Michelle L. Barnes
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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
- Michelle L. Barnes & Giovanni P. Olivei, 2017.
"Financial variables and macroeconomic forecast errors,"
Working Papers
17-17, Federal Reserve Bank of Boston.
Cited by:
- Adrian, Tobias & Adams, Patrick & Boyarchenko, Nina & Giannone, Domenico, 2020.
"Forecasting Macroeconomic Risks,"
CEPR Discussion Papers
14436, C.E.P.R. Discussion Papers.
- Adams, Patrick A. & Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2021. "Forecasting macroeconomic risks," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1173-1191.
- Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2020. "Forecasting Macroeconomic Risks," Staff Reports 914, Federal Reserve Bank of New York.
- Adrian, Tobias & Adams, Patrick & Boyarchenko, Nina & Giannone, Domenico, 2020.
"Forecasting Macroeconomic Risks,"
CEPR Discussion Papers
14436, C.E.P.R. Discussion Papers.
- Michelle L. Barnes, 2016.
"Did life insurers benefit from TARP or regulatory forbearance during the financial crisis of 2008–2009?,"
Working Papers
16-24, Federal Reserve Bank of Boston.
Cited by:
- Shi Chen & Jyh-Horng Lin & Wenyu Yao & Fu-Wei Huang, 2019. "CEO Overconfidence and Shadow-Banking Life Insurer Performance Under Government Purchases of Distressed Assets," Risks, MDPI, vol. 7(1), pages 1-25, March.
- Michelle L. Barnes & James Bohn & Cynthia Martin, 2015.
"A post-mortem of the life insurance industry's bid for capital during the financial crisis,"
Current Policy Perspectives
15-8, Federal Reserve Bank of Boston.
Cited by:
- Anna Paulson & Richard Rosen, 2016.
"The Life Insurance Industry and Systemic Risk: A Bond Market Perspective,"
Annual Review of Financial Economics, Annual Reviews, vol. 8(1), pages 155-174, October.
- Anna L. Paulson & Richard J. Rosen, 2016. "The Life Insurance Industry and Systemic Risk: A Bond Market Perspective," Working Paper Series WP-2016-4, Federal Reserve Bank of Chicago.
- Anna Paulson & Richard Rosen, 2016.
"The Life Insurance Industry and Systemic Risk: A Bond Market Perspective,"
Annual Review of Financial Economics, Annual Reviews, vol. 8(1), pages 155-174, October.
- Michelle L. Barnes, 2014.
"Let's talk about it: what policy tools should the Fed \\"normally\\" use?,"
Current Policy Perspectives
14-12, Federal Reserve Bank of Boston.
Cited by:
- Mr. Manmohan Singh, 2015. "Managing the Fed’s Liftoff and Transmission of Monetary Policy," IMF Working Papers 2015/202, International Monetary Fund.
- Michelle L. Barnes & Fabia Gumbau-Brisa & Giovanni P. Olivei, 2013.
"Do real-time Okun's law errors predict GDP data revisions?,"
Working Papers
13-3, Federal Reserve Bank of Boston.
Cited by:
- Bruno Ducoudré & Paul Hubert & Guilhem Tabarly, 2020.
"The state-dependence of output revisions,"
Documents de Travail de l'OFCE
2020-04, Observatoire Francais des Conjonctures Economiques (OFCE).
- Ducoudré, Bruno & Hubert, Paul & Tabarly, Guilhem, 2020. "The state-dependence of output revisions," Economics Letters, Elsevier, vol. 192(C).
- Bruno Ducoudre & Paul Hubert & Guilhem Tabarly, 2020. "The state-dependence of output revisions," SciencePo Working papers Main hal-03403073, HAL.
- Bruno Ducoudre & Paul Hubert & Guilhem Tabarly, 2020. "The state-dependence of output revisions," Working Papers hal-03403073, HAL.
- Bruno Ducoudre & Paul Hubert & Guilhem Tabarly, 2020. "The state-dependence of output revisions," SciencePo Working papers Main hal-03403017, HAL.
- Bruno Ducoudre & Paul Hubert & Guilhem Tabarly, 2020. "The state-dependence of output revisions," Post-Print hal-03403017, HAL.
- Stefanescu, Răzvan & Dumitriu, Ramona, 2015. "Creşterea economică a României între 1980 şi 2013 [The Economic Growth of Romania between 1980 and 2013]," MPRA Paper 61592, University Library of Munich, Germany.
- Laurence M. Ball & João Tovar Jalles & Mr. Prakash Loungani, 2014.
"Do Forecasters Believe in Okun’s Law? An Assessment of Unemployment and Output Forecasts,"
IMF Working Papers
2014/024, International Monetary Fund.
- Ball, Laurence & Jalles, João Tovar & Loungani, Prakash, 2015. "Do forecasters believe in Okun’s Law? An assessment of unemployment and output forecasts," International Journal of Forecasting, Elsevier, vol. 31(1), pages 176-184.
- Rui M. Pereira, 2013. "Okun's Law across the Business Cycle and during the Great Recession: A Markov Switching Analysis," Working Papers 139, Department of Economics, College of William and Mary.
- Nektarios A. Michail, 2015.
"Examining the Stability of Okun’s Coefficient,"
Working Papers
2015-2, Central Bank of Cyprus.
- Nektarios A. Michail, 2019. "Examining The Stability Of Okun'S Coefficient," Bulletin of Economic Research, Wiley Blackwell, vol. 71(3), pages 240-256, July.
- Bruno Ducoudré & Paul Hubert & Guilhem Tabarly, 2020.
"The state-dependence of output revisions,"
Documents de Travail de l'OFCE
2020-04, Observatoire Francais des Conjonctures Economiques (OFCE).
- Michelle L. Barnes & Fabia Gumbau-Brisa & Denny Lie & Giovanni P. Olivei, 2011.
"Estimation of forward-looking relationships in closed form: an application to the New Keynesian Phillips curve,"
Working Papers
11-3, Federal Reserve Bank of Boston.
- Barnes, Michelle L. & Gumbau-Brisa, Fabià & Lie, Denny & Olivei, Giovanni P., 2011. "Estimation of Forward-Looking Relationships in Closed Form: An Application to the New Keynesian Phillips Curve," Working Papers 2011-05, University of Sydney, School of Economics.
Cited by:
- Lie, Denny & Yadav, Anirudh S., 2015.
"Time-Varying Trend Inflation and the New Keynesian Phillips Curve in Australia,"
Working Papers
2015-14, University of Sydney, School of Economics.
- Denny Lie & Anirudh S. Yadav, 2017. "Time-Varying Trend Inflation and the New Keynesian Phillips Curve in Australia," The Economic Record, The Economic Society of Australia, vol. 93(300), pages 42-66, March.
