Demosthenes N. Tambakis
Personal Details
First Name: | Demosthenes |
Middle Name: | N. |
Last Name: | Tambakis |
Suffix: | |
RePEc Short-ID: | pta145 |
| |
http://www.econ.cam.ac.uk/teach/tambakis/ | |
PEMBROKE COLLEGE, CAMBRIDGE CB2 1RF U.K. | |
0044 (0) 1223 766398 |
Affiliation
Faculty of Economics
University of Cambridge
Cambridge, United Kingdomhttps://www.econ.cam.ac.uk/
RePEc:edi:fecamuk (more details at EDIRC)
Research output
Jump to: Working papers Articles BooksWorking papers
- Tambakis, D., 2020.
"A Markov-Chain Measure of Systemic Banking Crisis Frequency,"
Cambridge Working Papers in Economics
2083, Faculty of Economics, University of Cambridge.
- Demosthenes Tambakis, 2021. "A Markov chain measure of systemic banking crisis frequency," Applied Economics Letters, Taylor & Francis Journals, vol. 28(16), pages 1351-1356, September.
- Robertson, D. & Tambakis, D., 2016. "Long-Run Debt Ratios with Fiscal Fatigue," Cambridge Working Papers in Economics 1674, Faculty of Economics, University of Cambridge.
- Demostenes N. Tambakis, 2015.
"Determinate liquidity traps,"
Cambridge Working Papers in Economics
1522, Faculty of Economics, University of Cambridge.
- Tambakis, Demosthenes N., 2015. "Determinate liquidity traps," Economics Letters, Elsevier, vol. 135(C), pages 126-132.
- Demosthenes N. Tambakis & Nikola Tarashev, 2012. "Systematic monetary policy and the forward premium puzzle," BIS Working Papers 396, Bank for International Settlements.
- Tambakis, D.N., 2008.
"Optimal Monetary Policy with a Convex Phillips Curve,"
Cambridge Working Papers in Economics
0859, Faculty of Economics, University of Cambridge.
- Tambakis Demosthenes N., 2009. "Optimal Monetary Policy with a Convex Phillips Curve," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-25, June.
- Tambakis, D.N., 2008.
"Feedback Trading and Intermittent Market Turbulence,"
Cambridge Working Papers in Economics
0847, Faculty of Economics, University of Cambridge.
- Demosthenes Tambakis, 2009. "Feedback trading and intermittent market turbulence," Quantitative Finance, Taylor & Francis Journals, vol. 9(4), pages 477-489.
- Tambakis, D.N., 2007.
"Fear of Floating and Social Welfare,"
Cambridge Working Papers in Economics
0726, Faculty of Economics, University of Cambridge.
- Demosthenes N. Tambakis, 2007. "Fear of Floating and Social Welfare," International Journal of Central Banking, International Journal of Central Banking, vol. 3(3), pages 183-204, September.
- Mardi Dungey & Charles Goodhart & Demosthenes Tambakis, 2005.
"The Us Treasury Market In August 1998: Untangling The Effects Og Hong Kong And Russia With High Frequency Data,"
CAMA Working Papers
2005-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey & Charles Goodhart & Demosthenes Tambakis, 2008. "The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 40-52.
- Demosthenes N Tambakis, 2000. "On The Informational Content Of Asset Prices," Computing in Economics and Finance 2000 101, Society for Computational Economics.
- Demosthenes N. Tambakis, 1998. "Monetary Policy with a Convex Phillips Curve and Asymmetric Loss," IMF Working Papers 1998/021, International Monetary Fund.
- Doug Laxton, Dave Rose & Demos Tambakis, "undated". "Should the Fed Base Policy Decisions on a Linear Phillips Curve?," Computing in Economics and Finance 1997 10, Society for Computational Economics.
Articles
- Demosthenes Tambakis, 2021.
"A Markov chain measure of systemic banking crisis frequency,"
Applied Economics Letters, Taylor & Francis Journals, vol. 28(16), pages 1351-1356, September.
- Tambakis, D., 2020. "A Markov-Chain Measure of Systemic Banking Crisis Frequency," Cambridge Working Papers in Economics 2083, Faculty of Economics, University of Cambridge.
- Tambakis, Demosthenes N., 2015.
"Determinate liquidity traps,"
Economics Letters, Elsevier, vol. 135(C), pages 126-132.
- Demostenes N. Tambakis, 2015. "Determinate liquidity traps," Cambridge Working Papers in Economics 1522, Faculty of Economics, University of Cambridge.
- Tambakis, Demosthenes N., 2014. "On the risk of long-run deflation," Economics Letters, Elsevier, vol. 122(2), pages 176-181.
- Dungey, Mardi & McKenzie, Michael & Tambakis, Demosthenes N., 2009. "Flight-to-quality and asymmetric volatility responses in US Treasuries," Global Finance Journal, Elsevier, vol. 19(3), pages 252-267.
- Tambakis Demosthenes N., 2009.
"Optimal Monetary Policy with a Convex Phillips Curve,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-25, June.
- Tambakis, D.N., 2008. "Optimal Monetary Policy with a Convex Phillips Curve," Cambridge Working Papers in Economics 0859, Faculty of Economics, University of Cambridge.
- Demosthenes Tambakis, 2009.
"Feedback trading and intermittent market turbulence,"
Quantitative Finance, Taylor & Francis Journals, vol. 9(4), pages 477-489.
- Tambakis, D.N., 2008. "Feedback Trading and Intermittent Market Turbulence," Cambridge Working Papers in Economics 0847, Faculty of Economics, University of Cambridge.
- Mardi Dungey & Charles Goodhart & Demosthenes Tambakis, 2008.
"The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 40-52.
- Mardi Dungey & Charles Goodhart & Demosthenes Tambakis, 2005. "The Us Treasury Market In August 1998: Untangling The Effects Og Hong Kong And Russia With High Frequency Data," CAMA Working Papers 2005-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- L. Vanessa Smith & Demosthenes Tambakis, 2007. "Testing for changing persistence in US Treasury on/off spreads under weighted-symmetric estimation," The European Journal of Finance, Taylor & Francis Journals, vol. 14(2), pages 75-89.
- Demosthenes N. Tambakis, 2007.
"Fear of Floating and Social Welfare,"
International Journal of Central Banking, International Journal of Central Banking, vol. 3(3), pages 183-204, September.
- Tambakis, D.N., 2007. "Fear of Floating and Social Welfare," Cambridge Working Papers in Economics 0726, Faculty of Economics, University of Cambridge.
- Tambakis, Demosthenes N, 2002. "Expected Social Welfare under a Convex Philips Curve and Asymmetric Policy Preferences," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(2), pages 434-449, May.
- Tambakis, Demosthenes N & Van Royen, Anne-Sophie, 2002. "Conditional Predictability of Daily Exchange Rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(5), pages 301-315, August.
- Tambakis, Demosthenes N., 1999. "Effective central bank independence and the inflation-output trade-off," Journal of Macroeconomics, Elsevier, vol. 21(4), pages 729-753.
- Laxton, Douglas & Rose, David & Tambakis, Demosthenes, 1999. "The U.S. Phillips curve: The case for asymmetry," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1459-1485, September.
- Tambakis Demosthenes N., 1999. "Monetary Policy with a Nonlinear Phillips Curve and Asymmetric Loss," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(4), pages 1-17, January.
Books
- Dungey, Mardi & Tambakis, Demosthenes N. (ed.), 2005. "Identifying International Financial Contagion: Progress and Challenges," OUP Catalogue, Oxford University Press, number 9780195187182.
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
- Tambakis, D., 2020.
