Thomas Laubach
(deceased)Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Thomas Laubach & John C. Williams, 2015.
"Measuring the natural rate of interest redux,"
Working Paper Series
2015-16, Federal Reserve Bank of San Francisco.
- Thomas Laubach & John C. Williams, 2016. "Measuring the Natural Rate of Interest Redux," Finance and Economics Discussion Series 2016-11, Board of Governors of the Federal Reserve System (U.S.).
Mentioned in:
- The FOMC's Prudent Caution
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2016-08-15 17:40:46 - Dot-ology: What can we learn from the dot plot?
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2019-04-01 12:24:01 - Persistently low interest rates, redux
by thebusinesscycleblog in The business cycle blog on 2016-03-19 20:37:04
- Kathryn Holston & Thomas Laubach & John C. Williams, 2016.
"Measuring the Natural Rate of Interest: International Trends and Determinants,"
Working Paper Series
2016-11, Federal Reserve Bank of San Francisco.
- Kathryn Holston & Thomas Laubach & John C. Williams, 2016. "Measuring the Natural Rate of Interest: International Trends and Determinants," NBER Chapters, in: NBER International Seminar on Macroeconomics 2016, National Bureau of Economic Research, Inc.
- Holston, Kathryn & Laubach, Thomas & Williams, John C., 2017. "Measuring the natural rate of interest: International trends and determinants," Journal of International Economics, Elsevier, vol. 108(S1), pages 59-75.
- Kathryn Holston & Thomas Laubach & John C. Williams, 2016. "Measuring the Natural Rate of Interest : International Trends and Determinants," Finance and Economics Discussion Series 2016-073, Board of Governors of the Federal Reserve System (U.S.).
Mentioned in:
- The case for a higher inflation target gets stronger
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2017-04-03 17:48:01 - Navigating in Cloudy Skies
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2018-12-10 12:14:25
- Andrea Ajello & Thomas Laubach & J. David López-Salido & Taisuke Nakata, 2016.
"Financial Stability and Optimal Interest-Rate Policy,"
Finance and Economics Discussion Series
2016-067, Board of Governors of the Federal Reserve System (U.S.).
- Andrea Ajello & Thomas Laubach & David López-Salido & Taisuke Nakata, 2019. "Financial Stability and Optimal Interest Rate Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 279-326, March.
Mentioned in:
- Monetary Policy and Financial Stability
by Kim Schoenholtz in Money, Banking and Financial Markets on 2016-11-14 19:24:34 - Summer’s End — and a reading list to catch up on what you may have missed
by thebusinesscycleblog in The business cycle blog on 2016-09-03 18:41:38
- Thomas Laubach & John C. Williams, 2003.
"Measuring the Natural Rate of Interest,"
The Review of Economics and Statistics, MIT Press, vol. 85(4), pages 1063-1070, November.
- Thomas Laubach & John C. Williams, 2001. "Measuring the natural rate of interest," Finance and Economics Discussion Series 2001-56, Board of Governors of the Federal Reserve System (U.S.).
- Thomas Laubach and John C. Williams, 2001. "Measuring the Natural Rate of Interest," Computing in Economics and Finance 2001 35, Society for Computational Economics.
Mentioned in:
- Did the Natural Rate Fall***?
by noreply@blogger.com (Carola) in Quantitative Ease on 2015-10-31 01:56:00 - [経済]米国の自然利子率は下がったのか?
by himaginary in himaginaryの日記 on 2015-11-01 05:00:00 - What’s the natural rate of interest?
by Tyler Cowen in Marginal Revolution on 2015-11-01 11:17:55 - Yellen: The Economic Outlook and Monetary Policy
by Barry Ritholtz in The Big Picture on 2015-12-07 16:00:34 - Monetary Policy, Financial Stability, and the Zero Lower Bound
by Guest Author in The Big Picture on 2016-01-04 16:00:31 - What Is the "Right" Policy Rate?
by macroblog in Macroblog on 2017-09-07 22:59:02 - Introducing the Atlanta Fed's Taylor Rule Utility
by macroblog in Macroblog on 2016-09-08 21:10:27 - Is the Fed Behind the Curve?
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2014-07-10 17:23:34 - NGDP Targeting y la Tasa Natural de Interés
by Nicolas Cachanosky in Punto de Vista Economico on 2015-04-15 08:01:36 - What's in store for r*?
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2020-11-24 13:15:29
- Holston, Kathryn & Laubach, Thomas & Williams, John C., 2017.
"Measuring the natural rate of interest: International trends and determinants,"
Journal of International Economics, Elsevier, vol. 108(S1), pages 59-75.
- Kathryn Holston & Thomas Laubach & John C. Williams, 2016. "Measuring the Natural Rate of Interest: International Trends and Determinants," NBER Chapters, in: NBER International Seminar on Macroeconomics 2016, National Bureau of Economic Research, Inc.
- Kathryn Holston & Thomas Laubach & John C. Williams, 2016. "Measuring the Natural Rate of Interest: International Trends and Determinants," Working Paper Series 2016-11, Federal Reserve Bank of San Francisco.
- Kathryn Holston & Thomas Laubach & John C. Williams, 2016. "Measuring the Natural Rate of Interest : International Trends and Determinants," Finance and Economics Discussion Series 2016-073, Board of Governors of the Federal Reserve System (U.S.).
Mentioned in:
- The case for a higher inflation target gets stronger
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2017-04-03 17:48:01 - Navigating in Cloudy Skies
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2018-12-10 12:14:25
- Thomas Laubach & John C. Williams, 2016.
"Measuring the Natural Rate of Interest Redux,"
Finance and Economics Discussion Series
2016-11, Board of Governors of the Federal Reserve System (U.S.).
- Thomas Laubach & John C. Williams, 2015. "Measuring the natural rate of interest redux," Working Paper Series 2015-16, Federal Reserve Bank of San Francisco.
Mentioned in:
- The FOMC's Prudent Caution
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2016-08-15 17:40:46 - Dot-ology: What can we learn from the dot plot?
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2019-04-01 12:24:01 - Persistently low interest rates, redux
by thebusinesscycleblog in The business cycle blog on 2016-03-19 20:37:04
- Eric M. Engen & Thomas Laubach & David L. Reifschneider, 2015.
"The Macroeconomic Effects of the Federal Reserve's Unconventional Monetary Policies,"
Finance and Economics Discussion Series
2015-5, Board of Governors of the Federal Reserve System (U.S.).
Mentioned in:
- Unconventional monetary policy through the Fed’s rear-view mirror
by Barry Ritholtz in The Big Picture on 2015-12-14 16:00:35 - Quels sont les effets macroéconomiques des mesures non conventionnelles de la Fed ?
by Martin Anota in D'un champ l'autre on 2015-03-01 02:26:17 - The Fed: From forward guidance to data dependence
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2015-12-14 19:45:45 - Unconventional monetary policy through the Fed's rear-view mirror
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2015-12-07 19:27:17
- Unconventional monetary policy through the Fed’s rear-view mirror
- Author Profile
- Macroeconomics: A reading list
by Ajay Shah in Ajay Shah's blog on 2012-02-09 10:41:00
- Macroeconomics: A reading list
Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Thomas Laubach & John C. Williams, 2003.
"Measuring the Natural Rate of Interest,"
The Review of Economics and Statistics, MIT Press, vol. 85(4), pages 1063-1070, November.
- Thomas Laubach & John C. Williams, 2001. "Measuring the natural rate of interest," Finance and Economics Discussion Series 2001-56, Board of Governors of the Federal Reserve System (U.S.).
- Thomas Laubach and John C. Williams, 2001. "Measuring the Natural Rate of Interest," Computing in Economics and Finance 2001 35, Society for Computational Economics.
Mentioned in:
- Measuring the Natural Rate of Interest (REStat 2003) in ReplicationWiki ()
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2010.
"Welfare-maximizing monetary policy under parameter uncertainty,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 129-143.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2010. "Welfare‐maximizing monetary policy under parameter uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 129-143, January.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2007. "Welfare-maximizing monetary policy under parameter uncertainty," Proceedings, Federal Reserve Bank of San Francisco.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2007. "Welfare-maximizing monetary policy under parameter uncertainty," Finance and Economics Discussion Series 2007-56, Board of Governors of the Federal Reserve System (U.S.).
- Thomas Laubach & John C. Williams & Rochelle M. Edge, 2007. "Welfare-Maximizing Monetary Policy under Parameter Uncertainty," 2007 Meeting Papers 311, Society for Economic Dynamics.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2008. "Welfare-Maximizing Monetary Policy Under Parameter Uncertainty," CAMA Working Papers 2008-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2007. "Welfare-maximizing monetary policy under parameter uncertainty," Working Paper Series 2007-11, Federal Reserve Bank of San Francisco.
Mentioned in:
Working papers
- Kathryn Holston & Thomas Laubach & John C. Williams, 2023.
"Measuring the Natural Rate of Interest after COVID-19,"
Staff Reports
1063, Federal Reserve Bank of New York.
Cited by:
- Chadha, Jagjit S., 2023.
"Mr Putin and the chronicle of a normalisation foretold,"
LSE Research Online Documents on Economics
120381, London School of Economics and Political Science, LSE Library.
- Jagjit S. Chadha, 2023. "Mr Putin and the Chronicle of a Normalisation Foretold," National Institute of Economic and Social Research (NIESR) Discussion Papers 551, National Institute of Economic and Social Research.
- Chadha, J. S., 2023. "Mr Putin and the Chronicle of a Normalisation Foretold," Cambridge Working Papers in Economics 2354, Faculty of Economics, University of Cambridge.
- Buncic, Daniel, 2024. "Econometric issues in the estimation of the natural rate of interest," Economic Modelling, Elsevier, vol. 132(C).
- José R. Maria & Paulo Júlio, 2023.
"Trends and cycles during the COVID-19 pandemic period,"
Working Papers
w202311, Banco de Portugal, Economics and Research Department.
- Júlio, Paulo & Maria, José R., 2024. "Trends and cycles during the COVID-19 pandemic period," Economic Modelling, Elsevier, vol. 139(C).
- Chadha, Jagjit S., 2023.
"Mr Putin and the chronicle of a normalisation foretold,"
LSE Research Online Documents on Economics
120381, London School of Economics and Political Science, LSE Library.
- Kyungmin Kim & Thomas Laubach & Min Wei, 2020.
"Macroeconomic Effects of Large-Scale Asset Purchases: New Evidence,"
Finance and Economics Discussion Series
2020-047, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Lloyd, Simon & Ostry, Daniel, 2024. "The asymmetric effects of quantitative tightening and easing on financial markets," Economics Letters, Elsevier, vol. 238(C).
- Stefański, Maciej, 2022. "Macroeconomic effects and transmission channels of quantitative easing," Economic Modelling, Elsevier, vol. 114(C).
- Goodhead, Robert, 2024. "The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy," European Economic Review, Elsevier, vol. 164(C).
- Weale, Martin & Wieladek, Tomasz, 2022. "Financial effects of QE and conventional monetary policy compared," Journal of International Money and Finance, Elsevier, vol. 127(C).
- Kawamoto, Takuji & Nakazawa, Takashi & Kishaba, Yui & Matsumura, Kohei & Nakajima, Jouchi, 2023. "Estimating the macroeconomic effects of Japan’s expansionary monetary policy under Quantitative and Qualitative Monetary Easing during 2013–2020," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 208-224.
- Sergio Clavijo, 2021. "Transmisión Crediticia, Liquidez y Capital Bancario en Colombia," Documentos CEDE 19156, Universidad de los Andes, Facultad de Economía, CEDE.
- Sergio Clavijo, 2020. "Política Monetaria Expansiva: Efectos sobre márgenes, tasas de interés y subsidios crediticios," Documentos CEDE 18504, Universidad de los Andes, Facultad de Economía, CEDE.
- Motto, Roberto & Özen, Kadir, 2022. "Market-stabilization QE," Working Paper Series 2640, European Central Bank.
- Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur, 2021. "Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies," Working Paper Series 2564, European Central Bank.
