Peter Tillmann
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.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Jan-Christoph Rülke & Peter Tillmann, 2010.
"Do FOMC Members Herd?,"
MAGKS Papers on Economics
201032, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Rülke, Jan-Christoph & Tillmann, Peter, 2011. "Do FOMC members herd?," Economics Letters, Elsevier, vol. 113(2), pages 176-179.
- Jan-Christoph Rülke & Peter Tillmann, 2010. "Do FOMC Members Herd?," WHU Working Paper Series - Economics Group 11-03, WHU - Otto Beisheim School of Management.
Mentioned in:
- Uncertainty and voting in monetary policy committees
by BankUnderground in Bank Underground on 2021-03-02 09:00:00
RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- David Finck & Peter Tillmann, 2020.
"Pandemic Shocks and Household Spending,"
MAGKS Papers on Economics
202036, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
Mentioned in:
Working papers
- David Finck & Peter Tillmann, 2020.
"Pandemic Shocks and Household Spending,"
MAGKS Papers on Economics
202036, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
Cited by:
- Heinrich, Torsten, 2021. "Epidemics in modern economies," MPRA Paper 107578, University Library of Munich, Germany.
- Vasconcelos Costa, André, 2021. "Rising Stocks during Lockdown Economic Recessions: Explaining the Phenomenon," MPRA Paper 106710, University Library of Munich, Germany.
- Jens Klose & Peter Tillmann, 2020.
"COVID-19 and Financial Markets: A Panel Analysis for European Countries,"
MAGKS Papers on Economics
202025, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Klose Jens & Tillmann Peter, 2021. "COVID-19 and Financial Markets: A Panel Analysis for European Countries," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 241(3), pages 297-347, June.
Cited by:
- Bannigidadmath, Deepa & Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Gong, Qiang, 2022. "How stock markets reacted to COVID-19? Evidence from 25 countries," Finance Research Letters, Elsevier, vol. 45(C).
- Fendel, Ralf & Neugebauer, Frederik & Zimmermann, Lilli, 2021. "Reactions of euro area government yields to Covid-19 related policy measure announcements by the European Commission and the European Central Bank," Finance Research Letters, Elsevier, vol. 42(C).
- Ortmans, Aymeric & Tripier, Fabien, 2021. "COVID-induced sovereign risk in the euro area: When did the ECB stop the spread?," European Economic Review, Elsevier, vol. 137(C).
- Grabowski, Wojciech & Janus, Jakub & Stawasz-Grabowska, Ewa, 2023. "The COVID-19 pandemic and financial markets in Central Europe: Macroeconomic measures and international policy spillovers," Emerging Markets Review, Elsevier, vol. 54(C).
- Heyden, Kim J. & Heyden, Thomas, 2021. "Market reactions to the arrival and containment of COVID-19: An event study," Finance Research Letters, Elsevier, vol. 38(C).
- Blotevogel, Robert & Hudecz, Gergely & Vangelista, Elisabetta, 2024. "Asset purchases and sovereign bond spreads in the euro area during the pandemic," Journal of International Money and Finance, Elsevier, vol. 140(C).
- Jens Klose & Peter Tillmann, 2022.
"The Real and Financial Impact of COVID-19 Around the World,"
MAGKS Papers on Economics
202201, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Klose, Jens & Tillmann, Peter, 2022. "The Real and Financial Impact of COVID-19 Around the World," VfS Annual Conference 2022 (Basel): Big Data in Economics 264030, Verein für Socialpolitik / German Economic Association.
- Foo Jennifer & Witkowska Dorota, 2024. "The 2020 COVID-19 Financial Crisis Impact on the European Stock Markets and Economies. A Preliminary Analysis," Folia Oeconomica Stetinensia, Sciendo, vol. 24(1), pages 22-40.
- Naimoli, Antonio, 2022. "Modelling the persistence of Covid-19 positivity rate in Italy," Socio-Economic Planning Sciences, Elsevier, vol. 82(PA).
- Greta Keliuotyte-Staniuleniene & Julius Kviklis, 2021. "Assessing the reaction of the Baltic stock market to the spread of the COVID-19 pandemic," Technium Social Sciences Journal, Technium Science, vol. 25(1), pages 260-272, November.
- Klose, Jens & Tillmann, Peter, 2023.
"Stock market response to Covid-19, containment measures and stabilization policies—The case of Europe,"
International Economics, Elsevier, vol. 173(C), pages 29-44.
- Jens Klose & Peter Tillmann, 2022. "Stock Market Response to Covid-19, Containment Measures and Stabilization Policies - The Case of Europe," MAGKS Papers on Economics 202208, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Deev, Oleg & Plíhal, Tomáš, 2022. "How to calm down the markets? The effects of COVID-19 economic policy responses on financial market uncertainty," Research in International Business and Finance, Elsevier, vol. 60(C).
- Jens Klose, 2022.
"European Exchange Rate Adjustments in Response to COVID-19, Containment Measures and Stabilization Policies,"
MAGKS Papers on Economics
202220, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Klose, Jens, 2023. "European exchange rate adjustments in response to COVID-19, containment measures and stabilization policies," Economic Modelling, Elsevier, vol. 128(C).
- Algirdas Justinas Staugaitis & Bernardas Vaznonis, 2022. "Short-Term Speculation Effects on Agricultural Commodity Returns and Volatility in the European Market Prior to and during the Pandemic," Agriculture, MDPI, vol. 12(5), pages 1-26, April.
- Guglielmo Maria Caporale & Abdurrahman Nazif Çatık & Mohamad Husam Helmi & Coşkun Akdeniz & Ali İlhan, 2024. "Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(2), pages 529-558, May.
- He, Jingbin & Ma, Xinru & Wei, Qu, 2022. "Firm-level short selling and the local COVID-19 pandemic: Evidence from China," Economic Modelling, Elsevier, vol. 113(C).
- Hussein Hassan & Minko Markovski & Alexander Mihailov, 2022. "COVID-19 Cases and Stock Prices by Sector in Major Economies: What Do We Learn from the Daily Data?," Economics Discussion Papers em-dp2022-04, Department of Economics, University of Reading.
- Aymeric Ortmans & Fabien Tripier, 2020. "COVID-Induced Sovereign Risk in the Euro Area: When Did the ECB Stop the Contagion?," Working Papers 2020-11, CEPII research center.
- Neugebauer, Frederik & Russnak, Jan & Zimmermann, Lilli & Camarero Garcia, Sebastian, 2024.
"Effects of the ECB’s communication on government bond spreads,"
Journal of International Money and Finance, Elsevier, vol. 142(C).
- Camarero Garcia, Sebastian & Neugebauer, Frederik & Russnak, Jan & Zimmermann, Lilli, 2023. "Effects of the ECB's communication on government bond spreads," Discussion Papers 21/2023, Deutsche Bundesbank.
- Chen, Hongyi & Tillmann, Peter, 2023. "Lockdown spillovers," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Luca Alfieri & Mustafa Hakan Eratalay & Darya Lapitskaya & Rajesh Sharma, 2022. "The Effects Of The Ecb Communications On Financial Markets Before And During Covid-19 Pandemic," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 140, Faculty of Economics and Business Administration, University of Tartu (Estonia).
- Peter Tillmann, 2020.
"Macroeconomic Surprises and the Demand for Information about Monetary Policy,"
MAGKS Papers on Economics
202007, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
Cited by:
- Massimiliano Marcellino & Dalibor Stevanovic, 2022.
"The demand and supply of information about inflation,"
Working Papers
22-06, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2022.
- Massimiliano Marcellino & Dalibor Stevanovic, 2022. "The demand and supply of information about inflation," CIRANO Working Papers 2022s-27, CIRANO.
- Jung, Alexander & Kühl, Patrick, 2021.
"Can central bank communication help to stabilise inflation expectations?,"
Working Paper Series
2547, European Central Bank.
- Alexander Jung & Patrick Kuehl, 2021. "Can central bank communication help to stabilise inflation expectations?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(3), pages 298-321, July.
- Massimiliano Marcellino & Dalibor Stevanovic, 2022.
"The demand and supply of information about inflation,"
Working Papers
22-06, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2022.
- Peter Tillmann, 2019.
"Robust Monetary Policy Under Uncertainty About the Lower Bound,"
MAGKS Papers on Economics
201914, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
Cited by:
- Oros, Cornel & Zimmer, Blandine, 2020. "Budget uncertainty in a monetary union," European Journal of Political Economy, Elsevier, vol. 63(C).
- Cornel OROS & Blandine ZIMMER, 2019. "Myopic governments and conservative central banks: are they compatible?," Working Papers of LaRGE Research Center 2019-06, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Peter Tillmann & Andreas Walter, 2018.
"ECB vs Bundesbank: Diverging Tones and Policy Effectiveness,"
GRU Working Paper Series
GRU_2018_009, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Peter Tillmann & Andreas Walter, 2018. "ECB vs Bundesbank: Diverging Tones and Policy Effectiveness," MAGKS Papers on Economics 201820, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
Cited by:
- Müller, Karsten, 2020. "German forecasters' narratives: How informative are German business cycle forecast reports?," Working Papers 23, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Hubert, Paul & Labondance, Fabien, 2021. "The signaling effects of central bank tone," European Economic Review, Elsevier, vol. 133(C).
- Johannes Zahner, 2020. "Above, but close to two percent. Evidence on the ECB’s inflation target using text mining," MAGKS Papers on Economics 202046, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Tillmann, Peter & Walter, Andreas, 2019. "The effect of diverging communication: The case of the ECB and the Bundesbank," Economics Letters, Elsevier, vol. 176(C), pages 68-74.
- Paul Hubert & Fabien Labondance, 2020.
"Central Bank Tone and the Dispersion of Views within Monetary Policy Committees,"
Documents de Travail de l'OFCE
2020-02, Observatoire Francais des Conjonctures Economiques (OFCE).
- Paul Hubert & Fabien Labondance, 2019. "Central bank tone and the dispersion of views within monetary policy committees," Working Papers 2019-08, CRESE.
- Paul Hubert & Fabien Labondance, 2020. "Central Bank Tone and the Dispersion of Views within Monetary Policy Committees," SciencePo Working papers Main hal-03403074, HAL.
- Paul Hubert & Fabien Labondance, 2020. "Central Bank Tone and the Dispersion of Views within Monetary Policy Committees," Working Papers hal-03403074, HAL.
- Paul Hubert & Fabien Labondance, 2019. "Central bank tone and the dispersion of views within monetary policy committees," SciencePo Working papers Main hal-03403256, HAL.
- Paul Hubert & Fabien Labondance, 2019. "Central bank tone and the dispersion of views within monetary policy committees," Working Papers hal-03403256, HAL.
- Karsten Müller, 2022. "German forecasters’ narratives: How informative are German business cycle forecast reports?," Empirical Economics, Springer, vol. 62(5), pages 2373-2415, May.
- Davide Romelli & Hamza Bennani, 2021. "Disagreement inside the FOMC: New Insights from Tone Analysis," Trinity Economics Papers tep1021, Trinity College Dublin, Department of Economics.
- Hongyi Chen & Ran Li & Peter Tillmann, 2018.
"Pushing on a String: State-Owned Enterprises and Monetary Policy Transmission in China,"
MAGKS Papers on Economics
201806, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Chen, Hongyi & Li, Ran & Tillmann, Peter, 2019. "Pushing on a string: State-owned enterprises and monetary policy transmission in China," China Economic Review, Elsevier, vol. 54(C), pages 26-40.
Cited by:
- Margaret Chitiga‐Mabugu & Martin Henseler & Ramos Emmanuel Mabugu & Hélène Maisonnave, 2022. "The implications of deteriorating state‐owned enterprise performance on the South African economy," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 93(3), pages 731-754, September.
- Chen, Hongyi & Tillmann, Peter, 2021. "Monetary policy uncertainty in China," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Shuxia Zhang & Xiangyang Yin & Liping Xu & Ziyu Li & Deyue Kong, 2022. "Effect of Environmental, Social, and Governance Performance on Corporate Financialization: Evidence from China," Sustainability, MDPI, vol. 14(17), pages 1-20, August.
- Chen, Rushi & Howley, Peter & Kesidou, Effie, 2024. "The impact of ETS on productivity in developing economies: A micro-econometric evaluation with Chinese firm-level data," Energy Economics, Elsevier, vol. 131(C).
- Shan, Yimin & Chen, Yang & Xiao, Yajun, 2023. "Monetary policy as market stabilizer in the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 55(PB).
- Jiang, Lunan & Chen, Yinghui & Zhang, Lin, 2024. "Monetary policy surprises and corporate investment growth in China," Economic Modelling, Elsevier, vol. 131(C).
- Hung, Ying-Shu & Lee, Chingnun & Chen, Pei-Fen, 2022. "China’s monetary policy and global stock markets: A new cointegration approach with smoothing structural changes," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 643-666.
- Liu, Zixi, 2024. "Chinese monetary policy spillovers on its international portfolio investment flows," Journal of International Money and Finance, Elsevier, vol. 141(C).
- Si, Deng-Kui & Li, Xiao-Lin, 2022. "Shadow banking business and firm risk-taking: Evidence from China," Research in International Business and Finance, Elsevier, vol. 62(C).
- Lai, Jennifer & Chen, Hongyi & McNelis, Paul D., 2020. "Macroeconomic adjustment with managed exchange rates and capital controls: Some lessons from China," Economic Modelling, Elsevier, vol. 91(C), pages 759-768.
- Ran, Gao & Zixiang, Zhu & Jianhao, Lin, 2022. "Consumption–investment comovement and the dynamic impact of monetary policy uncertainty in China," Economic Modelling, Elsevier, vol. 113(C).
- Francesco Macheda & Roberto Nadalini, 2022. "China’s Escape from the Peripheral Condition: A Success Story?," Review of Radical Political Economics, Union for Radical Political Economics, vol. 54(1), pages 59-82, March.
- Lu, Dong & Tang, Huoqing & Zhang, Chengsi, 2023. "China's monetary policy surprises and corporate real investment," China Economic Review, Elsevier, vol. 77(C).
- Tang, Huoqing & Zhang, Chengsi & Zhou, Hong, 2022. "Monetary policy surprises and investment of non-listed real sector firms in China," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 631-642.
- Xiaochen Fu, 2021. "Firm Funding and Investment under Bank Credit Control Policy: Evidence from China," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 11(4), pages 1-5.
- Du, Julan & Li, Chang & Wang, Yongqin, 2023. "Shadow banking of non-financial firms: Arbitrage between formal and informal credit markets in China," Journal of Financial Intermediation, Elsevier, vol. 55(C).
- Qiu, Guojing & Si, Deng-Kui & Hu, Debao & Li, Xinqi, 2023. "Banking deregulation and export product quality," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
- Yu, Fan & Zheng, Shilin & Zheng, Shuhong & Guo, Chenhao, 2024. "Does carbon ETS affect the distribution of labor's slice of the factor income pie? From the low carbon transition perspective," Energy Economics, Elsevier, vol. 134(C).
- Soyoung Kim & Hongyi Chen, 2022. "From a Quantity to an Interest Rate‐Based Framework: Multiple Monetary Policy Instruments and Their Effects in China," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(7), pages 2103-2123, October.
- Liu, Jinjing & Wang, Hong, 2022. "Economic policy uncertainty and the cost of capital," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Cheng, Xiaoqiang & Wang, Yabin, 2022. "Shadow banking and the bank lending channel of monetary policy in China," Journal of International Money and Finance, Elsevier, vol. 128(C).
- Shuonan Zhang, 2024. "State‐owned enterprises and entrusted lending: Economic growth and business cycles in China," Economic Inquiry, Western Economic Association International, vol. 62(1), pages 197-222, January.
- Si, Deng-Kui & Wan, Shen & Li, Xiao-Lin & Kong, Dongmin, 2022. "Economic policy uncertainty and shadow banking: Firm-level evidence from China," Research in International Business and Finance, Elsevier, vol. 63(C).
- Jiang, Lunan & Chen, Yinghui & Zhang, Lin, 2024. "Monetary policy shocks and firm investment decisions: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 95(PB).
- Peter Tillmann, 2018.
"Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks,"
GRU Working Paper Series
GRU_2018_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Peter Tillmann, 2020. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 803-833, June.
- Peter Tillmann, 2017. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," MAGKS Papers on Economics 201724, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
Cited by:
- Fergus Cumming & Paul Hubert, 2019.
"The role of households' borrowing constraints in the transmission of monetary policy,"
SciencePo Working papers Main
hal-03403257, HAL.
- Cumming, Fergus & Hubert, Paul, 2019. "The role of households’ borrowing constraints in the transmission of monetary policy," Bank of England working papers 836, Bank of England, revised 06 Jan 2020.
- Fergus Cumming & Paul Hubert, 2019. "The role of households' borrowing constraints in the transmission of monetary policy," Working Papers hal-03403257, HAL.
- Matthieu Picault & Julien Pinter & Thomas Renault, 2022.
"Media sentiment on monetary policy: Determinants and relevance for inflation expectations,"
Post-Print
hal-03959147, HAL.
- Matthieu PICAULT & Julien PINTER & Thomas RENAULT, 2021. "Media sentiment on monetary policy: determinants and relevance for inflation expectations," LEO Working Papers / DR LEO 2895, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Matthieu Picault & Julien Pinter & Thomas Renault, 2022. "Media sentiment on monetary policy: Determinants and relevance for inflation expectations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03959147, HAL.
- Picault, Matthieu & Pinter, Julien & Renault, Thomas, 2022. "Media sentiment on monetary policy: Determinants and relevance for inflation expectations," Journal of International Money and Finance, Elsevier, vol. 124(C).
- Matthieu Picault & Julien Pinter & Thomas Renault, 2022. "Media sentiment on monetary policy: Determinants and relevance for inflation expectations," Post-Print hal-03810447, HAL.
- Chevaughn van der Westhuizen & Renee van Eyden & Goodness C. Aye, 2023. "Monetary Policy Effectiveness in the Face of Uncertainty: The Real Macroeconomic Impact of a Monetary Policy Shock in South Africa during High and Low Uncertainty States," Working Papers 202331, University of Pretoria, Department of Economics.
- Tillmann, Peter, 2021. "Financial markets and dissent in the ECB’s Governing Council," European Economic Review, Elsevier, vol. 139(C).
- Kyriazis, Nikolaos & Papadamou, Stephanos & Tzeremes, Panayiotis & Corbet, Shaen, 2024. "Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework," Energy Economics, Elsevier, vol. 133(C).
- James McNeil, 2020. "Estimation of Impulse response functions with term structure local projections," Working Papers daleconwp2020-05, Dalhousie University, Department of Economics.
- Haydory Akbar Ahmed & M. Wasiqur Rahman Khan, 2022. "Short-term and long-term interest rate spread’s dynamics to risk and the yield curve," SN Business & Economics, Springer, vol. 2(10), pages 1-19, October.
- Aeimit Lakdawala & Michael Bauer & Philippe Mueller, 2019.
"Market-Based Monetary Policy Uncertainty,"
2019 Meeting Papers
1403, Society for Economic Dynamics.
- Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022. "Market-Based Monetary Policy Uncertainty," The Economic Journal, Royal Economic Society, vol. 132(644), pages 1290-1308.
- Michael D. Bauer & Aeimit K. Lakdawala & Philippe Mueller, 2021. "Market-Based Monetary Policy Uncertainty," Working Paper Series 2019-12, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller, 2019. "Market-based monetary policy uncertainty," CESifo Working Paper Series 7621, CESifo.
- Kaminska, Iryna & Mumtaz, Haroon & Šustek, Roman, 2021.
"Monetary policy surprises and their transmission through term premia and expected interest rates,"
Journal of Monetary Economics, Elsevier, vol. 124(C), pages 48-65.
- Iryna Kaminska & Haroon Mumtaz & Roman Sustek, 2020. "Monetary policy surprises and their transmission through term premia and expected interest rates," Working Papers 917, Queen Mary University of London, School of Economics and Finance.
- Kaminska, Iryna & Mumtaz, Haroon & Sustek, Roman, 2021. "Monetary policy surprises and their transmission through term premia and expected interest rates," Bank of England working papers 914, Bank of England, revised 28 Apr 2021.
- Iryna Kaminska & Haroon Mumtaz & Roman Sustek, 2020. "Monetary policy surprises and their transmission through term premia and expected interest rates," Discussion Papers 2024, Centre for Macroeconomics (CFM).
- Ortmans, Aymeric & Tripier, Fabien, 2021. "COVID-induced sovereign risk in the euro area: When did the ECB stop the spread?," European Economic Review, Elsevier, vol. 137(C).
- Gunda-Alexandra Detmers & Özer Karagedikli & Richhild Moessner, 2018.
"Quantitative or qualitative forward guidance: Does it matter?,"
BIS Working Papers
742, Bank for International Settlements.
- Gunda-Alexandra Detmers & Özer Karagedikli & Richhild Moessner, 2018. "Quantitative or Qualitative Forward Guidance: Does it Matter?," CESifo Working Paper Series 7314, CESifo.
- Gunda‐Alexandra Detmers & Ozer Karagedikli & Richhild Moessner, 2021. "Quantitative or Qualitative Forward Guidance: Does it Matter?," The Economic Record, The Economic Society of Australia, vol. 97(319), pages 491-503, December.
- Gunda-Alexandra Detmers & Özer Karagedikli & Richhild Moessner, 2018. "Quantitative or qualitative forward guidance: Does it matter?," CAMA Working Papers 2018-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Brent Bundick & Trenton Herriford & Andrew Lee Smith, 2022.
"The Term Structure of Monetary Policy Uncertainty,"
Research Working Paper
RWP 2022-02, Federal Reserve Bank of Kansas City.
- Bundick, Brent & Herriford, Trenton & Smith, A. Lee, 2024. "The Term Structure of Monetary Policy Uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 160(C).
- Chen, Hongyi & Tillmann, Peter, 2021. "Monetary policy uncertainty in China," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Ahrens, Maximilian & Erdemlioglu, Deniz & Mcmahon, Michael & Neely, Christopher J & Yang, Xiye, 2023.
"Mind Your Language: Market Responses to Central Bank Speeches,"
CEPR Discussion Papers
18191, C.E.P.R. Discussion Papers.
- Maximilian Ahrens & Deniz Erdemlioglu & Michael McMahon & Christopher J. Neely & Xiye Yang, 2023. "Mind Your Language: Market Responses to Central Bank Speeches," Working Papers 2023-013, Federal Reserve Bank of St. Louis, revised 28 Sep 2024.
- Manfred M. Fischer & Niko Hauzenberger & Florian Huber & Michael Pfarrhofer, 2023. "General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(1), pages 69-87, January.
- Akkaya, Yıldız & Bitter, Lea & Brand, Claus & Fonseca, Luís, 2024. "A statistical approach to identifying ECB monetary policy," Working Paper Series 2994, European Central Bank.
- Tarek Chebbi & Waleed Hmedat, 2024. "Inventory information arrival and the crude oil futures market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1513-1533, April.
- Cho, Dooyeon & Im, Pullip, 2023. "Effects of monetary policy uncertainty on debt financing: Evidence from Korean heterogeneous firms," Journal of International Money and Finance, Elsevier, vol. 139(C).
- Yasmeen Bayaa & Mahmoud Qadan, 2024. "Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(4), pages 981-1003, December.
- Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023.
"What Is Certain about Uncertainty?,"
Journal of Economic Literature, American Economic Association, vol. 61(2), pages 624-654, June.
- Danilo Cascaldi-Garcia & Deepa Dhume Datta & Thiago Revil T. Ferreira & Olesya V. Grishchenko & Mohammad R. Jahan-Parvar & Juan M. Londono & Francesca Loria & Sai Ma & Marius del Giudice Rodriguez & J, 2020. "What is Certain about Uncertainty?," International Finance Discussion Papers 1294, Board of Governors of the Federal Reserve System (U.S.).
- Tibor Tatay & Zsanett Orlovits & Zsuzsanna Novák, 2022. "Inhomogeneous Financial Markets in a Low Interest Rate Environment—A Cluster Analysis of Eurozone Economies," Risks, MDPI, vol. 10(10), pages 1-22, October.
- Dr. Christian Grisse, 2020.
"Lower bound uncertainty and long-term interest rates,"
Working Papers
2020-14, Swiss National Bank.
- Christian Grisse, 2023. "Lower Bound Uncertainty and Long‐Term Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 619-634, March.
- Cavaca, Igor Bastos & Meurer, Roberto, 2024. "The asymmetry and uncertainty effects on the response of the yield curve to Brazilian monetary policy," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 831-844.
- Castelnuovo, Efrem & Pellegrino, Giovanni, 2018.
"Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 277-296.
- Efrem Castelnuovo & Giovanni Pellegrino, 2018. "Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation," "Marco Fanno" Working Papers 0219, Dipartimento di Scienze Economiche "Marco Fanno".
- Efrem Castelnuovo & Giovanni Pellegrino, 2018. "Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation," Melbourne Institute Working Paper Series wp2018n02, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Efrem Castelnuovo & Giovanni Pellegrino, 2017. "Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation," CESifo Working Paper Series 6821, CESifo.
- Beckmann, Joscha & Czudaj, Robert L., 2023.
"Perceived monetary policy uncertainty,"
Journal of International Money and Finance, Elsevier, vol. 130(C).
- Beckmann, Joscha & Czudaj, Robert L., 2022. "Perceived monetary policy uncertainty," MPRA Paper 114964, University Library of Munich, Germany.
- Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Dijk, 2023. "Bayesian Mode Inference for Discrete Distributions in Economics and Finance," Working Papers No 11/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Long, Shaobo & Zuo, Yulan & Tian, Hao, 2023. "Asymmetries in multi-target monetary policy rule and the role of uncertainty: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 278-296.
- Herwartz, Helmut & Rohloff, Hannes, 2018. "Less bang for the buck? Assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment," University of Göttingen Working Papers in Economics 358, University of Goettingen, Department of Economics.
- Memmel, Christoph & Heckmann-Draisbach, Lotta, 2023. "Banks' net interest margin and changes in the term structure," Discussion Papers 11/2023, Deutsche Bundesbank.
- Han, Haozhe & Wang, Xingjian, 2023. "Monetary policy uncertainty and corporate cash holdings: Evidence from China," Journal of Financial Stability, Elsevier, vol. 67(C).
- Yang Hu & Yanran Hong & Kai Feng & Jikai Wang, 2023. "Evaluating the Importance of Monetary Policy Uncertainty: The Long- and Short-Term Effects and Responses," Evaluation Review, , vol. 47(2), pages 264-286, April.
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- Aymeric Ortmans & Fabien Tripier, 2020. "COVID-Induced Sovereign Risk in the Euro Area: When Did the ECB Stop the Contagion?," Working Papers 2020-11, CEPII research center.
- Annika Camehl & Tomasz Wo'zniak, 2023. "Time-Varying Identification of Monetary Policy Shocks," Papers 2311.05883, arXiv.org, revised May 2024.