"A Markov-Chain Measure of Systemic Banking Crisis Frequency,"
Cambridge Working Papers in Economics
2083, Faculty of Economics, University of Cambridge.
- Demosthenes Tambakis, 2021. "A Markov chain measure of systemic banking crisis frequency," Applied Economics Letters, Taylor & Francis Journals, vol. 28(16), pages 1351-1356, September.
Cited by:
- Miguel Leon-Ledesma & Katsuyuki Shibayama, 2023. "(Endogenous) Growth Slowdowns," Studies in Economics 2303, School of Economics, University of Kent.
- du Plessis, Emile, 2022. "Multinomial modeling methods: Predicting four decades of international banking crises," Economic Systems, Elsevier, vol. 46(2).
- Robertson, D. & Tambakis, D., 2016.
"Long-Run Debt Ratios with Fiscal Fatigue,"
Cambridge Working Papers in Economics
1674, Faculty of Economics, University of Cambridge.
Cited by:
- Christos Shiamptanis, 2019.
"Tax Austerity: Does it avert solvency crises?,"
LCERPA Working Papers
ec0119, Laurier Centre for Economic Research and Policy Analysis.
- Christos Shiamptanis, 2024. "Tax Austerity: Does It Avert Solvency Crises?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(6), pages 1515-1543, September.
- Christos Shiamptanis, 2019. "Tax Austerity: Does it Avert Solvency Crises?," LCERPA Working Papers bm0126, Laurier Centre for Economic Research and Policy Analysis, revised 2021.
- Christos Shiamptanis, 2019.
"Tax Austerity: Does it avert solvency crises?,"
LCERPA Working Papers
ec0119, Laurier Centre for Economic Research and Policy Analysis.
- Demostenes N. Tambakis, 2015.
"Determinate liquidity traps,"
Cambridge Working Papers in Economics
1522, Faculty of Economics, University of Cambridge.
- Tambakis, Demosthenes N., 2015. "Determinate liquidity traps," Economics Letters, Elsevier, vol. 135(C), pages 126-132.
Cited by:
- Ignacio Lozano-Espitia & Fernando Arias-Rodríguez & Jesus Bejarano & Andres Gonzalez & Clark Granger-Castaño & Franz Hamann & Yurany Hernández-Turca & Juan Manuel Julio-Román & Martha López & Juan C. , 2019.
"La política fiscal y la estabilización macroeconómica en Colombia,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 90, pages 1-60, April.
- Ignacio Lozano-Espitia & Fernando Arias-Rodríguez, Jesus Bejarano & Andres Gonzalez, Clark Granger-Castaño & Franz Hamann, Yurany Hernández-Turca & Juan Manuel Julio-Román, Martha López & Juan C. Mend, 2019. "La política fiscal y la estabilización macroeconómica en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 90, pages 1-60, April.
- Demosthenes N. Tambakis & Nikola Tarashev, 2012.
"Systematic monetary policy and the forward premium puzzle,"
BIS Working Papers
396, Bank for International Settlements.
Cited by:
- Cheolbeom Park & Sookyung Park, 2014.
"Can Monetary Policy Cause the Uncovered Interest Parity Puzzle?,"
Discussion Paper Series
1404, Institute of Economic Research, Korea University.
- Park, Cheolbeom & Park, Sookyung, 2017. "Can monetary policy cause the uncovered interest parity puzzle?," Japan and the World Economy, Elsevier, vol. 41(C), pages 34-44.
- Cheolbeom Park & Sookyung Park, 2014.
"Can Monetary Policy Cause the Uncovered Interest Parity Puzzle?,"
Discussion Paper Series
1404, Institute of Economic Research, Korea University.
- Tambakis, D.N., 2008.
"Optimal Monetary Policy with a Convex Phillips Curve,"
Cambridge Working Papers in Economics
0859, Faculty of Economics, University of Cambridge.
- Tambakis Demosthenes N., 2009. "Optimal Monetary Policy with a Convex Phillips Curve," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-25, June.
Cited by:
- Anil Kumar & Pia M. Orrenius, 2014.
"A closer look at the Phillips curve using state-level data,"
Working Papers
1409, Federal Reserve Bank of Dallas.
- Kumar, Anil & M. Orrenius, Pia, 2016. "A closer look at the Phillips curve using state-level data," Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 84-102.
- Renaud St-Cyr, 2018. "Non-linéarité de la courbe de Phillips : un survol de la littérature," Staff Analytical Notes 2018-3, Bank of Canada.
- Semmler, Willi & Gross, Marco, 2017.
"Mind the output gap: the disconnect of growth and inflation during recessions and convex Phillips curves in the euro area,"
Working Paper Series
2004, European Central Bank.
- Marco Gross & Willi Semmler, 2019. "Mind the Output Gap: The Disconnect of Growth and Inflation during Recessions and Convex Phillips Curves in the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(4), pages 817-848, August.
- Hinterlang, Natascha & Tänzer, Alina, 2021. "Optimal monetary policy using reinforcement learning," Discussion Papers 51/2021, Deutsche Bundesbank.
- Tambakis, D.N., 2008.
"Feedback Trading and Intermittent Market Turbulence,"
Cambridge Working Papers in Economics
0847, Faculty of Economics, University of Cambridge.
- Demosthenes Tambakis, 2009. "Feedback trading and intermittent market turbulence," Quantitative Finance, Taylor & Francis Journals, vol. 9(4), pages 477-489.
Cited by:
- Kallinterakis, Vasileios & Karaa, Rabaa, 2023. "From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading," International Review of Financial Analysis, Elsevier, vol. 85(C).
- Fotini Economou & Konstantinos Gavriilidis & Bartosz Gebka & Vasileios Kallinterakis, 2022. "Feedback trading: a review of theory and empirical evidence," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 15(4), pages 429-476, February.
- Viet Hoang Nguyen & Yongcheol Shin, 2011. "Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics," Melbourne Institute Working Paper Series wp2011n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Tambakis, D.N., 2007.
"Fear of Floating and Social Welfare,"
Cambridge Working Papers in Economics
0726, Faculty of Economics, University of Cambridge.
- Demosthenes N. Tambakis, 2007. "Fear of Floating and Social Welfare," International Journal of Central Banking, International Journal of Central Banking, vol. 3(3), pages 183-204, September.
Cited by:
- Vladimir Sokolov & Byung‐Joo Lee & Nelson C. Mark, 2011. "Linkages Between Exchange Rate Policy And Macroeconomic Performance," Pacific Economic Review, Wiley Blackwell, vol. 16(4), pages 395-420, October.
- Timo Baas, 2014. "Stability and Eurozone membership: Should a small transition country join?," EcoMod2014 6916, EcoMod.
- Mardi Dungey & Charles Goodhart & Demosthenes Tambakis, 2005.
"The Us Treasury Market In August 1998: Untangling The Effects Og Hong Kong And Russia With High Frequency Data,"
CAMA Working Papers
2005-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey & Charles Goodhart & Demosthenes Tambakis, 2008. "The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 40-52.
Cited by:
- Mardi Dungey & M.Tugrul Vehbi, 2011.
"A SVECM Model of the UK Economy and The Term Premium,"
CAMA Working Papers
2011-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dungey, Mardi & Tugrul Vehbi, M, 2011. "A SVECM Model of the UK Economy and The Term Premium," Working Papers 11610, University of Tasmania, Tasmanian School of Business and Economics.
- Mardi Dungey & Rene Fry & Vance L. Martin, 2006. "Correlation, Contagion, and Asian Evidence," Asian Economic Papers, MIT Press, vol. 5(2), pages 32-72, Spring/Su.