- Lhuissier Stéphane & Nguyen Benoît, 2021. "The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification," Working papers 806, Banque de France.
- David E. Altig & Jeffrey C. Fuhrer & Marc Giannoni & Thomas Laubach, 2020.
"The Federal Reserve’s Review of Its Monetary Policy Framework: A Roadmap,"
FEDS Notes
2020-08-27, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Michael T. Kiley, 2024. "Monetary Policy, Employment Shortfalls, and the Natural Rate Hypothesis," Finance and Economics Discussion Series 2024-032, Board of Governors of the Federal Reserve System (U.S.).
- Jaromir Tonner, 2022. "Current trends in macroeconomic modelling in central banks in light of the turbulent nature of recent events," Occasional Publications - Chapters in Edited Volumes, in: CNB Global Economic Outlook - July 2022, pages 14-20, Czech National Bank.
- Michael T. Kiley, 2024. "Monetary Policy Strategies to Foster Price Stability and a Strong Labor Market," Finance and Economics Discussion Series 2024-033, Board of Governors of the Federal Reserve System (U.S.).
- Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021. "Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement," Occasional Paper Series 267, European Central Bank.
- Andrea Ajello & Thomas Laubach & J. David López-Salido & Taisuke Nakata, 2016.
"Financial Stability and Optimal Interest-Rate Policy,"
Finance and Economics Discussion Series
2016-067, Board of Governors of the Federal Reserve System (U.S.).
- Andrea Ajello & Thomas Laubach & David López-Salido & Taisuke Nakata, 2019. "Financial Stability and Optimal Interest Rate Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 279-326, March.
Cited by:
- F Boissay & F Collard & J Galí & C Manea, 2022.
"Monetary Policy and Endogenous Financial Crises,"
Working Papers
hal-03763108, HAL.
- Boissay, Frédéric & Collard, Fabrice & Galí, Jordi & Manea, Cristina, 2022. "Monetary policy and endogenous financial crises," Discussion Papers 21/2022, Deutsche Bundesbank.
- Frédéric Boissay & Fabrice Collard & Jordi Galí & Cristina Manea, 2022. "Monetary Policy and Endogenous Financial Crises," Working Papers hal-03509283, HAL.
- F. Boissay & F. Collard & Jordi Galí & C. Manea, 2021. "Monetary policy and endogenous financial crises," Economics Working Papers 1810, Department of Economics and Business, Universitat Pompeu Fabra.
- Boissay, Frederic & Collard, Fabrice & GalÃ, Jordi & Manea, Cristina, 2022. "Monetary Policy and Endogenous Financial Crises," CEPR Discussion Papers 16825, C.E.P.R. Discussion Papers.
- José Frederic Boissay & Fabrice Collard & Jordi Galí & Cristina Manea, 2022. "Monetary policy and endogenous financial crises," BIS Working Papers 991, Bank for International Settlements.
- Frederic Boissay & Fabrice Collard & Jordi Galí & Cristina Manea, 2021. "Monetary Policy and Endogenous Financial Crises," Working Papers 1308, Barcelona School of Economics.
- Frederic Boissay & Fabrice Collard & Jordi Galí & Cristina Manea, 2021. "Monetary Policy and Endogenous Financial Crises," NBER Working Papers 29602, National Bureau of Economic Research, Inc.
- Collard, Fabrice & Boissay, Frédéric & Galì, Jordi & Manea, Cristina, 2021. "Monetary Policy and Endogenous Financial Crises," TSE Working Papers 21-1277, Toulouse School of Economics (TSE), revised Apr 2023.
- Frédéric Boissay & Fabrice Collard & Jordi Gali & Cristina Manea, 2023. "Monetary Policy and Endogenous Financial Crises," Working Papers hal-03917780, HAL.
- Mikael Juselius & Claudio Borio & Piti Disyatat & Mathias Drehmann, 2017.
"Monetary Policy, the Financial Cycle and Ultra-low Interest Rates,"
PIER Discussion Papers
55, Puey Ungphakorn Institute for Economic Research.
- Mikael Juselius & Claudio Borio & Piti Disyatat & Mathias Drehmann, 2016. "Monetary policy, the financial cycle and ultra-low interest rates," BIS Working Papers 569, Bank for International Settlements.
- Mikael Juselius & Claudio Borio & Piti Disyatat & Mathias Drehmann, 2017. "Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 13(3), pages 55-89, September.
- Juselius, Mikael & Borio, Claudio & Disyatat, Piti & Drehmann, Mathias, 2016. "Monetary policy, the financial cycle and ultralow interest rates," Bank of Finland Research Discussion Papers 24/2016, Bank of Finland.
- Moritz Schularick & Lucas ter Steege & Felix Ward, 2020.
"Leaning against the wind and crisis risk,"
ECONtribute Discussion Papers Series
041, University of Bonn and University of Cologne, Germany.
- Moritz Schularick & Lucas ter Steege & Felix Ward, 2021. "Leaning against the Wind and Crisis Risk," American Economic Review: Insights, American Economic Association, vol. 3(2), pages 199-214, June.
- Moritz Schularick & Lucas ter Steege & Felix Ward, 2021. "Leaning against the Wind and Crisis Risk," Post-Print hal-03944470, HAL.
- Schularick, Moritz & ter Steege, Lucas & Ward, Felix, 2020. "Leaning against the wind and crisis risk," CEPR Discussion Papers 14797, C.E.P.R. Discussion Papers.
- Moritz Schularick & Lucas ter Steege & Felix Ward, 2020. "Leaning against the Wind and Crisis Risk," CESifo Working Paper Series 8484, CESifo.
- Moritz Schularick & Lucas ter Steege & Felix Ward, 2021. "Leaning against the Wind and Crisis Risk," SciencePo Working papers Main hal-03944470, HAL.
- 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.
- Denis Gorea & Oleksiy Kryvtsov & Tamon Takamura, 2016. "Leaning Within a Flexible Inflation-Targeting Framework: Review of Costs and Benefits," Discussion Papers 16-17, Bank of Canada.
- Melchisedek Joslem Ngambou Djatche, 2021.
"Monetary policy, prudential policy and bank's risk-taking: a literature review,"
Post-Print
halshs-03419263, HAL.
- Melchisedek Joslem Ngambou Djatche, 2020. "Monetary policy, prudential policy and bank's risk-taking: a literature review," Working Papers halshs-03420209, HAL.
- Melchisedek Joslem Ngambou Djatche, 2020. "Monetary Policy, Prudential Policy, and Bank's Risk-Taking: A Literature Review," GREDEG Working Papers 2020-40, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Melchisedek Joslem Ngambou Djatche, 2022. "Monetary policy, prudential policy and bank's risk‐taking: A literature review," Journal of Economic Surveys, Wiley Blackwell, vol. 36(5), pages 1559-1590, December.
- Elena Deryugina & Maria Guseva & Alexey Ponomarenko, 2022. "The Credit Cycle and Measurement of the Natural Rate of Interest," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 11(1), pages 87-104.
- Claudio Borio & Piti Disyatat & Mikael Juselius & Phurichai Rungcharoenkitkul, 2019.
"Monetary Policy in the Grip of a Pincer Movement,"
Central Banking, Analysis, and Economic Policies Book Series, in: Álvaro Aguirre & Markus Brunnermeier & Diego Saravia (ed.),Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications, edition 1, volume 26, chapter 10, pages 311-356,
Central Bank of Chile.
- Claudio Borio & Piti Disyatat & Mikael Juselius & Phurichai Rungcharoenkitkul, 2018. "Monetary policy in the grip of a pincer movement," BIS Working Papers 706, Bank for International Settlements.
- Mr. Andrea Pescatori & Stefan Laseen, 2016.
"Financial Stability and Interest-Rate Policy: A Quantitative Assessment of Costs and Benefits,"
IMF Working Papers
2016/073, International Monetary Fund.
- Stefan Laséen & Andrea Pescatori, 2020. "Financial stability and interest‐rate policy: A quantitative assessment of costs and benefit," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 53(3), pages 1246-1273, August.
- Kozlovtceva, Irina & Ponomarenko, Alexey & Sinyakov, Andrey & Tatarintsev, Stas, 2020.
"A case for leaning against the wind in a commodity-exporting economy,"
International Economics, Elsevier, vol. 164(C), pages 86-114.
- FrIrina Kozlovtceva & Alexey Ponomarenko & Andrey Sinyakov & Stas Tatarintsev, 2020. "A case for leaning against the wind in a commodity-exporting economy," International Economics, CEPII research center, issue 164, pages 86-114.
- Karantounias, Anastasios G., 2023.
"Doubts about the model and optimal policy,"
Journal of Economic Theory, Elsevier, vol. 210(C).
- Anastasios G. Karantounias, 2023. "Doubts about the model and optimal policy," School of Economics Discussion Papers 0423, School of Economics, University of Surrey.
- Anastasios G. Karantounias, 2023. "Doubts about the model and optimal policy," Discussion Papers 2312, Centre for Macroeconomics (CFM).
- Anastasios G. Karantounias, 2020. "Doubts about the Model and Optimal Policy," FRB Atlanta Working Paper 2020-12, Federal Reserve Bank of Atlanta.
- Stanley Fischer, 2016. "Monetary Policy, Financial Stability, and the Zero Lower Bound : a speech at the Annual Meeting of the American Economic Association, San Francisco, California, January 3, 2016," Speech 886, Board of Governors of the Federal Reserve System (U.S.).
- Trent Saunders & Peter Tulip, 2019. "Cost-benefit Analysis of Leaning against the Wind," RBA Research Discussion Papers rdp2019-05, Reserve Bank of Australia.
- Ragna Alstadheim & Ørjan Robstad & Nikka Husom Vonen, 2017. "Financial imbalances, crisis probability and monetary policy in Norway," Working Paper 2017/21, Norges Bank.
- David Aikman & Julia Giese & Sujit Kapadia & Michael McLeay, 2023.
"Targeting Financial Stability: Macroprudential or Monetary Policy?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 19(1), pages 159-242, March.
- Aikman, David & Giese, Julia & Kapadia, Sujit & McLeay, Michael, 2018. "Targeting financial stability: macroprudential or monetary policy?," Bank of England working papers 734, Bank of England.
- Aikman, David & Giese, Julia & Kapadia, Sujit & McLeay, Michael, 2019. "Targeting financial stability: macroprudential or monetary policy?," Working Paper Series 2278, European Central Bank.
- Tucker, Paul & Cecchetti, Stephen, 2016. "Is there macroprudential policy without international cooperation?," CEPR Discussion Papers 11042, C.E.P.R. Discussion Papers.
- Scott A. Brave & Jose A. Lopez, 2019.
"Calibrating Macroprudential Policy to Forecasts of Financial Stability,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 1-59, March.
- Scott A. Brave & Jose A. Lopez, 2018. "Calibrating Macroprudential Policy to Forecasts of Financial Stability," Working Paper Series 2017-17, Federal Reserve Bank of San Francisco.
- Grégory Levieuge, 2018.
"La politique monétaire doit-elle être utilisée à des fins de stabilité financière ?,"
Post-Print
hal-03530128, HAL.
- Grégory Levieuge, 2018. "La politique monétaire doit-elle être utilisée à des fins de stabilité financière ?," Revue française d'économie, Presses de Sciences-Po, vol. 0(3), pages 63-104.
- Agénor, Pierre-Richard & Jackson, Timothy P., 2022. "Monetary and macroprudential policy coordination with biased preferences," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Lars E. O. Svensson, 2018.
"Monetary policy and macroprudential policy: Different and separate?,"
Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 802-827, August.
- Lars E. O. Svensson, 2018. "Monetary policy and macroprudential policy: Different and separate?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(3), pages 802-827, August.
- Svensson, Lars E.O., 2018. "Monetary Policy and Macroprudential Policy: Different and Separate?," CEPR Discussion Papers 13043, C.E.P.R. Discussion Papers.
- Benati, Luca, 2023. "Exploring the trade-off between leaning against credit and stabilizing economic activity," Economics Letters, Elsevier, vol. 223(C).