- Jongrim Ha, 2020. "Nonlinear transmission of U.S. monetary policy shocks to international financial markets," International Finance, Wiley Blackwell, vol. 23(3), pages 350-369, December.
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- Kim, Kyoung-Gon, 2022. "Financial Crisis and the Global Transmission of U.S. Monetary Policy Surprises," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 63(2), pages 104-125, December.
- Jung, Alexander, 2023. "US monetary policy spillovers to European banks," Working Paper Series 2876, European Central Bank.
- Fergus Cumming & Paul Hubert, 2019. "The Role of Households' Borrowing Constraints in the Transmission of Monetary Policy This paper investigates how the transmission of monetary policy to the real economy depends on the distribution of ," Documents de Travail de l'OFCE 2019-20, Observatoire Francais des Conjonctures Economiques (OFCE).
- Wang, Fan & Pan, Changchun & Wang, Weiqiang, 2023. "Impact of US monetary policy uncertainty on RMB exchange rate volatility:The role of international capital flows," Finance Research Letters, Elsevier, vol. 58(PC).
- David Finck & Joerg Schmidt & Peter Tillmann, 2018.
"Mortgage Debt and Time-Varying Monetary Policy Transmission,"
MAGKS Papers on Economics
201809, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
Cited by:
- Fergus Cumming & Paul Hubert, 2019.
"The role of households' borrowing constraints in the transmission of monetary policy,"
SciencePo Working papers Main
hal-03403257, HAL.
- Cumming, Fergus & Hubert, Paul, 2019. "The role of households’ borrowing constraints in the transmission of monetary policy," Bank of England working papers 836, Bank of England, revised 06 Jan 2020.
- Fergus Cumming & Paul Hubert, 2019. "The role of households' borrowing constraints in the transmission of monetary policy," Working Papers hal-03403257, HAL.
- Giacomo Rella, 2021. "The Fed, housing and household debt over time," Department of Economics University of Siena 850, Department of Economics, University of Siena.
- Renzhi, Nuobu, 2022. "Do house prices play a role in unconventional monetary policy transmission in Japan?," Journal of Asian Economics, Elsevier, vol. 83(C).
- Fergus Cumming & Paul Hubert, 2019. "The Role of Households' Borrowing Constraints in the Transmission of Monetary Policy This paper investigates how the transmission of monetary policy to the real economy depends on the distribution of ," Documents de Travail de l'OFCE 2019-20, Observatoire Francais des Conjonctures Economiques (OFCE).
- Fergus Cumming & Paul Hubert, 2019.
"The role of households' borrowing constraints in the transmission of monetary policy,"
SciencePo Working papers Main
hal-03403257, HAL.
- Paul Rudel & Peter Tillmann, 2018.
"News Shock Spillovers: How the Euro Area Responds to Expected Fed Policy,"
MAGKS Papers on Economics
201832, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
Cited by:
- Fabrice Dabiré, 2022. "Forward guidance and the exchange rate: A theoretical sign restricted VAR analysis," Cahiers de recherche 22-03, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
- Lucas Hafemann & Peter Tillmann, 2017.
"The Aggregate and Country-Specific Effectiveness of ECB Policy: Evidence from an External Instruments (VAR) Approach,"
European Economy - Discussion Papers
063, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
Cited by:
- Marcin Bielecki & Michał Brzoza-Brzezina & Marcin Kolasa, 2021.
"Intergenerational redistributive effects of monetary policy,"
Working Papers
2021-03, Faculty of Economic Sciences, University of Warsaw.
- Marcin Bielecki & Michał Brzoza-Brzezina & Marcin Kolasa, 2022. "Intergenerational Redistributive Effects of Monetary Policy [Price-Level Changes and the Redistribution of Nominal Wealth Across the Euro Area]," Journal of the European Economic Association, European Economic Association, vol. 20(2), pages 549-580.
- Marcin Bielecki & Michał Brzoza-Brzezina & Marcin Kolasa, 2021. "Intergenerational redistributive effects of monetary policy," KAE Working Papers 2021-064, Warsaw School of Economics, Collegium of Economic Analysis.
- Darja Milic, 2021. "The impact of non-banking financial institutions on monetary policy transmission in Euro area," Empirical Economics, Springer, vol. 61(4), pages 1779-1817, October.
- Marcin Bielecki & Michał Brzoza-Brzezina & Marcin Kolasa, 2020. "Distributional consequences of conventional and unconventional monetary policy," NBP Working Papers 327, Narodowy Bank Polski.
- Shahriyar Aliyev & Evžen Kočenda, 2023.
"ECB monetary policy and commodity prices,"
Review of International Economics, Wiley Blackwell, vol. 31(1), pages 274-304, February.
- Shahriyar Aliyev & Evzen Kocenda, 2020. "ECB Monetary Policy and Commodity Prices," Working Papers IES 2020/8, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2020.
- Shahriyar Aliev & Evžen Kočenda, 2022. "ECB monetary policy and commodity prices," FFA Working Papers 4.008, Prague University of Economics and Business, revised 21 Jun 2022.
- Marcin Bielecki & Michał Brzoza-Brzezina & Marcin Kolasa, 2021.
"Intergenerational redistributive effects of monetary policy,"
Working Papers
2021-03, Faculty of Economic Sciences, University of Warsaw.
- Hongyi Chen & Kenneth ChowAuthor-Workplace-Name: Hong Kong Monetary Authority & Peter Tillmann, 2016.
"The Effectiveness of Monetary Policy in China: Evidence from a Qual VAR,"
Working Papers
062016, Hong Kong Institute for Monetary Research.
- Chen, Hongyi & Chow, Kenneth & Tillmann, Peter, 2017. "The effectiveness of monetary policy in China: Evidence from a Qual VAR," China Economic Review, Elsevier, vol. 43(C), pages 216-231.
- Hongyi Chen & Kenneth Chow & Peter Tillmann, "undated". "The effectiveness of monetary policy in China: Evidence from a Qual VAR," GRU Working Paper Series GRU_2016_022, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
Cited by:
- Jingya Li & Ming-Hua Liu, 2019. "Interest rate liberalization and pass-through of monetary policy rate to bank lending rates in China," Frontiers of Business Research in China, Springer, vol. 13(1), pages 1-19, December.
- Güneş Kamber & Madhusudan Mohanty, 2018. "Do interest rates play a major role in monetary policy transmission in China?," BIS Working Papers 714, Bank for International Settlements.
- Zhan, Shurui & Tang, Yangfei & Li, Shuai & Yao, Yaojun & Zhan, Minghua, 2021. "How does the money market development impact the bank lending channel of emerging Countries? A case from China," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
- Olatunji A. Shobande & Oladimeji T. Shodipe & Simplice A. Asongu, 2019.
"Global Shocks Alert and Monetary Policy Responses,"
Research Africa Network Working Papers
19/066, Research Africa Network (RAN).
- Olatunji A. Shobande & Oladimeji T. Shodipe & Simplice A. Asongu, 2019. "Global Shocks Alert and Monetary Policy Responses," Working Papers of the African Governance and Development Institute. 19/066, African Governance and Development Institute..
- Shobande, Olatunji & Shodipe, Oladimeji & Simplice, Asongu, 2019. "Global Shocks Alert and Monetary Policy Responses," MPRA Paper 101794, University Library of Munich, Germany.
- Olatunji A. Shobande & Oladimeji T. Shodipe & Simplice A. Asongu, 2019. "Global Shocks Alert and Monetary Policy Responses," Working Papers 19/066, European Xtramile Centre of African Studies (EXCAS).
- Paraskevi Katsiampa & Paul B. McGuinness & Jean-Philippe Serbera & Kun Zhao, 2022. "The financial and prudential performance of Chinese banks and Fintech lenders in the era of digitalization," Review of Quantitative Finance and Accounting, Springer, vol. 58(4), pages 1451-1503, May.
- Li, Weixue & Wang, Sipei & Cheung, Adrian (Wai Kong) & Xu, Changsheng, 2024. "Shadow banking, investment and interest rate transmission: Evidence from macroprudential policy in China," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 115-133.
- Qifa Xu & Lu Chen & Cuixia Jiang & Yezheng Liu, 2022. "Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 407-421, April.
- Al-Shboul, Mohammad & Maghyereh, Aktham & Hassan, Abul & Molyneux, Phillip, 2020. "Political risk and bank stability in the Middle East and North Africa region," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
- Chen, Hongyi & Tillmann, Peter, 2021. "Monetary policy uncertainty in China," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Tan, Zhengxun & Tang, Qianqian & Meng, Juan, 2022. "The effect of monetary policy on China’s housing prices before and after 2017: A dynamic analysis in DSGE model," Land Use Policy, Elsevier, vol. 113(C).
- Lin, Chaoying & He, Lerong, 2020. "Targeted monetary policy and agriculture business loans," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Jiang, Lunan & Chen, Yinghui & Zhang, Lin, 2024. "Monetary policy surprises and corporate investment growth in China," Economic Modelling, Elsevier, vol. 131(C).
- Chaoying Lin & Lerong He & Guangqing Yang, 2021. "Targeted monetary policy and financing constraints of Chinese small businesses," Small Business Economics, Springer, vol. 57(4), pages 2107-2124, December.
- Hongyi Chen & Ran Li & Peter Tillmann, 2018.
"Pushing on a String: State-Owned Enterprises and Monetary Policy Transmission in China,"
MAGKS Papers on Economics
201806, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Chen, Hongyi & Li, Ran & Tillmann, Peter, 2019. "Pushing on a string: State-owned enterprises and monetary policy transmission in China," China Economic Review, Elsevier, vol. 54(C), pages 26-40.
- Shirley (Yilin) Ren, 2023. "Distributional Effects of Monetary Policy Shocks in China," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 51(4), pages 287-301, December.
- Hasan, Iftekhar & Kwak, Boreum & Li, Xiang, 2024.
"Financial technologies and the effectiveness of monetary policy transmission,"
European Economic Review, Elsevier, vol. 161(C).
- Hasan, Iftekhar & Kwak, Boreum & Li, Xiang, 2023. "Financial technologies and the effectiveness of monetary policy transmission," IWH Discussion Papers 26/2020, Halle Institute for Economic Research (IWH), revised 2023.
- Chertman, Fernando & Hutchison, Michael & Zink, David, 2020. "Facing the Quadrilemma: Taylor rules, intervention policy and capital controls in large emerging markets," Journal of International Money and Finance, Elsevier, vol. 102(C).
- Huang, Yiping & Li, Xiang & Qiu, Han & Yu, Changhua, 2023.
"BigTech credit and monetary policy transmission: Micro-level evidence from China,"
BOFIT Discussion Papers
2/2023, Bank of Finland Institute for Emerging Economies (BOFIT).
- Yiping Huang & Xiang Li & Han Qiu & Changhua Yu, 2023. "Big tech credit and monetary policy transmission: micro-level evidence from China," BIS Working Papers 1084, Bank for International Settlements.
- Funke, Michael & Li, Xiang & Tsang, Andrew, 2019. "Monetary policy shocks and peer-to-peer lending in China," BOFIT Discussion Papers 23/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
- Funke, Michael & Tsang, Andrew, 2019. "The direction and intensity of China's monetary policy conduct: A dynamic factor modelling approach," BOFIT Discussion Papers 8/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
- Han, Qian & Song, Zhaogang & Yuan, Yufei & Zhao, Yuanhang, 2023. "Monetary transmission and government investment in China," China Economic Review, Elsevier, vol. 82(C).
- Besjon Zenelaj, 2022. "Service Dominant Logic as A New Emerging Mindset In Marketing And Brand Management," European Journal of Economics and Business Studies Articles, Revistia Research and Publishing, vol. 8, ejes_v8_i.
- Fang, Liting & He, Lerong & Huang, Zhigang, 2019. "Asymmetric effects of monetary policy on firm scale in China: A quantile regression approach," Emerging Markets Review, Elsevier, vol. 38(C), pages 35-50.
- Dong, Yan & Wang, Cong, 2021. "The effect of stimulus policy on lending behavior and bank risk: Evidence from the Chinese banking sector," Emerging Markets Review, Elsevier, vol. 49(C).
- Peng, Shuijun & Shu, Zhongqiao & Zhang, Wencheng, 2022. "Does service trade liberalization relieve manufacturing enterprises’ financial constraints? Evidence from China," Economic Modelling, Elsevier, vol. 106(C).
- Mali Chivakul & Bernhard Kassner, 2019.
"Can Consumption Growth in China Keep Up as Investment Slows?,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 61(3), pages 381-412, September.
- Mali Chivakul & Bernhard Kassner, 2018. "Can Consumption Growth in China Keep Up As Investment Slows?," GRU Working Paper Series GRU_2018_026, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Chivakul, Mali & Kassner, Bernhard, 2019. "Can Consumption Growth in China Keep Up as Investment Slows?," Munich Reprints in Economics 78225, University of Munich, Department of Economics.
- Michael Funke & Andrew Tsang, 2021. "The Direction and Intensity of China’s Monetary Policy: A Dynamic Factor Modelling Approach," The Economic Record, The Economic Society of Australia, vol. 97(316), pages 100-122, March.
- Lai, Jennifer & Chen, Hongyi & McNelis, Paul D., 2020. "Macroeconomic adjustment with managed exchange rates and capital controls: Some lessons from China," Economic Modelling, Elsevier, vol. 91(C), pages 759-768.
- Runze Yang & Ruigang Zhang, 2022. "Environmental Pollution Liability Insurance and Corporate Performance: Evidence from China in the Perspective of Green Development," IJERPH, MDPI, vol. 19(19), pages 1-18, September.
- Fu, Liang & Ho, Chun-Yu, 2022. "Monetary policy surprises and interest rates under China's evolving monetary policy framework," Emerging Markets Review, Elsevier, vol. 52(C).
- Wan, Jianjun & Lee, Chien-Chiang, 2023. "Corporate investment and the dilemma of the monetary policy: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 106-121.
- Max Breitenlechner & Riikka Nuutilainen, 2023. "China’s Monetary Policy and the Loan Market: How Strong is the Credit Channel in China?," Open Economies Review, Springer, vol. 34(3), pages 555-577, July.
- Bradley Jones & Joel Bowman, 2019. "China's Evolving Monetary Policy Framework in International Context," RBA Research Discussion Papers rdp2019-11, Reserve Bank of Australia.
- Wenni Lei & Dongzhou Mei & Mi Zhang, 2024. "Global Spillovers of China's Monetary Policy," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 32(3), pages 1-30, May.
- Pauwels, Laurent, 2019. "Predicting China’s Monetary Policy with Forecast Combinations," Working Papers BAWP-2019-07, University of Sydney Business School, Discipline of Business Analytics.
- Krokida, Styliani-Iris & Makrychoriti, Panagiota & Spyrou, Spyros, 2020. "Monetary policy and herd behavior: International evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 170(C), pages 386-417.
- Li, Huan & Ni, Jinlan & Xu, Yueli & Zhan, Minghua, 2021. "Monetary policy and its transmission channels: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
- Soyoung Kim & Hongyi Chen, 2022. "From a Quantity to an Interest Rate‐Based Framework: Multiple Monetary Policy Instruments and Their Effects in China," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(7), pages 2103-2123, October.
- Zhang, Dongyang & Guo, Yumei & Wang, Zhaorui & Chen, Yanbin, 2020. "The impact of US monetary policy on Chinese enterprises’ R&D investment," Finance Research Letters, Elsevier, vol. 35(C).
- Sonali Das & Wenting Song, 2022.
"Monetary Policy Transmission and Policy Coordination in China,"
IMF Working Papers
2022/074, International Monetary Fund.
- Das, Sonali & Song, Wenting, 2023. "Monetary policy transmission and policy coordination in China," China Economic Review, Elsevier, vol. 82(C).
- Makram El-Shagi & Lunan Jiang, 2023. "How the PBoC´s new MLF affects the yield curve," CFDS Discussion Paper Series 2023/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Deng, Qiu Shi & Alvarado, Rafael & Cheng, Fang Nan & Cuesta, Lizeth & Wang, Chun Bao & Pinzón, Stefania, 2023. "Long-run mechanism for house price regulation in China: Real estate tax, monetary policy or macro-prudential policy?," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 174-186.
- Yemba, Boniface & Kitenge, Erick & Tang, Biyan & Gaekwad, Neepa B., 2024. "Monetary policy in China: A Factor Augmented VAR approach," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 975-1008.
- Domenico Lombardi & Pierre L. Siklos & Xiangyou Xie, 2018.
"Monetary policy transmission in systemically important economies and China’s impact,"
CAMA Working Papers
2018-50, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Lombardi, Domenico & Siklos, Pierre L. & Xie, Xiangyou, 2018. "Monetary policy transmission in systemically important economies and China’s impact," Journal of Asian Economics, Elsevier, vol. 59(C), pages 61-79.
- Breitenlechner, Max & Nuutilainen, Riikka, 2019. "China's monetary policy and the loan market: How strong is the credit channel in China?," BOFIT Discussion Papers 15/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
- Cheng, Xiaoqiang & Wang, Yabin, 2022. "Shadow banking and the bank lending channel of monetary policy in China," Journal of International Money and Finance, Elsevier, vol. 128(C).
- Shieh, Harrison, 2024. "Can you hear me now? Identifying the effect of Chinese monetary policy announcements," Journal of International Money and Finance, Elsevier, vol. 144(C).
- Jiang, Lunan & Chen, Yinghui & Zhang, Lin, 2024. "Monetary policy shocks and firm investment decisions: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 95(PB).
- Rim Ben Abdesslem & Halim Dabbou & Mohamed Imen Gallali, 2023. "The Impact of Market Concentration on Bank Risk-Taking: Evidence from a Panel Threshold Model," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 14(4), pages 4170-4194, December.
- Jochen Lüdering & Peter Tillmann, 2016.
"Monetary Policy on Twitter and its Effect on Asset Prices: Evidence from Computational Text Analysis,"
MAGKS Papers on Economics
201612, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
Cited by:
- Hohberger, Stefan & Priftis, Romanos & Vogel, Lukas, 2019.
"The macroeconomic effects of quantitative easing in the euro area: Evidence from an estimated DSGE model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 108(C).
- Stefan Hohberger & Romanos Priftis & Lukas Vogel, 2018. "The Macroeconomic Effects of Quantitative Easing in the Euro Area: Evidence from an Estimated DSGE Model," Staff Working Papers 18-11, Bank of Canada.
- Vogel, Lukas & Hohberger, Stefan & Priftis, Romanos, 2017. "The Macroeconomic Effects of Quantitative Easing in the Euro Area: Evidence from an Estimated DSGE Model," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168060, Verein für Socialpolitik / German Economic Association.
- HOHBERGER, Stefan; PRIFTIS, Romanos; VOGEL, Lukas, 2017. "The macroeconomic effects of quantitative easing in the Euro area : evidence from an estimated DSGE model," Economics Working Papers ECO2017/04, European University Institute.
- Hohberger, Stefan & Priftis, Romanos & Vogel, Lukas, 2017. "The Macroeconomic Effects of Quantitative Easing in the Euro Area: Evidence from an Estimated DSGE Model," MPRA Paper 78955, University Library of Munich, Germany.
- Ulrich Fritsche & Johannes Puckelwald, 2018. "Deciphering Professional Forecasters’ Stories - Analyzing a Corpus of Textual Predictions for the German Economy," Macroeconomics and Finance Series 201804, University of Hamburg, Department of Socioeconomics.
- Lino Wehrheim, 2019. "Economic history goes digital: topic modeling the Journal of Economic History," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 13(1), pages 83-125, January.
- Hohberger, Stefan & Priftis, Romanos & Vogel, Lukas, 2019.
"The macroeconomic effects of quantitative easing in the euro area: Evidence from an estimated DSGE model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 108(C).
- Geun-Young Kim & Hail Park & Peter Tillmann, 2016.
"The Spillover Effects of U.S. Monetary Policy on Emerging Market Economies: Breaks, Asymmetries and Fundamentals,"
Working Papers
2016-1, Economic Research Institute, Bank of Korea.
Cited by:
- Young Sik Kim & Ohik Kwon, 2019. "Central Bank Digital Currency and Financial Stability," Working Papers 2019-6, Economic Research Institute, Bank of Korea.
- Sung Ho Park, 2018. "Fixed-Rate Loans and the Effectiveness of Monetary Policy," Working Papers 2018-20, Economic Research Institute, Bank of Korea.
- Ohik Kwon & Jaevin Park, 2018. "E-money: Legal Restrictions Theory and Monetary Policy," Working Papers 2018-17, Economic Research Institute, Bank of Korea.
- Youngjin Yun, 2018. "Cross-Border Bank Flows through Foreign Branches: Evidence from Korea," Working Papers 2018-23, Economic Research Institute, Bank of Korea.
- Jinsoo Lee & Bok-Keun Yu, 2018. "What Drives the Stock Market Comovements between Korea and China, Japan and the US?," Working Papers 2018-2, Economic Research Institute, Bank of Korea.
- Annette Meinusch & Peter Tillmann, 2015.
"Quantitative Easing and Tapering Uncertainty: Evidence from Twitter,"
MAGKS Papers on Economics
201509, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Annette Meinusch & Peter Tillmann, 2017. "Quantitative Easing and Tapering Uncertainty: Evidence from Twitter," International Journal of Central Banking, International Journal of Central Banking, vol. 13(4), pages 227-258, December.
- Tillmann, Peter & Meinusch, Annette, 2015. "Quantitative Easing and Tapering Uncertainty: Evidence from Twitter," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112906, Verein für Socialpolitik / German Economic Association.
- Annette Meinusch & Peter Tillmann, 2016. "Quantitative Easing and Tapering Uncertainty: Evidence from Twitter," Working Papers wp15, South East Asian Central Banks (SEACEN) Research and Training Centre.
Cited by:
- Michael Stiefel & Rémi Vivès, 2022. "‘Whatever it takes’ to change belief: evidence from Twitter," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(3), pages 715-747, August.
- Travis Adams & Andrea Ajello & Diego Silva & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Papers 2305.16164, arXiv.org.
- Donato Masciandaro & Oana Peia & Davide Romelli, 2022.
"Central Bank Communication and Social Media: From Silence to Twitter,"
BAFFI CAREFIN Working Papers
22187, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Donato Masciandaro & Oana Peia & Davide Romelli, 2024. "Central bank communication and social media: From silence to Twitter," Journal of Economic Surveys, Wiley Blackwell, vol. 38(2), pages 365-388, April.
- PANAGIOTIS Anastasiadis & EFTHIMIOS Katsaros & ANASTASIOS-TAXIARCHIS KOUTSIOUKIS, 2020. "Performance-Risk Nexus Of Global Low-Rated Etfs During The Qe-Tapering Period," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 15(1), pages 194-211, April.
- Leighton Vaughan Williams & J. James Reade, 2016. "Prediction Markets, Social Media and Information Efficiency," Kyklos, Wiley Blackwell, vol. 69(3), pages 518-556, August.
- Jochen Lüdering & Peter Tillmann, 2016. "Monetary Policy on Twitter and its Effect on Asset Prices: Evidence from Computational Text Analysis," MAGKS Papers on Economics 201612, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Michael Stiefel & Rémi Vivès, 2019.
"'Whatever it Takes' to Change Belief: Evidence from Twitter,"
Working Papers
halshs-02053429, HAL.
- Michael Stiefel & Rémi Vivès, 2019. "“Whatever it Takes” to Change Belief: Evidence from Twitter," AMSE Working Papers 1907, Aix-Marseille School of Economics, France, revised Mar 2019.
- Youngjoon Lee & Soohyon Kim & Ki Young Park, 2018. "Deciphering Monetary Policy Committee Minutes with Text Mining Approach: A Case of South Korea," Working papers 2018rwp-132, Yonsei University, Yonsei Economics Research Institute.
- Ehrmann, Michael & Wabitsch, Alena, 2022.
"Central bank communication with non-experts – A road to nowhere?,"
Journal of Monetary Economics, Elsevier, vol. 127(C), pages 69-85.
- Ehrmann, Michael & Wabitsch, Alena, 2021. "Central Bank Communication with Non-Experts - A Road to Nowhere?," CEPR Discussion Papers 16525, C.E.P.R. Discussion Papers.
- Ehrmann, Michael & Wabitsch, Alena, 2021. "Central bank communication with non-experts: a road to nowhere?," Working Paper Series 2594, European Central Bank.
- Afanasyev, Dmitriy O. & Fedorova, Elena & Ledyaeva, Svetlana, 2021. "Strength of words: Donald Trump's tweets, sanctions and Russia's ruble," Journal of Economic Behavior & Organization, Elsevier, vol. 184(C), pages 253-277.
- Lin, Jianhao & Mei, Ziwei & Chen, Liangyuan & Zhu, Chuanqi, 2023. "Is the People's Bank of China consistent in words and deeds?," China Economic Review, Elsevier, vol. 78(C).
- Andrea Ajello & Diego Silva & Travis Adams & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Finance and Economics Discussion Series 2023-034, Board of Governors of the Federal Reserve System (U.S.).
- CĂLIN, Adrian Cantemir, 2015. "The Effects Of The Federal Reserve’S Tapering Announcements On The Us Real Estate Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(3), pages 79-90.
- Jung, Alexander & Kühl, Patrick, 2021.
"Can central bank communication help to stabilise inflation expectations?,"
Working Paper Series
2547, European Central Bank.
- Alexander Jung & Patrick Kuehl, 2021. "Can central bank communication help to stabilise inflation expectations?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(3), pages 298-321, July.
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- Lucian Liviu ALBU & Radu LUPU & Adrian Cantemir CĂLIN, 2016. "Quantitative Easing, Tapering And Stock Market Indices," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(3), pages 5-23.
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"Monetary policy and financial markets: evidence from Twitter traffic,"
Trinity Economics Papers
TEP1023, Trinity College Dublin, Department of Economics.
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"The changing dynamics of US inflation persistence: A quantile regression approach,"
Kiel Working Papers
1951, Kiel Institute for the World Economy (IfW Kiel).
- Wolters Maik H. & Tillmann Peter, 2015. "The changing dynamics of US inflation persistence: a quantile regression approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 161-182, April.
- Tillmann, Peter & Wolters, Maik H., 2014. "The changing dynamics of US inflation persistence: A quantile regression approach," Economics Working Papers 2014-09, Christian-Albrechts-University of Kiel, Department of Economics.
- Tillmann, Peter & Wolters, Maik Hendrik, 2012. "The changing dynamics of US inflation persistence: A quantile regression approach," IMFS Working Paper Series 60, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Peter Tillmann & Maik H. Wolters, 2012. "The changing dynamics of US inflation persistence: a quantile regression approach," MAGKS Papers on Economics 201206, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
Cited by:
- Eric Ghysels & Leonardo Iania & Jonas Striaukas, 2018. "Quantile-based Inflation Risk Models," Working Paper Research 349, National Bank of Belgium.
- Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2017.
"Inflation Dynamics in Uganda: A Quantile Regression Approach,"
Working Papers
201772, University of Pretoria, Department of Economics.
- Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2020. "Inflation dynamics in Uganda: a quantile regression approach," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 13(2), pages 161-187, May.
- Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017. "Inflation Dynamics in Uganda: A Quantile Regression Approach," School of Economics Macroeconomic Discussion Paper Series 2017-07, School of Economics, University of Cape Town.
- Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022.
"Big data forecasting of South African inflation,"
School of Economics Macroeconomic Discussion Paper Series
2022-03, School of Economics, University of Cape Town.
- Byron Botha & Rulof Burger & Kevin Kotz & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," Working Papers 11022, South African Reserve Bank.
- Byron Botha & Rulof Burger & Kevin Kotzé & Neil Rankin & Daan Steenkamp, 2023. "Big data forecasting of South African inflation," Empirical Economics, Springer, vol. 65(1), pages 149-188, July.
- Byron Botha & Kevin Kotze & Neil Rankin & Rulof P. Burger, 2022. "Big data forecasting of South African inflation," Working Papers 873, Economic Research Southern Africa.
- Gaglianone, Wagner Piazza & Guillén, Osmani Teixeira de Carvalho & Figueiredo, Francisco Marcos Rodrigues, 2018. "Estimating inflation persistence by quantile autoregression with quantile-specific unit roots," Economic Modelling, Elsevier, vol. 73(C), pages 407-430.
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"Dealing with a liquidity trap when government debt matters: optimal time-consistent monetary and fiscal policy,"
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1622, European Central Bank.
- Burgert, Matthias & Schmidt , Sebastian, 2013. "Dealing with a liquidity trap when government debt matters: Optimal time-consistent monetary and fiscal policy," IMFS Working Paper Series 72, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Burgert, Matthias & Schmidt, Sebastian, 2014. "Dealing with a liquidity trap when government debt matters: Optimal time-consistent monetary and fiscal policy," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 282-299.
- Burgert, Matthias & Schmidt, Sebastian, 2014. "Dealing with a Liquidity Trap when Government Debt Matters: Optimal Time-Consistent Monetary and Fiscal Policy," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100451, Verein für Socialpolitik / German Economic Association.
- Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy & Wohar, Mark E., 2018.
"Do house prices hedge inflation in the US? A quantile cointegration approach,"
International Review of Economics & Finance, Elsevier, vol. 54(C), pages 15-26.
- Christina Christou & Rangan Gupta & Wendy Nyakabawo & Mark E. Wohar, 2017. "Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach," Working Papers 201707, University of Pretoria, Department of Economics.
- Markku Lanne, 2013.
"Noncausality and Inflation Persistence,"
Discussion Papers of DIW Berlin
1286, DIW Berlin, German Institute for Economic Research.
- Lanne Markku, 2015. "Noncausality and inflation persistence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(4), pages 469-481, September.
- Fabio Busetti & Michele Caivano & Davide Delle Monache, 2019.
"Domestic and global determinants of inflation: evidence from expectile regression,"
Temi di discussione (Economic working papers)
1225, Bank of Italy, Economic Research and International Relations Area.
- Fabio Busetti & Michele Caivano & Davide Delle Monache, 2021. "Domestic and Global Determinants of Inflation: Evidence from Expectile Regression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(4), pages 982-1001, August.
- Orphanides, Athanasios, 2014.
"Are rules and boundaries sufficient to limit harmful central bank discretion? Lessons from Europe,"
IMFS Working Paper Series
84, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Orphanides, Athanasios, 2014. "Are rules and boundaries sufficient to limit harmful central bank discretion? Lessons from Europe," Journal of Economic Dynamics and Control, Elsevier, vol. 49(C), pages 121-125.
- John Cogan & John Taylor & Volker Wieland & Maik Wolters, 2013.
"Fiscal Consolidation Strategy: An Update for the Budget Reform Proposal of March 2013,"
Discussion Papers
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- Cogan, John F. & Taylor, John B. & Wieland, Volker & Wolters, Maik Hendrik, 2013. "Fiscal consolidation strategy: An update for the budget reform proposal of march 2013," IMFS Working Paper Series 68, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- John F. Cogan & John B. Taylor & Volker Wieland & Maik Wolters, 2013. "Fiscal Consolidation Strategy: An Update For The Budget Reform Proposal of March 2013," Economics Working Papers 13104, Hoover Institution, Stanford University.
- J. David López-Salido & Francesca Loria, 2020. "Inflation at Risk," Finance and Economics Discussion Series 2020-013, Board of Governors of the Federal Reserve System (U.S.).
- Pfarrhofer, Michael, 2022.
"Modeling tail risks of inflation using unobserved component quantile regressions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
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"Time-varying persistence in US inflation,"
Empirical Economics, Springer, vol. 53(2), pages 423-439, September.
- Massimiliano Caporin & Rangan Gupta, 2014. "Time-Varying Persistence in US Inflation," Working Papers 201457, University of Pretoria, Department of Economics.
- Giovanni Bonaccolto & Massimiliano Caporin & Rangan Gupta, 2015.
"The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk,"
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- Andrew Phiri, 2017.
"Inflation persistence in BRICS countries: A quantile autoregressive (QAR) approach,"
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- Rangan Gupta & Charl Jooste & Omid Ranjbar, 2015. "The Changing Dynamics of South Africa's Inflation Persistence: Evidence from a Quantile Regression Framework," Working Papers 201563, University of Pretoria, Department of Economics.
- Giorgio Canarella & Stephen M. Miller, 2016.
"Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US,"
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- Giorgio Canarella & Stephen M. Miller, 2016. "Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US," Working papers 2016-11, University of Connecticut, Department of Economics.
- Wieland, Volker & Wolters, Maik, 2014.
"Is there a threat of self-reinforcing deflation in the Euro area? A view through the lens of the Phillips curve,"
IMFS Working Paper Series
81, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wieland, Volker & Wolters, Maik, 2014. "Is there a threat of self-reinforcing deflation in the euro area? A view through the lens of the Phillips curve," Kiel Policy Brief 79, Kiel Institute for the World Economy (IfW Kiel).
- Christian Bauer & Sebastian Weber, 2016. "The Efficiency of Monetary Policy when Guiding Inflation Expectations," Research Papers in Economics 2016-14, University of Trier, Department of Economics.
- Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega, 2013.
"Changes in persistence, spurious regressions and the Fisher hypothesis,"
CREATES Research Papers
2013-11, Department of Economics and Business Economics, Aarhus University.
- Kruse Robinson & Ventosa-Santaulària Daniel & Noriega Antonio E., 2017. "Changes in persistence, spurious regressions and the Fisher hypothesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(3), pages 1-28, June.
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- Fabio Busetti & Michele Caivano & Lisa Rodano, 2015. "On the conditional distribution of euro area inflation forecast," Temi di discussione (Economic working papers) 1027, Bank of Italy, Economic Research and International Relations Area.
- Rangan Gupta & Charl Jooste & Omid Ranjbar, 2017. "South Africa’s inflation persistence: a quantile regression framework," Economic Change and Restructuring, Springer, vol. 50(4), pages 367-386, November.
- Wagner Piazza Gaglianone & Osmani Teixeira de Carvalho Guillén & Francisco Marcos Rodrigues Figueiredo, 2015. "Local Unit Root and Inflationary Inertia in Brazil," Working Papers Series 406, Central Bank of Brazil, Research Department.
- S. Béreau & V. Faubert & K. Schmidt, 2018. "Explaining and Forecasting Euro Area Inflation: the Role of Domestic and Global Factors," Working papers 663, Banque de France.
- López-Salido, J David & Loria, Francesca, 2019. "Inflation at Risk," CEPR Discussion Papers 14074, C.E.P.R. Discussion Papers.
- Mohsen Bahmani-Oskooee & Omid Ranjbar, 2016. "Quantile unit root test and PPP: evidence from 23 OECD countries," Applied Economics, Taylor & Francis Journals, vol. 48(31), pages 2899-2911, July.
- Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Ranjbar, Omid, 2016. "Characterising the South African business cycle: is GDP difference-stationary or trend-stationary in a Markov-switching setup? - Il ciclo economico del Sud Africa: il PIL è stazion ario alle differenz," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(1), pages 33-44.
- Chan Jennifer So Kuen & Ng Kok-Haur & Nitithumbundit Thanakorn & Peiris Shelton, 2019. "Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(2), pages 1-22, April.
- López-Salido, David & Loria, Francesca, 2024. "Inflation at risk," Journal of Monetary Economics, Elsevier, vol. 145(S).
- Kurmaş Akdoğan, 2015. "Asymmetric Behaviour of Inflation around the Target in Inflation-Targeting Countries," Scottish Journal of Political Economy, Scottish Economic Society, vol. 62(5), pages 486-504, November.
- Sebastiano Manzan & Dawit Zerom, 2015. "Asymmetric Quantile Persistence and Predictability: the Case of US Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(2), pages 297-318, April.
- Skufi, Lorena & Papavangjeli, Meri, 2022. "The Changing Dynamics Of Albanian Inflation: A Quantile Regression Approach," MPRA Paper 116115, University Library of Munich, Germany.
- James Mitchell & Saeed Zaman, 2023. "The Distributional Predictive Content of Measures of Inflation Expectations," Working Papers 23-31, Federal Reserve Bank of Cleveland.
- Kurmas Akdogan, 2018. "Mean-reversion and structural change in European food prices," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 18(4), pages 163-173.
- Wen-Yi Chen & Tsangyao Chang & Yu-Hui Lin, 2018. "Investigating the Persistence of Suicide in the United States: Evidence from the Quantile Unit Root Test," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 135(2), pages 813-833, January.
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"Unconventional Monetary Policy Shocks and the Spillovers to Emerging Markets,"
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- Bhattarai, Saroj & Chatterjee, Arpita & Park, Woong Yong, 2018.
"Effects of US Quantitative Easing on Emerging Market Economies,"
ADBI Working Papers
803, Asian Development Bank Institute.
- Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2015. "Effects of US quantitative easing on emerging market economies," Globalization Institute Working Papers 255, Federal Reserve Bank of Dallas.
- Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2015. "Effects of US Quantitative Easing on Emerging Market Economies," Discussion Papers 2015-26, School of Economics, The University of New South Wales.
- Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2015. "Effects of US quantitative easing on emerging market economies," CAMA Working Papers 2015-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Bhattarai, Saroj & Chatterjee, Arpita & Park, Woong Yong, 2021. "Effects of US quantitative easing on emerging market economies," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).
- International Monetary Fund, 2016. "Cross-Country Report on Spillovers: Selected Issues," IMF Staff Country Reports 2016/212, International Monetary Fund.
- McQuade, Peter & Falagiarda, Matteo & Tirpák, Marcel, 2015. "Spillovers from the ECB's non-standard monetary policies on non-euro area EU countries: evidence from an event-study analysis," Working Paper Series 1869, European Central Bank.
- John D. Burger & Francis E. Warnock & Veronica C. Warnock, 2018.
"The Effects of U.S. Monetary Policy on Emerging Market Economies’ Sovereign and Corporate Bond Markets,"
Central Banking, Analysis, and Economic Policies Book Series, in: Enrique G. Mendoza & Ernesto Pastén & Diego Saravia (ed.),Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures, edition 1, volume 25, chapter 3, pages 049-095,
Central Bank of Chile.
- John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2017. "The Effects of U.S. Monetary Policy on Emerging Market Economies' Sovereign and Corporate Bond Markets," NBER Working Papers 23628, National Bureau of Economic Research, Inc.
- Topcu, Mert & Gulal, Omer Serkan, 2020. "The impact of COVID-19 on emerging stock markets," Finance Research Letters, Elsevier, vol. 36(C).
- Galariotis, Emilios & Makrichoriti, Panagiota & Spyrou, Spyros, 2018.
"The impact of conventional and unconventional monetary policy on expectations and sentiment,"
Journal of Banking & Finance, Elsevier, vol. 86(C), pages 1-20.
- Emilios Galariotis & Panagiota Makrichoriti & Spyros Spyrou, 2018. "The impact of conventional and unconventional monetary policy on expectations and sentiment," Post-Print hal-01596107, HAL.
- Chang Shu & Dong He & Jinyue Dong & Honglin Wang, 2016. "Regional pull vs global push factors: China and US influence on Asia-Pacific financial markets," BIS Working Papers 579, Bank for International Settlements.
- Shu, Chang & He, Dong & Dong, Jinyue & Wang, Honglin, 2018. "Regional pull vs global push factors: China and US influence on Asian financial markets," Journal of International Money and Finance, Elsevier, vol. 87(C), pages 112-132.
- Sameer Khatiwada, 2017. "Quantitative Easing by the Fed and International Capital Flows," IHEID Working Papers 02-2017, Economics Section, The Graduate Institute of International Studies.
- Parantap Basu & Shesadri Banerjee, 2015. "Effect of Quantitative Easing on the Indian Economy: A Dynamic Stochastic General Equilibrium Perspective," CEMAP Working Papers 2015_03, Durham University Business School.
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"Quantitative easing of an international financial centre:how central London came so well out of the post-2007 crisis,"
LSE Research Online Documents on Economics
66623, London School of Economics and Political Science, LSE Library.
- Ian Gordon, 2015. "Quantitative Easing of an International Financial Centre: How Central London Came So Well Out of the Post-2007 Crisis," SERC Discussion Papers 0193, Centre for Economic Performance, LSE.
- Ian R. Gordon, 2016. "Quantitative easing of an international financial centre: how central London came so well out of the post-2007 crisis," Cambridge Journal of Regions, Economy and Society, Cambridge Political Economy Society, vol. 9(2), pages 335-353.
- Gordon, Ian R., 2015. "Quantitative easing of an international financial centre:how central London came so well out of the post-2007crisis," LSE Research Online Documents on Economics 66533, London School of Economics and Political Science, LSE Library.
- Bhattarai, Saroj & Chatterjee, Arpita & Park, Woong Yong, 2018.
"Effects of US Quantitative Easing on Emerging Market Economies,"
ADBI Working Papers
803, Asian Development Bank Institute.
- Hoffmann, Mathias & Krause, Michael & Tillmann, Peter, 2014.
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- Hoffmann, Mathias & Krause, Michael & Tillmann, Peter, 2019. "International capital flows, external assets and output volatility," Journal of International Economics, Elsevier, vol. 117(C), pages 242-255.
- Matthias Hoffmann & Michael Krause & Peter Tillmann, 2014. "International Capital Flows, External Assets and Output Volatility," MAGKS Papers on Economics 201442, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Krause, Michael & Hoffmann, Mathias & Tillmann, Peter, 2014. "International Capital Flows, External Assets, and Output Volatility," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100508, Verein für Socialpolitik / German Economic Association.
Cited by:
- Robert Kollmann, 2015.
"Risk sharing in a world economy with uncertainty shocks,"
CAMA Working Papers
2015-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Robert Kollmann, 2015. "Risk sharing in a world economy with uncertainty shocks," Globalization Institute Working Papers 258, Federal Reserve Bank of Dallas.
- Robert Kollmann, 2015. "Risk Sharing in a World Economy with Uncertainty Shocks," Working Papers ECARES ECARES 2015-43, ULB -- Universite Libre de Bruxelles.
- Kollmann, Robert, 2015. "Risk Sharing in a World Economy with Uncertainty Shocks," CEPR Discussion Papers 10940, C.E.P.R. Discussion Papers.
- Feng, Chaonan & Han, Liyan & Vigne, Samuel & Xu, Yang, 2023. "Geopolitical risk and the dynamics of international capital flows," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
- Krause, Michael & Hoffmann, Mathias & Tillmann, Peter, 2014.
"International Capital Flows, External Assets, and Output Volatility,"
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
100508, Verein für Socialpolitik / German Economic Association.
- Matthias Hoffmann & Michael Krause & Peter Tillmann, 2014. "International Capital Flows, External Assets and Output Volatility," MAGKS Papers on Economics 201442, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Hoffmann, Mathias & Krause, Michael & Tillmann, Peter, 2019. "International capital flows, external assets and output volatility," Journal of International Economics, Elsevier, vol. 117(C), pages 242-255.
- Hoffmann, Mathias & Krause, Michael & Tillmann, Peter, 2014. "International capital flows, external assets and output volatility," Discussion Papers 30/2014, Deutsche Bundesbank.
- Linde, Jesper & Adrian, Tobias & Erceg, Christopher J. & Zabczyk, Pawel & Zhou, Jianping, 2020.
"A Quantitative Model for the Integrated Policy Framework,"
CEPR Discussion Papers
15065, C.E.P.R. Discussion Papers.
- Mr. Tobias Adrian & Christopher J. Erceg & Jesper Lindé & Pawel Zabczyk & Ms. Jianping Zhou, 2020. "A Quantitative Model for the Integrated Policy Framework," IMF Working Papers 2020/122, International Monetary Fund.
- Ivan Jaccard, 2019.
"Structural Asymmetries and Financial Imbalances,"
2019 Meeting Papers
988, Society for Economic Dynamics.
- Jaccard, Ivan & Smets, Frank, 2017. "Structural asymmetries and financial imbalances in the eurozone," Working Paper Series 2076, European Central Bank.
- Robert Kollmann, 2016.
"International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences,"
Working Papers ECARES
ECARES 2016-13, ULB -- Universite Libre de Bruxelles.
- Kollmann, Robert, 2016. "International business cycles and risk sharing with uncertainty shocks and recursive preferences," Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 115-124.
- Kollmann, Robert, 2016. "International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences," MPRA Paper 70183, University Library of Munich, Germany.
- Yuan, Shenguo & Wu, Zhouheng & Liu, Lanfeng, 2022. "The effects of financial openness and financial efficiency on Chinese macroeconomic volatilities," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Joscha Beckmann & Robert L. Czudaj, 2020. "Net Foreign Asset Positions, Capital Flows and GDP Spillovers," Open Economies Review, Springer, vol. 31(2), pages 295-308, April.
- Ivan Jaccard & Frank Smets, 2020.
"Structural Asymmetries and Financial Imbalances in the Eurozone,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 36, pages 73-102, April.
- Jaccard, Ivan & Smets, Frank, 2017. "Structural asymmetries and financial imbalances in the eurozone," Working Paper Series 2076, European Central Bank.
- Ivan Jaccard & Frank Smets, 2019. "Code and data files for "Structural Asymmetries and Financial Imbalances in the Eurozone"," Computer Codes 18-135, Review of Economic Dynamics.
- Ivan Jaccard & Frank Smets, 2019. "Online Appendix to "Structural Asymmetries and Financial Imbalances in the Eurozone"," Online Appendices 18-135, Review of Economic Dynamics.
- Aidi Tang, 2023. "Financial Integration and International Dynamics: The Role of Volatility Shocks," Mathematics, MDPI, vol. 11(23), pages 1-27, November.
- Robert Kollmann, 2016. "Risk Sharing, the Exchange Rate and Net Foreign Assets in a World Economy with Uncertainty Shocks," 2016 Meeting Papers 721, Society for Economic Dynamics.
- Hochmuth, Brigitte & Moyen, Stephane & Stähler, Nikolai, 2019. "Labor market reforms, precautionary savings, and global imbalances," Discussion Papers 13/2019, Deutsche Bundesbank.
- Ly Dai Hung, 2021. "Economic Growth with Public and Foreign Investment in Vietnam," Working Papers hal-03241846, HAL.
- Annette Meinusch & Peter Tillmann, 2014.
"The Macroeconomic Impact of Unconventional Monetary Policy Shocks,"
MAGKS Papers on Economics
201426, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Meinusch, Annette & Tillmann, Peter, 2016. "The macroeconomic impact of unconventional monetary policy shocks," Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 58-67.
- Tillmann, Peter & Meinusch, Annette, 2014. "The Macroeconomic Impact of Unconventional Monetary Policy Shocks," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100331, Verein für Socialpolitik / German Economic Association.
Cited by:
- Ellington, Michael & Milas, Costas, 2021. "On the economic impact of aggregate liquidity shocks: The case of the UK," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 737-752.
- Michal Bencik, 2017. "Do Fiscal Multipliers Vary with Different Character of Monetary-Fiscal Interactions?," Working and Discussion Papers WP 11/2017, Research Department, National Bank of Slovakia.
- Karen Davtyan, 2016. "“The Distributive Effects of Conventional and Unconventional Monetary Policies”," IREA Working Papers 201606, University of Barcelona, Research Institute of Applied Economics, revised Apr 2016.
- Thomas Chuffart & Cyril Dell'Eva, 2020.
"The role of carry trades on the effectiveness of Japan's quantitative easing,"
Post-Print
hal-03157207, HAL.
- Chuffart, Thomas & Dell'Eva, Cyril, 2020. "The role of carry trades on the effectiveness of Japan's quantitative easing," International Economics, Elsevier, vol. 161(C), pages 30-40.
- Thomas Chuffart & Cyril Dell'Eva, 2020. "The role of carry trades on the effectiveness of Japan's quantitative easing," International Economics, CEPII research center, issue 161, pages 30-40.
- Kyungmin Kim & Thomas Laubach & Min Wei, 2020. "Macroeconomic Effects of Large-Scale Asset Purchases: New Evidence," Finance and Economics Discussion Series 2020-047, Board of Governors of the Federal Reserve System (U.S.).
- Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022.
"Evolving United States stock market volatility: The role of conventional and unconventional monetary policies,"
The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
- Vasilios Plakandaras & Rangan Gupta & Mehmet Balcilar & Qiang Ji, 2021. "Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies," Working Papers 202113, University of Pretoria, Department of Economics.
- Carlos Alberto Piscarreta Pinto Ferreira, 2021. "Does Public Debt Ownership Structure Matter for a Borrowing Country?," Working Papers REM 2021/0190, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Aßhoff, Sina & Belke, Ansgar & Osowski, Thomas, 2021.
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- Chen, Hongyi & Chow, Kenneth & Tillmann, Peter, 2017.
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China Economic Review, Elsevier, vol. 43(C), pages 216-231.
- Hongyi Chen & Kenneth Chow & Peter Tillmann, "undated". "The effectiveness of monetary policy in China: Evidence from a Qual VAR," GRU Working Paper Series GRU_2016_022, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
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- Christian Pierdzioch & Jan-Christoph Rülke & Peter Tillmann, 2013.
"Using forecasts to uncover the loss function of FOMC members,"
MAGKS Papers on Economics
201302, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
Cited by:
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"Does the Greenspan era provide evidence on leadership in the FOMC?,"
Journal of Macroeconomics, Elsevier, vol. 43(C), pages 173-190.
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- El-Shagi, Makram & Jung, Alexander, 2015.
"Does the Greenspan era provide evidence on leadership in the FOMC?,"
Journal of Macroeconomics, Elsevier, vol. 43(C), pages 173-190.
- Matthias Neuenkirch & Peter Tillmann, 2013.
"Does a Good Central Banker make a Difference?,"
MAGKS Papers on Economics
201354, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Matthias Neuenkirch & Peter Tillmann, 2016. "Does A Good Central Banker Make A Difference?," Economic Inquiry, Western Economic Association International, vol. 54(3), pages 1541-1560, July.
- Matthias Neuenkirch & Peter Tillmann, 2013. "Does a good central banker make a difference?," Research Papers in Economics 2013-08, University of Trier, Department of Economics.
Cited by:
- Chatjuthamard, Pattanaporn & Jiraporn, Pornsit & Lee, Sang Mook & Sarajoti, Pattarake, 2024. "Customer concentration, managerial risk aversion, and hostile takeover threats," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 268-279.
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"A disaster always rings twice: Early life experiences and central bankers' reactions to natural disasters,"
Kyklos, Wiley Blackwell, vol. 74(3), pages 301-320, August.
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- Chatjuthamard, Pattanaporn & Kijkasiwat, Ploypailin & Jiraporn, Pornsit & Lee, Sang Mook, 2023. "Customer concentration, managerial risk aversion, and independent directors: A quasi-natural experiment," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 358-368.
- Hetschko, Clemens & Schöb, Ronnie & Wolf, Tobias, 2020. "Income support, employment transitions and well-being," Labour Economics, Elsevier, vol. 66(C).
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- Chatjuthamard, Pattanaporn & Ongsakul, Viput & Jiraporn, Pornsit, 2022. "Corporate complexity, managerial myopia, and hostile takeover exposure: Evidence from textual analysis," Journal of Behavioral and Experimental Finance, Elsevier, vol. 33(C).
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- Marcel Förster & Peter Tillmann, 2013.
"Local Inflation: Reconsidering the International Comovement of Inflation,"
MAGKS Papers on Economics
201303, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
Cited by:
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"China's role in global inflation dynamics,"
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- Marcel Förster & Markus Jorra & Peter Tillmann, 2012.
"The Dynamics of International Capital Flows: Results from a Dynamic Hierarchical Factor Model,"
MAGKS Papers on Economics
201221, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Förster, Marcel & Jorra, Markus & Tillmann, Peter, 2014. "The dynamics of international capital flows: Results from a dynamic hierarchical factor model," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 101-124.
Cited by:
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"Global Financial Shocks and Foreign Asset Repatriation: Do Local Investors Play a Stabilizing Role?,"
IMF Working Papers
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- Gustavo Adler & Marie-Louise Djigbenou & Sebastian Sosa, 2016. "Global Financial Shocks and Foreign Asset Repatriation: Do Local Investors Play a Stabilizing Role?," Post-Print hal-03954341, HAL.
- Adler, Gustavo & Djigbenou, Marie-Louise & Sosa, Sebastian, 2016. "Global financial shocks and foreign asset repatriation: Do local investors play a stabilizing role?," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 8-28.
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"Capital flows to emerging market and developing economies: Global liquidity and uncertainty versus country-specific pull factors,"
VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy
203629, Verein für Socialpolitik / German Economic Association.
- Belke, Ansgar & Volz, Ulrich, 2018. "Capital flows to emerging market and developing economies: global liquidity and uncertainty versus country-specific pull factors," IDOS Discussion Papers 23/2018, German Institute of Development and Sustainability (IDOS).
- Tatjana Dahlhaus & Garima Vasishtha, 2014. "The Impact of U.S. Monetary Policy Normalization on Capital Flows to Emerging-Market Economies," Staff Working Papers 14-53, Bank of Canada.
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"The Dynamics of Capital Flow Episodes,"
Staff Working Papers
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- Christian Friedrich & Pierre Guérin, 2020. "The Dynamics of Capital Flow Episodes," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(5), pages 969-1003, August.
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"Banking globalization, local lending, and labor market effects: Micro-level evidence from Brazil,"
IWH Discussion Papers
7/2017, Halle Institute for Economic Research (IWH), revised 2019.
- Noth, Felix & Ossandon Busch, Matias, 2021. "Banking globalization, local lending, and labor market effects: Micro-level evidence from Brazil," Journal of Financial Stability, Elsevier, vol. 56(C).
- Raul Ibarra & Isela-Elizabeth Tellez-Leon, 2020.
"Are all types of capital flows driven by the same factors? Evidence from Mexico,"
Empirical Economics, Springer, vol. 59(1), pages 461-502, July.
