Edda Claus
Personal Details
First Name: | Edda |
Middle Name: | |
Last Name: | Claus |
Suffix: | |
RePEc Short-ID: | pcl59 |
[This author has chosen not to make the email address public] | |
Terminal Degree: | 2006 (from RePEc Genealogy) |
Affiliation
(1%) Centre for Applied Macroeconomic Analysis (CAMA)
Crawford School of Public Policy
Australian National University
Canberra, Australiahttps://cama.crawford.anu.edu.au/
RePEc:edi:cmanuau (more details at EDIRC)
(99%) Department of Economics
School of Business and Economics
Wilfrid Laurier University
Waterloo, Canadahttp://www.wlu.ca/homepage.php?grp_id=491
RePEc:edi:sbwluca (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Edda Claus & Viet Hoang Nguyen, 2020. "The downside of being upbeat: Consumer cognitive biases can affect real economic activity," Melbourne Institute Working Paper Series wp2020n11, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Edda Claus, Viet Hoang Nguyen, 2019. "The downside of being upbeat: The effects of consumer optimism on real economic activity," LCERPA Working Papers 0117, Laurier Centre for Economic Research and Policy Analysis, revised 01 May 2019.
- Edda Claus & Iris Claus & Leo Krippner, 2016.
"Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound,"
Reserve Bank of New Zealand Discussion Paper Series
DP2016/08, Reserve Bank of New Zealand.
- Edda Claus & Iris Claus & Leo Krippner, 2016. "Monetary Policy Spillovers across the Pacific when Interest Rates Are at the Zero Lower Bound," Asian Economic Papers, MIT Press, vol. 15(3), pages 1-27, Fall.
- Edda Claus & Mardi Dungey, 2015.
"Can monetary policy surprise the market?,"
CAMA Working Papers
2015-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Edda Claus, Mardi Dungey, 2015. "Can monetary policy surprise the market?," LCERPA Working Papers 0083, Laurier Centre for Economic Research and Policy Analysis, revised 01 Jan 2015.
- Edda Claus & Iris Claus & Leo Krippner, 2014.
"Asset markets and monetary policy shocks at the zero lower bound,"
CAMA Working Papers
2014-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Edda Claus & Iris Claus & Leo Krippner, 2014. "Asset markets and monetary policy shocks at the zero lower bound," Reserve Bank of New Zealand Discussion Paper Series DP2014/03, Reserve Bank of New Zealand.
- Edda Claus & Chew Lian Chua & G. C. Lim, 2011. "Regional Indexes of Activity: Combining the Old with the New," Melbourne Institute Working Paper Series wp2011n15, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Edda Claus & Iris Claus & Michael Dorsam, 2010.
"The effects of taxation on migration: Some evidence for the ASEAN and APEC economies,"
CAMA Working Papers
2010-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Claus, Edda & Claus, Iris, 2011. "Effects of Taxation on Migration: Some Evidence for the ASEAN and APEC Economies," Asian Development Review, Asian Development Bank, vol. 28(1), pages 22-50.
- Edda Claus & Iris Claus, 2011. "Effects of Taxation on Migration: Some Evidence for the ASEAN and APEC Economies," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 28(01), pages 22-50, June.
- Edda Claus & Iris Claus & Michael Dörsam, 2010. "The Effects of Taxation on Migration: Some Evidence for the ASEAN and APEC Economies," Melbourne Institute Working Paper Series wp2010n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Edda Claus & Iris Claus, 2007.
"Transmitting Shocks To The Economy: The Contribution Of Interest And Exchange Rates And The Credit Channel,"
CAMA Working Papers
2007-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Edda Claus & ris Claus, 2007. "Transmitting shocks to the economy: The contribution of interest and exchange rates and the credit channel," The Institute for International Integration Studies Discussion Paper Series iiisdp206, IIIS.
- Edda Claus & Iris Claus, 2007. "Six Leading Indexes Of New Zealand Employment," CAMA Working Papers 2007-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Edda Claus & Mardi Dungey & Renee Fry, 2006.
"Monetary Policy In Illiquid Markets: Options For A Small Open Economy,"
CAMA Working Papers
2006-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Edda Claus & Mardi Dungey & Renée Fry, 2008. "Monetary Policy in Illiquid Markets: Options for a Small Open Economy," Open Economies Review, Springer, vol. 19(3), pages 305-336, July.
- Edda Claus & Iris Claus, 2005. "New Zealand'S Economic Reforms And Changing Production Structure," CAMA Working Papers 2005-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Edda Claus & Iris Claus, 2002. "How many jobs? A leading indicator model of New Zealand employment," Treasury Working Paper Series 02/13, New Zealand Treasury.
- Edda Claus, "undated". "Constructing NEO: A Near-term Employment Outlook," Working Papers-Department of Finance Canada 2001-07, Department of Finance Canada.
Articles
- Edda Claus & F. Antoine Dedewanou, 2024. "Expectations, beliefs, and perceptions in the modern economy: An overview," Journal of Economic Surveys, Wiley Blackwell, vol. 38(2), pages 297-302, April.
- Claus, Edda & Nguyen, Viet Hoang, 2023. "Biased expectations," European Economic Review, Elsevier, vol. 154(C).
- Claus, Edda & Nguyen, Viet Hoang, 2020. "Monetary policy shocks from the consumer perspective," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 159-173.
- Claus, Edda & Nguyen, Viet Hoang, 2018. "Consumptor economicus: How do consumers form expectations on economic variables?," Journal of Economic Behavior & Organization, Elsevier, vol. 152(C), pages 254-275.
- Claus, Edda & Claus, Iris & Krippner, Leo, 2018. "Asset market responses to conventional and unconventional monetary policy shocks in the United States," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 270-282.
- Edda Claus & Iris Claus & Leo Krippner, 2016.
"Monetary Policy Spillovers across the Pacific when Interest Rates Are at the Zero Lower Bound,"
Asian Economic Papers, MIT Press, vol. 15(3), pages 1-27, Fall.
- Edda Claus & Iris Claus & Leo Krippner, 2016. "Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound," Reserve Bank of New Zealand Discussion Paper Series DP2016/08, Reserve Bank of New Zealand.
- Claus, Edda & Dungey, Mardi, 2016. "Can monetary policy surprises affect the term structure?," Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 68-83.
- Edda Claus & Iris Claus, 2015. "SAVINGS AND WEALTH ACCUMULATION: MEASUREMENT, INFLUENCES AND INSTITUTIONS[The views ]," Journal of Economic Surveys, Wiley Blackwell, vol. 29(4), pages 587-593, September.
- Nguyen, Viet Hoang & Claus, Edda, 2013. "Good news, bad news, consumer sentiment and consumption behavior," Journal of Economic Psychology, Elsevier, vol. 39(C), pages 426-438.
- Edda Claus & Mardi Dungey, 2012.
"U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1443-1453, October.
- Edda Claus & Mardi Dungey, 2012. "U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1443-1453, October.
- Guay C. Lim & Chew Lian Chua & Edda Claus & Viet H. Nguyen, 2012. "Review of the Australian Economy 2011–12: A Case of Déjà Vu," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 45(1), pages 1-13, February.