- David López-Salido & Jeremy C. Stein & Egon Zakrajšek, 2016.
"Credit-Market Sentiment and the Business Cycle,"
NBER Working Papers
21879, National Bureau of Economic Research, Inc.
- J. David López-Salido & Jeremy C. Stein & Egon Zakrajšek, 2015. "Credit-Market Sentiment and the Business Cycle," Finance and Economics Discussion Series 2015-28, Board of Governors of the Federal Reserve System (U.S.).
- David López-Salido & Jeremy C. Stein & Egon Zakrajšek, 2017. "Credit-Market Sentiment and the Business Cycle," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(3), pages 1373-1426.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2015. "Interest rates and house prices: pill or poison?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Stanley Fischer, 2016. "Monetary Policy, Financial Stability, and the Zero Lower Bound," American Economic Review, American Economic Association, vol. 106(5), pages 39-42, May.
- Thore Kockerols & Erling Motzfeldt Kravik & Yasin Mimir, 2021.
"Leaning against persistent financial cycles with occasional crises,"
Working Paper
2021/11, Norges Bank.
- Yasin Mimir, 2023. "Leaning against persistent financial cycles with occasional crises," Working Papers 56, European Stability Mechanism.
- Sami Alpanda & Alexander Ueberfeldt, 2016. "Should Monetary Policy Lean Against Housing Market Booms?," Staff Working Papers 16-19, Bank of Canada.
- Taisuke Nakata, 2014.
"Reputation and Liquidity Traps,"
Finance and Economics Discussion Series
2014-50, Board of Governors of the Federal Reserve System (U.S.).
- Taisuke Nakata, 2013. "Reputation and Liquidity Traps," UTokyo Price Project Working Paper Series 039, University of Tokyo, Graduate School of Economics, revised Dec 2014.
- Taisuke Nakata, 2014. "Reputation and Liquidity Traps," 2014 Meeting Papers 61, Society for Economic Dynamics.
- Taisuke Nakata, 2018. "Reputation and Liquidity Traps," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 252-268, April.
- Cairó, Isabel & Sim, Jae, 2023.
"Monetary policy and financial stability,"
Journal of Economic Dynamics and Control, Elsevier, vol. 157(C).
- Isabel Cairó & Jae W. Sim, 2020. "Monetary Policy and Financial Stability," Finance and Economics Discussion Series 2020-101, Board of Governors of the Federal Reserve System (U.S.).
- Grégory LEVIEUGE & Jose David GARCIA REVELO, 2020.
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"Equilibrium Real Interest Rates and Secular Stagnation: An Empirical Analysis for Euro Area Member Countries,"
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"Fiscal Policy and Aggregate Demand in the U.S. Before, During and Following the Great Recession,"
Finance and Economics Discussion Series
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Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 36, pages 73-102, April.
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"From wheel of fortune to wheel of misfortune: Financial crises, cycles, and consumer predation,"
Journal of Consumer Affairs, Wiley Blackwell, vol. 54(4), pages 1195-1212, December.
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- Olivier Mesly & David W. Shanafelt & Nicolas Huck, 2020. "From wheel of fortune to wheel of misfortune: Financial crises, cycles and consumer predation," Working Papers of BETA 2020-35, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
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"How Low Can House Prices Go? Estimating a Conservative Lower Bound,"
The Journal of Real Estate Finance and Economics, Springer, vol. 54(1), pages 97-116, January.
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Cited by:
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"Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts,"
CEPR Discussion Papers
9898, C.E.P.R. Discussion Papers.
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- Anne-Laure Delatte & Julien Fouquau & Richard Portes, 2014. "Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts," NBER Working Papers 19985, National Bureau of Economic Research, Inc.
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"The pricing of G7 sovereign bond spreads: the times, they are a-changin,"
Working Paper Series
1520, European Central Bank.
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"Membership in the Euro area and fiscal sustainability - Analysis through panel fiscal reaction functions,"
a/ Working Papers Series
1501, Italian Association for the Study of Economic Asymmetries, Rome (Italy).
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"Sovereign risk dynamics in the EU: the time varying relevance of fiscal and external (im)balances,"
Working Papers REM
2024/0311, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
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CESifo Working Paper Series
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"Uncertainty and episodes of extreme capital flows in the Euro Area,"
Economic Modelling, Elsevier, vol. 48(C), pages 343-356.
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"The Great Recession and the Two Dimensions of European Central Bank Credibility,"
Working Paper Series
13, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
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IMF Working Papers
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Journal of Banking & Finance, Elsevier, vol. 39(C), pages 68-86.
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wp.comunite
0093, Department of Communication, University of Teramo.
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Economic Modelling, Elsevier, vol. 86(C), pages 192-209.
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"Is the European sovereign crisis self-fulfilling ? Empirical evidence about the drivers of market sentiments,"
Documents de Travail de l'OFCE
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- Catherine Bruneau & Anne-Laure Delatte & Julien Fouquau, 2014. "Was the European sovereign crisis self-fulfilling? Empirical evidence about the drivers of market sentiments," Post-Print hal-01154350, HAL.
- Catherine Bruneau & Anne-Laure Delatte & Julien Fouquau, 2014. "Was the European sovereign crisis self-fulfilling? Empirical evidence about the drivers of market sentiments," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01154350, HAL.
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"Regime-dependent sovereign risk pricing during the euro crisis,"
ESRB Working Paper Series
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"Expectations and systemic risk in EMU government bond spreads,"
Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 711-724, April.
- Canofari, Paolo & Marini, Giancarlo & Piersanti, Giovanni, 2014. "Expectations and Systemic Risk in EMU Government Bond Spreads," LEAP Working Papers 2014/1, Luiss Institute for European Analysis and Policy.
- Canofari Paolo & Marini Giancarlo & Piersanti Giovanni, 2014. "Expectations and systemic risk in EMU government bond spreads," wp.comunite 0113, Department of Communication, University of Teramo.
- Paolo Canofari & Giovanni Bartolomeo & Giovanni Piersanti, 2014.
"Theory and Practice of Contagion in Monetary Unions: Domino Effects in EMU Mediterranean Countries,"
International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 20(3), pages 259-267, August.
- Canofari Paolo & Di Bartolomeo Giovanni & Piersanti Giovanni, 2014. "Theory and practice of contagion in monetary unions: Domino effects in EMU Mediterranean countries," wp.comunite 0109, Department of Communication, University of Teramo.
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"A model of the euro-area yield curve with discrete policy rates,"
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"Sovereign bond spread drivers in the EU market in the aftermath of the global financial crisis,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
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- Iuliana Matei & Angela Cheptea, 2012. "Sovereign Bond Spread Drivers in the EU Market in the Aftermath of the Global Financial Crisis," Advances in Econometrics, in: Essays in Honor of Jerry Hausman, pages 327-352, Emerald Group Publishing Limited.
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"Debt dynamics in Europe: A Network General Equilibrium GVAR approach,"
Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 175-202.
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"Three Dimensions of Central Bank Credibility and Inferential Expectations: The Euro Zone,"
Working Paper Series
2019/02, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
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"Measuring Financial Fragmentation in the Euro Area Corporate Bond Market,"
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"Asset purchase programmes and financial markets: lessons from the euro area,"
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"Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets,"
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking
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- Canofari Paolo & Di Bartolomeo Giovanni & Piersanti Giovanni, 2013. "Theory and practice of contagion in monetary unions. Domino effects in EU Mediterranean countries: The case of Greece, Italy and Spain," wp.comunite 0098, Department of Communication, University of Teramo.
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- Adina Criste, 2013. "Issues Regarding the Conducting of the Euro Area Monetary Policy during the European Debt Crisis," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 9(2), pages 96-106, April.
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- Portes, Richard & Delatte, Anne-Laure, 2014.
"Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts,"
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Discussion Paper Series 1: Economic Studies
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Cited by:
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"Trend shocks and the countercyclical U.S. current account,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 47(2), pages 494-516, May.
- Amdur, David & Ersal Kiziler, Eylem, 2012. "Trend shocks and the countercyclical U.S. current account," MPRA Paper 40147, University Library of Munich, Germany.
- David Amdur & Eylem Ersal Kiziler, 2014. "Trend shocks and the countercyclical U.S. current account," Canadian Journal of Economics, Canadian Economics Association, vol. 47(2), pages 494-516, May.
- Hoffmann, Mathias & Krause, Michael U. & Laubach, Thomas, 2012.
"Trend growth expectations and US house prices before and after the crisis,"
Discussion Papers
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Cited by:
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"Welfare‐maximizing monetary policy under parameter uncertainty,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 129-143, January.
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Journal of Economic Dynamics and Control, Elsevier, vol. 36(2), pages 239-254.
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Journal of Economic Literature, American Economic Association, vol. 50(2), pages 331-367, June.
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"Macroeconomics and the Term Structure,"
Journal of Economic Literature, American Economic Association, vol. 50(2), pages 331-367, June.
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OECD Working Papers on Fiscal Federalism
13, OECD Publishing.
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"Welfare‐maximizing monetary policy under parameter uncertainty,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 129-143, January.
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- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2007. "Welfare-maximizing monetary policy under parameter uncertainty," Finance and Economics Discussion Series 2007-56, Board of Governors of the Federal Reserve System (U.S.).
- Thomas Laubach & John C. Williams & Rochelle M. Edge, 2007. "Welfare-Maximizing Monetary Policy under Parameter Uncertainty," 2007 Meeting Papers 311, Society for Economic Dynamics.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2010. "Welfare-maximizing monetary policy under parameter uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 129-143.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2008. "Welfare-Maximizing Monetary Policy Under Parameter Uncertainty," CAMA Working Papers 2008-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2007. "Welfare-maximizing monetary policy under parameter uncertainty," Working Paper Series 2007-11, Federal Reserve Bank of San Francisco.
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"Measuring the Natural Rate of Interest: International Trends and Determinants,"
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- Holston, Kathryn & Laubach, Thomas & Williams, John C., 2017. "Measuring the natural rate of interest: International trends and determinants," Journal of International Economics, Elsevier, vol. 108(S1), pages 59-75.
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Cited by:
- Eichenbaum, Martin & Christiano, Lawrence J. & Linde, Jesper & Altig, David E, 2005.
"Firm-Specific Capital, Nominal Rigidities and the Business Cycle,"
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- David Altig & Lawrence Christiano & Martin Eichenbaum & Jesper Linde, 2005. "Firm-Specific Capital, Nominal Rigidities and the Business Cycle," NBER Working Papers 11034, National Bureau of Economic Research, Inc.
- David E. Altig & Lawrence J. Christiano & Martin S. Eichenbaum & Jesper Lindé, 2010. "Firm-specific capital, nominal rigidities and the business cycle," International Finance Discussion Papers 990, Board of Governors of the Federal Reserve System (U.S.).
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- David E. Altig & Lawrence J. Christiano & Martin S. Eichenbaum & Jesper Lindé, 2004. "Firm-specific capital, nominal rigidities, and the business cycle," Working Papers (Old Series) 0416, Federal Reserve Bank of Cleveland.
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- Benati, Luca, 2007.
"Drift and breaks in labor productivity,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2847-2877, August.
- Benati, Luca, 2007. "Drift and breaks in labor productivity," Working Paper Series 718, European Central Bank.
- Benati, Luca, 2006. "Drift and Breaks in Labour Productivity," CEPR Discussion Papers 5801, C.E.P.R. Discussion Papers.
- Dale W. Jorgenson & Mun S. Ho & Kevin J. Stiroh, 2008.
"A Retrospective Look at the U.S. Productivity Growth Resurgence,"
Journal of Economic Perspectives, American Economic Association, vol. 22(1), pages 3-24, Winter.
- Mun S. Ho & Dale W. Jorgenson & Kevin J. Stiroh, 2007. "A retrospective look at the U.S. productivity growth resurgence," Staff Reports 277, Federal Reserve Bank of New York.
- van Norden, Simon, 2011.
"Current trends in the analysis of Canadian productivity growth,"
The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 5-25, January.