- Ibarra-Ramírez Raúl & Téllez León Elizabeth, 2017. "Are all types of capital flows driven by the same factors? Evidence from Mexico," Working Papers 2017-18, Banco de México.
- Peter Tillmann, 2012.
"Capital Inflows and Asset Prices: Evidence from Emerging Asia,"
MAGKS Papers on Economics
201215, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Tillmann, Peter, 2012. "Capital inflows and asset prices: Evidence from emerging Asia," IMFS Working Paper Series 58, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Tillmann, Peter, 2013. "Capital inflows and asset prices: Evidence from emerging Asia," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 717-729.
- Peter Tillmann, 2012. "Capital Inflows and Asset Prices: Evidence from Emerging Asia," Working Papers 182012, Hong Kong Institute for Monetary Research.
- Hardik A. Marfatia, 2016. "The Role of Push and Pull Factors in Driving Global Capital Flows," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 62(2), pages 117-146.
- Vo, Xuan Vinh & Nguyen, Dong Phong & Ho, Viet Tien & Nguyen, Trung Thong, 2017. "Where do the advanced countries invest? An investigation of capital flows from advanced countries to emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 142-154.
- Sakemoto, Ryuta, 2018. "Co-movement between equity and bond markets," International Review of Economics & Finance, Elsevier, vol. 53(C), pages 25-38.
- Ahmet Ihsan Kaya & Lutfi Erden, 2023. "Capital‐flow volatility in emerging markets: A panel GARCH approach," International Finance, Wiley Blackwell, vol. 26(2), pages 172-188, August.
- Chiappini, Raphaël & Lahet, Delphine, 2020.
"Exchange rate movements in emerging economies - Global vs regional factors in Asia,"
China Economic Review, Elsevier, vol. 60(C).
- Raphael Chiappini & Delphine Lahet, 2020. "Exchange rate movements in emerging economies - Global vs regional factors in Asia," Post-Print hal-03431453, HAL.
- Marcel Förster & Markus Jorra & Peter Tillmann, 2012.
"The Dynamics of International Capital Flows: Results from a Dynamic Hierarchical Factor Model,"
MAGKS Papers on Economics
201221, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Förster, Marcel & Jorra, Markus & Tillmann, Peter, 2014. "The dynamics of international capital flows: Results from a dynamic hierarchical factor model," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 101-124.
- Shambaugh, Jay C. & Zhou, Hang, 2024. "Interest rates across the world: Global, regional, and idiosyncratic factors," Journal of Banking & Finance, Elsevier, vol. 163(C).
- Roy, Saktinil & Kemme, David M., 2020. "The run-up to the global financial crisis: A longer historical view of financial liberalization, capital inflows, and asset bubbles," International Review of Financial Analysis, Elsevier, vol. 69(C).
- Dahlhaus, Tatjana & Vasishtha, Garima, 2020. "Monetary policy news in the US: Effects on emerging market capital flows," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Eller, Markus & Huber, Florian & Schuberth, Helene, 2018.
"How Important are Global Factors for Understanding the Dynamics of International Capital Flows?,"
Working Papers in Economics
2018-2, University of Salzburg.
- Eller, Markus & Huber, Florian & Schuberth, Helene, 2020. "How important are global factors for understanding the dynamics of international capital flows?," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Guo, Liang, 2016. "Are U.S. investors blindly chasing returns in foreign countries?," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 309-334.
- Markus Eller & Florian Huber & Helene Schuberth, 2016. "Understanding the drivers of capital flows into the CESEE countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 79-104.
- Gelman, Maria & Jochem, Axel & Reitz, Stefan, 2016. "Transmission of global financial shocks to EMU member states: The role of monetary policy and national factors," Discussion Papers 23/2016, Deutsche Bundesbank.
- Dahlhaus, Tatjana & Vasishtha, Garima, 2021. "Reprint: Monetary policy news in the US: Effects on emerging market capital flows," Journal of International Money and Finance, Elsevier, vol. 114(C).
- Koepke, Robin, 2015. "What Drives Capital Flows to Emerging Markets? A Survey of the Empirical Literature," MPRA Paper 62770, University Library of Munich, Germany.
- Marcel Förster & Peter Tillmann, 2013. "Local Inflation: Reconsidering the International Comovement of Inflation," MAGKS Papers on Economics 201303, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Marcel Förster & Peter Tillmann, 2014. "Reconsidering the International Comovement of Inflation," Open Economies Review, Springer, vol. 25(5), pages 841-863, November.
- Binghui Wu & Tingting Duan, 2019. "Nonlinear Dynamics Characteristic of Risk Contagion in Financial Market Based on Agent Modeling and Complex Network," Complexity, Hindawi, vol. 2019, pages 1-12, June.
- Junyi Shi, 2020. "Re-Measurement Of Short-Term International Capital Flows And Its Application: Evidence From China," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(06), pages 1645-1665, December.
- Matthias Neuenkirch & Peter Tillmann, 2012.
"Inflation Targeting, Credibility, and Non-Linear Taylor Rules,"
MAGKS Papers on Economics
201235, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Neuenkirch, Matthias & Tillmann, Peter, 2014. "Inflation targeting, credibility, and non-linear Taylor rules," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 30-45.
Cited by:
- Neuenkirch, Matthias & Tillmann, Peter, 2014. "Superstar Central Bankers," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100489, Verein für Socialpolitik / German Economic Association.
- Arina Wischnewsky & David‐Jan Jansen & Matthias Neuenkirch, 2021.
"Financial stability and the Fed: Evidence from congressional hearings,"
Economic Inquiry, Western Economic Association International, vol. 59(3), pages 1192-1214, July.
- Arina Wischnewsky & David-Jan Jansen & Matthias Neuenkirch, 2019. "Financial Stability and the Fed: Evidence from Congressional Hearings," Research Papers in Economics 2019-08, University of Trier, Department of Economics.
- Arina Wischnewsky & David-Jan Jansen & Matthias Neuenkirch, 2019. "Financial stability and the Fed: evidence from congressional hearings," CESifo Working Paper Series 7657, CESifo.
- Arina Wischnewsky & David-Jan Jansen & Matthias Neuenkirch, 2019. "Financial Stability and the Fed: Evidence fromCongressional Hearings," Working Paper Series 2019-05, University of Trier, Research Group Quantitative Finance and Risk Analysis.
- Wischnewsky, Arina & Jansen, David-Jan & Neuenkirch, Matthias, 2020. "Financial Stability and the Fed: Evidence from Congressional Hearings," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224527, Verein für Socialpolitik / German Economic Association.
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"Exchange rate parities and Taylor rule deviations,"
Empirical Economics, Springer, vol. 63(4), pages 1809-1835, October.
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"Media Coverage and ECB Policy-Making: Evidence from an Augmented Taylor Rule,"
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"Nonlinear Policy Behavior, Multiple Equilibria and Debt-Deflation Attractors,"
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MAGKS Papers on Economics
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"Evaluating FOMC forecast ranges: an interval data approach,"
MAGKS Papers on Economics
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"Capital Inflows and Asset Prices: Evidence from Emerging Asia,"
MAGKS Papers on Economics
201215, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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- Tillmann, Peter, 2012. "Capital inflows and asset prices: Evidence from emerging Asia," IMFS Working Paper Series 58, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
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"Capital flows in the euro area and TARGET2 balances,"
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- Wollmershäuser, Timo, 2018. "Capital Flows in the Euro Area and TARGET2 Balances," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181648, Verein für Socialpolitik / German Economic Association.
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"Dealing with a liquidity trap when government debt matters: optimal time-consistent monetary and fiscal policy,"
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"House Prices, Capital Inflows and Macroprudential Policy,"
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"Capital Inflows, Equity Issuance Activity, and Corporate Investment,"
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"Are rules and boundaries sufficient to limit harmful central bank discretion? Lessons from Europe,"
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"Capital flows and asset prices: empirical evidence from emerging and developing economies,"
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"House prices and capital inflows in Spain during the boom: evidence from a cointegrated VAR and a Structural Bayesian VAR,"
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"The interest rate pass-through in the Euro area during the global financial crisis,"
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- 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.
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- Abdul Rashid & Fazal Husain, 2013. "Capital Inflows, Inflation, and the Exchange Rate Volatility- An Investigation for Linear and Nonlinear Causal Linkages," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 52(3), pages 183-206.
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"Taming the "Capital Flows-Credit Nexus": A Sectoral Approach,"
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- Tillmann, Peter & Wolters, Maik H., 2014. "The changing dynamics of US inflation persistence: A quantile regression approach," Kiel Working Papers 1951, Kiel Institute for the World Economy (IfW Kiel).
Cited by:
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- Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2017.
"Inflation Dynamics in Uganda: A Quantile Regression Approach,"
Working Papers
201772, University of Pretoria, Department of Economics.
- Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2020. "Inflation dynamics in Uganda: a quantile regression approach," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 13(2), pages 161-187, May.
- Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017. "Inflation Dynamics in Uganda: A Quantile Regression Approach," School of Economics Macroeconomic Discussion Paper Series 2017-07, School of Economics, University of Cape Town.
- Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022.
"Big data forecasting of South African inflation,"
School of Economics Macroeconomic Discussion Paper Series
2022-03, School of Economics, University of Cape Town.
- Byron Botha & Rulof Burger & Kevin Kotz & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," Working Papers 11022, South African Reserve Bank.
- Byron Botha & Rulof Burger & Kevin Kotzé & Neil Rankin & Daan Steenkamp, 2023. "Big data forecasting of South African inflation," Empirical Economics, Springer, vol. 65(1), pages 149-188, July.
- Byron Botha & Kevin Kotze & Neil Rankin & Rulof P. Burger, 2022. "Big data forecasting of South African inflation," Working Papers 873, Economic Research Southern Africa.
- Gaglianone, Wagner Piazza & Guillén, Osmani Teixeira de Carvalho & Figueiredo, Francisco Marcos Rodrigues, 2018. "Estimating inflation persistence by quantile autoregression with quantile-specific unit roots," Economic Modelling, Elsevier, vol. 73(C), pages 407-430.
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"Dealing with a liquidity trap when government debt matters: optimal time-consistent monetary and fiscal policy,"
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- Burgert, Matthias & Schmidt, Sebastian, 2014. "Dealing with a liquidity trap when government debt matters: Optimal time-consistent monetary and fiscal policy," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 282-299.
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"Do house prices hedge inflation in the US? A quantile cointegration approach,"
International Review of Economics & Finance, Elsevier, vol. 54(C), pages 15-26.
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"Noncausality and Inflation Persistence,"
Discussion Papers of DIW Berlin
1286, DIW Berlin, German Institute for Economic Research.
- Lanne Markku, 2015. "Noncausality and inflation persistence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(4), pages 469-481, September.
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Temi di discussione (Economic working papers)
1225, Bank of Italy, Economic Research and International Relations Area.
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"Are rules and boundaries sufficient to limit harmful central bank discretion? Lessons from Europe,"
IMFS Working Paper Series
84, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Orphanides, Athanasios, 2014. "Are rules and boundaries sufficient to limit harmful central bank discretion? Lessons from Europe," Journal of Economic Dynamics and Control, Elsevier, vol. 49(C), pages 121-125.
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- John F. Cogan & John B. Taylor & Volker Wieland & Maik Wolters, 2013. "Fiscal Consolidation Strategy: An Update For The Budget Reform Proposal of March 2013," Economics Working Papers 13104, Hoover Institution, Stanford University.
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"Time-varying persistence in US inflation,"
Empirical Economics, Springer, vol. 53(2), pages 423-439, September.
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"The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk,"
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- Andrew Phiri, 2017.
"Inflation persistence in BRICS countries: A quantile autoregressive (QAR) approach,"
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1702, Department of Economics, Nelson Mandela University, revised Jul 2017.
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"Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US,"
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2016-21, University of Connecticut, Department of Economics.
- Giorgio Canarella & Stephen M. Miller, 2016. "Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US," Working papers 2016-11, University of Connecticut, Department of Economics.
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"Is there a threat of self-reinforcing deflation in the Euro area? A view through the lens of the Phillips curve,"
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81, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wieland, Volker & Wolters, Maik, 2014. "Is there a threat of self-reinforcing deflation in the euro area? A view through the lens of the Phillips curve," Kiel Policy Brief 79, Kiel Institute for the World Economy (IfW Kiel).
- Christian Bauer & Sebastian Weber, 2016. "The Efficiency of Monetary Policy when Guiding Inflation Expectations," Research Papers in Economics 2016-14, University of Trier, Department of Economics.
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CREATES Research Papers
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- Wagner Piazza Gaglianone & Osmani Teixeira de Carvalho Guillén & Francisco Marcos Rodrigues Figueiredo, 2015. "Local Unit Root and Inflationary Inertia in Brazil," Working Papers Series 406, Central Bank of Brazil, Research Department.
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- Mohsen Bahmani-Oskooee & Omid Ranjbar, 2016. "Quantile unit root test and PPP: evidence from 23 OECD countries," Applied Economics, Taylor & Francis Journals, vol. 48(31), pages 2899-2911, July.
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- Wen-Yi Chen & Tsangyao Chang & Yu-Hui Lin, 2018. "Investigating the Persistence of Suicide in the United States: Evidence from the Quantile Unit Root Test," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 135(2), pages 813-833, January.
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"Reputation and Forecast Revisions: Evidence from the FOMC,"
MAGKS Papers on Economics
201128, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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- Jeff Messina & Tara M. Sinclair & Herman O. Stekler, 2014.
"What Can We Learn From Revisions To The Greenbook Forecasts?,"
Working Papers
2014-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
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- Jeff Messina & Tara M. Sinclair & Herman O. Stekler, 2014.
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- Peter Tillmann, 2011.
"Cross-Checking Optimal Monetary Policy with Information from the Taylor Rule,"
MAGKS Papers on Economics
201132, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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Cited by:
- Ida, Daisuke, 2019. "Cross-checking monetary policy and equilibrium determinacy under interest rate stabilization," Economics Letters, Elsevier, vol. 179(C), pages 75-77.
- Donato Masciandaro & Romano Vincenzo Tarsia, 2021. "Society, Politicians, Climate Change and Central Banks: An Index of Green Activism," BAFFI CAREFIN Working Papers 21167, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Carl Walsh, 2015.
"Goals and Rules in Central Bank Design,"
CESifo Working Paper Series
5293, CESifo.
- Walsh, Carl E, 2015. "Goals and Rules in Central Bank Design," Santa Cruz Department of Economics, Working Paper Series qt3md9p6t5, Department of Economics, UC Santa Cruz.
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"Taylor rule cross-checking and selective monetary policy adjustment,"
VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century
62078, Verein für Socialpolitik / German Economic Association.
- Bursian, Dirk & Roth, Markus, 2013. "Optimal policy and taylor rule cross-checking under parameter uncertainty," SAFE Working Paper Series 30, Leibniz Institute for Financial Research SAFE.
- Bursian Dirk & Roth Markus, 2014. "Optimal policy and Taylor rule cross-checking under parameter uncertainty," The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 301-324, January.
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- Carl E. Walsh, 2015. "Day Two Keynote Address: Goals and Rules in Central Bank Design," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 295-352, September.
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- Peter Tillmann, 2011.
"Inflation Targeting and Regional Inflation Persistence: Evidence from Korea,"
MAGKS Papers on Economics
201122, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Peter Tillmann, 2013. "Inflation Targeting and Regional Inflation Persistence: Evidence from Korea," Pacific Economic Review, Wiley Blackwell, vol. 18(2), pages 147-161, May.
Cited by:
- Nagayasu, Jun, 2014. "Regional inflation, spatial location and the Balassa-Samuelson effect," MPRA Paper 59220, University Library of Munich, Germany.
- Dawber James & Würz Nora & Smith Paul A. & Flower Tanya & Thomas Heledd & Schmid Timo & Tzavidis Nikos, 2022. "Experimental UK Regional Consumer Price Inflation with Model-Based Expenditure Weights," Journal of Official Statistics, Sciendo, vol. 38(1), pages 213-237, March.
- Peter Tillmann, 2013.
"Inflation Targeting and Regional Inflation Persistence: Evidence from Korea,"
Pacific Economic Review, Wiley Blackwell, vol. 18(2), pages 147-161, May.
- Peter Tillmann, 2011. "Inflation Targeting and Regional Inflation Persistence: Evidence from Korea," MAGKS Papers on Economics 201122, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Jun Nagayasu, 2017. "Regional inflation, spatial locations and the Balassa-Samuelson effect: Evidence from Japan," Urban Studies, Urban Studies Journal Limited, vol. 54(6), pages 1482-1499, May.
- Chi-Young Choi & Joo Yong Lee & RóisÃn O'Sullivan, 2015. "Monetary Policy Regime Change and Regional Inflation Dynamics: Looking through the Lens of Sector-Level Data for Korea," Working Papers 2015-20, Economic Research Institute, Bank of Korea.
- Stefan Gerlach & Peter Tillmann, 2011.
"Inflation Targeting and Inflation Persistence in Asia-Pacific,"
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Cited by:
- Jiranyakul, Komain, 2015. "Exchange Rate Regimes and Persistence of Inflation in Thailand," MPRA Paper 66203, University Library of Munich, Germany.
- Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2017.
"Inflation Dynamics in Uganda: A Quantile Regression Approach,"
Working Papers
201772, University of Pretoria, Department of Economics.
- Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2020. "Inflation dynamics in Uganda: a quantile regression approach," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 13(2), pages 161-187, May.
- Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017. "Inflation Dynamics in Uganda: A Quantile Regression Approach," School of Economics Macroeconomic Discussion Paper Series 2017-07, School of Economics, University of Cape Town.
- Wieland, Volker & Wolters, Maik, 2013.
"Forecasting and Policy Making,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 239-325,
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- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2013. "Inflation Targeting and Financial Stability: A Perspective from the Developing World," Working Papers Series 324, Central Bank of Brazil, Research Department.
- Ha,Jongrim & Ivanova,Anna & Ohnsorge,Franziska Lieselotte & Unsal Portillo Ocando,Derya Filiz, 2019. "Inflation : Concepts, Evolution, and Correlates," Policy Research Working Paper Series 8738, The World Bank.
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"Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature,"
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- Yanli LI, Hongfeng PENG & Hongfeng PENG, 2013. "Inflation Persistence in Nine Latin American Countries: Panel SURKSS Test with a Fourier Function," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 132-143, October.
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- Yutaka Kurihara, 2014. "Do European Central Bank Announcements Influence Stock Prices and Exchange Rates?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 4(4), pages 1-1.
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- Apanisile Olumuyiwa Tolulope, 2013. "A Bound Test Analysis of Effects of Monetary Policy Shocks on Output and Prices in Nigeria 2000-2010," Journal of Economics and Behavioral Studies, AMH International, vol. 5(3), pages 136-147.
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- Phiri, Andrew, 2017. "Inflation persistence in BRICS countries: A quantile autoregressive (QAR) model," MPRA Paper 79956, University Library of Munich, Germany.
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- Andrew Phiri, 2017.
"Inflation persistence in BRICS countries: A quantile autoregressive (QAR) approach,"
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- Andrew Phiri, 2018. "Inflation persistence in BRICS countries: A quantile autoregressive (QAR) approach," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(1), pages 97-104, January.
- Mujtaba Rafid Rafa & Syed Abul Basher, 2024. "An empirical investigation of Bangladesh’s inflation dynamics: evaluating persistence and identifying structural breaks," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-10, December.
- Khalid Kisswani & Salah Nusair, 2014. "Nonlinear convergence in Asian interest and inflation rates: evidence from Asian countries," Economic Change and Restructuring, Springer, vol. 47(3), pages 155-186, August.
- Giorgio Canarella & Stephen M. Miller, 2016.
"Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US,"
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2016-21, University of Connecticut, Department of Economics.
- Giorgio Canarella & Stephen M. Miller, 2016. "Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US," Working papers 2016-11, University of Connecticut, Department of Economics.
- Shyh-Wei Chen & Chi-Sheng Hsu & Cyun-Jhen Pen, 2016. "Are Inflation Rates Mean-reverting Processes? Evidence from Six Asian Countries," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 12(1), pages 119-155, February.
- Oloko, Tirimisiyu F. & Ogbonna, Ahamuefula E. & Adedeji, Abdulfatai A. & Lakhani, Noman, 2021. "Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 259-275.
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"Time-varying persistence of inflation: evidence from a wavelet-based approach,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(4), pages 1-18, September.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016. "Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach," Working papers 2016-09, University of Connecticut, Department of Economics.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016. "Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach," Working Papers 201647, University of Pretoria, Department of Economics.
- Alice Y. Ouyang & Ramkishen S. Rajan, 2016. "Does Inflation Targeting in Asia Reduce Exchange Rate Volatility?," International Economic Journal, Taylor & Francis Journals, vol. 30(2), pages 294-311, June.
- Godday Uwawunkonye Ebuh & Afees Salisu & Victor Oboh & Nuruddeen Usman, 2023. "A test for the contributions of urban and rural inflation to inflation persistence in Nigeria," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 16(2), pages 222-246, May.
- Bareith, Tibor & Varga, József, 2022. "Az inflációs célt követő rendszer hozzájárulása az infláció mérsékléséhez Magyarországon [The contribution of the inflation targeting system to reducing inflation in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 989-1008.
- Tianfeng Li & June Wei, 2015. "Multiple Structural Breaks and Inflation Persistence: Evidence from China," Asian Economic Journal, East Asian Economic Association, vol. 29(1), pages 1-20, March.
- Giorgio Canarella & Stephen M. Miller, 2016. "Inflation Targeting: New Evidence from Fractional Integration and Cointegration," Working papers 2016-08, University of Connecticut, Department of Economics.
- Yadavindu Ajit & Taniya Ghosh, 2024. "A Historical perspective on India's inflation persistence: A Quantile analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2024-015, Indira Gandhi Institute of Development Research, Mumbai, India.
- Cuneyt Dumrul & Yasemin Dumrul, 2015. "Price-Money Relationship after Infl ation Targeting: Co-integration Test with Structural Breaks for Turkey and Brazil," International Journal of Economics and Financial Issues, Econjournals, vol. 5(3), pages 701-708.
- Jiranyakul, Komain, 2020. "The Linkages between Inflation and Inflation Uncertainty in Selected Asian Economies: Evidence from Quantile Regression," MPRA Paper 99868, University Library of Munich, Germany.
- Hamidreza Ghorbani Dastgerdi, 2020. "Inflation Theories and Inflation Persistence in Iran," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 23(2), pages 1-20, November.
- Tule, Moses K. & Salisu, Afees A. & Ebuh, Godday U., 2020. "A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques," Economic Modelling, Elsevier, vol. 87(C), pages 225-237.
- Kurmaş Akdoğan, 2015. "Asymmetric Behaviour of Inflation around the Target in Inflation-Targeting Countries," Scottish Journal of Political Economy, Scottish Economic Society, vol. 62(5), pages 486-504, November.
- Junankar, Pramod N. (Raja), 2019. "Monetary Policy, Growth and Employment in Developing Areas: A Review of the Literature," IZA Discussion Papers 12197, Institute of Labor Economics (IZA).
- Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Wohar, Mark E., 2017. "Markov-switching analysis of exchange rate pass-through: Perspective from Asian countries," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 245-257.
- Canarella, Giorgio & Miller, Stephen M., 2017. "Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration," Journal of Economics and Business, Elsevier, vol. 92(C), pages 45-62.
- Canepa, Alessandra, 2024. "Inflation dynamics and persistence: The importance of the uncertainty channel," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
- Stephen M. Miller & WenShwo Fang & Ozkan Eren, 2012. "Inflation Targeting: Does It Improve Economic Performance?," Working Papers 1207, University of Nevada, Las Vegas , Department of Economics.
- Suh, Sangwon & Kim, Daehwan, 2021. "Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Mathias Hoffmann & Peter Tillmann, 2011.
"International Financial Integration and National Price Levels: The Role of the Exchange Rate Regime,"
MAGKS Papers on Economics
201133, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Hoffmann, Mathias & Tillmann, Peter, 2012. "International financial integration and national price levels: The role of the exchange rate regime," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1503-1528.
Cited by:
- Hoffmann, Mathias & Tillmann, Peter, 2012.
"International financial integration and national price levels: The role of the exchange rate regime,"
Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1503-1528.
- Mathias Hoffmann & Peter Tillmann, 2011. "International Financial Integration and National Price Levels: The Role of the Exchange Rate Regime," MAGKS Papers on Economics 201133, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Gerlach, Stefan & Tillmann, Peter, 2010.
"Inflation Targeting and Inflation Persistence in Asia,"
CEPR Discussion Papers
8046, C.E.P.R. Discussion Papers.
Cited by:
- Meller, Barbara & Nautz, Dieter, 2012. "Inflation persistence in the Euro area before and after the European Monetary Union," Economic Modelling, Elsevier, vol. 29(4), pages 1170-1176.
- Peter Tillmann, 2013.
"Inflation Targeting and Regional Inflation Persistence: Evidence from Korea,"
Pacific Economic Review, Wiley Blackwell, vol. 18(2), pages 147-161, May.
- Peter Tillmann, 2011. "Inflation Targeting and Regional Inflation Persistence: Evidence from Korea," MAGKS Papers on Economics 201122, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Hasan Engin Duran & Burak Dindaroğlu, 2021. "Regional inflation persistence in Turkey," Growth and Change, Wiley Blackwell, vol. 52(1), pages 460-491, March.
- Jishi Piao & Sangyong Joo, 2014. "Estimating Open Economy New Keynesian Phillips Curve for Korea," Asian Economic Journal, East Asian Economic Association, vol. 28(3), pages 239-258, September.
- Jan-Christoph Rülke & Peter Tillmann, 2010.
"Do FOMC Members Herd?,"
MAGKS Papers on Economics
201032, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Rülke, Jan-Christoph & Tillmann, Peter, 2011. "Do FOMC members herd?," Economics Letters, Elsevier, vol. 113(2), pages 176-179.
- Jan-Christoph Rülke & Peter Tillmann, 2010. "Do FOMC Members Herd?," WHU Working Paper Series - Economics Group 11-03, WHU - Otto Beisheim School of Management.
Cited by:
- Christian Pierdzioch & Jan-Christoph Rülke & Peter Tillmann, 2013. "Using forecasts to uncover the loss function of FOMC members," MAGKS Papers on Economics 201302, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- El-Shagi, Makram & Jung, Alexander, 2015.
"Does the Greenspan era provide evidence on leadership in the FOMC?,"
Journal of Macroeconomics, Elsevier, vol. 43(C), pages 173-190.
- El-Shagi, Makram & Jung, Alexander, 2013. "Does the Greenspan era provide evidence on leadership in the FOMC?," Working Paper Series 1579, European Central Bank.
- Makram El-Shagi & Alexander Jung, 2012. "Does the Greenspan Era Provide Evidence on Leadership in the FOMC?," Working Papers 2012.6, International Network for Economic Research - INFER.
- Bernd Hayo & Ummad Mazhar, 2011.