- Claus, Edda & Lucey, Brian M., 2012. "Equity market integration in the Asia Pacific region: Evidence from discount factors," Research in International Business and Finance, Elsevier, vol. 26(2), pages 137-163.
- Guay C. Lim & Chew Lian Chua & Edda Claus & Jounghyeon Kim, 2011. "Review of the Australian Economy 2010–11: Growth, Jobs and Debt," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 44(1), pages 1-12, March.
- Edda Claus, 2011. "Seven Leading Indexes of New Zealand Employment," The Economic Record, The Economic Society of Australia, vol. 87(276), pages 76-89, March.
- Claus, Edda & Claus, Iris, 2011.
"Effects of Taxation on Migration: Some Evidence for the ASEAN and APEC Economies,"
Asian Development Review, Asian Development Bank, vol. 28(1), pages 22-50.
- Edda Claus & Iris Claus, 2011. "Effects of Taxation on Migration: Some Evidence for the ASEAN and APEC Economies," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 28(01), pages 22-50, June.
- Edda Claus & Iris Claus & Michael Dorsam, 2010. "The effects of taxation on migration: Some evidence for the ASEAN and APEC economies," CAMA Working Papers 2010-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Edda Claus & Iris Claus & Michael Dörsam, 2010. "The Effects of Taxation on Migration: Some Evidence for the ASEAN and APEC Economies," Melbourne Institute Working Paper Series wp2010n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Guay C. Lim & Chew Lian Chua & Edda Claus & Sarantis Tsiaplias, 2010. "Review of the Australian Economy 2009–10: On the Road to Recovery," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 43(1), pages 1-11, March.
- Guay C. Lim & Chew Lian Chua & Edda Claus & Sarantis Tsiaplias, 2009. "Review of the Australian Economy 2008–09: Recessions, Retrenchments and Risks," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(1), pages 1-11, March.
- Edda Claus & Mardi Dungey & Renée Fry, 2008.
"Monetary Policy in Illiquid Markets: Options for a Small Open Economy,"
Open Economies Review, Springer, vol. 19(3), pages 305-336, July.
- Edda Claus & Mardi Dungey & Renee Fry, 2006. "Monetary Policy In Illiquid Markets: Options For A Small Open Economy," CAMA Working Papers 2006-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Edda Claus & Iris Claus & Leo Krippner, 2016.
"Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound,"
Reserve Bank of New Zealand Discussion Paper Series
DP2016/08, Reserve Bank of New Zealand.
- Edda Claus & Iris Claus & Leo Krippner, 2016. "Monetary Policy Spillovers across the Pacific when Interest Rates Are at the Zero Lower Bound," Asian Economic Papers, MIT Press, vol. 15(3), pages 1-27, Fall.
Cited by:
- Belke, Ansgar & Dubova, Irina, 2017.
"International spillovers in global asset markets,"
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking
168087, Verein für Socialpolitik / German Economic Association.
- Belke, Ansgar & Dubova, Irina, 2018. "International spillovers in global asset markets," Economic Systems, Elsevier, vol. 42(1), pages 3-17.
- Belke, Ansgar & Dubova, Irina, 2017. "International spillovers in global asset markets," Ruhr Economic Papers 696, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ansgar Belke & Irina Dubova, 2017. "International spillovers in global asset markets," ROME Working Papers 201709, ROME Network.
- Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019.
"Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector,"
Sustainability, MDPI, vol. 11(10), pages 1-12, May.
- Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018. "Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector," Working Papers 201849, University of Pretoria, Department of Economics.
- Georgios Georgiadis & Martina Jancokova, 2017.
"Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks,"
Globalization Institute Working Papers
314, Federal Reserve Bank of Dallas.
- Georgiadis, Georgios & Jančoková, Martina, 2020. "Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
- Georgiadis, Georgios & Jančoková, Martina, 2017. "Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks," Working Paper Series 2082, European Central Bank.
- Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," GRU Working Paper Series GRU_2017_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2022.
"Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment,"
Journal of Behavioral Finance, Taylor & Francis Journals, vol. 23(3), pages 241-261, July.
- Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2019. "Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment," Working Papers 201953, University of Pretoria, Department of Economics.
- Claus, Edda & Claus, Iris & Krippner, Leo, 2018. "Asset market responses to conventional and unconventional monetary policy shocks in the United States," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 270-282.
- Yutaka Kurihara, 2017. "Are Unconventional Monetary Policy and Large Scale Fiscal Policy Effective?: The Case of Japan," Applied Finance and Accounting, Redfame publishing, vol. 3(2), pages 42-48, August.
- Il Houng Lee & Kyunghun Kim, 2018. "Exchange Rate Flexibility, Financial Market Openness, and Economic Growth," Asian Economic Papers, MIT Press, vol. 17(1), pages 145-162, Winter/Sp.
- Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan, 2019. "International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression," International Review of Financial Analysis, Elsevier, vol. 65(C).
- Cepni, Oguzhan & Dul, Wiehan & Gupta, Rangan & Wohar, Mark E., 2021.
"The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach,"
Research in International Business and Finance, Elsevier, vol. 58(C).
- Oguzhan Cepni & Wiehan Dul & Rangan Gupta & Mark E. Wohar, 2020. "The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach," Working Papers 202001, University of Pretoria, Department of Economics.
- Markus Heckel & Kiyohiko G. Nishimura, 2022. "Unconventional Monetary Policy through Open Market Operations: A Principal Component Analysis," Asian Economic Papers, MIT Press, vol. 21(1), pages 1-28, Winter/Sp.
- Walid Bahloul & Rangan Gupta, 2018.
"Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures,"
International Economics, CEPII research center, issue 156, pages 247-253.
- Bahloul, Walid & Gupta, Rangan, 2018. "Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures," International Economics, Elsevier, vol. 156(C), pages 247-253.
- Walid Bahloul & Rangan Gupta, 2017. "The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures," Working Papers 201715, University of Pretoria, Department of Economics.
- Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy, 2019.
"Time-varying impact of uncertainty shocks on the US housing market,"
Economics Letters, Elsevier, vol. 180(C), pages 15-20.
- Christina Christou & Rangan Gupta & Wendy Nyakabawo, 2018. "Time-Varying Impact of Uncertainty Shocks on the US Housing Market," Working Papers 201870, University of Pretoria, Department of Economics.
- Caraiani, Petre & Luik, Marc-André & Wesselbaum, Dennis, 2020. "Credit policy and asset price bubbles," Journal of Macroeconomics, Elsevier, vol. 65(C).
- Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018. "International Monetary Policy Spillovers: Evidence from a TVP-VAR," Working Papers 201806, University of Pretoria, Department of Economics.
- Elsayed, Ahmed H. & Sousa, Ricardo M., 2022. "International monetary policy and cryptocurrency markets: dynamic and spillover effects," LSE Research Online Documents on Economics 115305, London School of Economics and Political Science, LSE Library.
- Edda Claus & Mardi Dungey, 2015.