- Simon van Norden, 2010. "Current Trends in the Analysis of Canadian Productivity Growth," CIRANO Working Papers 2010s-30, CIRANO.
- Matti Viren, 2006. "Inflation Expectations and Regime Shifts," Discussion Papers 5, Aboa Centre for Economics.
- Richard Harrison & George Kapetanios & Alasdair Scott & Jana Eklund, 2008. "Breaks in DSGE models," 2008 Meeting Papers 657, Society for Economic Dynamics.
- Richard G. Anderson & Kevin L. Kliesen, 2011. "How does the FOMC learn about economic revolutions? evidence from the New Economy Era, 1994-2001," Working Papers 2011-041, Federal Reserve Bank of St. Louis.
- Peter N. Ireland, 2009.
"On the Welfare Cost of Inflation and the Recent Behavior of Money Demand,"
American Economic Review, American Economic Association, vol. 99(3), pages 1040-1052, June.
- Peter N. Ireland, 2008. "On the Welfare Cost of Inflation and the Recent Behavior of Money Demand," NBER Working Papers 14098, National Bureau of Economic Research, Inc.
- Peter N. Ireland, 2007. "On the Welfare Cost of Inflation and the Recent Behavior of Money Demand," Boston College Working Papers in Economics 662, Boston College Department of Economics.
- Spencer D. Krane, 2006. "How professional forecasters view shocks to GDP," Working Paper Series WP-06-19, Federal Reserve Bank of Chicago.
- Simon Gilchrist & Masashi Saito, 2008.
"Expectations, Asset Prices, and Monetary Policy: The Role of Learning,"
NBER Chapters, in: Asset Prices and Monetary Policy, pages 45-102,
National Bureau of Economic Research, Inc.
- Simon Gilchrist & Masashi Saito, 2006. "Expectations, Asset Prices, and Monetary Policy: The Role of Learning," NBER Working Papers 12442, National Bureau of Economic Research, Inc.
- Dean Croushore, 2011.
"Frontiers of Real-Time Data Analysis,"
Journal of Economic Literature, American Economic Association, vol. 49(1), pages 72-100, March.
- Dean Croushore, 2008. "Frontiers of real-time data analysis," Working Papers 08-4, Federal Reserve Bank of Philadelphia.
- Virén, Matti, 2005. "Inflation expectations and regime shifts in the euro area," Bank of Finland Research Discussion Papers 25/2005, Bank of Finland.
- Den Haan, Wouter J. & Kaltenbrunner, Georg, 2009.
"Anticipated growth and business cycles in matching models,"
Journal of Monetary Economics, Elsevier, vol. 56(3), pages 309-327, April.
- Den Haan, Wouter & Kaltenbrunner, Georg, 2007. "Anticipated Growth and Business Cycles in Matching Models," CEPR Discussion Papers 6063, C.E.P.R. Discussion Papers.
- Sharon Kozicki & Peter A. Tinsley, 2005.
"Perhaps the FOMC did what it said it did : an alternative interpretation of the Great Inflation,"
Research Working Paper
RWP 05-04, Federal Reserve Bank of Kansas City.
- Sharon Kozicki & P. A. Tinsley, 2007. "Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation," Staff Working Papers 07-19, Bank of Canada.
- Riccardo DiCecio, 2004.
"Comovement: it's not a puzzle,"
2004 Meeting Papers
113, Society for Economic Dynamics.
- Riccardo DiCecio, 2005. "Comovement: it's not a puzzle," Working Papers 2005-035, Federal Reserve Bank of St. Louis.
- Riccardo DiCecio, 2008. "Comovement: it's not a puzzle," 2008 Meeting Papers 884, Society for Economic Dynamics.
- Peter N. Ireland & Scott Schuh, 2006.
"Productivity and U.S. macroeconomic performance: interpreting the past and predicting the future with a two-sector real business cycle model,"
Working Papers
06-10, Federal Reserve Bank of Boston.
- Peter N. Ireland & Scott Schuh, 2006. "Productivity and U.S. Macroeconomic Performance: Interpreting the Past and Predicting the Future with a Two-Sector Real Business Cycle Model," Boston College Working Papers in Economics 642, Boston College Department of Economics.
- Peter N. Ireland & Scott Schuh, 2007. "Productivity and U.S. Macroeconomic Performance: Interpreting the Past and Predicting the Future with a Two-Sector Real Business Cycle Model," NBER Working Papers 13532, National Bureau of Economic Research, Inc.
- Peter Ireland & Scott Schuh, 2008. "Productivity and U.S. Macroeconomic Performance: Interpreting the Past and Predicting the Future with a Two-Sector Real Business Cycle Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 473-492, July.
- Ms. Silvia Sgherri, 2005. "Long-Run Productivity Shifts and Cyclical Fluctuations: Evidence for Italy," IMF Working Papers 2005/228, International Monetary Fund.
- Richard Dion & Robert Fay, 2008. "Understanding Productivity: A Review of Recent Technical Research," Discussion Papers 08-3, Bank of Canada.
- Andrew Levin, 2007. "Comment on "Monetary Policy in Europe versus the United States: What Explains the Difference?"," NBER Chapters, in: International Dimensions of Monetary Policy, pages 533-545, National Bureau of Economic Research, Inc.
- Gregory Thwaites, 2006. "Optimal emerging market fiscal policy when trend output growth is unobserved," Bank of England working papers 308, Bank of England.
- Eichenbaum, Martin & Christiano, Lawrence J. & Linde, Jesper & Altig, David E, 2005.
"Firm-Specific Capital, Nominal Rigidities and the Business Cycle,"
CEPR Discussion Papers
4858, C.E.P.R. Discussion Papers.
- Rochelle Edge & Thomas Laubach, 2003.
"The Optimal Monetary Policy Response to Shifts in Trend MFP Growth: A DGE Analysis,"
Computing in Economics and Finance 2003
93, Society for Computational Economics.
Cited by:
- Nuno Alves, 2004. "The Monetary Transmission in the US and the Euro Area: Common Features and Common Frictions," Working Papers w200414, Banco de Portugal, Economics and Research Department.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2003.
"The responses of wages and prices to technology shocks,"
Working Paper Series
2003-21, Federal Reserve Bank of San Francisco.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2003. "The responses of wages and prices to technology shocks," Finance and Economics Discussion Series 2003-65, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Matheron, J. & Poilly, C., 2006.
"How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?,"
Working papers
148, Banque de France.
- Matheron, Julien & Poilly, Céline, 2009. "How well does a small structural model with sticky prices and wages fit postwar U.S. data?," Economic Modelling, Elsevier, vol. 26(1), pages 266-284, January.
- Julien Matheron & Céline Poilly, 2006. "How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?," THEMA Working Papers 2006-11, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Eichenbaum, Martin & Christiano, Lawrence J. & Linde, Jesper & Altig, David E, 2005.
"Firm-Specific Capital, Nominal Rigidities and the Business Cycle,"
CEPR Discussion Papers
4858, C.E.P.R. Discussion Papers.
- David E. Altig & Lawrence J. Christiano & Martin S. Eichenbaum & Jesper Lindé, 2004. "Firm-specific capital, nominal rigidities and the business cycle," Working Paper Series WP-05-01, Federal Reserve Bank of Chicago.
- David Altig & Lawrence Christiano & Martin Eichenbaum & Jesper Linde, 2005. "Firm-Specific Capital, Nominal Rigidities and the Business Cycle," NBER Working Papers 11034, National Bureau of Economic Research, Inc.
- David E. Altig & Lawrence J. Christiano & Martin S. Eichenbaum & Jesper Lindé, 2010. "Firm-specific capital, nominal rigidities and the business cycle," International Finance Discussion Papers 990, Board of Governors of the Federal Reserve System (U.S.).
- Altig, David & Christiano, Lawrence & Eichenbaum, Martin & Lindé, Jesper, 2004. "Firm-Specific Capital, Nominal Rigidities and the Business Cycle," Working Paper Series 176, Sveriges Riksbank (Central Bank of Sweden).
- David E. Altig & Lawrence J. Christiano & Martin S. Eichenbaum & Jesper Lindé, 2004. "Firm-specific capital, nominal rigidities, and the business cycle," Working Papers (Old Series) 0416, Federal Reserve Bank of Cleveland.
- David Altig & Lawrence Christiano & Martin Eichenbaum & Jesper Linde, 2011. "Firm-Specific Capital, Nominal Rigidities and the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 225-247, April.
- Michael T. Kiley & Jean-Philippe Laforte & Rochelle M. Edge, 2008. "The Sources of Fluctuations in Residential Investment: A View from a Policy-Oriented DSGE Model of the U.S. Economic," 2008 Meeting Papers 990, Society for Economic Dynamics.
- Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2007.
"Non‐stationary Hours in a DSGE Model,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1357-1373, September.
- Chang, Yongsung & Schorfheide, Frank & Doh, Taeyoung, 2005. "Non-stationary Hours in a DSGE Model," CEPR Discussion Papers 5232, C.E.P.R. Discussion Papers.
- Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2006. "Non-stationary hours in a DSGE model," Working Papers 06-3, Federal Reserve Bank of Philadelphia.
- Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2007. "Non-stationary Hours in a DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1357-1373, September.
- David Altig & Lawrence Christiano & Martin Eichenbaum & Jesper Linde, 2005.
"Online Appendix to "Firm-Specific Capital, Nominal Rigidities and the Business Cycle","
Online Appendices
09-191, Review of Economic Dynamics.
- David Altig & Lawrence Christiano & Martin Eichenbaum & Jesper Linde, 2011. "Firm-Specific Capital, Nominal Rigidities and the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 225-247, April.
- Danthine, Jean-Pierre & Kurmann, André, 2010.
"The business cycle implications of reciprocity in labor relations,"
Journal of Monetary Economics, Elsevier, vol. 57(7), pages 837-850, October.
- Jean-Pierre DANTHINE & André KURMANN, 2007. "The Business Cycle Implications of Reciprocity in Labor Relations," Cahiers de Recherches Economiques du Département d'économie 07.12, Université de Lausanne, Faculté des HEC, Département d’économie.
- Jean-Pierre Danthine & André Kurmann, 2007. "The Business Cycle Implications of Reciprocity in Labor Relations," Cahiers de recherche 0743, CIRPEE.
- Danthine, Jean-Pierre & Kurmann, Andre, 2007. "The Business Cycle Implications of Reciprocity in Labour Relations," CEPR Discussion Papers 6587, C.E.P.R. Discussion Papers.
- Jean-Pierre Danthine, 2010. "The Business Cycle Implications of Reciprocity in Labor Relations," Working Papers 2010-10, Swiss National Bank.
- Andrew T. Levin & Alexei Onatski & John Williams & Noah M. Williams, 2006.
"Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models,"
NBER Chapters, in: NBER Macroeconomics Annual 2005, Volume 20, pages 229-312,
National Bureau of Economic Research, Inc.
- Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams, 2005. "Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models," NBER Working Papers 11523, National Bureau of Economic Research, Inc.
- Noah Williams & Andrew Levin & Alexei Onatski, 2005. "Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models," Computing in Economics and Finance 2005 478, Society for Computational Economics.
- Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams, 2005. "Monetary policy under uncertainty in micro-founded macroeconometric models," Working Paper Series 2005-15, Federal Reserve Bank of San Francisco.
- Eijffinger, S.C.W. & Grajales Olarte, A. & Uras, R.B., 2015.
"Heterogeneity in Wage Setting Behavior in a New-Keynesian Model,"
Discussion Paper
2015-024, Tilburg University, Center for Economic Research.
- Eijffinger, S.C.W. & Grajales Olarte, A. & Uras, R.B., 2015. "Heterogeneity in Wage Setting Behavior in a New-Keynesian Model," Other publications TiSEM ca4cf819-2c5f-4391-82df-6, Tilburg University, School of Economics and Management.
- Eijffinger, Sylvester & Grajales Olarte, Anderson & Uras, Burak, 2020. "Heterogeneity in wage setting behavior in a New-Keynesian Model," Other publications TiSEM 24069cb1-ed64-4367-9a37-b, Tilburg University, School of Economics and Management.
