This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Should the Euro Area Be Run as a Closed Economy? Author info | Abstract | Publisher info | Download info | Related research | Statistics Carlo Favero
Francesco Giavazzi
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Article provided by American Economic Association in its journal American Economic Review .
Volume (Year): 98 (2008)
Issue (Month): 2 (May)
Pages: 138-45
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:aea:aecrev:v:98:y:2008:i:2:p:138-45Contact details of provider: Email: Web page: http://www.aeaweb.org/aer/ More information through EDIRC
Order Information: Web: http://www.aeaweb.org/subscribe.html
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Other versions of this item:
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Roush, Jennifer E., 2007.
"The expectations theory works for monetary policy shocks ,"
Journal of Monetary Economics ,
Elsevier, vol. 54(6), pages 1631-1643, September.
[Downloadable!] (restricted)
Evans, Charles L. & Marshall, David A., 1998.
"Monetary policy and the term structure of nominal interest rates: Evidence and theory ,"
Carnegie-Rochester Conference Series on Public Policy ,
Elsevier, vol. 49(1), pages 53-111, December.
[Downloadable!] (restricted)
Other versions: Stéphane Dées & Isabel Vansteenkiste, 2007.
"The transmission of US cyclical developments to the rest of the world ,"
Working Paper Series
798, European Central Bank.
[Downloadable!]
Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 1998.
"Monetary Policy Shocks: What Have We Learned and to What End? ,"
NBER Working Papers
6400, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 1997.
"Monetary policy shocks: what have we learned and to what end? ,"
Working Paper Series, Macroeconomic Issues
WP-97-18, Federal Reserve Bank of Chicago.
Christiano, Lawrence J. & Eichenbaum, Martin & Evans, Charles L., 1999.
"Monetary policy shocks: What have we learned and to what end? ,"
Handbook of Macroeconomics ,
in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 2, pages 65-148
Elsevier.
[Downloadable!] (restricted) Wendy Edelberg & David Marshall, 1996.
"Monetary policy shocks and long-term interest rates ,"
Economic Perspectives ,
Federal Reserve Bank of Chicago, issue Mar, pages 2-17.
[Downloadable!]
Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Helge Berger & Thomas Harjes, 2009.
"Does Global Liquidity Matter for Monetary Policy in the Euro Area? ,"
IMF Working Papers
09/17, International Monetary Fund.
[Downloadable!]
Access and
download statistics Did you know? RePEc also has a blog .
This page was last updated on 2009-10-31.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .