Francesco Belviso
Personal Details
First Name: | Francesco |
Middle Name: | |
Last Name: | Belviso |
Suffix: | |
RePEc Short-ID: | pbe862 |
[This author has chosen not to make the email address public] | |
http://www.vitanovachicago.com | |
Chicago | |
Research output
Jump to: Working papers ArticlesWorking papers
- Francesco Belviso & Fabio Milani, 2005.
"Structural Factor-Augmented VAR (SFAVAR) and the Effects of Monetary Policy,"
Macroeconomics
0503023, University Library of Munich, Germany.
- Belviso Francesco & Milani Fabio, 2006. "Structural Factor-Augmented VARs (SFAVARs) and the Effects of Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(3), pages 1-46, December.
- Fabio Milani & Francesco Belviso, 2003. "Structural Factor-Augmented VAR (SFAVAR)," Computing in Economics and Finance 2003 278, Society for Computational Economics.
Articles
- Belviso Francesco & Milani Fabio, 2006.
"Structural Factor-Augmented VARs (SFAVARs) and the Effects of Monetary Policy,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(3), pages 1-46, December.
- Francesco Belviso & Fabio Milani, 2005. "Structural Factor-Augmented VAR (SFAVAR) and the Effects of Monetary Policy," Macroeconomics 0503023, University Library of Munich, Germany.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Francesco Belviso & Fabio Milani, 2005.
"Structural Factor-Augmented VAR (SFAVAR) and the Effects of Monetary Policy,"
Macroeconomics
0503023, University Library of Munich, Germany.
- Belviso Francesco & Milani Fabio, 2006. "Structural Factor-Augmented VARs (SFAVARs) and the Effects of Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(3), pages 1-46, December.
Cited by:
- Jithin P & Suresh Babu M, 2020. "Testing for the Effectiveness of Inflation Targeting in India: A Factor Augmented Vector Autoregression (FAVAR) Approach," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(3), pages 163-182.
- Masud Alam, 2021. "Heterogeneous Responses to the U.S. Narrative Tax Changes: Evidence from the U.S. States," Papers 2107.13678, arXiv.org.
- Fonseca, Marcelo Gonçalves da Silva & Pereira, Pedro L. Valls, 2014.
"Credit shocks and monetary policy in Brazil: a structural FAVAR approach,"
Textos para discussão
358, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Valls Pereira, Pedro L. & da Silva Fonseca, Marcelo Gonçalves, 2012. "Credit Shocks and Monetary Policy in Brazil: A Structural Favar Approach," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 32(2), April.
- Sigal Ribon, 2011. "The Effect of Monetary Policy on Inflation: A Factor Augmented VAR Approach using disaggregated data," Bank of Israel Working Papers 2011.12, Bank of Israel.
- Jalali-Naini , Ahmad. R. & Hemati , Maryam, 2012. "The Effect of Monetary Shocks on Disaggregated Prices in a Data Rich Environment: a Bayesian FAVAR Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 6(4), pages 27-60, July.
- Hilde C. Bjørnland & Julia Zhulanova, 2019.
"The shale oil boom and the U.S. economy: Spillovers and time-varying effects,"
Working Paper
2019/14, Norges Bank.
- Hilde C. Bj�rnland & Julia Zhulanova, 2018. "The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects," Working Papers No 8/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjørnland & Julia Zhulanova, 2019. "The shale oil boom and the US economy: Spillovers and time-varying effects," CAMA Working Papers 2019-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Masud Alam, 2021. "Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return," Papers 2107.10455, arXiv.org.
- Mari L. Robertson, 2019. "A Quest For Unfettered Credit: How Monetary Policy Drives Credit Risk Transfer Of Structured Finance Products," Contemporary Economic Policy, Western Economic Association International, vol. 37(1), pages 138-155, January.
- Gary Koop & Dimitris Korobilis, 2009.
"Bayesian Multivariate Time Series Methods for Empirical Macroeconomics,"
Working Paper series
47_09, Rimini Centre for Economic Analysis.
- Koop, Gary & Korobilis, Dimitris, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper 20125, University Library of Munich, Germany.
- Koop, Gary & Korobilis, Dimitris, 2010. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Foundations and Trends(R) in Econometrics, now publishers, vol. 3(4), pages 267-358, July.
