Stefano Neri
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.Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Matteo Iacoviello & Stefano Neri, 2010.
"Housing Market Spillovers: Evidence from an Estimated DSGE Model,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 2(2), pages 125-164, April.
- Matteo Iacoviello & Stefano Neri, 2007. "Housing Market Spillovers: Evidence from an Estimated DSGE Model," Boston College Working Papers in Economics 659, Boston College Department of Economics, revised 23 Oct 2009.
- Matteo Iacoviello & Stefano Neri, 2008. "Housing market spillovers : evidence from an estimated DSGE model," Working Paper Research 145, National Bank of Belgium.
- Matteo Iacoviello & Stefano Neri, 2008. "Housing market spillovers: Evidence from an estimated DSGE model," Temi di discussione (Economic working papers) 659, Bank of Italy, Economic Research and International Relations Area.
Mentioned in:
- Housing Market Spillovers: Evidence from an Estimated DSGE Model (AEJ:MA 2010) in ReplicationWiki ()
Working papers
- Stefano Neri & Fabio Busetti & Cristina Conflitti & Francesco Corsello & Davide Delle Monache & Alex Tagliabracci, 2023.
"Energy price shocks and inflation in the euro area,"
Questioni di Economia e Finanza (Occasional Papers)
792, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Pierre Aldama & Herv Le Bihan & Claire Le Gall, 2024. "What caused the post-pandemic inflation? Replicating Bernanke and Blanchard (2023) on French data," Working papers 967, Banque de France.
- Adolfsen, Jakob Feveile & Ferrari Minesso, Massimo & Mork, Jente Esther & Van Robays, Ine, 2024.
"Gas price shocks and euro area inflation,"
Working Paper Series
2905, European Central Bank.
- Adolfsen, Jakob Feveile & Ferrari Minesso, Massimo & Mork, Jente Esther & Van Robays, Ine, 2024. "Gas price shocks and euro area inflation," Journal of International Money and Finance, Elsevier, vol. 149(C).
- Salvatore Lo Bello & Eliana Viviano, 2024. "Some considerations on the Phillips curve after the pandemic," Questioni di Economia e Finanza (Occasional Papers) 842, Bank of Italy, Economic Research and International Relations Area.
- Davide Delle Monache & Claudia Pacella, 2024. "The drivers of inflation dynamics in Italy over the period 2021-2023," Questioni di Economia e Finanza (Occasional Papers) 873, Bank of Italy, Economic Research and International Relations Area.
- Stefano Neri & Guido Bulligan & Sara Cecchetti & Francesco Corsello & Andrea Papetti & Marianna Riggi & Concetta Rondinelli & Alex Tagliabracci, 2022.
"On the anchoring of inflation expectations in the euro area,"
Questioni di Economia e Finanza (Occasional Papers)
712, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Anna Bartocci & Alessandro Cantelmo & Martina Cecioni & Christian Hoynck & Alessandro Notarpietro & Andrea Papetti, 2023. "Approaching the terminal rate and the way forward: a model-based analysis," Questioni di Economia e Finanza (Occasional Papers) 791, Bank of Italy, Economic Research and International Relations Area.
- Guido Bulligan & Francesco Corsello & Stefano Neri & Alex Tagliabracci, 2021.
"De-anchored long-term inflation expectations in a low growth, low rate environment,"
Questioni di Economia e Finanza (Occasional Papers)
624, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Martina Cecioni & Adriana Grasso & Alessandro Notarpietro & Massimiliano Pisani, 2021. "Revisiting monetary policy objectives and strategies: international experience and challenges from the ELB," Questioni di Economia e Finanza (Occasional Papers) 660, Bank of Italy, Economic Research and International Relations Area.
- Fabio Busetti & Stefano Neri & Alessandro Notarpietro & Massimiliano Pisani, 2020.
"Monetary policy strategies in the New Normal: a model-based analysis for the euro area,"
Temi di discussione (Economic working papers)
1308, Bank of Italy, Economic Research and International Relations Area.
- Busetti, Fabio & Neri, Stefano & Notarpietro, Alessandro & Pisani, Massimiliano, 2021. "Monetary policy strategies in the New Normal: A model-based analysis for the euro area," Journal of Macroeconomics, Elsevier, vol. 70(C).
Cited by:
- Kharitonchik Anatoly, 2024. "Optimal Monetary Policy Framework in an Emerging Market Economy under Sanctions Pressure and Restrictions on Capital Flows," Central European Economic Journal, Sciendo, vol. 11(58), pages 329-345.
- Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander, 2021. "The ECB’s price stability framework: past experience, and current and future challenges," Occasional Paper Series 269, European Central Bank.
- Hao Dong & Yingrong Zheng & Na Li, 2023. "Analysis of Systemic Risk Scenarios and Stabilization Effect of Monetary Policy under the COVID-19 Shock and Pharmaceutical Economic Recession," Sustainability, MDPI, vol. 15(1), pages 1-32, January.
- Anna Bartocci & Alessandro Cantelmo & Pietro Cova & Alessandro Notarpietro & Massimiliano Pisani, 2023.
"Monetary and fiscal policy responses to fossil fuel price shocks,"
Temi di discussione (Economic working papers)
1431, Bank of Italy, Economic Research and International Relations Area.
- Bartocci, Anna & Cantelmo, Alessandro & Cova, Pietro & Notarpietro, Alessandro & Pisani, Massimiliano, 2024. "Monetary and fiscal policy responses to fossil fuel price shocks," Energy Economics, Elsevier, vol. 136(C).
- Nuno Cassola & Paul De Grauwe & Claudio Morana & Patrizio Tirelli, 2021.
"The risks of exiting too early the policy responses to the COVID-19 recession,"
Working Paper series
21-22, Rimini Centre for Economic Analysis.
- Cassola, Nuno & De Grauwe, Paul & Morana, Claudio & Tirelli, Patrizio, 2022. "The risks of exiting too early the policy responses to the COVID-19 recession," LSE Research Online Documents on Economics 113327, London School of Economics and Political Science, LSE Library.
- Nuno Cassola & Paul De Grauwe & Claudio Morana & Patrizio Tirelli, 2021. "The risks of exiting too early the policy responses to the COVID-19 recession," Working Papers 484, University of Milano-Bicocca, Department of Economics.
- Martina Cecioni & Adriana Grasso & Alessandro Notarpietro & Massimiliano Pisani, 2021. "Revisiting monetary policy objectives and strategies: international experience and challenges from the ELB," Questioni di Economia e Finanza (Occasional Papers) 660, Bank of Italy, Economic Research and International Relations Area.
- Bonam, Dennis & Ciccarelli, Matteo & Gomes, Sandra & Aldama, Pierre & Bańkowski, Krzysztof & Buss, Ginters & da Costa, José Cardoso & Christoffel, Kai & Elfsbacka Schmöller, Michaela & Jacquinot, Pasc, 2024. "Challenges for monetary and fiscal policy interactions in the post-pandemic era," Occasional Paper Series 337, European Central Bank.
- Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka, 2023. "Monetary policy strategies for the euro area: optimal rules in the presence of the ELB," Working Paper Series 2797, European Central Bank.
- Erceg, Christopher J. & Jakab, Zoltan & Lindé, Jesper, 2021. "Monetary policy strategies for the European Central Bank," Journal of Economic Dynamics and Control, Elsevier, vol. 132(C).
- Alessandro Cantelmo & Pietro Cova & Alessandro Notarpietro & Massimiliano Pisani, 2022. "Make-up strategies and exchange rate pass-through in a low-interest-rate environment," Temi di discussione (Economic working papers) 1398, Bank of Italy, Economic Research and International Relations Area.
- St phane Dupraz & Herv Le Bihan & Julien Matheron, 2022.
"Make-up Strategies with Finite Planning Horizons but Forward-Looking Asset Prices,"
Working papers
862, Banque de France.
- Stéphane Dupraz & Hervé Le Bihan & Julien Matheron, 2022. "Make-up Strategies with Finite Planning Horizons but Forward-Looking Asset Prices," Working Papers 2218, Banco de España.
- Anna Bartocci & Alessandro Cantelmo & Alessandro Notarpietro & Massimiliano Pisani, 2023. "Monetary policy tightening in response to uncertain stagflationary shocks: a model-based analysis," Temi di discussione (Economic working papers) 1433, Bank of Italy, Economic Research and International Relations Area.
- Brand, Claus & Obstbaum, Meri & Coenen, Günter & Sondermann, David & Lydon, Reamonn & Ajevskis, Viktors & Hammermann, Felix & Angino, Siria & Hernborg, Nils & Basso, Henrique & Hertweck, Matthias & Bi, 2021. "Employment and the conduct of monetary policy in the euro area," Occasional Paper Series 275, European Central Bank.
- Eleni Argiri & Ifigeneia Skotida, 2021. "The 2021 review of the monetary policy strategy of the Eurosystem: an economy of forces," Economic Bulletin, Bank of Greece, issue 54, pages 23-57, December.
- Stefano Neri & Tiziano Ropele, 2019.
"Disinflationary shocks and inflation target uncertainty,"
Temi di discussione (Economic working papers)
1230, Bank of Italy, Economic Research and International Relations Area.
- Neri, Stefano & Ropele, Tiziano, 2019. "Disinflationary shocks and inflation target uncertainty," Economics Letters, Elsevier, vol. 181(C), pages 77-80.
Cited by:
- Marco Bottone & Cristina Conflitti & Marianna Riggi & Alex Tagliabracci, 2021. "Firms' inflation expectations and pricing strategies during Covid-19," Questioni di Economia e Finanza (Occasional Papers) 619, Bank of Italy, Economic Research and International Relations Area.
- Neri, Stefano, 2023. "Long-term inflation expectations and monetary policy in the euro area before the pandemic," European Economic Review, Elsevier, vol. 154(C).
- Francesco Corsello & Stefano Neri & Alex Tagliabracci, 2019.
"Anchored or de-anchored? That is the question,"
Questioni di Economia e Finanza (Occasional Papers)
516, Bank of Italy, Economic Research and International Relations Area.
- Corsello, Francesco & Neri, Stefano & Tagliabracci, Alex, 2021. "Anchored or de-anchored? That is the question," European Journal of Political Economy, Elsevier, vol. 69(C).
- Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander, 2021. "The ECB’s price stability framework: past experience, and current and future challenges," Occasional Paper Series 269, European Central Bank.
- Oleg S. Sukharev, 2020. "Inflation control and adequacy of targeting to economic growth policy," Upravlenets, Ural State University of Economics, vol. 11(1), pages 33-44, March.
- Stefano Neri & Stefano Siviero, 2019.
"The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks,"
Questioni di Economia e Finanza (Occasional Papers)
486, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Philipp Hartman & Frank Smets, 2018. "The European Central Bank’s Monetary Policy during Its First 20 Years," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 1-146.
- Stéphane Lhuissier & Benoit Mojon & Juan Rubio-Ramírez, 2020.
"Does the liquidity trap exist?,"
BIS Working Papers
855, Bank for International Settlements.
- St phane Lhuissier & Beno t Mojon & Juan Rubio-Ram rez, 2020. "Does the Liquidity Trap Exist?," Working papers 762, Banque de France.
- Stéphane Lhuissier & Benoît Mojon & Juan Rubio-Ramírez, 2020. "Does the Liquidity Trap Exist?," Working Papers 2020-04, FEDEA.
- Gabriel Zsurkis, 2022. "Determinants of cost of equity for listed euro area banks," Working Papers w202209, Banco de Portugal, Economics and Research Department.
- Aprigliano, Valentina & Emiliozzi, Simone & Guaitoli, Gabriele & Luciani, Andrea & Marcucci, Juri & Monteforte, Libero, 2023.
"The power of text-based indicators in forecasting Italian economic activity,"
International Journal of Forecasting, Elsevier, vol. 39(2), pages 791-808.
- Valentina Aprigliano & Simone Emiliozzi & Gabriele Guaitoli & Andrea Luciani & Juri Marcucci & Libero Monteforte, 2021. "The power of text-based indicators in forecasting the Italian economic activity," Temi di discussione (Economic working papers) 1321, Bank of Italy, Economic Research and International Relations Area.
- Marco Fruzzetti & Giulio Gariano & Gerardo Palazzo & Antonio Scalia, 2021. "From SMP to PEPP: a further look at the risk endogeneity of the Central Bank," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 11, Bank of Italy, Directorate General for Markets and Payment System.
- Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur, 2021. "Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies," Working Paper Series 2564, European Central Bank.
- Fendel Ralf & Frenkel Michael, 2019. "Putting European Monetary Integration into a Historical Perspective: Two Decades of the European Monetary System versus Two Decades of the European Monetary Union," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 239(5-6), pages 769-795, October.
- Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur & Yiangou, Jonathan, 2019. "A tale of two decades: the ECB’s monetary policy at 20," Working Paper Series 2346, European Central Bank.
- Francesco Corsello & Stefano Neri & Alex Tagliabracci, 2019.
"Anchored or de-anchored? That is the question,"
Questioni di Economia e Finanza (Occasional Papers)
516, Bank of Italy, Economic Research and International Relations Area.
- Corsello, Francesco & Neri, Stefano & Tagliabracci, Alex, 2021. "Anchored or de-anchored? That is the question," European Journal of Political Economy, Elsevier, vol. 69(C).
Cited by:
- Alan S. Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2024.
"Central Bank Communication with the General Public: Promise or False Hope?,"
Journal of Economic Literature, American Economic Association, vol. 62(2), pages 425-457, June.
- Alan S. Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2022. "Central Bank Communication with the General Public: Promise or False Hope?," NBER Working Papers 30277, National Bureau of Economic Research, Inc.
- Alan S. Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2022. "Central Bank Communication with the General Public: Promise or False Hope?," Working Papers 291, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Blinder, Alan S. & Ehrmann, Michael & de Haan, Jakob & Jansen, David-Jan, 2022. "Central Bank communication with the general public: promise or false hope?," Working Paper Series 2694, European Central Bank.
- Alan S. Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2022. "Central Bank Communication with the General Public: Promise or False Hope?," Working Papers 2022-5, Princeton University. Economics Department..
- Blinder, Alan & Ehrmann, Michael & De Haan, Jakob & Jansen, David-jan, 2022. "Central Bank Communication with the General Public: Promise or False Hope?," CEPR Discussion Papers 17441, C.E.P.R. Discussion Papers.
- Alan Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2022. "Central Bank Communication with the General Public: Promise or False Hope?," Working Papers 744, DNB.
- Neri, Stefano, 2023. "Long-term inflation expectations and monetary policy in the euro area before the pandemic," European Economic Review, Elsevier, vol. 154(C).
- Gabriele Galati & Richhild Moessner & Maarten van Rooij, 2020.
"The anchoring of long-term inflation expectations of consumers: insights from a new survey,"
Working Papers
688, DNB.
- Gabriele Galati & Richhild Moessner & Maarten van Rooij, 2023. "The anchoring of long-term inflation expectations of consumers: insights from a new survey," Oxford Economic Papers, Oxford University Press, vol. 75(1), pages 96-116.
- Gabriele Galati & Richhild Moessner & Maarten van Rooij, 2021. "The anchoring of long-term inflation expectations of consumers: insights from a new survey," BIS Working Papers 936, Bank for International Settlements.
- Francesco Corsello & Alex Tagliabracci, 2023. "Assessing the pass-through of energy prices to inflation in the euro area," Questioni di Economia e Finanza (Occasional Papers) 745, Bank of Italy, Economic Research and International Relations Area.
- Pagliari, Maria Sole, 2024.
"Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies,"
European Economic Review, Elsevier, vol. 168(C).
- Maria Sole Pagliari, 2021. "Does one (unconventional) size fit all? Effects of the ECB's unconventional monetary policies on the euro area economies," Working papers 829, Banque de France.
- Ewa Stanisławska & Maritta Paloviita, 2021.
"Medium- vs. short-term consumer inflation expectations: evidence from a new euro area survey,"
NBP Working Papers
338, Narodowy Bank Polski.
- Stanisławska, Ewa & Paloviita, Maritta, 2021. "Medium- vs. short-term consumer inflation expectations: Evidence from a new euro area survey," Bank of Finland Research Discussion Papers 10/2021, Bank of Finland.
- Oleksiy Kryvtsov & James (Jim) C. MacGee & Luis Uzeda, 2023. "The 2021–22 Surge in Inflation," Discussion Papers 2023-3, Bank of Canada.
- Bottone, Marco & Tagliabracci, Alex & Zevi, Giordano, 2022. "Inflation expectations and the ECB’s perceived inflation objective: Novel evidence from firm-level data," Journal of Monetary Economics, Elsevier, vol. 129(S), pages 15-34.
- Guido Bulligan & Francesco Corsello & Stefano Neri & Alex Tagliabracci, 2021. "De-anchored long-term inflation expectations in a low growth, low rate environment," Questioni di Economia e Finanza (Occasional Papers) 624, Bank of Italy, Economic Research and International Relations Area.
- Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander, 2021. "The ECB’s price stability framework: past experience, and current and future challenges," Occasional Paper Series 269, European Central Bank.
- Lucio Gobbi & Ronny Mazzocchi & Roberto Tamborini, 2019.
"Monetary Policy, Rational Confidence and Neo-Fisherian Depressions,"
EconPol Working Paper
38, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Lucio Gobbi & Ronny Mazzocchi & Roberto Tamborini, 2022. "Monetary policy, rational confidence, and Neo‐Fisherian depressions," Metroeconomica, Wiley Blackwell, vol. 73(4), pages 1179-1199, November.
- Lucio Gobbi & Ronny Mazzocchi & Roberto Tamborini, 2019. "Monetary Policy, rational confidence, and Neo- Fisherian depressions," DEM Working Papers 2019/19, Department of Economics and Management.
- Andrea Giorgio Tosato, 2022. "Considerations on the Monetary Policy Framework of the European Central Bank," CBM Working Papers WP/01/2022, Central Bank of Malta.
- Tatsushi Okuda & Tomohiro Tsuruga, 2021. "Inflation Expectations and Central Bank Communication with Unknown Prior," IMES Discussion Paper Series 21-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
- Mototsugu Shintani & Naoto Soma, 2020. "The Effects of QQE on Long-run Inflation Expectations in Japan," CARF F-Series CARF-F-494, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Martina Cecioni & Adriana Grasso & Alessandro Notarpietro & Massimiliano Pisani, 2021. "Revisiting monetary policy objectives and strategies: international experience and challenges from the ELB," Questioni di Economia e Finanza (Occasional Papers) 660, Bank of Italy, Economic Research and International Relations Area.
- Massimiliano Pisani & Alex Tagliabracci, 2024. "What caused the post-pandemic inflation in Italy? An application of Bernanke and Blanchard (2023)," Questioni di Economia e Finanza (Occasional Papers) 851, Bank of Italy, Economic Research and International Relations Area.
- Baumann, Ursel & Darracq Pariès, Matthieu & Westermann, Thomas & Riggi, Marianna & Bobeica, Elena & Meyler, Aidan & Böninghausen, Benjamin & Fritzer, Friedrich & Trezzi, Riccardo & Jonckheere, Jana & , 2021. "Inflation expectations and their role in Eurosystem forecasting," Occasional Paper Series 264, European Central Bank.
- Eser, Fabian & Lane, Philip & Moretti, Laura & Osbat, Chiara & Karadi, Peter, 2020.
"The Phillips Curve at the ECB,"
VfS Annual Conference 2020 (Virtual Conference): Gender Economics
224627, Verein für Socialpolitik / German Economic Association.
- Eser, Fabian & Karadi, Peter & Lane, Philip R. & Moretti, Laura & Osbat, Chiara, 2020. "The Phillips Curve at the ECB," Working Paper Series 2400, European Central Bank.
- Fabian Eser & Peter Karadi & Philip R. Lane & Laura Moretti & Chiara Osbat, 2020. "The Phillips Curve at the ECB," Manchester School, University of Manchester, vol. 88(S1), pages 50-85, September.
- Stanisławska, Ewa & Paloviita, Maritta, 2024. "Heterogeneous responsiveness of consumers’ medium-term inflation expectations," Economics Letters, Elsevier, vol. 237(C).
- Alberto Di Iorio & Marco Fanari, 2020. "Break-even inflation rates: the Italian case," Questioni di Economia e Finanza (Occasional Papers) 578, Bank of Italy, Economic Research and International Relations Area.
- Koester, Gerrit & Lis, Eliza & Nickel, Christiane & Osbat, Chiara & Smets, Frank, 2021. "Understanding low inflation in the euro area from 2013 to 2019: cyclical and structural drivers," Occasional Paper Series 280, European Central Bank.
- Gabriele Galati & Richhild Moessner & Maarten van Rooij, 2021. "Anchoring of consumers’ long-term euro area inflation expectations during the pandemic," Working Papers 715, DNB.
- Ehrmann, Michael, 2021.
"Point targets, tolerance bands, or target ranges? Inflation target types and the anchoring of inflation expectations,"
Working Paper Series
2562, European Central Bank.
- Michael Ehrmann, 2021. "Point Targets, Tolerance Bands, or Target Ranges? Inflation Target Types and the Anchoring of Inflation Expectations," CESifo Working Paper Series 9034, CESifo.
- Ehrmann, Michael, 2021. "Point targets, tolerance bands or target ranges? Inflation target types and the anchoring of inflation expectations," Journal of International Economics, Elsevier, vol. 132(C).
- Ehrmann, Michael, 2021. "Point Targets, Tolerance Bands, or Target Ranges? Inflation Target Types and the Anchoring of Inflation Expectations," CEPR Discussion Papers 16046, C.E.P.R. Discussion Papers.
- Vincenzo Cuciniello, 2024. "Market perceptions, monetary policy, and credibility," Temi di discussione (Economic working papers) 1449, Bank of Italy, Economic Research and International Relations Area.
- Beckmann, Joscha & Czudaj, Robert L., 2024. "Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring," MPRA Paper 119971, University Library of Munich, Germany.
- Sara Cecchetti & Adriana Grasso & Marcello Pericoli, 2022. "An analysis of objective inflation expectations and inflation risk premia," Temi di discussione (Economic working papers) 1380, Bank of Italy, Economic Research and International Relations Area.
- Domenico Depalo & Salvatore Lo Bello, 2024. "Accounting for the recent inflation burst in the euro area," Questioni di Economia e Finanza (Occasional Papers) 871, Bank of Italy, Economic Research and International Relations Area.
- Luigi Bonatti Roberto Tamborini & Roberto Tamborini, 2021. "Is High Inflation the New Challenge for Central Banks?," DEM Working Papers 2021/14, Department of Economics and Management.
- James Yetman, 2020. "Pass-through from short-horizon to long-horizon inflation expectations, and the anchoring of inflation expectations," BIS Working Papers 895, Bank for International Settlements.
- Stefano Neri & Guido Bulligan & Sara Cecchetti & Francesco Corsello & Andrea Papetti & Marianna Riggi & Concetta Rondinelli & Alex Tagliabracci, 2022. "On the anchoring of inflation expectations in the euro area," Questioni di Economia e Finanza (Occasional Papers) 712, Bank of Italy, Economic Research and International Relations Area.
- Marco Bottone & Alex Tagliabracci & Giordano Zevi, 2021. "Inflation expectations and the ECB’s perceived inflation objective: novel evidence from firm-level data," Questioni di Economia e Finanza (Occasional Papers) 621, Bank of Italy, Economic Research and International Relations Area.
- Sara Cecchetti & Davide Fantino & Alessandro Notarpietro & Marianna Riggi & Alex Tagliabracci & Andrea Tiseno & Roberta Zizza, 2021. "Inflation expectations in the euro area: indicators, analyses and models used at Banca d’Italia," Questioni di Economia e Finanza (Occasional Papers) 612, Bank of Italy, Economic Research and International Relations Area.
- Stefano Neri & Fabio Busetti & Cristina Conflitti & Francesco Corsello & Davide Delle Monache & Alex Tagliabracci, 2023. "Energy price shocks and inflation in the euro area," Questioni di Economia e Finanza (Occasional Papers) 792, Bank of Italy, Economic Research and International Relations Area.
- Stefano Neri, 2024. "There has been an awakening. The rise (and fall) of inflation in the euro area," Questioni di Economia e Finanza (Occasional Papers) 834, Bank of Italy, Economic Research and International Relations Area.
- Stefano Neri & Giuseppe Ferrero, 2017.
"Monetary policy in a low interest rate environment,"
Questioni di Economia e Finanza (Occasional Papers)
392, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Marius ACATRINEI & Dan ARMEANU & Carmen Elena DOBROTA, 2018. "Natural Interest Rate for the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 104-116, September.
- Neri, Stefano & Gerali, Andrea, 2019.
"Natural rates across the Atlantic,"
Journal of Macroeconomics, Elsevier, vol. 62(C).
- Stefano Neri & Andrea Gerali, 2017. "Natural rates across the Atlantic," Temi di discussione (Economic working papers) 1140, Bank of Italy, Economic Research and International Relations Area.
- Raftis, Achilleas & Karpetis, Christos & Papadamou, Stephanos & Spyromitros, Eleftherios, 2024. "Monetary winds of change: Exploring the link between policy shifts and bank profitability in developed and emerging European markets," Global Finance Journal, Elsevier, vol. 59(C).
- Giuseppe Ferrero & Marco Gross & Stefano Neri, 2019.
"On secular stagnation and low interest rates: Demography matters,"
International Finance, Wiley Blackwell, vol. 22(3), pages 262-278, December.
- Ferrero, Giuseppe & Gross, Marco & Neri, Stefano, 2017. "On secular stagnation and low interest rates: demography matters," Working Paper Series 2088, European Central Bank.
- Stefano Neri & Giuseppe Ferrero & Marco Gross, 2017. "On secular stagnation and low interest rates: demography matters," Temi di discussione (Economic working papers) 1137, Bank of Italy, Economic Research and International Relations Area.
- van Riet Ad, 2019. "Monetary Policy and Unnatural Low Interest Rates: Secular Stagnation or Financial Repression?," Review of Economics, De Gruyter, vol. 70(2), pages 99-135, August.
- Alberto Di Iorio & Marco Fanari, 2020. "Break-even inflation rates: the Italian case," Questioni di Economia e Finanza (Occasional Papers) 578, Bank of Italy, Economic Research and International Relations Area.
- Busetti, Fabio & Neri, Stefano & Notarpietro, Alessandro & Pisani, Massimiliano, 2021.
"Monetary policy strategies in the New Normal: A model-based analysis for the euro area,"
Journal of Macroeconomics, Elsevier, vol. 70(C).
- Fabio Busetti & Stefano Neri & Alessandro Notarpietro & Massimiliano Pisani, 2020. "Monetary policy strategies in the New Normal: a model-based analysis for the euro area," Temi di discussione (Economic working papers) 1308, Bank of Italy, Economic Research and International Relations Area.
- Stefano Neri & Stefano Siviero, 2019. "The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks," Questioni di Economia e Finanza (Occasional Papers) 486, Bank of Italy, Economic Research and International Relations Area.
- Neri, Stefano & Nobili, Andrea & Conti, Antonio M., 2017.
"Low inflation and monetary policy in the euro area,"
Working Paper Series
2005, European Central Bank.
Cited by:
- David Finck & Peter Tillmann, 2022. "The Role of Global and Domestic Shocks for Inflation Dynamics: Evidence from Asia," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(5), pages 1181-1208, October.
- Jose A. Zabala & Maria A. Prats, 2020. "The unconventional monetary policy of the European Central Bank: Effectiveness and transmission analysis," The World Economy, Wiley Blackwell, vol. 43(3), pages 794-809, March.
