

  39. The effects of conventional and unconventional monetary policy : identification through the yield curve. (2020). Nelimarkka, Jaakko ; Kortela, Tomi.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2020_003.

    Full description at Econpapers || Download paper

  40. The interaction between macroprudential policy and monetary policy: overview. (2020). Styrin, Konstantin ; Sowerbutts, Rhiannon ; Sinha, Sonalika ; Reinhardt, Dennis ; Meunier, Baptiste ; Lloyd, Simon ; Hills, Robert ; de Haan, Jakob ; Cao, Jin ; Bussiere, Matthieu ; Pedrono, Justine ; Shina, Sonalika.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0886.

    Full description at Econpapers || Download paper

  41. Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko.
    In: Papers.
    RePEc:arx:papers:1911.06206.

    Full description at Econpapers || Download paper

  42. Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. (2019). Pfarrhofer, Michael ; Niko, Hauzenberger.
    In: Working Papers in Economics.
    RePEc:ris:sbgwpe:2019_006.

    Full description at Econpapers || Download paper

  43. Macroeconomic Effects of the ECBs Forward Guidance. (2019). Zlobins, Andrejs.
    In: Working Papers.
    RePEc:ltv:wpaper:201903.

    Full description at Econpapers || Download paper

  44. Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-02359503.

    Full description at Econpapers || Download paper

  45. Monetary policy announcements and expectations: Evidence from german firms. (2019). Müller, Gernot ; Enders, Zeno ; Muller, Gernot J ; Hunnekes, Franziska.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:108:y:2019:i:c:p:45-63.

    Full description at Econpapers || Download paper

  46. A tale of two decades: the ECB’s monetary policy at 20. (2019). Rostagno, Massimo ; Lemke, Wolfgang ; Altavilla, Carlo ; Motto, Roberto ; Yiangou, Jonathan ; Carboni, Giacomo ; Guilhem, Arthur Saint.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192346.

    Full description at Econpapers || Download paper

  47. Monetary policy shocks and the health of banks. (2019). Uhlig, Harald ; Jung, Alexander.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192303.

    Full description at Econpapers || Download paper

  48. Systemic Bank Risk and Monetary Policy. (2019). Faia, Ester ; Karau, Soeren.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13456.

    Full description at Econpapers || Download paper

  49. Banking Supervision, Monetary Policy and Risk-Taking: Big Data Evidence from 15 Credit Registers. (2019). Smets, Frank ; Peydro, Jose-Luis ; Boucinha, Miguel ; Altavilla, Carlo.
    In: Working Papers.
    RePEc:bge:wpaper:1137.

    Full description at Econpapers || Download paper

  50. Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1932.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-02 04:12:56 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.