- Hansen, Stephen & McMahon, Michael, 2015.
"Shocking language: Understanding the macroeconomic effects of central bank communication,"
CAGE Online Working Paper Series
258, Competitive Advantage in the Global Economy (CAGE).
- Hansen, Stephen & McMahon, Michael, 2016. "Shocking language: Understanding the macroeconomic effects of central bank communication," Journal of International Economics, Elsevier, vol. 99(S1), pages 114-133.
- Stephen Hansen & Michael McMahon, 2015. "Shocking Language: Understanding the macroeconomic effects of central bank communication," Discussion Papers 1537, Centre for Macroeconomics (CFM).
- Hansen, Stephen & McMahon, Michael, 2015. "Shocking language: Understanding the macroeconomic effects of central bank communication," Economic Research Papers 269727, University of Warwick - Department of Economics.
- McMahon, Michael & Hansen, Stephen, 2015. "Shocking language: Understanding the macroeconomic effects of central bank communication," CEPR Discussion Papers 11018, C.E.P.R. Discussion Papers.
- Stephen Hansen & Michael McMahon, 2016. "Shocking language: understanding the macroeconomic effects of central bank communication," CAMA Working Papers 2016-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hansen, Stephen & McMahon, Michael, 2015. "Shocking language: Understanding the macroeconomic effects of central bank communication," LSE Research Online Documents on Economics 86247, London School of Economics and Political Science, LSE Library.
- Stephen Hansen & Michael McMahon, 2016. "Shocking Language: Understanding the Macroeconomic Effects of Central Bank Communication," NBER Chapters, in: NBER International Seminar on Macroeconomics 2015, National Bureau of Economic Research, Inc.
- Hansen, Stephen & McMahon, Michael, 2015. "Shocking language: Understanding the macroeconomic effects of central bank communication," The Warwick Economics Research Paper Series (TWERPS) 1098, University of Warwick, Department of Economics.
- Jackson, Laura E. & Owyang, Michael T. & Zubairy, Sarah, 2018.
"Debt and stabilization policy: Evidence from a Euro Area FAVAR,"
Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 67-91.
- Laura E. Jackson & Michael T. Owyang & Sarah Zubairy, 2017. "Debt and Stabilization Policy: Evidence from a Euro Area FAVAR," Working Papers 2017-22, Federal Reserve Bank of St. Louis.
- Dimitris Korobilis, 2009.
"Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models,"
Working Paper series
35_09, Rimini Centre for Economic Analysis.
- Dimitris Korompilis, 2009. "Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models," Working Papers 0914, University of Strathclyde Business School, Department of Economics.
- Korobilis, Dimitris, 2009. "Assessing the transmission of monetary policy using dynamic factor models," MPRA Paper 27593, University Library of Munich, Germany, revised Nov 2010.
- Dimitris Korobilis, 2013. "Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super-," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 157-179, April.
- Wilmar Alexander Cabrera Rodríguez & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR," Borradores de Economia 11142, Banco de la Republica.
- Yury Achkasov, 2016. "Nowcasting of the Russian GDP Using the Current Statistics: Approach Modification," Bank of Russia Working Paper Series wps8, Bank of Russia.
- Tang, Chun & Liu, Xiaoxing & Zhou, Donghai, 2022. "Financial market resilience and financial development: A global perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
- Ngozi Frances Obafemi & Eugene Okoi Ifere, 2015. "Monetary Policy Transmission Mechanism in Nigeria: A Comparative Analysis," Research in World Economy, Research in World Economy, Sciedu Press, vol. 6(4), pages 93-103, December.
- Ronald A. Ratti & Joaquin L. Vespignani, 2015. "What drives the global interest rate," Globalization Institute Working Papers 241, Federal Reserve Bank of Dallas.
- Masud Alam, 2021. "Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach," Papers 2106.10844, arXiv.org.
- Josef Bajzik & Jan Janku & Simona Malovana & Klara Moravcova & Ngoc Anh Ngo, 2023. "Monetary Policy Has a Long-Lasting Impact on Credit: Evidence from 91 VAR Studies," Working Papers 2023/19, Czech National Bank.
- Moussa, Zakaria, 2010. "The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model," MPRA Paper 29429, University Library of Munich, Germany.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2015.