- Arnoud Stevens & Joris Wauters, 2021.
"Is euro area lowflation here to stay? Insights from a time‐varying parameter model with survey data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 566-586, August.
- Arnoud Stevens & Joris Wauters, 2018. "Is euro area lowflation here to stay ? Insights from a time-varying parameter model with survey data," Working Paper Research 355, National Bank of Belgium.
- Chon, Sora, 2020. "International Inflation Synchronization and Implications," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 42(2), pages 57-84.
- Gert Peersman, 2018.
"International Food Commodity Prices and Missing (Dis)Inflation in the Euro Area,"
Working Paper Research
350, National Bank of Belgium.
- Gert Peersman, 2018. "International Food Commodity Prices and Missing (Dis)Inflation in the Euro Area," CESifo Working Paper Series 7338, CESifo.
- Gert Peersman, 2018. "International Food Commodity Prices And Missing (Dis)Inflation In The Euro Area," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 18/947, Ghent University, Faculty of Economics and Business Administration.
- Gert Peersman, 2022. "International Food Commodity Prices and Missing (Dis)Inflation in the Euro Area," The Review of Economics and Statistics, MIT Press, vol. 104(1), pages 85-100, March.
- Andrea Giorgio Tosato, 2022. "Considerations on the Monetary Policy Framework of the European Central Bank," CBM Working Papers WP/01/2022, Central Bank of Malta.
- Barigozzi, Matteo, 2018.
"On the stability of euro area money demand and its implications for monetary policy,"
LSE Research Online Documents on Economics
87283, London School of Economics and Political Science, LSE Library.
- Matteo Barigozzi & Antonio Conti, 2013. "On the Stability of Euro Area Money Demand and its Implications for Monetary Policy," LEM Papers Series 2013/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Matteo Barigozzi & Antonio M. Conti, 2018. "On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(4), pages 755-787, August.
- Baumeister, Christiane & Hamilton, James D., 2021. "Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions," Journal of International Money and Finance, Elsevier, vol. 114(C).
- Ciccarelli, Matteo & Osbat, Chiara, 2017. "Low inflation in the euro area: Causes and consequences," Occasional Paper Series 181, European Central Bank.
- William Gatt & Germano Ruisi, 2022. "The spillover of euro area shocks to the Maltese economy," CBM Working Papers WP/03/2022, Central Bank of Malta.
- Cristina Conflitti and Matteo Luciani, 2019.
"Oil Price Pass-through into Core Inflation,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 6).
- Cristina Conflitti & Matteo Luciani, 2019. "Oil Price Pass-Through into Core Inflation," FEDS Notes 2019-04-30, Board of Governors of the Federal Reserve System (U.S.).
- Cristina Conflitti & Matteo Luciani, 2017. "Oil price pass-through into core inflation," Questioni di Economia e Finanza (Occasional Papers) 405, Bank of Italy, Economic Research and International Relations Area.
- Cristina Conflitti & Matteo Luciani, 2017. "Oil Price Pass-Through into Core Inflation," FEDS Notes 2017-10-19-1, Board of Governors of the Federal Reserve System (U.S.).
- Cristina Conflitti & Matteo Luciani, 2017. "Oil Price Pass-Through into Core Inflation," Finance and Economics Discussion Series 2017-085, Board of Governors of the Federal Reserve System (U.S.).
- Karol Szafranek & Aleksandra Hałka, 2019.
"Determinants of Low Inflation in an Emerging, Small Open Economy through the Lens of Aggregated and Disaggregated Approach,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(13), pages 3094-3111, October.
- Karol Szafranek & Aleksandra Hałka, 2017. "Determinants of low inflation in an emerging, small open economy. A comparison of aggregated and disaggregated approaches," NBP Working Papers 267, Narodowy Bank Polski.
- Aleksandra Halka & Karol Szafranek, 2017. "Determinants of low inflation in emerging, small open economy. Comparison of aggregated and disaggregated approaches," EcoMod2017 10560, EcoMod.
- Andersson, Fredrik N.G. & Jonung, Lars, 2020. "Lessons from the Swedish Experience with Negative Central Bank Rates," Working Papers 2020:15, Lund University, Department of Economics.
- William John Tayler & Roy Zilberman, 2019.
"Unconventional Policies in State-Contingent Liquidity Traps,"
Working Papers
257107351, Lancaster University Management School, Economics Department.
- William Tayler & Roy Zilberman, 2023. "Unconventional Policies in State-Contingent Liquidity Traps," Working Papers 400233890, Lancaster University Management School, Economics Department.
- Christiane Baumeister & James D. Hamilton, 2020.
"Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions,"
NBER Working Papers
26606, National Bureau of Economic Research, Inc.
- Baumeister, Christiane & Hamilton, James D., 2020. "Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Baumeister, Christiane & Hamilton, James, 2020. "Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions," CEPR Discussion Papers 14271, C.E.P.R. Discussion Papers.
- Eva Ortega & Chiara Osbat, 2020.
"Exchange rate pass-through in the euro area and EU countries,"
Occasional Papers
2016, Banco de España.
- Ortega, Eva & Osbat, Chiara, 2020. "Exchange rate pass-through in the euro area and EU countries," Occasional Paper Series 241, European Central Bank.
- David Finck & Peter Tillmann, 2019.
"The Role of Global and Domestic Shocks for Inflation Dynamics: Evidence from Asia,"
GRU Working Paper Series
GRU_2019_022, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- David Finck & Peter Tillmann, 2019. "The Role of Global and Domestic Shocks for In flation Dynamics: Evidence from Asia," MAGKS Papers on Economics 201904, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Gent Bajraj & Guillermo Carlomagno & Juan M. Wlasiuk, 2023. "Where is the Inflation? The Diverging Patterns of Prices of Goods and Services," Working Papers Central Bank of Chile 969, Central Bank of Chile.
- Sune Karlsson & Pär Österholm, 2020.
"A note on the stability of the Swedish Phillips curve,"
Empirical Economics, Springer, vol. 59(6), pages 2573-2612, December.
- Karlsson, Sune & Österholm, Pär, 2018. "A Note on the Stability of the Swedish Philips Curve," Working Papers 2018:6, Örebro University, School of Business.
- William John Tayler & Roy Zilberman, 2017. "Taxation, Credit Spreads and Liquidity Traps," Working Papers 173174116, Lancaster University Management School, Economics Department.
- Abdul Jalil, 2021. "Drivers of Inflation: From Roots to Regressions," PIDE Knowledge Brief 2021:38, Pakistan Institute of Development Economics.
- Dallari, Pietro & Ribba, Antonio, 2020.
"The dynamic effects of monetary policy and government spending shocks on unemployment in the peripheral Euro area countries,"
Economic Modelling, Elsevier, vol. 85(C), pages 218-232.
- Pietro Dallari & Antonio Ribba, 2019. "The Dynamic Effects of Monetary Policy and Government Spending Shocks on Unemployment in the Peripheral Euro Area Countries," Center for Economic Research (RECent) 141, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Lenarčič, Črt, 2019. "Complementaries and Tensions between Monetary and Macroprudential Policies in an Estimated DSGE Model (Application to Slovenia)," MPRA Paper 104486, University Library of Munich, Germany.
- Prinz Aloys & Beck Hanno, 2018. "Geldpolitischer Aktionismus, Ersparnisbildung und Kapitalallokation – Einige ökonomische Überlegungen," Zeitschrift für Wirtschaftspolitik, De Gruyter, vol. 67(1), pages 101-124, May.
- Stefano Neri & Giuseppe Ferrero, 2017. "Monetary policy in a low interest rate environment," Questioni di Economia e Finanza (Occasional Papers) 392, Bank of Italy, Economic Research and International Relations Area.
- Stefano Neri & Andrea Gerali, 2017.
"Natural rates across the Atlantic,"
Temi di discussione (Economic working papers)
1140, Bank of Italy, Economic Research and International Relations Area.
- Neri, Stefano & Gerali, Andrea, 2019. "Natural rates across the Atlantic," Journal of Macroeconomics, Elsevier, vol. 62(C).
Cited by:
- Anna Bartocci & Alessandro Notarpietro & Massimiliano Pisani, 2022.
""Green" fiscal policy measures and non-standard monetary policy in the euro area,"
Temi di discussione (Economic working papers)
1377, Bank of Italy, Economic Research and International Relations Area.
- Bartocci, Anna & Notarpietro, Alessandro & Pisani, Massimiliano, 2024. "“Green” fiscal policy measures and nonstandard monetary policy in the euro area," Economic Modelling, Elsevier, vol. 136(C).
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018.
"Global trends in interest rates,"
Staff Reports
866, Federal Reserve Bank of New York.
- Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Working Papers 25039, National Bureau of Economic Research, Inc.
- Brandyn Bok & Marco Del Negro & Domenico Giannone & Marc Giannoni & Eric Qian & Andrea Tambalotti, 2019. "Global Trends in Interest Rates," Liberty Street Economics 20190227, Federal Reserve Bank of New York.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," Working Papers 1812, Federal Reserve Bank of Dallas.
- Del Negro, Marco & Giannone, Domenico & Giannoni, Marc P. & Tambalotti, Andrea, 2019. "Global trends in interest rates," Journal of International Economics, Elsevier, vol. 118(C), pages 248-262.
- Marco Del Negro & Andrea Tambalotti & Domenico Giannone & Marc Giannoni, 2019. "Global Trends in Interest Rates," 2019 Meeting Papers 77, Society for Economic Dynamics.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 248-262, National Bureau of Economic Research, Inc.
- Brand, Claus & Mazelis, Falk, 2019. "Taylor-rule consistent estimates of the natural rate of interest," Working Paper Series 2257, European Central Bank.
- Lucidi, Francesco Simone & Semmler, Willi, 2023.
"Long-run scarring effects of meltdowns in a small-scale nonlinear quadratic model,"
Journal of Macroeconomics, Elsevier, vol. 75(C).
- Francesco Simone Lucidi & Willi Semmler, 2022. "Long-run scarring effects of meltdowns in a small-scale nonlinear quadratic model," Working Papers in Public Economics 217, Department of Economics and Law, Sapienza University of Roma.
- Berger, Tino & Kempa, Bernd & Zou, Feina, 2023. "The role of macroeconomic uncertainty in the determination of the natural rate of interest," Economics Letters, Elsevier, vol. 229(C).
- Alessandro Cantelmo, 2022.
"Rare Disasters, the Natural Interest Rate and Monetary Policy,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 473-496, June.
- Alessandro Cantelmo, 2020. "Rare disasters, the natural interest rate and monetary policy," Temi di discussione (Economic working papers) 1309, Bank of Italy, Economic Research and International Relations Area.
- Kulish, Mariano & Yamout, Nadine, 2024.
"The fiscal arithmetic of a slowdown in trend growth,"
European Economic Review, Elsevier, vol. 168(C).
- Mariano Kulish & Nadine Yamout, 2024. "The Fiscal Arithmetic of a Slowdown in Trend Growth," Working Papers 308, Red Nacional de Investigadores en Economía (RedNIE).
- Lucio Gobbi & Ronny Mazzocchi & Roberto Tamborini, 2019.
"Monetary Policy, Rational Confidence and Neo-Fisherian Depressions,"
EconPol Working Paper
38, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Lucio Gobbi & Ronny Mazzocchi & Roberto Tamborini, 2022. "Monetary policy, rational confidence, and Neo‐Fisherian depressions," Metroeconomica, Wiley Blackwell, vol. 73(4), pages 1179-1199, November.
- Lucio Gobbi & Ronny Mazzocchi & Roberto Tamborini, 2019. "Monetary Policy, rational confidence, and Neo- Fisherian depressions," DEM Working Papers 2019/19, Department of Economics and Management.
- Barbaro, Bianca & Tirelli, Patrizio, 2021.
"Forbearance vs foreclosure in a general equilibrium model,"
Working Paper Series
2531, European Central Bank.
- Bianca Barbaro & Patrizio Tirelli, 2023. "Forbearance vs foreclosure in a general equilibrium model," Working Papers 516, University of Milano-Bicocca, Department of Economics.
- Anna Bartocci & Alessandro Notarpietro & Massimiliano Pisani, 2022.
"Covid-19 Shock and Fiscal-Monetary Policy Mix in a Monetary Union,"
Springer Proceedings in Business and Economics, in: Luigi Paganetto (ed.), Economic Challenges for Europe After the Pandemic, pages 233-266,
Springer.
- Anna Bartocci & Alessandro Notarpietro & Massimiliano Pisani, 2020. "The COVID-19 shock and a fiscal-monetary policy mix in a monetary union," Temi di discussione (Economic working papers) 1313, Bank of Italy, Economic Research and International Relations Area.
- Böhl, Gregor & Strobel, Felix, 2020.
"US business cycle dynamics at the zero lower bound,"
Discussion Papers
65/2020, Deutsche Bundesbank.
- Gregor Boehl & Felix Strobel, 2020. "US Business Cycle Dynamics at the Zero Lower Bound," CRC TR 224 Discussion Paper Series crctr224_2020_192, University of Bonn and University of Mannheim, Germany.
- Böhl, Gregor & Strobel, Felix, 2020. "US business cycle dynamics at the zero lower bound," IMFS Working Paper Series 143, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Giuseppe Ferrero & Marco Gross & Stefano Neri, 2019.
"On secular stagnation and low interest rates: Demography matters,"
International Finance, Wiley Blackwell, vol. 22(3), pages 262-278, December.
- Ferrero, Giuseppe & Gross, Marco & Neri, Stefano, 2017. "On secular stagnation and low interest rates: demography matters," Working Paper Series 2088, European Central Bank.
- Stefano Neri & Giuseppe Ferrero & Marco Gross, 2017. "On secular stagnation and low interest rates: demography matters," Temi di discussione (Economic working papers) 1137, Bank of Italy, Economic Research and International Relations Area.
- Patrik Kupkovic, 2020. "R-star in Transition Economies: Evidence from Slovakia," Working and Discussion Papers WP 3/2020, Research Department, National Bank of Slovakia.
- Zarazúa Juárez, Carlos Alberto, 2023. "Understanding the natural rate of interest for a small open economy," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(3).
- Mengheng Li & Irma Hindrayanto, 2018. "Looking for the stars: Estimating the natural rate of interest," Working Paper Series 51, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Ansgar Rannenberg & Thomas Theobald, 2022. "Income inequality and the German export surplus," Working Paper Research 424, National Bank of Belgium.
- Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2021.
"Natural rate chimera and bond pricing reality,"
Working Paper Series
2612, European Central Bank.
- Brand, Claus & Goy, Gavin W & Lemke, Wolfgang, 2020. "Natural rate chimera and bond pricing reality," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224546, Verein für Socialpolitik / German Economic Association.
- Dridi, Ichrak & Boughrara, Adel, 2023. "Flexible inflation targeting and stock market volatility: Evidence from emerging market economies," Economic Modelling, Elsevier, vol. 126(C).
- Alessandro Cantelmo & Pietro Cova & Alessandro Notarpietro & Massimiliano Pisani, 2022. "Make-up strategies and exchange rate pass-through in a low-interest-rate environment," Temi di discussione (Economic working papers) 1398, Bank of Italy, Economic Research and International Relations Area.
- Anna Bartocci & Alessandro Cantelmo & Alessandro Notarpietro & Massimiliano Pisani, 2023. "Monetary policy tightening in response to uncertain stagflationary shocks: a model-based analysis," Temi di discussione (Economic working papers) 1433, Bank of Italy, Economic Research and International Relations Area.
- Busetti, Fabio & Neri, Stefano & Notarpietro, Alessandro & Pisani, Massimiliano, 2021.
"Monetary policy strategies in the New Normal: A model-based analysis for the euro area,"
Journal of Macroeconomics, Elsevier, vol. 70(C).
- Fabio Busetti & Stefano Neri & Alessandro Notarpietro & Massimiliano Pisani, 2020. "Monetary policy strategies in the New Normal: a model-based analysis for the euro area," Temi di discussione (Economic working papers) 1308, Bank of Italy, Economic Research and International Relations Area.
- Alice Albonico & Guido Ascari & Qazi Haque, 2024.
"Monetary Policy in the Euro Area: Active or Passive?,"
Working Papers
535, University of Milano-Bicocca, Department of Economics.
- Alice Albonico & Guido Ascari & Qazi Haque, 2024. "Monetary Policy in the Euro Area: Active or Passive?," School of Economics and Public Policy Working Papers 2024-02 Classification-E3, University of Adelaide, School of Economics and Public Policy.
- Alice Albonico & Guido Ascari & Qazi Haque, 2024. "Monetary Policy in the Euro Area: Active or Passive?," CAMA Working Papers 2024-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Tomas Reichenbachas & Linas Jurkšas & Rokas Kaminskas, 2021. "Natural real rates of interest across Euro area countries: Are R-stars getting closer together?," Bank of Lithuania Discussion Paper Series 24, Bank of Lithuania.
- Alex Ilek & Guy Segal, 2022. "A Simple Theory-Based Estimate of the Real Natural Rate of Interest in Open Economies," Bank of Israel Working Papers 2022.06, Bank of Israel.
- Doojav, Gan-Ochir & Gantumur, Munkhbayar, 2020. "Measuring the natural rate of interest in a commodity exporting economy: Evidence from Mongolia," International Economics, Elsevier, vol. 161(C), pages 199-218.
- Concetta Rondinelli & Roberta Zizza, 2020. "Spend today or spend tomorrow? The role of inflation expectations in consumer behaviour," Temi di discussione (Economic working papers) 1276, Bank of Italy, Economic Research and International Relations Area.
- Alessandro Cantelmo & Alessandro Notarpietro & Massimiliano Pisani, 2022. "Macroeconomic effects of growth-enhancing measures in the euro area," Temi di discussione (Economic working papers) 1384, Bank of Italy, Economic Research and International Relations Area.
- Giorgio Massari & Luca Portoghese & Patrizio Tirelli, 2024. "Whither Liquidity Shocks? Implications for R∗ and Monetary Policy," DEM Working Papers Series 217, University of Pavia, Department of Economics and Management.
- Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021. "Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement," Occasional Paper Series 267, European Central Bank.
- Alexandre Carvalho, 2023. "The euro area natural interest rate – Estimation and importance for monetary policy," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Yosuke Okazaki & Nao Sudo, 2018. "Natural Rate of Interest in Japan -- Measuring its size and identifying drivers based on a DSGE model --," Bank of Japan Working Paper Series 18-E-6, Bank of Japan.
- Dilian Vassilev, 2021. "A Model of Natural Interest Rate: The Case of Bulgaria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 46-72.
- Alexius, Annika, 2017. "Why are real interest rates so low? Evidence from a structural VAR with sign restrictions," Research Papers in Economics 2017:6, Stockholm University, Department of Economics.
- Fabio Busetti & Michele Caivano, 2017. "Low frequency drivers of the real interest rate: a band spectrum regression approach," Temi di discussione (Economic working papers) 1132, Bank of Italy, Economic Research and International Relations Area.
- Stefano Neri & Giuseppe Ferrero & Marco Gross, 2017.
"On secular stagnation and low interest rates: demography matters,"
Temi di discussione (Economic working papers)
1137, Bank of Italy, Economic Research and International Relations Area.
- Giuseppe Ferrero & Marco Gross & Stefano Neri, 2019. "On secular stagnation and low interest rates: Demography matters," International Finance, Wiley Blackwell, vol. 22(3), pages 262-278, December.
- Ferrero, Giuseppe & Gross, Marco & Neri, Stefano, 2017. "On secular stagnation and low interest rates: demography matters," Working Paper Series 2088, European Central Bank.
Cited by:
- Beyer, Robert & Milivojevic, Lazar, 2021.
"Dynamics and synchronization of global equilibrium interest rates,"
IMFS Working Paper Series
146, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Robert C. M. Beyer & Lazar Milivojevic, 2023. "Dynamics and synchronization of global equilibrium interest rates," Applied Economics, Taylor & Francis Journals, vol. 55(28), pages 3195-3214, June.
- Beyer,Robert Carl Michael & Milivojevic,Lazar, 2020. "Dynamics and Synchronization of Global Equilibrium Interest Rates," Policy Research Working Paper Series 9489, The World Bank.
- Lucas Marc Fuhrer & Nils Herger, 2021. "Real interest rates and demographic developments across generations: A panel-data analysis over two centuries," Working Papers 2021-07, Swiss National Bank.
- Jiří Pour, 2023. "Ceny nemovitostí a dlouhodobé úrokové sazby [House prices and long-term interest rates]," Politická ekonomie, Prague University of Economics and Business, vol. 2023(6), pages 668-708.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018.
"Global trends in interest rates,"
Staff Reports
866, Federal Reserve Bank of New York.
- Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Working Papers 25039, National Bureau of Economic Research, Inc.
- Brandyn Bok & Marco Del Negro & Domenico Giannone & Marc Giannoni & Eric Qian & Andrea Tambalotti, 2019. "Global Trends in Interest Rates," Liberty Street Economics 20190227, Federal Reserve Bank of New York.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," Working Papers 1812, Federal Reserve Bank of Dallas.
- Del Negro, Marco & Giannone, Domenico & Giannoni, Marc P. & Tambalotti, Andrea, 2019. "Global trends in interest rates," Journal of International Economics, Elsevier, vol. 118(C), pages 248-262.
- Marco Del Negro & Andrea Tambalotti & Domenico Giannone & Marc Giannoni, 2019. "Global Trends in Interest Rates," 2019 Meeting Papers 77, Society for Economic Dynamics.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 248-262, National Bureau of Economic Research, Inc.
- Papapetrou, Evangelia & Tsalaporta, Pinelopi, 2020. "The impact of population aging in rich countries: What’s the future?," Journal of Policy Modeling, Elsevier, vol. 42(1), pages 77-95.
- Mr. Serkan Arslanalp & Mr. Jaewoo Lee & Umang Rawat, 2018. "Demographics and Interest Rates in Asia," IMF Working Papers 2018/172, International Monetary Fund.
- Federico Barbiellini Amidei & Matteo Gomellini & Paolo Piselli, 2018. "The contribution of demography to Italy's economic growth: a two-hundred-year-long story," Questioni di Economia e Finanza (Occasional Papers) 431, Bank of Italy, Economic Research and International Relations Area.
- Mathilde Esposito, 2024. "Workforce Aging and Potential Output Growth," AMSE Working Papers 2425, Aix-Marseille School of Economics, France.
- Kose,Ayhan & Ohnsorge,Franziska Lieselotte & Sugawara,Naotaka, 2021.
"A Mountain of Debt : Navigating the Legacy of the Pandemic,"
Policy Research Working Paper Series
9800, The World Bank.
- M. Ayhan Kose & Franziska Ohnsorge & Naotaka Sugawara, 2021. "A mountain of debt: Navigating the legacy of the pandemic," CAMA Working Papers 2021-90, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kose M. Ayhan & Ohnsorge Franziska & Sugawara Naotaka, 2022. "A Mountain of Debt: Navigating the Legacy of the Pandemic," Journal of Globalization and Development, De Gruyter, vol. 13(2), pages 233-268, December.
- Ohnsorge, Franziska & Kose, M. Ayhan & Sugawara, Naotaka, 2021. "A Mountain of Debt: Navigating the Legacy of the Pandemic," CEPR Discussion Papers 16637, C.E.P.R. Discussion Papers.
- Gilles Dufrenot & Meryem Rhouzlane, 2018.
"Secular Stagnation: New Challenges for the Industrialized Countries in the 21st Century,"
AMSE Working Papers
1818, Aix-Marseille School of Economics, France.
- Gilles Dufrénot & Meryem Rhouzlane, 2018. "Secular Stagnation: New Challenges for the Industrialized Countries in the 21st Century," Working Papers halshs-01821669, HAL.
- Bańbura, Marta & Albani, Maria & Ambrocio, Gene & Bursian, Dirk & Buss, Ginters & de Winter, Jasper & Gavura, Miroslav & Giordano, Claire & Júlio, Paulo & Le Roux, Julien & Lozej, Matija & Malthe-Thag, 2018. "Business investment in EU countries," Occasional Paper Series 215, European Central Bank.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2018.
"A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt,"
Working Paper Series
2017-07, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2019. "A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 933-949, December.
- Kim, Myunghyun, 2024. "Declining real interest rates: The role of energy prices in energy importers," Energy Economics, Elsevier, vol. 129(C).
- Lucas Fuhrer & Nils Herger, 2022. "Real interest rates and population growth across generations," Working Papers 22.04, Swiss National Bank, Study Center Gerzensee.
- Marx, Magali & Mojon, Benoît & Velde, François R., 2021.
"Why have interest rates fallen far below the return on capital?,"
Journal of Monetary Economics, Elsevier, vol. 124(S), pages 57-76.
- M. Marx & B. Mojon & F. Velde, 2017. "Why Have Interest Rates Fallen far Below the Return on Capital," Working papers 630, Banque de France.
- Magali Marx & Benoit Mojon & Francois R. Velde, 2018. "Why Have Interest Rates Fallen Far Below the Return on Capital," Working Paper Series WP-2018-1, Federal Reserve Bank of Chicago.
- Magali Marx & Benoit Mojon & François R. Velde, 2019. "Why have interest rates fallen far below the return on capital," BIS Working Papers 794, Bank for International Settlements.
- Ho, Paul, 2024.
"Estimating the effects of demographics on interest rates: A robust Bayesian perspective,"
Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
- Paul Ho, 2020. "Estimating the Effects of Demographics on Interest Rates: A Robust Bayesian Perspective," Working Paper 20-14, Federal Reserve Bank of Richmond.
- Giuseppe Ferrero & Massimiliano Pisani & Martino Tasso, 2022.
"Policy Mix During a Pandemic Crisis: A Review of the Debate on Monetary and Fiscal Responses and the Legacy for the Future,"
Springer Proceedings in Business and Economics, in: Luigi Paganetto (ed.), Economic Challenges for Europe After the Pandemic, pages 267-320,
Springer.
- Giuseppe Ferrero & Massimiliano Pisani & Martino Tasso, 2021. "Policy mix during a pandemic crisis: a review of the debate on monetary and fiscal responses and the legacy for the future," Questioni di Economia e Finanza (Occasional Papers) 623, Bank of Italy, Economic Research and International Relations Area.
- Baksa, Dániel & Munkácsi, Zsuzsa, 2020.
"More Gray, More Volatile? Aging and (Optimal) Monetary Policy,"
Dynare Working Papers
58, CEPREMAP.
- Daniel Baksa & Zsuzsa Munkacsi, 2019. "More Gray, More Volatile? Aging and (Optimal) Monetary Policy," IMF Working Papers 2019/198, International Monetary Fund.
- Dániel Baksa & Zsuzsa Munkácsi, 2019. "More Gray, More Volatile? Aging and (Optimal) Monetary Policy," Bank of Lithuania Working Paper Series 67, Bank of Lithuania.
- Dilian Vassilev, 2020. "Secular stagnation – the origin of the concept, a review of the scientific literature and the nature of the academic debate," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 137-158.
- Lang, Jan Hannes & Welz, Peter, 2018. "Semi-structural credit gap estimation," Working Paper Series 2194, European Central Bank.
- Concetta Rondinelli & Roberta Zizza, 2020. "Spend today or spend tomorrow? The role of inflation expectations in consumer behaviour," Temi di discussione (Economic working papers) 1276, Bank of Italy, Economic Research and International Relations Area.
- José Alves & Sandro Morgado, 2024.