- Mardi Dungey & Michael McKenzie & Vanessa Smith, 2007.
"Empirical Evidence On Jumps In The Term Structure Of The Us Treasury Market,"
CAMA Working Papers
2007-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dungey, Mardi & McKenzie, Michael & Smith, L. Vanessa, 2009. "Empirical evidence on jumps in the term structure of the US Treasury Market," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 430-445, June.
- Dungey, Mardi & Matei, Marius & Treepongkaruna, Sirimon, 2014. "Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data," Working Papers 2014-12, University of Tasmania, Tasmanian School of Business and Economics.
- Nippani, Srinivas & Smith, Stanley D., 2010. "The increasing default risk of US Treasury securities due to the financial crisis," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2472-2480, October.
- Demosthenes N. Tambakis, 1998.
"Monetary Policy with a Convex Phillips Curve and Asymmetric Loss,"
IMF Working Papers
1998/021, International Monetary Fund.
Cited by:
- Tejada, César A. O. & Portugal, Marcelo S., 2002. "Credibility and Reputation: An Application of the External Circumstances Model for the Real Plan," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 56(4), October.
- Gross, Marco, 2009. "Nonparametric Hybrid Phillips Curves Based on Subjective Expectations: Estimates for the Euro Area," Working Paper Series 1119, European Central Bank.
- Orlando Gomes & Diana A. Mendes & Vivaldo M. Mendes & José Sousa Ramos, 2006.
"Endogenous Cycles in Optimal Monetary Policywith a Nonlinear Phillips Curve,"
Working Papers Series 1
ercwp1508, ISCTE-IUL, Business Research Unit (BRU-IUL).
- Gomes, O. & Mendes, D. A. & Mendes, V. P. & Sousa Ramos, J., 2007. "Endogenous Cycles in Optimal Monetary Policy with a Nonlinear Phillips Curve," Money Macro and Finance (MMF) Research Group Conference 2006 139, Money Macro and Finance Research Group.
- Kuzin, Vladimir, 2006. "The inflation aversion of the Bundesbank: A state space approach," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1671-1686.
- Arruda, Elano Ferreira & Ferreira, Roberto Tatiwa & Castelar, Ivan, 2011.
"Modelos Lineares e Não Lineares da Curva de Phillips para Previsão da Taxa de Inflação no Brasil,"
Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 65(3), September.
- Elano Ferreira Arruda & Roberto Tatiwa Ferreira & Ivan Castelar, 2008. "Modelos lineares e não lineares da curva de Phillips para previsão da taxa de Inflação no Brasil," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807211607140, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Nobay, A. R. & Peel, D. A., 2000. "Optimal monetary policy with a nonlinear Phillips curve," Economics Letters, Elsevier, vol. 67(2), pages 159-164, May.
- Harold Ngalawa & Coretha Komba, 2020. "Inflation‐Output Trade‐Off in South Africa: Is the Phillips Curve Symmetric?," South African Journal of Economics, Economic Society of South Africa, vol. 88(4), pages 472-494, December.
- Willi SEMMLER & Wenlang ZHANG, 2010. "Monetary Policy Rules with Nonlinear Philips Curve and Endogenous Nairu," EcoMod2004 330600128, EcoMod.
Articles
- Demosthenes Tambakis, 2021.
"A Markov chain measure of systemic banking crisis frequency,"
Applied Economics Letters, Taylor & Francis Journals, vol. 28(16), pages 1351-1356, September.
See citations under working paper version above.
- Tambakis, D., 2020. "A Markov-Chain Measure of Systemic Banking Crisis Frequency," Cambridge Working Papers in Economics 2083, Faculty of Economics, University of Cambridge.
- Tambakis, Demosthenes N., 2015.
"Determinate liquidity traps,"
Economics Letters, Elsevier, vol. 135(C), pages 126-132.
See citations under working paper version above.
- Demostenes N. Tambakis, 2015. "Determinate liquidity traps," Cambridge Working Papers in Economics 1522, Faculty of Economics, University of Cambridge.
- Tambakis, Demosthenes N., 2014.
"On the risk of long-run deflation,"
Economics Letters, Elsevier, vol. 122(2), pages 176-181.
Cited by:
- Taisuke Nakata & Sebastian Schmidt, 2014.
"Conservatism and Liquidity Traps,"
UTokyo Price Project Working Paper Series
059, University of Tokyo, Graduate School of Economics, revised Jul 2015.
- Taisuke Nakata & Sebastian Schmidt, 2014. "Conservatism and Liquidity Traps," Finance and Economics Discussion Series 2014-105, Board of Governors of the Federal Reserve System (U.S.).
- Schmidt, Sebastian & Nakata, Taisuke, 2015. "Conservatism and liquidity traps," Working Paper Series 1816, European Central Bank.
- Taisuke Nakata & Sebastian Schmidt, 2015. "Conservatism and Liquidity Traps," Working Papers e101, Tokyo Center for Economic Research.
- Nakata, Taisuke & Schmidt, Sebastian, 2019. "Conservatism and liquidity traps," Journal of Monetary Economics, Elsevier, vol. 104(C), pages 37-47.
- Helder Ferreira de Mendonça & Diogo Martins Esteves, 2018. "Monetary authority's transparency and income inequality," Review of Development Economics, Wiley Blackwell, vol. 22(4), pages 202-227, November.
- Demosthenes Tambakis, 2021.
"A Markov chain measure of systemic banking crisis frequency,"
Applied Economics Letters, Taylor & Francis Journals, vol. 28(16), pages 1351-1356, September.
- Tambakis, D., 2020. "A Markov-Chain Measure of Systemic Banking Crisis Frequency," Cambridge Working Papers in Economics 2083, Faculty of Economics, University of Cambridge.
- Tambakis, Demosthenes N., 2015.
"Determinate liquidity traps,"
Economics Letters, Elsevier, vol. 135(C), pages 126-132.
- Demostenes N. Tambakis, 2015. "Determinate liquidity traps," Cambridge Working Papers in Economics 1522, Faculty of Economics, University of Cambridge.
- Taisuke Nakata & Sebastian Schmidt, 2014.
"Conservatism and Liquidity Traps,"
UTokyo Price Project Working Paper Series
059, University of Tokyo, Graduate School of Economics, revised Jul 2015.
- Dungey, Mardi & McKenzie, Michael & Tambakis, Demosthenes N., 2009.
"Flight-to-quality and asymmetric volatility responses in US Treasuries,"
Global Finance Journal, Elsevier, vol. 19(3), pages 252-267.
Cited by:
- Goedde-Menke, Michael & Langer, Thomas & Pfingsten, Andreas, 2014. "Impact of the financial crisis on bank run risk – Danger of the days after," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 522-533.
- Helen Hui Huang & Yanjie Wang & Shunming Zhang, 2021. "Heterogeneous Beliefs, Limited Participation and Flight-to-Quality," Annals of Economics and Finance, Society for AEF, vol. 22(2), pages 467-524, November.
- Pham, Linh & Nguyen, Canh Phuc, 2021. "Asymmetric tail dependence between green bonds and other asset classes," Global Finance Journal, Elsevier, vol. 50(C).
- Wali Ullah & Yasumasa Matsuda & Yoshihiko Tsukuda, 2014. "Dynamics of the term structure of interest rates and monetary policy: is monetary policy effective during zero interest rate policy?," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(3), pages 546-572, March.
- Dutta, Anupam & Bouri, Elie & Noor, Md Hasib, 2021. "Climate bond, stock, gold, and oil markets: Dynamic correlations and hedging analyses during the COVID-19 outbreak," Resources Policy, Elsevier, vol. 74(C).