- Laurence M. Ball, 2013.
"The Case for Four Percent Inflation,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 13(2), pages 17-31.
- Laurence Ball, 2013. "The Case for Four Percent Inflation," Economics Working Paper Archive 607, The Johns Hopkins University,Department of Economics.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, "undated".
"Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve,"
Working Paper
84656, Harvard University OpenScholar.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Journal of Economic Literature, American Economic Association, vol. 52(1), pages 124-188, March.
- Mavroeidis, Sophocles & Plagborg-Moller, Mikkel & Stock, James H., 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Scholarly Articles 22795845, Harvard University Department of Economics.
- Laurence M. Ball, 2014. "The Case for a Long-Run Inflation Target of Four Percent," IMF Working Papers 2014/092, International Monetary Fund.
- Gumbau-Brisa, Fabià & Lie, Denny, 2015. "Comments on "Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve"," Working Papers 2015-13, University of Sydney, School of Economics.
- Danny Hermawan Adiwibowo & Aryo Sasongko & Denny Lie, 2022. "Money Velocity, Digital Currency, And Inflation Dynamics," Working Papers WP/13/2022, Bank Indonesia.
- Kim, Insu & Yie, Myung-Soo, 2016. "Trend inflation, firms' backward-looking behavior, and inflation gap persistence," Economic Modelling, Elsevier, vol. 58(C), pages 116-125.
- Michelle L. Barnes & N. Aaron Pancost, 2010.
"The sensitivity of long-term interest rates to economic news: comment,"
Working Papers
10-7, Federal Reserve Bank of Boston.
Cited by:
- Liebermann, Joelle, 2011. "The Impact of Macroeconomic News on Bond Yields: (In)Stabilities over Time and Relative Importance," Research Technical Papers 7/RT/11, Central Bank of Ireland.
- Michelle L. Barnes & N. Aaron Pancost, 2010.
"Internal sources of finance and the Great Recession,"
Working Papers
10-15, Federal Reserve Bank of Boston.
Cited by:
- Robert Pollin & James Heintz, 2013. "Study of U.S. Financial System," FESSUD studies fstudy10, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
- Michelle L. Barnes & Zvi Bodie & Robert K. Triest & J. Christina Wang, 2009.
"TIPS scorecard: are TIPS accomplishing what they were supposed to accomplish?: can they be improved?,"
Public Policy Discussion Paper
09-8, Federal Reserve Bank of Boston.
Cited by:
- Matthias Fleckenstein & Francis A. Longstaff & Hanno Lustig, 2013. "Deflation Risk," NBER Working Papers 19238, National Bureau of Economic Research, Inc.
- Michelle L. Barnes & Fabia Gumbau-Brisa & Denny Lie & Giovanni P. Olivei, 2009.
"Closed-form estimates of the New Keynesian Phillips curve with time-varying trend inflation,"
Working Papers
09-15, Federal Reserve Bank of Boston.
Cited by:
- Giovanni Di Bartolomeo & Patrizio Tirelli & Nicola Acocella, 2010.
"Trend inflation, endogenous mark-ups and the non-vertical Phillips curve,"
Working Papers
186, University of Milano-Bicocca, Department of Economics, revised May 2010.
- Di Bartolomeo Giovanni & Tirelli Patrizio & Acocella Nicola, 2010. "Trend inflation, endogenous mark-ups and the non-vertical Phillips curve," wp.comunite 0065, Department of Communication, University of Teramo.
- Guido Ascari & Nicola Branzoli, 2010.
"Inflation persistence, Price Indexation and Optimal Simple Interest Rate Rules,"
Quaderni di Dipartimento
129, University of Pavia, Department of Economics and Quantitative Methods.
- Guido Ascari & Nicola Branzoli, 2015. "Inflation Persistence, Price Indexation and Optimal Simple Interest Rate Rules," Manchester School, University of Manchester, vol. 83, pages 1-30, September.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, "undated".
"Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve,"
Working Paper
84656, Harvard University OpenScholar.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Journal of Economic Literature, American Economic Association, vol. 52(1), pages 124-188, March.
- Mavroeidis, Sophocles & Plagborg-Moller, Mikkel & Stock, James H., 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Scholarly Articles 22795845, Harvard University Department of Economics.
- Guido Ascari & Argia M. Sbordone, 2013.
"The Macroeconomics of Trend Inflation,"
DEM Working Papers Series
053, University of Pavia, Department of Economics and Management.
- Guido Ascari & Argia M. Sbordone, 2013. "The macroeconomics of trend inflation," Staff Reports 628, Federal Reserve Bank of New York.
- Guido Ascari & Argia M. Sbordone, 2014. "The Macroeconomics of Trend Inflation," Journal of Economic Literature, American Economic Association, vol. 52(3), pages 679-739, September.
- Guido Ascari & Efrem Castelnuovo & Lorenza Rossi, 2010.
"Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation,"
Quaderni di Dipartimento
108, University of Pavia, Department of Economics and Quantitative Methods.
- Ascari, Guido & Castelnuovo, Efrem & Rossi, Lorenza, 2011. "Calvo vs. Rotemberg in a trend inflation world: An empirical investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 35(11), pages 1852-1867.
- Guido Ascari & Efrem Castelnuovo & Lorenza Rossi, 2010. "Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation," "Marco Fanno" Working Papers 0116, Dipartimento di Scienze Economiche "Marco Fanno".
- Di Bartolomeo Giovanni & Tirelli Patrizio & Acocella Nicola, 2011.
"Trend inflation, the labor market wedge, and the non-vertical Phillips curve,"
wp.comunite
0081, Department of Communication, University of Teramo.
- Di Bartolomeo, Giovanni & Tirelli, Patrizio & Acocella, Nicola, 2014. "Trend inflation, the labor market wedge, and the non-vertical Phillips curve," Journal of Policy Modeling, Elsevier, vol. 36(6), pages 1022-1035.
- Fuhrer, Jeffrey C., 2010.
"Inflation Persistence,"
Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 9, pages 423-486,
Elsevier.
- Jeff Fuhrer & George Moore, 1995. "Inflation Persistence," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 110(1), pages 127-159.
- Jeffrey C. Fuhrer, 2009. "Inflation persistence," Working Papers 09-14, Federal Reserve Bank of Boston.
- Di Bartolomeo Giovanni & Tirelli Patrizio, 2016. "Public finance and the optimal inflation rate," wp.comunite 00128, Department of Communication, University of Teramo.
- Giovanni Di Bartolomeo & Patrizio Tirelli & Nicola Acocella, 2010.
"Trend inflation, endogenous mark-ups and the non-vertical Phillips curve,"
Working Papers
186, University of Milano-Bicocca, Department of Economics, revised May 2010.