"Secular stagnation: Is immigration part of the solution?,"
Journal of International Development, John Wiley & Sons, Ltd., vol. 36(2), pages 1426-1449, March.
- José Alves & Sandro Morgado, 2022. "Secular Stagnation: Is Immigration part of the solution?," Working Papers REM 2022/0212, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- José Alves & Sandro Morgado, 2022. "Secular Stagnation: Is Immigration Part of the Solution?," CESifo Working Paper Series 9561, CESifo.
- António R. Antunes & Valerio Ercolani, 2020. "Intergenerational wealth inequality: the role of demographics," Working Papers w202009, Banco de Portugal, Economics and Research Department.
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- Barbiellini Amidei, Federico & Gomellini, Matteo & Piselli, Paolo, 2019. "The price of demography," MPRA Paper 94435, University Library of Munich, Germany.
- Trunin, Pavel (Трунин, Павел) & Bozhechkova, Alexandra (Божечкова, Александра) & Petrova, Diana (Петрова, Диана) & Chaikina, Anastasiia (Чайкина, Анастасия) & Nikanorov, Ivan (Никаноров, Иван), 2018. "Analysis of Approaches to Studying the Problem of Long-Term Stagnation in Modern Economies [Анализ Подходов К Изучению Проблемы Долговременной Стагнации В Современных Экономиках]," Working Papers 031810, Russian Presidential Academy of National Economy and Public Administration.
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- Rai, Karan & Garg, Bhavesh, 2024. "Demographic transition and inflation," Economic Systems, Elsevier, vol. 48(4).
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"Determinants of the movements in the euro-dollar exchange rate during the sovereign debt crisis,"
Questioni di Economia e Finanza (Occasional Papers)
305, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Martina Cecioni, 2018. "ECB monetary policy and the euro exchange rate," Temi di discussione (Economic working papers) 1172, Bank of Italy, Economic Research and International Relations Area.
- Stefano Neri & Alessandro Notarpietro, 2015.
"The macroeconomic effects of low and falling inflation at the zero lower bound,"
Temi di discussione (Economic working papers)
1040, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Neri, Stefano & Nobili, Andrea & Conti, Antonio M., 2017. "Low inflation and monetary policy in the euro area," Working Paper Series 2005, European Central Bank.
- Stefano Neri & Stefano Siviero, 2019. "The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks," Questioni di Economia e Finanza (Occasional Papers) 486, Bank of Italy, Economic Research and International Relations Area.
- Fabio Panetta, 2016. "Central banking in the XXI century: never say never," BAFFI CAREFIN Working Papers 1626, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Cristina Conflitti & Riccardo Cristadoro, 2018. "Oil prices and inflation expectations," Questioni di Economia e Finanza (Occasional Papers) 423, Bank of Italy, Economic Research and International Relations Area.
- Stefano Neri & Giuseppe Ferrero, 2017. "Monetary policy in a low interest rate environment," Questioni di Economia e Finanza (Occasional Papers) 392, Bank of Italy, Economic Research and International Relations Area.
- Antonio M. Conti & Stefano Neri & Andrea Nobili, 2015.
"Why is inflation so low in the euro area?,"
Temi di discussione (Economic working papers)
1019, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Ha,Jongrim & Kose,Ayhan & Ohnsorge,Franziska Lieselotte, 2019.
"Understanding Inflation in Emerging and Developing Economies,"
Policy Research Working Paper Series
8761, The World Bank.
- Kose, M. Ayhan & Ha, Jongrim & Ohnsorge, Franziska, 2019. "Understanding Inflation in Emerging and Developing Economies," CEPR Discussion Papers 13608, C.E.P.R. Discussion Papers.
- Jongrim Ha & M. Ayhan Kose & Franziska L. Ohnsorge, 2019. "Understanding Inflation in Emerging and Developing Economies," Koç University-TUSIAD Economic Research Forum Working Papers 1902, Koc University-TUSIAD Economic Research Forum.
- Jongrim Ha & M. Ayhan Kose & Franziska L. Ohnsorge, 2019. "Understanding inflation in emerging and developing economies," CAMA Working Papers 2019-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- S. Avouyi-Dovi. & R. Lecat. & C. O’Donnell. & B. Bureau. & J.-P. Villetelle., 2016.
"Corporate loans at particularly low rates in France,"
Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 41, pages 27-39, spring.
- Sanvi Avouyi-Dovi & Rémy Lecat & Charles W O'Donnell & Benjamin Bureau & Jean-Pierre Villetelle, 2016. "Corporate loans at particularly low rates in France," Post-Print hal-01634239, HAL.
- Francesco Corsello & Stefano Neri & Alex Tagliabracci, 2019.
"Anchored or de-anchored? That is the question,"
Questioni di Economia e Finanza (Occasional Papers)
516, Bank of Italy, Economic Research and International Relations Area.
- Corsello, Francesco & Neri, Stefano & Tagliabracci, Alex, 2021. "Anchored or de-anchored? That is the question," European Journal of Political Economy, Elsevier, vol. 69(C).
- Conti, Antonio M., 2021. "Resurrecting the Phillips Curve in Low-Inflation Times," Economic Modelling, Elsevier, vol. 96(C), pages 172-195.
- Antonio M. Conti & Concetta Gigante, 2018. "Weakness in Italy�s core inflation and the Phillips curve: the role of labour and financial indicators," Questioni di Economia e Finanza (Occasional Papers) 466, Bank of Italy, Economic Research and International Relations Area.
- Antonio M. Conti & Elisa Guglielminetti & Marianna Riggi, 2019. "Labour productivity and the wageless recovery," Temi di discussione (Economic working papers) 1257, Bank of Italy, Economic Research and International Relations Area.
- Max Hanisch, 2017. "US Monetary Policy and the Euro Area," Discussion Papers of DIW Berlin 1701, DIW Berlin, German Institute for Economic Research.
- Mariarosaria Comunale & Jonas Striaukas, 2017.
"Unconventional Monetary Policy: Interest Rates and Low Inflation. A Review of Literature and Methods,"
Bank of Lithuania Occasional Paper Series
13, Bank of Lithuania.
- COMUNALE Mariarosaria & STRIAUKAS Jonas, 2017. "Unconventional monetary olicy: interest rates and low inflation. A review of literature and methods," LIDAM Discussion Papers CORE 2017026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Mariarosaria Comunale & Jonas Striaukas, 2017. "Unconventional monetary policy: interest rates and low inflation. A review of literature and methods," CEIS Research Paper 406, Tor Vergata University, CEIS, revised 12 May 2017.
- Mariarosaria Comunale & Jonas Striaukas, 2017. "Unconventional monetary policy: interest rates and low inflation: A review of literature and methods," CAMA Working Papers 2017-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Abbate, Angela & Eickmeier, Sandra & Prieto, Esteban, 2016.
"Financial shocks and inflation dynamics,"
Discussion Papers
41/2016, Deutsche Bundesbank.
- Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2016. "Financial shocks and inflation dynamics," CAMA Working Papers 2016-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2020. "Financial shocks and inflation dynamics," Working Papers 2020-13, Swiss National Bank.
- Andrea Colabella, 2021. "Do ECB's Monetary Policies Benefit EMEs? A GVAR Analysis on the Global Financial and Sovereign Debt Crises and Postcrises Period," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(2), pages 472-494, April.
- S. Humbertclaude. & R. Lecat. & F. Monteil., 2016. "France’s national economic wealth declined by 1.8% in 2014," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 41, pages 41-49, spring.
- Antonio M. Conti & Andrea Nobili, 2019. "Wages and prices in the euro area: exploring the nexus," Questioni di Economia e Finanza (Occasional Papers) 518, Bank of Italy, Economic Research and International Relations Area.
- N. Berardi. & E. Gautier., 2016. "Adjustments in consumer prices in France in periods of low inflation," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 41, pages 51-65, spring.
- Galati, Gabriele & Gorgi, Zion & Moessner, Richhild & Zhou, Chen, 2018. "Deflation risk in the euro area and central bank credibility," Economics Letters, Elsevier, vol. 167(C), pages 124-126.
- Jarociński, Marek & Bobeica, Elena, 2017.
"Missing disinflation and missing inflation: the puzzles that aren't,"
Working Paper Series
2000, European Central Bank.
- Elena Bobeica & Marek Jarociński, 2019. "Missing Disinflation and Missing Inflation: A VAR Perspective," International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 199-232, March.
- Sune Karlsson & Pär Österholm, 2020.
"A note on the stability of the Swedish Phillips curve,"
Empirical Economics, Springer, vol. 59(6), pages 2573-2612, December.
- Karlsson, Sune & Österholm, Pär, 2018. "A Note on the Stability of the Swedish Philips Curve," Working Papers 2018:6, Örebro University, School of Business.
- R. Cezar & A. Duguet & G. Gaulier & V. Vicard, 2017.
"Competition for global value added: domestic and export market shares,"
Rue de la Banque, Banque de France, issue 36, january..
- R. Cezar. & A. Duguet. & G. Gaulier. & V. Vicard., 2016. "Competition for global value added: domestic and export market shares," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 41, pages 5-15, spring.
- RUGEA Felicia Elisabeta, 2017. "Towards Sustainable Development: Real Convergence And Growth In Romania," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 69(4), pages 137-147, November.
- Stefano Neri & Stefano Siviero, 2019. "The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks," Questioni di Economia e Finanza (Occasional Papers) 486, Bank of Italy, Economic Research and International Relations Area.
- Mazumder, Sandeep, 2018. "Inflation in Europe after the Great Recession," Economic Modelling, Elsevier, vol. 71(C), pages 202-213.
- Andrea Colabella, 2019. "Do the ECB’s monetary policies benefit emerging market economies? A GVAR analysis on the crisis and post-crisis period," Temi di discussione (Economic working papers) 1207, Bank of Italy, Economic Research and International Relations Area.
- Hanisch, Max, 2019. "US monetary policy and the euro area," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 77-96.
- Harashima, Taiji, 2018. "Why Are Inflation and Real Interest Rates So Low? A Mechanism of Low and Floating Real Interest and Inflation Rates," MPRA Paper 84311, University Library of Munich, Germany.
- S. Castor. & H. Caradant. & V. Chauvin. & T. Mosquera Yon., 2016. "France’s international trade in services," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 41, pages 17-26, spring.
- Lei Lv & Zhixin Liu & Yingying Xu, 2019. "Technological progress, globalization and low-inflation: Evidence from the United States," PLOS ONE, Public Library of Science, vol. 14(4), pages 1-19, April.
- Ha,Jongrim & Kose,Ayhan & Ohnsorge,Franziska Lieselotte, 2019.
"Understanding Inflation in Emerging and Developing Economies,"
Policy Research Working Paper Series
8761, The World Bank.
- Stefano Neri & Tiziano Ropele, 2015.
"The macroeconomic effects of the sovereign debt crisis in the euro area,"
Temi di discussione (Economic working papers)
1007, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Nicolas Debarsy & Cyrille Dossougoin & Cem Ertur & Jean-Yves Gnabo, 2018.
"Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach,"
Post-Print
hal-01744629, HAL.
- Nicolas DEBARSY & CYRILLE DOSSOUGOIN & Cem ERTUR & Jean-Yves GNABO, 2016. "Measuring Sovereign Risk Spillovers and Assessing the Role of Transmission Channels: A Spatial Econometrics Approach," LEO Working Papers / DR LEO 2441, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- DEBARSY, Nicolas & DOSSOUGOIN, Cyrille & ERTUR, Cem & GNABO, Jean-Yves, 2016. "Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach," LIDAM Discussion Papers CORE 2016053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Nicolas Debarsy & Cyrille Dossougoin & Cem Ertur & Jean-Yves Gnabo, 2018. "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," LIDAM Reprints CORE 2937, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Debarsy, Nicolas & Dossougoin, Cyrille & Ertur, Cem & Gnabo, Jean-Yves, 2018. "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 21-45.
- Federico Belotti & Joanna Kopinska & Alessandro Palma & Andrea Piano Mortari, 2022.
"Health status and the Great Recession. Evidence from electronic health records,"
Health Economics, John Wiley & Sons, Ltd., vol. 31(8), pages 1770-1799, August.
- Federico Belotti & Joanna Kopinska & Alessandro Palma & Andrea Piano Mortari, 2018. "Health Status and the Great Recession. Evidence from Electronic Health Records," CEIS Research Paper 425, Tor Vergata University, CEIS, revised 16 Dec 2020.
- Conti, Antonio M., 2021. "Resurrecting the Phillips Curve in Low-Inflation Times," Economic Modelling, Elsevier, vol. 96(C), pages 172-195.
- Ioannou, Demosthenes & Pagliari, Maria Sole & Stracca, Livio, 2024. "The international impact of a fragile EMU," European Economic Review, Elsevier, vol. 161(C).
- Antonio M. Conti & Concetta Gigante, 2018. "Weakness in Italy�s core inflation and the Phillips curve: the role of labour and financial indicators," Questioni di Economia e Finanza (Occasional Papers) 466, Bank of Italy, Economic Research and International Relations Area.
- Benigno Pierpaolo & Canofari Paolo & Di Bartolomeo Giovanni & Messori Marcello, 2020.
"The ECB’s Asset Purchase Programme: Theory, effects, and risks,"
wp.comunite
00147, Department of Communication, University of Teramo.
- Pierpaolo Benigno & Paolo Canofari & Giovanni Di Bartolomeo & Marcello Messori, 2021. "The ECB's Asset Purchase Programme: Theory, effects, and risks," Working Papers in Public Economics 201, Department of Economics and Law, Sapienza University of Roma.
- Roberta Fiori & Claudia Pacella, 2019. "Should the CCYB be enhanced with a sectoral dimension? The case of Italy," Questioni di Economia e Finanza (Occasional Papers) 499, Bank of Italy, Economic Research and International Relations Area.
- Oussama Kchaou & Makram Bellalah & Sofiane Tahi, 2022. "Transmission of the Greek crisis on the sovereign debt markets in the euro area," Annals of Operations Research, Springer, vol. 313(2), pages 1117-1139, June.
- Neri, Stefano & Nobili, Andrea & Conti, Antonio M., 2017. "Low inflation and monetary policy in the euro area," Working Paper Series 2005, European Central Bank.
- Markus Eller & Thomas Reininger, 2016. "The influence of sovereign bond yields on bank lending rates: the pass-through in Europe," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 54-78.
- Pietrovito, Filomena & Pozzolo, Alberto Franco, 2023.
"Did small banks trade off lending with government bond purchases during the Sovereign debt crisis?,"
International Review of Economics & Finance, Elsevier, vol. 86(C), pages 666-683.
- Pietrovito, Filomena & Pozzolo, Alberto Franco, 2022. "Did small banks trade-off lending with government bond purchases during the Sovereign debt crisis?," Economics & Statistics Discussion Papers esdp22083, University of Molise, Department of Economics.
- Ioannou Demosthenes & Pagliari Maria Sole & Stracca Livio, 2020. "The international dimension of a fragile EMU," Working papers 795, Banque de France.
- Stefano Neri & Stefano Siviero, 2019. "The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks," Questioni di Economia e Finanza (Occasional Papers) 486, Bank of Italy, Economic Research and International Relations Area.
- Silvana Bartoletto & Bruno Chiarini & Elisabetta Marzano & Paolo Piselli, 2018. "Banking crises and business cycle: evidence for Italy(1861-2016)," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 11(1), pages 34-61, October.
- Badarau, Cristina & Huart, Florence & Sangaré, Ibrahima, 2021.
"Macroeconomic and policy implications of eurobonds,"
International Review of Law and Economics, Elsevier, vol. 65(C).
- Cristina Badarau & F. Huart & I. Sangaré, 2021. "Macroeconomic and policy implications of eurobonds," Post-Print hal-03407523, HAL.
- Olli Palm'en, 2020.
"Sovereign Default Risk and Credit Supply: Evidence from the Euro Area,"
Papers
2006.03592, arXiv.org.
- Palmén, Olli, 2020. "Sovereign default risk and credit supply: Evidence from the euro area," Journal of International Money and Finance, Elsevier, vol. 109(C).
- İsmail ÇEVİŞ & Reşat CEYLAN & Nihal YAYLA, 2018. "The Comparative Advantage of Contagion Channels of EU Debt Crisis to Turkish Economy," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(36).
- Silvana Bartoletto & Bruno Chiarini & Elisabetta Marzano & Paolo Piselli, 2018. "Banking Crises and Boom-Bust Dynamics: Evidence for Italy (1861-2016)," CESifo Working Paper Series 6972, CESifo.
- Nicolas Debarsy & Cyrille Dossougoin & Cem Ertur & Jean-Yves Gnabo, 2018.
"Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach,"
Post-Print
hal-01744629, HAL.
- Marcello Miccoli & Stefano Neri, 2015.
"Inflation surprises and inflation expectations in the euro area,"
Questioni di Economia e Finanza (Occasional Papers)
265, Bank of Italy, Economic Research and International Relations Area.
- Marcello Miccoli & Stefano Neri, 2019. "Inflation surprises and inflation expectations in the Euro area," Applied Economics, Taylor & Francis Journals, vol. 51(6), pages 651-662, February.
Cited by:
- Juan Angel Garcia & Sebastian Werner, 2018. "Inflation News and Euro Area Inflation Expectations," IMF Working Papers 2018/167, International Monetary Fund.
- Speck, Christian, 2016. "Inflation Anchoring in the Euro Area," VfS Annual Conference 2016 (Augsburg): Demographic Change 145697, Verein für Socialpolitik / German Economic Association.
- Francesco Corsello & Stefano Neri & Alex Tagliabracci, 2019.
"Anchored or de-anchored? That is the question,"
Questioni di Economia e Finanza (Occasional Papers)
516, Bank of Italy, Economic Research and International Relations Area.
- Corsello, Francesco & Neri, Stefano & Tagliabracci, Alex, 2021. "Anchored or de-anchored? That is the question," European Journal of Political Economy, Elsevier, vol. 69(C).
- Petr Polak & Filip Novotny, 2020. "Consumer and industrial prices in 2020 - the year of the coronavirus," Occasional Publications - Chapters in Edited Volumes, in: CNB Global Economic Outlook - December 2020, pages 12-18, Czech National Bank.
- Speck, Christian, 2017. "Inflation anchoring in the euro area," Working Paper Series 1998, European Central Bank.
- Dzmitry Kruk, 2016. "SVAR Approach for Extracting Inflation Expectations Given Severe Monetary Shocks: Evidence from Belarus," BEROC Working Paper Series 39, Belarusian Economic Research and Outreach Center (BEROC).
- Giuliana Passamani & Alessandro Sardone & Roberto Tamborini, 2020. "Phillips Curve and output expectations: New perspectives from the Euro Zone," DEM Working Papers 2020/6, Department of Economics and Management.
- Paweł Baranowski & Wirginia Doryń & Tomasz Łyziak & Ewa Stanisławska, 2020. "Words and deeds in managing expectations: empirical evidence on an inflation targeting economy," NBP Working Papers 326, Narodowy Bank Polski.
- Juan Angel García & Sebastian E. V. Werner, 2021. "Inflation News and Euro-Area Inflation Expectations," International Journal of Central Banking, International Journal of Central Banking, vol. 17(3), pages 1-60, September.
- Andrea Fracasso & Rocco Probo, 2016.
"When did inflation expectations in the euro area de-anchor?,"
DEM Working Papers
2016/05, Department of Economics and Management.
- Andrea Fracasso & Rocco Probo, 2017. "When did inflation expectations in the Euro area de-anchor?," Applied Economics Letters, Taylor & Francis Journals, vol. 24(20), pages 1481-1485, November.
- Filippo Natoli & Laura Sigalotti, 2017.
"An indicator of inflation expectations anchoring,"
Temi di discussione (Economic working papers)
1103, Bank of Italy, Economic Research and International Relations Area.
- Natoli, Filippo & Sigalotti, Laura, 2017. "A new indicator of inflation expectations anchoring," Working Paper Series 1996, European Central Bank.
- Ekananda, Mahjus, 2022. "Role of macroeconomic determinants on the natural resource commodity prices: Indonesia futures volatility," Resources Policy, Elsevier, vol. 78(C).
- Speck, Christian, 2016. "Inflation anchoring in the euro area," Discussion Papers 04/2016, Deutsche Bundesbank.
- Juan Carlos Berganza & Pedro del Río & Fructuoso Borrallo, 2016. "Determinants and implications of low global inflation rates," Occasional Papers 1608, Banco de España.
- Baranowski, Paweł & Doryń, Wirginia & Łyziak, Tomasz & Stanisławska, Ewa, 2021. "Words and deeds in managing expectations: Empirical evidence from an inflation targeting economy," Economic Modelling, Elsevier, vol. 95(C), pages 49-67.
- Geiger, Martin & Gründler, Daniel & Scharler, Johann, 2023. "Monetary policy shocks and consumer expectations in the euro area," Journal of International Economics, Elsevier, vol. 140(C).
- James Yetman, 2020. "The pass-through from short-horizon to long-horizon inflation expectations," BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation dynamics in Asia and the Pacific, volume 111, pages 55-66, Bank for International Settlements.
- Buono, Ines & Formai, Sara, 2018. "New evidence on the evolution of the anchoring of inflation expectations," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 39-54.
- Stefano Neri & Stefano Siviero, 2019. "The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks," Questioni di Economia e Finanza (Occasional Papers) 486, Bank of Italy, Economic Research and International Relations Area.
- Mazumder, Sandeep, 2018. "Inflation in Europe after the Great Recession," Economic Modelling, Elsevier, vol. 71(C), pages 202-213.
- Locarno, Alberto & Delle Monache, Davide & Busetti, Fabio & Gerali, Andrea, 2017. "Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity," Working Paper Series 1994, European Central Bank.
- B. De Backer & A. Stevens & J. Wauters & H. Zimmer, 2023. "Inflation expectations and monetary policy," Economic Review, National Bank of Belgium, pages 1-38, October.
- James Yetman, 2020. "Pass-through from short-horizon to long-horizon inflation expectations, and the anchoring of inflation expectations," BIS Working Papers 895, Bank for International Settlements.
- Giuliana Passamani & Alessandro Sardone & Roberto Tamborini, 2022. "Inflation puzzles, the Phillips Curve and output expectations: new perspectives from the Euro Zone," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(1), pages 123-153, February.
- Stefano Neri & Guido Bulligan & Sara Cecchetti & Francesco Corsello & Andrea Papetti & Marianna Riggi & Concetta Rondinelli & Alex Tagliabracci, 2022. "On the anchoring of inflation expectations in the euro area," Questioni di Economia e Finanza (Occasional Papers) 712, Bank of Italy, Economic Research and International Relations Area.
- Gobbi, Lucio & Mazzocchi, Ronny & Tamborini, Roberto, 2019.
"Monetary policy, de-anchoring of inflation expectations, and the “new normal”,"
Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
- Lucio Gobbi & Ronny Mazzocchi & Roberto Tamborini, 2018. "Monetary policy, de-anchoring of inflation expectations, and the 'new normal'," DEM Working Papers 2018/04, Department of Economics and Management.
- Stefano Neri & Alessandro Notarpietro, 2014.
"Inflation, debt and the zero lower bound,"
Questioni di Economia e Finanza (Occasional Papers)
242, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Michal Brzoza-Brzezina, 2016.
"Why may large economies suffer more at the zero lower bound?,"
KAE Working Papers
2016-012, Warsaw School of Economics, Collegium of Economic Analysis.
- Michał Brzoza-Brzezina, 2016. "Why may large economies suffer more at the zero lower bound?," NBP Working Papers 230, Narodowy Bank Polski.
- Szafranek, Karol, 2017.
"Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy,"
Economic Modelling, Elsevier, vol. 63(C), pages 334-348.
- Karol Szafranek, 2016. "Linking excessive disinflation and output movements in an emerging, small open economy A hybrid New Keynesian Phillips Curve perspective," NBP Working Papers 239, Narodowy Bank Polski.
- Michal Brzoza-Brzezina & Marcin Kolasa & Mateusz Szetela, 2016.
"Is Poland at risk of the zero lower bound?,"
KAE Working Papers
2016-013, Warsaw School of Economics, Collegium of Economic Analysis.
- Michal Brzoza-Brzezina & Marcin Kolasa & Mateusz Szetela, 2016. "Is Poland at risk of the zero lower bound?," Bank i Kredyt, Narodowy Bank Polski, vol. 47(3), pages 195-226.
- Fang Yao & Margarita Rubio, 2017.
"Macroprudential policies in a low interest-rate environment,"
Reserve Bank of New Zealand Discussion Paper Series
DP2017/04, Reserve Bank of New Zealand.
- Margarita Rubio & Fang Yao, 2020. "Macroprudential Policies in a Low Interest Rate Environment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(6), pages 1565-1591, September.
- Juan Carlos Berganza & Pedro del Río & Fructuoso Borrallo, 2016. "Determinants and implications of low global inflation rates," Occasional Papers 1608, Banco de España.
- Stefano Neri & Alessandro Notarpietro, 2015. "The macroeconomic effects of low and falling inflation at the zero lower bound," Temi di discussione (Economic working papers) 1040, Bank of Italy, Economic Research and International Relations Area.
- Marco Casiraghi & Giuseppe Ferrero, 2015. "Is deflation good or bad? Just mind the inflation gap," Questioni di Economia e Finanza (Occasional Papers) 268, Bank of Italy, Economic Research and International Relations Area.
- Roberta Cardani & Alessia Paccagnini & Stelios D. Bekiros, 2017. "The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations," Working Papers 201701, School of Economics, University College Dublin.
- Lorenzo Burlon & Andrea Gerali & Alessandro Notarpietro & Massimiliano Pisani, 2015. "Inflation, financial conditions and non-standard monetary policy in a monetary union. A model-based evaluation," Temi di discussione (Economic working papers) 1015, Bank of Italy, Economic Research and International Relations Area.
- Michal Brzoza-Brzezina, 2016.
"Why may large economies suffer more at the zero lower bound?,"
KAE Working Papers
2016-012, Warsaw School of Economics, Collegium of Economic Analysis.
- Stefano Neri, 2013.
"The impact of the sovereign debt crisis on bank lending rates in the euro area,"
Questioni di Economia e Finanza (Occasional Papers)
170, Bank of Italy, Economic Research and International Relations Area.
- Stefano Neri, 2014. "The Impact of the Sovereign Debt Crisis on Bank Lending Rates in the Euro Area," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 5-6, September.
Cited by:
- Koop, Gary & Korobilis, Dimitris, 2016.
"Model uncertainty in Panel Vector Autoregressive models,"
European Economic Review, Elsevier, vol. 81(C), pages 115-131.
- Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper 58131, University Library of Munich, Germany.
- Gary Koop & Dimitris Korobilis, 2015. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 15-35, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 1408, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," SIRE Discussion Papers 2014-011, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 2014_10, Business School - Economics, University of Glasgow.
- Gary Koop & Dimitris Korobilis, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 39_14, Rimini Centre for Economic Analysis.
- Dorothea Schäfer & Andreas Stephan & Khanh Trung Hoang, 2017.
"The Cost Channel Effect of Monetary Transmission: How Effective Is the ECB’s Low Interest Rate Policy for Increasing Inflation?,"
Discussion Papers of DIW Berlin
1654, DIW Berlin, German Institute for Economic Research.
- Schäfer, Dorothea & Stephan, Andreas & Trung Hoang, Khanh, 2017. "The Cost Channel Effect of Monetary Transmission: How Effective is the ECB's Low Interest Rate Policy for Increasing Inflation?," Ratio Working Papers 287, The Ratio Institute.