"Commodity prices and BRIC and G3 liquidity: A SFAVEC approach,"
Journal of Banking & Finance, Elsevier, vol. 53(C), pages 18-33.
- Ronald A. Ratti & Joaquin L. Vespignani, 2014. "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," CAMA Working Papers 2014-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ratti, Ronald A & Vespignani, Joaquin L., 2013. "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," Working Papers 17096, University of Tasmania, Tasmanian School of Business and Economics, revised 09 Jan 2013.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2013. "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," MPRA Paper 49324, University Library of Munich, Germany.
- Soojin Jo & Lilia Karnizova & Abeer Reza, 2017.
"Industry Effects of Oil Price Shocks: Re-Examination,"
Working Papers
1710, Federal Reserve Bank of Dallas.
- Jo, Soojin & Karnizova, Lilia & Reza, Abeer, 2019. "Industry effects of oil price shocks: A re-examination," Energy Economics, Elsevier, vol. 82(C), pages 179-190.
- Tomas Havranek & Marek Rusnak, 2012.
"Transmission Lags of Monetary Policy: A Meta-Analysis,"
Working Papers IES
2012/27, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2012.
- Tomas Havranek & Marek Rusnak, 2013. "Transmission Lags of Monetary Policy: A Meta-Analysis," International Journal of Central Banking, International Journal of Central Banking, vol. 9(4), pages 39-76, December.
- Tomas Havranek & Marek Rusnak, 2012. "Transmission Lags of Monetary Policy: A Meta-Analysis," William Davidson Institute Working Papers Series wp1038, William Davidson Institute at the University of Michigan.
- Tomas Havranek & Marek Rusnak, 2012. "Transmission Lags of Monetary Policy: A Meta-Analysis," Working Papers 2012/10, Czech National Bank.
- Kemal Bagzibagli, 2012.
"Monetary Transmission Mechanism and Time Variation in the Euro Area,"
Discussion Papers
12-12, Department of Economics, University of Birmingham.
- Kemal Bagzibagli, 2014. "Monetary transmission mechanism and time variation in the Euro area," Empirical Economics, Springer, vol. 47(3), pages 781-823, November.
- Eickmeier, Sandra & Gambacorta, Leonardo & Hofmann, Boris, 2013.
"Understanding global liquidity,"
Discussion Papers
03/2013, Deutsche Bundesbank.
- Eickmeier, Sandra & Gambacorta, Leonardo & Hofmann, Boris, 2014. "Understanding global liquidity," European Economic Review, Elsevier, vol. 68(C), pages 1-18.
- Sandra Eickmeier & Leonardo Gambacorta & Boris Hofmann, 2013. "Understanding Global Liquidity," BIS Working Papers 402, Bank for International Settlements.
- Eric Girardin & Zakaria Moussa, 2010.
"Quantitative easing works: Lessons from the unique experience in Japan 2001-2006,"
Working Papers
halshs-00459384, HAL.
- Girardin, Eric & Moussa, Zakaria, 2011. "Quantitative easing works: Lessons from the unique experience in Japan 2001â2006," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 461-495, October.
- Galariotis, Emilios & Makrichoriti, Panagiota & Spyrou, Spyros, 2018.
"The impact of conventional and unconventional monetary policy on expectations and sentiment,"
Journal of Banking & Finance, Elsevier, vol. 86(C), pages 1-20.
- Emilios Galariotis & Panagiota Makrichoriti & Spyros Spyrou, 2018. "The impact of conventional and unconventional monetary policy on expectations and sentiment," Post-Print hal-01596107, HAL.
- Mr. Sohrab Rafiq, 2015. "Monetary Policy Transmission and Financial Stability in a LIC: The Case of Bangladesh," IMF Working Papers 2015/231, International Monetary Fund.
- Camilo Alberto Cárdenas-Hurtado & María Alejandra Hernández-Montes, 2019. "Understanding the Consumer Confidence Index in Colombia: A structural FAVAR analysis," Borradores de Economia 1063, Banco de la Republica de Colombia.
- Moench, Emanuel, 2008.
"Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach,"
Journal of Econometrics, Elsevier, vol. 146(1), pages 26-43, September.