- Michelle L. Barnes & Jose A. Lopez, 2005.
"Alternative measures of the Federal Reserve banks' cost of equity capital,"
Public Policy Discussion Paper
05-2, Federal Reserve Bank of Boston.
- Barnes, Michelle L. & Lopez, Jose A., 2006. "Alternative measures of the Federal Reserve Banks' cost of equity capital," Journal of Banking & Finance, Elsevier, vol. 30(6), pages 1687-1711, June.
- Michelle L. Barnes & Jose A. Lopez, 2005. "Alternative measures of the Federal Reserve banks' cost of equity capital," Working Paper Series 2005-06, Federal Reserve Bank of San Francisco.
Cited by:
- Marques Benton & Krista Blair & Marianne Crowe & Scott Schuh, 2007. "The Boston Fed study of consumer behavior and payment choice: a survey of Federal Reserve System employees," Public Policy Discussion Paper 07-1, Federal Reserve Bank of Boston.
- Colin T. Bowers & Chris Heaton, 2013. "What does high-dimensional factor analysis tell us about risk factors in the Australian stock market?," Applied Economics, Taylor & Francis Journals, vol. 45(11), pages 1395-1404, April.
- Urbański, Stanisław & Zarzecki, Dariusz, 2022. "The Fama-French model for estimating the cost of equity capital: The impact of real options of investment projects," Economic Systems, Elsevier, vol. 46(1).
- Grandes, Martin & Panigo, Demian T. & Pasquini, Ricardo A., 2010. "On the estimation of the cost of equity in Latin America," Emerging Markets Review, Elsevier, vol. 11(4), pages 373-389, December.
- Gehrig, Thomas Paul & Iannino, Maria Chiara, 2016.
"Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?,"
VfS Annual Conference 2016 (Augsburg): Demographic Change
145743, Verein für Socialpolitik / German Economic Association.
- Gehrig, Thomas, 2017. "Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?," CEPR Discussion Papers 11920, C.E.P.R. Discussion Papers.
- Gehrig, Thomas & Iannino, Maria Chiara, 2021. "Did the Basel Process of capital regulation enhance the resiliency of European banks?," Journal of Financial Stability, Elsevier, vol. 55(C).
- Gehrig, Thomas & Iannino, Maria Chiara, 2018. "Did the Basel process of capital regulation enhance the resiliency of European Banks?," Bank of Finland Research Discussion Papers 16/2018, Bank of Finland.
- Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2018. "The Institute of Financial Economics Financial Stress Index (IFEFSI) for Lebanon," MPRA Paper 116054, University Library of Munich, Germany.
- Gabriella Chiesa & José Manuel Mansilla-Fernández, 2021. "The dynamic effects of non-performing loans on banks’ cost of capital and lending supply in the Eurozone," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(2), pages 397-427, May.
- Pasaribu, Rowland Bismark Fernando, 2010. "Pemilihan Model Asset Pricing [Asset pricing model selection: Indonesian Stock Exchange]," MPRA Paper 36978, University Library of Munich, Germany.
- Tomáš Adam & Sona Benecká & Ivo Jánský, 2012.
"Time-varying Betas of the Banking Sector,"
Working Papers IES
2012/23, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2012.
- Tomas Adam & Sona Benecka & Ivo Jansky, 2012. "Time-Varying Betas of Banking Sectors," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(6), pages 485-504, December.
- Chaibi Hasna & Ben Naceur Sami, 2010. "The Best Asset Pricing Model for Estimating Industry Costs of Equity in Tunisia," Review of Middle East Economics and Finance, De Gruyter, vol. 5(3), pages 63-90, February.
- Urbański Stanisław, 2021. "The Cost of Capital for Investment in the Warsaw Stock Exchange Indexes – Versus Djia," Folia Oeconomica Stetinensia, Sciendo, vol. 21(1), pages 122-143, June.
- Layal MansourIshrakieh & Leila Dagher & Sadika El Hariri, 2020.
"A financial stress index for a highly dollarized developing country : The case of Lebanon,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 20(2), pages 43-52.
- Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2019. "A Financial Stress Index for a Highly Dollarized Developing Country: The Case of Lebanon," MPRA Paper 116083, University Library of Munich, Germany.
- Maryam Hasannasab & Dimitris Margaritis & Christos Staikouras, 2019. "The financial crisis and the shadow price of bank capital," Annals of Operations Research, Springer, vol. 282(1), pages 131-154, November.
- Han, Yufeng, 2012. "State uncertainty in stock markets: How big is the impact on the cost of equity?," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2575-2592.
- Michael R King, 2009. "The cost of equity for global banks: a CAPM perspective from 1990 to 2009," BIS Quarterly Review, Bank for International Settlements, September.
- Thierno Barry & Laetitia Lepetit & Frank Strobel & Thu Tran, 2018. "Better than independent: the role of minority directors on bank boards," Working Papers hal-01937927, HAL.
- Petr Pavlík, 2017. "Financial theory approach to the investigation of the impact of Basel III capital adequacy on commercial banks [Vědecké metody zkoumání dopadu kapitálové regulace obchodních bank]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2017(4), pages 41-56.
- Giovanni P. Olivei & Michelle L. Barnes, 2004.
"Inside and Outside Bounds: Threshold Estimates of the Phillips Curve,"
Econometric Society 2004 Australasian Meetings
295, Econometric Society.
- Michelle L. Barnes & Giovanni P. Olivei, 2003. "Inside and outside bounds: threshold estimates of the Phillips curve," New England Economic Review, Federal Reserve Bank of Boston, pages 3-18.
Cited by:
- Luiz de Mello & Diego Moccero & Matteo Mogliani, 2009.
"Do Latin American Central Bankers Behave Non-Linearly?: The Experiences of Brazil, Chile, Colombia and Mexico,"
OECD Economics Department Working Papers
679, OECD Publishing.
- de Mello Luiz & Moccero Diego & Mogliani Matteo, 2013. "Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(2), pages 141-165, April.
- Alexander Doser & Ricardo Nunes & Nikhil Rao & Viacheslav Sheremirov, 2017.
"Inflation expectations and nonlinearities in the Phillips curve,"
Working Papers
17-11, Federal Reserve Bank of Boston.
- Alexander Doser & Ricardo Nunes & Nikhil Rao & Viacheslav Sheremirov, 2023. "Inflation expectations and nonlinearities in the Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 453-471, June.
- Alexander Doser & Ricardo Nunes & Nikhil Rao & Viacheslav Sheremirov, 2018. "Inflation Expectations and Nonlinearities in the Phillips Curve," School of Economics Discussion Papers 1018, School of Economics, University of Surrey.