"Monetary Policy Committee Transparency: Measurement,Determinants, and Economic Effects,"
MAGKS Papers on Economics
201140, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Bernd Hayo & Ummad Mazhar, 2014. "Monetary Policy Committee Transparency: Measurement, Determinants, and Economic Effects," Open Economies Review, Springer, vol. 25(4), pages 739-770, September.
- Bohl, Martin T. & Klein, Arne C. & Siklos, Pierre L., 2014. "Short-selling bans and institutional investors' herding behaviour: Evidence from the global financial crisis," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 262-269.
- Fendel, Ralf & Rülke, Jan-Christoph, 2012. "Are heterogeneous FOMC forecasts consistent with the Fed’s monetary policy?," Economics Letters, Elsevier, vol. 116(1), pages 5-7.
- Guido Schultefrankenfeld, 2020.
"Appropriate monetary policy and forecast disagreement at the FOMC,"
Empirical Economics, Springer, vol. 58(1), pages 223-255, January.
- Schultefrankenfeld, Guido, 2017. "Appropriate monetary policy and forecast disagreement at the FOMC," Discussion Papers 39/2017, Deutsche Bundesbank.
- Goldstein, Nathan & Zilberfarb, Ben-Zion, 2021. "Do forecasters really care about consensus?," Economic Modelling, Elsevier, vol. 100(C).
- Schanne, Norbert, 2012. "The formation of experts' expectations on labour markets : do they run with the pack?," IAB-Discussion Paper 201225, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Nakazono, Yoshiyuki, 2013. "Strategic behavior of Federal Open Market Committee board members: Evidence from members’ forecasts," Journal of Economic Behavior & Organization, Elsevier, vol. 93(C), pages 62-70.
- Smales, Lee A. & Apergis, Nick, 2016. "The influence of FOMC member characteristics on the monetary policy decision-making process," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 216-231.
- Nicholas Apergis & Ioannis Pragidis, 2019. "Stock Price Reactions to Wire News from the European Central Bank: Evidence from Changes in the Sentiment Tone and International Market Indexes," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 25(1), pages 91-112, February.
- Rülke Jan-Christoph, 2012. "Do Private Sector Forecasters Desire to Deviate From the German Council of Economic Experts?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 232(4), pages 414-428, August.
- Hamza Bennani, 2016.
"Measuring Monetary Policy Stress for Fed District Representatives,"
Post-Print
hal-01386000, HAL.
- Hamza Bennani, 2016. "Measuring Monetary Policy Stress for Fed District Representatives," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(2), pages 156-176, May.
- Jaime Marquez, 2023. "Stylized Facts of the FOMC’s Longer-Run Forecasts," JRFM, MDPI, vol. 16(3), pages 1-20, February.
- Ellis, Michael A. & Liu, Dandan, 2016. "FOMC forecasts and monetary policy deliberations," Economics Letters, Elsevier, vol. 147(C), pages 131-134.
- Jan-Christoph Rülke, 2011. "Do private sector forecasters desire to deviate from the German council of economic experts?," WHU Working Paper Series - Economics Group 11-04, WHU - Otto Beisheim School of Management.
- Roman Horvath & Katerina Smidkova & Jan Zapal, 2012. "Is the U.S. Fed Voting Record Informative about Future Monetary Policy?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(6), pages 478-484, December.
- Jaime Marquez & S Yanki Kalfa, 2021. "The Forecasts of Individual FOMC Members: New Evidence after Ten Years," Working Papers 2021-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Peter Tillmann, 2011. "Reputation and Forecast Revisions: Evidence from the FOMC," MAGKS Papers on Economics 201128, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Firrell, Alastair & Reinold, Kate, 2020. "Uncertainty and voting on the Bank of England’s Monetary Policy Committee," Bank of England working papers 898, Bank of England.
- Peter Tillmann, 2010.
"Monetary Policy Committees and Model Uncertainty,"
MAGKS Papers on Economics
201021, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
Cited by:
- Carsten Hefeker & Blandine Zimmer, 2015.
"Optimal Conservatism and Collective Monetary Policymaking under Uncertainty,"
Open Economies Review, Springer, vol. 26(2), pages 259-278, April.
- Carsten Hefeker & Blandine Zimmer, 2014. "Optimal Conservatism and Collective Monetary Policymaking under Uncertainty," CESifo Working Paper Series 4933, CESifo.
- Berk, Jan Marc & Bierut, Beata K., 2011. "Communication in a monetary policy committee," European Journal of Political Economy, Elsevier, vol. 27(4), pages 791-801.
- Carsten Hefeker & Blandine Zimmer, 2015.
"Optimal Conservatism and Collective Monetary Policymaking under Uncertainty,"
Open Economies Review, Springer, vol. 26(2), pages 259-278, April.
- Peter Tillmann, 2010.
"Strategic Forecasting on the FOMC,"
MAGKS Papers on Economics
201017, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Tillmann, Peter, 2011. "Strategic forecasting on the FOMC," European Journal of Political Economy, Elsevier, vol. 27(3), pages 547-553, September.
Cited by:
- Arai, Natsuki, 2023.
"The FOMC’s new individual economic projections and macroeconomic theories,"
Journal of Banking & Finance, Elsevier, vol. 151(C).
- Natsuki Arai, 2020. "The FOMC’s New Individual Economic Projections and Macroeconomic Theories," Working Papers 2020-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Michael Ehrmann & Robin Tietz & Bauke Visser, 2022.
"Voting Right Rotation, Behavior of Committee Members and Financial Market Reactions: Evidence from the U.S. Federal Open Market Committee,"
IMF Working Papers
2022/105, International Monetary Fund.
- Ehrmann, Michael & Tietz, Robin & Visser, Bauke, 2021. "Voting right rotation, behavior of committee members and financial market reactions: evidence from the U.S. Federal Open Market Committee," Working Paper Series 2569, European Central Bank.
- Bernd Hayo & Matthias Neuenkirch, 2011.
"Do Federal Reserve Presidents Communicate with a Regional Bias?,"
MAGKS Papers on Economics
201103, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Hayo, Bernd & Neuenkirch, Matthias, 2013. "Do Federal Reserve presidents communicate with a regional bias?," Journal of Macroeconomics, Elsevier, vol. 35(C), pages 62-72.
- El-Shagi, Makram & Giesen, Sebastian & Jung, Alexander, 2016. "Revisiting the relative forecast performances of Fed staff and private forecasters: A dynamic approach," International Journal of Forecasting, Elsevier, vol. 32(2), pages 313-323.
- Carola Conces Binder & Rodrigo Sekkel, 2023.
"Central Bank Forecasting: A Survey,"
Staff Working Papers
23-18, Bank of Canada.
- Carola Conces Binder & Rodrigo Sekkel, 2024. "Central bank forecasting: A survey," Journal of Economic Surveys, Wiley Blackwell, vol. 38(2), pages 342-364, April.
- Christian Pierdzioch & Jan-Christoph Rülke & Peter Tillmann, 2013. "Using forecasts to uncover the loss function of FOMC members," MAGKS Papers on Economics 201302, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Jung, Alexander & Latsos, Sophia, 2015.
"Do federal reserve bank presidents have a regional bias?,"
European Journal of Political Economy, Elsevier, vol. 40(PA), pages 173-183.
- Jung, Alexander & Latsos, Sophia, 2014. "Do federal reserve bank presidents have a regional bias?," Working Paper Series 1731, European Central Bank.
- Lähner, Tom, 2015. "Inconsistent voting behavior in the FOMC," Hannover Economic Papers (HEP) dp-546, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Paul Hubert, 2011.
"Central Bank Forecasts as an Instrument of Monetary Policy,"
Documents de Travail de l'OFCE
2011-23, Observatoire Francais des Conjonctures Economiques (OFCE).
- Paul Hubert, 2013. "The influence and policy signaling role of FOMC forecasts," Documents de Travail de l'OFCE 2013-03, Observatoire Francais des Conjonctures Economiques (OFCE).
- Paul Hubert, 2015. "The Influence and Policy Signalling Role of FOMC Forecasts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(5), pages 655-680, October.
- Hamza Bennani & Davide Romelli, 2024.
"Exploring the informativeness and drivers of tone during committee meetings: the case of the Federal Reserve,"
Post-Print
hal-04670309, HAL.
- Bennani, Hamza & Romelli, Davide, 2024. "Exploring the informativeness and drivers of tone during committee meetings: The case of the Federal Reserve," Journal of International Money and Finance, Elsevier, vol. 148(C).
- El-Shagi, Makram & Jung, Alexander, 2015.
"Does the Greenspan era provide evidence on leadership in the FOMC?,"
Journal of Macroeconomics, Elsevier, vol. 43(C), pages 173-190.
- El-Shagi, Makram & Jung, Alexander, 2013. "Does the Greenspan era provide evidence on leadership in the FOMC?," Working Paper Series 1579, European Central Bank.
- Makram El-Shagi & Alexander Jung, 2012. "Does the Greenspan Era Provide Evidence on Leadership in the FOMC?," Working Papers 2012.6, International Network for Economic Research - INFER.
- Bernd Hayo & Ummad Mazhar, 2011.
"Monetary Policy Committee Transparency: Measurement,Determinants, and Economic Effects,"
MAGKS Papers on Economics
201140, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Bernd Hayo & Ummad Mazhar, 2014. "Monetary Policy Committee Transparency: Measurement, Determinants, and Economic Effects," Open Economies Review, Springer, vol. 25(4), pages 739-770, September.
- Natsuki Arai, 2016. "Evaluating the Efficiency of the FOMC's New Economic Projections," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(5), pages 1019-1049, August.
- Jakub Rybacki, 2019. "Are Central Banks' Research Teams Fragile Because of Groupthink?," KAE Working Papers 2019-045, Warsaw School of Economics, Collegium of Economic Analysis.
- Hamza Bennani & Tobias Kranz & Matthias Neuenkirch, 2018.
"Disagreement Between FOMC Members and the Fed’s Staff: New Insights Based on a Counterfactual Interest Rate,"
Post-Print
hal-01868010, HAL.
- Bennani, Hamza & Kranz, Tobias & Neuenkirch, Matthias, 2018. "Disagreement between FOMC members and the Fed’s staff: New insights based on a counterfactual interest rate," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 139-153.
- Hamza Bennani & Tobias Kranz & Matthias Neuenkirch, 2017. "Disagreement Between the FOMC and the Fed's Staff: New Insights Based on a Counterfactual Interest Rate," Research Papers in Economics 2017-10, University of Trier, Department of Economics.
- Jung, Alexander & El-Shagi, Makram & Giesen, Sebastian, 2013.
"Does Central Bank Staff Beat Private Forecasters?,"
VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order
79925, Verein für Socialpolitik / German Economic Association.
- El-Shagi, Makram & Giesen, Sebastian & Jung, Alexander, 2012. "Does Central Bank Staff Beat Private Forecasters?," IWH Discussion Papers 5/2012, Halle Institute for Economic Research (IWH).
- Gersbach, Hans & Hahn, Volker, 2012.
"Inflation Forecast Contracts,"
CEPR Discussion Papers
8933, C.E.P.R. Discussion Papers.
- Gersbach, Hans & Hahn, Volker, 2014. "Inflation forecast contracts," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 26-40.
- Hans Gersbach & Volker Hahn, 2011. "Inflation Forecast Contracts," CER-ETH Economics working paper series 11/149, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Jung, Alexander & El-Shagi, Makram & Giesen, Sebastian, 2014. "Does the federal reserve staff still beat private forecasters?," Working Paper Series 1635, European Central Bank.
- Fendel, Ralf & Rülke, Jan-Christoph, 2012. "Are heterogeneous FOMC forecasts consistent with the Fed’s monetary policy?," Economics Letters, Elsevier, vol. 116(1), pages 5-7.
- Rhee, Hyuk Jae & Turdaliev, Nurlan, 2013. "Central bank transparency: Does it matter?," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 183-197.
- Rülke, Jan-Christoph & Tillmann, Peter, 2011.
"Do FOMC members herd?,"
Economics Letters, Elsevier, vol. 113(2), pages 176-179.
- Jan-Christoph Rülke & Peter Tillmann, 2010. "Do FOMC Members Herd?," MAGKS Papers on Economics 201032, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Jan-Christoph Rülke & Peter Tillmann, 2010. "Do FOMC Members Herd?," WHU Working Paper Series - Economics Group 11-03, WHU - Otto Beisheim School of Management.
- Guido Schultefrankenfeld, 2020.
"Appropriate monetary policy and forecast disagreement at the FOMC,"
Empirical Economics, Springer, vol. 58(1), pages 223-255, January.
- Schultefrankenfeld, Guido, 2017. "Appropriate monetary policy and forecast disagreement at the FOMC," Discussion Papers 39/2017, Deutsche Bundesbank.
- Henning Fischer & Marta García-Bárzana & Peter Tillmann & Peter Winker, 2014.
"Evaluating FOMC forecast ranges: an interval data approach,"
Empirical Economics, Springer, vol. 47(1), pages 365-388, August.
- Henning Fischer & Marta García-Bárzana & Peter Tillmann & Peter Winker, 2012. "Evaluating FOMC forecast ranges: an interval data approach," MAGKS Papers on Economics 201213, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Berk, Jan Marc & Bierut, Beata K., 2011. "Communication in a monetary policy committee," European Journal of Political Economy, Elsevier, vol. 27(4), pages 791-801.
- Jakub Rybacki, 2020. "Are Central Banks’ Research Teams Fragile Because of Groupthink in the Area of Monetary Policy? – Evidence on Inflation Targeting," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 81-103.
- Sebastian Gomez-Barrero & Julian A. Parra-Polania, 2014. "Central Bank Strategic Forecasting," Contemporary Economic Policy, Western Economic Association International, vol. 32(4), pages 802-810, October.
- Yoichi Tsuchiya, 2021. "The value added of the Bank of Japan's range forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(5), pages 817-833, August.
- Hamza Bennani & Etienne Farvaque & Piotr Stanek, 2018.
"Influence of regional cycles and personal background on FOMC members’ preferences and disagreement,"
Post-Print
hal-04206047, HAL.
- Bennani, Hamza & Farvaque, Etienne & Stanek, Piotr, 2018. "Influence of regional cycles and personal background on FOMC members’ preferences and disagreement," Economic Modelling, Elsevier, vol. 68(C), pages 416-424.
- Etienne Farvaque & Hamza Bennani & Piotr Stanek, 2018. "Influence of Regional Cycles and Personal Background on FOMC Members' Preferences and Disagreement," Post-Print hal-01589198, HAL.
- Nakazono, Yoshiyuki, 2013. "Strategic behavior of Federal Open Market Committee board members: Evidence from members’ forecasts," Journal of Economic Behavior & Organization, Elsevier, vol. 93(C), pages 62-70.
- Ellis, Michael A. & Liu, Dandan, 2013. "Do FOMC forecasts add value to staff forecasts?," European Journal of Political Economy, Elsevier, vol. 32(C), pages 332-340.
- Hamza Bennani, 2016.
"Measuring Monetary Policy Stress for Fed District Representatives,"
Post-Print
hal-01386000, HAL.
- Hamza Bennani, 2016. "Measuring Monetary Policy Stress for Fed District Representatives," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(2), pages 156-176, May.
- Jaime Marquez, 2023. "Stylized Facts of the FOMC’s Longer-Run Forecasts," JRFM, MDPI, vol. 16(3), pages 1-20, February.
- Paul Hubert, 2015.
"The influence and policy signaling role of FOMC Forecasts,"
Post-Print
hal-03399827, HAL.
- Paul Hubert, 2013. "The influence and policy signaling role of FOMC forecasts," Documents de Travail de l'OFCE 2013-03, Observatoire Francais des Conjonctures Economiques (OFCE).
- Paul Hubert, 2015. "The Influence and Policy Signalling Role of FOMC Forecasts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(5), pages 655-680, October.
- Paul Hubert, 2015. "The influence and policy signaling role of FOMC Forecasts," SciencePo Working papers Main hal-03399827, HAL.
- Marcus Drometer & Thomas Siemsen & Sebastian Watzka, 2018. "The Monetary Policy of the ECB: Caring for the Weakest Links," Kyklos, Wiley Blackwell, vol. 71(4), pages 537-556, November.
- Jung, Alexander & Kiss, Gergely, 2012. "Preference heterogeneity in the CEE inflation-targeting countries," European Journal of Political Economy, Elsevier, vol. 28(4), pages 445-460.
- Ellis, Michael A. & Liu, Dandan, 2016. "FOMC forecasts and monetary policy deliberations," Economics Letters, Elsevier, vol. 147(C), pages 131-134.
- Stefan Eichler & Tom Lähner, 2014. "Forecast dispersion, dissenting votes, and monetary policy preferences of FOMC members: the role of individual career characteristics and political aspects," Public Choice, Springer, vol. 160(3), pages 429-453, September.
- Lillian R. Gaeto & Sandeep Mazumder, 2019. "Measuring the Accuracy of Federal Reserve Forecasts," Southern Economic Journal, John Wiley & Sons, vol. 85(3), pages 960-984, January.
- Jaime Marquez & S Yanki Kalfa, 2021. "The Forecasts of Individual FOMC Members: New Evidence after Ten Years," Working Papers 2021-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Peter Tillmann, 2011. "Reputation and Forecast Revisions: Evidence from the FOMC," MAGKS Papers on Economics 201128, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Davide Romelli & Hamza Bennani, 2021. "Disagreement inside the FOMC: New Insights from Tone Analysis," Trinity Economics Papers tep1021, Trinity College Dublin, Department of Economics.
- Jan C. van Ours, 2022. "How Retirement Affects Mental Health, Cognitive Skills and Mortality; an Overview of Recent Empirical Evidence," Tinbergen Institute Discussion Papers 22-050/V, Tinbergen Institute.
- Peter Tillmann, 2009.
"The Fed’s perceived Phillips curve: Evidence from individual FOMC forecasts,"
MAGKS Papers on Economics
200946, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Tillmann, Peter, 2010. "The Fed's perceived Phillips curve: Evidence from individual FOMC forecasts," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 1008-1013, December.
Cited by:
- Arai, Natsuki, 2023.
"The FOMC’s new individual economic projections and macroeconomic theories,"
Journal of Banking & Finance, Elsevier, vol. 151(C).
- Natsuki Arai, 2020. "The FOMC’s New Individual Economic Projections and Macroeconomic Theories," Working Papers 2020-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Christian Pierdzioch & Jan-Christoph Rülke & Peter Tillmann, 2013. "Using forecasts to uncover the loss function of FOMC members," MAGKS Papers on Economics 201302, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Paul Hubert, 2011.
"Central Bank Forecasts as an Instrument of Monetary Policy,"
Documents de Travail de l'OFCE
2011-23, Observatoire Francais des Conjonctures Economiques (OFCE).
- Paul Hubert, 2013. "The influence and policy signaling role of FOMC forecasts," Documents de Travail de l'OFCE 2013-03, Observatoire Francais des Conjonctures Economiques (OFCE).
- Paul Hubert, 2015. "The Influence and Policy Signalling Role of FOMC Forecasts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(5), pages 655-680, October.
- Maritta Paloviita & Matti Viren, 2013.
"Are individual survey expectations internally consistent?,"
NBP Working Papers
140, Narodowy Bank Polski.
- Maritta Paloviita and Matti Viren, 2012. "Are individual survey expectations internally consistent?," Discussion Papers 77, Aboa Centre for Economics.
- El-Shagi, Makram & Jung, Alexander, 2015.
"Does the Greenspan era provide evidence on leadership in the FOMC?,"
Journal of Macroeconomics, Elsevier, vol. 43(C), pages 173-190.
- El-Shagi, Makram & Jung, Alexander, 2013. "Does the Greenspan era provide evidence on leadership in the FOMC?," Working Paper Series 1579, European Central Bank.
- Makram El-Shagi & Alexander Jung, 2012. "Does the Greenspan Era Provide Evidence on Leadership in the FOMC?," Working Papers 2012.6, International Network for Economic Research - INFER.
- Paloviita, Maritta & Virén, Matti, 2012. "Inflation and output growth uncertainty in individual survey expectations," Bank of Finland Research Discussion Papers 37/2012, Bank of Finland.
- Maritta Paloviita & Matti Viren, 2014. "Inflation and output growth uncertainty in individual survey expectations," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(1), pages 69-81, February.
- Alina Barnett & Martin Ellison, 2013.
"Learning by Disinflating,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 731-746, June.
- Martin Ellison & Martin Ellison & Alina Barnett, 2011. "Learning by Disinflating," Economics Series Working Papers 579, University of Oxford, Department of Economics.
- Barnett, Alina & Ellison, Martin, 2012. "Learning by disinflating," Bank of Finland Research Discussion Papers 10/2012, Bank of Finland.
- Alina Barnett & Martin Ellison, 2013. "Learning by Disinflating," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 731-746, June.
- Paul Hubert, 2015.
"The influence and policy signaling role of FOMC Forecasts,"
Post-Print
hal-03399827, HAL.
- Paul Hubert, 2013. "The influence and policy signaling role of FOMC forecasts," Documents de Travail de l'OFCE 2013-03, Observatoire Francais des Conjonctures Economiques (OFCE).
- Paul Hubert, 2015. "The Influence and Policy Signalling Role of FOMC Forecasts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(5), pages 655-680, October.
- Paul Hubert, 2015. "The influence and policy signaling role of FOMC Forecasts," SciencePo Working papers Main hal-03399827, HAL.
- Julieta Caunedo & Riccardo DiCecio & Ivana Komunjer & Michael T. Owyang, 2013.
"Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts,"
Working Papers
2013-012, Federal Reserve Bank of St. Louis, revised 29 Dec 2017.
- Julieta Caunedo & Riccardo Dicecio & Ivana Komunjer & Michael T. Owyang, 2020. "Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(1), pages 205-228, February.
- Stefan Eichler & Tom Lähner, 2014. "Forecast dispersion, dissenting votes, and monetary policy preferences of FOMC members: the role of individual career characteristics and political aspects," Public Choice, Springer, vol. 160(3), pages 429-453, September.
- Jaime Marquez & S Yanki Kalfa, 2021. "The Forecasts of Individual FOMC Members: New Evidence after Ten Years," Working Papers 2021-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Sheng, Xuguang (Simon), 2015. "Evaluating the economic forecasts of FOMC members," International Journal of Forecasting, Elsevier, vol. 31(1), pages 165-175.
- Peter Tillmann, 2011. "Reputation and Forecast Revisions: Evidence from the FOMC," MAGKS Papers on Economics 201128, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Peter Tillmann, 2007.
"Robust Monetary Policy with the Cost Channel,"
European Economy - Economic Papers 2008 - 2015
278, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Peter Tillmann, 2009. "Robust Monetary Policy with the Cost Channel," Economica, London School of Economics and Political Science, vol. 76(303), pages 486-504, July.
Cited by:
- Lenno Uuskula, 2016.
"Monetary transmission mechanism with firm turnover,"
Bank of Estonia Working Papers
wp2016-7, Bank of Estonia, revised 10 Oct 2016.
- Uusküla, Lenno, 2016. "Monetary transmission mechanism with firm turnover," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 1-18.
- Hasui, Kohei, 2020. "A Note On Robust Monetary Policy And Non-Zero Trend Inflation," Macroeconomic Dynamics, Cambridge University Press, vol. 24(6), pages 1574-1594, September.
- Kohei Hasui, 2021. "How robustness can change the desirability of speed limit policy," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(5), pages 553-570, November.
- Gerke, Rafael & Hammermann, Felix & Lewis, Vivien, 2012.
"Robust monetary policy in a model with financial distress,"
Journal of Macroeconomics, Elsevier, vol. 34(2), pages 318-325.
- R. Gerke & F. Hammermann & V. Lewis, 2011. "Robust Monetary Policy in a Model with Financial Distress," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/767, Ghent University, Faculty of Economics and Business Administration.
- Ida, Daisuke & Kaminoyama, Kenichi, 2024. "Effect of a cost channel on monetary policy transmission in a behavioral New Keynesian model," MPRA Paper 120424, University Library of Munich, Germany.
- Malikane, Christopher, 2012. "Inflation dynamics and the cost channel in emerging markets," MPRA Paper 42688, University Library of Munich, Germany.
- Araújo, Eurilton, 2013.
"Robust monetary policy with the consumption-wealth channel,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 296-311.
- Araújo, Eurilton, 2008. "Robust Monetary Policy with the Consumption-Wealth Channel," Insper Working Papers wpe_110, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Meixing Dai & Qiao Zhang, 2013. "Central bank transparency with the cost channel," Working Papers of BETA 2013-06, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Hasui Kohei, 2021. "Trend Growth and Robust Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(2), pages 449-472, June.
- Ida, Daisuke & Okano, Mitsuhiro, 2023. "Optimal monetary policy delegation in a small-open new Keynesian model with robust control," Economic Modelling, Elsevier, vol. 120(C).
- Meixing Dai & Qiao Zhang, 2017.
"Central bank transparency under the cost channel,"
Post-Print
hal-02166805, HAL.
- Meixing Dai & Qiao Zhang, 2017. "Central bank transparency under the cost channel," International Finance, Wiley Blackwell, vol. 20(2), pages 189-209, June.
- Kantur, Zeynep & Özcan, Gülserim, 2019. "Optimal Policy Implications of Financial Uncertainty," MPRA Paper 95920, University Library of Munich, Germany.
- Sylvia Kaufmann & Johann Scharler, 2009.
"Bank-Lending Standards, the Cost Channel and Inflation Dynamics,"
Economics working papers
2009-16, Department of Economics, Johannes Kepler University Linz, Austria.
- Sylvia Kaufmann & Johann Scharler, 2010. "Bank-Lending Standards, the Cost Channel and Inflation Dynamics," Working Papers 164, Oesterreichische Nationalbank (Austrian Central Bank).
- Tillmann, Peter, 2005.
"The New Keynesian Phillips Curve in Europe: does it fit or does it fail?,"
Discussion Paper Series 1: Economic Studies
2005,04, Deutsche Bundesbank.
- Peter Tillmann, 2009. "The New Keynesian Phillips curve in Europe: does it fit or does it fail?," Empirical Economics, Springer, vol. 37(3), pages 463-473, December.
Cited by:
- Fabrice Orlandi & Werner Roeger & Anna Thum-Thysen, 2018. "The Return of the European Wage Phillips Curve," European Economy - Discussion Papers 085, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Ahsan Ul Haq Satti & Wasim Shahid Malik & Ghulam Saghir, 2007. "New Keynesian Phillips Curve for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 46(4), pages 395-404.
- Fabio Rumler & Maria Teresa Valderrama, 2007.
"Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation,"
EcoMod2007
23900080, EcoMod.
- Rumler, Fabio & Valderrama, Maria Teresa, 2010. "Comparing the New Keynesian Phillips Curve with time series models to forecast inflation," The North American Journal of Economics and Finance, Elsevier, vol. 21(2), pages 126-144, August.
- Fabio Rumler & Maria Teresa Valderrama, 2008. "Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation," Working Papers 148, Oesterreichische Nationalbank (Austrian Central Bank).