- Mönch, Emanuel, 2005. "Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach," Working Paper Series 544, European Central Bank.
- Eickmeier, Sandra & Hofmann, Boris, 2010.
"Monetary policy, housing booms and financial (im)balances,"
Discussion Paper Series 1: Economic Studies
2010,07, Deutsche Bundesbank.
- Eickmeier, Sandra & Hofmann, Boris, 2013. "Monetary Policy, Housing Booms, And Financial (Im)Balances," Macroeconomic Dynamics, Cambridge University Press, vol. 17(4), pages 830-860, June.
- Hofmann, Boris & Eickmeier, Sandra, 2010. "Monetary policy, housing booms and financial (im)balances," Working Paper Series 1178, European Central Bank.
- Piyachart Phiromswad & Takeshi Yagihashi, 2016. "Empirical identification of factor models," Empirical Economics, Springer, vol. 51(2), pages 621-658, September.
- Byoungsoo Cho, 2020. "The Monetary Policy Reaction Function in Korea with Multi-level Factors," Korean Economic Review, Korean Economic Association, vol. 36, pages 353-376.
- Liosi, Konstantina, 2023. "The sources of economic uncertainty: Evidence from eurozone markets," Journal of Multinational Financial Management, Elsevier, vol. 69(C).
- Wang, Yu-Min & Lin, Che-Chun & Tsai, I-Chun, 2023. "State transformation of information spillover in asset markets and effective dynamic hedging strategies," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Rafiq Sohrab, 2012. "Is Discretionary Fiscal Policy in Japan Effective?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-49, August.
- Mumtaz, Haroon, 2010. "Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR," Bank of England working papers 386, Bank of England.
- Dominik Bertsche, 2019. "The effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approachThe effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approach," Working Paper Series of the Department of Economics, University of Konstanz 2019-06, Department of Economics, University of Konstanz.
- Martin Bruns, 2019.
"Proxy VAR Models in a Data-Rich Environment,"
Discussion Papers of DIW Berlin
1831, DIW Berlin, German Institute for Economic Research.
- Martin Bruns, 2019. "Proxy VAR models in a data-rich environment," University of East Anglia School of Economics Working Paper Series 2019-03, School of Economics, University of East Anglia, Norwich, UK..
- Demetrescu, Matei & Hacıoğlu Hoke, Sinem, 2019.
"Predictive regressions under asymmetric loss: Factor augmentation and model selection,"
International Journal of Forecasting, Elsevier, vol. 35(1), pages 80-99.
- Demetrescu, Matei & Hacioglu Hoke, Sinem, 2018. "Predictive regressions under asymmetric loss: factor augmentation and model selection," Bank of England working papers 723, Bank of England.
- Bruns, Martin, 2021. "Proxy Vector Autoregressions in a Data-rich Environment," Journal of Economic Dynamics and Control, Elsevier, vol. 123(C).
- Hacioglu, Sinem & Tuzcuoglu, Kerem, 2016. "Interpreting the latent dynamic factors by threshold FAVAR model," Bank of England working papers 622, Bank of England.
- Petrovska Magdalena & Tonovska Jasna & Nikolov Miso & Sulejmani Artan, 2022. "Evaluating Monetary Policy Effectiveness in North Macedonia: Evidence from a Bayesian Favar Framework," South East European Journal of Economics and Business, Sciendo, vol. 17(2), pages 67-82, December.
- Mr. Sohrab Rafiq, 2013. "The Growth and Stabilization Properties of Fiscal Policy in Malaysia," IMF Working Papers 2013/149, International Monetary Fund.
- Dimitris Korobilis, 2018.
"Machine Learning Macroeconometrics: A Primer,"
Working Paper series
18-30, Rimini Centre for Economic Analysis.
- Korobilis, Dimitris, 2018. "Machine Learning Macroeconometrics A Primer," Essex Finance Centre Working Papers 22666, University of Essex, Essex Business School.
- Hongyi Chen & Andrew Tsang, 2016. "The Impact of US Monetary Policy and Other External Shocks on the Hong Kong Economy: A Factor-augmented VAR Approach," Working Papers 092016, Hong Kong Institute for Monetary Research.