- Peter Hooper & Frederic S. Mishkin & Amir Sufi, 2019. "Prospects for Inflation in a High Pressure Economy: Is the Phillips Curve Dead or is It Just Hibernating?," NBER Working Papers 25792, National Bureau of Economic Research, Inc.
- Richard Ashley & Randal J. Verbrugge, 2019. "The Intermittent Phillips Curve: Finding a Stable (But Persistence-Dependent) Phillips Curve Model Specification," Working Papers 19-09R2, Federal Reserve Bank of Cleveland, revised 14 Feb 2023.
- James H. Stock & Mark W. Watson, 2010. "Modeling Inflation After the Crisis," Working Papers 2010-1, Princeton University. Economics Department..
- 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.
- 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.
- 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.
- William Gatt, 2016. "Time variation, asymmetry and threshold effect in Malta's Phillips curve," CBM Working Papers WP/02/2016, Central Bank of Malta.
- Renaud St-Cyr, 2018. "Non-linéarité de la courbe de Phillips : un survol de la littérature," Staff Analytical Notes 2018-3, Bank of Canada.
- Annalisa Cristini & Piero Ferri, 2021. "Nonlinear models of the Phillips curve," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1129-1155, September.
- Peter Hooper, 2018. "The case against price-level targeting," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 53(3), pages 145-155, July.
- Andrea Stella & James H. Stock, 2012. "A state-dependent model for inflation forecasting," International Finance Discussion Papers 1062, Board of Governors of the Federal Reserve System (U.S.).
- James H. Stock & Mark W. Watson, 2010.
"Modeling inflation after the crisis,"
Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 173-220.
- James H. Stock & Mark W. Watson, 2010. "Modeling Inflation After the Crisis," NBER Working Papers 16488, National Bureau of Economic Research, Inc.
- Marianna Riggi & Fabrizio Venditti, 2014. "Surprise! Euro area inflation has fallen," Questioni di Economia e Finanza (Occasional Papers) 237, Bank of Italy, Economic Research and International Relations Area.
- 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.
- Reichold, Karsten & Wagner, Martin & Damjanovic, Milan & Drenkovska, Marija, 2022. "Sources and Channels of Nonlinearities and Instabilities of the Phillips Curve: Results for the Euro Area and Its Member States," IHS Working Paper Series 40, Institute for Advanced Studies.
- 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.
- Faust, Jon & Wright, Jonathan H., 2013. "Forecasting Inflation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 2-56, Elsevier.
- Guirguis, Hany & Cwik, Kelly & DeMauro, Joseph & Suen, Michael, 2024. "Can the Phillips curve provide answers to current high inflation rates," Research in Economics, Elsevier, vol. 78(2).
- 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.
- Stracca, Livio & Musso, Alberto & van Dijk, Dick, 2007. "Instability and nonlinearity in the euro area Phillips curve," Working Paper Series 811, European Central Bank.
- Hooper, Peter & Mishkin, Frederic S. & Sufi, Amir, 2020. "Prospects for inflation in a high pressure economy: Is the Phillips curve dead or is it just hibernating?," Research in Economics, Elsevier, vol. 74(1), pages 26-62.
- Kanellopoulos, Nikolaos C. & Koutroulis, Aristotelis G., 2016. "Non-linearities in euro area inflation persistence," Economic Modelling, Elsevier, vol. 59(C), pages 116-123.
- António Afonso & André Albuquerque, 2017.
"Sovereign Credit Rating Mismatches,"
Working Papers Department of Economics
2017/02, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- António Afonso & André Albuquerque, 2018. "Sovereign Credit Rating Mismatches," Notas Económicas, Faculty of Economics, University of Coimbra, issue 46, pages 49-70, July.
- Fabio Busetti & Pietro Cova & Antonio Maria Conti & Filippo Scoccianti & Libero Monteforte & Giordano Zevi & Valentina Aprigliano & Andrea Gerali & Alberto Locarno & Alessandro Notarpietro & Massimili, 2014. "The effects of the crisis on production potential and household spending in Italy," Workshop and Conferences 18, Bank of Italy, Economic Research and International Relations Area.
- Ciccarelli, Matteo & Osbat, Chiara, 2017. "Low inflation in the euro area: Causes and consequences," Occasional Paper Series 181, European Central Bank.
- Bruno Damásio & Diogo Martins, 2017. "Do Labour Market Reforms Pay Off? Unemployment and Capital Accumulation in Portugal," Working Papers Department of Economics 2017/01, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Jun Il Kim, 2014. "Comments on James Morley's paper," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation, inflation and monetary policy in Asia and the Pacific, volume 77, pages 51-54, Bank for International Settlements.
- Frank Smets, 2010. "Commetary: modeling inflation after the crisis," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 221-234.
- Diogo Martins & Bruno Damásio, 2020. "One Troika fits all? Job crash, pro-market structural reform and austerity-driven therapy in Portugal," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(3), pages 495-521, August.
- 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.
- Donayre, Luiggi & Panovska, Irina, 2016. "Nonlinearities in the U.S. wage Phillips curve," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 19-43.
- A. Moutaabbid, 2024. "Les determinants de la dynamique des salaires en France : approches macro et sectorielles par la courbe de Phillips," Documents de Travail de l'Insee - INSEE Working Papers 2024-20, Institut National de la Statistique et des Etudes Economiques.
- Phiri, Andrew, 2015. "Examining asymmetric effects in the South African Philips curve: Evidence from logistic smooth transition regression (LSTR) models," MPRA Paper 64487, University Library of Munich, Germany.
- Ian McDonald, 2009. "Behavioural macroeconomics and wage and price setting: Developing some early insights of John Maynard Keynes and Joan Robinson," CAMA Working Papers 2009-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Anna Cororaton & Richard Peach & Robert W. Rich, 2011. "How does slack influence inflation?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 17(June).
- Diego Moccero & Shingo Watanabe & Boris Cournède, 2011. "What Drives Inflation in the Major OECD Economies?," OECD Economics Department Working Papers 854, OECD Publishing.
- Michelle L. Barnes & Anthony W. Hughes, 2002.
"A quantile regression analysis of the cross section of stock market returns,"
Working Papers
02-2, Federal Reserve Bank of Boston.
Cited by:
- Jin Seo Cho & Tae-Hwan Kim & Yongcheol Shin, 2014.
"Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework,"
Working papers
2014rwp-69, Yonsei University, Yonsei Economics Research Institute.
- Cho, Jin Seo & Kim, Tae-hwan & Shin, Yongcheol, 2015. "Quantile cointegration in the autoregressive distributed-lag modeling framework," Journal of Econometrics, Elsevier, vol. 188(1), pages 281-300.
- Tariq Aziz & Valeed Ahmad Ansari, 2017. "Idiosyncratic volatility and stock returns: Indian evidence," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1420998-142, January.