- Omar, Ayman M.A. & Wisniewski, Tomasz Piotr & Nolte, Sandra, 2017. "Diversifying away the risk of war and cross-border political crisis," Energy Economics, Elsevier, vol. 64(C), pages 494-510.
- Tambakis Demosthenes N., 2009.
"Optimal Monetary Policy with a Convex Phillips Curve,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-25, June.
See citations under working paper version above.
- Tambakis, D.N., 2008. "Optimal Monetary Policy with a Convex Phillips Curve," Cambridge Working Papers in Economics 0859, Faculty of Economics, University of Cambridge.
- Demosthenes Tambakis, 2009.
"Feedback trading and intermittent market turbulence,"
Quantitative Finance, Taylor & Francis Journals, vol. 9(4), pages 477-489.
See citations under working paper version above.
- Tambakis, D.N., 2008. "Feedback Trading and Intermittent Market Turbulence," Cambridge Working Papers in Economics 0847, Faculty of Economics, University of Cambridge.
- Mardi Dungey & Charles Goodhart & Demosthenes Tambakis, 2008.
"The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 40-52.
See citations under working paper version above.
- Mardi Dungey & Charles Goodhart & Demosthenes Tambakis, 2005. "The Us Treasury Market In August 1998: Untangling The Effects Og Hong Kong And Russia With High Frequency Data," CAMA Working Papers 2005-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- L. Vanessa Smith & Demosthenes Tambakis, 2007.
"Testing for changing persistence in US Treasury on/off spreads under weighted-symmetric estimation,"
The European Journal of Finance, Taylor & Francis Journals, vol. 14(2), pages 75-89.
Cited by:
- Mardi Dungey & Charles Goodhart & Demosthenes Tambakis, 2008.
"The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 40-52.
- Mardi Dungey & Charles Goodhart & Demosthenes Tambakis, 2005. "The Us Treasury Market In August 1998: Untangling The Effects Og Hong Kong And Russia With High Frequency Data," CAMA Working Papers 2005-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey & Charles Goodhart & Demosthenes Tambakis, 2008.
"The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 40-52.
- Demosthenes N. Tambakis, 2007.
"Fear of Floating and Social Welfare,"
International Journal of Central Banking, International Journal of Central Banking, vol. 3(3), pages 183-204, September.
See citations under working paper version above.
- Tambakis, D.N., 2007. "Fear of Floating and Social Welfare," Cambridge Working Papers in Economics 0726, Faculty of Economics, University of Cambridge.
- Tambakis, Demosthenes N, 2002.
"Expected Social Welfare under a Convex Philips Curve and Asymmetric Policy Preferences,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(2), pages 434-449, May.
Cited by:
- Henry W. Chappell & Rob Roy McGregor, 2004. "Did Time Inconsistency Contribute To The Great Inflation? Evidence From The Fomc Transcripts," Economics and Politics, Wiley Blackwell, vol. 16(3), pages 233-251, November.
- Nurudeen Abu, 2019. "Inflation and Unemployment Trade-off: A Re-examination of the Phillips Curve and its Stability in Nigeria," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 13(1), March.
- Alvarez-Lois, Pedro P., 2004. "Capacity constraints, idiosyncratic demand uncertainty and the dynamics of inflation," Economics Letters, Elsevier, vol. 83(1), pages 15-21, April.
- Xu, Qifa & Niu, Xufeng & Jiang, Cuixia & Huang, Xue, 2015. "The Phillips curve in the US: A nonlinear quantile regression approach," Economic Modelling, Elsevier, vol. 49(C), pages 186-197.
- Tambakis Demosthenes N., 2009.
"Optimal Monetary Policy with a Convex Phillips Curve,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-25, June.
- Tambakis, D.N., 2008. "Optimal Monetary Policy with a Convex Phillips Curve," Cambridge Working Papers in Economics 0859, Faculty of Economics, University of Cambridge.
- Pedro Pablo Álvarez Lois, 2003. "Capacity utilization and Monetary Policy," Working Papers 0306, Banco de España.
- Tambakis, Demosthenes N & Van Royen, Anne-Sophie, 2002.
"Conditional Predictability of Daily Exchange Rates,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(5), pages 301-315, August.
Cited by:
- Marcelo Griebeler, 2014. "Models for forecasting exchange rate volatility: a comparison between developed and emerging countries," Economics Bulletin, AccessEcon, vol. 34(3), pages 1618-1630.
- John Galbraith & Greg Tkacz, 2007. "How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables," Staff Working Papers 07-1, Bank of Canada.
- Tambakis, Demosthenes N., 1999.
"Effective central bank independence and the inflation-output trade-off,"
Journal of Macroeconomics, Elsevier, vol. 21(4), pages 729-753.
Cited by:
- D. Masciandaro, 2019. "What Bird Is That? Central Banking And Monetary Policy In The Last Forty Years," BAFFI CAREFIN Working Papers 19127, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Laxton, Douglas & Rose, David & Tambakis, Demosthenes, 1999.
"The U.S. Phillips curve: The case for asymmetry,"
Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1459-1485, September.
Cited by:
- Ann-Charlotte Eliasson & Mr. Peter Isard & Mr. Douglas Laxton, 1999.
"Simple Monetary Policy Rules Under Model Uncertainty,"
IMF Working Papers
1999/075, International Monetary Fund.
- Peter Isard & Douglas Laxton & Ann-Charlotte Eliasson, 1999. "Simple Monetary Policy Rules Under Model Uncertainty," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 6(4), pages 537-577, November.
- Peter Isard & Douglas Laxton & Ann-Charlotte Eliasson, 1999. "Simple Monetary Policy Rules Under Model Uncertainty," Computing in Economics and Finance 1999 841, Society for Computational Economics.
- Schaling, Eric, 2004.
"The Nonlinear Phillips Curve and Inflation Forecast Targeting: Symmetric versus Asymmetric Monetary Policy Rules,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(3), pages 361-386, June.
- Schaling, E., 1998. "The Nonlinear Phillips Curve and Inflation Forecast Targeting - Symmetric Versus Asymmetric Monetary Policy Rules," Discussion Paper 1998-136, Tilburg University, Center for Economic Research.
- Øivind A. Nilsen & Magne Vange, 2019.
"Intermittent Price Changes in Production Plants: Empirical Evidence Using Monthly Data,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(1), pages 98-122, February.
- Øivind Anti Nilsen & Magne Vange, 2018. "Intermittent Price Changes in Production Plants: Empirical Evidence Using Monthly Data," CESifo Working Paper Series 7145, CESifo.
- Nilsen, Øivind A. & Vange, Magne, 2016. "Intermittent Price Changes in Production Plants: Empirical Evidence using Monthly Data," Discussion Paper Series in Economics 22/2016, Norwegian School of Economics, Department of Economics.
- Doyle, Matthew & Falk, Barry L., 2006.
"Do Asymmetric Central Bank Preferences Help Explain Observed Inflation Outcomes?,"
Staff General Research Papers Archive
12501, Iowa State University, Department of Economics.
- Doyle, Matthew & Falk, Barry, 2010. "Do asymmetric central bank preferences help explain observed inflation outcomes?," Journal of Macroeconomics, Elsevier, vol. 32(2), pages 527-540, June.
- Matthew Doyle & Barry Falk, 2009. "Do Asymmetric Central Bank Preferences Help Explain Observed Inflation Outcomes?," Working Papers 0902, University of Waterloo, Department of Economics, revised Feb 2009.
- 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).
- 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.
- 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," Kiel Working Papers 1951, Kiel Institute for the World Economy (IfW Kiel).
- Baghli, M. & Cahn, C. & Fraisse, H., 2006.