"Can monetary policy surprise the market?,"
CAMA Working Papers
2015-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Edda Claus, Mardi Dungey, 2015. "Can monetary policy surprise the market?," LCERPA Working Papers 0083, Laurier Centre for Economic Research and Policy Analysis, revised 01 Jan 2015.
Cited by:
- Claus, Edda & Nguyen, Viet Hoang, 2020. "Monetary policy shocks from the consumer perspective," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 159-173.
- Edda Claus & Iris Claus & Leo Krippner, 2014.
"Asset markets and monetary policy shocks at the zero lower bound,"
CAMA Working Papers
2014-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Edda Claus & Iris Claus & Leo Krippner, 2014. "Asset markets and monetary policy shocks at the zero lower bound," Reserve Bank of New Zealand Discussion Paper Series DP2014/03, Reserve Bank of New Zealand.
Cited by:
- Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019.
"Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector,"
Sustainability, MDPI, vol. 11(10), pages 1-12, May.
- Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018. "Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector," Working Papers 201849, University of Pretoria, Department of Economics.
- Leo Krippner, 2014. "Measuring the stance of monetary policy in conventional and unconventional environments," CAMA Working Papers 2014-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hartmann, Philipp & Smets, Frank, 2018.
"The first twenty years of the European Central Bank: monetary policy,"
CEPR Discussion Papers
13411, C.E.P.R. Discussion Papers.
- Hartmann, Philipp & Smets, Frank, 2018. "The first twenty years of the European Central Bank: monetary policy," Working Paper Series 2219, European Central Bank.
- Jean-Guillaume Sahuc & Sarah Mouabbi, 2019.
"Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies,"
EconomiX Working Papers
2019-2, University of Paris Nanterre, EconomiX.
- Sarah Mouabbi & Jean‐Guillaume Sahuc, 2019. "Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(4), pages 831-858, June.
- Sarah Mouabbi & Jean-Guillaume Sahuc, 2019. "Evaluating the macroeconomic effects of the ECB’s unconventional monetary policies," Working papers 708, Banque de France.
- Jean-Guillaume Sahuc & Sarah Mouabbi, 2019. "Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies," Working Papers hal-04141890, HAL.
- Jean-Guillaume Sahuc & Sarah Mouabbi, 2019. "Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies," Post-Print hal-02055111, HAL.
- Hardik A. Marfatia & Rangan Gupta & Esin Cakan, 2017.
"The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises,"
Working Papers
201712, University of Pretoria, Department of Economics.
- Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin, 2017. "The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 640-653.
- Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2022.
"Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment,"
Journal of Behavioral Finance, Taylor & Francis Journals, vol. 23(3), pages 241-261, July.
- Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2019. "Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment," Working Papers 201953, University of Pretoria, Department of Economics.
- Edda Claus, Mardi Dungey, 2015.
"Can monetary policy surprise the market?,"
LCERPA Working Papers
0083, Laurier Centre for Economic Research and Policy Analysis, revised 01 Jan 2015.
- Edda Claus & Mardi Dungey, 2015. "Can monetary policy surprise the market?," CAMA Working Papers 2015-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Saban Nazlioglu & Rangan Gupta & Alper Gormus & Ugur Soytas, 2019.
"Price and Volatility Linkages between International REITs and Oil Markets,"
Working Papers
201954, University of Pretoria, Department of Economics.
- Nazlioglu, Saban & Gupta, Rangan & Gormus, Alper & Soytas, Ugur, 2020. "Price and volatility linkages between international REITs and oil markets," Energy Economics, Elsevier, vol. 88(C).
- Federico M. Giesenow & Jakob de Haan, 2019. "The influence of government ideology on monetary policy: New cross‐country evidence based on dynamic heterogeneous panels," Economics and Politics, Wiley Blackwell, vol. 31(2), pages 216-239, July.
- Jon Frost & Patty Duijm & Clemens Bonner & Leo Haan & Jakob Haan, 2019. "International Lending of Dutch Insurers and Pension Funds: the Impact of ECB Monetary Policy and Prudential Policies in the Host Country," Open Economies Review, Springer, vol. 30(3), pages 445-456, July.
- Hardik A. Marfatia & Rangan Gupta & Keagile Lesame, 2021.
"Dynamic Impact of Unconventional Monetary Policy on International REITs,"
JRFM, MDPI, vol. 14(9), pages 1-19, September.
- Hardik A. Marfatia & Rangan Gupta & Keagile Lesame, 2020. "Dynamic Impact of Unconventional Monetary Policy on International REITs," Working Papers 202020, University of Pretoria, Department of Economics.
- Milan Damjanović & Igor Masten, 2016. "Shadow short rate and monetary policy in the Euro area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 43(2), pages 279-298, May.
- Argimon, Isabel & Bonner, Clemens & Correa, Ricardo & Duijm, Patty & Frost, Jon & de Haan, Jakob & de Haan, Leo & Stebunovs, Viktors, 2019.
"Financial institutions’ business models and the global transmission of monetary policy,"
Journal of International Money and Finance, Elsevier, vol. 90(C), pages 99-117.
- Isabel Argimón & Clemens Bonner & Ricardo Correa & Patty Duijm & Jon Frost & Jakob de Haan & Leo de Haan & Viktors Stebunovs, 2018. "Financial institutions' business models and the global transmission of monetary policy," Working Papers 1815, Banco de España.
- Isabel Argimon & Clemens Bonner & Ricardo Correa & Patty Duijm & Jon Frost & Jakob de Haan & Leo de Haan & Viktors Stebunovs, 2018. "Financial Institutions’ Business Models and the Global Transmission of Monetary Policy," International Finance Discussion Papers 1228, Board of Governors of the Federal Reserve System (U.S.).
- Wendy Nyakabawo & Rangan Gupta & Hardik A. Marfatia, 2018. "High-Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs and Aggregate US Housing Returns and Volatility: A GJR-GARCH Approach," Working Papers 201817, University of Pretoria, Department of Economics.
- Philipp Hartman & Frank Smets, 2018. "The European Central Bank’s Monetary Policy during Its First 20 Years," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 1-146.
- Andrea Colabella, 2019. "Do the ECB’s monetary policies benefit emerging market economies? A GVAR analysis on the crisis and post-crisis period," Temi di discussione (Economic working papers) 1207, Bank of Italy, Economic Research and International Relations Area.
- Rangan Gupta & Hardik A. Marfatia, 2017. "A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach," Working Papers 201736, University of Pretoria, Department of Economics.
- Walid Bahloul & Rangan Gupta, 2018.
"Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures,"
International Economics, CEPII research center, issue 156, pages 247-253.
- Bahloul, Walid & Gupta, Rangan, 2018. "Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures," International Economics, Elsevier, vol. 156(C), pages 247-253.
- Walid Bahloul & Rangan Gupta, 2017. "The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures," Working Papers 201715, University of Pretoria, Department of Economics.
- Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2023. "The macroeconomic effects of unconventional monetary policy: Comparing euro area and US models with shadow rates," Economic Modelling, Elsevier, vol. 127(C).
- Cristiana Fiorelli & Alfredo Cartone & Matteo Foglia, 2021. "Shadow rates and spillovers across the Eurozone: a spatial dynamic panel model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(1), pages 223-245, February.