- Alessio Ciarlone & Andrea Colabella, 2016.
"Spillovers of the ECB's non-standard monetary policy into CESEE economies,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 34(81), pages 175-190, November.
- Alessio Ciarlone & Andrea Colabella, 2016. "Spillovers of the ECB's non-standard monetary policy into CESEE economies," Questioni di Economia e Finanza (Occasional Papers) 351, Bank of Italy, Economic Research and International Relations Area.
- Alessio Ciarlone & Andrea Colabella, 2016. "Spillovers of the ECB's non-standard monetary policy into CESEE economies," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 34(81), pages 175-190, December.
- Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2014.
"The interest rate pass-through in the Euro area during the global financial crisis,"
Journal of Banking & Finance, Elsevier, vol. 48(C), pages 104-119.
- Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2012. "The Interest Rate Pass-Through in the Euro Area During the Global Financial Crisis," CESifo Working Paper Series 3964, CESifo.
- Wollmershäuser, Timo & Hristov, Nikolay & Hülsewig, Oliver, 2013. "The Interest Rate Pass-Through in the Euro Area During the Global Financial Crisis," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79976, Verein für Socialpolitik / German Economic Association.
- Ugo Albertazzi & Tiziano Ropele & Gabriele Sene & Federico M. Signoretti, 2012.
"The impact of the sovereign debt crisis on the activity of Italian banks,"
Questioni di Economia e Finanza (Occasional Papers)
133, Bank of Italy, Economic Research and International Relations Area.
- Albertazzi, Ugo & Ropele, Tiziano & Sene, Gabriele & Signoretti, Federico Maria, 2014. "The impact of the sovereign debt crisis on the activity of Italian banks," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 387-402.
- Stefano Neri & Tiziano Ropele, 2015. "The macroeconomic effects of the sovereign debt crisis in the euro area," Temi di discussione (Economic working papers) 1007, Bank of Italy, Economic Research and International Relations Area.
- Ugo Albertazzi & Andrea Nobili & Federico M. Signoretti, 2021.
"The Bank Lending Channel of Conventional and Unconventional Monetary Policy,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 261-299, March.
- Ugo Albertazzi & Andrea Nobili & Federico M. Signoretti, 2016. "The bank lending channel of conventional and unconventional monetary policy," Temi di discussione (Economic working papers) 1094, Bank of Italy, Economic Research and International Relations Area.
- Dumitriu, Ramona & Stefanescu, Razvan, 2014. "Perspective ale ţintirii inflaţiei [Perspectives of the Inflation Targeting]," MPRA Paper 52943, University Library of Munich, Germany, revised 14 Jan 2014.
- Corsetti, Giancarlo & Kuester, Keith & Meier, André & Müller, Gernot J., 2014.
"Sovereign risk and belief-driven fluctuations in the euro area,"
Journal of Monetary Economics, Elsevier, vol. 61(C), pages 53-73.
- Corsetti, Giancarlo & Müller, Gernot & Kuester, Keith & Meier, André, 2013. "Sovereign risk and belief-driven fluctuations in the euro area," CEPR Discussion Papers 9723, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Mr. Keith Kuester & Mr. Andre Meier & Mr. Gernot J. Mueller, 2013. "Sovereign Risk and Belief-Driven Fluctuations in the Euro Area," IMF Working Papers 2013/227, International Monetary Fund.
- Thomas Brand & Fabien Tripier, 2021.
"Risk Shocks and Divergence between the Euro Area and the US in the Aftermath of the Great Recession,"
Annals of Economics and Statistics, GENES, issue 143, pages 137-163.
- Thomas Brand & Fabien Tripier, 2021. "Risk Shocks and Divergence between the Euro Area and the US in the aftermath of the Great Recession," Working Papers 2021-04, CEPII research center.
- Brand, Thomas & Tripier, Fabien, 2021. "Risk shocks and divergence between the Euro area and the US in the aftermath of the Great Recession," CEPREMAP Working Papers (Docweb) 2101, CEPREMAP.
- George Michalopoulos & Konstantinos Tsermenidis, 2018. "Country Risk on the Bank Borrowing Cost Dispersion Within the Euro Area during the Financial and Debt Crises," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 76-92.
- Pierluigi Balduzzi & Emanuele Brancati & Fabio Schiantarelli, 2014.
"Financial Markets, BanksÕ Cost of Funding, and FirmsÕ Decisions: Lessons from Two Crises,"
Working Papers CASMEF
1404, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Balduzzi, Pierluigi & Brancati, Emanuele & Schiantarelli, Fabio, 2013. "Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises," IZA Discussion Papers 7872, Institute of Labor Economics (IZA).
- Pierluigi Balduzzi & Emanuele Brancati & Fabio Schiantarelli, 2015. "Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises," CESifo Working Paper Series 5669, CESifo.
- Pierluigi Balduzzi & Emanuele Brancati & Fabio Schiantarelli, 2013. "Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises," Boston College Working Papers in Economics 824, Boston College Department of Economics, revised 12 Aug 2016.
- Balduzzi, Pierluigi & Brancati, Emanuele & Schiantarelli, Fabio, 2018. "Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises," Journal of Financial Intermediation, Elsevier, vol. 36(C), pages 1-15.
- Selcuk Gul, 2024. "Sovereign Risk and Local Currency Lending Rates: Evidence from Five OECD Countries," CBT Research Notes in Economics 2403, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Ters, Kristyna & Urban, Jörg, 2018. "Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe," International Review of Economics & Finance, Elsevier, vol. 54(C), pages 123-142.
- Luigi Bocola, 2014.
"The Pass-Through of Sovereign Risk,"
2014 Meeting Papers
1286, Society for Economic Dynamics.
- Luigi Bocola, 2015. "The Pass-Through of Sovereign Risk," Working Papers 722, Federal Reserve Bank of Minneapolis.
- Luigi Bocola, 2016. "The Pass-Through of Sovereign Risk," Journal of Political Economy, University of Chicago Press, vol. 124(4), pages 879-926.
- Lubos Komarek & Kristyna Ters, 2016.
"Intraday dynamics of euro area sovereign credit risk contagion,"
BIS Working Papers
573, Bank for International Settlements.
- Lubos Komarek & Kristyna Ters & Jorg Urban, 2016. "Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion," Working Papers 2016/04, Czech National Bank.
- Nikolay Hristov & Oliver Hülsewig & Thomas Siemsen & Timo Wollmershäuser, 2014.
"Smells Like Fiscal Policy? Assessing the Potential Effectiveness of the ECB's OMT Program,"
CESifo Working Paper Series
4628, CESifo.
- Wollmershäuser, Timo & Hristov, Nikolay & Hülsewig, Oliver & Siemsen, Thomas, 2014. "Smells Like Fiscal Policy? Assessing the Potential Effectiveness of the ECB s OMT Program," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100280, Verein für Socialpolitik / German Economic Association.
- Lakdawala, Aeimit & Minetti, Raoul & Olivero, María Pía, 2017. "Interbank Markets and Credit Policies amid a Sovereign Debt Crisis," School of Economics Working Paper Series 2017-1, LeBow College of Business, Drexel University.
- B. De Backer, 2015. "Decomposition of the dynamics of sovereign yield spreads in the euro area," Economic Review, National Bank of Belgium, issue i, pages 54-75, June.
- Barbieri Hermitte, Riccardo & Cagnazzo, Alberto & Favero, Carlo A. & Felici, Francesco & Macauda, Valeria & Nucci, Francesco & Tegami, Cristian, 2023. "ITFIN: A stock-flow consistent model for the Italian economy," Economic Modelling, Elsevier, vol. 119(C).
- Kriwoluzky, Alexander & Müller, Gernot J. & Wolf, Martin, 2019.
"Exit expectations and debt crises in currency unions,"
Journal of International Economics, Elsevier, vol. 121(C).
- Müller, Gernot & Kriwoluzky, Alexander & Wolf, Martin, 2015. "Exit expectations and debt crises in currency unions," CEPR Discussion Papers 10817, C.E.P.R. Discussion Papers.
- Kriwoluzky, Alexander & Müller, Gernot J. & Wolf, Martin, 2015. "Exit Expectations and Debt Crises in Currency Unions," IWH Discussion Papers 18/2015, Halle Institute for Economic Research (IWH).
- Li, Delong & Magud, Nicolas E. & Werner, Alejandro, 2023.
"The long-run impact of sovereign yields on corporate yields in emerging markets,"
Journal of International Money and Finance, Elsevier, vol. 130(C).
- Delong Li & Mr. Nicolas E Magud & Alejandro M. Werner & Samantha Witte, 2021. "The Long-Run Impact of Sovereign Yields on Corporate Yields in Emerging Markets," IMF Working Papers 2021/155, International Monetary Fund.
- Markus Eller & Thomas Reininger, 2016. "The influence of sovereign bond yields on bank lending rates: the pass-through in Europe," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 54-78.
- Thomas Brand & Fabien Tripier, 2014. "Risk shocks and divergence between the Euro area and the US," Working Papers 2014-11, CEPII research center.
- Alberto Locarno & Alessandro Notarpietro & Massimiliano Pisani, 2013. "Sovereign risk, monetary policy and fiscal multipliers: a structural model-based assessment," Temi di discussione (Economic working papers) 943, Bank of Italy, Economic Research and International Relations Area.
- Avignone, Giuseppe & Altunbas, Yener & Polizzi, Salvatore & Reghezza, Alessio, 2021. "Centralised or decentralised banking supervision? Evidence from European banks," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Paolo Del Giovane & Andrea Nobili & Federico Maria Signoretti, 2013.
"Supply tightening or lack of demand? An analysis of credit developments during the Lehman Brothers and the sovereign debt crises,"
Temi di discussione (Economic working papers)
942, Bank of Italy, Economic Research and International Relations Area.
- Paolo Del Giovane & Andrea Nobili & Federico M. Signoretti, 2017. "Assessing the Sources of Credit Supply Tightening: Was the Sovereign Debt Crisis Different from Lehman?," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 197-234, June.
- Stefano Neri & Stefano Siviero, 2019. "The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks," Questioni di Economia e Finanza (Occasional Papers) 486, Bank of Italy, Economic Research and International Relations Area.
- Nikolay Hristov & Oliver Hülsewig & Thomas Siemsen & Timo Wollmershäuser, 2019.
"Restoring euro area monetary transmission: Which role for government bond rates?,"
Empirical Economics, Springer, vol. 57(3), pages 991-1021, September.
- Hristov, Nikolay & Huelsewig, Oliver & Siemsen, Thomas & Wollmershaeuser, Timo, 2019. "Restoring euro area monetary transmission: Which role for government bond rates?," Munich Reprints in Economics 78269, University of Munich, Department of Economics.
- Paolo Giudici & Laura Parisi, 2015. "Dynamic hierarchical models for monetary transmission," DEM Working Papers Series 112, University of Pavia, Department of Economics and Management.
- Paolo Angelini & Giuseppe Grande & Fabio Panetta, 2014. "The negative feedback loop between banks and sovereigns," Questioni di Economia e Finanza (Occasional Papers) 213, Bank of Italy, Economic Research and International Relations Area.
- Olli Palm'en, 2020.
"Sovereign Default Risk and Credit Supply: Evidence from the Euro Area,"
Papers
2006.03592, arXiv.org.
- Palmén, Olli, 2020. "Sovereign default risk and credit supply: Evidence from the euro area," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Marco Casiraghi & Eugenio Gaiotti & Lisa Rodano & Alessandro Secchi, 2016. "ECB Unconventional Monetary Policy and the Italian Economy during the Sovereign Debt Crisis," International Journal of Central Banking, International Journal of Central Banking, vol. 12(2), pages 269-315, June.
- Paolo Giudici & Laura Parisi, 2015. "Dynamic models for monetary transmission," DEM Working Papers Series 106, University of Pavia, Department of Economics and Management.
- Giuseppe Grande & Stefano Neri & Stefan Siviero, 2013.
"The sovereign debt crisis and the euro area,"
Workshop and Conferences
14, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Koop, Gary & Korobilis, Dimitris, 2016.
"Model uncertainty in Panel Vector Autoregressive models,"
European Economic Review, Elsevier, vol. 81(C), pages 115-131.
- Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper 58131, University Library of Munich, Germany.
- Gary Koop & Dimitris Korobilis, 2015. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 15-35, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 1408, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," SIRE Discussion Papers 2014-011, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 2014_10, Business School - Economics, University of Glasgow.
- Gary Koop & Dimitris Korobilis, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 39_14, Rimini Centre for Economic Analysis.
- Dorothea Schäfer & Andreas Stephan & Khanh Trung Hoang, 2017.
"The Cost Channel Effect of Monetary Transmission: How Effective Is the ECB’s Low Interest Rate Policy for Increasing Inflation?,"
Discussion Papers of DIW Berlin
1654, DIW Berlin, German Institute for Economic Research.
- Schäfer, Dorothea & Stephan, Andreas & Trung Hoang, Khanh, 2017. "The Cost Channel Effect of Monetary Transmission: How Effective is the ECB's Low Interest Rate Policy for Increasing Inflation?," Ratio Working Papers 287, The Ratio Institute.
- Erica Perego, 2018.
"Sovereign Risk and Asset Market Dynamics in the Euro Area,"
Working Papers
2018-18, CEPII research center.
- Perego, Erica, 2020. "Sovereign risk and asset market dynamics in the euro area," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Erica Perego, 2018. "Sovereign risk and asset market dynamics in the euro area," Documents de recherche 18-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Matteo Foglia & Eliana Angelini, 2019. "An explorative analysis of Italy banking financial stability," Economics Bulletin, AccessEcon, vol. 39(2), pages 1294-1308.
- Alessio Ciarlone & Andrea Colabella, 2016.
"Spillovers of the ECB's non-standard monetary policy into CESEE economies,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 34(81), pages 175-190, November.
- Alessio Ciarlone & Andrea Colabella, 2016. "Spillovers of the ECB's non-standard monetary policy into CESEE economies," Questioni di Economia e Finanza (Occasional Papers) 351, Bank of Italy, Economic Research and International Relations Area.
- Alessio Ciarlone & Andrea Colabella, 2016. "Spillovers of the ECB's non-standard monetary policy into CESEE economies," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 34(81), pages 175-190, December.
- Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2014.
"The interest rate pass-through in the Euro area during the global financial crisis,"
Journal of Banking & Finance, Elsevier, vol. 48(C), pages 104-119.
- Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2012. "The Interest Rate Pass-Through in the Euro Area During the Global Financial Crisis," CESifo Working Paper Series 3964, CESifo.
- Wollmershäuser, Timo & Hristov, Nikolay & Hülsewig, Oliver, 2013. "The Interest Rate Pass-Through in the Euro Area During the Global Financial Crisis," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79976, Verein für Socialpolitik / German Economic Association.
- Ugo Albertazzi & Tiziano Ropele & Gabriele Sene & Federico M. Signoretti, 2012.
"The impact of the sovereign debt crisis on the activity of Italian banks,"
Questioni di Economia e Finanza (Occasional Papers)
133, Bank of Italy, Economic Research and International Relations Area.
- Albertazzi, Ugo & Ropele, Tiziano & Sene, Gabriele & Signoretti, Federico Maria, 2014. "The impact of the sovereign debt crisis on the activity of Italian banks," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 387-402.
- Dumitriu, Ramona & Stefanescu, Razvan, 2014. "Perspective ale ţintirii inflaţiei [Perspectives of the Inflation Targeting]," MPRA Paper 52943, University Library of Munich, Germany, revised 14 Jan 2014.
- Corsetti, Giancarlo & Kuester, Keith & Meier, André & Müller, Gernot J., 2014.
"Sovereign risk and belief-driven fluctuations in the euro area,"
Journal of Monetary Economics, Elsevier, vol. 61(C), pages 53-73.
- Corsetti, Giancarlo & Müller, Gernot & Kuester, Keith & Meier, André, 2013. "Sovereign risk and belief-driven fluctuations in the euro area," CEPR Discussion Papers 9723, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Mr. Keith Kuester & Mr. Andre Meier & Mr. Gernot J. Mueller, 2013. "Sovereign Risk and Belief-Driven Fluctuations in the Euro Area," IMF Working Papers 2013/227, International Monetary Fund.
- Thomas Brand & Fabien Tripier, 2021.
"Risk Shocks and Divergence between the Euro Area and the US in the Aftermath of the Great Recession,"
Annals of Economics and Statistics, GENES, issue 143, pages 137-163.
- Thomas Brand & Fabien Tripier, 2021. "Risk Shocks and Divergence between the Euro Area and the US in the aftermath of the Great Recession," Working Papers 2021-04, CEPII research center.
- Brand, Thomas & Tripier, Fabien, 2021. "Risk shocks and divergence between the Euro area and the US in the aftermath of the Great Recession," CEPREMAP Working Papers (Docweb) 2101, CEPREMAP.
- George Michalopoulos & Konstantinos Tsermenidis, 2018. "Country Risk on the Bank Borrowing Cost Dispersion Within the Euro Area during the Financial and Debt Crises," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 76-92.
- Pierluigi Balduzzi & Emanuele Brancati & Fabio Schiantarelli, 2014.
"Financial Markets, BanksÕ Cost of Funding, and FirmsÕ Decisions: Lessons from Two Crises,"
Working Papers CASMEF
1404, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Balduzzi, Pierluigi & Brancati, Emanuele & Schiantarelli, Fabio, 2013. "Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises," IZA Discussion Papers 7872, Institute of Labor Economics (IZA).
- Pierluigi Balduzzi & Emanuele Brancati & Fabio Schiantarelli, 2015. "Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises," CESifo Working Paper Series 5669, CESifo.
- Pierluigi Balduzzi & Emanuele Brancati & Fabio Schiantarelli, 2013. "Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises," Boston College Working Papers in Economics 824, Boston College Department of Economics, revised 12 Aug 2016.
- Balduzzi, Pierluigi & Brancati, Emanuele & Schiantarelli, Fabio, 2018. "Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises," Journal of Financial Intermediation, Elsevier, vol. 36(C), pages 1-15.
- Ters, Kristyna & Urban, Jörg, 2018. "Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe," International Review of Economics & Finance, Elsevier, vol. 54(C), pages 123-142.
- Lubos Komarek & Kristyna Ters, 2016.
"Intraday dynamics of euro area sovereign credit risk contagion,"
BIS Working Papers
573, Bank for International Settlements.
- Lubos Komarek & Kristyna Ters & Jorg Urban, 2016. "Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion," Working Papers 2016/04, Czech National Bank.
- Nikolay Hristov & Oliver Hülsewig & Thomas Siemsen & Timo Wollmershäuser, 2014.
"Smells Like Fiscal Policy? Assessing the Potential Effectiveness of the ECB's OMT Program,"
CESifo Working Paper Series
4628, CESifo.
- Wollmershäuser, Timo & Hristov, Nikolay & Hülsewig, Oliver & Siemsen, Thomas, 2014. "Smells Like Fiscal Policy? Assessing the Potential Effectiveness of the ECB s OMT Program," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100280, Verein für Socialpolitik / German Economic Association.
- Lakdawala, Aeimit & Minetti, Raoul & Olivero, María Pía, 2017. "Interbank Markets and Credit Policies amid a Sovereign Debt Crisis," School of Economics Working Paper Series 2017-1, LeBow College of Business, Drexel University.
- B. De Backer, 2015. "Decomposition of the dynamics of sovereign yield spreads in the euro area," Economic Review, National Bank of Belgium, issue i, pages 54-75, June.
- Saleem Bahaj, 2014.
"Systemic Sovereign Risk: Macroeconomic Implications in the Euro Area,"
Discussion Papers
1406, Centre for Macroeconomics (CFM).
- Saleem A. Bahaj, 2014. "Systemic Sovereign Risk: Macroeconomic Implications in the Euro Area," Working Papers 191, Oesterreichische Nationalbank (Austrian Central Bank).
- Bahaj, Saleem A., 2014. "Systemic sovereign risk: macroeconomic implications in the euro area," LSE Research Online Documents on Economics 58110, London School of Economics and Political Science, LSE Library.
- Bottero, Margherita & Lenzu, Simone & Mezzanotti, Filippo, 2020.
"Sovereign debt exposure and the bank lending channel: Impact on credit supply and the real economy,"
Journal of International Economics, Elsevier, vol. 126(C).
- Margherita Bottero & Simone Lenzu & Filippo Mezzanotti, 2015. "Sovereign debt exposure and the bank lending channel: impact on credit supply and the real economy," Temi di discussione (Economic working papers) 1032, Bank of Italy, Economic Research and International Relations Area.
- Margherita Bottero & Simone Lenzu & Filippo Mezzanotti, 2014. "Sovereign Debt Exposure and the Bank Lending Channel: Impact on Credit Supply and the Real Economy," Working Paper 220976, Harvard University OpenScholar.
- Kriwoluzky, Alexander & Müller, Gernot J. & Wolf, Martin, 2019.
"Exit expectations and debt crises in currency unions,"
Journal of International Economics, Elsevier, vol. 121(C).
- Müller, Gernot & Kriwoluzky, Alexander & Wolf, Martin, 2015. "Exit expectations and debt crises in currency unions," CEPR Discussion Papers 10817, C.E.P.R. Discussion Papers.
- Kriwoluzky, Alexander & Müller, Gernot J. & Wolf, Martin, 2015. "Exit Expectations and Debt Crises in Currency Unions," IWH Discussion Papers 18/2015, Halle Institute for Economic Research (IWH).
- Markus Eller & Thomas Reininger, 2016. "The influence of sovereign bond yields on bank lending rates: the pass-through in Europe," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 54-78.
- Thomas Brand & Fabien Tripier, 2014. "Risk shocks and divergence between the Euro area and the US," Working Papers 2014-11, CEPII research center.
- Avignone, Giuseppe & Altunbas, Yener & Polizzi, Salvatore & Reghezza, Alessio, 2021. "Centralised or decentralised banking supervision? Evidence from European banks," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Paolo Del Giovane & Andrea Nobili & Federico Maria Signoretti, 2013.
"Supply tightening or lack of demand? An analysis of credit developments during the Lehman Brothers and the sovereign debt crises,"
Temi di discussione (Economic working papers)
942, Bank of Italy, Economic Research and International Relations Area.
- Paolo Del Giovane & Andrea Nobili & Federico M. Signoretti, 2017. "Assessing the Sources of Credit Supply Tightening: Was the Sovereign Debt Crisis Different from Lehman?," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 197-234, June.
- Fernández-Rodríguez, Fernando & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 126-145.
- Nikolay Hristov & Oliver Hülsewig & Thomas Siemsen & Timo Wollmershäuser, 2019.
"Restoring euro area monetary transmission: Which role for government bond rates?,"
Empirical Economics, Springer, vol. 57(3), pages 991-1021, September.
- Hristov, Nikolay & Huelsewig, Oliver & Siemsen, Thomas & Wollmershaeuser, Timo, 2019. "Restoring euro area monetary transmission: Which role for government bond rates?," Munich Reprints in Economics 78269, University of Munich, Department of Economics.
- Olli Palm'en, 2020.
"Sovereign Default Risk and Credit Supply: Evidence from the Euro Area,"
Papers
2006.03592, arXiv.org.
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Empirical Economics, Springer, vol. 47(3), pages 781-823, November.
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801, Bank of Italy, Economic Research and International Relations Area.
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"Fostering green investments and tackling climate-related financial risks: Which role for macroprudential policies?,"
Ecological Economics, Elsevier, vol. 160(C), pages 25-37.
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LSE Research Online Documents on Economics
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Cited by:
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FinMaP-Working Papers
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Empirical Economics, Springer, vol. 56(6), pages 1939-1966, June.
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Working Papers
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- Mustafa Ozan Yıldırım & Özge Filiz Yağcıbaşı, 2019. "The Dynamics Of House Prices And Fiscal Policy Shocks In Turkey," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 64(220), pages 39-60, January –.
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"The Effects of Conventional and Unconventional Monetary Policy on House Prices in the Scandinavian Countries,"
TUT Economic Research Series
44, Department of Finance and Economics, Tallinn University of Technology.
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"The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs,"
Housing Studies, Taylor & Francis Journals, vol. 28(8), pages 1133-1154, November.
- Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt, 2012. "THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs," Working Papers 201211, University of Pretoria, Department of Economics.
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"Macro-financial linkages: The role of the institutional framework,"
Journal of International Money and Finance, Elsevier, vol. 92(C), pages 75-97.
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Empirical Economics, Springer, vol. 58(5), pages 2249-2285, May.
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"Household debt in OECD countries: Stylised facts and policy issues,"
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Crawford School Research Papers
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- Benedetto Manganelli & Francesco Tajani, 2015. "Macroeconomic Variables and Real Estate in Italy and in the usa," SCIENZE REGIONALI, FrancoAngeli Editore, vol. 2015(3), pages 31-48.
- Bian, Timothy Yang & Gete, Pedro, 2015.
"What drives housing dynamics in China? A sign restrictions VAR approach,"
Journal of Macroeconomics, Elsevier, vol. 46(C), pages 96-112.
- Timothy Yang Bian & Pedro Gete, 2014. "What drives housing dynamics in China? a sign restrictions VAR approach," Globalization Institute Working Papers 193, Federal Reserve Bank of Dallas.
- Hanck, Christoph & Prüser, Jan, 2016. "House prices and interest rates: Bayesian evidence from Germany," Ruhr Economic Papers 620, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Insoo Baek & Sanghyo Lee & Joosung Lee & Jaejun Kim, 2021. "Analysis of Housing Market Dynamics Considering the Structural Characteristics of Mortgage Interest," Sustainability, MDPI, vol. 13(19), pages 1-15, September.
- Kajuth, Florian, 2021. "Land leverage and the housing market: Evidence from Germany1," Journal of Housing Economics, Elsevier, vol. 51(C).
- Yunus, Nafeesa, 2023. "Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies," The Quarterly Review of Economics and Finance, Elsevier, vol. 90(C), pages 211-232.
- Ørjan Robstad, 2014. "House prices, credit and the effect of monetary policy in Norway: Evidence from Structural VAR Models," Working Paper 2014/05, Norges Bank.
- Musa BAYIR, 2020. "The Role of House Prices in the Monetary Transmission MechanismAbstract: Housing markets have an essential role in the process leading up to the 2008 financial crisis. The problems in the housing mark," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(45).
- Isabel Ruiz & Carlos Vargas-Silva, 2016. "The impacts of fiscal policy shocks on the US housing market," Empirical Economics, Springer, vol. 50(3), pages 777-800, May.
- Christophe André & Nikolaos Antonakakis & Rangan Gupta & Mulatu F. Zerihun, 2017. "Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies," Working Papers 201711, University of Pretoria, Department of Economics.
- Punzi, Maria Teresa & Chantapacdepong, Pornpinun, 2017. "Spillover Effects of Unconventional Monetary Policy in Asia and the Pacific," ADBI Working Papers 630, Asian Development Bank Institute.
- Falter, Alexander, 2019. "Macro to the rescue? An analysis of macroprudential instruments to regulate housing credit," Discussion Papers 25/2019, Deutsche Bundesbank.
- Hanisch, Max, 2019. "US monetary policy and the euro area," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 77-96.
- Miles, William & Zhu, Xiaoyang, 2023. "Housing and the changing impact of monetary policy," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 587-603.