- Dedu, Vasile & Stoica, Tiberiu, 2014. "The Impact of Monetaru Policy on the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 71-86, June.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2014.
"Oil prices and the economy: A global perspective,"
MPRA Paper
59407, University Library of Munich, Germany.
- Ronald A. Ratti & Joaquin L. Vespignani, 2014. "Oil prices and the economy: A global perspective," CAMA Working Papers 2014-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2016.
"Oil prices and global factor macroeconomic variables,"
Energy Economics, Elsevier, vol. 59(C), pages 198-212.
- Ratti, Ronald & Vespignani, Joaquin, 2015. "Oil prices and global factor macroeconomic variables," Working Papers 2015-08, University of Tasmania, Tasmanian School of Business and Economics.
- McCallum, Andrew & Smets, Frank, 2007. "Real wages and monetary policy transmission in the euro area," Kiel Working Papers 1360, Kiel Institute for the World Economy (IfW Kiel).
- Marie-Louise Djigbenou, 2014. "Determinants of Global Liquidity Dynamics:a FAVAR approach," Working Papers hal-00956314, HAL.
- Goran Petrevski & Jane Bogoev & Dragan Tevdovski, 2015. "The transmission of foreign shocks to South Eastern European economies," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(4), pages 747-767, November.
- Marc Anderes, 2021. "Housing Demand Shocks and Households Balance Sheets," KOF Working papers 21-492, KOF Swiss Economic Institute, ETH Zurich.
- Krokida, Styliani-Iris & Makrychoriti, Panagiota & Spyrou, Spyros, 2020. "Monetary policy and herd behavior: International evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 170(C), pages 386-417.
- Juan S. Holguín & Jorge M. Uribe, 2020. "The credit supply channel of monetary policy: evidence from a FAVAR model with sign restrictions," Empirical Economics, Springer, vol. 59(5), pages 2443-2472, November.
- Sergio Iván Prada & Julio C. Alonso & Julián Fernández, 2019. "Exchange rate pass-through into consumer healthcare prices in Colombia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 38(77), pages 523-550, July.
- Tan, Zhengxun & Tang, Qianqian & Meng, Juan, 2022. "The effect of monetary policy on China’s housing prices before and after 2017: A dynamic analysis in DSGE model," Land Use Policy, Elsevier, vol. 113(C).
- Fabio Milani & John Treadwell, 2012. "The Effects of Monetary Policy “News” and “Surprises”," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1667-1692, December.
- Fabio Milani & Francesco Belviso, 2003.
"Structural Factor-Augmented VAR (SFAVAR),"
Computing in Economics and Finance 2003
278, Society for Computational Economics.
Cited by:
- Masud Alam, 2021. "Heterogeneous Responses to the U.S. Narrative Tax Changes: Evidence from the U.S. States," Papers 2107.13678, arXiv.org.
- Fonseca, Marcelo Gonçalves da Silva & Pereira, Pedro L. Valls, 2014.
"Credit shocks and monetary policy in Brazil: a structural FAVAR approach,"
Textos para discussão
358, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Valls Pereira, Pedro L. & da Silva Fonseca, Marcelo Gonçalves, 2012. "Credit Shocks and Monetary Policy in Brazil: A Structural Favar Approach," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 32(2), April.
- Masud Alam, 2021. "Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return," Papers 2107.10455, arXiv.org.
- Wilmar Alexander Cabrera Rodríguez & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014.
"Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR,"
Borradores de Economia
810, Banco de la Republica de Colombia.
- Wilmar Alexander Cabrera Rodríguez & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(75), pages 1-22, December.
- Wilmar Alexander Cabrera Rodríguez & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(75), pages 1-22, December.
- Hansen, Stephen & McMahon, Michael, 2015.
"Shocking language: Understanding the macroeconomic effects of central bank communication,"
CAGE Online Working Paper Series
258, Competitive Advantage in the Global Economy (CAGE).
- Hansen, Stephen & McMahon, Michael, 2016. "Shocking language: Understanding the macroeconomic effects of central bank communication," Journal of International Economics, Elsevier, vol. 99(S1), pages 114-133.
- Stephen Hansen & Michael McMahon, 2015. "Shocking Language: Understanding the macroeconomic effects of central bank communication," Discussion Papers 1537, Centre for Macroeconomics (CFM).