- Eijffinger, Sylvester & Uras, Burak & Grajales, Anderson, 2015. "Heterogeneity in Wage Setting Behavior in a New-Keynesian Model," CEPR Discussion Papers 10532, C.E.P.R. Discussion Papers.
- Eijffinger, S.C.W. & Grajales Olarte, A. & Uras, R.B., 2015. "Heterogeneity in Wage Setting Behavior in a New-Keynesian Model," Other publications TiSEM cd9bb586-72f4-47d0-94e0-1, Tilburg University, School of Economics and Management.
- Eijffinger, Sylvester C. W. & Grajales-Olarte, Anderson & Uras, Burak R., 2020. "Heterogeneity In Wage Setting Behavior In A New-Keynesian Model," Macroeconomic Dynamics, Cambridge University Press, vol. 24(6), pages 1512-1546, September.
- Luigi Paciello, 2011.
"Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1663-1684, December.
- Luigi Paciello, 2009. "Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?," EIEF Working Papers Series 0917, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2011.
- Luigi Paciello, 2011. "Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1663-1684, December.
- De Paoli, Bianca & Scott, Alasdair & Weeken, Olaf, 2010.
"Asset pricing implications of a New Keynesian model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2056-2073, October.
- Bianca De Paoli & Alasdair Scott & Olaf Weeken, 2006. "Asset pricing implications of a New Keynesian model," Computing in Economics and Finance 2006 358, Society for Computational Economics.
- Bianca De Paoli & Alasdair Scott & Olaf Weeken, 2007. "Asset pricing implications of a New Keynesian model," Bank of England working papers 326, Bank of England.
- Bianca De Paoli, Alasdair Scott, Olaf Weeken, 2007. "Asset pricing implications for a New Keynesian model," Money Macro and Finance (MMF) Research Group Conference 2006 156, Money Macro and Finance Research Group.
- Bianca de Paoli & Alasdair Scott & Olaf Weeken, 2010. "Asset pricing implications of a new keynesian model," Post-Print hal-00732761, HAL.
- Christoffel, Kai & Linzert, Tobias, 2006.
"The role of real wage rigidity and labor market frictions for unemployment and inflation dynamics,"
Discussion Paper Series 1: Economic Studies
2006,11, Deutsche Bundesbank.
- Christoffel, Kai & Linzert, Tobias, 2005. "The role of real wage rigidity and labor market frictions for unemployment and inflation dynamics," Working Paper Series 556, European Central Bank.
- Christoffel, Kai & Linzert, Tobias, 2005. "The Role of Real Wage Rigidity and Labor Market Frictions for Unemployment and Inflation Dynamics," IZA Discussion Papers 1896, Institute of Labor Economics (IZA).
- Richard Dennis, 2004. "Specifying and estimating New Keynesian models with instrument rules and optimal monetary policies," Working Paper Series 2004-17, Federal Reserve Bank of San Francisco.
- Timothy Cogley & Argia M. Sbordone, 2006. "Trend inflation and inflation persistence in the New Keynesian Phillips curve," Staff Reports 270, Federal Reserve Bank of New York.
- Luca Guerrieri & Dale Henderson, 2005.
"Investment-Specific and Multifactor Productivity in Multi-Sector Open Economies:Data and Analysis,"
Computing in Economics and Finance 2005
143, Society for Computational Economics.
- Luca Guerrieri & Dale W. Henderson & Jinill Kim, 2005. "Investment-specific and multifactor productivity in multi-sector open economies: data and analysis," International Finance Discussion Papers 828, Board of Governors of the Federal Reserve System (U.S.).
- Avouyi-Dovi, S. & Matheron, J., 2005. "Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the US Economy," Working papers 123, Banque de France.
- Christopher Malikane & Tshepo Mokoka, 2014. "The new Keynesian Phillips curve: endogeneity and misspecification," Applied Economics, Taylor & Francis Journals, vol. 46(25), pages 3082-3089, September.
- Malikane, Christopher & Ojah, Kalu, 2014. "Fisher's Relation and the Term Structure: Implications for IS Curves," MPRA Paper 55553, University Library of Munich, Germany.
- Jean Boivin & Marc Giannoni, 2006.
"DSGE Models in a Data-Rich Environment,"
NBER Technical Working Papers
0332, National Bureau of Economic Research, Inc.
- Marc P. Giannoni & Jean Boivin, 2005. "DSGE Models in a Data-Rich Environment," Computing in Economics and Finance 2005 431, Society for Computational Economics.
- Jean Boivin & Marc Giannoni, 2006. "DSGE Models in a Data-Rich Environment," NBER Working Papers 12772, National Bureau of Economic Research, Inc.
- Boivin, J. & Giannoni, M., 2007. "DSGE Models in a Data-Rich Environment," Working papers 162, Banque de France.
- Carrillo, Julio A., 2012.
"How well does sticky information explain the dynamics of inflation, output, and real wages?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(6), pages 830-850.
- Carrillo, J.A., 2010. "How well does sticky information explain inflation and output inertia?," Research Memorandum 018, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Carrillo, J.A., 2009. "Sticky information vs. Backward-looking indexation: Inflation inertia in the U.S," Research Memorandum 008, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- J. A. Carrillo, 2011. "How Well Does Sticky Information Explain the Dynamics of Inflation, Output, and Real Wages?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/724, Ghent University, Faculty of Economics and Business Administration.
- Momo Komatsu, 2023. "The effect of wage rigidity on the transmission of monetary policy to inequality," Economics Series Working Papers 1004, University of Oxford, Department of Economics.
- Dupor, Bill & Han, Jing & Tsai, Yi-Chan, 2009. "What do technology shocks tell us about the New Keynesian paradigm?," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 560-569, May.
- Edge, Rochelle M. & Kiley, Michael T. & Laforte, Jean-Philippe, 2008.
"Natural rate measures in an estimated DSGE model of the U.S. economy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2512-2535, August.
- Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2007. "Natural rate measures in an estimated DSGE model of the U.S. economy," Finance and Economics Discussion Series 2007-08, Board of Governors of the Federal Reserve System (U.S.).
- Nuno Alves, 2004. "A Flexible View on Prices," Working Papers w200406, Banco de Portugal, Economics and Research Department.
- Bhattarai, Keshab & Trzeciakiewicz, Dawid, 2017. "Macroeconomic impacts of fiscal policy shocks in the UK: A DSGE analysis," Economic Modelling, Elsevier, vol. 61(C), pages 321-338.
- Harrison, Richard & Oomen, Özlem, 2010. "Evaluating and estimating a DSGE model for the United Kingdom," Bank of England working papers 380, Bank of England.
- Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2007. "Documentation of the Research and Statistics Division’s estimated DSGE model of the U.S. economy: 2006 version," Finance and Economics Discussion Series 2007-53, Board of Governors of the Federal Reserve System (U.S.).
- Jean-Philippe Cayen & Marc-André Gosselin & Sharon Kozicki, 2009. "Estimating DSGE-Model-Consistent Trends for Use in Forecasting," Staff Working Papers 09-35, Bank of Canada.
- Gary S. Anderson, 2010.
"A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models,"
Finance and Economics Discussion Series
2010-13, Board of Governors of the Federal Reserve System (U.S.).
- Anderson, Gary S., 2010. "A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 472-489, March.
- Rochelle M. Edge & Jeremy B. Rudd, 2005. "Temporary partial expensing in a general-equilibrium model," Finance and Economics Discussion Series 2005-19, Board of Governors of the Federal Reserve System (U.S.).
- Thomas Laubach, 2003.
"New evidence on the interest rate effects of budget deficits and debt,"
Finance and Economics Discussion Series
2003-12, Board of Governors of the Federal Reserve System (U.S.).
- Thomas Laubach, 2009. "New Evidence on the Interest Rate Effects of Budget Deficits and Debt," Journal of the European Economic Association, MIT Press, vol. 7(4), pages 858-885, June.
Cited by:
- Alexandr Hobza & Gilles Mourre, 2010. "Quantifying the potential macroeconomic effects of the Europe 2020 strategy: stylised scenarios," European Economy - Economic Papers 2008 - 2015 424, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Clinton, Kevin & Kumhof, Michael & Laxton, Douglas & Mursula, Susanna, 2011. "Deficit reduction: Short-term pain for long-term gain," European Economic Review, Elsevier, vol. 55(1), pages 118-139, January.
- Checherita-Westphal, Cristina & Rother, Philipp, 2010. "The impact of high and growing government debt on economic growth: an empirical investigation for the euro area," Working Paper Series 1237, European Central Bank.
- Xavier Timbeau & Ofce Observatoire Français Des Conjonctures Économiques, 2014.
"From austerity to stagnation how to avoid the deflation trap,"
SciencePo Working papers Main
hal-03603164, HAL.
- Xavier Timbeau & Ofce Observatoire Français Des Conjonctures Économiques, 2014. "From austerity to stagnation how to avoid the deflation trap," Post-Print hal-03603164, HAL.
- Hess Chung & Jean-Philippe Laforte & David Reifschneider & John C. Williams, 2012.
"Have We Underestimated the Likelihood and Severity of Zero Lower Bound Events?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 47-82, February.
- Hess T. Chung & Jean-Philippe Laforte & David L. Reifschneider & John C. Williams, 2011. "Have we underestimated the likelihood and severity of zero lower bound events?," Working Paper Series 2011-01, Federal Reserve Bank of San Francisco.
- Hess Chung & Jean‐Philippe Laforte & David Reifschneider & John C. Williams, 2012. "Have We Underestimated the Likelihood and Severity of Zero Lower Bound Events?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(s1), pages 47-82, February.
- Kirchner, Markus & Rieth, Malte, 2020.
"Sovereign default risk, macroeconomic fluctuations and monetary-fiscal stabilisation,"
IWH Discussion Papers
22/2020, Halle Institute for Economic Research (IWH).
- Markus Kirchner & Malte Rieth, 2020. "Sovereign Default Risk, Macroeconomic Fluctuations and Monetary-Fiscal Stabilization," Working Papers Central Bank of Chile 896, Central Bank of Chile.
- Markus Kirchner & Malte Rieth, 2021. "Sovereign Default Risk, Macroeconomic Fluctuations and Monetary–Fiscal Stabilization," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(2), pages 391-426, June.
- Markus Kirchner & Malte Rieth, 2021. "Sovereign Default Risk, Macroeconomic Fluctuations and Monetary-Fiscal Stabilization," Discussion Papers of DIW Berlin 1966, DIW Berlin, German Institute for Economic Research.
- Martins, Manuel M.F. & Afonso, António, 2010.
"Level, slope, curvature of the sovereign yield curve, and fiscal behaviour,"
Working Paper Series
1276, European Central Bank.
- António Afonso & Manuel M. F. Martins, 2010. "Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour," Working Papers Department of Economics 2010/23, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Afonso, António & Martins, Manuel M.F., 2012. "Level, slope, curvature of the sovereign yield curve, and fiscal behaviour," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1789-1807.
- Salvatore Dell’Erba & Emanuele Baldacci & Tigran Poghosyan, 2013.
"Spatial spillovers in emerging market spreads,"
Empirical Economics, Springer, vol. 45(2), pages 735-756, October.
- Mr. Salvatore Dell'Erba & Mr. Emanuele Baldacci & Mr. Tigran Poghosyan, 2011. "Spatial Spillovers in Emerging Market Spreads," IMF Working Papers 2011/221, International Monetary Fund.
- Ehrmann, Michael & D'Agostino, Antonello, 2013.
"The pricing of G7 sovereign bond spreads: the times, they are a-changin,"
Working Paper Series
1520, European Central Bank.
- D’Agostino, Antonello & Ehrmann, Michael, 2014. "The pricing of G7 sovereign bond spreads – The times, they are a-changin," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 155-176.
- D'Agostino, Antonello & Ehrmann, Michael, 2012. "The pricing of G7 sovereign bond spreads – the times, they are a-changin," MPRA Paper 40604, University Library of Munich, Germany.