- Barbieri Góes, Maria Cristina & Deleidi, Matteo, 2022. "Output determination and autonomous demand multipliers: An empirical investigation for the US economy," Economic Modelling, Elsevier, vol. 116(C).
- Franz, Thorsten, 2019. "Monetary policy, housing, and collateral constraints," Discussion Papers 02/2019, Deutsche Bundesbank.
- Joshua Aizenman & Yothin Jinjarak & Huanhuan Zheng, 2016. "House Valuations and Economic Growth: Some International Evidence," NBER Working Papers 22699, National Bureau of Economic Research, Inc.
- Goodness C. Aye & Rangan Gupta & Alain Kaninda & Wendy Nyakabawo & Aarifah Razak, 2013. "House Price, Stock Price and Consumption in South Africa: A Structural VAR Approach," Working Papers 201309, University of Pretoria, Department of Economics.
- Milcheva, Stanimira, 2013. "A bank lending channel or a credit supply shock?," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 314-332.
- Dominika Ehrenbergerova & Josef Bajzik, 2020. "The Effect of Monetary Policy on House Prices - How Strong is the Transmission?," Working Papers 2020/14, Czech National Bank.
- Paolo Angelini & Andrea Enria & Stefano Neri & Fabio Panetta & Mario Quagliariello, 2010.
"Pro-cyclicality of capital regulation: is it a problem? How to fix it?,"
Questioni di Economia e Finanza (Occasional Papers)
74, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Angelini, P. & Clerc, L. & C rdia, V. & Gambacorta, L. & Gerali, A. & Locarno, A. & Motto, R. & Roeger, W. & Van den Heuvel, S. & Vlcek, J., 2011.
"BASEL III: Long-term impact on economic performance and fluctuations,"
Working papers
323, Banque de France.
- Paolo Angelini & Laurent Clerc & Vasco Cúrdia & Leonardo Gambacorta & Andrea Gerali & Alberto Locarno & Roberto Motto & Werner Roeger & Skander Van den Heuvel & Jan Vlček, 2015. "Basel III: Long-term Impact on Economic Performance and Fluctuations," Manchester School, University of Manchester, vol. 83(2), pages 217-251, March.
- Paolo Angelini & Laurent Clerc & Vasco Cúrdia & Leonardo Gambacorta & Andrea Gerali & Alberto Locarno & Roberto Motto & Werner Roeger & Skander Van den Heuvel & Jan Vlcek, 2011. "BASEL III: Long-term impact on economic performance and fluctuations," BIS Working Papers 338, Bank for International Settlements.
- Paolo Angelini & Laurent Clerc & Vasco Curdia & Leonardo Gambacorta & Andrea Gerali & Skander J. van den Heuvel & Alberto Locarno & Roberto Motto & Werner Roeger & Jan Vlček, 2011. "BASEL III: long-term impact on economic performance and fluctuations," Staff Reports 485, Federal Reserve Bank of New York.
- Paolo Angelini & Laurent Clerc & Vasco C�rdia & Leonardo Gambacorta & Andrea Gerali & Alberto Locarno & Roberto Motto & Werner Roeger & Skander Van den Heuvel & Jan Vlcek, 2011. "Basel III: Long-term impact on economic performance and fluctuations," Questioni di Economia e Finanza (Occasional Papers) 87, Bank of Italy, Economic Research and International Relations Area.
- Fajar Oktiyanto & Harmanta & Nur M. Adhi Purwanto & Aditya Rachmanto, 2014. "Monetary Macroprudential Policy Mix under Financial Frictions Mechanism with DSGE Model," EcoMod2014 6840, EcoMod.
- Andrea Nobili & Francesco Zollino, 2012.
"A structural model for the housing and credit markets in Italy,"
Temi di discussione (Economic working papers)
887, Bank of Italy, Economic Research and International Relations Area.
- Nobili, Andrea & Zollino, Francesco, 2017. "A structural model for the housing and credit market in Italy," Journal of Housing Economics, Elsevier, vol. 36(C), pages 73-87.
- Repullo, R. & Suarez, J., 2010.
"The Procyclical Effects of Bank Capital Regulation,"
Other publications TiSEM
0b64ec97-95cc-45bf-b271-4, Tilburg University, School of Economics and Management.
- Rafael Repullo & Javier Suarez, 2013. "The Procyclical Effects of Bank Capital Regulation," The Review of Financial Studies, Society for Financial Studies, vol. 26(2), pages 452-490.
- Repullo, R. & Suarez, J., 2010. "The Procyclical Effects of Bank Capital Regulation," Discussion Paper 2010-29S, Tilburg University, Center for Economic Research.
- Repullo, Rafael & Suarez, Javier, 2012. "The Procyclical Effects of Bank Capital Regulation," CEPR Discussion Papers 8897, C.E.P.R. Discussion Papers.
- Repullo, R. & Suarez, J., 2010. "The Procyclical Effects of Bank Capital Regulation," Other publications TiSEM c763eb06-7096-4075-a652-2, Tilburg University, School of Economics and Management.
- Rafael Repullo & Javier Suarez, 2012. "The Procyclical Effects of Bank Capital Regulation," Working Papers wp2012_1202, CEMFI.
- M. Falagiarda & A. Saia, 2013.
"Credit, Endogenous Collateral and Risky Assets: A DSGE Model,"
Working Papers
wp916, Dipartimento Scienze Economiche, Universita' di Bologna.
- Falagiarda, Matteo & Saia, Alessandro, 2017. "Credit, Endogenous Collateral and Risky Assets: A DSGE Model," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 125-148.
- Simona Malovana, 2018. "The Pro-Cyclicality of Risk Weights for Credit Exposures in the Czech Republic," Working Papers 2018/12, Czech National Bank.
- Michal Brzoza-Brzezina & Marcin Kolasa, 2013.
"Bayesian evaluation of DSGE models with financial frictions,"
Working Papers
71, Department of Applied Econometrics, Warsaw School of Economics.
- MichaŁ Brzoza-Brzezina & Marcin Kolasa, 2013. "Bayesian Evaluation of DSGE Models with Financial Frictions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1451-1476, December.
- Michał Brzoza-Brzezina & Marcin Kolasa, 2012. "Bayesian evaluation of DSGE models with financial frictions," NBP Working Papers 109, Narodowy Bank Polski.
- Michał Brzoza‐Brzezina & Marcin Kolasa, 2013. "Bayesian Evaluation of DSGE Models with Financial Frictions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1451-1476, December.
- Martinez-Miera, David & Repullo, Rafael, 2019.
"Monetary policy, macroprudential policy, and financial stability,"
Working Paper Series
2297, European Central Bank.
- David Martinez-Miera & Rafael Repullo, 2019. "Monetary Policy, Macroprudential Policy, and Financial Stability," Working Papers wp2019_1901, CEMFI.
- David Martinez-Miera & Rafael Repullo, 2019. "Monetary Policy, Macroprudential Policy, and Financial Stability," Annual Review of Economics, Annual Reviews, vol. 11(1), pages 809-832, August.
- Repullo, Rafael & Martinez-Miera, David, 2019. "Monetary Policy, Macroprudential Policy, and Financial Stability," CEPR Discussion Papers 13530, C.E.P.R. Discussion Papers.
- Paolo Angelini & Stefano Neri & Fabio Panetta, 2011.
"Monetary and macroprudential policies,"
Temi di discussione (Economic working papers)
801, Bank of Italy, Economic Research and International Relations Area.
- Angelini, Paolo & Neri, Stefano & Panetta, Fabio, 2012. "Monetary and macroprudential policies," Working Paper Series 1449, European Central Bank.
- Karmakar, Sudipto, 2016.
"Macroprudential regulation and macroeconomic activity,"
Journal of Financial Stability, Elsevier, vol. 25(C), pages 166-178.
- Karmakar, Sudipto, 2013. "Macroprudential Regulation and Macroeconomic Activity," MPRA Paper 52172, University Library of Munich, Germany.
- Sudipto Karmakar, 2013. "Macroprudential Regulation and Macroeconomic Activity," Working Papers w201317, Banco de Portugal, Economics and Research Department.
- Torsten Wezel & Mr. Jorge A Chan-Lau & Mr. Francesco Columba, 2012. "Dynamic Loan Loss Provisioning: Simulationson Effectiveness and Guide to Implementation," IMF Working Papers 2012/110, International Monetary Fund.
- Liu, Guangling & Molise, Thabang, 2019. "Housing and credit market shocks: Exploring the role of rule-based Basel III counter-cyclical capital requirements," Economic Modelling, Elsevier, vol. 82(C), pages 264-279.
- Guangling Liu & Thabang Molise, 2018. "Is Basel III counter-cyclical: The case of South Africa?," Working Papers 10/2018, Stellenbosch University, Department of Economics.
- Katuala, Hénock M., 2021. "Frictions financières et Dynamique macroéconomique : Examen des régularités cycliques," Dynare Working Papers 66, CEPREMAP.
- Leonardo Nogueira Ferreira & Márcio Issao Nakane, 2018.
"Macroprudential policy in a DSGE model: anchoring the countercyclical capital buffer,"
Economics Bulletin, AccessEcon, vol. 38(4), pages 2345-2352.
- Leonardo Nogueira Ferreira & Márcio Issao Nakane, 2015. "Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer," Working Papers Series 407, Central Bank of Brazil, Research Department.
- Leonardo Nogueira Ferreira & Márcio Issao Nakane, 2015. "Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer," Working Papers, Department of Economics 2015_45, University of São Paulo (FEA-USP).
- Malgorzata Olszak, 2015. "The phenomenon of excessive procyclicality of the financial sector from the perspective of macroprudential policy – sources, methods of reduction and their basic limitations (Zjawisko nadmiernej procy," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 13(55), pages 72-96.
- Guangling Dave Liu & Nkhahle E. Seeiso, 2011.
"Business Cycle and Bank Capital Regulation: Basel II Procyclicality,"
Working Papers
221, Economic Research Southern Africa.
- Guangling (Dave) Liu & Nkhahle Seeiso, 2011. "Business Cycle and Bank Capital Regulation: Basel II Procyclicality," Working Papers 18/2011, Stellenbosch University, Department of Economics.
- Yaprak Tavman, 2015.
"A comparative analysis of macroprudential policies,"
Oxford Economic Papers, Oxford University Press, vol. 67(2), pages 334-355.
- Yaprak Tavman, 2014. "A Comparative Analysis of Macroprudential Policies," Discussion Papers 14/18, Department of Economics, University of York.
- Brzoza-Brzezina, Michał & Kolasa, Marcin & Makarski, Krzysztof, 2013.
"The anatomy of standard DSGE models with financial frictions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 32-51.
- Michał Brzoza-Brzezina & Marcin Kolasa & Krzysztof Makarski, 2011. "The anatomy of standard DSGE models with financial frictions," NBP Working Papers 80, Narodowy Bank Polski.
- Liu, Guangling (Dave) & Seeiso, Nkhahle E., 2012. "Basel II procyclicality: The case of South Africa," Economic Modelling, Elsevier, vol. 29(3), pages 848-857.
- Stijn Claessens, 2015.
"An Overview of Macroprudential Policy Tools,"
Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 397-422, December.
- Mr. Stijn Claessens, 2014. "An Overview of Macroprudential Policy Tools," IMF Working Papers 2014/214, International Monetary Fund.
- Rainer Baule & Christian Tallau, 2016. "Revisiting Basel risk weights: cross-sectional risk sensitivity and cyclicality," Journal of Business Economics, Springer, vol. 86(8), pages 905-931, November.
- Chrysanthopoulou Xakousti & Mylonidis Nikolaos & Sidiropoulos Moise, 2024. "Regulatory capital requirements, inflation targeting, and equilibrium determinacy," Working Papers of BETA 2024-05, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Hodbod, Alexander & Huber, Stefanie J. & Vasilev, Konstantin, 2020. "Sectoral risk-weights and macroprudential policy," Journal of Banking & Finance, Elsevier, vol. 112(C).
- Angelini, P. & Clerc, L. & C rdia, V. & Gambacorta, L. & Gerali, A. & Locarno, A. & Motto, R. & Roeger, W. & Van den Heuvel, S. & Vlcek, J., 2011.
"BASEL III: Long-term impact on economic performance and fluctuations,"
Working papers
323, Banque de France.
- Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti, 2010.
"Credit and banking in a DSGE model of the euro area,"
Temi di discussione (Economic working papers)
740, Bank of Italy, Economic Research and International Relations Area.
- Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti, 2010. "Credit and Banking in a DSGE Model of the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 107-141, September.
- Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti, 2010. "Credit and Banking in a DSGE Model of the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 107-141, September.
Cited by:
- Sami Alpanda & Gino Cateau & Césaire Meh, 2014.
"A Policy Model to Analyze Macroprudential Regulations and Monetary Policy,"
Staff Working Papers
14-6, Bank of Canada.
- Sami Alpanda & Gino Cateau & Cesaire Meh, 2014. "A policy model to analyze macroprudential regulations and monetary policy," BIS Working Papers 461, Bank for International Settlements.
- Sami Alpanda & Gino Cateau & Césaire Meh, 2018. "A policy model to analyze macroprudential regulations and monetary policy," Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 828-863, August.
- Sami Alpanda & Gino Cateau & Césaire Meh, 2018. "A policy model to analyze macroprudential regulations and monetary policy," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(3), pages 828-863, August.
- Pietrunti, Mario & Signoretti, Federico M., 2020.
"Unconventional monetary policy and household debt: The role of cash-flow effects,"
Journal of Macroeconomics, Elsevier, vol. 64(C).
- Mario Pietrunti & Federico M. Signoretti, 2017. "Monetary policy in times of debt," Temi di discussione (Economic working papers) 1142, Bank of Italy, Economic Research and International Relations Area.
- Matthieu Darracq Paries & Pascal Jacquinot & Niki Papadopoulou, 2016. "Synopsis of the Euro Area Financial Crisis," Working Papers 2016-8, Central Bank of Cyprus.
- Rannenberg, Ansgar, 2012.
"Asymmetric information in credit markets, bank leverage cycles and macroeconomic dynamics,"
Working Paper Series
1487, European Central Bank.
- Rannenberg, Ansgar, 2012. "Asymmetric Information in Credit Markets, Bank Leverage Cycles and Macroeconomic Dynamics," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62035, Verein für Socialpolitik / German Economic Association.
- Ansgar Rannenberg, 2012. "Asymmetric information in credit markets, bank leverage cycles and macroeconomic dynamics," Working Paper Research 224, National Bank of Belgium.
- Burlon, L. & Gerali, A. & Notarpietro, A. & Pisani, M., 2018.
"Non-standard monetary policy, asset prices and macroprudential policy in a monetary union,"
Journal of International Money and Finance, Elsevier, vol. 88(C), pages 25-53.
- Lorenzo Burlon & Andrea Gerali & Alessandro Notarpietro & Massimiliano Pisani, 2016. "Non-standard monetary policy, asset prices and macroprudential policy in a monetary union," Temi di discussione (Economic working papers) 1089, Bank of Italy, Economic Research and International Relations Area.
- De Grauwe, Paul & Gerba, Eddie, 2018.
"The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle,"
Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 206-236.
- de Grauwe, Paul & Gerba, Eddie, 2018. "The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle," LSE Research Online Documents on Economics 87942, London School of Economics and Political Science, LSE Library.
- Nicola Acocella & Laura Bisio & Giovanni Di Bartolomeo & Alessandra Pelloni, "undated".
"Labor market imperfections, real wage rigidities and financial shocks,"
Working Papers
80/11, Sapienza University of Rome, Metodi e Modelli per l'Economia, il Territorio e la Finanza MEMOTEF.
- Long Xin & Pelloni Alessandra, 2011. "Labor market imperfections, real wage rigidities and financial shocks," wp.comunite 0071, Department of Communication, University of Teramo.
- Acocella Nicola & Bisio Laura & Di Bartolomeo Giovanni & Pelloni Alessandra, 2011. "Labor market imperfections, real wage rigidities and financial shocks," wp.comunite 0070, Department of Communication, University of Teramo.
- Nicola Acocella & Laura Bisio & Giovanni Di Bartolomeo & Alessandra Pelloni, 2012. "Labor Market Imperfections, Real Wage Rigidities and Financial Shocks," DEGIT Conference Papers c017_026, DEGIT, Dynamics, Economic Growth, and International Trade.
- Hassan Dargahi & Mehdi Hadian, 2022. "Oil shocks, financial stability and implementing macroeconomics and macro‐prudential policies in an oil‐exporting economy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2481-2496, April.
- Pierre-Richard Agénor & Koray Alper & Luiz A. Pereira da Silva, 2011.
"Capital Regulation, Monetary Policy and Financial Stability,"
Working Papers Series
237, Central Bank of Brazil, Research Department.
- Pierre-Richard Agenor & Koray Alper & Luiz Pereira da Silva, 2012. "Capital Regulation, Monetary Policy and Financial Stability," Working Papers 1228, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva, 2011. "Capital Regulation, Monetary Policy and Financial Stability," Centre for Growth and Business Cycle Research Discussion Paper Series 154, Economics, The University of Manchester.
- R. P. Agenor & K. Alper & L. Pereira da Silva, 2013. "Capital Regulation, Monetary Policy, and Financial Stability," International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 198-243, September.
- Baldi, Guido & Bodmer, André, 2020. "Monetary and Macroprudential Policies in an Intangible Economy," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 53(3), pages 325-353.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2013.
"The Effects of the Saving and Banking Glut on the U.S. Economy,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2013, pages 52-67,
National Bureau of Economic Research, Inc.
- Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," CEPR Discussion Papers 9729, C.E.P.R. Discussion Papers.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," Working Paper Series WP-2013-17, Federal Reserve Bank of Chicago.
- Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," NBER Working Papers 19635, National Bureau of Economic Research, Inc.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2013. "The Effects of the saving and banking glut on the U.S. economy," Staff Reports 648, Federal Reserve Bank of New York.
- Jean-Christophe Poutineau & Gauthier Vermandel, 2014. "Intégration bancaire et conjoncture macroéconomique dans une union monétaire hétérogène," Post-Print hal-01345378, HAL.
- Ferrari Minesso, Massimo & Pagliari, Maria Sole, 2023.
"No country is an island. International cooperation and climate change,"
Journal of International Economics, Elsevier, vol. 145(C).
- Ferrari Massimo, & Pagliari Maria Sole,, 2021. "No country is an island. International cooperation and climate change," Working papers 815, Banque de France.
- Pagliari, Maria Sole & Ferrari Minesso, Massimo, 2021. "No country is an island: international cooperation and climate change," Working Paper Series 2568, European Central Bank.
- Hylton Hollander & Guangling Liu, 2014.
"Credit spread variability in U.S. business cycles: the Great Moderation versus the Great Recession,"
Working Papers
15/2014, Stellenbosch University, Department of Economics.
- Guangling Dave Liu & Hylton Hollander, 2014. "Credit spread variability in U.S. business cycles: The Great Moderation versus the Great Recession," Working Papers 454, Economic Research Southern Africa.
- Hollander, Hylton & Liu, Guangling, 2016. "Credit spread variability in the U.S. business cycle: The Great Moderation versus the Great Recession," Journal of Banking & Finance, Elsevier, vol. 67(C), pages 37-52.
- Vasco Cúrdia & Michael Woodford, 2008.
"Credit frictions and optimal monetary policy,"
Working Paper Research
146, National Bank of Belgium.
- Vasco Curdia & Michael Woodford, 2015. "Credit frictions and optimal monetary policy," Working Paper Series 2015-20, Federal Reserve Bank of San Francisco.
- Cúrdia, Vasco & Woodford, Michael, 2016. "Credit Frictions and Optimal Monetary Policy," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 30-65.
- Woodford, Michael & Cúrdia, Vasco, 2015. "Credit Frictions and Optimal Monetary Policy," CEPR Discussion Papers 11016, C.E.P.R. Discussion Papers.
- Vasco Cúrdia & Michael Woodford, 2015. "Credit Frictions and Optimal Monetary Policy," NBER Working Papers 21820, National Bureau of Economic Research, Inc.
- Vasco Cúrdia & Michael Woodford, 2009. "Credit frictions and optimal monetary policy," BIS Working Papers 278, Bank for International Settlements.
- Mădălin Viziniuc, 2017. "Potential Gains from Cooperation Between Monetary and Macroprudential Policies: The Case of an Emerging Economy," Eastern European Economics, Taylor & Francis Journals, vol. 55(5), pages 420-452, September.
- Pesaran, M. Hashem & Xu, TengTeng, 2011.
"Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults,"
IZA Discussion Papers
6027, Institute of Labor Economics (IZA).
- M. Hashem Pesaran & TengTeng Xu, 2011. "Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults," CESifo Working Paper Series 3609, CESifo.
- Pesaran, M. H. & Xu, T., 2011. "Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults," Cambridge Working Papers in Economics 1159, Faculty of Economics, University of Cambridge.
- Christian Schoder & Remzi Baris Tercioglu, 2024. "A climate-fiscal policy mix to achieve Türkiye’s net-zero ambition under feasibility constraints," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 21(2), pages 331-359, April.
- Frederic Boissay & Fabrice Collard, 2016. "Macroeconomics of bank capital and liquidity regulations," BIS Working Papers 596, Bank for International Settlements.
- Krug, Sebastian & Wohltmann, Hans-Werner, 2016. "Shadow banking, financial regulation and animal spirits: An ACE approach," Economics Working Papers 2016-08, Christian-Albrechts-University of Kiel, Department of Economics.
- Andrea Silvestrini & Andrea Zaghini, 2015. "Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature," Questioni di Economia e Finanza (Occasional Papers) 255, Bank of Italy, Economic Research and International Relations Area.
- Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2018.
"Predetermined interest rates in an analytical RBC model,"
Economics Letters, Elsevier, vol. 172(C), pages 12-15.
- Patrick Fève & Alban Moura & Olivier Pierrard, 2018. "Predetermined interest rates in an analytical RBC model," BCL working papers 123, Central Bank of Luxembourg.
- Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2018. "Predetermined Interest Rates in a Analytical RBC model," TSE Working Papers 18-954, Toulouse School of Economics (TSE).
- Ippei Fujiwara & Yuki Teranishi, 2013.
"Financial Stability in Open Economies,"
CAMA Working Papers
2013-71, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ippei Fujiwara & Yuki Teranishi, 2009. "Financial Stability in Open Economies," IMES Discussion Paper Series 09-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
- Yuki Teranishi & Ippei Fujiwara, 2013. "Financial stability in open economies," AJRC Working Papers 1306, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
- Szabolcs Deák & Lionel Fontagné & Marco Maffezzoli & Massimiliano Marcellino, 2012.
"The banking and distribution sectors in a small open economy DSGE Model,"
Working Papers
454, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Szabolcs Deák & Lionel Fontagné & Marco Maffezzoli & Massimiliano Marcellino, 2012. "The banking and distribution sectors in a small open economy DSGE Model," RSCAS Working Papers 2012/53, European University Institute.
- Poutineau, Jean-Christophe & Vermandel, Gauthier, 2015.
"Cross-border banking flows spillovers in the Eurozone: Evidence from an estimated DSGE model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 378-403.
- Jean-Christophe Poutineau & Gauthier Vermandel, 2015. "Cross-border banking flows spillovers in the Eurozone: Evidence from an estimated DSGE model," Post-Print halshs-01082798, HAL.
- Hamza Bennani & Jan Pablo Burgard & Matthias Neuenkirch, 2020.
"The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model,"
Working Paper Series
2020-08, University of Trier, Research Group Quantitative Finance and Risk Analysis.
- Hamza Bennani & Jan Pablo Burgard & Matthias Neuenkirch, 2020. "The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model," Research Papers in Economics 2020-11, University of Trier, Department of Economics.
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801, Bank of Italy, Economic Research and International Relations Area.
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Research and Policy Notes
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MPRA Paper
18595, University Library of Munich, Germany.
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- Rebecca Craigie & Anella Munro, 2010. "Financial sector amplification and credit cycles in New Zealand," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 73, pages 15-34, June.
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- Matteo Iacoviello, 2014. "Macroeconomics of housing," Chapters, in: Susan Wachter & Man Cho & Moon Joong Tcha (ed.), The Global Financial Crisis and Housing, chapter 2, pages 21-39, Edward Elgar Publishing.
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"Real exchange rate dynamics revisited: A case with financial market imperfections,"
Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1562-1589.
- Ippei Fujiwara & Yuki Teranishi, 2010. "Real exchange rate dynamics revisited: a case with financial market imperfections," Globalization Institute Working Papers 62, Federal Reserve Bank of Dallas.
- Hilberg, Björn & Hollmayr, Josef, 2011. "Asset prices, collateral and unconventional monetary policy in a DSGE model," Working Paper Series 1373, European Central Bank.
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- Pierre-Richard Agénor & Koray Alper & Luiz A. Pereira da Silva, 2011.
"Capital Regulation, Monetary Policy and Financial Stability,"
Working Papers Series
237, Central Bank of Brazil, Research Department.
- Raffaela Giordano & Sandro Momigliano & Stefano Neri & Roberto Perotti, 2008.
"The effetcs of fiscal policy in Italy: Evidence from a VAR model,"
Temi di discussione (Economic working papers)
656, Bank of Italy, Economic Research and International Relations Area.
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Cited by:
- Emilia Mioara CAMPEANU, 2012. "How can be investigated the fiscal policy effects on the Romanian economy?," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economics, Tibiscus University in Timisoara, vol. 0, pages 80-87, May.
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"Fiscal Shocks and The Real Exchange Rate,"
2009 Meeting Papers
1137, Society for Economic Dynamics.
- Agustín S. Bénétrix and Philip R. Lane, 2009. "Fiscal Shocks and The Real Exchange Rate," The Institute for International Integration Studies Discussion Paper Series iiisdp286, IIIS.
- A. S. Benetrix & P. R. Lane, 2013. "Fiscal Shocks and the Real Exchange Rate," International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 6-37, September.
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"Should We Care About The Composition Of Tax-Based Stimulus Packages?,"
Contemporary Economic Policy, Western Economic Association International, vol. 34(3), pages 430-445, July.
- Kerim Peren ARIN & Otto F. REICH & Peter H. HELLES, 2010. "Should We Care About the Composition of Tax Based Stimulus Packages?," EcoMod2010 259600012, EcoMod.
- Kashif Munir & Nimra Riaz, 2020. "Macroeconomic Effects of Exogenous Fiscal Policy Shocks in Pakistan: A Disaggregated SVAR Analysis," Hacienda Pública Española / Review of Public Economics, IEF, vol. 233(2), pages 141-165, June.
- Nicolas Carnot & Franciso de Castro, 2015.
"The discretionary fiscal effort: an assessment of fiscal policy and its output effect,"
European Economy - Economic Papers 2008 - 2015
543, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Nicolas Carnot & Francisco de Castro, 2015. "The Discretionary Fiscal Effort: An Assessment of Fiscal Policy and Its Output Effect," Hacienda Pública Española / Review of Public Economics, IEF, vol. 215(4), pages 63-94, December.
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"Transmission mechanisms of conventional and unconventional monetary policies in open economies,"
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hal-03912666, HAL.
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"Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 36(85), pages 48-64, November.
- Alejandro López-Vera & Andrés D. Pinchao-Rosero & Norberto Rodríguez-Niño, 2018. "Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 36(85), pages 48-64, April.
- Orkideh Gharehgozli & Peyman Nayebvali & Amir Gharehgozli & Zaman Zamanian, 2020. "Impact of COVID-19 on the Economic Output of the US Outbreak’s Epicenter," Economics of Disasters and Climate Change, Springer, vol. 4(3), pages 561-573, October.