"Is the Inflation-Output Nexus Asymmetric in the Euro Area?,"
Working papers
140, Banque de France.
- Baghli, Mustapha & Cahn, Christophe & Fraisse, Henri, 2007. "Is the inflation-output Nexus asymmetric in the Euro area?," Economics Letters, Elsevier, vol. 94(1), pages 1-6, January.
- Meyler, Aidan, 1999.
"The non-accelerating inflation rate of unemployment (NAIRU) in a small open economy: The irish context,"
MPRA Paper
11363, University Library of Munich, Germany.
- Meyler, Aidan, 1999. "The Non-Accelerating Inflation Rate of Unemployment (NAIRU) in a Small Open Economy: The Irish Context," Research Technical Papers 5/RT/99, Central Bank of Ireland.
- Anil Kumar & Pia M. Orrenius, 2014.
"A closer look at the Phillips curve using state-level data,"
Working Papers
1409, Federal Reserve Bank of Dallas.
- Kumar, Anil & M. Orrenius, Pia, 2016. "A closer look at the Phillips curve using state-level data," Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 84-102.
- Huh, Hyeon-seung & Jang, Inwon, 2007. "Nonlinear Phillips curve, sacrifice ratio, and the natural rate of unemployment," Economic Modelling, Elsevier, vol. 24(5), pages 797-813, September.
- Borek Vasicek, 2011.
"Is Monetary Policy in the New EU Member States Asymmetric?,"
Working Papers
2011/05, Czech National Bank.
- Borek Vasicek, 2010. "Is Monetary Policy in New Members States Asymmetric?," William Davidson Institute Working Papers Series wp1005, William Davidson Institute at the University of Michigan.
- Vašíček, Bořek, 2012. "Is monetary policy in the new EU member states asymmetric?," Economic Systems, Elsevier, vol. 36(2), pages 235-263.
- Borek Vasícek, 2010. "Is Monetary Policy in New Members States Asymmetric?," Working Papers wpdea1010, Department of Applied Economics at Universitat Autonoma of Barcelona.
- Henry W. Chappell & Rob Roy McGregor, 2004. "Did Time Inconsistency Contribute To The Great Inflation? Evidence From The Fomc Transcripts," Economics and Politics, Wiley Blackwell, vol. 16(3), pages 233-251, November.
- Correa, Arnildo da Silva & Minella, André, 2010.
"Nonlinear mechanisms of the exchange rate pass-through: A Phillips curve model with threshold for Brazil,"
Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 64(3), September.
- Arnildo da Silva Correa & André Minella, 2006. "Nonlinear Mechanisms of the Exchange Rate Pass-Through: a Phillips curve model with threshold for Brazil," Working Papers Series 122, Central Bank of Brazil, Research Department.
- Orphanides, Athanasios & Wieland, Volker, 2000.
"Inflation zone targeting,"
European Economic Review, Elsevier, vol. 44(7), pages 1351-1387, June.
- Orphanides, Athanasios & Wieland, Volker, 1999. "Inflation zone targeting," Working Paper Series 8, European Central Bank.
- Narek Ghazaryan, 2014. "Short Term Forecasting System of Private Demand Components in Armenia," Working Papers 3, Central Bank of the Republic of Armenia, revised Dec 2015.
- Eva M. Köberl, 2011. "Kapazitätsauslastung, Produktionshemmnisse und Preisanpassungen unter dem Mikroskop," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 5(4), pages 43-54, December.
- Franz Wolfgang, 2001. "Neues von der NAIRU? / News from the NAIRU?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 221(3), pages 256-284, June.
- Peter Flaschel & Hans-Martin Krolzig, 2003. "Wage and Price Phillips Curves An empirical analysis of destabilizing wage-price spirals," Economics Papers 2003-W16, Economics Group, Nuffield College, University of Oxford.
- Chollete, Loran & Ning, Cathy, 2009.
"The Dependence Structure of Macroeconomic Variables in the US,"
UiS Working Papers in Economics and Finance
2009/31, University of Stavanger.
- Cathy Q. Ning & Loran Chollete, 2009. "The Dependence Structure of Macroeconomic Variables in the US," Working Papers 005, Toronto Metropolitan University, Department of Economics.
- Orphanides, Athanasios, 2003.
"The quest for prosperity without inflation,"
Journal of Monetary Economics, Elsevier, vol. 50(3), pages 633-663, April.
- Orphanides, Athanasios, 1999. "The Quest for Prosperity Without Inflation," Working Paper Series 93, Sveriges Riksbank (Central Bank of Sweden).
- Orphanides, Athanasios, 2000. "The quest for prosperity without inflation," Working Paper Series 15, European Central Bank.
- Mayes, David & Virén, Matti, 2004.
"Asymmetries in the Euro area economy,"
Bank of Finland Research Discussion Papers
9/2004, Bank of Finland.
- David G. Mayes & Matti Virén, 2004. "Asymmetries in the Euro area economy," Macroeconomics 0404024, University Library of Munich, Germany.
- Mr. Peter Isard & Mr. Douglas Laxton & Ann-Charlotte Eliasson, 2001.
"Inflation Targeting with NAIRU Uncertainty and Endogenous Policy Credibility,"
IMF Working Papers
2001/007, International Monetary Fund.
- Isard, Peter & Laxton, Douglas & Eliasson, Ann-Charlotte, 2001. "Inflation targeting with NAIRU uncertainty and endogenous policy credibility," Journal of Economic Dynamics and Control, Elsevier, vol. 25(1-2), pages 115-148, January.
- 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.
- 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.
- Stracca, Livio & Musso, Alberto & van Dijk, Dick, 2007.
"Instability and nonlinearity in the euro area Phillips curve,"
Working Paper Series
811, European Central Bank.
- Alberto Musso & Livio Stracca & Dick van Dijk, 2009. "Instability and Nonlinearity in the Euro-Area Phillips Curve," International Journal of Central Banking, International Journal of Central Banking, vol. 5(2), pages 181-212, June.
- Chen Pu & Flaschel Peter, 2006. "Measuring the Interaction of Wage and Price Phillips Curves for the U.S. Economy," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(4), pages 1-35, December.
- Mayes, David G. & Virén, Matti, 2000.
"Asymmetry and the problem of aggregation in the euro area,"
Bank of Finland Research Discussion Papers
11/2000, Bank of Finland.
- David Mayes & Matti Viren, 2002. "Asymmetry and the Problem of Aggregation in the Euro Area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 29(1), pages 47-73, March.
- Valadkhani, Abbas, 2014. "Switching impacts of the output gap on inflation: Evidence from Canada, the UK and the US," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 270-285.
- Pickering Andrew & Valle Héctor A., 2012. "Openness, Imported Commodities and the Sacrifice Ratio," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-26, March.
- Eliasson, Ann-Charlotte, 2001. "Is the Short-run Phillips Curve Nonlinear? Empirical Evidence for Australia, Sweden and the United States," Working Paper Series 124, Sveriges Riksbank (Central Bank of Sweden).
- Angela Huang & Dimitri Margaritis & David Mayes, 2001.
"Monetary Policy Rules in Practice: Evidence from New Zealand,"
Multinational Finance Journal, Multinational Finance Journal, vol. 5(3), pages 175-200, September.
- Huang, Angela & Margaritis, Dimitri & Mayes, David, 2001. "Monetary policy rules in practice: Evidence from New Zealand," Bank of Finland Research Discussion Papers 18/2001, Bank of Finland.
- Ali Alichi & Hayk Avetisyan & Mr. Douglas Laxton & Shalva Mkhatrishvili & Armen Nurbekyan & Lusine Torosyan & Hou Wang, 2019.