- Hansen, Stephen & McMahon, Michael, 2015. "Shocking language: Understanding the macroeconomic effects of central bank communication," Economic Research Papers 269727, University of Warwick - Department of Economics.
- McMahon, Michael & Hansen, Stephen, 2015. "Shocking language: Understanding the macroeconomic effects of central bank communication," CEPR Discussion Papers 11018, C.E.P.R. Discussion Papers.
- Stephen Hansen & Michael McMahon, 2016. "Shocking language: understanding the macroeconomic effects of central bank communication," CAMA Working Papers 2016-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hansen, Stephen & McMahon, Michael, 2015. "Shocking language: Understanding the macroeconomic effects of central bank communication," LSE Research Online Documents on Economics 86247, London School of Economics and Political Science, LSE Library.
- Stephen Hansen & Michael McMahon, 2016. "Shocking Language: Understanding the Macroeconomic Effects of Central Bank Communication," NBER Chapters, in: NBER International Seminar on Macroeconomics 2015, National Bureau of Economic Research, Inc.
- Hansen, Stephen & McMahon, Michael, 2015. "Shocking language: Understanding the macroeconomic effects of central bank communication," The Warwick Economics Research Paper Series (TWERPS) 1098, University of Warwick, Department of Economics.
- William Goetzmann & Eduardas Valaitis, 2006. "Simulating Real Estate in the Investment Portfolio: Model Uncertainty and Inflation Hedging," Yale School of Management Working Papers amz2476, Yale School of Management, revised 01 May 2006.
- Lahura, Erick, 2012. "Measuring the Effects of Monetary Policy Using Market Expectations," Working Papers 2012-005, Banco Central de Reserva del Perú.
- Tomas Havranek & Marek Rusnak, 2012.
"Transmission Lags of Monetary Policy: A Meta-Analysis,"
Working Papers IES
2012/27, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2012.
- Tomas Havranek & Marek Rusnak, 2013. "Transmission Lags of Monetary Policy: A Meta-Analysis," International Journal of Central Banking, International Journal of Central Banking, vol. 9(4), pages 39-76, December.
- Tomas Havranek & Marek Rusnak, 2012. "Transmission Lags of Monetary Policy: A Meta-Analysis," William Davidson Institute Working Papers Series wp1038, William Davidson Institute at the University of Michigan.
- Tomas Havranek & Marek Rusnak, 2012. "Transmission Lags of Monetary Policy: A Meta-Analysis," Working Papers 2012/10, Czech National Bank.
- Eickmeier, Sandra & Gambacorta, Leonardo & Hofmann, Boris, 2013.
"Understanding global liquidity,"
Discussion Papers
03/2013, Deutsche Bundesbank.
- Eickmeier, Sandra & Gambacorta, Leonardo & Hofmann, Boris, 2014. "Understanding global liquidity," European Economic Review, Elsevier, vol. 68(C), pages 1-18.
- Sandra Eickmeier & Leonardo Gambacorta & Boris Hofmann, 2013. "Understanding Global Liquidity," BIS Working Papers 402, Bank for International Settlements.
- Moench, Emanuel, 2008.
"Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach,"
Journal of Econometrics, Elsevier, vol. 146(1), pages 26-43, September.
- Mönch, Emanuel, 2005. "Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach," Working Paper Series 544, European Central Bank.
- Lahura, Erick, 2010. "The Effects Of Monetary Policy Shocks In Peru: Semi-Structural Identification Using A Factor-Augmented Vector Autoregressive Model," Working Papers 2010-008, Banco Central de Reserva del Perú.
- Dedu, Vasile & Stoica, Tiberiu, 2014. "The Impact of Monetaru Policy on the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 71-86, June.
Articles
- Belviso Francesco & Milani Fabio, 2006.
"Structural Factor-Augmented VARs (SFAVARs) and the Effects of Monetary Policy,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(3), pages 1-46, December.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Francesco Belviso & Fabio Milani, 2005. "Structural Factor-Augmented VAR (SFAVAR) and the Effects of Monetary Policy," Macroeconomics 0503023, University Library of Munich, Germany.
More information
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (1) 2005-04-16
- NEP-MON: Monetary Economics (1) 2005-04-16
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