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"Tax Revenue Reforms and Income Distribution in Developing Countries,"
Working Papers REM
2020/0137, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Maryam Akmal & Sanjeev Gupta & João Tovar Jalles, 2020. "Tax Revenue Reforms and Income Distribution in Developing Countries," Policy Papers 175b, Center for Global Development.
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"Rethinking The Effects Of Fiscal Policy On Macroeconomic Aggregates: A Disaggregated Svar Analysis,"
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"The effects of fiscal shocks on the exchange rate in the EMU and differences with the USA,"
Empirical Economics, Springer, vol. 49(4), pages 1341-1365, December.
- Francisco de Castro & Daniel Garrote, 2012. "The effects of fiscal shocks on the exchange rate in the EMU and differences with the US," Working Papers 1224, Banco de España.
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"The Response of Private Consumption to Different Public Spending Categories: VAR Evidence from UK,"
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670, Dipartimento Scienze Economiche, Universita' di Bologna.
- Luigi MARATTIN & Simone SALOTTI, 2010. "The Response of Private Consumption to Different Public Spending Categories:VAR Evidence from UK," EcoMod2010 259600111, EcoMod.
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- Florian Wöhlbier & Caterina Astarita & Gilles Mourre, 2014. "Consolidation on the revenue side and growth-friendly tax structures: an indicator based approach," European Economy - Economic Papers 2008 - 2015 513, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez, 2014.
"FISCO: Modelo Fiscal para Colombia,"
Borradores de Economia
855, Banco de la Republica de Colombia.
- Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez, 2017. "FISCO: modelo fiscal para Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 35(83), pages 161-187, June.
- Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez, 2017. "FISCO: modelo fiscal para Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(83), pages 161-187, June.
- Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez, 2014. "FISCO: Modelo Fiscal para Colombia," Borradores de Economia 12336, Banco de la Republica.
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"Identifying Discretionary Fiscal Policy Reactions with Real‐Time Data,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(6), pages 1271-1285, September.
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"Fiscal policies in the euro area: Revisiting the size of spillovers,"
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- Ricardo Ferraz, 2024. "Manufacturing production as a source of growth: the case of Portugal," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 13(1), pages 1-16, December.
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- Park, Joshua K. & Meng, Xiangcai, 2024. "Crowding out or crowding in? Reevaluating the effect of government spending on private economic activities," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 102-117.
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"The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis,"
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2009/09, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
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- António Afonso & Ricardo Sousa, 2011. "The macroeconomic effects of fiscal policy in Portugal: a Bayesian SVAR analysis," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 10(1), pages 61-82, April.
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- Luca Agnello & Davide Furceri & Ricardo M. Sousa, 2011. "Fiscal Policy Discretion, Private Spending, and Crisis Episodes," NIPE Working Papers 31/2011, NIPE - Universidade do Minho.
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- Khiabani, Nasser, 2015. "Oil inflows and housing market fluctuations in an oil-exporting country: Evidence from Iran," Journal of Housing Economics, Elsevier, vol. 30(C), pages 59-76.
- Aur lien Espic & Lisa Kerdelhu & Julien Matheron, 2024. "Capital Requirements in Light of Monetary Tightening," Working papers 947, Banque de France.
- John Muellbauer & Pierre St-Amant & David Williams, 2015. "Credit Conditions and Consumption, House Prices and Debt: What Makes Canada Different?," Staff Working Papers 15-40, Bank of Canada.
- Javier Ferri & Francisca Herranz-Baez, 2023. "Building on fiscal policy: government consumption and the residential sector. When helping hurts," Working Papers 2023-01, FEDEA.
- Yamout, Nadine, 2023. "Securitization of subprime credit and the propagation of housing shocks," Journal of Economics and Business, Elsevier, vol. 125.
- Paolo Angelini & Stefano Neri & Fabio Panetta, 2014. "The Interaction between Capital Requirements and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(6), pages 1073-1112, September.
- von Schweinitz, Gregor, 2023. "The importance of credit demand for business cycle dynamics," IWH Discussion Papers 21/2023, Halle Institute for Economic Research (IWH).
- Fujun Lai & Sze Nam Chan & Wai Yan Shum & Nan Zhou, 2017. "Household Debt and Housing Price: An Empirical Study across 36 Countries," International Journal of Business and Management, Canadian Center of Science and Education, vol. 12(11), pages 227-227, October.
- George A. Kahn, 2010. "Taylor rule deviations and financial imbalances," Economic Review, Federal Reserve Bank of Kansas City, vol. 95(Q II), pages 63-99.
- Hodbod, Alexander & Huber, Stefanie J. & Vasilev, Konstantin, 2020. "Sectoral risk-weights and macroprudential policy," Journal of Banking & Finance, Elsevier, vol. 112(C).
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- Carmen Silva & Camilo Vio, 2015. "Housing prices and macroeconomic factors: evidence from Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 18(1), pages 4-24, April.
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- Giovanni Dell'Ariccia, 2012. "Property Prices and Bank Risk-taking," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Frank Packer & Callan Windsor (ed.),Property Markets and Financial Stability, Reserve Bank of Australia.
- Pejman Peykani & Mostafa Sargolzaei & Amir Takaloo & Shahla Valizadeh, 2023. "The Effects of Monetary Policy on Macroeconomic Variables through Credit and Balance Sheet Channels: A Dynamic Stochastic General Equilibrium Approach," Sustainability, MDPI, vol. 15(5), pages 1-21, March.
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- Milcheva, Stanimira, 2013. "A bank lending channel or a credit supply shock?," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 314-332.
- Dominika Ehrenbergerova & Josef Bajzik, 2020. "The Effect of Monetary Policy on House Prices - How Strong is the Transmission?," Working Papers 2020/14, Czech National Bank.
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"The Role of Housing Collateral in an Estimated Two-Sector Model of the US Economy,"
2007 Meeting Papers
245, Society for Economic Dynamics.
Cited by:
- Oriol Aspachs-Bracons & Pau Rabanal, 2010.
"The drivers of housing cycles in Spain,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 101-130, March.
- Mr. Pau Rabanal & Oriol Aspachs-Bracons, 2009. "The Drivers of Housing Cycles in Spain," IMF Working Papers 2009/203, International Monetary Fund.
- Nocera, Andrea & Roma, Moreno, 2017. "House prices and monetary policy in the euro area: evidence from structural VARs," Working Paper Series 2073, European Central Bank.
- António Afonso & Ricardo M. Sousa, 2008.
"The Macroeconomic Effects of Fiscal Policy,"
Working Papers Department of Economics
2008/56, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Ant Afonso & Ricardo M. Sousa, 2012. "The macroeconomic effects of fiscal policy," Applied Economics, Taylor & Francis Journals, vol. 44(34), pages 4439-4454, December.
- Ricardo M. Sousa & António Afonso, 2008. "The Macroeconomic Effects of Fiscal Policy," NIPE Working Papers 22/2008, NIPE - Universidade do Minho.
- Afonso, António & Sousa, Ricardo M., 2009. "The macroeconomic effects of fiscal policy," Working Paper Series 991, European Central Bank.
- Robert G. King, 2008. "Commentary on \\"House prices and the stance of monetary policy \\"," Review, Federal Reserve Bank of St. Louis, vol. 90(Jul), pages 367-370.
- Vargas-Silva, Carlos, 2008.
"Monetary policy and the US housing market: A VAR analysis imposing sign restrictions,"
Journal of Macroeconomics, Elsevier, vol. 30(3), pages 977-990, September.
- Carlos Vargas-Silva, 2007. "Monetary policy and the U.S. housing market: A VAR analysis imposing sign restrictions," Working Papers 0705, Sam Houston State University, Department of Economics and International Business.
- Liu, Lu & Wang, Qiuyun & Zhang, Anquan, 2019. "The impact of housing price on non-housing consumption of the Chinese households: A general equilibrium analysis," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 152-164.
- Eerola, Essi & Määttänen, Niku, 2008. "On the importance of borrowing constraints for house price dynamics," Bank of Finland Research Discussion Papers 8/2008, Bank of Finland.
- Ekkehard Ernst & Faten Saliba, 2018. "Are House Prices Responsible for Unemployment Persistence?," Open Economies Review, Springer, vol. 29(4), pages 795-833, September.
- Smets, Frank & Jarociński, Marek, 2008.
"House Prices and the stance of Monetary Policy,"
Working Paper Series
891, European Central Bank.
- Marek Jarocinski & Frank Smets, 2008. "House prices and the stance of monetary policy," Review, Federal Reserve Bank of St. Louis, vol. 90(Jul), pages 339-366.
- Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2010. "Winners and Losers in House Markets," Working Papers 2010-5, Central Bank of Cyprus.
- Li, Xiaolu & Tang, Yang, 2018. "When natives meet immigrants in public and private housing markets," Journal of Housing Economics, Elsevier, vol. 41(C), pages 30-44.
- Oriol Aspachs-Bracons & Pau Rabanal, 2010.
"The drivers of housing cycles in Spain,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 101-130, March.
- Andrea Nobili & Stefano Neri, 2006.
"The transmission of monetary policy shocks from the US to the euro area,"
Temi di discussione (Economic working papers)
606, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Georgiadis, Georgios, 2017. "To bi, or not to bi? Differences between spillover estimates from bilateral and multilateral multi-country models," Journal of International Economics, Elsevier, vol. 107(C), pages 1-18.
- Michaelides, Panayotis G. & Tsionas, Efthymios G. & Konstantakis, Konstantinos N., 2018. "Debt Crisis in Europe (2001-2015): A Network General Equilibrium GVAR approach," MPRA Paper 89998, University Library of Munich, Germany.
- Georgios Georgiadis & Martina Jancokova, 2017.
"Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks,"
Globalization Institute Working Papers
314, Federal Reserve Bank of Dallas.
- Georgiadis, Georgios & Jančoková, Martina, 2020. "Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
- Georgiadis, Georgios & Jančoková, Martina, 2017. "Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks," Working Paper Series 2082, European Central Bank.
- Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," GRU Working Paper Series GRU_2017_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Eickmeier, Sandra, 2009.
"Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR,"
Working Papers
04/2009, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
- Eickmeier, Sandra, 2009. "Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR," Discussion Paper Series 1: Economic Studies 2009,35, Deutsche Bundesbank.
- Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2014. "Transmission of the debt crisis: From EU15 to USA or vice versa? A GVAR approach," Journal of Economics and Business, Elsevier, vol. 76(C), pages 115-132.
- Gerhard Fenz & Martin Schneider, 2008.
"Transmission of business cycle shocks between the US and the euro area,"
Working Papers
145, Oesterreichische Nationalbank (Austrian Central Bank).
- Martin Schneider & Gerhard Fenz, 2011. "Transmission of business cycle shocks between the US and the euro area," Applied Economics, Taylor & Francis Journals, vol. 43(21), pages 2777-2793.
- Zakipour-Saber, Shayan, 2019. "Forecasting in the euro area: The role of the US long rate," Economic Letters 5/EL/19, Central Bank of Ireland.
- Michaelides, Panayotis G. & Papageorgiou, Theofanis, 2012. "On the transmission of economic fluctuations from the USA to EU-15 (1960–2011)," Journal of Economics and Business, Elsevier, vol. 64(6), pages 427-438.
- Georgiadis, Georgios, 2016.
"Determinants of global spillovers from US monetary policy,"
Journal of International Money and Finance, Elsevier, vol. 67(C), pages 41-61.
- Georgiadis, Georgios, 2015. "Determinants of global spillovers from US monetary policy," Working Paper Series 1854, European Central Bank.
- Georgios Georgiadis, 2015.
"To bi, or not to bi? differences in spillover estimates from bilateral and multilateral multi-country models,"
Globalization Institute Working Papers
256, Federal Reserve Bank of Dallas.
- Georgiadis, Georgios, 2015. "To bi, or not to bi? Differences in spillover estimates from bilateral and multilateral multi-country models," Working Paper Series 1868, European Central Bank.
- Eickmeier Sandra, 2010. "Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR / A FAVAR-based Analysis of the Transmission of US Shocks to Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(5), pages 571-600, October.
- Georgios Georgiadis, 2016. "To bi, or not to bi? Differences in Spillover Estimates from Bilateral and Multilateral Multi-country Models," EcoMod2016 9145, EcoMod.
- Jason Jones & Nora Collins & Lauren Sribnick, 2012. "External Influences on Business Cycle Synchronization in the Euro Area," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 18(1), pages 28-39, February.
- Luca Dedola & Stefano Neri, 2006.
"What does a technology shock do? A VAR analysis with model-based sign restrictions,"
Temi di discussione (Economic working papers)
607, Bank of Italy, Economic Research and International Relations Area.
- Dedola, Luca & Neri, Stefano, 2007. "What does a technology shock do? A VAR analysis with model-based sign restrictions," Journal of Monetary Economics, Elsevier, vol. 54(2), pages 512-549, March.
- Dedola, Luca & Neri, Stefano, 2004. "What Does A Technology Shock Do? A VAR Analysis with Model-based Sign Restrictions," CEPR Discussion Papers 4537, C.E.P.R. Discussion Papers.
- Stefano Neri & Luca Dedola, 2004. "Are technology shocks contractionary? A Bayesian VAR analysis with priors on impulses responses," 2004 Meeting Papers 406, Society for Economic Dynamics.
- Dedola, Luca & Neri, Stefano, 2006. "What does a technology shock do? A VAR analysis with model-based sign restrictions," Working Paper Series 705, European Central Bank.
Cited by:
- Totzek, Alexander, 2009. "Firms' heterogeneity, endogenous entry, and exit decisions," Economics Working Papers 2009-11, Christian-Albrechts-University of Kiel, Department of Economics.
- Morita, Hiroshi, 2014. "External shocks and Japanese business cycles: Evidence from a sign-restricted VAR model," Japan and the World Economy, Elsevier, vol. 30(C), pages 59-74.
- Pesaran, M. Hashem & Xu, TengTeng, 2011.
"Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults,"
IZA Discussion Papers
6027, Institute of Labor Economics (IZA).
- M. Hashem Pesaran & TengTeng Xu, 2011. "Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults," CESifo Working Paper Series 3609, CESifo.
- Pesaran, M. H. & Xu, T., 2011. "Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults," Cambridge Working Papers in Economics 1159, Faculty of Economics, University of Cambridge.
- Peersman, Gert & Straub, Roland & Hofmann, Boris, 2010.
"Time variation in U.S. wage dynamics,"
Working Paper Series
1230, European Central Bank.
- B. Hofmann & G. Peersman & R. Straub, 2010. "Time Variation in U.S. Wage Dynamics," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 10/691, Ghent University, Faculty of Economics and Business Administration.
- Roland Straub & Gert Peersman & Boris Hofmann, 2011. "Time Variation in U.S. Wage Dynamics," 2011 Meeting Papers 331, Society for Economic Dynamics.
- Boris Hofmann & Gert Peersman & Roland Straub, 2010. "Time Variation in U.S. Wage Dynamics," CESifo Working Paper Series 3291, CESifo.
- Hofmann, Boris & Peersman, Gert & Straub, Roland, 2012. "Time variation in U.S. wage dynamics," Journal of Monetary Economics, Elsevier, vol. 59(8), pages 769-783.
- Fabio Canova & David López-Salido & Claudio Michelacci, 2007.
"The labor market effects of technology shocks,"
Working Papers
0719, Banco de España.
- Canova, Fabio & Michelacci, Claudio & López-Salido, J David, 2007. "The Labour Market Effects of Technology Shocks," CEPR Discussion Papers 6365, C.E.P.R. Discussion Papers.
- Shigeru Fujita, 2011.
"Dynamics of worker flows and vacancies: evidence from the sign restriction approach,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(1), pages 89-121, January/F.
- Shigeru Fujita, 2009. "Dynamics of worker flows and vacancies: evidence from the sign restriction approach," Working Papers 07-12, Federal Reserve Bank of Philadelphia.
- P. A. Nazarov & Kazakova, Maria, 2014. "Theoretical Basis of Prediction of Main Budget Parameters of Country," Published Papers r90221, Russian Presidential Academy of National Economy and Public Administration.
- Manfred M. Fischer & Florian Huber & Michael Pfarrhofer & Petra Staufer‐Steinnocher, 2021.
"The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(4), pages 1039-1068, December.
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael & Staufer-Steinnocher, Petra, 2018. "The dynamic impact of monetary policy on regional housing prices in the United States," Working Papers in Economics 2018-7, University of Salzburg.
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael & Staufer-Steinnocher, Petra, 2018. "The dynamic impact of monetary policy on regional housing prices in the United States," Working Papers in Regional Science 2018/09, WU Vienna University of Economics and Business.
- Saidul Islam, 2024. "Investment-specific technology shocks and business cycle: evidence from a sign restriction approach," Indian Economic Review, Springer, vol. 59(1), pages 249-283, June.
- Tsoungui Belinga,Vincent De Paul, 2016. "Effects of fiscal policy shocks in an open economy : evidence from Canada," Policy Research Working Paper Series 7654, The World Bank.
- Lechthaler, Wolfgang & Merkl, Christian & Snower, Dennis J., 2010.
"Monetary persistence and the labor market: A new perspective,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 968-983, May.
- Snower, Dennis & Merkl, Christian & Lechthaler, Wolfgang, 2010. "Monetary Persistence and the Labor Market: A New Perspective," CEPR Discussion Papers 7650, C.E.P.R. Discussion Papers.
- Lechthaler, Wolfgang & Merkl, Christian & Snower, Dennis J., 2008. "Monetary persistence and the labor market: A new perspective," Kiel Working Papers 1409, Kiel Institute for the World Economy (IfW Kiel).
- Lechthaler, Wolfgang & Merkl, Christian & Snower, Dennis J., 2008. "Monetary Persistence and the Labor Market: A New Perspective," IZA Discussion Papers 3513, Institute of Labor Economics (IZA).
- Wolfgang Lechthaler & Christian Merkl & Dennis Snower, 2010. "Monetary Persistence and the Labor Market: A New Perspective," CESifo Working Paper Series 2935, CESifo.
- Dumrongrittikul, Taya & Anderson, Heather M., 2016.
"How do shocks to domestic factors affect real exchange rates of Asian developing countries?,"
Journal of Development Economics, Elsevier, vol. 119(C), pages 67-85.
- Taya Dumrongrittikul & Heather M. Anderson, 2015. "How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries," Monash Econometrics and Business Statistics Working Papers 4/15, Monash University, Department of Econometrics and Business Statistics.
- Matthias Gubler & Matthias S. Hertweck, 2011.
"Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S,"
Working Paper Series of the Department of Economics, University of Konstanz
2011-03, Department of Economics, University of Konstanz.
- Matthias Gubler & Matthias S. Hertweck, 2013. "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working Papers 2013-05, Swiss National Bank.
- Gubler, Matthias & Hertweck, Matthias S., 2013. "Commodity price shocks and the business cycle: Structural evidence for the U.S," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 324-352.
- Gubler, Matthias & Hertweck, Matthias Sebastian, 2011. "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working papers 2011/05, Faculty of Business and Economics - University of Basel.
- Luigi Paciello, 2011.
"Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1663-1684, December.
- Luigi Paciello, 2009. "Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?," EIEF Working Papers Series 0917, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2011.
- Luigi Paciello, 2011. "Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1663-1684, December.
- Cosmas Dery & Apostolos Serletis, 2021. "Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1029-1065, October.
- Alessandro Cantelmo & Giovanni Melina, 2015.
"Monetary Policy and the Relative Price of Durable Goods,"
CESifo Working Paper Series
5328, CESifo.
- Mr. Alessandro Cantelmo & Mr. Giovanni Melina, 2017. "Monetary Policy and the Relative Price of Durable Goods," IMF Working Papers 2017/290, International Monetary Fund.
- Cantelmo, Alessandro & Melina, Giovanni, 2018. "Monetary policy and the relative price of durable goods," Journal of Economic Dynamics and Control, Elsevier, vol. 86(C), pages 1-48.
- Khosravi, Mahdi & Mehrabi Boshrabadi , Hossein & Ahmadyan, Azam & Jalaei, Seyyed Abdolmajid, 2016. "How Do Agricultural Subsectors Respond to Productivity Shocks? Evidence from a Bayesian DSGE Model in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 11(3), pages 305-330, July.
- Renée Fry & Adrian Pagan, 2011.
"Sign Restrictions in Structural Vector Autoregressions: A Critical Review,"
Journal of Economic Literature, American Economic Association, vol. 49(4), pages 938-960, December.
- Renee Fry & Adrian Pagan, 2010. "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," NCER Working Paper Series 57, National Centre for Econometric Research.
- Renee Fry & Adrian Pagan, 2010. "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," CAMA Working Papers 2010-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2008.
"Productivity, External Balance, and Exchange Rates: Evidence on the Transmission Mechanism among G7 Countries,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2006, pages 117-194,
National Bureau of Economic Research, Inc.
- Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2006. "Productivity, External Balance and Exchange Rates: Evidence on the Transmission Mechanism among G7 Countries," CEPR Discussion Papers 5853, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2006. "Productivity, External Balance and Exchange Rates: Evidence on the Transmission Mechanism Among G7 Countries," NBER Working Papers 12483, National Bureau of Economic Research, Inc.
- Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2006. "Productivity, external balance and exchange rates: evidence on the transmission mechanism among G7 countries," Economics Working Papers ECO2006/39, European University Institute.
- Carvalho, Diogo Baerlocher & Silva, Marcelo Eduardo Alves da & Silva, Igor Ézio Maciel, 2013. "Efeitos dos choques fiscais sobre o mercado de trabalho brasileiro," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(2), June.
- Fratzscher, Marcel & Straub, Roland, 2010. "Asset Prices, News Shocks and the Current Account," CEPR Discussion Papers 8080, C.E.P.R. Discussion Papers.
- Dedola, Luca & Neri, Stefano, 2007.
"What does a technology shock do? A VAR analysis with model-based sign restrictions,"
Journal of Monetary Economics, Elsevier, vol. 54(2), pages 512-549, March.
- Dedola, Luca & Neri, Stefano, 2004. "What Does A Technology Shock Do? A VAR Analysis with Model-based Sign Restrictions," CEPR Discussion Papers 4537, C.E.P.R. Discussion Papers.
- Stefano Neri & Luca Dedola, 2004. "Are technology shocks contractionary? A Bayesian VAR analysis with priors on impulses responses," 2004 Meeting Papers 406, Society for Economic Dynamics.
- Luca Dedola & Stefano Neri, 2006. "What does a technology shock do? A VAR analysis with model-based sign restrictions," Temi di discussione (Economic working papers) 607, Bank of Italy, Economic Research and International Relations Area.
- Dedola, Luca & Neri, Stefano, 2006. "What does a technology shock do? A VAR analysis with model-based sign restrictions," Working Paper Series 705, European Central Bank.
- Heinrichs, Katrin & Wagner, Helmut, 2019. "Positive trend inflation and the Phillips curve – A tale of two slopes and various impulse responses," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 283-307.
- Mountford, A.W. & Uhlig, H.F.H.V.S., 2002.
"What are the Effects of Fiscal Policy Shocks?,"
Other publications TiSEM
af6a2f09-0045-471e-bba4-b, Tilburg University, School of Economics and Management.
- Uhlig, Harald & Mountford, Andrew, 2002. "What are the Effects of Fiscal Policy Shocks?," CEPR Discussion Papers 3338, C.E.P.R. Discussion Papers.
- Andrew Mountford & Harald Uhlig, 2009. "What are the effects of fiscal policy shocks?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 960-992.
- Mountford, Andrew & Uhlig, Harald, 2005. "What are the effects of fiscal policy shocks?," SFB 649 Discussion Papers 2005-039, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Andrew Mountford & Harald Uhlig, 2008. "What are the Effects of Fiscal Policy Shocks?," NBER Working Papers 14551, National Bureau of Economic Research, Inc.
- Mountford, A.W. & Uhlig, H.F.H.V.S., 2002. "What are the Effects of Fiscal Policy Shocks?," Discussion Paper 2002-31, Tilburg University, Center for Economic Research.
- Alok Johri & Muhebullah Karimzada, 2016.
"Learning Efficiency Shocks, Knowledge Capital and the Business Cycle: A Bayesian Evaluation,"
Department of Economics Working Papers
2016-11, McMaster University.
- Alok Johri & Muhebullah Karimzada, 2015. "Learning Efficiency Shocks, Knowledge Capital and the Business Cycle : A Bayesian Evaluation," Department of Economics Working Papers 2015-11, McMaster University.
- Alok Johri & Muhebullah Karimzada, 2018. "Learning Efficiency Shocks, Knowledge Capital and the Business Cycle: A Bayesian Evaluation," Department of Economics Working Papers 2018-18, McMaster University.
- Alok Johri & Muhebullah Karimzada, 2021. "Learning efficiency shocks, knowledge capital and the business cycle: A Bayesian evaluation," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(3), pages 1314-1360, November.
- Fabio Canova & Luca Sala, 2005.
"Back to square one: Identification issues in DSGE models,"
Economics Working Papers
927, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2006.
- Canova, Fabio & Sala, Luca, 2009. "Back to square one: identification issues in DSGE models," CEPR Discussion Papers 7234, C.E.P.R. Discussion Papers.
- Fabio Canova & Luca Sala, 2006. "Back to square one: identification issues in DSGE models," Computing in Economics and Finance 2006 196, Society for Computational Economics.
- Fabio Canova & Luca Sala, 2007. "Back to square one: identification issues in DSGE models," Working Papers 0715, Banco de España.
- Fabio Canova & Luca Sala, 2006. "Back to Square One: Identification Issues in DSGE Models," Working Papers 303, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Canova, Fabio & Sala, Luca, 2006. "Back to square one: identification issues in DSGE models," Working Paper Series 583, European Central Bank.
- Canova, Fabio & Sala, Luca, 2009. "Back to square one: Identification issues in DSGE models," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 431-449, May.
- Vasco Curdia & Ricardo Reis, 2010.
"Correlated disturbances and U.S. business cycles,"
Staff Reports
434, Federal Reserve Bank of New York.
- Vasco Cúrdia & Ricardo Reis, 2010. "Correlated Disturbances and U.S. Business Cycles," NBER Working Papers 15774, National Bureau of Economic Research, Inc.
- Ricardo Reis & Vasco Curdia, 2009. "Correlated Disturbances and U.S. Business Cycles," 2009 Meeting Papers 129, Society for Economic Dynamics.
- Cúrdia, Vasco, 2010. "Correlated Disturbances and U.S. Business Cycles," CEPR Discussion Papers 7712, C.E.P.R. Discussion Papers.
- Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2010.
"New Eurocoin: Tracking Economic Growth in Real Time,"
The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 1024-1034, November.
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- Mario Forni & Filippo Altissimo & Riccardo Cristadoro & Marco Lippi & Giovanni Veronese., 2008. "New Eurocoin: Tracking Economic Growth in Real Time," Center for Economic Research (RECent) 020, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
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"Money, Prices and Liquidity Effects: Separating Demand from Supply,"
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"Business Cycle Fluctuations and the Distribution of Consumption,"
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"Oil and the macroeconomy: a quantitative structural analysis,"
Temi di discussione (Economic working papers)
704, Bank of Italy, Economic Research and International Relations Area.
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"Technology news and the U.S. economy: Time variation and structural changes,"
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35361, University Library of Munich, Germany.