- Arestis, Philip & Phelps, Peter, 2017. "Financial market implications of monetary policy coincidences: Evidence from the UK and Euro Area government-bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 88-102.
- Wendy Nyakabawo & Rangan Gupta & Hardik A. Marfatia, 2018. "High Frequency Impact Of Monetary Policy And Macroeconomic Surprises On Us Msas, Aggregate Us Housing Returns And Asymmetric Volatility," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 204-229, December.
- Edda Claus & Mardi Dungey & Renee Fry, 2006.
"Monetary Policy In Illiquid Markets: Options For A Small Open Economy,"
CAMA Working Papers
2006-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Edda Claus & Mardi Dungey & Renée Fry, 2008. "Monetary Policy in Illiquid Markets: Options for a Small Open Economy," Open Economies Review, Springer, vol. 19(3), pages 305-336, July.
Cited by:
- Hamish Burrell & Joaquin Vespignani, 2019.
"The industrial impact of economic uncertainty shocks in Australia,"
CAMA Working Papers
2019-89, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hamish Burrell & Joaquin Vespignani, 2020. "Industrial Impact of Economic Uncertainty Shocks in Australia [Impact industriel des chocs D'incertitude économique en Australie]," Working Papers hal-03053360, HAL.
- Burrell, Hamish & Vespignani, Joaquin, 2019. "The industrial impact of economic uncertainty shocks in Australia," Working Papers 2019-08, University of Tasmania, Tasmanian School of Business and Economics.
- Hamish Burrell & Joaquin Vespignani, 2021. "The Industrial Impact of Economic Uncertainty Shocks in Australia," Economic Papers, The Economic Society of Australia, vol. 40(3), pages 248-271, September.
- Knop, Stephen J. & Vespignani, Joaquin L., 2014.
"The sectorial impact of commodity price shocks in Australia,"
Economic Modelling, Elsevier, vol. 42(C), pages 257-271.
- Stephen J. Knop & Joaquin L. Vespignani, 2014. "The sectorial impact of commodity price shocks in Australia," CAMA Working Papers 2014-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Vespignani, Joaquin L. & Knop, Stephen J, 2014. "The sectorial impact of commodity price shocks in Australia," MPRA Paper 55435, University Library of Munich, Germany.
- Knop, Stephen J. & Vespignani, Joaquin L., 2014. "The sectorial impact of commodity price shocks in Australia," Working Papers 2014-05, University of Tasmania, Tasmanian School of Business and Economics, revised 2014.
- Burrel, Hamish & Vespignani, Joaquin L., 2020. "Industrial Impact of Economic Uncertainty Shocks in Australia: Revised," MPRA Paper 104117, University Library of Munich, Germany.
- Mardi Dungey & Denise Osborn & Mala Raghavan, 2014.
"International Transmissions to Australia: The Roles of the USA and Euro Area,"
The Economic Record, The Economic Society of Australia, vol. 90(291), pages 421-446, December.
- Dungey, Mardi & Osborne, Denise, 2013. "International Transmissions to Australia: The Roles of the US and Euro Area," Working Papers 17208, University of Tasmania, Tasmanian School of Business and Economics, revised 16 Oct 2013.
- Heather Anderson & Mardi Dungey & Denise R. Osborn & Farshid Vahid, 2007.
"Constructing Historical Euro Area Data,"
CAMA Working Papers
2007-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Heather Anderson & Mardi Dungey & Denise Osborn & Farshid Vahid, 2007. "Constructing Historical Euro Area Data," Money Macro and Finance (MMF) Research Group Conference 2006 99, Money Macro and Finance Research Group.
- Jamie L. Cross & Aubrey Poon, 2020. "On the contribution of international shocks in Australian business cycle fluctuations," Empirical Economics, Springer, vol. 59(6), pages 2613-2637, December.
- Knop, Stephen J & Vespignani, Joaquin L., 2014. "Industrial Impact of Commodity Price Shocks in Australia," MPRA Paper 104678, University Library of Munich, Germany.
- Edda Claus & Iris Claus, 2002.
"How many jobs? A leading indicator model of New Zealand employment,"
Treasury Working Paper Series
02/13, New Zealand Treasury.
Cited by:
- Shahzad Ahmad & Farooq Pasha, 2015. "A Pragmatic Model for Monetary Policy Analysis I: The Case of Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 11, pages 1-42.
- Edda Claus & Iris Claus, 2007. "Six Leading Indexes Of New Zealand Employment," CAMA Working Papers 2007-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hanif, Muhammad Nadim & Malik, Muhammad Jahanzeb, 2015.
"Evaluating Performance of Inflation Forecasting Models of Pakistan,"
MPRA Paper
66843, University Library of Munich, Germany.
- Muhammad Nadim Hanif & Muhammad Jahanzeb Malik, 2015. "Evaluating the Performance of Inflation Forecasting Models of Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 11, pages 43-78.
- Edda Claus, "undated".
"Constructing NEO: A Near-term Employment Outlook,"
Working Papers-Department of Finance Canada
2001-07, Department of Finance Canada.
Cited by:
- Moses Tule & Taiwo Ajilore & Godday Ebuh, 2016. "A composite index of leading indicators of unemployment in Nigeria," Journal of African Business, Taylor & Francis Journals, vol. 17(1), pages 87-105, January.
- Edda Claus & Iris Claus, 2007. "Six Leading Indexes Of New Zealand Employment," CAMA Working Papers 2007-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- H. Burcu Gurcihan & Gonul Sengul & Arzu Yavuz, 2013.
"A Quest for Leading Indicators of the Turkish Unemployment Rate,"
Working Papers
1341, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Burcu Gurcihan Yunculer & Gonul Sengul & Arzu Yavuz, 2014. "A Quest for Leading Indicators of the Turkish Unemployment Rate," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 14(1), pages 23-45.
Articles
- Claus, Edda & Nguyen, Viet Hoang, 2020.
"Monetary policy shocks from the consumer perspective,"
Journal of Monetary Economics, Elsevier, vol. 114(C), pages 159-173.
Cited by:
- Thang, Doan Ngoc & Anh, Pham Thi Hoang & Long, Trinh & Dong, Do Phy & Dat, Luong Van, 2022.
"Monetary Stance and Favorableness of Monetary Policy in the Media: The Case of Viet Nam,"
ADBI Working Papers
1325, Asian Development Bank Institute.
- Thang Ngoc Doan & Dong Phu Do & Dat Van Luong, 2023. "Monetary stance and favorableness of the monetary policy in the media: the case of Vietnam," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 31(2), pages 111-123, August.
- Claus, Edda & Nguyen, Viet Hoang, 2023. "Biased expectations," European Economic Review, Elsevier, vol. 154(C).
- Lena Dräger & Michael J. Lamla, 2024.
"Consumers' macroeconomic expectations,"
Journal of Economic Surveys, Wiley Blackwell, vol. 38(2), pages 427-451, April.
- Lena Dräger & Michael J. Lamla & Michael Lamla, 2023. "Consumers' Macroeconomic Expectations," CESifo Working Paper Series 10709, CESifo.