- Douglas Sutherland & Peter Hoeller & Balázs Égert & Oliver Röhn, 2010. "Counter-cyclical Economic Policy," OECD Economics Department Working Papers 760, OECD Publishing.
- Wang, Shu-Ling, 2021. "Fiscal stimulus in a high-debt economy? A DSGE analysis," Economic Modelling, Elsevier, vol. 98(C), pages 118-135.
- Leiner-Killinger, Nadine & Holm-Hadulla, Fédéric & de Groot, Oliver, 2012.
"Cost of borrowing shocks and fiscal adjustment,"
Working Paper Series
1503, European Central Bank.
- de Groot, Oliver & Holm-Hadulla, Fédéric & Leiner-Killinger, Nadine, 2015. "Cost of borrowing shocks and fiscal adjustment," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 23-48.
- Oliver de Groot & Fédéric Holm-Hadulla & Nadine Leiner-Killinger, 2013. "Cost of borrowing shocks and fiscal adjustment," Finance and Economics Discussion Series 2013-59, Board of Governors of the Federal Reserve System (U.S.).
- Kameda, Keigo, 2014. "Budget deficits, government debt, and long-term interest rates in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 32(C), pages 105-124.
- Adam Kucera & Evzen Kocenda & Ales Marsal, 2022.
"Yield Curve Dynamics and Fiscal Policy Shocks,"
Working Papers IES
2022/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2022.
- Adam Kuèera & Evžen Koèenda & Aleš Maršál, 2019. "Yield Curve Dynamics and Fiscal Policy Shocks," Working and Discussion Papers WP 2/2019, Research Department, National Bank of Slovakia.
- Ansgar Rannenberg, 2019. "Inequality, the risk of secular stagnation and the increase in household deb," Working Paper Research 375, National Bank of Belgium.
- Hernández de Cos, Pablo & Warmedinger, Thomas & Checherita-Westphal, Cristina, 2015.
"Fiscal multipliers and beyond,"
Occasional Paper Series
162, European Central Bank.
- Thomas Warmedinger & Cristina Checherita-Westphal & Pablo Hernández de Cos, 2015. "Fiscal Multipliers and Beyond," Hacienda Pública Española / Review of Public Economics, IEF, vol. 215(4), pages 139-168, December.
- Joerg Bibow, 2004.
"Fiscal Consolidation Contrasting Strategies & Lessons from International Experience,"
Macroeconomics
0402014, University Library of Munich, Germany.
- Jorg Bibow, 2004. "Fiscal Consolidation: Contrasting Strategies & Lessons From International Experiences," Economics Working Paper Archive wp_400, Levy Economics Institute.
- Eberhardt, Markus & Presbitero, Andrea F., 2015. "Public debt and growth: Heterogeneity and non-linearity," Journal of International Economics, Elsevier, vol. 97(1), pages 45-58.
- Angeliki Papana & Catherine Kyrtsou & Dimitris Kugiumtzis & Cees Diks, 2016. "Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data," Computational Economics, Springer;Society for Computational Economics, vol. 47(3), pages 341-365, March.
- Salvatore Dell'Erba & Ricardo Hausmann & Ugo Panizza, 2013.
"Debt Levels, Debt Composition, and Sovereign Spreads in Emerging and Advanced Economies,"
CID Working Papers
263, Center for International Development at Harvard University.
- Dell'Erba, Salvatore & Hausmann, Ricardo & Panizza, Ugo, 2013. "Debt Levels, Debt Composition, and Sovereign Spreads in Emerging and Advanced Economies," Working Paper Series rwp13-028, Harvard University, John F. Kennedy School of Government.
- Salvatore Dell’Erba & Ricardo Hausmann & Ugo Panizza, 2013. "Debt levels, debt composition, and sovereign spreads in emerging and advanced economies," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 29(3), pages 518-547, AUTUMN.
- Salvatore Dell'Erba & Ricardo Hausmann & Ugo Panizza, 2013. "Debt Levels, Debt Composition, and Sovereign Spreads in Emerging and Advanced Economies," Growth Lab Working Papers 47, Harvard's Growth Lab.
- Salvatore Dell’Erba & Ricardo Hausmann & Ugo Panizza, 2013. "Debt Levels, Debt Composition, and Sovereign Spreads in Emerging and Advanced Economies," IHEID Working Papers 12-2013, Economics Section, The Graduate Institute of International Studies.
- Dieppe, Alistair & Mourinho Félix, Ricardo & Marchiori, Luca & Grech, Owen & Albani, Maria & Lalouette, Laure & Kulikov, Dmitry & Papadopoulou, Niki & Sideris, Dimitris & Irac, Delphine & Gordo Mora, , 2015. "Public debt, population ageing and medium-term growth," Occasional Paper Series 165, European Central Bank.
- Christopher D. Cotton, 2021.
"Debt, Deficits, and Interest Rates,"
Current Policy Perspectives
93543, Federal Reserve Bank of Boston.
- Christopher D. Cotton, 2024. "Debt, deficits and interest rates," Economica, London School of Economics and Political Science, vol. 91(363), pages 911-943, July.
- Hylton Hollander, 2024.
"Debt-financed fiscal stimulus in South Africa,"
Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 48(1), pages 87-112, January.
- Hylton Hollander, 2021. "Debt-financed fiscal stimulus in South Africa," WIDER Working Paper Series wp-2021-152, World Institute for Development Economic Research (UNU-WIDER).
- Kathryn Holston & Thomas Laubach & John C. Williams, 2016.
"Measuring the Natural Rate of Interest: International Trends and Determinants,"
Working Paper Series
2016-11, Federal Reserve Bank of San Francisco.
- Kathryn Holston & Thomas Laubach & John C. Williams, 2016. "Measuring the Natural Rate of Interest: International Trends and Determinants," NBER Chapters, in: NBER International Seminar on Macroeconomics 2016, National Bureau of Economic Research, Inc.
- Kathryn Holston & Thomas Laubach & John C. Williams, 2016. "Measuring the Natural Rate of Interest : International Trends and Determinants," Finance and Economics Discussion Series 2016-073, Board of Governors of the Federal Reserve System (U.S.).
- Holston, Kathryn & Laubach, Thomas & Williams, John C., 2017. "Measuring the natural rate of interest: International trends and determinants," Journal of International Economics, Elsevier, vol. 108(S1), pages 59-75.
- Antonio Spilimbergo & Steve Symansky & Olivier Blanchard & Carlo Cottarelli, 2009.
"Fiscal Policy For The Crisis,"
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Cited by:
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"Optimal Monetary Policy in a New Keynesian Model with Habits in Consumption,"
SIRE Discussion Papers
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Econometric Society World Congress 2000 Contributed Papers
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- Levin, Andrew & Wieland, Volker & Williams, John C., 2003. "The performance of forecast-based monetary policy rules under model uncertainty," CFS Working Paper Series 2003/06, Center for Financial Studies (CFS).
- Andrew Levin & Volker Wieland & John C. Williams, 2003. "The Performance of Forecast-Based Monetary Policy Rules Under Model Uncertainty," American Economic Review, American Economic Association, vol. 93(3), pages 622-645, June.
- Andrew T. Levin & Volker W. Wieland & John C. Williams, 2001. "The performance of forecast-based monetary policy rules under model uncertainty," Finance and Economics Discussion Series 2001-39, Board of Governors of the Federal Reserve System (U.S.).
- Anthony Diercks, 2016. "The Equity Premium, Long-Run Risk, and Optimal Monetary Policy," 2016 Meeting Papers 207, Society for Economic Dynamics.
- Sedjro Aaron Alovokpinhou & Christopher Malikane & Tshepo Mokoka, 2022. "Inventory dynamics and endogenous persistence in a new Keynesian model," Applied Economics, Taylor & Francis Journals, vol. 54(17), pages 1957-1973, April.
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"Consumption habits and humps,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(2), pages 305-330, August.
- Kraft, Holger & Munk, Claus & Seifried, Frank Thomas & Wagner, Sebastian, 2013. "Consumption habits and humps," SAFE Working Paper Series 15, Leibniz Institute for Financial Research SAFE.
- Wei-Bin ZHANG, 2012. "Habits, Saving Propensity, And Economic Growth," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 11(2), pages 3-15.
- Plasmans, J.E.J. & Fornero, J. & Michalak, T., 2007.
"A Microfounded Sectoral Model for Open Economies,"
Other publications TiSEM
0fa43989-a96a-4c17-86de-e, Tilburg University, School of Economics and Management.
- Plasmans, J.E.J. & Fornero, J. & Michalak, T., 2007. "A Microfounded Sectoral Model for Open Economies," Discussion Paper 2007-39, Tilburg University, Center for Economic Research.
- PLASMANS, Joseph & FORNERO, Jorge & MICHALAK, Tomasz, 2006. "A microfounded sectoral model for open economies," Working Papers 2007013, University of Antwerp, Faculty of Business and Economics.
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- Richard Dennis, 2009.
"Consumption Habits in a New Keynesian Business Cycle Model,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 1015-1030, August.
- Richard Dennis, 2009. "Consumption Habits in a New Keynesian Business Cycle Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 1015-1030, August.
- Richard Dennis, 2008. "Consumption-habits in a new Keynesian business cycle model," Working Paper Series 2008-35, Federal Reserve Bank of San Francisco.
- Budria, Santiago, 2006. "Term premium and equity premium in economies with habit formation," UC3M Working papers. Economics we065522, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Caballero, Ricardo & Simsek, Alp, 2022.
"Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect,"
CEPR Discussion Papers
15163, C.E.P.R. Discussion Papers.
- Ricardo J. Caballero & Alp Simsek, 2022. "Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect," CESifo Working Paper Series 9632, CESifo.
- Ricardo J. Caballero & Alp Simsek, 2024. "Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect," Journal of Finance, American Finance Association, vol. 79(3), pages 1719-1753, June.
- Ricardo J. Caballero & Alp Simsek, 2020. "Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect," NBER Working Papers 27712, National Bureau of Economic Research, Inc.
- Jeffery D. Amato & Thomas Laubach, 2002.
"Rule-of-thumb behaviour and monetary policy,"
Finance and Economics Discussion Series
2002-5, Board of Governors of the Federal Reserve System (U.S.).
- Amato, Jeffery D. & Laubach, Thomas, 2003. "Rule-of-thumb behaviour and monetary policy," European Economic Review, Elsevier, vol. 47(5), pages 791-831, October.
- Jeffery D. Amato & Thomas Laubach, 2001. "Rule-of-Thumb Behaviour and Monetary Policy," Finance and Economics Discussion Series 2002-05, Board of Governors of the Federal Reserve System (U.S.).
- Javier Andrés & J. David López-Salido & Javier Vallés, 2001.
"Money in an Estimated Business Cycle Model of the Euro Area,"
Working Papers
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- Javier Andrés & J. David López-Salido & Javier Vallés, 2006. "Money in an Estimated Business Cycle Model of the Euro Area," Economic Journal, Royal Economic Society, vol. 116(511), pages 457-477, April.
- Eric Jondeau & Jean-Guillaume Sahuc, 2008.
"Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity,"
International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 23-72, June.
- Jondeau, E. & Sahuc, J-G., 2006. "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity," Working papers 141, Banque de France.
- Eric Jondeau & Jean-Guillaume Sahuc, 2004. "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity," Documents de recherche 04-13, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Eric Jondeau & Jean-Guillaume SAHUC, 2007. "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity," Swiss Finance Institute Research Paper Series 07-36, Swiss Finance Institute.
- Eric Jondeau & Jean-Guillaume Sahuc, 2008. "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity," Post-Print hal-01612712, HAL.
- Vladimir Kühl Teles & Joaquim P. Andrade, 2005.
"Crime And Punishment With Habit Formation,"
Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting]
090, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Teles, Vladimir Kühl & Andrade, Joaquim Pinto de, 2009. "Crime and punishment with habit formation," Textos para discussão 199, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Rodrigo Caputo, 2004. "Habit formation and its implications for small open economies," Money Macro and Finance (MMF) Research Group Conference 2003 11, Money Macro and Finance Research Group.