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"Energy price shocks in dynamic stochastic general equilibrium: the case of Bangladesh,"
Review of Business and Economics Studies, CyberLeninka;Федеральное государственное образовательное бюджетное учреждение высшего профессионального образования «Финансовый университет при Правительстве Российской Федерации» (Финансовый университет), issue 4, pages 12-21.
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"Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach,"
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"Rigid labour compensation and flexible employment ? Firm-level evidence with regard to productivity for Belgium,"
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Computing in Economics and Finance 2006
162, Society for Computational Economics.
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"Monetary policy and stock prices: theory and evidence,"
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"European monetary policy surprises: the aggregate and sectoral stock market response,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(2), pages 156-171.
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"Identifying the interdependence between US monetary policy and the stock market,"
Bank of Finland Research Discussion Papers
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"Interdependence between monetary policy and asset prices in ASEAN-5 countries,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
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"Monetary policy effects: new evidence from the Italian flow-of-funds,"
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"Ensuring financial stability: Financial structure and the impact of monetary policy on asset prices,"
IMFS Working Paper Series
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- Katrin Assenmacher-Wesche & Stefan Gerlach, 2008. "Ensuring financial stability: financial structure and the impact of monetary policy on asset prices," IEW - Working Papers 361, Institute for Empirical Research in Economics - University of Zurich.
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- Efrem Castelnuovo & Salvatore Nisticò, 2010. "Stock Market Conditions and Monetary Policy in a DSGE Model for the U.S," "Marco Fanno" Working Papers 0107, Dipartimento di Scienze Economiche "Marco Fanno".
- Pirovano, Mara, 2012. "Monetary policy and stock prices in small open economies: Empirical evidence for the new EU member states," Economic Systems, Elsevier, vol. 36(3), pages 372-390.
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"Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model,"
Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 14(2), pages 176-196, August.
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"The response of asset prices to monetary policy shocks: stronger than thought,"
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1967, European Central Bank.
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- Riccardo Bonci & Francesco Columba, 2007. "The Effects Of Monetary Policy Shocks On Flow Of Funds:The Italian Case," Money Macro and Finance (MMF) Research Group Conference 2006 75, Money Macro and Finance Research Group.
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"Do monetary and technology shocks move euro area stock prices?,"
MPRA Paper
23973, University Library of Munich, Germany.
- Tim Berg, 2012. "Did monetary or technology shocks move euro area stock prices?," Empirical Economics, Springer, vol. 43(2), pages 693-722, October.
- Don Bredin & Stuart Hyde & Dirk Nitzsche & Gerard O'Reilly, 2009.
"European monetary policy surprises: the aggregate and sectoral stock market response,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(2), pages 156-171.
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"Information variables for monetary policy in a small structural model of the euro area,"
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511, Bank of Italy, Economic Research and International Relations Area.
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"Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through,"
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179, Sveriges Riksbank (Central Bank of Sweden).
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"Dinero y Conducción de la Política Monetaria con Metas de Inflación,"
Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 40(121), pages 698-706.
- Pablo García S & Rodrigo Valdés, 2003. "Dinero y Conducción de la Política Monetaria con Metas de Inflación," Economic Policy Papers Central Bank of Chile 09, Central Bank of Chile.
- Frederick van der Ploeg, 2007. "Prudent Monetary Policy and Cautious Prediction of the Output Gap," Economics Working Papers ECO2007/40, European University Institute.
- Sophocles N. Brissimis & Nicholas S. Magginas, 2006.
"Monetary Policy Rules under Heterogeneous Inflation Expectations,"
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35, Bank of Greece.
- Sophocles N. Brissimis & Nicholas S. Magginas, 2017. "Monetary Policy Rules Under Heterogeneous Inflation Expectations," Economic Inquiry, Western Economic Association International, vol. 55(3), pages 1400-1415, July.
- Sauro Mocetti, 2008.
"Educational choices and the selection process before and after compulsory schooling,"
Temi di discussione (Economic working papers)
691, Bank of Italy, Economic Research and International Relations Area.
- Sauro Mocetti, 2012. "Educational choices and the selection process: before and after compulsory schooling," Education Economics, Taylor & Francis Journals, vol. 20(2), pages 189-209, February.
- Kristoffer Nimark, 2006. "Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market," RBA Research Discussion Papers rdp2006-05, Reserve Bank of Australia.
- Olivier J. Blanchard & Jean-Paul L’Huillier & Guido Lorenzoni, 2012.
"News, Noise, and Fluctuations: An Empirical Exploration,"
Development Research Working Paper Series
09/2012, Institute for Advanced Development Studies.
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- Jean-Paul L'Huillier & Guido Lorenzoni & Olivier Blanchard, 2011. "News, Noise, and Fluctuations: An Empirical Exploration," 2011 Meeting Papers 969, Society for Economic Dynamics.
- Jean-Paul L'Huillier & Guido Lorenzoni & Olivier J. Blanchard, 2009. "News, Noise and Fluctuations: An Empirical Exploration," 2009 Meeting Papers 99, Society for Economic Dynamics.
- Olivier J. Blanchard & Jean-Paul L'Huillier & Guido Lorenzoni, 2009. "News, Noise, and Fluctuations: An Empirical Exploration," NBER Working Papers 15015, National Bureau of Economic Research, Inc.
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"Money in an Estimated Business Cycle Model of the Euro Area,"
Economic Journal, Royal Economic Society, vol. 116(511), pages 457-477, April.
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- Salvatore Nisticò, 2012.
"Monetary Policy and Stock-Price Dynamics in a DSGE Framework,"
CSEF Working Papers
307, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Nisticò, Salvatore, 2012. "Monetary policy and stock-price dynamics in a DSGE framework," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 126-146.
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- van der Ploeg, Frederick, 2004. "Prudent Monetary Policy: Applications of Cautious LQG Control and Prediction," CEPR Discussion Papers 4222, C.E.P.R. Discussion Papers.
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- Stefan Gerlach, 2004. "The two pillars of the European Central Bank [‘The demand for M3 in the euro area’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 19(40), pages 390-439.
- Mr. Helge Berger & Mr. Henning Weber, 2012. "Money As Indicator for the Natural Rate of Interest," IMF Working Papers 2012/006, International Monetary Fund.
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- Stefano Neri, 2001.
"Assessing the effects of monetary and fiscal policy,"
Temi di discussione (Economic working papers)
425, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Fabio Canova & Evi Pappa, 2003.
"Price differentials in monetary unions: The role of fiscal shocks,"
Economics Working Papers
923, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2005.
- Fabio Canova & Evi Pappa, 2007. "Price Differentials in Monetary Unions: The Role of Fiscal Shocks," Economic Journal, Royal Economic Society, vol. 117(520), pages 713-737, April.
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"Should We Care About The Composition Of Tax-Based Stimulus Packages?,"
Contemporary Economic Policy, Western Economic Association International, vol. 34(3), pages 430-445, July.
- Kerim Peren ARIN & Otto F. REICH & Peter H. HELLES, 2010. "Should We Care About the Composition of Tax Based Stimulus Packages?," EcoMod2010 259600012, EcoMod.
- Hernández de Cos, Pablo & de Castro Fernández, Francisco, 2006.
"The economic effects of exogenous fiscal shocks in Spain: a SVAR approach,"
Working Paper Series
647, European Central Bank.
- Francisco de Castro & Pablo Hernández de Cos, 2006. "The economic effects of exogenous fiscal shocks in Spain: a SVAR approach," Working Papers 0604, Banco de España.
- Canova, Fabio & Pappa, Evi, 2003. "Price Dispersions in Monetary Unions: The Role of Fiscal Shocks," CEPR Discussion Papers 3746, C.E.P.R. Discussion Papers.
- Fabio Canova & Evi Pappa, 2005.
"The elusive costs and the immaterial gains of fiscal contraints,"
Economics Working Papers
928, Department of Economics and Business, Universitat Pompeu Fabra.
- Canova, Fabio & Pappa, Evi, 2004. "The elusive costs and the immaterial gains of fiscal constraints," LSE Research Online Documents on Economics 518, London School of Economics and Political Science, LSE Library.
- Canova, Fabio & Pappa, Evi, 2005. "The Elusive Costs and the Immaterial Gains of Fiscal Constraints," CEPR Discussion Papers 5406, C.E.P.R. Discussion Papers.
- Fabio Canova & Evi Pappa, 2005. "The elusive costs and the immaterial gains of fiscal constraints," Working Papers 295, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Canova, Fabio & Pappa, Evi, 2006. "The elusive costs and the immaterial gains of fiscal constraints," Journal of Public Economics, Elsevier, vol. 90(8-9), pages 1391-1414, September.
- Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez, 2014.
"FISCO: Modelo Fiscal para Colombia,"
Borradores de Economia
855, Banco de la Republica de Colombia.
- Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez, 2017. "FISCO: modelo fiscal para Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 35(83), pages 161-187, June.
- Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez, 2017. "FISCO: modelo fiscal para Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(83), pages 161-187, June.
- Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez, 2014. "FISCO: Modelo Fiscal para Colombia," Borradores de Economia 12336, Banco de la Republica.
- Pablo Burriel & Francisco de Castro & Daniel Garrote & Esther Gordo & Joan Paredes & Javier J. Pérez, 2009.
"Fiscal policy shocks in the euro area and the US: an empirical assessment,"
Working Papers
0930, Banco de España.
- Pablo Burriel & Francisco de Castro & Daniel Garrote & Esther Gordo & Joan Paredes & Javier J. Pérez, 2010. "Fiscal Policy Shocks in the Euro Area and the US: An Empirical Assessment," Fiscal Studies, Institute for Fiscal Studies, vol. 31(2), pages 251-285, June.
- Burriel, Pablo & de Castro Fernández, Francisco & Garrote, Daniel & Gordo, Esther & Paredes, Joan & Pérez, Javier J., 2009. "Fiscal policy shocks in the euro area and the US: an empirical assessment," Working Paper Series 1133, European Central Bank.
- Fabio Canova & Evi Pappa, 2005.
"Does it Cost to be Virtuous? The Macroeconomic Effects of Fiscal Constraints,"
NBER Working Papers
11065, National Bureau of Economic Research, Inc.
- Canova, Fabio & Pappa, Evi, 2004. "Does it Cost to be Virtuous? The Macroeconomic Effect of Fiscal Constraints," CEPR Discussion Papers 4747, C.E.P.R. Discussion Papers.
- Canova, Fabio & Pappa, Evi, 2005. "Does it cost to be virtuous? The macroeconomic effects of fiscal constraints," LSE Research Online Documents on Economics 526, London School of Economics and Political Science, LSE Library.
- Fabio Canova & Evi Pappa, 2006. "Does It Cost to Be Virtuous? The Macroeconomic Effects of Fiscal Constraints," NBER Chapters, in: NBER International Seminar on Macroeconomics 2004, pages 327-370, National Bureau of Economic Research, Inc.
- Fabio Canova & Evi Pappa, 2004. "Does it cost to be virtuous? The macroeconomic effects of fiscal constraints," Economics Working Papers 926, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2004.
- Jacopo Cimadomo & Agnès Bénassy-Quéré, 2012.
"Changing Patterns of Fiscal Policy Multipliers in Germany, the UK and the US,"
PSE-Ecole d'économie de Paris (Postprint)
hal-00966144, HAL.
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- Cimadomo, Jacopo & Bénassy-Quéré, Agnès, 2012. "Changing patterns of fiscal policy multipliers in Germany, the UK and the US," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 845-873.
- Jacopo Cimadomo & Agnès Bénassy-Quéré, 2012. "Changing Patterns of Fiscal Policy Multipliers in Germany, the UK and the US," Post-Print hal-00966144, HAL.
- Henry, Jérôme & Hernández de Cos, Pablo & Momigliano, Sandro, 2004. "The short-term impact of government budgets on prices: evidence from macroeconomic models," Working Paper Series 396, European Central Bank.
- jerome henry & sandro momigliano & pablo hernandez de cos, 2005.
"The short-term impact of government budgets on prices Evidence from macroeconometric models,"
Macroeconomics
0501020, University Library of Munich, Germany.
- Jerome Henry & Pablo Hernandez de Cos & Sandro Momigliano, 2004. "The short-term impact of government budgets on prices; evidence from macroeconometric models," Temi di discussione (Economic working papers) 523, Bank of Italy, Economic Research and International Relations Area.
- Jérôme Henry & Pablo Hernández de Cos & Sandro Momigliano, 2004. "The short-term impact of government budgets on prices: evidence from macroeconometrics models," Working Papers 0418, Banco de España.
- Francesco Caprioli & Sandro Momigliano, 2011. "The effects of fiscal shocks with debt-stabilizing budgetary policies in Italy," Temi di discussione (Economic working papers) 839, Bank of Italy, Economic Research and International Relations Area.
- Henry, Jerome & Hernandez de Cos, Pablo & Momigliano, Sandro, 2008. "The impact of government budgets on prices: Evidence from macroeconometric models," Journal of Policy Modeling, Elsevier, vol. 30(1), pages 123-143.
- Carine Bouthevillain & John Caruana & Cristina Checherita & Jorge Cunha & Esther Gordo & Stephan Haroutunian & Geert Langenus & Amela Hubic & Bernhard Manzke & Javier J. Pérez & Pietro Tommasino, 2009.
"Pros and cons of various fiscal measures to stimulate the economy,"
Economic Bulletin, Banco de España, issue JUL, pages 123-144, July.
- Carine Bouthevillain & John Caruana & Cristina Checherita & Jorge Cunha & Esther Gordo & Stephan Haroutunian & Amela Hubic & Geert Langenus & Bernhard Manzke & Javier J. Pérez & Pietro Tommasino, 2009. "Pros and Cons of various fiscal measures to stimulate the economy," BCL working papers 40, Central Bank of Luxembourg.
- Massimo Giuliodori & Roel Beetsma, 2005. "What are the Trade Spill-Overs from Fiscal Shocks in Europe? An Empirical Analysis**," De Economist, Springer, vol. 153(2), pages 167-197, June.
- Amela HUBIC & Francisco DE CASTRO, 2010. "The Effects of Inflation on General Government Accounts," EcoMod2010 259600077, EcoMod.
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"Is money informative? Evidence from a large model used for policy analysis,"
Economic Modelling, Elsevier, vol. 22(2), pages 285-304, March.
- Filippo Altissimo & Eugenio Gaiotti & Alberto Locarno, 2004. "Is money informative? Evidence from a large model used for policy analysis," Macroeconomics 0404018, University Library of Munich, Germany, revised 24 Apr 2004.
- Filippo Altissimo & Eugenio Gaiotti & Alberto Locarno, 2002. "Is money informative? Evidence form a large model used for policy analysis," Temi di discussione (Economic working papers) 445, Bank of Italy, Economic Research and International Relations Area.
- de Castro, Francisco & Hernández de Cos, Pablo, 2008. "The economic effects of fiscal policy: The case of Spain," Journal of Macroeconomics, Elsevier, vol. 30(3), pages 1005-1028, September.
- Dario Focarelli & Fabio Panetta, 2002. "Are Mergers Beneficial to Consumers? Evidence from the Market for Bank Deposits," Temi di discussione (Economic working papers) 448, Bank of Italy, Economic Research and International Relations Area.
- Raffaella Basile & Bruno Chiarini & Elisabetta Marzano, 2011.
"Can we Rely upon Fiscal Policy Estimates in Countries with Unreported Production of 15 Per Cent (or more) of GDP?,"
CESifo Working Paper Series
3521, CESifo.
- Raffaella Basile & Bruno Chiarini & Elisabetta Marzano, 2012. "Can we rely upon fiscal policy estimates in countries with unreported production of 15 per cent (or more) of GDP?," Working Papers 1, Department of the Treasury, Ministry of the Economy and of Finance.
- Fabio Canova & Evi Pappa, 2003.
"Price differentials in monetary unions: The role of fiscal shocks,"
Economics Working Papers
923, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2005.
Articles
- Neri, Stefano, 2023.
"Long-term inflation expectations and monetary policy in the euro area before the pandemic,"
European Economic Review, Elsevier, vol. 154(C).
Cited by:
- Ichiro Fukunaga & Yosuke Kido & Kotaro Suita, 2024. "Japan's Inflation under Global Inflation Synchronization," Bank of Japan Working Paper Series 24-E-4, Bank of Japan.
- Sohei Kaihatsu & Shogo Nakano & Hiroki Yamamoto, 2024. "Macroeconomic Impact of Shifts in Long-term Inflation Expectations," Bank of Japan Working Paper Series 24-E-18, Bank of Japan.
- Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross & Helene Olsen, 2024.
"Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations,"
Working Papers
No 05/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Knut Are Aastveit & Hilde C. Bjornland & Jamie L. Cross & Helene Olsen Kalstad, 2024. "Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations," CAMA Working Papers 2024-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Stefano Neri & Fabio Busetti & Cristina Conflitti & Francesco Corsello & Davide Delle Monache & Alex Tagliabracci, 2023. "Energy price shocks and inflation in the euro area," Questioni di Economia e Finanza (Occasional Papers) 792, Bank of Italy, Economic Research and International Relations Area.
- Stefano Neri, 2024. "There has been an awakening. The rise (and fall) of inflation in the euro area," Questioni di Economia e Finanza (Occasional Papers) 834, Bank of Italy, Economic Research and International Relations Area.
- Corsello, Francesco & Neri, Stefano & Tagliabracci, Alex, 2021.
"Anchored or de-anchored? That is the question,"
European Journal of Political Economy, Elsevier, vol. 69(C).
See citations under working paper version above.
- Francesco Corsello & Stefano Neri & Alex Tagliabracci, 2019. "Anchored or de-anchored? That is the question," Questioni di Economia e Finanza (Occasional Papers) 516, Bank of Italy, Economic Research and International Relations Area.
- Busetti, Fabio & Neri, Stefano & Notarpietro, Alessandro & Pisani, Massimiliano, 2021.
"Monetary policy strategies in the New Normal: A model-based analysis for the euro area,"
Journal of Macroeconomics, Elsevier, vol. 70(C).
See citations under working paper version above.
- Fabio Busetti & Stefano Neri & Alessandro Notarpietro & Massimiliano Pisani, 2020. "Monetary policy strategies in the New Normal: a model-based analysis for the euro area," Temi di discussione (Economic working papers) 1308, Bank of Italy, Economic Research and International Relations Area.
- Neri, Stefano & Notarpietro, Alessandro, 2019.
"Collateral constraints, the zero lower bound, and the debt–deflation mechanism,"
Economics Letters, Elsevier, vol. 174(C), pages 144-148.
Cited by:
- Busetti, Fabio & Neri, Stefano & Notarpietro, Alessandro & Pisani, Massimiliano, 2021.
"Monetary policy strategies in the New Normal: A model-based analysis for the euro area,"
Journal of Macroeconomics, Elsevier, vol. 70(C).
- Fabio Busetti & Stefano Neri & Alessandro Notarpietro & Massimiliano Pisani, 2020. "Monetary policy strategies in the New Normal: a model-based analysis for the euro area," Temi di discussione (Economic working papers) 1308, Bank of Italy, Economic Research and International Relations Area.
- Busetti, Fabio & Neri, Stefano & Notarpietro, Alessandro & Pisani, Massimiliano, 2021.
"Monetary policy strategies in the New Normal: A model-based analysis for the euro area,"
Journal of Macroeconomics, Elsevier, vol. 70(C).
- Neri, Stefano & Ropele, Tiziano, 2019.
"Disinflationary shocks and inflation target uncertainty,"
Economics Letters, Elsevier, vol. 181(C), pages 77-80.
See citations under working paper version above.
- Stefano Neri & Tiziano Ropele, 2019. "Disinflationary shocks and inflation target uncertainty," Temi di discussione (Economic working papers) 1230, Bank of Italy, Economic Research and International Relations Area.
- Giuseppe Ferrero & Marco Gross & Stefano Neri, 2019.
"On secular stagnation and low interest rates: Demography matters,"
International Finance, Wiley Blackwell, vol. 22(3), pages 262-278, December.
See citations under working paper version above.
- Ferrero, Giuseppe & Gross, Marco & Neri, Stefano, 2017. "On secular stagnation and low interest rates: demography matters," Working Paper Series 2088, European Central Bank.
- Stefano Neri & Giuseppe Ferrero & Marco Gross, 2017. "On secular stagnation and low interest rates: demography matters," Temi di discussione (Economic working papers) 1137, Bank of Italy, Economic Research and International Relations Area.
- Neri, Stefano & Gerali, Andrea, 2019.
"Natural rates across the Atlantic,"
Journal of Macroeconomics, Elsevier, vol. 62(C).
See citations under working paper version above.
- Stefano Neri & Andrea Gerali, 2017. "Natural rates across the Atlantic," Temi di discussione (Economic working papers) 1140, Bank of Italy, Economic Research and International Relations Area.
- Marcello Miccoli & Stefano Neri, 2019.
"Inflation surprises and inflation expectations in the Euro area,"
Applied Economics, Taylor & Francis Journals, vol. 51(6), pages 651-662, February.
See citations under working paper version above.
- Marcello Miccoli & Stefano Neri, 2015. "Inflation surprises and inflation expectations in the euro area," Questioni di Economia e Finanza (Occasional Papers) 265, Bank of Italy, Economic Research and International Relations Area.
- Paolo Angelini & Stefano Neri & Fabio Panetta, 2014.
"The Interaction between Capital Requirements and Monetary Policy,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(6), pages 1073-1112, September.
Cited by:
- Cappelletti, Giuseppe & Reghezza, Alessio & Rodríguez d'Acri, Costanza & Spaggiari, Martina, 2022. "Compositional effects of bank capital buffers and interactions with monetary policy," Journal of Banking & Finance, Elsevier, vol. 140(C).
- Carrillo, Julio A. & Mendoza, Enrique G. & Nuguer, Victoria & Roldán-Peña, Jessica, 2018.
"Tight money - tight credit: coordination failure in the conduct of monetary and financial policies,"
Working Paper Series
2129, European Central Bank.
- Carrillo Julio A. & Mendoza Enrique G. & Nuguer Victoria & Roldán-Peña Jessica, 2017. "Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies," Working Papers 2017-10, Banco de México.
- Carrillo, Julio A. & Nuguer, Victoria & Mendoza, Enrique G. & Roldán-Peña, Jessica, 2019. "Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies," IDB Publications (Working Papers) 9933, Inter-American Development Bank.
- Julio A. Carrillo & Enrique G. Mendoza & Victoria Nuguer & Jessica Roldán-Peña, 2017. "Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies," NBER Working Papers 23151, National Bureau of Economic Research, Inc.
- Julio A. Carrillo & Enrique G. Mendoza & Victoria Nuguer & Jessica Roldán-Peña, 2019. "Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies," IMES Discussion Paper Series 19-E-08, Institute for Monetary and Economic Studies, Bank of Japan.
- Julio A. Carrillo & Enrique G. Mendoza & Victoria Nuguer & Jessica Roldán-Peña, 2021. "Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(3), pages 37-73, July.
- Julio Carrillo & Enrique G. Mendoza & Victoria Nuguer & Jessica Roldan-Pena, 2017. "Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies," PIER Working Paper Archive 17-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Feb 2017.
- Burlon, L. & Gerali, A. & Notarpietro, A. & Pisani, M., 2018.
"Non-standard monetary policy, asset prices and macroprudential policy in a monetary union,"
Journal of International Money and Finance, Elsevier, vol. 88(C), pages 25-53.
- Lorenzo Burlon & Andrea Gerali & Alessandro Notarpietro & Massimiliano Pisani, 2016. "Non-standard monetary policy, asset prices and macroprudential policy in a monetary union," Temi di discussione (Economic working papers) 1089, Bank of Italy, Economic Research and International Relations Area.
- Filiz Unsal & Margarita Rubio, 2016. "Macroprudential Policies in Low-Income Countries," 2016 Meeting Papers 1230, Society for Economic Dynamics.
- Hassan Dargahi & Mehdi Hadian, 2022. "Oil shocks, financial stability and implementing macroeconomics and macro‐prudential policies in an oil‐exporting economy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2481-2496, April.
- Ferrari Minesso, Massimo & Pagliari, Maria Sole, 2023.
"No country is an island. International cooperation and climate change,"
Journal of International Economics, Elsevier, vol. 145(C).
- Ferrari Massimo, & Pagliari Maria Sole,, 2021. "No country is an island. International cooperation and climate change," Working papers 815, Banque de France.
- Pagliari, Maria Sole & Ferrari Minesso, Massimo, 2021. "No country is an island: international cooperation and climate change," Working Paper Series 2568, European Central Bank.
- Mădălin Viziniuc, 2017. "Potential Gains from Cooperation Between Monetary and Macroprudential Policies: The Case of an Emerging Economy," Eastern European Economics, Taylor & Francis Journals, vol. 55(5), pages 420-452, September.
- Lien Laureys & Roland Meeks & Boromeus Wanengkirtyo, 2020.
"Optimal simple objectives for monetary policy when banks matter,"
CAMA Working Papers
2020-98, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Laureys, Lien & Meeks, Roland & Wanengkirtyo, Boromeus, 2021. "Optimal simple objectives for monetary policy when banks matter," European Economic Review, Elsevier, vol. 135(C).
- Laureys, Lien & Meeks, Roland & Wanengkirtyo, Boromeus, 2020. "Optimal simple objectives for monetary policy when banks matter," Bank of England working papers 890, Bank of England.
- Lien Laureys & Mr. Roland Meeks & Boromeus Wanengkirtyo, 2020. "Optimal Simple Objectives for Monetary Policy when Banks Matter," IMF Working Papers 2020/244, International Monetary Fund.
- Eller, Markus & Hauzenberger, Niko & Huber, Florian & Schuberth, Helene & Vashold, Lukas, 2021.
"The impact of macroprudential policies on capital flows in CESEE,"
Journal of International Money and Finance, Elsevier, vol. 119(C).
- Eller, Markus & Hauzenberger, Niko & Huber, Florian & Schuberth, Helene & Vashold, Lukas, 2021. "The impact of macroprudential policies on capital flows in CESEE," ESRB Working Paper Series 118, European Systemic Risk Board.
- Hristov, Nikolay & Hülsewig, Oliver & Kolb, Benedikt, 2024.
"Macroprudential capital regulation and fiscal balances in the euro area,"
Journal of International Money and Finance, Elsevier, vol. 143(C).
- Nikolay Hristov & Oliver Hülsewig & Benedikt Kolb, 2024. "Macroprudential Capital Regulation and Fiscal Balances in the Euro Area," CESifo Working Paper Series 10968, CESifo.
- Hristov, Nikolay & Hülsewig, Oliver & Kolb, Benedikt, 2024. "Macroprudential capital regulation and fiscal balances in the euro area," Discussion Papers 06/2024, Deutsche Bundesbank.
- Darracq Pariès, Matthieu & Kok, Christoffer & Rottner, Matthias, 2020.
"Reversal interest rate and macroprudential policy,"
Working Paper Series
2487, European Central Bank.
- Darracq Pariès, Matthieu & Kok Sørensen, Christoffer & Rottner, Matthias, 2021. "Reversal interest rate and macroprudential policy," Discussion Papers 24/2021, Deutsche Bundesbank.
- Darracq Pariès, Matthieu & Kok, Christoffer & Rottner, Matthias, 2023. "Reversal interest rate and macroprudential policy," European Economic Review, Elsevier, vol. 159(C).
- Vasco Gabriel, 2021.
"Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach,"
Working Papers
w202106, Banco de Portugal, Economics and Research Department.
- Vasco J. Gabriel & Ioannis Lazopoulos & Diana Lima, 2023. "Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(1), pages 43-76, February.