- Lee, Bong Soo & Li, Ming-Yuan Leon, 2012. "Diversification and risk-adjusted performance: A quantile regression approach," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2157-2173.
- Meng, Ginger & Hu, Gang & Bai, Jushan, 2007.
"Olive: a simple method for estimating betas when factors are measured with error,"
MPRA Paper
33183, University Library of Munich, Germany.
- J. Ginger Meng & Gang Hu & Jushan Bai, 2011. "Olive: A Simple Method For Estimating Betas When Factors Are Measured With Error," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 34(1), pages 27-60, March.
- Wil Martens & Prem W. S. Yapa & Maryam Safari, 2020. "The Impact of Financial Statement Comparability on Earnings Management: Evidence from Frontier Markets," IJFS, MDPI, vol. 8(4), pages 1-25, November.
- Khalifa, Maha & Othman, Hakim Ben & Hussainey, Khaled, 2018. "The effect of ex ante and ex post conservatism on the cost of equity capital: A quantile regression approach for MENA countries," Research in International Business and Finance, Elsevier, vol. 44(C), pages 239-255.
- Dieter Gerdesmeier & Andreja Lenarčič & Barbara Roffia, 2015.
"An alternative method for identifying booms and busts in the Euro area housing market,"
Applied Economics, Taylor & Francis Journals, vol. 47(5), pages 499-518, January.
- Gerdesmeier, Dieter & Roffia, Barbara & Lenarčič, Andreja, 2012. "An alternative method for identifying booms and busts in the euro area housing market," Working Paper Series 1493, European Central Bank.
- Saadaoui Mallek, Ray & Albaity, Mohamed & Molyneux, Philip, 2022. "Herding behaviour heterogeneity under economic and political risks: Evidence from GCC," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 345-361.
- Sabeeh Ullah, 2023. "Impact of COVID-19 Pandemic on Financial Markets: a Global Perspective," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 14(2), pages 982-1003, June.
- Wan-Ni Lai & Claire Y. T. Chen & Edward W. Sun, 2022. "Risk factor extraction with quantile regression method," Annals of Operations Research, Springer, vol. 316(2), pages 1543-1572, September.
- Ki-Hong Choi & Seong-Min Yoon, 2020. "Investor Sentiment and Herding Behavior in the Korean Stock Market," IJFS, MDPI, vol. 8(2), pages 1-14, June.
- Harmindar B. Nath & Vasilis Sarafidis, 2017. "Does persistence in idiosyncratic risk proxy return-reversals?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(8), pages 27-53, October.
- David E Allen & Abhay K Singh & Robert J Powell & Michael McAleer & James Taylor & Lyn Thomas, 2012.
"The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions,"
KIER Working Papers
831, Kyoto University, Institute of Economic Research.
- D.E. Allen & Abhay K Singh & R. Powell & Michael McAleer & James Taylor & Lyn Thomas, 2012. "The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions," Documentos de Trabajo del ICAE 2012-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Miao-Ling Chen & Chi-Lu Peng & An-Pin Wei, 2012. "Advertising, research and development, and capital market risk: higher risk firms versus lower risk firms," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 13(4), pages 724-744, February.
- Blasberg, Alexander & Kiesel, Rüdiger & Taschini, Luca, 2023.
"Carbon default swap – disentangling the exposure to carbon risk through CDS,"
LSE Research Online Documents on Economics
118096, London School of Economics and Political Science, LSE Library.
- Blasberg, Alexander & Kiesel, Rüdiger & Taschini, Luca, 2023. "Carbon default swap – disentangling the exposure to carbon risk through CDS," LSE Research Online Documents on Economics 118092, London School of Economics and Political Science, LSE Library.
- Alexander Blasberg & Rüdiger Kiesel & Luca Taschini, 2022. "Carbon Default Swap - Disentangling the Exposure to Carbon Risk through CDS," CESifo Working Paper Series 10016, CESifo.
- VDMV Lakshmi & Garima Sisodia & Anto Joseph & Aviral Kumar Tiwari, 2024. "The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre‐COVID and COVID periods," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3007-3022, July.
- Chen, Mei-Ping & Lee, Chien-Chiang & Hsu, Yi-Chung, 2017. "Investor sentiment and country exchange traded funds: Does economic freedom matter?," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 285-299.
- Nath, Harmindar B. & Brooks, Robert D., 2020.
"Investor-herding and risk-profiles: A State-Space model-based assessment,"
Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
- Harminder B. Nath & Robert D. Brooks, 2020. "Investor-herding and risk-profiles: A State-Space Model-based Assessment," Monash Econometrics and Business Statistics Working Papers 9/20, Monash University, Department of Econometrics and Business Statistics.
- Bekiros, Stelios & Jlassi, Mouna & Lucey, Brian & Naoui, Kamel & Uddin, Gazi Salah, 2017. "Herding behavior, market sentiment and volatility: Will the bubble resume?," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 107-131.
- Tobias Adrian & Markus K. Brunnermeier, 2011.
"CoVaR,"
NBER Working Papers
17454, National Bureau of Economic Research, Inc.
- Tobias Adrian & Markus K. Brunnermeier, 2016. "CoVaR," American Economic Review, American Economic Association, vol. 106(7), pages 1705-1741, July.
- Tobias Adrian & Markus K. Brunnermeier, 2008. "CoVaR," Staff Reports 348, Federal Reserve Bank of New York.
- El-Osta, Hisham S., 2011. "The Impact of Human Capital on Farm Operator Household Income," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 40(1), pages 1-21, April.
- D. E. Allen & R. J. Powell & A. K. Singh, 2011. "Quantile Regression As A Tool For Portfolio Investment Decisions During Times Of Financial Distress," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 1-19.
- Vighneswara Swamy & M. Dharani, 2020. "RETRACTED ARTICLE: Google Search Intensity and the Investor Attention Effect: A Quantile Regression Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(2), pages 403-423, June.
- Baur, Dirk G. & Schulze, Niels, 2009. "Financial market stability--A test," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 506-519, July.
- John H. Boyd & Bruce A. Champ, 2003. "Inflation and financial market performance: what have we learned in the last ten years?," Working Papers (Old Series) 0317, Federal Reserve Bank of Cleveland.
- Badru, Bazeet O. & Ahmad-Zaluki, Nurwati A. & Wan-Hussin, Wan Nordin, 2017. "Board characteristics and the amount of capital raised in the Malaysian IPO market," Journal of Multinational Financial Management, Elsevier, vol. 42, pages 37-55.
- Prashant Sharma & Prashant Gupta & Anurag Singh, 2016. "Pricing Ability of Four Factor Model using Quantile Regression: Evidences from India," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1815-1826.