- Dräger, Lena & Lamla, Michael J., 2023. "Consumers' Macroeconomic Expectations," Hannover Economic Papers (HEP) dp-714, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Benjamin Beckers & Anthony Brassil, 2022. "Inflation Expectations in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 55(1), pages 125-135, March.
- Hie Joo Ahn & Choongryul Yang, 2022. "Effects of Monetary Policy on Household Expectations: The Role of Homeownership," Finance and Economics Discussion Series 2022-065, Board of Governors of the Federal Reserve System (U.S.).
- Jmaes McNeil, 2020.
"Monetary policy and the term structure of Inflation expectations with information frictions,"
Working Papers
daleconwp2020-07, Dalhousie University, Department of Economics.
- McNeil, James, 2023. "Monetary policy and the term structure of inflation expectations with information frictions," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Julien Pinter & Evzen Kocenda, 2021.
"Media Treatment of Monetary Policy Surprises and Their Impact on Firms' and Consumers' Expectations,"
Working Papers IES
2021/30, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2021.
- Julien Pinter & Evžen Kocenda, 2023. "Media Treatment of Monetary Policy Surprises and Their Impact on Firms’ and Consumers’ Expectations," CESifo Working Paper Series 10413, CESifo.
- Ferdi Botha & Viet H. Nguyen, 2021.
"Opposite Nonlinear Effects of Unemployment and Sentiment on Male and Female Suicide Rates: Evidence from Australia,"
Melbourne Institute Working Paper Series
wp2021n15, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Botha, Ferdi & Nguyen, Viet H., 2022. "Opposite nonlinear effects of unemployment and sentiment on male and female suicide rates: Evidence from Australia," Social Science & Medicine, Elsevier, vol. 292(C).
- Jin Seo Cho & Matthew Greenwood‐Nimmo & Yongcheol Shin, 2023.
"Recent developments of the autoregressive distributed lag modelling framework,"
Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 7-32, February.
- Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin, 2021. "Recent Developments of the Autoregressive Distributed Lag Modelling Framework," Working papers 2021rwp-186, Yonsei University, Yonsei Economics Research Institute.
- SYED, Sarfaraz Ali Shah, 2021. "Heterogeneous consumers in the Euro-Area, facing homogeneous monetary policy: Tale of two large economies," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
- Syed, Sarfaraz Ali Shah, 2022. "Stock market in the age of COVID19: Mere acclimatization or Stockholm syndrome?," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
- Geiger, Martin & Gründler, Daniel & Scharler, Johann, 2023. "Monetary policy shocks and consumer expectations in the euro area," Journal of International Economics, Elsevier, vol. 140(C).
- Thang, Doan Ngoc & Anh, Pham Thi Hoang & Long, Trinh & Dong, Do Phy & Dat, Luong Van, 2022.
"Monetary Stance and Favorableness of Monetary Policy in the Media: The Case of Viet Nam,"
ADBI Working Papers
1325, Asian Development Bank Institute.
- Claus, Edda & Nguyen, Viet Hoang, 2018.
"Consumptor economicus: How do consumers form expectations on economic variables?,"
Journal of Economic Behavior & Organization, Elsevier, vol. 152(C), pages 254-275.
Cited by:
- Claus, Edda & Nguyen, Viet Hoang, 2023. "Biased expectations," European Economic Review, Elsevier, vol. 154(C).
- Benjamin Beckers & Anthony Brassil, 2022. "Inflation Expectations in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 55(1), pages 125-135, March.
- Christian Gillitzer & Nalini Prasad & Tim Robinson, 2021. "Political Attitudes and Inflation Expectations: Evidence and Implications," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(4), pages 605-634, June.
- Ferdi Botha & Viet H. Nguyen, 2021.
"Opposite Nonlinear Effects of Unemployment and Sentiment on Male and Female Suicide Rates: Evidence from Australia,"
Melbourne Institute Working Paper Series
wp2021n15, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Botha, Ferdi & Nguyen, Viet H., 2022. "Opposite nonlinear effects of unemployment and sentiment on male and female suicide rates: Evidence from Australia," Social Science & Medicine, Elsevier, vol. 292(C).
- Karolina Tura-Gawron & Maria Siranova & Karol Fisikowski, 2018. "ARE CONSUMER INFLATION EXPECTATIONS AN INTERNATIONAL PHENOMENON? Results of spatial panel regressions models," GUT FME Working Paper Series A 50, Faculty of Management and Economics, Gdansk University of Technology.
- Claus, Edda & Claus, Iris & Krippner, Leo, 2018.
"Asset market responses to conventional and unconventional monetary policy shocks in the United States,"
Journal of Banking & Finance, Elsevier, vol. 97(C), pages 270-282.
Cited by:
- Anastasios Evgenidis & Apostolos Fasianos, 2019. "Monetary Policy and Wealth Inequalities in Great Britain: Assessing the role of unconventional policies for a decade of household data," Papers 1912.09702, arXiv.org.
- Hudepohl, Tom & van Lamoen, Ryan & de Vette, Nander, 2021. "Quantitative easing and exuberance in stock markets: Evidence from the euro area," Journal of International Money and Finance, Elsevier, vol. 118(C).
- Fasianos, Apostolos & Evgenidis, Anastasios, 2020.
"Unconventional Monetary Policy and Wealth Inequalities in Great Britain,"
CEPR Discussion Papers
14656, C.E.P.R. Discussion Papers.
- Anastasios Evgenidis & Apostolos Fasianos, 2021. "Unconventional Monetary Policy and Wealth Inequalities in Great Britain," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(1), pages 115-175, February.
- 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.
- Wang, Ling, 2019. "Measuring the effects of unconventional monetary policy on MBS spreads: A comparative study," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 235-251.
- Alexander I. VILLANUEVA, 2021. "Pre- and post- analysis of Bank of Japan’s policy implementation of negative interest rates," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(1(626), S), pages 43-60, Spring.
- Wei, Xiaoyun & Han, Liyan, 2021. "The impact of COVID-19 pandemic on transmission of monetary policy to financial markets," International Review of Financial Analysis, Elsevier, vol. 74(C).
- Hattori, Takahiro & Yoshida, Jiro, 2023. "The impact of Bank of Japan’s exchange-traded fund purchases," Journal of Financial Stability, Elsevier, vol. 65(C).
- Lealand Morin & Ying Shang, 2021. "Federal Reserve policy after the zero lower bound: an indirect inference approach," Empirical Economics, Springer, vol. 60(4), pages 2105-2124, April.
- Edda Claus & Iris Claus & Leo Krippner, 2016.
"Monetary Policy Spillovers across the Pacific when Interest Rates Are at the Zero Lower Bound,"
Asian Economic Papers, MIT Press, vol. 15(3), pages 1-27, Fall.
See citations under working paper version above.
- Edda Claus & Iris Claus & Leo Krippner, 2016. "Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound," Reserve Bank of New Zealand Discussion Paper Series DP2016/08, Reserve Bank of New Zealand.
- Claus, Edda & Dungey, Mardi, 2016.