- Matti Viren, 2006. "Inflation Expectations and Regime Shifts," Discussion Papers 5, Aboa Centre for Economics.
- Engelbert Stockhammer & Dimitris P. Sotiropoulos, 2014.
"Rebalancing the Euro Area: The Costs of Internal Devaluation,"
Review of Political Economy, Taylor & Francis Journals, vol. 26(2), pages 210-233, April.
- Engelbert Stockhammer & Dimitris Sotiropoulos, 2012. "Rebalancing the Euro area: The costs of internal devaluation," Working Papers PKWP1206, Post Keynesian Economics Society (PKES).
- Matti Viren, 2009. "Does the Value-Added Tax Shift to Consumption Prices?," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 3(2), pages 123-142, July.
- Frode Brevik & Manfred Gärtner, 2005. "Partisan Theory and the New Keynesian and Sticky-Information Phillips Curves," University of St. Gallen Department of Economics working paper series 2005 2005-25, Department of Economics, University of St. Gallen.
- Maritta Paloviita & Matti Virén, 2005. "The role of expectations in the inflation process in the euro area," Macroeconomics 0508031, University Library of Munich, Germany.
- Juselius, Mikael, 2008.
"Testing the New Keynesian Model on U.S. and Euro Area Data,"
Economics Discussion Papers
2008-23, Kiel Institute for the World Economy (IfW Kiel).
- Juselius, Mikael, 2008. "Testing the New Keynesian Model on U.S. and Euro Area Data," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-26.
- Sandeep Mazumder, 2012. "European Inflation and the New Keynesian Phillips Curve," Southern Economic Journal, John Wiley & Sons, vol. 79(2), pages 322-349, October.
- Tiwari, Aviral Kumar & Oros, Cornel & Albulescu, Claudiu Tiberiu, 2014.
"Revisiting the inflation–output gap relationship for France using a wavelet transform approach,"
Economic Modelling, Elsevier, vol. 37(C), pages 464-475.
- Claudiu T. Albulescu & Cornel Oros & Aviral Kumar Tiwari, 2014. "Revisiting the inflation - output gap relationship for France using a wavelet transform approach," Post-Print hal-00954189, HAL.
- Aleksejs Melihovs & Anna Zasova, 2007. "Estimation of the Phillips Curve for Latvia," Working Papers 2007/03, Latvijas Banka.
- Matti Virén, 2009. "Does the value-added tax shift to consumption prices?," Working Papers 250, Työn ja talouden tutkimus LABORE, The Labour Institute for Economic Research LABORE.
- Peter Tillmann, 2010. "A note on the stability of the New Keynesian Phillips Curve in Europe," Applied Economics Letters, Taylor & Francis Journals, vol. 17(3), pages 241-245, February.
- Peter Tillmann, 2004.
"Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates,"
Econometric Society 2004 North American Summer Meetings
26, Econometric Society.
- Tillmann, Peter, 2003. "Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates," Bonn Econ Discussion Papers 27/2003, University of Bonn, Bonn Graduate School of Economics (BGSE).
Cited by:
- Francis Declerck & Jean-Pierre Indjehagopian & Flavien Bellocq, 2015. "Relationship Between Oil Prices and Stock Prices of Major Oil Companies [Relation entre le prix du pétrole et les cours boursiers des grandes compagnies pétrolières mondiales]," Working Papers hal-01119857, HAL.
- Declerck , Francis & Indjehagopian , Jean-Pierre & Bellocq , Flavien, 2015. "Relation entre le prix du pétrole et les cours boursiers des grandes compagnies pétrolières mondiales," ESSEC Working Papers WP1504, ESSEC Research Center, ESSEC Business School.
- Peter Tillmann, 2001.
"The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials,"
IWP Discussion Paper Series
02/2001, Institute for Economic Policy, Cologne, Germany.
- Peter Tillmann, 2003. "The Regime‐Dependent Determination of Credibility: A New Look at European Interest Rate Differentials," German Economic Review, Verein für Socialpolitik, vol. 4(4), pages 409-431, November.
Cited by:
- Jorge Andrés Tamayo Castaño, 2012.
"Asimetrías en la demanda por trabajo en Colombia: el papel del ciclo económico,"
Borradores de Economia
9286, Banco de la Republica.
- Jorge Andrés Tamayo Castaño, 2012. "Asimetrías en la demanda por trabajo en Colombia: el papel del ciclo económico," Borradores de Economia 689, Banco de la Republica de Colombia.
- Frömmel, Michael, 2006.
"Volatility Regimes in Central and Eastern European Countries' Exchange Rates,"
Hannover Economic Papers (HEP)
dp-333, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- M. Frömmel, 2007. "Volatility Regimes in Central and Eastern European Countries’ Exchange Rates," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 07/487, Ghent University, Faculty of Economics and Business Administration.
- Michael Frömmel, 2010. "Volatility Regimes in Central and Eastern European Countries’ Exchange Rates," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(1), pages 2-21, February.
- Assenmacher-Wesche, Katrin, 2006. "Estimating Central Banks' preferences from a time-varying empirical reaction function," European Economic Review, Elsevier, vol. 50(8), pages 1951-1974, November.
- Jamshaid ur Rehman & Tasneem Zafar & Shabbir Ahmad & Aftab Anwar, 2022. "In Search of Common Currency Anchor for ASEAN+3+3 Countries," Journal of Policy Research (JPR), Research Foundation for Humanity (RFH), vol. 8(3), pages 237-264, September.
Articles
- Lüdering, Jochen & Tillmann, Peter, 2020.
"Monetary policy on twitter and asset prices: Evidence from computational text analysis,"
The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
Cited by:
- Solikin M. Juhro & Bernard N. Iyke & Paresh K. Narayan, 2020.
"Interdependence Between Monetary Policy And Asset Prices In Asean-5 Countries,"
Working Papers
WP/01/2020, Bank Indonesia.
- Juhro, Solikin M. & Iyke, Bernard Njindan & Narayan, Paresh Kumar, 2021. "Interdependence between monetary policy and asset prices in ASEAN-5 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
- Anwer, Zaheer & Khan, Muhammad Arif & Hassan, M. Kabir & Singh, Manjeet Kaur Harnek, 2024. "Assessing dynamic co-movement of news based uncertainty indices and distance-to -default of global FinTech firms," Research in International Business and Finance, Elsevier, vol. 71(C).
- Travis Adams & Andrea Ajello & Diego Silva & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Papers 2305.16164, arXiv.org.
- Donato Masciandaro & Oana Peia & Davide Romelli, 2022.
"Central Bank Communication and Social Media: From Silence to Twitter,"
BAFFI CAREFIN Working Papers
22187, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Donato Masciandaro & Oana Peia & Davide Romelli, 2024. "Central bank communication and social media: From silence to Twitter," Journal of Economic Surveys, Wiley Blackwell, vol. 38(2), pages 365-388, April.
- Daniel Levy & Tamir Mayer & Alon Raviv, 2022.
"Economists in the 2008 Financial Crisis: Slow to See, Fast to Act,"
Working Paper series
22-04, Rimini Centre for Economic Analysis.
- Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2022. "Economists in the 2008 Financial Crisis: Slow to See, Fast to Act," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Forthcomi.
- Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2022. "Economists in the 2008 financial crisis: Slow to see, fast to act," Journal of Financial Stability, Elsevier, vol. 60(C).
- Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2022. "Economists in the 2008 Financial Crisis: Slow to See, Fast to Act," MPRA Paper 112008, University Library of Munich, Germany.
- Daniel Levy & Tamir Mayer & Alon Raviv, 2022. "Economists in the 2008 Financial Crisis: Slow to See, Fast to Act," Working Papers 2022-01, Bar-Ilan University, Department of Economics.
- Efstathios Polyzos & Ghulame Rubbaniy & Mieszko Mazur, 2024. "Efficient Market Hypothesis on the blockchain: A social‐media‐based index for cryptocurrency efficiency," The Financial Review, Eastern Finance Association, vol. 59(3), pages 807-829, August.
- Ehrmann, Michael & Wabitsch, Alena, 2022.
"Central bank communication with non-experts – A road to nowhere?,"
Journal of Monetary Economics, Elsevier, vol. 127(C), pages 69-85.
- Ehrmann, Michael & Wabitsch, Alena, 2021. "Central Bank Communication with Non-Experts - A Road to Nowhere?," CEPR Discussion Papers 16525, C.E.P.R. Discussion Papers.
- Ehrmann, Michael & Wabitsch, Alena, 2021. "Central bank communication with non-experts: a road to nowhere?," Working Paper Series 2594, European Central Bank.
- Ehrmann, Michael & Hubert, Paul, 2023.
"Information acquisition ahead of monetary policy announcements,"
Working Paper Series
2770, European Central Bank.
- Ehrmann, Michael & Hubert, Paul, 2022. "Information Acquisition ahead of Monetary Policy Announcements," CEPR Discussion Papers 17773, C.E.P.R. Discussion Papers.
- Michael Ehrmann & Paul Hubert, 2022. "Information Acquisition ahead of Monetary Policy Announcements," Working papers 897, Banque de France.
- Andrea Ajello & Diego Silva & Travis Adams & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Finance and Economics Discussion Series 2023-034, Board of Governors of the Federal Reserve System (U.S.).
- Qiqing Wang & Cunbin Li, 2021. "An evolutionary analysis of new energy and industry policy tools in China based on large-scale policy topic modeling," PLOS ONE, Public Library of Science, vol. 16(5), pages 1-19, May.
- Iyke, Bernard Njindan & Maheepala, M.M.J.D., 2022. "Conventional monetary policy, COVID-19, and stock markets in emerging economies," Pacific-Basin Finance Journal, Elsevier, vol. 76(C).
- Donato Masciandaro & Davide Romelli & Gaia Rubera, 2023.
"Monetary policy and financial markets: evidence from Twitter traffic,"
Trinity Economics Papers
TEP1023, Trinity College Dublin, Department of Economics.
- Donato Masciandaro & Davide Romelli & Gaia Rubera, 2021. "Monetary policy and financial markets: evidence from Twitter traffic," BAFFI CAREFIN Working Papers 21160, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Solikin M. Juhro & Bernard N. Iyke & Paresh K. Narayan, 2020.
"Interdependence Between Monetary Policy And Asset Prices In Asean-5 Countries,"
Working Papers
WP/01/2020, Bank Indonesia.
- Peter Tillmann, 2020.
"Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 803-833, June.
See citations under working paper version above.
- Peter Tillmann, 2018. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," GRU Working Paper Series GRU_2018_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Peter Tillmann, 2017. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," MAGKS Papers on Economics 201724, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Peter Tillmann, 2020.
"Trump, Twitter, And Treasuries,"
Contemporary Economic Policy, Western Economic Association International, vol. 38(3), pages 403-408, July.
Cited by:
- Travis Adams & Andrea Ajello & Diego Silva & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Papers 2305.16164, arXiv.org.
- Donato Masciandaro & Oana Peia & Davide Romelli, 2022.
"Central Bank Communication and Social Media: From Silence to Twitter,"
BAFFI CAREFIN Working Papers
22187, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Donato Masciandaro & Oana Peia & Davide Romelli, 2024. "Central bank communication and social media: From silence to Twitter," Journal of Economic Surveys, Wiley Blackwell, vol. 38(2), pages 365-388, April.
- Carola Binder, 2021. "Presidential antagonism and central bank credibility," Economics and Politics, Wiley Blackwell, vol. 33(2), pages 244-263, July.
- Ehrmann, Michael & Wabitsch, Alena, 2022.
"Central bank communication with non-experts – A road to nowhere?,"
Journal of Monetary Economics, Elsevier, vol. 127(C), pages 69-85.
- Ehrmann, Michael & Wabitsch, Alena, 2021. "Central Bank Communication with Non-Experts - A Road to Nowhere?," CEPR Discussion Papers 16525, C.E.P.R. Discussion Papers.
- Ehrmann, Michael & Wabitsch, Alena, 2021. "Central bank communication with non-experts: a road to nowhere?," Working Paper Series 2594, European Central Bank.
- Massimo Ferrari Minesso & Frederik Kurcz & Maria Sole Pagliari, 2022.
"Do words hurt more than actions? The impact of trade tensions on financial markets,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1138-1159, September.
- Ferrari Minesso, Massimo & Pagliari, Maria Sole & Kurcz, Frederik, 2020. "Do words hurt more than actions? The impact of trade tensions on financial markets," Working Paper Series 2490, European Central Bank.
- Massimo Ferrari & Frederik Kurcz & Maria Sole Pagliari, 2021. "Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets," Working papers 802, Banque de France.
- Andrea Ajello & Diego Silva & Travis Adams & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Finance and Economics Discussion Series 2023-034, Board of Governors of the Federal Reserve System (U.S.).
- Machus, Tobias & Mestel, Roland & Theissen, Erik, 2022. "Heroes, just for one day: The impact of Donald Trump’s tweets on stock prices," Journal of Behavioral and Experimental Finance, Elsevier, vol. 33(C).
- Peter Tillmann & Geun‐Young Kim & Hail Park, 2019.
"The spillover effects of U.S. monetary policy on emerging market economies,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(3), pages 1313-1332, July.
Cited by:
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020. "Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times," IZA Discussion Papers 13274, Institute of Labor Economics (IZA).
- Hakan Yilmazkuday, 2022.
"COVID-19 and Exchange Rates: Spillover Effects of U.S. Monetary Policy,"
Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 50(1), pages 67-84, June.
- Hakan Yilmazkuday, 2022. "COVID-19 and Exchange Rates: Spillover Effects of U.S. Monetary Policy," Working Papers 2210, Florida International University, Department of Economics.
- Pierre-Richard Agénor & Timothy P. Jackson & Luiz Pereira da Silva, 2020.
"Cross-Border Regulatory Spillovers and Macroprudential Policy Coordination,"
Working Papers
202028, University of Liverpool, Department of Economics.
- Pierre-Richard Agénor & Timothy Jackson & Luiz Awazu Pereira da Silva, 2022. "Cross-border regulatory spillovers and macroprudential policy coordination," BIS Working Papers 1007, Bank for International Settlements.
- Agénor, Pierre-Richard & Jackson, Timothy P. & Pereira da Silva, Luiz A., 2024. "Cross-border regulatory spillovers and macroprudential policy coordination," Journal of Monetary Economics, Elsevier, vol. 146(C).
- Zehri, Chokri & Madjd-Sadjadi, Zagros & Saleh Iben Ammar, Latifa, 2024. "Asymmetric impacts of U.S. monetary policy on emerging markets: Contagion and macroeconomic determinants," The Journal of Economic Asymmetries, Elsevier, vol. 29(C).
- Tillmann, Peter & Walter, Andreas, 2019.
"The effect of diverging communication: The case of the ECB and the Bundesbank,"
Economics Letters, Elsevier, vol. 176(C), pages 68-74.
Cited by:
- Odendahl, Florens & Pagliari, Maria Sole & Penalver, Adrian & Rossi, Barbara & Sestieri, Giulia, 2024.
"Euro area monetary policy effects. Does the shape of the yield curve matter?,"
Journal of Monetary Economics, Elsevier, vol. 147(S).
- Florens Odendahl & Maria Sole Pagliari & Adrian Penalver & Barbara Rossi & Giulia Sestieri, 2023. "Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter?," Working papers 912, Banque de France.
- Gnan, Phillipp & Rieder, Kilian, 2023. "The (not so) quiet period: Communication by ECB decision-makers during monetary policy blackout days☆," Journal of International Money and Finance, Elsevier, vol. 130(C).
- Ehrmann, Michael & Gnan, Phillipp & Rieder, Kilian, 2023.
"Central bank communication by ??? The economics of public policy leaks,"
Working Paper Series
2846, European Central Bank.
- Ehrmann, Michael & Gnan, Phillipp & Rieder, Kilian, 2023. "Central Bank Communication by ??? The Economics of Public Policy Leaks," CEPR Discussion Papers 18152, C.E.P.R. Discussion Papers.
- Mahambare, Vidya & Pathak, Jalaj, 2021. "Differential impact of diversity in policy communication," Economics Letters, Elsevier, vol. 209(C).
- Glas, Alexander & Müller, Lena, 2021.
"Talking in a language that everyone can understand? Transparency of speeches by the ECB Executive Board,"
FAU Discussion Papers in Economics
01/2021, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- Müller, Lena Sophia & Glas, Alexander, 2021. "Talking in a language that everyone can understand? Transparency of speeches by the ECB Executive Board," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242364, Verein für Socialpolitik / German Economic Association.
- Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2021.
"Fed communication on financial stability concerns and monetary policy decisions: revelations from speeches,"
Working Papers
2110, Banco de España.
- Istrefi, Klodiana & Odendahl, Florens & Sestieri, Giulia, 2022. "Fed Communication on Financial Stability Concerns and Monetary Policy Decisions: Revelations from Speeches," CEPR Discussion Papers 17671, C.E.P.R. Discussion Papers.
- Istrefi Klodiana & Odendahl Florens & Sestieri Giulia, 2020. "Fed Communication on Financial Stability Concerns and Monetary Policy Decisions: Revelations from Speeches," Working papers 779, Banque de France.
- Istrefi, Klodiana & Odendahl, Florens & Sestieri, Giulia, 2023. "Fed communication on financial stability concerns and monetary policy decisions: Revelations from speeches," Journal of Banking & Finance, Elsevier, vol. 151(C).
- de Haan, Jakob & Hoogduin, Lex, 2024. "ECB communication policies: An overview and comparison with the Federal Reserve," Journal of International Money and Finance, Elsevier, vol. 142(C).
- Fadda, Pietro & Hanifi, Rayane & Istrefi, Klodiana & Penalver, Adrian, 2022.
"Central Bank Communication of Uncertainty,"
CEPR Discussion Papers
17728, C.E.P.R. Discussion Papers.
- Rayane Hanifi & Klodiana Istrefi & Adrian Penalver, 2022. "Central Bank Communication of Uncertainty," Working papers 898, Banque de France.
- Haavio, Markus & Heikkinen, Joni & Jalasjoki, Pirkka & Kilponen, Juha & Paloviita, Maritta & Vänni, Ilona, 2024. "Reading between the lines: Uncovering asymmetry in the central bank loss function," Bank of Finland Research Discussion Papers 6/2024, Bank of Finland.
- Gnan, Phillipp & Rieder, Kilian, 2022. "The (Not So) Quiet Period: Communication by ECB Decision-makers during Monetary Policy Blackout Days," CEPR Discussion Papers 15735, C.E.P.R. Discussion Papers.
- Anastasiou, Dimitris & Krokida, Styliani-Iris & Tsouknidis, Dimitris & Drakos, Konstantinos, 2023. "Can the tone of central bankers’ speeches discourage potential bank borrowers in the Eurozone?," Journal of International Money and Finance, Elsevier, vol. 139(C).
- Hayo, Bernd & Zahner, Johannes, 2023. "What is that noise? Analysing sentiment-based variation in central bank communication," Economics Letters, Elsevier, vol. 222(C).
- Hanna Armelius & Christoph Bertsch & Isaiah Hull & Xin Zhang, 2019.
"Spread the Word: International Spillovers from Central Bank Communication,"
BIS Working Papers
824, Bank for International Settlements.
- Armelius, Hanna & Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2018. "Spread the Word: International Spillovers from Central Bank Communication," Working Paper Series 357, Sveriges Riksbank (Central Bank of Sweden).
- Armelius, Hanna & Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2020. "Spread the Word: International spillovers from central bank communication," Journal of International Money and Finance, Elsevier, vol. 103(C).
- Rieder, Kilian, 2022. "Monetary policy decision-making by committee: Why, when and how it can work," European Journal of Political Economy, Elsevier, vol. 72(C).
- Davide Romelli & Hamza Bennani, 2021. "Disagreement inside the FOMC: New Insights from Tone Analysis," Trinity Economics Papers tep1021, Trinity College Dublin, Department of Economics.
- Tzomakas, Christos & Anastasiou, Dimitrios & Katsafados, Apostolos & Krokida, Styliani Iris, 2023. "Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 87(C).
- Odendahl, Florens & Pagliari, Maria Sole & Penalver, Adrian & Rossi, Barbara & Sestieri, Giulia, 2024.
"Euro area monetary policy effects. Does the shape of the yield curve matter?,"
Journal of Monetary Economics, Elsevier, vol. 147(S).
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"Rating changes and portfolio flows to emerging markets: Evidence from active and passive funds,"
Economics Letters, Elsevier, vol. 178(C), pages 37-45.
Cited by:
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"Pushing on a string: State-owned enterprises and monetary policy transmission in China,"
China Economic Review, Elsevier, vol. 54(C), pages 26-40.
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- Hoffmann, Mathias & Krause, Michael & Tillmann, Peter, 2019.
"International capital flows, external assets and output volatility,"
Journal of International Economics, Elsevier, vol. 117(C), pages 242-255.
See citations under working paper version above.
- Matthias Hoffmann & Michael Krause & Peter Tillmann, 2014. "International Capital Flows, External Assets and Output Volatility," MAGKS Papers on Economics 201442, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Hoffmann, Mathias & Krause, Michael & Tillmann, Peter, 2014. "International capital flows, external assets and output volatility," Discussion Papers 30/2014, Deutsche Bundesbank.
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"Quantitative Easing and Tapering Uncertainty: Evidence from Twitter,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(4), pages 227-258, December.
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- Annette Meinusch & Peter Tillmann, 2016. "Quantitative Easing and Tapering Uncertainty: Evidence from Twitter," Working Papers wp15, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Samba Diop & Peter Tillmann & Peter Winker, 2017.
"A Monetary Stress Indicator for the Economic Community of West African States,"
Journal of African Development, African Finance and Economic Association (AFEA), vol. 19(2), pages 1-18.
Cited by:
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"The long run stability of money demand in the proposed West African monetary union,"
Research in International Business and Finance, Elsevier, vol. 48(C), pages 483-495.
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- Asongu, Simplice & Folarin, Oludele & Biekpe, Nicholas, 2018. "The Long Run Stability of Money Demand in the Proposed West African Monetary Union," MPRA Paper 92343, University Library of Munich, Germany.
- Simplice A. Asongu & Oludele E. Folarin & Nicholas Biekpe, 2018. "The Long Run Stability of Money Demand in the Proposed West African Monetary Union," AFEA Working Papers 18/043, African Finance and Economic Association (AFEA).
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"The long run stability of money demand in the proposed West African monetary union,"
Research in International Business and Finance, Elsevier, vol. 48(C), pages 483-495.
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"The effectiveness of monetary policy in China: Evidence from a Qual VAR,"
China Economic Review, Elsevier, vol. 43(C), pages 216-231.
See citations under working paper version above.
- Hongyi Chen & Kenneth Chow & Peter Tillmann, "undated". "The effectiveness of monetary policy in China: Evidence from a Qual VAR," GRU Working Paper Series GRU_2016_022, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Hongyi Chen & Kenneth ChowAuthor-Workplace-Name: Hong Kong Monetary Authority & Peter Tillmann, 2016. "The Effectiveness of Monetary Policy in China: Evidence from a Qual VAR," Working Papers 062016, Hong Kong Institute for Monetary Research.
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"Unconventional monetary policy and the spillovers to emerging markets,"
Journal of International Money and Finance, Elsevier, vol. 66(C), pages 136-156.
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"Monetary spillovers and real exchange rate misalignments in emerging markets,"
Indira Gandhi Institute of Development Research, Mumbai Working Papers
2020-030, Indira Gandhi Institute of Development Research, Mumbai, India.
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"Impact of the ECB Quantitative Easing on the International Investment Position,"
International Economics, CEPII research center, issue 165, pages 241-263.
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Staff Working Papers
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"Interlinkages between external debt financing, credit cycles and output fluctuations in emerging market economies,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 157(4), pages 965-1001, November.
- Akhilesh K. Verma & Rajeswari Sengupta, 2020. "Interlinkages between external debt financing, credit cycles and output fluctuations in emerging market economies," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-012, Indira Gandhi Institute of Development Research, Mumbai, India.
- Miguel Sarmiento, 2019. "The Impact of Exogenous Liquidity Shocks on Banks Funding Costs: Microevidence from the Unsecured Interbank Market," IHEID Working Papers 01-2019, Economics Section, The Graduate Institute of International Studies.
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"International spillovers of quantitative easing,"
Journal of International Economics, Elsevier, vol. 126(C).
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"Quantitative easing in the US and financial cycles in emerging markets,"
Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
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- Marcin Kolasa & Grzegorz Wesołowski, 2022. "Quantitative Easing in the US and Financial Cycles in Emerging Markets," Working Papers 2022-15, Faculty of Economic Sciences, University of Warsaw.
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"Unconventional monetary policy and the portfolio choice of international mutual funds,"
Bank of England working papers
705, Bank of England.
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"Fed’s unconventional monetary policy and risk spillover in the US financial markets,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 42-52.
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- Paola Morales & Daniel Osorio-Rodríguez & Juan S. Lemus-Esquivel & Miguel Sarmiento, 2021. "The internationalization of domestic banks and the credit channel of monetary policy," Borradores de Economia 1181, Banco de la Republica de Colombia.
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- Shin-ichi Fukuda, 2019. "The Effects of Japan’s Unconventional Monetary Policy on Asian Stock Markets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 15(1), pages 1-20, July.
- Chen, Hongyi & Chow, Kenneth & Tillmann, Peter, 2017.
"The effectiveness of monetary policy in China: Evidence from a Qual VAR,"
China Economic Review, Elsevier, vol. 43(C), pages 216-231.
- Hongyi Chen & Kenneth Chow & Peter Tillmann, "undated". "The effectiveness of monetary policy in China: Evidence from a Qual VAR," GRU Working Paper Series GRU_2016_022, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Hongyi Chen & Kenneth ChowAuthor-Workplace-Name: Hong Kong Monetary Authority & Peter Tillmann, 2016. "The Effectiveness of Monetary Policy in China: Evidence from a Qual VAR," Working Papers 062016, Hong Kong Institute for Monetary Research.
- Stephanos Papadamou & Νikolaos A. Kyriazis & Panayiotis G. Tzeremes, 2020. "US non-linear causal effects on global equity indices in Normal times versus unconventional eras," International Economics and Economic Policy, Springer, vol. 17(2), pages 381-407, May.
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- Miguel Sarmiento, 2022. "Sudden Yield Reversals and Financial Intermediation in Emerging Markets," Borradores de Economia 1210, Banco de la Republica de Colombia.
- Pierre‐Richard Agénor & Timothy Jackson & Enisse Kharroubi & Leonardo Gambacorta & Giovanni Lombardo & Luiz A. Pereira Da Silva, 2021. "Assessing the Gains from International Macroprudential Policy Cooperation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(7), pages 1819-1866, October.
- Lakdawala, Aeimit, 2018. "The growing impact of US monetary policy on emerging financial markets: Evidence from India," Working Papers 2018-9, Michigan State University, Department of Economics.
- Rohit, Abhishek Kumar & Dash, Pradyumna, 2019. "Dynamics of monetary policy spillover: The role of exchange rate regimes," Economic Modelling, Elsevier, vol. 77(C), pages 276-288.