- Javier Andrés & David López-Salido & Edward Nelson, 2008.
"Money and the natural rate of interest: structural estimates for the United States and the euro area,"
Working Papers
0805, Banco de España.
- Javier Andres & J. David López-Salido & Edward Nelson, 2007. "Money and the natural rate of interest: structural estimates for the United States and the Euro area," Working Papers 2007-005, Federal Reserve Bank of St. Louis.
- Andrés, Javier & López-Salido, J David & Nelson, Edward, 2008. "Money and the Natural Rate of Interest: Structural Estimates for the United States and the Euro Area," CEPR Discussion Papers 6812, C.E.P.R. Discussion Papers.
- Andrés, Javier & David López-Salido, J. & Nelson, Edward, 2009. "Money and the natural rate of interest: Structural estimates for the United States and the euro area," Journal of Economic Dynamics and Control, Elsevier, vol. 33(3), pages 758-776, March.
- Rodrigo Caputo, 2004. "Exchange Rates, Inflation and Monetary Policy Objectives in Open Economies: The Experience of Chile," Econometric Society 2004 Latin American Meetings 298, Econometric Society.
- Hsieh Hsih-chia & Hsieh Pei-gin, 2004. "A Generalized Theory of Monetary and Macroeconomics," Money Macro and Finance (MMF) Research Group Conference 2004 50, Money Macro and Finance Research Group.
- Givens, Gregory, 2015.
"On the Gains from Monetary Policy Commitment under Deep Habits,"
MPRA Paper
67996, University Library of Munich, Germany.
- Givens, Gregory E., 2016. "On the gains from monetary policy commitment under deep habits," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 19-36.
- Ray C. Fair, 2006. "Evaluating Inflation Targeting Using a Macroeconometric Model," Levine's Bibliography 321307000000000303, UCLA Department of Economics.
- Müller, Gernot J. & Meier, André, 2005. "Fleshing out the monetary transmission mechanism: output composition and the role of financial frictions," Working Paper Series 500, European Central Bank.
- Richard Dennis & Federico Ravenna, 2007.
"Learning and optimal monetary policy,"
Working Paper Series
2007-19, Federal Reserve Bank of San Francisco.
- Dennis, Richard & Ravenna, Federico, 2008. "Learning and optimal monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 1964-1994, June.
- Kristoffer Nimark, 2006. "Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market," RBA Research Discussion Papers rdp2006-05, Reserve Bank of Australia.
- Richard Dennis, 2003.
"New Keynesian optimal-policy models: an empirical assessment,"
Working Paper Series
2003-16, Federal Reserve Bank of San Francisco.
- Richard Dennis, 2004. "New Keynesian Optimal-Policy Models: An Empirical Assessment," Royal Economic Society Annual Conference 2004 152, Royal Economic Society.
- James M. Nason & Takashi Kano, 2004.
"Business Cycle Implications of Habit Formation,"
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"Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data,"
Macroeconomics
0111005, University Library of Munich, Germany.
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"Forecast-based monetary policy,"
BIS Working Papers
89, Bank for International Settlements.
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"An Optimizing Model of U.S. Wage and Price Dynamics,"
Departmental Working Papers
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"A Small Estimated Euro-Area Model with Rational Expectations and Nominal Rigidities,"
Econometric Society World Congress 2000 Contributed Papers
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"Imperfect Credibility and Inflation Persistence,"
Computing in Economics and Finance 2001
19, Society for Computational Economics.
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"The Real Interest rate Gap as an Inflation Indicator,"
CEPR Discussion Papers
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Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 111-140, January.
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Computing in Economics and Finance 2006
128, Society for Computational Economics.
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"Forecast-based monetary policy,"
BIS Working Papers
89, Bank for International Settlements.
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"Monetary Policy Rules, Macroeconomic Stability, and Inflation: A View from the Trenches,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(2), pages 151-175, April.
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- Orphanides, Athanasios, 2002. "Monetary policy rules, macroeconomic stability and inflation: a view from the trenches," Working Paper Series 115, European Central Bank.
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- Anton Muscatelli & Carmine Trecroci, 2000. "Monetary Policy Rules, Policy Preferences, and Uncertainty: Recent Empirical Evidence," Journal of Economic Surveys, Wiley Blackwell, vol. 14(5), pages 597-627, December.
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"Predicting Inflation: Does The Quantity Theory Help?,"
Departmental Working Papers
200317, Rutgers University, Department of Economics.
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Research Paper
9707, Federal Reserve Bank of New York.
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"Monetary policy issues for the Eurosystem,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 51(1), pages 79-136, December.
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- Lars E. O. Svensson, 1999. "Monetary policy issues for the Eurosystem," Proceedings, Federal Reserve Bank of San Francisco.
- Svensson, Lars, 1999. "Monetary Policy Issues for the Eurosystem," Seminar Papers 667, Stockholm University, Institute for International Economic Studies.
- Lars E.O. Svensson, 1999. "Monetary Policy Issues for the Eurosystem," NBER Working Papers 7177, National Bureau of Economic Research, Inc.
- Svensson, L.E.O., 1999. "Monetary Policy Issues for the Eurosystem," Papers 667, Stockholm - International Economic Studies.
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"Résultats empiriques multi-pays relatifs à l'impact des cibles d'inflation sur la crédibilité de la politique monétaire,"
Canadian Public Policy, University of Toronto Press, vol. 26(3), pages 295-310, September.
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"Inflation Target Shocks and Monetary Policy Inertia in the Euro Area,"
IDEI Working Papers
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"Global Stagflation,"
CEPR Discussion Papers
17381, C.E.P.R. Discussion Papers.
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- Jongrim Ha & M. Ayhan Kose & Franziska Ohnsorge, 2022. "Global Stagflation," CAMA Working Papers 2022-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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"On the role of money growth targeting under inflation targeting regime,"
MPRA Paper
13780, University Library of Munich, Germany.
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"Financial market imperfections and monetary policy strategy,"
Working Papers of BETA
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Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 51(1), pages 79-136, December.
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"International Experiences with Different Monetary Policy Regimes,"
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"Inflation Targeting: A New Framework for Monetary Policy?,"
Journal of Economic Perspectives, American Economic Association, vol. 11(2), pages 97-116, Spring.
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CFS Working Paper Series
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"Résultats empiriques multi-pays relatifs à l'impact des cibles d'inflation sur la crédibilité de la politique monétaire,"
Canadian Public Policy, University of Toronto Press, vol. 26(3), pages 295-310, September.
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- Anton Muscatelli & Carmine Trecroci, 2000. "Monetary Policy Rules, Policy Preferences, and Uncertainty: Recent Empirical Evidence," Journal of Economic Surveys, Wiley Blackwell, vol. 14(5), pages 597-627, December.
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CFS Working Paper Series
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"International Experiences with Different Monetary Policy Regimes,"
NBER Working Papers
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"Disciplined Discretion: Monetary Targeting in Germany and Switzerland,"
Princeton Essays in International Economics
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"How Should Monetary Policy Be Conducted in an Era of Price Stability,"
Seminar Papers
680, Stockholm University, Institute for International Economic Studies.
- Lars E. O. Svensson, 1999. "How should monetary policy be conducted in an era of price stability?," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 195-259.
- Svensson, Lars E O, 1999. "How Should Monetary Policy Be Conducted In An Era Of Price Stability?," CEPR Discussion Papers 2342, C.E.P.R. Discussion Papers.
- Lars E.O. Svensson, 2000. "How Should Monetary Policy be Conducted in an Era of Price Stability?," NBER Working Papers 7516, National Bureau of Economic Research, Inc.
- Frederic S. Mishkin, 2002. "The Role of Output Stabilization in the Conduct of Monetary Policy," NBER Working Papers 9291, National Bureau of Economic Research, Inc.
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"On the Real Effects of Monetary Policy: A Central Banker's View,"
CEPR Discussion Papers
2241, C.E.P.R. Discussion Papers.
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- Svensson, Lars E.O. & Gerlach, Stefan, 2002.
"Money and Inflation in the Euro-Area: A Case for Monetary Indicators?,"
CEPR Discussion Papers
3392, C.E.P.R. Discussion Papers.
- Lars E.O. Svensson & Stefan Gerlach, 2001. "Money and inflation in the Euro Area: A case for monetary indicators?," BIS Working Papers 98, Bank for International Settlements.
- Stefan Gerlach & Lars E.O. Svensson, 2000. "Money and Inflation in the Euro Area: A Case for Monetary Indicators?," NBER Working Papers 8025, National Bureau of Economic Research, Inc.
- Gerlach, Stefan & Svensson, Lars E. O., 2003. "Money and inflation in the euro area: A case for monetary indicators?," Journal of Monetary Economics, Elsevier, vol. 50(8), pages 1649-1672, November.
- Svensson, Lars E. O., 1999.
"Monetary policy issues for the Eurosystem,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 51(1), pages 79-136, December.
- Svensson, Lars E O, 1999. "Monetary Policy Issues for the Eurosystem," CEPR Discussion Papers 2197, C.E.P.R. Discussion Papers.
- Lars E. O. Svensson, 1999. "Monetary policy issues for the Eurosystem," Proceedings, Federal Reserve Bank of San Francisco.
- Svensson, Lars, 1999. "Monetary Policy Issues for the Eurosystem," Seminar Papers 667, Stockholm University, Institute for International Economic Studies.
- Lars E.O. Svensson, 1999. "Monetary Policy Issues for the Eurosystem," NBER Working Papers 7177, National Bureau of Economic Research, Inc.
- Svensson, L.E.O., 1999. "Monetary Policy Issues for the Eurosystem," Papers 667, Stockholm - International Economic Studies.
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"Do asymmetries matter for European monetary policy?,"
European Economic Review, Elsevier, vol. 46(3), pages 443-469, March.
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"Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability,"
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- Svensson, Lars, 1999. "Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability," Seminar Papers 673, Stockholm University, Institute for International Economic Studies.
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"Does the P* Model Provide Any Rationale for Monetary Targeting?,"
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"Keynesian Macroeconomics without the LM Curve,"
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- Eric Heyer & Frédéric Reynès & Henri Sterdyniak, 2005. "Variables observables et inobservables dans la théorie du taux de chômage d'équilibre, une comparaison France / Etats-Unis," Post-Print hal-01304310, HAL.
- Eric Heyer & Frédéric Reynès & Henri Sterdyniak, 2004. "Variables observables et inobservables dans la théorie du taux de chômage d'équilibre : une comparaison France / Etats-Unis," SciencePo Working papers Main hal-01065498, HAL.
- Eric Heyer & Frédéric Reynès & Henri Sterdyniak, 2004. "Variables observables et inobservables dans la théorie du taux de chômage d'équilibre : une comparaison France / Etats-Unis," Working Papers hal-01065498, HAL.
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"Is the NAIRU More Useful in Forecasting Inflation than the Natural Rate of Unemployment?,"
MPRA Paper
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"Trend-cycle decomposition for Peruvian GDP: application of an alternative method,"
Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 23(1), pages 1-44, December.
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"Cross-country connectedness in inflation and unemployment: measurement and macroeconomic consequences,"
Empirical Economics, Springer, vol. 62(3), pages 1123-1146, March.
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"Estimation of NAIRU with inflation expectation data,"
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"Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru,"
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"The All‐Gap Phillips Curve,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(2), pages 269-282, April.
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"Nominal GDP Targeting and the Taylor Rule on an Even Playing Field,"
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"Forecasting output and inflation: the role of asset prices,"
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- León Fernández Bujanda, 2008. "Midiendo la tasa natural de desempleo en Venezuela," Investigación Conjunta-Joint Research, in: Centro de Estudios Monetarios Latinoamericanos (CEMLA) (ed.), Estimación y Uso de Variables no Observables en la Región, edition 1, volume 1, chapter 15, pages 465-491, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
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- Neil Dias Karunaratne, 2013. "The mining boom, productivity conundrum and monetary policy design to combat resource curse effects in Australia," Discussion Papers Series 504, School of Economics, University of Queensland, Australia.