"Can monetary policy surprises affect the term structure?,"
Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 68-83.
Cited by:
- Hardik A. Marfatia & Rangan Gupta & Esin Cakan, 2017.
"The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises,"
Working Papers
201712, University of Pretoria, Department of Economics.
- Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin, 2017. "The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 640-653.
- Georgios Georgiadis & Martina Jancokova, 2017.
"Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks,"
Globalization Institute Working Papers
314, Federal Reserve Bank of Dallas.
- Georgiadis, Georgios & Jančoková, Martina, 2020. "Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
- Georgiadis, Georgios & Jančoková, Martina, 2017. "Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks," Working Paper Series 2082, European Central Bank.
- Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," GRU Working Paper Series GRU_2017_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Mardi Dungey, 2016. "Comments on "Monetary independence in a financially integrated world: what do measures of interest rate co-movement tell us?"," BIS Papers chapters, in: Bank for International Settlements (ed.), Expanding the boundaries of monetary policy in Asia and the Pacific, volume 88, pages 207-212, Bank for International Settlements.
- Alexandre Corhay & Thilo Kind & Howard Kung & Gonzalo Morales, 2021.
"Discount Rates, Debt Maturity, and the Fiscal Theory,"
Staff Working Papers
21-58, Bank of Canada.
- Corhay, Alexandre & Kind, Thilo & Kung, Howard & Morales, Gonzalo, 2021. "Discount rates, debt maturity, and the fiscal theory," SAFE Working Paper Series 323, Leibniz Institute for Financial Research SAFE.
- Hardik A. Marfatia & Rangan Gupta & Esin Cakan, 2017.
"The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises,"
Working Papers
201712, University of Pretoria, Department of Economics.
- Edda Claus & Iris Claus, 2015.
"SAVINGS AND WEALTH ACCUMULATION: MEASUREMENT, INFLUENCES AND INSTITUTIONS[The views ],"
Journal of Economic Surveys, Wiley Blackwell, vol. 29(4), pages 587-593, September.
Cited by:
- Riccardo Bonis & Marco Marinucci, 2023. "A Short Note on Interest Rates and Household Wealth," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 9(2), pages 617-635, July.
- Nguyen, Viet Hoang & Claus, Edda, 2013.
"Good news, bad news, consumer sentiment and consumption behavior,"
Journal of Economic Psychology, Elsevier, vol. 39(C), pages 426-438.
Cited by:
- Milos Fisar & Tommaso Reggiani & Fabio Sabatini & Jiri Spalek, 2021.
"Media negativity bias and tax compliance: Experimental evidence,"
Working Papers in Public Economics
211, University of Rome La Sapienza, Department of Economics and Law.
- Miloš Fišar & Tommaso Reggiani & Fabio Sabatini & Jiří Špalek, 2022. "Media negativity bias and tax compliance: experimental evidence," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 29(5), pages 1160-1212, October.
- Fisar, Milos & Reggiani, Tommaso & Sabatini, Fabio & Spalek, Jir, 2021. "Media negativity bias and tax compliance: Experimental evidence," Cardiff Economics Working Papers E2021/26, Cardiff University, Cardiff Business School, Economics Section.
- Baghestani, Hamid, 2016. "Do gasoline prices asymmetrically affect US consumers’ economic outlook?," Energy Economics, Elsevier, vol. 55(C), pages 247-252.
- Petar Soric & Mateo Zokalj & Marija Logarusic, 2020. "Economic determinants of Croatian consumer confidence: real estate prices vs. macroeconomy," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 18(2B), pages 240-257.
- Petar Sorić & Blanka Škrabić Perić & Marina Matošec, 2022. "Breaking new grounds: a fresh insight into the leading properties of business and consumer survey indicators," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(6), pages 4511-4535, December.
- Miloš Fišar & Tommaso Reggiani & Fabio Sabatini & Jiří Špalek, 2020.
"Media Bias and Tax Compliance: Experimental Evidence,"
MUNI ECON Working Papers
2020-01, Masaryk University, revised Feb 2023.
- Fišar, Miloš & Reggiani, Tommaso G. & Sabatini, Fabio & Špalek, Jiří, 2020. "Media Bias and Tax Compliance: Experimental Evidence," IZA Discussion Papers 12938, Institute of Labor Economics (IZA).
- Fève, Patrick & Assenza, Tiziana & Collard, Fabrice & Huber, Stefanie, 2024.
"From Buzz to Bust: How Fake News Shapes the Business Cycle,"
TSE Working Papers
24-1516, Toulouse School of Economics (TSE).
- Tiziana Assenza & Fabrice Collard & Patrick Fève & Stefanie Huber, 2024. "From Buzz to Bust: How Fake News Shapes the Business Cycle," ECONtribute Discussion Papers Series 287, University of Bonn and University of Cologne, Germany.
- Tiziana Assenza & Fabrice Collard & Patrick Fève & Stefanie J. Huber, 2024. "From Buzz to Bust: How Fake news Shapes the Business Cycle," ECONtribute Policy Brief Series 058, University of Bonn and University of Cologne, Germany.
- Sorić, Petar & Lolić, Ivana & Claveria, Oscar & Monte, Enric & Torra, Salvador, 2019. "Unemployment expectations: A socio-demographic analysis of the effect of news," Labour Economics, Elsevier, vol. 60(C), pages 64-74.
- James A Wilcox, 2015. "The Home Purchase Sentiment Index: A New Housing Indicator," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 50(4), pages 178-190, October.
- Ferdi Botha & Viet H. Nguyen, 2021.
"Opposite Nonlinear Effects of Unemployment and Sentiment on Male and Female Suicide Rates: Evidence from Australia,"
Melbourne Institute Working Paper Series
wp2021n15, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Botha, Ferdi & Nguyen, Viet H., 2022. "Opposite nonlinear effects of unemployment and sentiment on male and female suicide rates: Evidence from Australia," Social Science & Medicine, Elsevier, vol. 292(C).
- Koivuranta, Matti & Korhonen, Marko, 2021. "Changes in risk preferences: Evidence from Swedish harness horse racing data," Journal of Economic Behavior & Organization, Elsevier, vol. 187(C), pages 16-32.
- Shesen Guo & Ganzhou Zhang, 2020. "Using Machine Learning for Analyzing Sentiment Orientations Toward Eight Countries," SAGE Open, , vol. 10(3), pages 21582440209, August.
- Kristoffer Persson, 2020. "Economic Reality, Economic Media and Individuals' Expectations," Papers 2007.13823, arXiv.org.
- Konstantina Manou & Panagiotis Palaios & Evangelia Papapetrou, 2019. "Housing wealth, household debt and financial assets: are there implications for consumption?," Working Papers 263, Bank of Greece.
- Ahmed, Huson Joher Ali & Azad, A.S.M. Sohel & Poon, Wai Ching & Safiullah, Md, 2023. "Is there a CSI-leverage nexus?," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Gabe de Bondt, 2017. "Confidence and monetary policy transmission," EcoMod2017 10197, EcoMod.