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- Immaculate Machasio & Peter Tillmann, 2021. "Remittance Flows and U.S. Monetary Policy," MAGKS Papers on Economics 202140, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- ter Ellen, Saskia & Jansen, Edvard & Midthjell, Nina Larsson, 2020.
"ECB Spillovers and domestic monetary policy effectiveness in small open economies,"
European Economic Review, Elsevier, vol. 121(C).
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- Morales, Paola & Osorio, Daniel & Lemus, Juan S. & Sarmiento Paipilla, Miguel, 2021. "The Internationalization of Domestic Banks and the Credit Channel of Monetary Policy," Discussion Paper 2021-028, Tilburg University, Center for Economic Research.
- Morales, Paola & Osorio, Daniel & Lemus, Juan S. & Sarmiento Paipilla, Miguel, 2021. "The Internationalization of Domestic Banks and the Credit Channel of Monetary Policy," Other publications TiSEM a8a61825-7d96-4635-8e61-8, Tilburg University, School of Economics and Management.
- Krittika Banerjee & Ashima Goyal, 2020.
"Monetary spillovers and real exchange rate misalignments in emerging markets,"
Indira Gandhi Institute of Development Research, Mumbai Working Papers
2020-030, Indira Gandhi Institute of Development Research, Mumbai, India.
- Matthias Neuenkirch & Peter Tillmann, 2016.
"Does A Good Central Banker Make A Difference?,"
Economic Inquiry, Western Economic Association International, vol. 54(3), pages 1541-1560, July.
See citations under working paper version above.
- Matthias Neuenkirch & Peter Tillmann, 2013. "Does a Good Central Banker make a Difference?," MAGKS Papers on Economics 201354, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Matthias Neuenkirch & Peter Tillmann, 2013. "Does a good central banker make a difference?," Research Papers in Economics 2013-08, University of Trier, Department of Economics.
- Pierdzioch, Christian & Rülke, Jan-Christoph & Tillmann, Peter, 2016.
"Using Forecasts To Uncover The Loss Function Of Federal Open Market Committee Members,"
Macroeconomic Dynamics, Cambridge University Press, vol. 20(3), pages 791-818, April.
Cited by:
- Arai, Natsuki, 2023.
"The FOMC’s new individual economic projections and macroeconomic theories,"
Journal of Banking & Finance, Elsevier, vol. 151(C).
- Natsuki Arai, 2020. "The FOMC’s New Individual Economic Projections and Macroeconomic Theories," Working Papers 2020-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014.
"Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality,"
Working Papers
201475, University of Pretoria, Department of Economics.
- Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers 26/2014, Stellenbosch University, Department of Economics.
- Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016. "Forecasting the South African inflation rate: On asymmetric loss and forecast rationality," Economic Systems, Elsevier, vol. 40(1), pages 82-92.
- Behrens, Christoph & Pierdzioch, Christian & Risse, Marian, 2018. "Testing the optimality of inflation forecasts under flexible loss with random forests," Economic Modelling, Elsevier, vol. 72(C), pages 270-277.
- Foltas, Alexander, 2024. "Inefficient forecast narratives: A BERT-based approach," Working Papers 45, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Yoichi Tsuchiya, 2021. "The value added of the Bank of Japan's range forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(5), pages 817-833, August.
- Yoichi Tsuchiya, 2022. "Evaluating plant managers’ production plans over business cycles: asymmetric loss and rationality," SN Business & Economics, Springer, vol. 2(8), pages 1-29, August.
- Arai, Natsuki, 2023.
"The FOMC’s new individual economic projections and macroeconomic theories,"
Journal of Banking & Finance, Elsevier, vol. 151(C).
- Meinusch, Annette & Tillmann, Peter, 2016.
"The macroeconomic impact of unconventional monetary policy shocks,"
Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 58-67.
See citations under working paper version above.
- Tillmann, Peter & Meinusch, Annette, 2014. "The Macroeconomic Impact of Unconventional Monetary Policy Shocks," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100331, Verein für Socialpolitik / German Economic Association.
- Annette Meinusch & Peter Tillmann, 2014. "The Macroeconomic Impact of Unconventional Monetary Policy Shocks," MAGKS Papers on Economics 201426, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Tillmann, Peter, 2015.
"Estimating the effects of macroprudential policy shocks: A Qual VAR approach,"
Economics Letters, Elsevier, vol. 135(C), pages 1-4.
Cited by:
- Mokas, Dimitris & Giuliodori, Massimo, 2023. "Effects of LTV announcements in EU economies," Journal of International Money and Finance, Elsevier, vol. 133(C).
- Ahn, Seryoong & Ryu, Doojin, 2024. "Optimal chonsei to monthly rent conversion choice given borrowing constraints," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 28-42.
- Katharina Bergant & Francesco Grigoli & Niels‐Jakob Hansen & Damiano Sandri, 2024.
"Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(6), pages 1405-1438, September.
- Sandri, Damiano & Bergant, Katharina & Grigoli, Francesco & Hansen, Niels-Jakob, 2020. "Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)?," CEPR Discussion Papers 14948, C.E.P.R. Discussion Papers.
- Katharina Bergant & Mr. Francesco Grigoli & Mr. Niels-Jakob H Hansen & Mr. Damiano Sandri, 2020. "Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)?," IMF Working Papers 2020/106, International Monetary Fund.
- Katharina Bergant & Francesco Grigoli & Niels-Jakob Hansen & Katharina Damiano Sandri, 2023. "Dampening global financial shocks: can macroprudential regulation help (more than capital controls)?," BIS Working Papers 1097, Bank for International Settlements.
- Norring, Anni, 2022. "Taming the tides of capital: Review of capital controls and macroprudential policy in emerging economies," BoF Economics Review 1/2022, Bank of Finland.
- Klingelhöfer, Jan & Sun, Rongrong, 2019.
"Macroprudential policy, central banks and financial stability: Evidence from China,"
Journal of International Money and Finance, Elsevier, vol. 93(C), pages 19-41.
- Klingelhöfer, Jan & Sun, Rongrong, 2017. "Macroprudential Policy, Central Banks and Financial Stability: Evidence from China," MPRA Paper 79033, University Library of Munich, Germany.
- Jan Klingelhöfer & Rongrong Sun, 2017. "Macroprudential Policy, Central Banks and Financial Stability: Evidence from China," CFDS Discussion Paper Series 2017/4, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Schularick, Moritz & Richter, Björn & Shim, Ilhyock, 2018.
"The Costs of Macroprudential Policy,"
CEPR Discussion Papers
13124, C.E.P.R. Discussion Papers.
- Richter, Björn & Schularick, Moritz & Shim, Ilhyock, 2019. "The costs of macroprudential policy," Journal of International Economics, Elsevier, vol. 118(C), pages 263-282.
- Björn Richter & Moritz Schularick & Ilhyock Shim, 2018. "The Costs of Macroprudential Policy," NBER Working Papers 24989, National Bureau of Economic Research, Inc.
- Björn Richter & Moritz Schularick & Ilhyock Shim, 2018. "The Costs of Macroprudential Policy," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 263-282, National Bureau of Economic Research, Inc.
- Gabauer, David & Gupta, Rangan, 2020.
"Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach,"
Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 167-173.
- David Gabauer & Rangan Gupta, 2019. "Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach," Working Papers 201944, University of Pretoria, Department of Economics.
- Ryou, Jai Won & Baak, Saang Joon & Kim, Won Joong, 2019. "Effects of Japanese quantitative easing policy on the economies of Japan and Korea," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 241-252.
- Buesa, Alejandro & De Quinto, Alicia & Población García, Francisco Javier, 2021.
"Risky mortgages, credit shocks and cross-border spillovers,"
ESRB Working Paper Series
123, European Systemic Risk Board.
- Buesa, Alejandro & De Quinto, Alicia & Población, Javier, 2022. "Risky mortgages, credit shocks and cross-border spillovers," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 717-733.
- Marcin Czaplicki, 2022. "Measuring the restrictiveness of (macro)prudential policy: the case of bank capital regulation in Poland," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(3), pages 322-338, September.
- William W. Chow & Michael K. Fung, 2021. "The effects of macroprudential policy on Hong Kong’s housing market: a multivariate ordered probit-augmented vector autoregressive approach," Empirical Economics, Springer, vol. 60(2), pages 633-660, February.
- Emna Trabelsi, 2022.
"Macroprudential Transparency and Price Stability in Emerging and Developing Countries,"
Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 11(1), pages 105-129.
- Emna Trabelsi, 2021. "Macroprudential Transparency And Price Stability In Emerging And Developing Countries," Post-Print hal-03566224, HAL.
- Victor Pontines, 2020.
"The real effects of loan-to-value limits: Empirical evidence from Korea,"
CAMA Working Papers
2020-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Victor Pontines, 2021. "The real effects of loan-to-value limits: empirical evidence from Korea," Empirical Economics, Springer, vol. 61(3), pages 1311-1350, September.
- Victor Pontines, 2019. "The Real Effects of Loan-To-Value Limits: Empirical Evidence from Korea," Working Papers wp39, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Björn Richter & Moritz Schularick & Ilhyock Shim, 2018. "The macroeconomic effects of macroprudential policy," BIS Working Papers 740, Bank for International Settlements.
- Shuffield Seyram Asafo & Michal Moszynski, 2022. "The combined effects of monetary and macroprudential policies," SN Business & Economics, Springer, vol. 2(9), pages 1-20, September.
- Klaus Schmidt-Hebbel, 2019. "Macroeconomic Institutions: Lessons from World Experience for MENA Countries," Working Papers 1311, Economic Research Forum, revised 21 Aug 2019.
- Thamae, Retselisitsoe I & Odhiambo, Nicholas M, 2022.
"The impact of bank regulation on bank lending: A review of international literature,"
Working Papers
29837, University of South Africa, Department of Economics.
- Retselisitsoe I. Thamae & Nicholas M. Odhiambo, 2022. "The impact of bank regulation on bank lending: a review of international literature," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(4), pages 405-418, December.
- Dimitris Mokas & Massimo Giuliodori, 2021. "Effects of LTV announcements in EU economies," Working Papers 704, DNB.
- Krokida, Styliani-Iris & Makrychoriti, Panagiota & Spyrou, Spyros, 2020. "Monetary policy and herd behavior: International evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 170(C), pages 386-417.
- Tillmann, Peter, 2016. "Unconventional monetary policy and the spillovers to emerging markets," Journal of International Money and Finance, Elsevier, vol. 66(C), pages 136-156.
- Kim, Kyungmin & Lee, Joo Yong, 2017. "Estimating the effects of FX-related macroprudential policies in Korea," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 23-48.
- Sebastian Edwards, 2021. "Macroprudential Policies and The Covid-19 Pandemic: Risks and Challenges For Emerging Markets," NBER Working Papers 29441, National Bureau of Economic Research, Inc.
- Wolters Maik H. & Tillmann Peter, 2015.
"The changing dynamics of US inflation persistence: a quantile regression approach,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 161-182, April.
See citations under working paper version above.
- Tillmann, Peter & Wolters, Maik H., 2014. "The changing dynamics of US inflation persistence: A quantile regression approach," Economics Working Papers 2014-09, Christian-Albrechts-University of Kiel, Department of Economics.
- Tillmann, Peter & Wolters, Maik Hendrik, 2012. "The changing dynamics of US inflation persistence: A quantile regression approach," IMFS Working Paper Series 60, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Tillmann, Peter & Wolters, Maik H., 2014. "The changing dynamics of US inflation persistence: A quantile regression approach," Kiel Working Papers 1951, Kiel Institute for the World Economy (IfW Kiel).
- Peter Tillmann & Maik H. Wolters, 2012. "The changing dynamics of US inflation persistence: a quantile regression approach," MAGKS Papers on Economics 201206, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Förster, Marcel & Jorra, Markus & Tillmann, Peter, 2014.
"The dynamics of international capital flows: Results from a dynamic hierarchical factor model,"
Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 101-124.
See citations under working paper version above.
- Marcel Förster & Markus Jorra & Peter Tillmann, 2012. "The Dynamics of International Capital Flows: Results from a Dynamic Hierarchical Factor Model," MAGKS Papers on Economics 201221, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Henning Fischer & Marta García-Bárzana & Peter Tillmann & Peter Winker, 2014.
"Evaluating FOMC forecast ranges: an interval data approach,"
Empirical Economics, Springer, vol. 47(1), pages 365-388, August.
See citations under working paper version above.
- Henning Fischer & Marta García-Bárzana & Peter Tillmann & Peter Winker, 2012. "Evaluating FOMC forecast ranges: an interval data approach," MAGKS Papers on Economics 201213, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Tillmann, Peter, 2014.
"Robust monetary policy, optimal delegation and misspecified potential output,"
Economics Letters, Elsevier, vol. 123(2), pages 244-247.
Cited by:
- Oros, Cornel & Zimmer, Blandine, 2020. "Budget uncertainty in a monetary union," European Journal of Political Economy, Elsevier, vol. 63(C).
- Marine Charlotte André & Meixing Dai, 2016.
"Learning, robust monetray policy and the merit of precaution,"
Working Papers of BETA
2016-54, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Marine Charlotte André & Meixing Dai, 2018. "Learning, robust monetary policy and the merit of precaution," Post-Print hal-03030047, HAL.
- André Marine Charlotte & Dai Meixing, 2018. "Learning, robust monetary policy and the merit of precaution," The B.E. Journal of Macroeconomics, De Gruyter, vol. 18(2), pages 1-20, June.
- André Marine Charlotte & Medina Espidio Sebastián, 2022. "Optimal Robust Monetary Policy in a Small Open Economy," Working Papers 2022-17, Banco de México.
- Carsten Hefeker & Blandine Zimmer, 2015.
"Optimal Conservatism and Collective Monetary Policymaking under Uncertainty,"
Open Economies Review, Springer, vol. 26(2), pages 259-278, April.
- Carsten Hefeker & Blandine Zimmer, 2014. "Optimal Conservatism and Collective Monetary Policymaking under Uncertainty," CESifo Working Paper Series 4933, CESifo.
- Tillmann Peter, 2021. "Robust Monetary Policy Under Uncertainty About the Lower Bound," The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(1), pages 309-321, January.
- 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.
- André Marine Charlotte & Dai Meixing, 2020.
"The limits to robust monetary policy in a small open economy with learning agents,"
Working Papers
2020-12, Banco de México.
- Marine Charlotte André & Meixing Dai, 2018. "The limits to robust monetary policy in a small open economy with learning agents," Working Papers of BETA 2018-45, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Cornel OROS & Blandine ZIMMER, 2019. "Myopic governments and conservative central banks: are they compatible?," Working Papers of LaRGE Research Center 2019-06, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Li Qin & Moïse Sidiropoulos, 2016. "Robustness of Optimal Interest Rate Rules in an Open Economy," Bulletin of Applied Economics, Risk Market Journals, vol. 3(1), pages 29-46.
- Edilean Kleber da Silva Bejarano Aragón, 2021. "Specification errors, nonlinearities, and structural breaks in the Central Bank of Brazil’s reaction function," Empirical Economics, Springer, vol. 60(3), pages 1221-1243, March.
- Marcel Förster & Peter Tillmann, 2014.
"Reconsidering the International Comovement of Inflation,"
Open Economies Review, Springer, vol. 25(5), pages 841-863, November.
Cited by:
- Kose, M. Ayhan & Ha, Jongrim & Ohnsorge, Franziska, 2021.
"One-Stop Source: A Global Database of Inflation,"
CEPR Discussion Papers
16327, C.E.P.R. Discussion Papers.
- Jongrim Ha & M. Ayhan Kose & Franziska Ohnsorge, 2021. "One-Stop Source: A Global Database of Inflation," Koç University-TUSIAD Economic Research Forum Working Papers 2107, Koc University-TUSIAD Economic Research Forum.
- Ha,Jongrim & Kose,Ayhan & Ohnsorge,Franziska Lieselotte, 2021. "One-Stop Source : A Global Database of Inflation," Policy Research Working Paper Series 9737, The World Bank.
- Ha, Jongrim & Kose, M. Ayhan & Ohnsorge, Franziska, 2023. "One-stop source: A global database of inflation," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Ha, Jongrim & Kose, M. Ayhan & Ohnsorge, Franziska, 2021. "One-Stop Source: A Global Database of Inflation," MPRA Paper 108678, University Library of Munich, Germany.
- Jongrim Ha & M. Ayhan Kose & Franziska Ohnsorge, 2021. "One-stop source: A global database of inflation," CAMA Working Papers 2021-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Luis J. Álvarez & Maria Dolores Gadea & Ana Gómez‐Loscos, 2021. "Inflation comovements in advanced economies: Facts and drivers," The World Economy, Wiley Blackwell, vol. 44(2), pages 485-509, February.
- Aleksei Kiselev & Aleksandra Zhivaykina, 2019. "The role of global relative price changes in international comovement of inflation," Bank of Russia Working Paper Series wps53, Bank of Russia.
- Parker, Miles, 2017.
"Global inflation: the role of food, housing and energy prices,"
Working Paper Series
2024, European Central Bank.
- Parker, Miles, 2018. "How global is “global inflation”?," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 174-197.
- Miles Parker, 2016. "Global inflation: the role of food, housing and energy prices," Reserve Bank of New Zealand Discussion Paper Series DP2016/05, Reserve Bank of New Zealand.
- Eric Girardin & Cheikh A. T. Sall, 2018.
"Inflation Dynamics of Franc-Zone Countries Determinants, Co-movements and Spatial Interactions,"
Open Economies Review, Springer, vol. 29(2), pages 295-320, April.
- Eric Girardin & Cheikh Sall, 2018. "Inflation Dynamics of Franc-Zone Countries Determinants, Co-movements and Spatial Interactions," Post-Print hal-01985975, HAL.
- Altansukh, Gantungalag & Becker, Ralf & Bratsiotis, George J. & Osborn, Denise R., 2017.
"What is the Globalisation of Inflation?,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 74, pages 1-27.
- Altansukh, Gantungalag & Becker, Ralf & Bratsiotis, George & Osborn, Denise R., 2017. "What is the globalisation of inflation?," Journal of Economic Dynamics and Control, Elsevier, vol. 74(C), pages 1-27.
- Gantungalag Altansukha & Ralf Becker & George Bratsiotis & Denise R. Osborn, 2016. "What is the Globalisation of Inflation? ," Centre for Growth and Business Cycle Research Discussion Paper Series 224, Economics, The University of Manchester.
- Saygılı, Hülya, 2023. "How do real and monetary integrations affect inflation dynamics?," International Economics, Elsevier, vol. 174(C), pages 18-27.
- Chiappini, Raphaël & Lahet, Delphine, 2020.
"Exchange rate movements in emerging economies - Global vs regional factors in Asia,"
China Economic Review, Elsevier, vol. 60(C).
- Raphael Chiappini & Delphine Lahet, 2020. "Exchange rate movements in emerging economies - Global vs regional factors in Asia," Post-Print hal-03431453, HAL.
- Parker, Miles, 2024. "A global database for energy consumer price indices," Energy Economics, Elsevier, vol. 136(C).
- Patrick Blagrave, 2020.
"Inflation co-movement in emerging and developing Asia: the monsoon effect,"
Applied Economics Letters, Taylor & Francis Journals, vol. 27(15), pages 1277-1283, September.
- Patrick Blagrave, 2019. "Inflation Co-Movement in Emerging and Developing Asia: The Monsoon Effect," IMF Working Papers 2019/147, International Monetary Fund.
- Liu, Dayu & Wang, Qiaoru & Song, Yang, 2020. "China’s business cycles at the provincial level: National synchronization, interregional coordination and provincial idiosyncrasy," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 629-650.
- Aleš Bulíř & Jaromír Hurník & Kateřina Šmídková, 2016. "What Do Central Banks Know about Inflation Factors?," Open Economies Review, Springer, vol. 27(4), pages 795-810, September.
- Tatom, John, 2014.
"Globalization and Inflation: A Swiss Perspective,"
Studies in Applied Economics
16, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
- John A. Tatom, 2013. "Globalization and Inflation: A Swiss Perspective," NFI Working Papers 2013-WP-02, Indiana State University, Scott College of Business, Networks Financial Institute.
- John A. Tatom, 2017. "Globalization and Inflation: a Swiss Perspective," Open Economies Review, Springer, vol. 28(3), pages 523-545, July.
- Szafranek, Karol, 2021. "Disentangling the sources of inflation synchronization. Evidence from a large panel dataset," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 229-245.
- Arango-Castillo, Lenin & Orraca, María José & Molina, G. Stefano, 2023. "The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance," Economic Modelling, Elsevier, vol. 120(C).
- Szafranek, Karol, 2021. "Evidence on time-varying inflation synchronization," Economic Modelling, Elsevier, vol. 94(C), pages 1-13.
- Luis J. Álvarez & Ana Gómez Loscos & M.ª Dolores Gadea, 2020. "The relationship between inflation rates in advanced economies," Economic Bulletin, Banco de España, issue 1/2020.
- Kose, M. Ayhan & Ha, Jongrim & Ohnsorge, Franziska, 2021.
"One-Stop Source: A Global Database of Inflation,"
CEPR Discussion Papers
16327, C.E.P.R. Discussion Papers.
- Neuenkirch, Matthias & Tillmann, Peter, 2014.
"Inflation targeting, credibility, and non-linear Taylor rules,"
Journal of International Money and Finance, Elsevier, vol. 41(C), pages 30-45.
See citations under working paper version above.
- Matthias Neuenkirch & Peter Tillmann, 2012. "Inflation Targeting, Credibility, and Non-Linear Taylor Rules," MAGKS Papers on Economics 201235, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Tillmann, Peter, 2013.
"Capital inflows and asset prices: Evidence from emerging Asia,"
Journal of Banking & Finance, Elsevier, vol. 37(3), pages 717-729.
See citations under working paper version above.
- Peter Tillmann, 2012. "Capital Inflows and Asset Prices: Evidence from Emerging Asia," Working Papers 182012, Hong Kong Institute for Monetary Research.
- Peter Tillmann, 2012. "Capital Inflows and Asset Prices: Evidence from Emerging Asia," MAGKS Papers on Economics 201215, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Tillmann, Peter, 2012. "Capital inflows and asset prices: Evidence from emerging Asia," IMFS Working Paper Series 58, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Peter Tillmann, 2013.
"Inflation Targeting and Regional Inflation Persistence: Evidence from Korea,"
Pacific Economic Review, Wiley Blackwell, vol. 18(2), pages 147-161, May.
See citations under working paper version above.
- Peter Tillmann, 2011. "Inflation Targeting and Regional Inflation Persistence: Evidence from Korea," MAGKS Papers on Economics 201122, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Tillmann , Peter, 2013.
"Capital Inflow Shocks and House Prices: Aggregate and Regional Evidence from Korea,"
East Asian Economic Review, Korea Institute for International Economic Policy, vol. 17(2), pages 129-159, June.
Cited by:
- Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2019.
"Capital flows in the euro area and TARGET2 balances,"
Discussion Papers
24/2019, Deutsche Bundesbank.
- Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2018. "Capital Flows in the Euro Area and TARGET2 Balances," CESifo Working Paper Series 6877, CESifo.
- Wollmershäuser, Timo, 2018. "Capital Flows in the Euro Area and TARGET2 Balances," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181648, Verein für Socialpolitik / German Economic Association.
- Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2020. "Capital flows in the euro area and TARGET2 balances," Journal of Banking & Finance, Elsevier, vol. 113(C).
- Hristov, Nikolay & Huelsewig, Oliver & Wollmershaeuser, Timo, 2020. "Capital flows in the euro area and TARGET2 balances," Munich Reprints in Economics 84737, University of Munich, Department of Economics.
- Juan Carlos Cuestas & Merike Kukk, 2019. "Are there asymmetries in the interaction between housing prices and housing credit? Evidence from a country with rapid credit accumulation," Working Papers 2019/06, Economics Department, Universitat Jaume I, Castellón (Spain).
- Bank for International Settlements, 2021. "Changing patterns of capital flows," CGFS Papers, Bank for International Settlements, number 66.
- Christiane Kneer & Alexander Raabe, 2019.
"Tracking foreign capital: the effect of capital inflows on bank lending in the UK,"
ECON - Working Papers
326, Department of Economics - University of Zurich.
- Kneer, Christiane & Raabe, Alexander, 2019. "Tracking foreign capital: the effect of capital inflows on bank lending in the UK," Bank of England working papers 804, Bank of England.
- Alexander Raabe & Christiane Kneer, 2019. "Tracking Foreign Capital: The Effect of Capital Inflows on Bank Lending in the UK," IHEID Working Papers 10-2019, Economics Section, The Graduate Institute of International Studies.
- Rita Yi Man Li & Herru Ching Yu Li, 2018. "Have Housing Prices Gone with the Smelly Wind? Big Data Analysis on Landfill in Hong Kong," Sustainability, MDPI, vol. 10(2), pages 1-19, January.
- Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2019.
"Capital flows in the euro area and TARGET2 balances,"
Discussion Papers
24/2019, Deutsche Bundesbank.
- Hoffmann, Mathias & Tillmann, Peter, 2012.
"International financial integration and national price levels: The role of the exchange rate regime,"
Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1503-1528.
See citations under working paper version above.
- Mathias Hoffmann & Peter Tillmann, 2011. "International Financial Integration and National Price Levels: The Role of the Exchange Rate Regime," MAGKS Papers on Economics 201133, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Peter Tillmann, 2012.
"Has Inflation Persistence Changed under EMU?,"
German Economic Review, Verein für Socialpolitik, vol. 13(1), pages 86-102, February.
Cited by:
- Hassler, Uwe & Meller, Barbara, 2011.
"Detecting multiple breaks in long memory: The case of US inflation,"
Discussion Paper Series 1: Economic Studies
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"Examining the Success of the Central Banks in Inflation Targeting Countries: The Dynamics of Inflation Gap and the Institutional Characteristics,"
MPRA Paper
58402, University Library of Munich, Germany.
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"Inflation targeting and inflation persistence in Asia–Pacific,"
Journal of Asian Economics, Elsevier, vol. 23(4), pages 360-373.
See citations under working paper version above.
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"Parameter Uncertainty And Nonlinear Monetary Policy Rules,"
Macroeconomic Dynamics, Cambridge University Press, vol. 15(2), pages 184-200, April.
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NIPE Working Papers
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"Taylor rule cross-checking and selective monetary policy adjustment,"
VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century
62078, Verein für Socialpolitik / German Economic Association.
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"Has Inflation Targeting Changed Monetary Policy Preferences?,"
Documents de Travail de l'OFCE
2010-14, Observatoire Francais des Conjonctures Economiques (OFCE).
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- Jerome Creel & Paul Hubert, 2008. "Has the Adoption of Inflation Targeting Represented a Regime Switch? Empirical evidence from Canada, Sweden and the UK," Documents de Travail de l'OFCE 2008-25, Observatoire Francais des Conjonctures Economiques (OFCE).