"Multivariate Filter Estimation of Potential Output for the United States: An Extension with Labor Market Hysteresis,"
IMF Working Papers
2019/035, International Monetary Fund.
- Ali Alichi & Hayk Avetisyan & Douglas Laxton & Shalva Mkhatrishvili & Armen Nurbekyan & Lusine Torosyan & Hou Wang & Armen Nurbekyan & Lusine Torosyan, 2019. "Multivariate Filter Estimation of Potential Output for the United States: An Extension with Labor Market Hysteresis," Working Papers 9, Central Bank of the Republic of Armenia, revised Aug 2019.
- Chollete, Loran & Ning, Cathy, 2012. "Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve," UiS Working Papers in Economics and Finance 2012/1, University of Stavanger.
- Kushal Banik Chowdhury & Kaustav Kanti Sarkar & Srikanta Kundu, 2021. "Nonlinear relationships between inflation, output growth and uncertainty in India: New evidence from a bivariate threshold model," Bulletin of Economic Research, Wiley Blackwell, vol. 73(3), pages 469-493, July.
- Alvaro Aguiar & Manuel Martins, 2005. "Testing the significance and the non-linearity of the Phillips trade-off in the Euro Area," Empirical Economics, Springer, vol. 30(3), pages 665-691, October.
- Dobrynskaya, V.V., 2008. "Asymmetric price rigidity and the optimal interest rate defense of the exchange rate: Some evidence for the US," Journal of Policy Modeling, Elsevier, vol. 30(5), pages 713-724.
- Arruda, Elano Ferreira & Ferreira, Roberto Tatiwa & Castelar, Ivan, 2011.
"Modelos Lineares e Não Lineares da Curva de Phillips para Previsão da Taxa de Inflação no Brasil,"
Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 65(3), September.
- Elano Ferreira Arruda & Roberto Tatiwa Ferreira & Ivan Castelar, 2008. "Modelos lineares e não lineares da curva de Phillips para previsão da taxa de Inflação no Brasil," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807211607140, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Charles Evans & Jonas Fisher & Francois Gourio & Spencer Krane, 2015.
"Risk Management for Monetary Policy Near the Zero Lower Bound,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 46(1 (Spring), pages 141-219.
- Charles L. Evans & Jonas D. M. Fisher & François Gourio & Spencer D. Krane, 2015. "Risk Management for Monetary Policy Near the Zero Lower Bound," Working Paper Series WP-2015-3, Federal Reserve Bank of Chicago.
- Donayre, Luiggi & Panovska, Irina, 2016. "Nonlinearities in the U.S. wage Phillips curve," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 19-43.
- Sznajderska, Anna, 2014. "Asymmetric effects in the Polish monetary policy rule," Economic Modelling, Elsevier, vol. 36(C), pages 547-556.
- Peter Flaschel & Göran Kauermann & Willi Semmler, 2007. "Testing Wage And Price Phillips Curves For The United States," Metroeconomica, Wiley Blackwell, vol. 58(4), pages 550-581, November.
- Coakley, Jerry & Fuertes, Ana-Maria, 2006. "Testing for sign and amplitude asymmetries using threshold autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 30(4), pages 623-654, April.
- Anthony Yates, 1998. "Downward nominal rigidity and monetary policy," Bank of England working papers 82, Bank of England.
- Carl Chiarella & Peter Flaschel, 1999. "Disequilibrium Growth Theory: Foundations, Synthesis, Perspectives," Working Paper Series 85, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Rülke, Jan-Christoph, 2012. "Do professional forecasters apply the Phillips curve and Okun's law? Evidence from six Asian-Pacific countries," Japan and the World Economy, Elsevier, vol. 24(4), pages 317-324.
- Hasanov, Mübariz & Araç, Aysen & Telatar, Funda, 2010.
"Nonlinearity and structural stability in the Phillips curve: Evidence from Turkey,"
Economic Modelling, Elsevier, vol. 27(5), pages 1103-1115, September.
- Mubariz Hasanov & Aysen Arac & Funda Telatar, 2012. "Nonlinearity and Structural Stability in the Phillips Curve: Evidence from Turkey," Hacettepe University Department of Economics Working Papers 20123, Hacettepe University, Department of Economics.
- Harold Ngalawa & Coretha Komba, 2020. "Inflation‐Output Trade‐Off in South Africa: Is the Phillips Curve Symmetric?," South African Journal of Economics, Economic Society of South Africa, vol. 88(4), pages 472-494, December.
- Yuen Chi-Wa, 2002. "Openness And The Output-Inflation Tradeoff: Floating Vs. Fixed Exchange Rates," International Economic Journal, Taylor & Francis Journals, vol. 16(4), pages 1-26.
- Robert J. Tetlow & Peter Von zur Muehlen, 1999.
"Simplicity versus optimality the choice of monetary policy rules when agents must learn,"
Finance and Economics Discussion Series
1999-10, Board of Governors of the Federal Reserve System (U.S.).
- Tetlow, Robert J. & von zur Muehlen, Peter, 2001. "Simplicity versus optimality: The choice of monetary policy rules when agents must learn," Journal of Economic Dynamics and Control, Elsevier, vol. 25(1-2), pages 245-279, January.
- Özer Karagedikli & Kirdan Lees, 2007. "Do the Central Banks of Australia and New Zealand Behave Asymmetrically? Evidence from Monetary Policy Reaction Functions," The Economic Record, The Economic Society of Australia, vol. 83(261), pages 131-142, June.
- Mario Nigrinis Ospina, 2004. "Es lineal la Curva de Phillips en Colombia?," Borradores de Economia 282, Banco de la Republica de Colombia.
- Pu Chen & Carl Chiarella & Peter Flaschel & Willi Semmler, 2006. "Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy," Working Paper Series 147, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Minford, Patrick & Srinivasan, Naveen, 2005.
"Opportunistic Monetary Policy: an Alternative Rationalization,"
Cardiff Economics Working Papers
E2005/9, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Srinivasan, Naveen, 2006. "Opportunistic monetary policy: An alternative rationalization," Journal of Economics and Business, Elsevier, vol. 58(5-6), pages 366-372.
- Kanellopoulos, Nikolaos C. & Koutroulis, Aristotelis G., 2016. "Non-linearities in euro area inflation persistence," Economic Modelling, Elsevier, vol. 59(C), pages 116-123.
- 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.
- Carl Chiarella & Peter Flaschel, 2003. "Towards Applied Disequilibrium Growth Theory: V Housing Investment Cycles, Private Debt Accumulation and Deflation," Working Paper Series 97, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Shalva Mkhatrishvili & Douglas Laxton & Davit Tutberidze & Tamta Sopromadze & Saba Metreveli & Lasha Arevadze & Tamar Mdivnishvili & Giorgi Tsutskiridze, 2019. "Solving non-linear dynamic models (more) efficiently: application to a simple monetary policy model," NBG Working Papers 01/2019, National Bank of Georgia.
- Jaromir Baxa & Miroslav Plasil & Borek Vasicek, 2013.
"Inflation and the Steeplechase Between Economic Activity Variables,"
Working Papers
2013/15, Czech National Bank.
- Baxa Jaromír & Plašil Miroslav & Vašíček Bořek, 2017. "Inflation and the steeplechase between economic activity variables: evidence for G7 countries," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(1), pages 1-42, January.
- Emeka Nkoro & Aham Kelvin Uko, 2018. "A Small-Size Macroeconometric Model for Nigerian Economy," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 7(2), pages 1-4.