- van Giesen, Roxanne I. & Pieters, Rik, 2019. "Climbing out of an economic crisis: A cycle of consumer sentiment and personal stress," Journal of Economic Psychology, Elsevier, vol. 70(C), pages 109-124.
- Botezat, Alina, 2017. "Austerity plan announcements and the impact on the employees’ wellbeing," Journal of Economic Psychology, Elsevier, vol. 63(C), pages 1-16.
- Garz, Marcel, 2018. "Effects of unemployment news on economic perceptions – Evidence from German Federal States," Regional Science and Urban Economics, Elsevier, vol. 68(C), pages 172-190.
- Abosedra, Salah & Laopodis, Nikiforos T. & Fakih, Ali, 2021. "Dynamics and asymmetries between consumer sentiment and consumption in pre- and during-COVID-19 time: Evidence from the US," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
- Marie‐Helene Gagnon & Celine Gimet, 2020. "Unconventional economic policies and sentiment: An international assessment," The World Economy, Wiley Blackwell, vol. 43(6), pages 1544-1591, June.
- S. Heravi & J. Easaw & R. Golinelli, 2016. "Generalized State-Dependent Models: A Multivariate Approach," Working Papers wp1067, Dipartimento Scienze Economiche, Universita' di Bologna.
- Chi-Wei Su & Xian-Li Meng & Ran Tao & Muhammad Umar, 2023. "Chinese consumer confidence: A catalyst for the outbound tourism expenditure?," Tourism Economics, , vol. 29(3), pages 696-717, May.
- Haibin Xie & Shouyang Wang, 2018. "Timing the market: the economic value of price extremes," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 4(1), pages 1-24, December.
- Milos Fisar & Tommaso Reggiani & Fabio Sabatini & Jiri Spalek, 2021.
"Media negativity bias and tax compliance: Experimental evidence,"
Working Papers in Public Economics
211, University of Rome La Sapienza, Department of Economics and Law.
- Edda Claus & Mardi Dungey, 2012.
"U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1443-1453, October.
- Edda Claus & Mardi Dungey, 2012. "U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1443-1453, October.
Cited by:
- Claus, Edda & Dungey, Mardi, 2016. "Can monetary policy surprises affect the term structure?," Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 68-83.
- Georgios Georgiadis & Martina Jancokova, 2017.
"Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks,"
Globalization Institute Working Papers
314, Federal Reserve Bank of Dallas.
- Georgiadis, Georgios & Jančoková, Martina, 2020. "Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
- Georgiadis, Georgios & Jančoková, Martina, 2017. "Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks," Working Paper Series 2082, European Central Bank.
- Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," GRU Working Paper Series GRU_2017_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Edda Claus, Mardi Dungey, 2015.
"Can monetary policy surprise the market?,"
LCERPA Working Papers
0083, Laurier Centre for Economic Research and Policy Analysis, revised 01 Jan 2015.
- Edda Claus & Mardi Dungey, 2015. "Can monetary policy surprise the market?," CAMA Working Papers 2015-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Masahiko Shibamoto, 2016. "Empirical Assessment of the Impact of Monetary Policy Communication on the Financial Market," Discussion Paper Series DP2016-19, Research Institute for Economics & Business Administration, Kobe University.
- Claus, Edda & Claus, Iris & Krippner, Leo, 2018. "Asset market responses to conventional and unconventional monetary policy shocks in the United States," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 270-282.
- Mardi Dungey, 2016. "Comments on "Monetary independence in a financially integrated world: what do measures of interest rate co-movement tell us?"," BIS Papers chapters, in: Bank for International Settlements (ed.), Expanding the boundaries of monetary policy in Asia and the Pacific, volume 88, pages 207-212, Bank for International Settlements.
- Edda Claus & Iris Claus & Leo Krippner, 2014.
"Asset markets and monetary policy shocks at the zero lower bound,"
CAMA Working Papers
2014-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Edda Claus & Iris Claus & Leo Krippner, 2014. "Asset markets and monetary policy shocks at the zero lower bound," Reserve Bank of New Zealand Discussion Paper Series DP2014/03, Reserve Bank of New Zealand.
- Edda Claus & Iris Claus & Leo Krippner, 2016.
"Monetary Policy Spillovers across the Pacific when Interest Rates Are at the Zero Lower Bound,"
Asian Economic Papers, MIT Press, vol. 15(3), pages 1-27, Fall.
- Edda Claus & Iris Claus & Leo Krippner, 2016. "Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound," Reserve Bank of New Zealand Discussion Paper Series DP2016/08, Reserve Bank of New Zealand.
- Masahiko Shibamoto, 2023. "Inflation, Business Cycle, and Monetary Policy: The Role of Inflationary Pressure," Discussion Paper Series DP2023-04, Research Institute for Economics & Business Administration, Kobe University.
- Winkelmann, Lars & Bibinger, Markus & Linzert, Tobias, 2013. "ECB monetary policy surprises: identification through cojumps in interest rates," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79721, Verein für Socialpolitik / German Economic Association.
- Kiyotaka Nakashima & Masahiko Shibamoto & Koji Takahashi, 2017. "Identifying Unconventional Monetary Policy Shocks," Discussion Paper Series DP2017-05, Research Institute for Economics & Business Administration, Kobe University, revised Apr 2017.
- Nkwoma, Inekwe John, 2017. "Futures-Based Measures Of Monetary Policy And Jump Risk," Macroeconomic Dynamics, Cambridge University Press, vol. 21(2), pages 384-405, March.
- Arestis, Philip & Phelps, Peter, 2017. "Financial market implications of monetary policy coincidences: Evidence from the UK and Euro Area government-bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 88-102.
- Winkelmann, Lars & Bibinger, Markus & Linzert, Tobias, 2013. "ECB monetary policy surprises: Identification through cojumps in interest rates," SFB 649 Discussion Papers 2013-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Lars Winkelmann & Markus Bibinger & Tobias Linzert, 2016. "ECB Monetary Policy Surprises: Identification Through Cojumps in Interest Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(4), pages 613-629, June.
- Linzert, Tobias & Winkelmann, Lars & Bibinger, Markus, 2014. "ECB monetary policy surprises: identification through cojumps in interest rates," Working Paper Series 1674, European Central Bank.
- Guay C. Lim & Chew Lian Chua & Edda Claus & Viet H. Nguyen, 2012.
"Review of the Australian Economy 2011–12: A Case of Déjà Vu,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 45(1), pages 1-13, February.
Cited by:
- Markus H. Hahn & John P. Haisken-DeNew, 2013. "PanelWhiz and the Australian Longitudinal Data Infrastructure in Economics," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 46(3), pages 379-386, September.
- Knop, Stephen J. & Vespignani, Joaquin L., 2014.
"The sectorial impact of commodity price shocks in Australia,"
Economic Modelling, Elsevier, vol. 42(C), pages 257-271.
- Stephen J. Knop & Joaquin L. Vespignani, 2014. "The sectorial impact of commodity price shocks in Australia," CAMA Working Papers 2014-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Vespignani, Joaquin L. & Knop, Stephen J, 2014. "The sectorial impact of commodity price shocks in Australia," MPRA Paper 55435, University Library of Munich, Germany.