- Neuenkirch, Matthias & Tillmann, Peter, 2014.
"Inflation targeting, credibility, and non-linear Taylor rules,"
Journal of International Money and Finance, Elsevier, vol. 41(C), pages 30-45.
- Matthias Neuenkirch & Peter Tillmann, 2012. "Inflation Targeting, Credibility, and Non-Linear Taylor Rules," MAGKS Papers on Economics 201235, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Davide Pettenuzzo & Halbert White, 2010.
"Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis,"
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36, Brandeis University, Department of Economics and International Business School.
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"Estimating the Taylor Rule in the Time-Frequency Domain,"
NIPE Working Papers
04/2018, NIPE - Universidade do Minho.
- Tillmann, Peter, 2011.
"Strategic forecasting on the FOMC,"
European Journal of Political Economy, Elsevier, vol. 27(3), pages 547-553, September.
See citations under working paper version above.
- Peter Tillmann, 2010. "Strategic Forecasting on the FOMC," MAGKS Papers on Economics 201017, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Rülke, Jan-Christoph & Tillmann, Peter, 2011.
"Do FOMC members herd?,"
Economics Letters, Elsevier, vol. 113(2), pages 176-179.
See citations under working paper version above.
- Jan-Christoph Rülke & Peter Tillmann, 2010. "Do FOMC Members Herd?," MAGKS Papers on Economics 201032, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Jan-Christoph Rülke & Peter Tillmann, 2010. "Do FOMC Members Herd?," WHU Working Paper Series - Economics Group 11-03, WHU - Otto Beisheim School of Management.
- Markus Kerber & Martin Mandler & Peter Tillmann, 2010.
"Ankauf von Staatsanleihen durch die EZB: Wie ist die neue Offenmarktpolitik der Europäischen Zentralbank zu bewerten?,"
ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(21), pages 03-10, November.
Cited by:
- Andreas Nastansky & Sarah Siris, 2024. "Risikoverbund zwischen Banken und Staaten: Eine empirische Analyse für den Euroraum," Statistische Diskussionsbeiträge 56, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät.
- Peter Tillmann, 2010.
"A note on the stability of the New Keynesian Phillips Curve in Europe,"
Applied Economics Letters, Taylor & Francis Journals, vol. 17(3), pages 241-245, February.
Cited by:
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"Changes in inflation dynamics under inflation targeting? Evidence from Central European countries,"
Economic Modelling, Elsevier, vol. 44(C), pages 116-130.
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"Changes in inflation dynamics under inflation targeting? Evidence from Central European countries,"
Economic Modelling, Elsevier, vol. 44(C), pages 116-130.
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"The Fed's perceived Phillips curve: Evidence from individual FOMC forecasts,"
Journal of Macroeconomics, Elsevier, vol. 32(4), pages 1008-1013, December.
See citations under working paper version above.
- Peter Tillmann, 2009. "The Fed’s perceived Phillips curve: Evidence from individual FOMC forecasts," MAGKS Papers on Economics 200946, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Peter Tillmann, 2010.
"Do FOMC members believe in Okun's Law?,"
Economics Bulletin, AccessEcon, vol. 30(3), pages 2398-2404.
Cited by:
- KARGI, Bilal, 2014.
"Okun’s Law and Long Term Co-Integration Analysis for OECD Countries (1987-2012),"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 119, pages 77-85.
- KARGI, Bilal, 2013. "Okun’s Law and Long Term Co-Integration Analysis for OECD Countries (1987-2012)," MPRA Paper 55700, University Library of Munich, Germany.
- Ivan O. Kitov, 2011.
"Okun's law revisited. Is there structural unemployment in developed countries?,"
Papers
1109.4383, arXiv.org.
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- Laurence M. Ball & João Tovar Jalles & Mr. Prakash Loungani, 2014.
"Do Forecasters Believe in Okun’s Law? An Assessment of Unemployment and Output Forecasts,"
IMF Working Papers
2014/024, International Monetary Fund.
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- João Tovar Jalles, 2019. "On the Time‐Varying Relationship between Unemployment and Output: What shapes it?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(5), pages 605-630, November.
- KARGI, Bilal, 2014.
"Okun’s Law and Long Term Co-Integration Analysis for OECD Countries (1987-2012),"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 119, pages 77-85.
- Peter Tillmann, 2009.
"Robust Monetary Policy with the Cost Channel,"
Economica, London School of Economics and Political Science, vol. 76(303), pages 486-504, July.
See citations under working paper version above.
- Peter Tillmann, 2007. "Robust Monetary Policy with the Cost Channel," European Economy - Economic Papers 2008 - 2015 278, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Peter Tillmann, 2009.
"The New Keynesian Phillips curve in Europe: does it fit or does it fail?,"
Empirical Economics, Springer, vol. 37(3), pages 463-473, December.
See citations under working paper version above.
- Tillmann, Peter, 2005. "The New Keynesian Phillips Curve in Europe: does it fit or does it fail?," Discussion Paper Series 1: Economic Studies 2005,04, Deutsche Bundesbank.
- Tillmann, Peter, 2009.
"The time-varying cost channel of monetary transmission,"
Journal of International Money and Finance, Elsevier, vol. 28(6), pages 941-953, October.
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"Monetary transmission mechanism with firm turnover,"
Bank of Estonia Working Papers
wp2016-7, Bank of Estonia, revised 10 Oct 2016.
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- Palek, Jakob & Schwanebeck, Benjamin, 2017. "Financial frictions and optimal stabilization policy in a monetary union," Economic Modelling, Elsevier, vol. 61(C), pages 462-477.
- Siddhartha Chattopadhyay & Taniya Ghosh, 2016. "Cost channel, interest rate pass-through and optimal monetary policy under zero lower bound," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2016-012, Indira Gandhi Institute of Development Research, Mumbai, India.
- Tomasz Chmielewski & Mariusz Kapuściński & Andrzej Kocięcki & Tomasz Łyziak & Jan Przystupa & Ewa Stanisławska & Ewa Wróbel, 2018. "Monetary transmission mechanism in Poland. What do we know in 2017?," NBP Working Papers 286, Narodowy Bank Polski.
- Chattopadhyay, Siddhartha & Ghosh, Taniya, 2016.
"Cost Channel, Interest Rate Pass-Through and Optimal Policy under Zero Lower Bound,"
MPRA Paper
72762, University Library of Munich, Germany.
- Siddhartha Chattopadhyay & Taniya Ghosh, 2017. "Cost Channel, Interest Rate Pass-Through and Optimal Policy under Zero Lower Bound," Working Papers id:11698, eSocialSciences.
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- Malikane, Christopher, 2012. "Inflation dynamics and the cost channel in emerging markets," MPRA Paper 42688, University Library of Munich, Germany.
- Chattopadhyay, Siddhartha & Ghosh, Taniya, 2020.
"Taylor Rule implementation of the optimal policy at the zero lower bound: Does the cost channel matter?,"
Economic Modelling, Elsevier, vol. 89(C), pages 351-366.
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- Faiz ur, rehman & Wasim, shahid malik, 2010. "A structural VAR (SVAR) approach to cost channel of monetary policy," MPRA Paper 32349, University Library of Munich, Germany, revised 09 Feb 2011.
- Lagoa, Sérgio, 2014. "Inflation dynamics in open economies: Empirical evidence for G7 countries on the role of import prices and the cost channel," Research in Economics, Elsevier, vol. 68(4), pages 354-371.
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- Aragón, Edilean Kleber da Silva Bejarano & Galvão, Ana Beatriz, 2023. "Shock-based inference on the Phillips curve with the cost channel," Economic Modelling, Elsevier, vol. 126(C).
- Jochen Michaelis, 2012. "Optimal Monetary Policy in a Currency Union: The Role of the Cost Channel," MAGKS Papers on Economics 201203, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Taiyo Yoshimi, 2014. "Lending Rate Spread Shock and Monetary Policy Arrangements: A Small Open Economy Model for ASEAN Countries," Asian Economic Journal, East Asian Economic Association, vol. 28(1), pages 19-39, March.
- Lenno Uuskula, 2016.
"Monetary transmission mechanism with firm turnover,"
Bank of Estonia Working Papers
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"Model uncertainty and monetary policy,"
Working Paper Series
2007-09, Federal Reserve Bank of San Francisco.
- Richard Dennis, 2008. "Model Uncertainty and Monetary Policy," NCER Working Paper Series 30, National Centre for Econometric Research.
- Richard Dennis, 2009. "Model uncertainty and monetary policy," CAMA Working Papers 2009-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Marine Charlotte André & Meixing Dai, 2017. "Can inflation contract discipline central bankers when agents are learning?," Working Papers of BETA 2017-25, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Juan Paez-Farrell, 2023.
"On the Unimportance of Commitment for Monetary Policy,"
Working Papers
2023018, The University of Sheffield, Department of Economics.
- Juan Paez-Farrell, 2023. "On the unimportance of commitment for monetary policy," Papers 2308.08044, arXiv.org, revised Aug 2023.
- Oros, Cornel & Zimmer, Blandine, 2020. "Budget uncertainty in a monetary union," European Journal of Political Economy, Elsevier, vol. 63(C).
- Marine Charlotte André & Meixing Dai, 2016.
"Learning, robust monetray policy and the merit of precaution,"
Working Papers of BETA
2016-54, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Marine Charlotte André & Meixing Dai, 2018. "Learning, robust monetary policy and the merit of precaution," Post-Print hal-03030047, HAL.
- André Marine Charlotte & Dai Meixing, 2018. "Learning, robust monetary policy and the merit of precaution," The B.E. Journal of Macroeconomics, De Gruyter, vol. 18(2), pages 1-20, June.
- Li Qin & Moïse SIDIROPOULOS & Eleftherios Spyromitros, 2009.
"Robust Monetary Policy under Model Uncertainty and Inflation Persistence,"
Working Papers of BETA
2009-09, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Li Qin & Moïse Sidiropoulos & Eleftherios Spyromitros, 2013. "Robust monetary policy under model uncertainty and inflation persistence," Post-Print hal-03692269, HAL.
- Qin, Li & Sidiropoulos, Moïse & Spyromitros, Eleftherios, 2013. "Robust monetary policy under model uncertainty and inflation persistence," Economic Modelling, Elsevier, vol. 30(C), pages 721-728.
- André Marine Charlotte & Medina Espidio Sebastián, 2022. "Optimal Robust Monetary Policy in a Small Open Economy," Working Papers 2022-17, Banco de México.
- Carsten Hefeker & Blandine Zimmer, 2015.
"Optimal Conservatism and Collective Monetary Policymaking under Uncertainty,"
Open Economies Review, Springer, vol. 26(2), pages 259-278, April.
- Carsten Hefeker & Blandine Zimmer, 2014. "Optimal Conservatism and Collective Monetary Policymaking under Uncertainty," CESifo Working Paper Series 4933, CESifo.
- Marco M. Sorge, 2012.
"Robust Delegation with Uncertain Monetary Policy Preferences,"
EERI Research Paper Series
EERI_RP_2012_05, Economics and Econometrics Research Institute (EERI), Brussels.
- Sorge, Marco M., 2013. "Robust delegation with uncertain monetary policy preferences," Economic Modelling, Elsevier, vol. 30(C), pages 73-78.
- Dennis, Richard, 2010. "How robustness can lower the cost of discretion," Journal of Monetary Economics, Elsevier, vol. 57(6), pages 653-667, September.
- André, Marine Charlotte & Dai, Meixing, 2017.
"Is central bank conservatism desirable under learning?,"
Economic Modelling, Elsevier, vol. 60(C), pages 281-296.
- Marine Charlotte André & Meixing Dai, 2017. "Is central bank conservatism desirable under learning ?," Post-Print hal-02167169, HAL.
- André Marine Charlotte & Dai Meixing, 2020.
"The limits to robust monetary policy in a small open economy with learning agents,"
Working Papers
2020-12, Banco de México.
- Marine Charlotte André & Meixing Dai, 2018. "The limits to robust monetary policy in a small open economy with learning agents," Working Papers of BETA 2018-45, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Tillmann, Peter, 2014. "Robust monetary policy, optimal delegation and misspecified potential output," Economics Letters, Elsevier, vol. 123(2), pages 244-247.
- Cornel OROS & Blandine ZIMMER, 2019. "Myopic governments and conservative central banks: are they compatible?," Working Papers of LaRGE Research Center 2019-06, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Richard Dennis, 2007.
"Model uncertainty and monetary policy,"
Working Paper Series
2007-09, Federal Reserve Bank of San Francisco.
- Peter Tillmann, 2009.
"Optimal Monetary Policy with an Uncertain Cost Channel,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 885-906, August.
Cited by:
- Lasitha R. C. Pathberiya, 2016. "Optimal Monetary Policy at the Zero Lower Bound on Nominal Interest Rates in a Cost Channel Economy," Discussion Papers Series 568, School of Economics, University of Queensland, Australia.
- Oros, Cornel & Zimmer, Blandine, 2020. "Budget uncertainty in a monetary union," European Journal of Political Economy, Elsevier, vol. 63(C).
- Kai Leitemo & Ulf Söderstrom, 2005.
"Robust Monetary Policy in a Small Open Economy,"
Working Papers
290, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Söderström, Ulf & Leitemo, Kai, 2005. "Robust Monetary Policy in a Small Open Economy," CEPR Discussion Papers 5071, C.E.P.R. Discussion Papers.
- Leitemo, Kai & Söderström, Ulf, 2008. "Robust monetary policy in a small open economy," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3218-3252, October.
- Leitemo, Kai & Söderström, Ulf, 2005. "Robust monetary policy in a small open economy," Bank of Finland Research Discussion Papers 20/2005, Bank of Finland.
- Tetlow, Robert, 2019.
"The monetary policy response to uncertain inflation persistence,"
Economics Letters, Elsevier, vol. 175(C), pages 5-8.
- Robert J. Tetlow, 2018. "The Monetary Policy Response to Uncertain Inflation Persistence," FEDS Notes 2018-08-29, Board of Governors of the Federal Reserve System (U.S.).
- Palek, Jakob & Schwanebeck, Benjamin, 2017. "Financial frictions and optimal stabilization policy in a monetary union," Economic Modelling, Elsevier, vol. 61(C), pages 462-477.
- Hasui, Kohei, 2020. "A Note On Robust Monetary Policy And Non-Zero Trend Inflation," Macroeconomic Dynamics, Cambridge University Press, vol. 24(6), pages 1574-1594, September.
- David Finck, 2022. "Optimal Monetary Policy UnderHeterogeneous Beliefs," MAGKS Papers on Economics 202243, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Carsten Hefeker & Blandine Zimmer, 2015.
"Optimal Conservatism and Collective Monetary Policymaking under Uncertainty,"
Open Economies Review, Springer, vol. 26(2), pages 259-278, April.
- Carsten Hefeker & Blandine Zimmer, 2014. "Optimal Conservatism and Collective Monetary Policymaking under Uncertainty," CESifo Working Paper Series 4933, CESifo.
- Ida, Daisuke, 2024. "Household heterogeneity and the price puzzle in a new Keynesian model," Journal of Macroeconomics, Elsevier, vol. 79(C).
- Funashima, Yoshito, 2020. "Monetary policy, financial uncertainty, and secular stagnation," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Kohei Hasui, 2021. "How robustness can change the desirability of speed limit policy," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(5), pages 553-570, November.
- Vasco J. Gabriel & Luis F. Martins, 2010.
"The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1703-1712, December.
- Vasco Gabriel & Luis Martins, 2010. "The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach," School of Economics Discussion Papers 1010, School of Economics, University of Surrey.
- Vasco J. Gabriel & Luis F. Martins, 2010. "The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1703-1712, December.
- Vasco J. Gabriel & Luis F. Martins, 2010. "The cost channel reconsidered: a comment using an identification-robust approach," NIPE Working Papers 30/2010, NIPE - Universidade do Minho.
- Malikane, Christopher, 2012. "Inflation dynamics and the cost channel in emerging markets," MPRA Paper 42688, University Library of Munich, Germany.
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"Taylor Rule implementation of the optimal policy at the zero lower bound: Does the cost channel matter?,"
Economic Modelling, Elsevier, vol. 89(C), pages 351-366.
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"Perceived monetary policy uncertainty,"
Journal of International Money and Finance, Elsevier, vol. 130(C).
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- Hasui Kohei, 2021. "Trend Growth and Robust Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(2), pages 449-472, June.
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- Ida, Daisuke & Okano, Mitsuhiro, 2023. "Optimal monetary policy delegation in a small-open new Keynesian model with robust control," Economic Modelling, Elsevier, vol. 120(C).
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"Robustly optimal monetary policy in a behavioral environment,"
Working Papers
2022.01, International Network for Economic Research - INFER.
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Economics working papers
2009-16, Department of Economics, Johannes Kepler University Linz, Austria.
- Sylvia Kaufmann & Johann Scharler, 2010. "Bank-Lending Standards, the Cost Channel and Inflation Dynamics," Working Papers 164, Oesterreichische Nationalbank (Austrian Central Bank).
- Jochen Michaelis, 2012. "Optimal Monetary Policy in a Currency Union: The Role of the Cost Channel," MAGKS Papers on Economics 201203, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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"Does Model Uncertainty Justify Conservatism? Robustness and the Delegation of Monetary Policy,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-28, June.
Cited by:
- Marco M. Sorge, 2012.
"Robust Delegation with Uncertain Monetary Policy Preferences,"
EERI Research Paper Series
EERI_RP_2012_05, Economics and Econometrics Research Institute (EERI), Brussels.
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- Francesco Giuli, 2007. "Robust control in a Sticky information economy," Working Papers in Public Economics 98, Department of Economics and Law, Sapienza University of Roma.
- Ida, Daisuke & Okano, Mitsuhiro, 2023. "Optimal monetary policy delegation in a small-open new Keynesian model with robust control," Economic Modelling, Elsevier, vol. 120(C).
- Marco M. Sorge, 2012.
"Robust Delegation with Uncertain Monetary Policy Preferences,"
EERI Research Paper Series
EERI_RP_2012_05, Economics and Econometrics Research Institute (EERI), Brussels.
- Tillmann, Peter, 2008.
"The conservative central banker revisited: Too conservative is more costly than too liberal,"
European Journal of Political Economy, Elsevier, vol. 24(4), pages 737-741, December.
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- Salter, Alexander W. & Smith, Daniel J., 2019. "Political economists or political economists? The role of political environments in the formation of fed policy under burns, Greenspan, and Bernanke," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 1-13.
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"Optimal Structure of Monetary Policy Committees,"
Discussion Papers in Economics and Business
09-36, Osaka University, Graduate School of Economics.
- Keiichi Morimoto, 2009. "Optimal Structure of Monetary Policy Committees," Discussion Papers in Economics and Business 09-36-Rev, Osaka University, Graduate School of Economics, revised Dec 2009.
- Garcia Fortuny, Judit, 2014. "The Effects of Corruption and Seigniorage on Growth and Inflation," Working Papers 2072/246961, Universitat Rovira i Virgili, Department of Economics.
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"Are public preferences reflected in monetary policy reaction functions?,"
Journal of Macroeconomics, Elsevier, vol. 40(C), pages 60-68.
- Matthias Neuenkirch, 2013. "Are Public Preferences Reflected in Monetary Policy Reaction Functions?," MAGKS Papers on Economics 201321, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Marco M. Sorge, 2012.
"Robust Delegation with Uncertain Monetary Policy Preferences,"
EERI Research Paper Series
EERI_RP_2012_05, Economics and Econometrics Research Institute (EERI), Brussels.
- Sorge, Marco M., 2013. "Robust delegation with uncertain monetary policy preferences," Economic Modelling, Elsevier, vol. 30(C), pages 73-78.
- Dimakou, Ourania, 2013. "Monetary and fiscal institutional designs," Journal of Comparative Economics, Elsevier, vol. 41(4), pages 1141-1166.
- Grégory Levieuge & Yannick Lucotte & Florian Pradines-Jobet, 2019.
"The Cost of Banking Crises: Does the Policy Framework Matter?,"
Working papers
712, Banque de France.
- Levieuge, Grégory & Lucotte, Yannick & Pradines-Jobet, Florian, 2021. "The cost of banking crises: Does the policy framework matter?," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Grégory Levieuge & Yannick Lucotte & Florian Pradines-Jobet, 2021. "The cost of banking crises: Does the policy framework matter?," Post-Print hal-03493136, HAL.
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- Keiichi Morimoto, 2018.
"Further Results on Preference Uncertainty and Monetary Conservatism,"
Economics Bulletin, AccessEcon, vol. 38(1), pages 583-592.
- Keiichi Morimoto, 2017. "Further Results on Preference Uncertainty and Monetary Conservatism," Discussion Papers 35, Meisei University, School of Economics.
- Tillmann, Peter, 2007.
"Inflation regimes in the US term structure of interest rates,"
Economic Modelling, Elsevier, vol. 24(2), pages 203-223, March.
Cited by:
- Hassan Shareef & Santhakumar Shijin, 2016. "Expectations Hypothesis and Term Structure of Interest Rates: An Evidence from Emerging Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 23(2), pages 137-152, June.
- Karsten Schweikert, 2022. "Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors," Papers 2201.05430, arXiv.org, revised Sep 2024.
- Katsuhiro Sugita, 2017. "Time Series Analysis of the US Term Structure of Interest Rates Using a Bayesian Markov Switching Cointegration Model," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(3), pages 49-56, March.
- Utso Pal Mustafi & Rajeswari Sengupta, 2020. "Regime changes in Indias monetary policy and Tenures of RBI governors," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-011, Indira Gandhi Institute of Development Research, Mumbai, India.
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"A term structure model under cyclical fluctuations in interest rates,"
Economic Modelling, Elsevier, vol. 72(C), pages 140-150.
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Working Papers
103, Bank of Greece.
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"Short and long run tests of the expectations hypothesis: the Portuguese case,"
MPRA Paper
12001, University Library of Munich, Germany.
- Olga Susana M. Monteiro & Artur C. B. da Silva Lopes, 2010. "Short- and Long-Run Tests of the Expectations Hypothesis: The Portuguese Case," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 56(3), pages 257-280.
- Osmani T. Guillen & Benjamin M. Tabak, 2008.
"Characterizing the Brazilian Term Structure of Interest Rates,"
Working Papers Series
158, Central Bank of Brazil, Research Department.
- Osmani Teixeira de Carvalho Guillén & Benjamin M. Tabak?, 2007. "Characterizing The Brazilian Term Structure Of Interest Rates," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 108, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Osmani Teixeira De Carvalho Guillen & Benjamin M. Tabak, 2009. "Characterising the Brazilian term structure of interest rates," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 2(2), pages 103-114.
- Katsuhiro Sugita, 2016. "Bayesian inference in Markov switching vector error correction model," Economics Bulletin, AccessEcon, vol. 36(3), pages 1534-1546.
- Chew Lian Chua & Chin Nam Low, 2007. "Permanent Structural Change in the US Short-Term and Long-Term Interest Rates," Melbourne Institute Working Paper Series wp2007n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Emrah Çevik & Erdal Atukeren & Turhan Korkmaz, 2013. "Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests," Empirical Economics, Springer, vol. 45(2), pages 675-695, October.
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- Kosei Fukuda, 2011. "Cointegration rank switching model: an application to forecasting interest rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(5), pages 509-522, August.
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"Private sector involvement in the resolution of financial crises: How do markets react?,"
Journal of Development Economics, Elsevier, vol. 78(1), pages 114-132, October.
Cited by:
- Trebesch, Christoph, 2015. "Kurzgutachten zu Staatsschuldenkrisen," Working Papers 06/2015, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
- Tillmann, Peter, 2004.
"Disparate information and the probability of currency crises: empirical evidence,"
Economics Letters, Elsevier, vol. 84(1), pages 61-68, July.
Cited by:
- Manuela Goretti, 2005.
"The Brazilian Currency Turmoil of 2002: A Nonlinear Analysis,"
International Finance
0506001, University Library of Munich, Germany.
- Manuela Goretti, 2005. "The Brazilian currency turmoil of 2002: a nonlinear analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(4), pages 289-306.
- Asli GUNAY & Kivilcim METIN-OZCAN & Umit OZLALE, 2001. "Measuring the Probability of Crises in the Turkish Economy," Middle East and North Africa 330400032, EcoMod.
- Pami Dua & Divya Tuteja, 2021. "Regime Shifts in the Behaviour of International Currency and Equity Markets: A Markov-Switching Analysis," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 309-336, December.
- Koehler-Geib, Friederike Norma, 2008. "The Effect of Uncertainty on the Occurrence and Spread of Financial Crises," Munich Dissertations in Economics 8067, University of Munich, Department of Economics.
- Angeletos, G.-M. & Lian, C., 2016. "Incomplete Information in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1065-1240, Elsevier.
- Kannan, Prakash & Kohler-Geib, Fritzi, 2009. "The uncertainty channel of contagion," Policy Research Working Paper Series 4995, The World Bank.
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- Manuela Goretti, 2005.
"The Brazilian Currency Turmoil of 2002: A Nonlinear Analysis,"
International Finance
0506001, University Library of Munich, Germany.
- Tillmann, Peter, 2004.
"External shocks and the non-linear dynamics of Brady bond spreads in a regime-switching VAR,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(5), pages 439-454, December.
Cited by:
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- Alex Luiz Ferreira., 2009. "Is it Risk? An Automated Approach to Explain the ex ante UIP Deviations of Brazil," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 46(133), pages 51-66.
- Qiang Xiao & Yang Gao & Dan Hu & Hong Tan & Tianxiang Wang, 2011. "Assessment of the Interactions between Economic Growth and Industrial Wastewater Discharges Using Co-integration Analysis: A Case Study for China’s Hunan Province," IJERPH, MDPI, vol. 8(7), pages 1-14, July.
- Roberto Chang, 2010. "Elections, Capital Flows, and Politico-economic Equilibria," American Economic Review, American Economic Association, vol. 100(4), pages 1759-1777, September.
- Suman Das & Saikat Sinha Roy, 2021. "Predicting regime switching in BRICS currency volatility: a Markov switching autoregressive approach," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 48(2), pages 165-180, June.
- Peter Tillmann, 2003.
"The Regime‐Dependent Determination of Credibility: A New Look at European Interest Rate Differentials,"
German Economic Review, Verein für Socialpolitik, vol. 4(4), pages 409-431, November.
See citations under working paper version above.
- Peter Tillmann, 2001. "The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials," IWP Discussion Paper Series 02/2001, Institute for Economic Policy, Cologne, Germany.
Books
- Peter Tillmann, 2017.
"Global Liquidity and the Impact on SEACEN Economies,"
Research Studies,
South East Asian Central Banks (SEACEN) Research and Training Centre, number rp100, April.
Cited by:
- Chau Le & Huyen Nguyen & Duc Vo, 2024. "Global liquidity spillovers in the Asia–Pacific region: policy-driven versus market-driven effects," Empirical Economics, Springer, vol. 67(3), pages 1091-1113, September.