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Habit Formation and the Persistence of Monetary Shocks Author info | Abstract | Publisher info | Download info | Related research | Statistics hafedh bouakez
emanuela cardia
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Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2003 with number
72.
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Date of creation: 01 Aug 2003Date of revision:
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Keywords: habit formation ; endogenous persistence ; monetary policy ; Other versions of this item:
Article Paper BOUAKEZ, Hafedh & CARDIA, Emanuela & RUGE-MURCIA, Francisco J., 2002.
"Habit Formation and the Persistence of Monetary Shocks ,"
Cahiers de recherche
2002-08, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] Hafedh Bouakez & Emanuela Cardia & Francisco J. Ruge-Murcia, 2002.
"Habit Formation and the Persistence of Monetary Shocks ,"
Working Papers
02-27, Bank of Canada.
[Downloadable!] Bouakez, H. & Cardia, E. & Ruge-Murcia, F.J., 2002.
"Habit Formation and the Persistence of Monetary Shocks ,"
Cahiers de recherche
08-2002, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
[Downloadable!] Find related papers by JEL classification: E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
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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.: John Y. Campbell & John H. Cochrane, 1994.
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Rodney L. White Center for Financial Research Working Papers
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"An Econometric U.S. Business Cycle Model with Nominal and Real Rigidities ,"
Cahiers de recherche CREFE / CREFE Working Papers
137, CREFE, Université du Québec à Montréal.
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Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 1998.
"Monetary Policy Shocks: What Have We Learned and to What End? ,"
NBER Working Papers
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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
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[Downloadable!] (restricted) Heaton, John, 1995.
"An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications ,"
Econometrica ,
Econometric Society, vol. 63(3), pages 681-717, May.
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Jordi Gali, 1999.
"Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations? ,"
American Economic Review ,
American Economic Association, vol. 89(1), pages 249-271, March.
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Other versions:
Jordi Gali, 1996.
"Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations ,"
NBER Working Papers
5721, National Bureau of Economic Research, Inc.
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"Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations? ,"
Working Papers
96-28, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!] Galí, Jordi, 1996.
"Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations? ,"
CEPR Discussion Papers
1499, C.E.P.R. Discussion Papers.
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"Recursive Linear Models of Dynamic Economies ,"
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Other versions: Bencivenga, Valerie R, 1992.
"An Econometric Study of Hours and Output Variation with Preference Shocks ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(2), pages 449-71, May.
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Peter N. Ireland, 2000.
"Sticky-Price Models of the Business Cycle: Specification and Stability ,"
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7511, National Bureau of Economic Research, Inc.
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Peter N. Ireland, 1999.
"Sticky-Price Models of the Business Cycle: Specification and Stability ,"
Boston College Working Papers in Economics
426, Boston College Department of Economics.
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"Sticky-price models of the business cycle: Specification and stability ,"
Journal of Monetary Economics ,
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"Some Evidence on the Importance of Sticky Prices ,"
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Other versions: Kashyap, Anil K, 1995.
"Sticky Prices: New Evidence from Retail Catalogs ,"
The Quarterly Journal of Economics ,
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Anil K Kashyap, 1994.
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"Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior ,"
Journal of Political Economy ,
University of Chicago Press, vol. 107(2), pages 205-251, April.
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Lawrence J. Christiano & Martin Eichenbaum & Charles Evans, 2001.
"Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy ,"
NBER Working Papers
8403, National Bureau of Economic Research, Inc.
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Other versions:
Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 2001.
"Nominal rigidities and the dynamic effects of a shock to monetary policy ,"
Working Paper Series
WP-01-08, Federal Reserve Bank of Chicago.
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"Nominal rigidities and the dynamic effects of a shock to monetary policy ,"
Working Paper
0107, Federal Reserve Bank of Cleveland.
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"Time-to-Build and Aggregate Fluctuations: Some New Evidence ,"
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"An Equilibrium Model of the Business Cycle with Household Production and Fiscal Policy ,"
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