- Bekkerman, Anton & Brester, Gary W. & McDonald, Tyrel J., 2013.
"A Semiparametric Approach to Analyzing Differentiated Agricultural Products,"
Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 45(1), pages 79-94, February.
- Bekkerman, Anton & Brester, Gary W. & McDonald, Tyrel J., 2013. "A Semiparametric Approach to Analyzing Differentiated Agricultural Products," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 45(1), pages 1-16, February.
- Meligkotsidou, Loukia & Vrontos, Ioannis D. & Vrontos, Spyridon D., 2009. "Quantile regression analysis of hedge fund strategies," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 264-279, March.
- Scharnowski, Matthias & Scharnowski, Stefan & Zimmermann, Lukas, 2023. "Fan tokens: Sports and speculation on the blockchain," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).
- Sunil K. Mohanty & Roar Aadland & Sjur Westgaard & Stein Frydenberg & Hilde Lillienskiold & Cecilie Kristensen, 2021. "Modelling Stock Returns and Risk Management in the Shipping Industry," JRFM, MDPI, vol. 14(4), pages 1-25, April.
- Lingjie Ma & Larry Pohlman, 2008. "Return forecasts and optimal portfolio construction: a quantile regression approach," The European Journal of Finance, Taylor & Francis Journals, vol. 14(5), pages 409-425.
- Jian Zhou & Randy Anderson, 2013. "An Empirical Investigation of Herding Behavior in the U.S. REIT Market," The Journal of Real Estate Finance and Economics, Springer, vol. 47(1), pages 83-108, July.
- Conrado Diego GarcÃa-Gómez & Ender Demir & Ming-Hsiang Chen & José MarÃa DÃez-Esteban, 2022. "Understanding the effects of economic policy uncertainty on US tourism firms’ performance," Tourism Economics, , vol. 28(5), pages 1174-1192, August.
- Kuan, Tsung-Han & Li, Chu-Shiu & Liu, Chwen-Chi, 2012. "Corporate governance and cash holdings: A quantile regression approach," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 303-314.
- K Autchariyapanitkul & S Chanaim & S Sriboonchitta & T Denoeux, 2014. "Predicting Stock Returns in the Capital Asset Pricing Model Using Quantile Regression and Belief Functions," Post-Print hal-01127790, HAL.
- Laura Ferrando & Román Ferrer & Francisco Jareño, 2017. "Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach," Manchester School, University of Manchester, vol. 85(2), pages 212-242, March.
- Peoples, James & Talley, Wayne K. & Thanabordeekij, Pithoon, 2006. "Shipping Deregulation's Wage Effect on Low and High Wage Dockworkers," Research in Transportation Economics, Elsevier, vol. 16(1), pages 219-249, January.
- Chiang, Thomas C. & Li, Jiandong & Tan, Lin, 2010. "Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis," Global Finance Journal, Elsevier, vol. 21(1), pages 111-124.
- Swamy, Vighneswara & Dharani, M. & Takeda, Fumiko, 2019. "Investor attention and Google Search Volume Index: Evidence from an emerging market using quantile regression analysis," Research in International Business and Finance, Elsevier, vol. 50(C), pages 1-17.
- Chuliá, Helena & Koser, Christoph & Uribe, Jorge M., 2021. "Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State," Finance Research Letters, Elsevier, vol. 38(C).
- Nguyen, Huu Manh & Bakry, Walid & Vuong, Thi Huong Giang, 2023. "COVID-19 pandemic and herd behavior: Evidence from a frontier market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 38(C).
- Geoffrey M. Ngene & Daniel P. Sohn & M. Kabir Hassan, 2017. "Time-Varying and Spatial Herding Behavior in the US Housing Market: Evidence from Direct Housing Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 54(4), pages 482-514, May.
- Rodriguez, Abel & Wang, Ziwei & Kottas, Athanasios, 2014. "Assessing systematic risk in the S&P500 index between 2000 and 2011: A Bayesian nonparametric approach," Santa Cruz Department of Economics, Working Paper Series qt6dh099g2, Department of Economics, UC Santa Cruz.
- Hoque, Jawad Mahmud & Erhardt, Gregory D. & Schmitt, David & Chen, Mei & Wachs, Martin, 2021. "Estimating the uncertainty of traffic forecasts from their historical accuracy," Transportation Research Part A: Policy and Practice, Elsevier, vol. 147(C), pages 339-349.
- David E. Allen & Abhay K. Singh & Robert J. Powell & Michael McAleer & James Taylor & Lyn Thomas, 2013. "Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression," Tinbergen Institute Discussion Papers 13-020/III, Tinbergen Institute.
- Thomas Q. Pedersen, 2015.
"Predictable Return Distributions,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(2), pages 114-132, March.
- Thomas Q. Pedersen, 2010. "Predictable return distributions," CREATES Research Papers 2010-38, Department of Economics and Business Economics, Aarhus University.
- Karlygash Kurlbayeva & Samuel Malone, 2012. "The determinants of extreme commodity prices," OxCarre Working Papers 096, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Ashwin Madhou & Imad Moosa & Vikash Ramiah, 2015. "Working Capital as a Determinant of Corporate Profitability," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 18(04), pages 1-17, December.
- Ivasiuc Arina, 2023. "Herding Behavior in Frontier Nordic Countries," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 68(1), pages 21-41, April.
- Zhao, Yixiu & Upreti, Vineet & Cai, Yuzhi, 2021. "Stock returns, quantile autocorrelation, and volatility forecasting," International Review of Financial Analysis, Elsevier, vol. 73(C).
- Allen, D.E. & Powell, R.J. & Singh, A.K., 2016. "Take it to the limit: Innovative CVaR applications to extreme credit risk measurement," European Journal of Operational Research, Elsevier, vol. 249(2), pages 465-475.
- Ming-Chi Chen & Chi-Lu Peng & So-De Shyu & Jhih-Hong Zeng, 2012. "Market States and the Effect on Equity REIT Returns due to Changes in Monetary Policy Stance," The Journal of Real Estate Finance and Economics, Springer, vol. 45(2), pages 364-382, August.
- Mattos, Fabio & Garcia, Philip, 2009. "The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53035, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Thomas C. Chiang & Jiandong Li, 2012. "Stock Returns and Risk: Evidence from Quantile," JRFM, MDPI, vol. 5(1), pages 1-39, December.
- Malik, Saif Ullah & Elahi, Muhammad Ather, 2014. "Analysis of Herd Behavior Using Quantile Regression: Evidence from Karachi Stock Exchange (KSE)," MPRA Paper 55322, University Library of Munich, Germany.