- Bekiros, Stelios & Nilavongse, Rachatar & Uddin, Gazi Salah, 2018. "Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 315-331.
- Lozej, Matija & Onorante, Luca & Rannenberg, Ansgar, 2018.
"Countercyclical capital regulation in a small open economy DSGE model,"
Working Paper Series
2144, European Central Bank.
- Lozej, Matija & Onorante, Luca & Rannenberg, Ansgar, 2017. "Countercyclical Capital Regulation in a Small Open Economy DSGE Model," Research Technical Papers 03/RT/17, Central Bank of Ireland.
- Luca Onorante & Matija Lozej & Ansgar Rannenberg, 2017. "Countercyclical capital regulation in a small open economy DSGE model," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
- Lozej, Matija & Onorante, Luca & Rannenberg, Ansgar, 2023. "Countercyclical capital regulation in a small open economy DSGE model," Macroeconomic Dynamics, Cambridge University Press, vol. 27(5), pages 1230-1267, July.
- Caterina Mendicino & Kalin Nikolov & Javier Suarez & Dominik Supera, 2018.
"Bank Capital in the Short and in the Long Run,"
Working Papers
wp2018_1807, CEMFI.
- Suarez, Javier & Mendicino, Caterina & Nikolov, Kalin & Supera, Dominik, 2018. "Bank Capital in the Short and in the Long Run," CEPR Discussion Papers 13152, C.E.P.R. Discussion Papers.
- Mendicino, Caterina & Nikolov, Kalin & Suarez, Javier & Supera, Dominik, 2020. "Bank capital in the short and in the long run," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 64-79.
- Mendicino, Caterina & Nikolov, Kalin & Suarez, Javier & Supera, Dominik, 2019. "Bank capital in the short and in the long run," Working Paper Series 2286, European Central Bank.
- Victoria Nuguer & Jessica Roldan-Pena & Enrique Mendoza & Julio Carrillo, 2016.
"When the Central Bank Meets the Financial Authority: Strategic Interactions and Institutional Design,"
2016 Meeting Papers
1461, Society for Economic Dynamics.
- Julio A. Carrillo & Enrique G. Mendoza & Victoria Nuguer & Jessica Roldán-Peña, 2017. "Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies," NBER Working Papers 23151, National Bureau of Economic Research, Inc.
- Igarashi, Yoske & Liu, Keqing, 2024. "Should macroprudential policy be countercyclical?," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
- Muñoz, Manuel A., 2020.
"Macroprudential policy and the role of institutional investors in housing markets,"
Working Paper Series
2454, European Central Bank.
- Muñoz, Manuel A. & Smets, Frank, 2022. "Macroprudential policy and the role of institutional investors in housing markets," CEPR Discussion Papers 17479, C.E.P.R. Discussion Papers.
- Muñoz, Manuel A. & Smets, Frank, 2022. "Macroprudential policy and the role of institutional investors in housing markets," ESRB Working Paper Series 137, European Systemic Risk Board.
- De Marco, Filippo & Kneer, Christiane & Wieladek, Tomasz, 2021.
"The real effects of capital requirements and monetary policy: Evidence from the United Kingdom,"
Journal of Banking & Finance, Elsevier, vol. 133(C).
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- Cappelletti, Giuseppe & Reghezza, Alessio & Rodriguez d’Acri, Costanza & Spaggiari, Martina, 2020. "Compositional effects of O-SII capital buffers and the role of monetary policy," Working Paper Series 2440, European Central Bank.
- Kim, Soyoung & Shim, Seri & Chen, Hongyi, 2023. "Effects and Conduct of Macroprudential Policy in China," Journal of Financial Stability, Elsevier, vol. 66(C).
- Aino Silvo, 2019. "The Interaction of Monetary and Macroprudential Policies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(4), pages 859-894, June.
- Chris Garbers & Guangling Liu, 2017. "Macroprudential policy and foreign interest rate shocks: A comparison of different instruments and regulatory regimes," Working Papers 15/2017, Stellenbosch University, Department of Economics.
- Valerio Nispi Landi, 2017. "Capital controls, macroprudential measures and monetary policy interactions in an emerging economy," Temi di discussione (Economic working papers) 1154, Bank of Italy, Economic Research and International Relations Area.
- Codruta Boar & Leonardo Gambacorta & Giovanni Lombardo & Luiz Awazu Pereira da Silva, 2017. "What are the effects of macroprudential policies on macroeconomic performance?," BIS Quarterly Review, Bank for International Settlements, September.
- Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2021.
"Costly default and skewed business cycle,"
Post-Print
hal-03346173, HAL.
- Fève, Patrick & Sanchez, Pablo Garcia & Moura, Alban & Pierrard, Olivier, 2021. "Costly default and skewed business cycles," European Economic Review, Elsevier, vol. 132(C).
- Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2019. "Costly default and asymmetric real business cycles," BCL working papers 134, Central Bank of Luxembourg.
- Fève, Patrick & Garcia Sanchez, Pablo & Moura, Alban & Pierrard, Olivier, 2019. "Costly default and asymetric real business cycles," TSE Working Papers 19-1048, Toulouse School of Economics (TSE).
- Paul Levine & Maryam Mirfatah & Joseph Pearlman & Stylianos Tsiaras, 2023. "Optimal Liquidity Provision and Interest Rate Rules: A Tale of Two Frictions," School of Economics Discussion Papers 1323, School of Economics, University of Surrey.
- Uwe Vollmer, 2022. "Monetary policy or macroprudential policies: What can tame the cycles?," Journal of Economic Surveys, Wiley Blackwell, vol. 36(5), pages 1510-1538, December.
- Laeven, Luc & Maddaloni, Angela & Mendicino, Caterina, 2022. "Monetary policy, macroprudential policy and financial stability," Working Paper Series 2647, European Central Bank.
- Cristina Jude & Gr gory Levieuge, 2024. "Doubling Down: The Synergy of CCyB Release and Monetary Policy Easing," Working papers 961, Banque de France.
- Chawwa, Tevy, 2021. "Impact of reserve requirement and Liquidity Coverage Ratio: A DSGE model for Indonesia," Economic Analysis and Policy, Elsevier, vol. 71(C), pages 321-341.
- Arroyo Marioli, Francisco & Becerra, Juan Sebastián & Solorza, Matías, 2022. "The credit channel in chile through the lens of a semi-structural model," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(2).
- Hodbod, Alexander & Huber, Stefanie J. & Vasilev, Konstantin, 2020. "Sectoral risk-weights and macroprudential policy," Journal of Banking & Finance, Elsevier, vol. 112(C).
- Stephen Millard, & Margarita Rubio & Alexandra Varadi, 2020. "The impact of Covid-19 on productivity," Discussion Papers 2020/14, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Silvo, Aino, 2016. "The interaction of monetary and macroprudential policies in economic stabilisation," Bank of Finland Research Discussion Papers 1/2016, Bank of Finland.
- Meeks, Roland, 2017. "Capital regulation and the macroeconomy: Empirical evidence and macroprudential policy," European Economic Review, Elsevier, vol. 95(C), pages 125-141.
- Rubio, Margarita, 2016. "Short and long-term interest rates and the effectiveness of monetary and macroprudential policies," Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 103-115.
- Kosuke Aoki & Gianluca Benigno & Nobuhiro Kiyotaki, 2016. "Monetary and Financial Policies in Emerging Markets," Working Papers 2016-4, Princeton University. Economics Department..
- Stefano Neri, 2014.
"The Impact of the Sovereign Debt Crisis on Bank Lending Rates in the Euro Area,"
Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 5-6, September.
See citations under working paper version above.
- Stefano Neri, 2013. "The impact of the sovereign debt crisis on bank lending rates in the euro area," Questioni di Economia e Finanza (Occasional Papers) 170, Bank of Italy, Economic Research and International Relations Area.
- Stefano Neri & Tiziano Ropele, 2012.
"Imperfect Information, Real‐Time Data and Monetary Policy in the Euro Area,"
Economic Journal, Royal Economic Society, vol. 122(561), pages 651-674, June.
See citations under working paper version above.
- Stefano Neri & Tiziano Ropele, 2011. "Imperfect information, real-time data and monetary policy in the euro area," Temi di discussione (Economic working papers) 802, Bank of Italy, Economic Research and International Relations Area.
- Musso, Alberto & Neri, Stefano & Stracca, Livio, 2011.
"Housing, consumption and monetary policy: How different are the US and the euro area?,"
Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3019-3041, November.
See citations under working paper version above.
- Musso, Alberto & Neri, Stefano & Stracca, Livio, 2010. "Housing, consumption and monetary policy: how different are the US and the euro area?," Working Paper Series 1161, European Central Bank.
- Alberto Musso & Stefano Neri & Livio Stracca, 2011. "Housing, consumption and monetary policy: how different are the U.S. and the euro area?," Temi di discussione (Economic working papers) 807, Bank of Italy, Economic Research and International Relations Area.
- Matteo Iacoviello & Stefano Neri, 2010.
"Housing Market Spillovers: Evidence from an Estimated DSGE Model,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 2(2), pages 125-164, April.
See citations under working paper version above.
- Matteo Iacoviello & Stefano Neri, 2007. "Housing Market Spillovers: Evidence from an Estimated DSGE Model," Boston College Working Papers in Economics 659, Boston College Department of Economics, revised 23 Oct 2009.
- Matteo Iacoviello & Stefano Neri, 2008. "Housing market spillovers : evidence from an estimated DSGE model," Working Paper Research 145, National Bank of Belgium.
- Matteo Iacoviello & Stefano Neri, 2008. "Housing market spillovers: Evidence from an estimated DSGE model," Temi di discussione (Economic working papers) 659, Bank of Italy, Economic Research and International Relations Area.
- Stefano Neri & Andrea Nobili, 2010.
"The Transmission of US Monetary Policy to the Euro Area,"
International Finance, Wiley Blackwell, vol. 13(1), pages 55-78, March.
Cited by:
- Mandler, Martin, 2010.
"Explaining ECB and Fed interest rate correlation: Economic interdependence and optimal monetary policy,"
MPRA Paper
25929, University Library of Munich, Germany.
- Martin Mandler, 2010. "Explaining ECB and FED interest rate correlation: Economic interdependence and optimal monetary policy," MAGKS Papers on Economics 201025, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Riccardo Degasperi & Seokki Simon Hong & Giovanni Ricco, 2024. "The global transmission of U.S. monetary policy," Temi di discussione (Economic working papers) 1466, Bank of Italy, Economic Research and International Relations Area.
- Liu, De-Chih & Chang, Yu-Chien, 2022. "Systematic variations in exchange rate returns," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 569-583.
- Hummaira Jabeen, 2022. "Monetary Policy Shock Transmission in Emerging Markets," Journal of Policy Research (JPR), Research Foundation for Humanity (RFH), vol. 8(4), pages 379-390, December.
- Irfan Akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2012.
"The changing international transmission of US monetary policy shocks: is there evidence of contagion effect on OECD countries,"
EconomiX Working Papers
2012-27, University of Paris Nanterre, EconomiX.
- Kazi, Irfan Akbar & Wagan, Hakimzadi & Akbar, Farhan, 2013. "The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries," Economic Modelling, Elsevier, vol. 30(C), pages 90-116.
- Irfan akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2011. "The changing international transmission of us monetary policy shocks: is there evidence of contagion effect on oecd countries," Economics Bulletin, AccessEcon, vol. 31(4), pages 1-49.
- Giovanni Verga & Federica Trani & Nicoleta Vasilcovschi, 2018. "The Interaction between American and European IRS Interest Rates," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(1), pages 81-96, March.
- Carmignani, Fabrizio, 2015. "The international effect of US government expenditure," Economic Modelling, Elsevier, vol. 47(C), pages 63-73.
- Ms. Margaux MacDonald & Michał Ksawery Popiel, 2017.
"Unconventional Monetary Policy in a Small Open Economy,"
IMF Working Papers
2017/268, International Monetary Fund.
- Margaux MacDonald & Michal Ksawery Popiel, 2016. "Unconventional Monetary Policy In A Small Open Economy," Working Paper 1367, Economics Department, Queen's University.
- Margaux MacDonald & Michał Ksawery Popiel, 2020. "Unconventional Monetary Policy in a Small Open Economy," Open Economies Review, Springer, vol. 31(5), pages 1061-1115, November.
- Jorge Fornero & Markus Kirchner & Carlos Molina, 2021.
"Estimating Shadow Policy Rates in a Small Open Economy and the Role of Foreign Factors,"
Working Papers Central Bank of Chile
915, Central Bank of Chile.
- Fornero, Jorge & Kirchner, Markus & Molina, Carlos, 2024. "Estimating shadow policy rates in a small open economy and the role of foreign factors," Journal of International Money and Finance, Elsevier, vol. 140(C).
- Anton, Roman, 2015. "Monetary Development and Transmission in the Eurosystem," MPRA Paper 67323, University Library of Munich, Germany, revised 08 Oct 2015.
- Comunale, Mariarosaria, 2014.
"Euro-dollar polarization and heterogeneity in exchange rate pass-throughs within the euro zone,"
MPRA Paper
57704, University Library of Munich, Germany, revised Aug 2014.
- Mariarosaria Comunale, 2015. "Euro-Dollar Polarization and Heterogeneity in Exchange Rate Pass-Throughs Within the Euro Zone," CEIS Research Paper 333, Tor Vergata University, CEIS, revised 13 Mar 2015.
- Irfan Akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2012. "The changing international transmission of US monetary policy shocks: is there evidence of contagion effect on OECD countries," Working Papers hal-04141067, HAL.
- Anastasios Evgenidis & Dionisis Philippas & Costas Siriopoulos, 2019. "Heterogeneous effects in the international transmission of the US monetary policy: a factor-augmented VAR perspective," Empirical Economics, Springer, vol. 56(5), pages 1549-1579, May.
- Angela Abbate & Sandra Eickmeier & Wolfgang Lemke & Massimiliano Marcellino, 2016.
"The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 573-601, June.
- Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang, 2011. "The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR," CEPR Discussion Papers 8341, C.E.P.R. Discussion Papers.
- Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011. "The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR," Discussion Paper Series 1: Economic Studies 2011,05, Deutsche Bundesbank.
- Anastasios Evgenidis & Costas Siriopoulos, 2015. "What are the International Channels Through Which a US Policy Shock is Transmitted to The World Economies? Evidence from a Time Varying FAVAR," Working Papers 190, Bank of Greece.
- Fabrizio Carmignani, 2013. "Does the Long Arm of US Macroeconomic Policy Reach South Asia?," South Asian Journal of Macroeconomics and Public Finance, , vol. 2(2), pages 145-168, December.
- Zubarev, Andrey & Kirillova, Maria, 2022. "Оценивание Влияния Внешних Шоков На Российскую Экономику С Помощью Модели Gvar [Estimating the impact of external shocks on Russian economy: GVAR approach]," MPRA Paper 113762, University Library of Munich, Germany, revised 01 Jul 2022.
- Hanisch, Max, 2019. "US monetary policy and the euro area," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 77-96.
- Zubarev, Andrey & Kirillova, Maria, 2021. "Эконометрическая Оценка Влияния Шоков На Рынке Нефти На Макроэкономические Показатели Российской Федерации С Помощью Gvar Моделирования [The Impact of Oil Market Shocks on the Macroeconomic Indicat," MPRA Paper 110410, University Library of Munich, Germany, revised 01 Nov 2021.
- Mandler, Martin, 2010.
"Explaining ECB and Fed interest rate correlation: Economic interdependence and optimal monetary policy,"
MPRA Paper
25929, University Library of Munich, Germany.
- Stefano Neri, 2010.
"Comments on “The drivers of housing cycles in Spain” by Oriol Aspachs-Bracons and Pau Rabanal,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 131-134, March.
Cited by:
- Gareis, Johannes & Mayer, Eric, 2012.
"What drives Ireland's housing market? A Bayesian DSGE approach,"
W.E.P. - Würzburg Economic Papers
88, University of Würzburg, Department of Economics.
- Eric Mayer & Johannes Gareis, 2013. "What Drives Ireland’s Housing Market? A Bayesian DSGE Approach," Open Economies Review, Springer, vol. 24(5), pages 919-961, November.
- Gareis, Johannes & Mayer, Eric, 2012.
"What drives Ireland's housing market? A Bayesian DSGE approach,"
W.E.P. - Würzburg Economic Papers
88, University of Würzburg, Department of Economics.
- Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti, 2010.
"Credit and Banking in a DSGE Model of the Euro Area,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 107-141, September.
- Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti, 2010. "Credit and Banking in a DSGE Model of the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 107-141, September.
See citations under working paper version above.- Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti, 2010. "Credit and banking in a DSGE model of the euro area," Temi di discussione (Economic working papers) 740, Bank of Italy, Economic Research and International Relations Area.
- Lippi, Francesco & Neri, Stefano, 2007.
"Information variables for monetary policy in an estimated structural model of the euro area,"
Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1256-1270, May.
Cited by:
- Simona Delle Chiaie, 2007.
"Monetary Policy and Potential Output Uncertainty: A Quantitative Assessment,"
CEIS Research Paper
94, Tor Vergata University, CEIS.
- Delle Chiaie, Simona, 2009. "Monetary policy and potential output uncertainty: a quantitative assessment," Working Paper Series 1130, European Central Bank.
- Verona, Fabio & Martins, Manuel M.F. & Drumond, Inês, 2017.
"Financial shocks, financial stability, and optimal Taylor rules,"
Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 187-207.
- Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2014. "Financial shocks, financial stability, and optimal Taylor rules," Bank of Finland Research Discussion Papers 21/2014, Bank of Finland.
- Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey, 2007.
"RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence,"
Reserve Bank of New Zealand Discussion Paper Series
DP2007/15, Reserve Bank of New Zealand.
- Özer Karagedikli & Troy Matheson & Christie Smith & Shaun Vahey, 2008. "RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence," Working Paper 2008/17, Norges Bank.
- Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey, 2010. "RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE," Journal of Economic Surveys, Wiley Blackwell, vol. 24(1), pages 113-136, February.
- Neri, Stefano & Gerali, Andrea, 2019.
"Natural rates across the Atlantic,"
Journal of Macroeconomics, Elsevier, vol. 62(C).
- Stefano Neri & Andrea Gerali, 2017. "Natural rates across the Atlantic," Temi di discussione (Economic working papers) 1140, Bank of Italy, Economic Research and International Relations Area.
- Sánchez, Marcelo, 2010. "What does South Korean inflation targeting target?," Journal of Asian Economics, Elsevier, vol. 21(6), pages 526-539, December.
- Mr. Andrew Berg & Ms. Filiz D Unsal & Mr. Rafael A Portillo, 2010. "On the Optimal Adherence to Money Targets in a New-Keynesian Framework: An Application to Low-Income Countries," IMF Working Papers 2010/134, International Monetary Fund.
- Kristoffer Nimark, 2006. "Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market," RBA Research Discussion Papers rdp2006-05, Reserve Bank of Australia.
- Olivier J. Blanchard & Jean-Paul L’Huillier & Guido Lorenzoni, 2012.
"News, Noise, and Fluctuations: An Empirical Exploration,"
Development Research Working Paper Series
09/2012, Institute for Advanced Development Studies.
- Olivier J. Blanchard & Jean-Paul L'Huillier & Guido Lorenzoni, 2013. "News, Noise, and Fluctuations: An Empirical Exploration," American Economic Review, American Economic Association, vol. 103(7), pages 3045-3070, December.
- Jean-Paul L'Huillier & Guido Lorenzoni & Olivier Blanchard, 2011. "News, Noise, and Fluctuations: An Empirical Exploration," 2011 Meeting Papers 969, Society for Economic Dynamics.
- Jean-Paul L'Huillier & Guido Lorenzoni & Olivier J. Blanchard, 2009. "News, Noise and Fluctuations: An Empirical Exploration," 2009 Meeting Papers 99, Society for Economic Dynamics.
- Olivier J. Blanchard & Jean-Paul L'Huillier & Guido Lorenzoni, 2009. "News, Noise, and Fluctuations: An Empirical Exploration," NBER Working Papers 15015, National Bureau of Economic Research, Inc.
- Bo Zhang & Jinyan Hu & Mingming Jiang & Feng Guo, 2017. "Monetary Shocks And Stock Market Fluctuations: With An Application To The Chinese Stock Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(04), pages 875-904, September.
- Adriana Grasso & Guido Traficante, 2021. "Optimal robust monetary policy with parameters and output gap uncertainty," Temi di discussione (Economic working papers) 1339, Bank of Italy, Economic Research and International Relations Area.
- Givens, Gregory E. & Salemi, Michael K., 2015.
"Inferring monetary policy objectives with a partially observed state,"
Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 190-208.
- Givens, Gregory & Salemi, Michael, 2012. "Inferring monetary policy objectives with a partially observed state," MPRA Paper 39353, University Library of Munich, Germany.
- Erick Lahura, 2017.
"Monetary Aggregates and Monetary Policy in Peru,"
BCAM Working Papers
1704, Birkbeck Centre for Applied Macroeconomics.
- Lahura, Erick, 2017. "Monetary Aggregates and Monetary Policy in Peru," Working Papers 2017-003, Banco Central de Reserva del Perú.
- Brenneisen, Jan-Niklas, 2020. "Monetary policy under imperfect information and consumer confidence," Economics Working Papers 2020-04, Christian-Albrechts-University of Kiel, Department of Economics.
- Tim Willems, 2009. "Visualizing the Invisible: Estimating the New Keynesian Output Gap via a Bayesian Approach," Tinbergen Institute Discussion Papers 09-074/2, Tinbergen Institute, revised 26 Mar 2010.
- Michael Scharnagl & Christina Gerberding & Franz Seitz, 2010. "Should Monetary Policy Respond to Money Growth? New Results for the Euro Area," International Finance, Wiley Blackwell, vol. 13(3), pages 409-441, December.
- Fabio Verona & Manuel M. F. Martins & Inês Drumond, 2014. "Financial Shocks and Optimal Monetary Policy Rules," CEF.UP Working Papers 1402, Universidade do Porto, Faculdade de Economia do Porto.
- Alastair R. Hall & Denise R. Osborn & Nikolaos D. Sakkas, 2012.
"Inference on Structural Breaks using Information Criteria,"
Centre for Growth and Business Cycle Research Discussion Paper Series
173, Economics, The University of Manchester.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2013. "Inference on Structural Breaks using Information Criteria," Manchester School, University of Manchester, vol. 81, pages 54-81, October.
- Salvatore Nisticò, 2012.
"Monetary Policy and Stock-Price Dynamics in a DSGE Framework,"
CSEF Working Papers
307, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Nisticò, Salvatore, 2012. "Monetary policy and stock-price dynamics in a DSGE framework," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 126-146.
- Lahura, Erick, 2010. "Monetary aggregates and monetary policy: an empirical assessment for Peru," Working Papers 2010-019, Banco Central de Reserva del Perú.
- Collard, Fabrice & Dellas, Harris & Smets, Frank, 2009.
"Imperfect information and the business cycle,"
Journal of Monetary Economics, Elsevier, vol. 56(S), pages 38-56.
- Dellas, Harris & Smets, Frank & Collard, Fabrice, 2010. "Imperfect information and the business cycle," CEPR Discussion Papers 7643, C.E.P.R. Discussion Papers.
- Fabrice Collard & Harris Dellas & Frank Smets, 2009. "Imperfect Information and the Business Cycle," School of Economics and Public Policy Working Papers 2009-15, University of Adelaide, School of Economics and Public Policy.
- Zanetti, Francesco, 2008. "Labor and investment frictions in a real business cycle model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3294-3314, October.
- Brand, Claus & Obstbaum, Meri & Coenen, Günter & Sondermann, David & Lydon, Reamonn & Ajevskis, Viktors & Hammermann, Felix & Angino, Siria & Hernborg, Nils & Basso, Henrique & Hertweck, Matthias & Bi, 2021. "Employment and the conduct of monetary policy in the euro area," Occasional Paper Series 275, European Central Bank.
- Stefano Neri & Tiziano Ropele, 2012.
"Imperfect Information, Real‐Time Data and Monetary Policy in the Euro Area,"
Economic Journal, Royal Economic Society, vol. 122(561), pages 651-674, June.
- Stefano Neri & Tiziano Ropele, 2011. "Imperfect information, real-time data and monetary policy in the euro area," Temi di discussione (Economic working papers) 802, Bank of Italy, Economic Research and International Relations Area.
- Mr. Helge Berger & Mr. Henning Weber, 2012. "Money As Indicator for the Natural Rate of Interest," IMF Working Papers 2012/006, International Monetary Fund.
- Givens, Gregory E. & Salemi, Michael K., 2008.
"Generalized method of moments and inverse control,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3113-3147, October.
- Gregory Erin Givens & Michael K. Salemi, 2006. "Generalized Method of Moments and Inverse Control," Working Papers 200603, Middle Tennessee State University, Department of Economics and Finance.
- Guo, Feng & Hu, Jinyan & Jiang, Mingming, 2013. "Monetary shocks and asymmetric effects in an emerging stock market: The case of China," Economic Modelling, Elsevier, vol. 32(C), pages 532-538.
- van der Ploeg, Frederick, 2009. "Prudent monetary policy and prediction of the output gap," Journal of Macroeconomics, Elsevier, vol. 31(2), pages 217-230, June.
- Salvatore Nistico', 2011. "Optimal Monetary Policy and Stock-Prices Dynamics in a Non-Ricardian DSGE Model," Working Papers CASMEF 1107, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Andrea Nobili, 2009. "Composite indicators for monetary analysis," Temi di discussione (Economic working papers) 713, Bank of Italy, Economic Research and International Relations Area.
- Simona Delle Chiaie, 2007.
"Monetary Policy and Potential Output Uncertainty: A Quantitative Assessment,"
CEIS Research Paper
94, Tor Vergata University, CEIS.
- Dedola, Luca & Neri, Stefano, 2007.
"What does a technology shock do? A VAR analysis with model-based sign restrictions,"
Journal of Monetary Economics, Elsevier, vol. 54(2), pages 512-549, March.
See citations under working paper version above.
- Dedola, Luca & Neri, Stefano, 2004. "What Does A Technology Shock Do? A VAR Analysis with Model-based Sign Restrictions," CEPR Discussion Papers 4537, C.E.P.R. Discussion Papers.
- Stefano Neri & Luca Dedola, 2004. "Are technology shocks contractionary? A Bayesian VAR analysis with priors on impulses responses," 2004 Meeting Papers 406, Society for Economic Dynamics.
- Luca Dedola & Stefano Neri, 2006. "What does a technology shock do? A VAR analysis with model-based sign restrictions," Temi di discussione (Economic working papers) 607, Bank of Italy, Economic Research and International Relations Area.
- Dedola, Luca & Neri, Stefano, 2006. "What does a technology shock do? A VAR analysis with model-based sign restrictions," Working Paper Series 705, European Central Bank.
- Giordano, Raffaela & Momigliano, Sandro & Neri, Stefano & Perotti, Roberto, 2007.
"The effects of fiscal policy in Italy: Evidence from a VAR model,"
European Journal of Political Economy, Elsevier, vol. 23(3), pages 707-733, September.
See citations under working paper version above.
- Raffaela Giordano & Sandro Momigliano & Stefano Neri & Roberto Perotti, 2008. "The effetcs of fiscal policy in Italy: Evidence from a VAR model," Temi di discussione (Economic working papers) 656, Bank of Italy, Economic Research and International Relations Area.
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