- Donayre, Luiggi & Panovska, Irina, 2018. "U.S. wage growth and nonlinearities: The roles of inflation and unemployment," Economic Modelling, Elsevier, vol. 68(C), pages 273-292.
- William Gatt, 2016. "Time variation, asymmetry and threshold effect in Malta's Phillips curve," CBM Working Papers WP/02/2016, Central Bank of Malta.
- Dolado, Juan J. & Maria-Dolores, Ramon & Naveira, Manuel, 2005. "Are monetary-policy reaction functions asymmetric?: The role of nonlinearity in the Phillips curve," European Economic Review, Elsevier, vol. 49(2), pages 485-503, February.
- Hyeon-seung Huh & Hyun Lee & Namkyung Lee, 2009. "Nonlinear Phillips curve, NAIRU and monetary policy rules," Empirical Economics, Springer, vol. 37(1), pages 131-151, September.
- Ma, Chao, 2020. "Momentum and Reversion to Fundamentals: Are They Captured by Subjective Expectations of House Prices?," Journal of Housing Economics, Elsevier, vol. 49(C).
- Eric Schaling, 1999. "The non-linear Phillips curve and inflation forecast targeting," Bank of England working papers 98, Bank of England.
- Nkoba, Malik Abdulrahman & Masih, Mansur, 2018. "Revisiting the Phillips curve trade-off: evidence from Tanzania using nonlinear ARDL approach," MPRA Paper 91631, University Library of Munich, Germany.
- Salome Tvalodze & Shalva Mkhatrishvili & Tamar Mdivnishvili & Davit Tutberidze & Zviad Zedginidze, 2016. "The National Bank of Georgia's Forecasting and Policy Analysis System," NBG Working Papers 01/2016, National Bank of Georgia.
- Pu Chen & Peter Flaschel, 2005. "Keynesian Dynamics and the Wage–Price Spiral: Identifying Downward Rigidities," Computational Economics, Springer;Society for Computational Economics, vol. 25(1), pages 115-142, February.
- Franz, Wolfgang, 2000. "Neues von der NAIRU?," ZEW Discussion Papers 00-41, ZEW - Leibniz Centre for European Economic Research.
- Jenny Lye & Ian McDonald, 2008. "The Eisner Puzzle, the Unemployment Threshold and the Range of Equilibria," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(2), pages 125-141, May.
- Owen Grech & Noel Rapa, 2016. "STREAM: A structural macro-econometric model of the Maltese economy," CBM Working Papers WP/01/2016, Central Bank of Malta.
- Mayes, David G. & Viren, Matti, 2005. "Monetary policy problems for currency unions: asymmetry and the problem of aggregation in the euro area," Economic Modelling, Elsevier, vol. 22(2), pages 219-251, March.
- Ann-Charlotte Eliasson & Mr. Peter Isard & Mr. Douglas Laxton, 1999.
"Simple Monetary Policy Rules Under Model Uncertainty,"
IMF Working Papers
1999/075, International Monetary Fund.
- Tambakis Demosthenes N., 1999.
"Monetary Policy with a Nonlinear Phillips Curve and Asymmetric Loss,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(4), pages 1-17, January.
Cited by:
- Anil Kumar & Pia M. Orrenius, 2014.
"A closer look at the Phillips curve using state-level data,"
Working Papers
1409, Federal Reserve Bank of Dallas.
- Kumar, Anil & M. Orrenius, Pia, 2016. "A closer look at the Phillips curve using state-level data," Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 84-102.
- Orlando Gomes & Vivaldo M. Mendes & Diana A. Mendes & J. Sousa Ramos, 2006.
"Chaotic Dynamics in Optimal Monetary Policy,"
Papers
nlin/0607064, arXiv.org, revised Dec 2006.
- O. Gomes & V. M. Mendes & D. A. Mendes & J. Sousa Ramos, 2007. "Chaotic dynamics in optimal monetary policy," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 57(2), pages 195-199, May.
- Correa, Arnildo da Silva & Minella, André, 2010.
"Nonlinear mechanisms of the exchange rate pass-through: A Phillips curve model with threshold for Brazil,"
Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 64(3), September.
- Arnildo da Silva Correa & André Minella, 2006. "Nonlinear Mechanisms of the Exchange Rate Pass-Through: a Phillips curve model with threshold for Brazil," Working Papers Series 122, Central Bank of Brazil, Research Department.
- Orlando Gomes & Diana A. Mendes & Vivaldo M. Mendes & José Sousa Ramos, 2006.
"Endogenous Cycles in Optimal Monetary Policywith a Nonlinear Phillips Curve,"
Working Papers Series 1
ercwp1508, ISCTE-IUL, Business Research Unit (BRU-IUL).
- Gomes, O. & Mendes, D. A. & Mendes, V. P. & Sousa Ramos, J., 2007. "Endogenous Cycles in Optimal Monetary Policy with a Nonlinear Phillips Curve," Money Macro and Finance (MMF) Research Group Conference 2006 139, Money Macro and Finance Research Group.
- George Christodoulakis & David Peel, 2009. "The Central Bank Inflation Bias in the Presence of Asymmetric Preferences and Non-Normal Shocks," Economics Bulletin, AccessEcon, vol. 29(3), pages 1608-1620.
- Semmler, Willi & Gross, Marco, 2017.
"Mind the output gap: the disconnect of growth and inflation during recessions and convex Phillips curves in the euro area,"
Working Paper Series
2004, European Central Bank.
- Marco Gross & Willi Semmler, 2019. "Mind the Output Gap: The Disconnect of Growth and Inflation during Recessions and Convex Phillips Curves in the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(4), pages 817-848, August.
- Gomes, Orlando, 2006.
"Nonlinear inflation expectations and endogenous fluctuations,"
MPRA Paper
2842, University Library of Munich, Germany.
- Orlando Gomes, 2010. "Nonlinear Inflation Expectations and Endogenous Fluctuations," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 263-280, November.
- Tambakis Demosthenes N., 2009.
"Optimal Monetary Policy with a Convex Phillips Curve,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-25, June.
- Tambakis, D.N., 2008. "Optimal Monetary Policy with a Convex Phillips Curve," Cambridge Working Papers in Economics 0859, Faculty of Economics, University of Cambridge.
- Gomes, Orlando, 2006. "Monetary policy and economic growth: combining short and long run macro analysis," MPRA Paper 2849, University Library of Munich, Germany.
- Pu Chen & Peter Flaschel, 2005. "Keynesian Dynamics and the Wage–Price Spiral: Identifying Downward Rigidities," Computational Economics, Springer;Society for Computational Economics, vol. 25(1), pages 115-142, February.
- Anil Kumar & Pia M. Orrenius, 2014.
"A closer look at the Phillips curve using state-level data,"
Working Papers
1409, Federal Reserve Bank of Dallas.
Books
- Dungey, Mardi & Tambakis, Demosthenes N. (ed.), 2005.
"Identifying International Financial Contagion: Progress and Challenges,"
OUP Catalogue,
Oxford University Press, number 9780195187182.
Cited by:
- Thomas J. Flavin & Ekaterini Panopoulou & Deren Unalmis, 2008.
"On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility,"
Working Papers
0810, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Flavin, Thomas J. & Panopoulou, Ekaterini & Unalmis, Deren, 2008. "On the stability of domestic financial market linkages in the presence of time-varying volatility," Emerging Markets Review, Elsevier, vol. 9(4), pages 280-301, December.
- Thomas J. Flavin & Ekaterini Panopoulou & Deren Unalmis, 2008. "On the stability of domestic financial market linkages in the presence of time-varying volatility," Economics Department Working Paper Series n1981108.pdf, Department of Economics, National University of Ireland - Maynooth.