- Hoque, Jawad Mahmud & Zhang, Ian & Schmitt, David & Erhardt, Gregory D., 2024. "Are public transit investments based on accurate forecasts? An analysis of the improving trend of transit ridership forecasts in the United States," Transportation Research Part A: Policy and Practice, Elsevier, vol. 186(C).
- Nath, Harmindar B. & Brooks, Robert D., 2015. "Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 94-111.
- Jin Seo Cho & Tae-Hwan Kim & Yongcheol Shin, 2014.
"Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework,"
Working papers
2014rwp-69, Yonsei University, Yonsei Economics Research Institute.
- Michelle L. Barnes & Shiguang Ma, 2002.
"The behavior of China's stock prices in response to the proposal and approval of bonus issues,"
Working Papers
02-1, Federal Reserve Bank of Boston.
Cited by:
- Mazen Bustanji, 2020. "Testing Strong Form Market Efficiency of Jordanian Capital Market: Performance Appraisal of Mutual Funds a comparable study case with Saudi Arabia," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, vol. 16(02), pages 3-15.
- Sze Kim Chin & Nur Adiana Hiau Abdullah, 2013. "Announcements Effect of Corporate Bond Issuance and Its Determinants," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 7(1), March.
- Charitou, Andreas & Vafeas, Nikos & Zachariades, Charis, 2005. "Irrational investor response to stock splits in an emerging market," The International Journal of Accounting, Elsevier, vol. 40(2), pages 133-149.
- Cahit Adaoglu & Meziane Lasfer, 2011. "Why Do Companies Pay Stock Dividends? The Case of Bonus Distributions in an Inflationary Environment," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(5-6), pages 601-627, June.
- Akram Alkhatib & Murad Harasheh, 2018. "Performance of Exchange Traded Funds during the Brexit Referendum: An Event Study," IJFS, MDPI, vol. 6(3), pages 1-12, July.
- Michelle L. Barnes, 2000.
"Threshold Relationships among Inflation, Financial Market Development and Growth,"
School of Economics and Public Policy Working Papers
2000-04, University of Adelaide, School of Economics and Public Policy.
Cited by:
- Ben Naceur Samy & Ghazouani Samir, 2005. "Does Inflation Impact on Financial Sector Performance in the MENA Region?," Review of Middle East Economics and Finance, De Gruyter, vol. 3(3), pages 48-58, December.
- Richard Pomfret, 2003. "Trade and Exchange Rate Policies in Formerly Centrally Planned Economies," The World Economy, Wiley Blackwell, vol. 26(4), pages 585-612, April.
Articles
- Michelle L. Barnes & Giovanni P. Olivei, 2017.
"Consumer Attitudes and Their Forecasting Power for Consumer Spending,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(5), pages 1031-1058, August.
Cited by:
- Martin Geiger & Johann Scharler, 2021.
"How Do People Interpret Macroeconomic Shocks? Evidence from U.S. Survey Data,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(4), pages 813-843, June.
- Martin Geiger & Johann Scharler, 2018. "How do people interpret macroeconomic shocks? Evidence from U.S. survey data," Working Papers 2018-12, Faculty of Economics and Statistics, Universität Innsbruck.
- Anastasiou, Dimitris & Ftiti, Zied & Louhichi, Waël & Tsouknidis, Dimitris, 2023. "Household deposits and consumer sentiment expectations: Evidence from Eurozone," Journal of International Money and Finance, Elsevier, vol. 131(C).
- Hamid Baghestani & Sehar Fatima, 2021. "Growth in US Durables Spending: Assessing the Impact of Consumer Ability and Willingness to Buy," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(1), pages 55-69, April.
- Clerides, Sofronis & Krokida, Styliani-Iris & Lambertides, Neophytos & Tsouknidis, Dimitris, 2022. "What matters for consumer sentiment in the euro area? World crude oil price or retail gasoline price?," Energy Economics, Elsevier, vol. 105(C).
- Baghestani, Hamid, 2021. "Predicting growth in US durables spending using consumer durables-buying attitudes," Journal of Business Research, Elsevier, vol. 131(C), pages 327-336.
- Simona Malovaná & Martin Hodula & Jan Frait, 2021. "What Does Really Drive Consumer Confidence?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 155(3), pages 885-913, June.
- 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).
- 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.
- Martin Geiger & Johann Scharler, 2021.
"How Do People Interpret Macroeconomic Shocks? Evidence from U.S. Survey Data,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(4), pages 813-843, June.
- Michelle L. Barnes & Giovanni P. Olivei, 2013.
"The Michigan Surveys of Consumers and consumer spending,"
Public Policy Brief, Federal Reserve Bank of Boston.
Cited by:
- Michelle L. Barnes & Giovanni P. Olivei, 2014. "The forecasting power of consumer attitudes for consumer spending," Working Papers 14-10, Federal Reserve Bank of Boston.
- Sudeshna Ghosh, 2021. "Consumer Confidence and Consumer Spending in Brazil: A Nonlinear Autoregressive Distributed Lag Model Analysis," Arthaniti: Journal of Economic Theory and Practice, , vol. 20(1), pages 53-85, June.
- Michelle L. Barnes & Fabia Gumbau-Brisa & Giovanni P. Olivei, 2013.
"Cyclical versus secular: decomposing the recent decline in U.S. labor force participation,"
Public Policy Brief, Federal Reserve Bank of Boston.
Cited by:
- Stephanie Aaronson & Tomaz Cajner & Bruce Fallick & Felix Galbis-Reig & Christopher L. Smith & William L. Wascher, 2014.
"Labor Force Participation: Recent Developments and Future Prospects,"
Finance and Economics Discussion Series
2014-64, Board of Governors of the Federal Reserve System (U.S.).
- Stephanie Aaronson & Tomaz Cajner & Bruce Fallick & Felix Galbis-Reig & Christopher L. Smith & William L. Wascher, 2014. "Labor Force Participation: Recent Developments and Future Prospects," Working Papers (Old Series) 1410, Federal Reserve Bank of Cleveland.
- Stephanie Aaronson & Tomaz Cajner & Bruce Fallick & Felix Galbis-Reig & Christopher Smith & William Wascher, 2014. "Labor Force Participation: Recent Developments and Future Prospects," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 45(2 (Fall)), pages 197-275.
- Mondolo, Jasmine, 2020. "Macro and microeconomic evidence on investment, factor shares, firm and labor dynamics in Italy and in Trentino," MPRA Paper 99138, University Library of Munich, Germany.
- Stephanie Aaronson & Tomaz Cajner & Bruce Fallick & Felix Galbis-Reig & Christopher L. Smith & William L. Wascher, 2014.
"Labor Force Participation: Recent Developments and Future Prospects,"
Finance and Economics Discussion Series
2014-64, Board of Governors of the Federal Reserve System (U.S.).