- Knop, Stephen J. & Vespignani, Joaquin L., 2014. "The sectorial impact of commodity price shocks in Australia," Working Papers 2014-05, University of Tasmania, Tasmanian School of Business and Economics, revised 2014.
- Alex Y. Lo, 2013. "Household Preference and Financial Commitment to Flood Insurance in South-East Queensland," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 46(2), pages 160-175, June.
- Knop, Stephen J & Vespignani, Joaquin L., 2014. "Industrial Impact of Commodity Price Shocks in Australia," MPRA Paper 104678, University Library of Munich, Germany.
- Claus, Edda & Lucey, Brian M., 2012.
"Equity market integration in the Asia Pacific region: Evidence from discount factors,"
Research in International Business and Finance, Elsevier, vol. 26(2), pages 137-163.
Cited by:
- Hatemi-J, Abdulnasser, 2012. "Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing," Research in International Business and Finance, Elsevier, vol. 26(2), pages 273-280.
- Mensah, Jones Odei & Premaratne, Gamini, 2018. "Integration of ASEAN banking sector stocks," Journal of Asian Economics, Elsevier, vol. 59(C), pages 48-60.
- Al Nasser, Omar M. & Hajilee, Massomeh, 2016. "Integration of emerging stock markets with global stock markets," Research in International Business and Finance, Elsevier, vol. 36(C), pages 1-12.
- Faisal Alqahtani & Nader Trabelsi & Nahla Samargandi & Syed Jawad Hussain Shahzad, 2020. "Tail Dependence and Risk Spillover from the US to GCC Banking Sectors," Mathematics, MDPI, vol. 8(11), pages 1-18, November.
- Yarovaya, Larisa & Brzeszczyński, Janusz & Goodell, John W. & Lucey, Brian & Lau, Chi Keung Marco, 2022. "Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
- Hatemi-J, Abdulnasser & Mustafa, Alan, 2016. "Testing for Financial Market Integration of the Chinese Market with the US Market," MPRA Paper 72733, University Library of Munich, Germany.
- Nguyen, Canh Phuc & Nguyen, Thai Vu Hong & Schinckus, Christophe, 2019. "Institutions, economic openness and stock return co-movements: An empirical investigation in emerging markets," Finance Research Letters, Elsevier, vol. 28(C), pages 137-147.
- Donadelli, Michael & Persha, Lauren, 2014. "Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty," Research in International Business and Finance, Elsevier, vol. 30(C), pages 284-309.
- Mensah, Jones Odei & Premaratne, Gamini, 2017.
"Dependence patterns among Asian banking sector stocks: A copula approach,"
Research in International Business and Finance, Elsevier, vol. 41(C), pages 516-546.
- Mensah, Jones Odei & Premaratne, Gamini, 2018. "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, vol. 45(C), pages 357-388.
- Edda Claus, 2011.
"Seven Leading Indexes of New Zealand Employment,"
The Economic Record, The Economic Society of Australia, vol. 87(276), pages 76-89, March.
Cited by:
- Edda Claus & Iris Claus, 2007. "Six Leading Indexes Of New Zealand Employment," CAMA Working Papers 2007-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Edda Claus & Chew Lian Chua & G. C. Lim, 2011. "Regional Indexes of Activity: Combining the Old with the New," Melbourne Institute Working Paper Series wp2011n15, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Hall, Viv B. & McDermott, C. John, 2015.
"Recessions and Recoveries in New Zealand’s Post-Second World War Business Cycles,"
Working Paper Series
19334, Victoria University of Wellington, School of Economics and Finance.
- Viv B. Hall & John McDermott, 2014. "Recessions and Recoveries in New Zealand's Post-Second World War Business Cycles," Reserve Bank of New Zealand Discussion Paper Series DP2014/02, Reserve Bank of New Zealand.
- Viv B. Hall & C. John McDermott, 2016. "Recessions and recoveries in New Zealand's post-Second World War business cycles," New Zealand Economic Papers, Taylor & Francis Journals, vol. 50(3), pages 261-280, September.
- Guay C. Lim & Chew Lian Chua & Edda Claus & Sarantis Tsiaplias, 2010.
"Review of the Australian Economy 2009–10: On the Road to Recovery,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 43(1), pages 1-11, March.
Cited by:
- Creina Day, 2011. "China's Fiscal Stimulus and the Recession Australia Never Had: Is a Growth Slowdown Now Inevitable?," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, vol. 18(1), pages 23-34.
- Guay C. Lim & Chew Lian Chua & Edda Claus & Sarantis Tsiaplias, 2009.
"Review of the Australian Economy 2008–09: Recessions, Retrenchments and Risks,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(1), pages 1-11, March.
Cited by:
- Rolfe, John, 2013. "Predicting the economic and demographic impacts of long distance commuting in the resources sector: A Surat basin case study," Resources Policy, Elsevier, vol. 38(4), pages 723-732.
- Guay C. Lim & Chew Lian Chua & Edda Claus & Sarantis Tsiaplias, 2010. "Review of the Australian Economy 2009–10: On the Road to Recovery," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 43(1), pages 1-11, March.
- Efrem Castelnuovo & Guay Lim & Giovanni Pellegrino, 2018. "Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(1), pages 70-86, March.
- Windle, Jill & Rolfe, John, 2014. "Assessing the trade-offs of increased mining activity in the Surat Basin, Queensland: preferences of Brisbane residents using nonmarket valuation techniques," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 58(1), January.
- Edda Claus & Mardi Dungey & Renée Fry, 2008.
"Monetary Policy in Illiquid Markets: Options for a Small Open Economy,"
Open Economies Review, Springer, vol. 19(3), pages 305-336, July.
See citations under working paper version above.
- Edda Claus & Mardi Dungey & Renee Fry, 2006. "Monetary Policy In Illiquid Markets: Options For A Small Open Economy," CAMA Working Papers 2006-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (8) 2007-02-24 2007-04-09 2007-04-21 2014-06-02 2014-07-28 2015-02-28 2015-02-28 2022-02-07. Author is listed
- NEP-CBA: Central Banking (6) 2007-02-24 2007-04-09 2014-06-02 2014-07-28 2015-02-28 2016-06-04. Author is listed
- NEP-MON: Monetary Economics (6) 2007-02-24 2007-04-21 2014-06-02 2014-07-28 2015-02-28 2016-06-04. Author is listed
- NEP-DGE: Dynamic General Equilibrium (2) 2007-02-24 2007-04-21
- NEP-MIG: Economics of Human Migration (2) 2011-01-16 2011-06-25
- NEP-ACC: Accounting and Auditing (1) 2011-01-16
- NEP-BEC: Business Economics (1) 2019-05-20
- NEP-ECM: Econometrics (1) 2011-08-09
- NEP-FOR: Forecasting (1) 2007-09-30
- NEP-GEO: Economic Geography (1) 2011-08-09
- NEP-IFN: International Finance (1) 2007-02-24
- NEP-NEU: Neuroeconomics (1) 2022-02-07
- NEP-PBE: Public Economics (1) 2011-01-16
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