- Dungey, Mardi & Fry, Renée, 2009. "More Confusion in Contagion Tests: the Effects of a Crisis Sourced in US Credit Markets," The Journal of Economic Asymmetries, Elsevier, vol. 6(3), pages 41-70.
- Hill, Jonathan B. & Aguilar, Mike, 2013. "Moment condition tests for heavy tailed time series," Journal of Econometrics, Elsevier, vol. 172(2), pages 255-274.
- Vance L. Martin & Mardi Dungey, 2007. "Unravelling financial market linkages during crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 89-119.
- Monica Billio & Massimiliano Caporin, 2007.
"Market linkages, variance spillovers and correlation stability: empirical evidences of financial contagion,"
Working Papers
2007_18, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Caporin, Massimiliano, 2010. "Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2443-2458, November.
- Shaun Bond & Mardi Dungey & Renée Fry, 2006.
"A Web Of Shocks: Crises Across Asian Real Estate Markets,"
The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 253-274, May.
- Shaun A. Bond & Mardi Dungey & Renee Fry, 2004. "A web of shocks: Crises across Asian real estate market," CAMA Working Papers 2004-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Desheng Dash Wu & David L. Olson, 2014. "A System Dynamics Modelling of Contagion Effects in Accounts Risk Management," Systems Research and Behavioral Science, Wiley Blackwell, vol. 31(4), pages 502-511, July.
- Mardi Dungey & Rene Fry & Vance L. Martin, 2006. "Correlation, Contagion, and Asian Evidence," Asian Economic Papers, MIT Press, vol. 5(2), pages 32-72, Spring/Su.
- Dungey, Mardi & Fry, Renee & Gonzalez-Hermosillo, Brenda & Martin, Vance, 2006. "Contagion in international bond markets during the Russian and the LTCM crises," Journal of Financial Stability, Elsevier, vol. 2(1), pages 1-27, April.
- Chollete, Loran & Pena, Victor de la & Lu, Ching-Chih, 2009. "International Diversification: A Copula Approach," UiS Working Papers in Economics and Finance 2009/27, University of Stavanger.
- Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry, 2004.
"Empirical Modelling of Contagion: A Review of Methodologies,"
Econometric Society 2004 Australasian Meetings
243, Econometric Society.
- Mardi Dungey & Renee Fry & Brenda Gonzalez-Hermosillo & Vance Martin, 2005. "Empirical modelling of contagion: a review of methodologies," Quantitative Finance, Taylor & Francis Journals, vol. 5(1), pages 9-24.
- Martin, V. & Dungey & M., 2004. "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Far Eastern Meetings 574, Econometric Society.
- Mr. Mardi Dungey & Ms. Renee Fry & Mr. Vance Martin & Ms. Brenda Gonzalez-Hermosillo, 2004. "Empirical Modeling of Contagion: A Review of Methodologies," IMF Working Papers 2004/078, International Monetary Fund.
- Felices, Guillermo & Wieladek, Tomasz, 2012. "Are emerging market indicators of vulnerability to financial crises decoupling from global factors?," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 321-331.
- Lestano & Mardi Dungey & Jan Jacobs, 2004. "On Synchronisation of Financial Crises," Econometric Society 2004 Australasian Meetings 226, Econometric Society.
- Mandilaras, Alex & Bird, Graham, 2010. "A Markov switching analysis of contagion in the EMS," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1062-1075, October.
- Kuper, Gerard H. & Lestano, 2006.
"Dynamic conditional correlation analysis of financial market interdependence: An application to Thailand and Indonesia,"
CCSO Working Papers
200602, University of Groningen, CCSO Centre for Economic Research.
- Kuper, Gerard H. & Lestano, 2007. "Dynamic conditional correlation analysis of financial market interdependence: An application to Thailand and Indonesia," Journal of Asian Economics, Elsevier, vol. 18(4), pages 670-684, August.
- Victor Pontines & Reza Y. Siregar, 2007.
"Tranquil and Crisis Windows, Heteroscedasticity, and Contagion Measurement: MS-VAR Application of the DCC Procedure,"
School of Economics and Public Policy Working Papers
2007-02, University of Adelaide, School of Economics and Public Policy.
- Thomas J. Flavin and Ekaterini Panopoulou, 2007.
"Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp236, IIIS.
- Thomas J. Flavin & Ekaterini Panopoulou, 2010. "Detecting Shift And Pure Contagion In East Asian Equity Markets: A Unified Approach," Pacific Economic Review, Wiley Blackwell, vol. 15(3), pages 401-421, August.
- Thomas J. flavin & Ekaterini Panopoulou, 2008. "Detecting shift and pure contagion in East Asian equity markets: A Unified Approach," Economics Department Working Paper Series n1890208.pdf, Department of Economics, National University of Ireland - Maynooth.
- Orlov, Alexei G., 2009. "A cospectral analysis of exchange rate comovements during Asian financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(5), pages 742-758, December.
- Chollete, Lorán & de la Peña, Victor & Lu, Ching-Chih, 2012. "International diversification: An extreme value approach," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 871-885.
- Zavkidjon Zavkiev, 2005. "Constructing A 2001 Social Accounting Matrix Of Tajikistan," CAMA Working Papers 2005-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dungey, Mardi & Matei, Marius & Treepongkaruna, Sirimon, 2014. "Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data," Working Papers 2014-12, University of Tasmania, Tasmanian School of Business and Economics.
- Dirk Baur & Renee Fry, 2006. "Endogenous Contagion - A Panel Data Analysis," CAMA Working Papers 2006-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey & Eric Renault, 2018. "Identifying contagion," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 227-250, March.
- Chollete, Lorán & de la Peña, Victor & Lu, Ching-Chih, 2011. "International diversification: A copula approach," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 403-417, February.
- Fendel Ralf & Stremmel Hanno, 2016. "Characteristics of Banking Crises: A Comparative Study with Geographical Contagion," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 349-388, May.
- Fernández-Avilés, Gema & Montero, Jose-María & Orlov, Alexei G., 2012. "Spatial modeling of stock market comovements," Finance Research Letters, Elsevier, vol. 9(4), pages 202-212.
- Kangogo, Moses & Volkov, Vladimir, 2022. "Detecting signed spillovers in global financial markets: A Markov-switching approach," International Review of Financial Analysis, Elsevier, vol. 82(C).
- Chollete, Loran & de la Pena , Victor & Lu, Ching-Chih, 2009. "International Diversification: An Extreme Value Approach," UiS Working Papers in Economics and Finance 2009/26, University of Stavanger.
- Ning, Cathy, 2010. "Dependence structure between the equity market and the foreign exchange market-A copula approach," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 743-759, September.
- Chollete, Loran & Ning, Cathy, 2010. "Asymmetric Dependence in US Financial Risk Factors?," UiS Working Papers in Economics and Finance 2011/2, University of Stavanger.
- Thomas J. Flavin & Ekaterini Panopoulou & Deren Unalmis, 2008.
"On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility,"
Working Papers
0810, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 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 (5) 2007-05-19 2009-02-07 2015-08-30 2016-12-18 2020-09-21. Author is listed
- NEP-MON: Monetary Economics (3) 2007-05-19 2009-02-07 2015-08-30
- NEP-CBA: Central Banking (2) 2007-05-19 2009-02-07
- NEP-BAN: Banking (1) 2020-09-21
- NEP-GER: German Papers (1) 2015-08-30
- NEP-IAS: Insurance Economics (1) 2020-09-21
- NEP-MST: Market Microstructure (1) 2008-11-11
- NEP-RMG: Risk Management (1) 2020-09-21
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Demosthenes N. Tambakis should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.