- Michelle L. Barnes & Zvi Bodie & Robert K. Triest & J. Christina Wang, 2010.
"A TIPS Scorecard: Are They Accomplishing Their Objectives?,"
Financial Analysts Journal, Taylor & Francis Journals, vol. 66(5), pages 68-84, September.
Cited by:
- Dirk Broeders & Daniel Dimitrov & Niek Verhoeven, 2024. "Climate-Linked Bonds," Working Papers 817, DNB.
- Michelle L. Barnes & Ryan Chahrour & Giovanni P. Olivei & Gaoyan Tang, 2007.
"A principal components approach to estimating labor market pressure and its implications for inflation,"
Public Policy Brief, Federal Reserve Bank of Boston.
Cited by:
- Hess T. Chung & Bruce Fallick & Christopher J. Nekarda & David Ratner, 2015.
"Assessing the Change in Labor Market Conditions,"
Working Papers (Old Series)
1438, Federal Reserve Bank of Cleveland.
- Hess T. Chung & Bruce Fallick & Christopher J. Nekarda & David Ratner, 2014. "Assessing the Change in Labor Market Conditions," Finance and Economics Discussion Series 2014-109, Board of Governors of the Federal Reserve System (U.S.).
- Hess T. Chung & Bruce Fallick & Christopher J. Nekarda & David Ratner, 2014. "Assessing the Change in Labor Market Conditions," FEDS Notes 2014-05-22, Board of Governors of the Federal Reserve System (U.S.).
- Albuquerque, Bruno & Baumann, Ursel, 2017.
"Will US inflation awake from the dead? The role of slack and non-linearities in the Phillips curve,"
Journal of Policy Modeling, Elsevier, vol. 39(2), pages 247-271.
- Baumann, Ursel & Albuquerque, Bruno, 2017. "Will US inflation awake from the dead? The role of slack and non-linearities in the Phillips curve," Working Paper Series 2001, European Central Bank.
- Deicy J. Cristiano-Botia & Manuel Dario Hernandez-Bejarano & Mario A. Ramos-Veloza, 2021. "Labor Market Indicator for Colombia (LMI)," Borradores de Economia 1152, Banco de la Republica de Colombia.
- Troy Gilchrist & Bart Hobijn, 2021. "The Divergent Signals about Labor Market Slack," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2021(15), pages 01-06, June.
- Hess T. Chung & Bruce Fallick & Christopher J. Nekarda & David Ratner, 2015.
"Assessing the Change in Labor Market Conditions,"
Working Papers (Old Series)
1438, Federal Reserve Bank of Cleveland.
- Barnes, Michelle L & Duquette, Nicolas, 2006.
"Threshold relationships among inflation, financial development, and growth,"
Journal of Financial Transformation, Capco Institute, vol. 17, pages 141-149.
Cited by:
- Eggoh, Jude C. & Khan, Muhammad, 2014. "On the nonlinear relationship between inflation and economic growth," Research in Economics, Elsevier, vol. 68(2), pages 133-143.
- William Miles & Samuel Schreyer, 2014. "Is monetary policy non-linear in Latin America? a quantile regression approach to Brazil, Chile, Mexico and Peru," Journal of Developing Areas, Tennessee State University, College of Business, vol. 48(2), pages 169-183, April-Jun.
- William Miles & Samuel Schreyer, 2009. "Inflation Costs, Uncertainty Costs And Emerging Markets," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 34(2), pages 169-183, December.
- Phiri, Andrew, 2013. "Inflation and Economic Growth in Zambia: A Threshold Autoregressive (TAR) Econometric Approach," MPRA Paper 52093, University Library of Munich, Germany.
- Hasanov, Fakhri J. & Aliyev, Ruslan & Taskin, Dilvin & Suleymanov, Elchin, 2023. "Oil rents and non-oil economic growth in CIS oil exporters. The role of financial development," Resources Policy, Elsevier, vol. 82(C).
- Barnes, Michelle L. & Lopez, Jose A., 2006.
"Alternative measures of the Federal Reserve Banks' cost of equity capital,"
Journal of Banking & Finance, Elsevier, vol. 30(6), pages 1687-1711, June.
See citations under working paper version above.
- Michelle L. Barnes & Jose A. Lopez, 2005. "Alternative measures of the Federal Reserve banks' cost of equity capital," Public Policy Discussion Paper 05-2, Federal Reserve Bank of Boston.
- Michelle L. Barnes & Jose A. Lopez, 2005. "Alternative measures of the Federal Reserve banks' cost of equity capital," Working Paper Series 2005-06, Federal Reserve Bank of San Francisco.
- Michelle L. Barnes & Giovanni P. Olivei, 2003.
"Inside and outside bounds: threshold estimates of the Phillips curve,"
New England Economic Review, Federal Reserve Bank of Boston, pages 3-18.
See citations under working paper version above.
- Giovanni P. Olivei & Michelle L. Barnes, 2004. "Inside and Outside Bounds: Threshold Estimates of the Phillips Curve," Econometric Society 2004 Australasian Meetings 295, Econometric Society.
- Barnes, Michelle & Boyd, John H. & Smith, Bruce D., 1999.
"Inflation and asset returns,"
European Economic Review, Elsevier, vol. 43(4-6), pages 737-754, April.
Cited by:
- Salisu, Afees A. & Ndako, Umar B. & Akanni, Lateef O., 2020. "New evidence for the inflation hedging potential of US stock returns," Finance Research Letters, Elsevier, vol. 37(C).
- Ben Naceur Samy & Ghazouani Samir, 2005. "Does Inflation Impact on Financial Sector Performance in the MENA Region?," Review of Middle East Economics and Finance, De Gruyter, vol. 3(3), pages 48-58, December.
- Salisu, Afees A. & Raheem, Ibrahim D. & Ndako, Umar B., 2020. "The inflation hedging properties of gold, stocks and real estate: A comparative analysis," Resources Policy, Elsevier, vol. 66(C).
- Paul Alagidede & Theodore Panagiotidis, 2010.
"Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries,"
Working Paper series
06_10, Rimini Centre for Economic Analysis.
- Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Discussion Paper Series 2010_06, Department of Economics, University of Macedonia, revised Apr 2010.
- Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Stirling Economics Discussion Papers 2010-07, University of Stirling, Division of Economics.
- Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, Elsevier, vol. 19(3), pages 91-100, August.
- Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Koç University-TUSIAD Economic Research Forum Working Papers 1022, Koc University-TUSIAD Economic Research Forum.
- Paul Alagidede & Theodore Panagiotidis, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, John Wiley & Sons, vol. 19(3), pages 91-100, August.
- Georgios Bampinas & Theodore Panagiotidis, 2016.
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