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- Spyros Andreopoulos, 2006. "The real interest rate, the real oil price, and US unemployment revisited," Bristol Economics Discussion Papers 06/592, School of Economics, University of Bristol, UK.
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- Malikane, Christopher, 2014. "Traditional Inflation Dynamics," MPRA Paper 61427, University Library of Munich, Germany.
- 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.
- Jorge E. Restrepo, 2008. "Estimaciones de NAIRU para Chile," Investigación Conjunta-Joint Research, in: Centro de Estudios Monetarios Latinoamericanos (CEMLA) (ed.), Estimación y Uso de Variables no Observables en la Región, edition 1, volume 1, chapter 16, pages 492-516, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
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Articles
- Mathias Hoffmann & Michael U Krause & Thomas Laubach, 2019.
"The Expectations-driven US Current Account,"
The Economic Journal, Royal Economic Society, vol. 129(618), pages 897-924.
See citations under working paper version above.
- Krause, Michael & Hoffmann, Mathias & Laubach, Thomas, 2013. "The Expectations-Driven U.S. Current Account," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79854, Verein für Socialpolitik / German Economic Association.
- Hoffmann, Mathias & Krause, Michael U. & Laubach, Thomas, 2013. "The expectations-driven US current account," Discussion Papers 10/2013, Deutsche Bundesbank.
- Andrea Ajello & Thomas Laubach & David López-Salido & Taisuke Nakata, 2019.
"Financial Stability and Optimal Interest Rate Policy,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 279-326, March.
See citations under working paper version above.
- Andrea Ajello & Thomas Laubach & J. David López-Salido & Taisuke Nakata, 2016. "Financial Stability and Optimal Interest-Rate Policy," Finance and Economics Discussion Series 2016-067, Board of Governors of the Federal Reserve System (U.S.).
- Holston, Kathryn & Laubach, Thomas & Williams, John C., 2017.
"Measuring the natural rate of interest: International trends and determinants,"
Journal of International Economics, Elsevier, vol. 108(S1), pages 59-75.
- Kathryn Holston & Thomas Laubach & John C. Williams, 2016. "Measuring the Natural Rate of Interest: International Trends and Determinants," NBER Chapters, in: NBER International Seminar on Macroeconomics 2016, National Bureau of Economic Research, Inc.
See citations under working paper version above.- Kathryn Holston & Thomas Laubach & John C. Williams, 2016. "Measuring the Natural Rate of Interest: International Trends and Determinants," Working Paper Series 2016-11, Federal Reserve Bank of San Francisco.
- Kathryn Holston & Thomas Laubach & John C. Williams, 2016. "Measuring the Natural Rate of Interest : International Trends and Determinants," Finance and Economics Discussion Series 2016-073, Board of Governors of the Federal Reserve System (U.S.).
- Hoffmann, Mathias & Krause, Michael U. & Laubach, Thomas, 2012.
"Trend growth expectations and U.S. house prices before and after the crisis,"
Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 394-409.
See citations under working paper version above.
- Hoffmann, Mathias & Krause, Michael U. & Laubach, Thomas, 2012. "Trend growth expectations and US house prices before and after the crisis," Discussion Papers 12/2012, Deutsche Bundesbank.
- Thomas Laubach, 2011.
"Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk,"
NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 7(1), pages 7-30.
- Thomas Laubach, 2010. "Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk," NBER Chapters, in: NBER International Seminar on Macroeconomics 2010, pages 7-29, National Bureau of Economic Research, Inc.
Cited by:
- Lemoine, Matthieu & Lindé, Jesper, 2016.
"Fiscal Consolidation Under Imperfect Credibility,"
Working Paper Series
322, Sveriges Riksbank (Central Bank of Sweden).
- M. Lemoine & J. Lindé, 2016. "Fiscal Consolidation Under Imperfect Credibility," Working papers 595, Banque de France.
- Lemoine, Matthieu & Lindé, Jesper, 2016. "Fiscal consolidation under imperfect credibility," European Economic Review, Elsevier, vol. 88(C), pages 108-141.
- Linde, Jesper & Lemoine, Matthieu, 2016. "Fiscal Consolidation Under Imperfect Credibility," CEPR Discussion Papers 11404, C.E.P.R. Discussion Papers.
- Piotr Ciżkowicz & Andrzej Rzońca & Rafał Trzeciakowski, 2015.
"Membership in the Euro area and fiscal sustainability - Analysis through panel fiscal reaction functions,"
a/ Working Papers Series
1501, Italian Association for the Study of Economic Asymmetries, Rome (Italy).
- Cizkowicz, Piotr & Rzonca, Andrzej & Trzeciakowski, Rafal, 2015. "Membership in the Euro area and fiscal sustainability. Analysis through panel fiscal reaction functions," MPRA Paper 61560, University Library of Munich, Germany.
- Piotr Ciżkowicz & Andrzej Rzońca & Rafał Trzeciakowski, 2015. "Windfall of Low Interest Payments and Fiscal Sustainability in the Euro Area: Analysis through Panel Fiscal Reaction Functions," Kyklos, Wiley Blackwell, vol. 68(4), pages 475-510, November.
- Piotr Ciżkowicz & Andrzej Rzońca & Rafał Trzeciakowski, 2015. "Membership in the Euro area and fiscal sustainability. Analysis through panel fiscal reaction functions," NBP Working Papers 203, Narodowy Bank Polski.
- Peppel-Srebrny, Jemima, 2021.
"Not all government budget deficits are created equal: Evidence from advanced economies' sovereign bond markets,"
Journal of International Money and Finance, Elsevier, vol. 118(C).
- Jemima Peppel-Srebrny, 2020. "Government borrowing cost and budget deficits: is investment spending different?," Economics Series Working Papers 827, University of Oxford, Department of Economics.
- Elva Bova & Violeta Klyviene, 2019.
"Macroeconomic Responses to Fiscal Shocks in Portugal,"
European Economy - Discussion Papers
096, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Elva Bova & Violeta Klyviene, 2020. "Macroeconomic responses to fiscal shocks in Portugal," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 47(5), pages 1051-1069, April.
- Mengus, Eric, 2017.
"Asset Purchase Bailouts and Endogenous Implicit Guarantees,"
HEC Research Papers Series
1248, HEC Paris, revised 22 Jan 2018.
- Mengus, Eric, 2023. "Asset purchase bailouts and endogenous implicit guarantees," Journal of International Economics, Elsevier, vol. 142(C).
- Carlo A. Favero, 2012. "Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model," Working Papers 431, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Christopher J. Erceg & Jesper Lindé, 2011.
"Asymmetric Shocks in a Currency Union with Monetary and Fiscal Handcuffs,"
NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 7(1), pages 95-136.
- Christopher J. Erceg & Jesper Lindé, 2010. "Asymmetric shocks in a currency union with monetary and fiscal handcuffs?," International Finance Discussion Papers 1012, Board of Governors of the Federal Reserve System (U.S.).
- Christopher J. Erceg & Jesper Lindé, 2010. "Asymmetric Shocks in a Currency Union with Monetary and Fiscal Handcuffs," NBER Chapters, in: NBER International Seminar on Macroeconomics 2010, pages 95-135, National Bureau of Economic Research, Inc.
- Rannenberg, Ansgar & Schoder, Christian & Strasky, Jan, 2015. "The macroeconomic effects of the Euro Area's fiscal consolidation 2011-2013: A Simulation-based approach," Research Technical Papers 03/RT/15, Central Bank of Ireland.
- Fujii, Takao & Hiraga, Kazuki & Kozuka, Masafumi, 2013. "Effects of public investment on sectoral private investment: A factor augmented VAR approach," Journal of the Japanese and International Economies, Elsevier, vol. 27(C), pages 35-47.
- Guillaume Belly & Lukas Boeckelmann & Carlos Mateo Caicedo Graciano & Alberto Di Iorio & Klodiana Istrefi & Vasileios Siakoulis & Arthur Stalla-Bourdillon, 2023.
"Forecasting sovereign risk in the Euro area via machine learning,"
Post-Print
hal-04459577, HAL.
- Guillaume Belly & Lukas Boeckelmann & Carlos Mateo Caicedo Graciano & Alberto Di Iorio & Klodiana Istrefi & Vasileios Siakoulis & Arthur Stalla‐Bourdillon, 2023. "Forecasting sovereign risk in the Euro area via machine learning," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 657-684, April.
- Anna Bartocci & Alessandro Notarpietro & Massimiliano Pisani, 2020.
"The COVID-19 shock and a fiscal-monetary policy mix in a monetary union,"
Temi di discussione (Economic working papers)
1313, Bank of Italy, Economic Research and International Relations Area.
- Anna Bartocci & Alessandro Notarpietro & Massimiliano Pisani, 2022. "Covid-19 Shock and Fiscal-Monetary Policy Mix in a Monetary Union," Springer Proceedings in Business and Economics, in: Luigi Paganetto (ed.), Economic Challenges for Europe After the Pandemic, pages 233-266, Springer.
- Gábor Kutasi, 2017. "Unsustainable Public Debt in a European Fiscal Union?," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 9(1), pages 25-39, February.
- Gerhard Reitschuler & Rupert Sendlhofer, 2011. "Fiscal policy, trigger points and interest rates: Additional evidence from the U.S," Working Papers 2011-23, Faculty of Economics and Statistics, Universität Innsbruck.
- Ansgar Rannenberg & Christian Schoder & Jan Strásky, 2015. "The macroeconomic effects of the Euro Area?s fiscal consolidation 2011-2013," IMK Working Paper 156-2015, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Andras Lengyel, 2022. "Treasury Supply Shocks and the Term Structure of Interest Rates in the UK," MNB Working Papers 2022/6, Magyar Nemzeti Bank (Central Bank of Hungary).
- Thien Nguyen & Lukas Schmid & Howard Kung & Mariano Croce, 2012. "Fiscal Policies and Asset Prices," 2012 Meeting Papers 565, Society for Economic Dynamics.
- Zornitsa Todorova, 2020. "Network Risk in the European Sovereign CDS Market," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 12(2), pages 137-154, December.
- Andrea Gerali & Alessandro Notarpietro & Massimiliano Pisani, 2014. "Macroeconomic effects of simultaneous implementation of reforms after the crisis," Temi di discussione (Economic working papers) 997, Bank of Italy, Economic Research and International Relations Area.
- Thomas Laubach, 2009.
"New Evidence on the Interest Rate Effects of Budget Deficits and Debt,"
Journal of the European Economic Association, MIT Press, vol. 7(4), pages 858-885, June.
See citations under working paper version above.
- Thomas Laubach, 2003. "New evidence on the interest rate effects of budget deficits and debt," Finance and Economics Discussion Series 2003-12, Board of Governors of the Federal Reserve System (U.S.).
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2007.
"Welfare-maximizing monetary policy under parameter uncertainty,"
Proceedings, Federal Reserve Bank of San Francisco.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2010. "Welfare‐maximizing monetary policy under parameter uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 129-143, January.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2010. "Welfare-maximizing monetary policy under parameter uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 129-143.
See citations under working paper version above.- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2007. "Welfare-maximizing monetary policy under parameter uncertainty," Finance and Economics Discussion Series 2007-56, Board of Governors of the Federal Reserve System (U.S.).
- Thomas Laubach & John C. Williams & Rochelle M. Edge, 2007. "Welfare-Maximizing Monetary Policy under Parameter Uncertainty," 2007 Meeting Papers 311, Society for Economic Dynamics.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2008. "Welfare-Maximizing Monetary Policy Under Parameter Uncertainty," CAMA Working Papers 2008-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2007. "Welfare-maximizing monetary policy under parameter uncertainty," Working Paper Series 2007-11, Federal Reserve Bank of San Francisco.
- Edge, Rochelle M. & Laubach, Thomas & Williams, John C., 2007.
"Learning and shifts in long-run productivity growth,"
Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2421-2438, November.
See citations under working paper version above.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2004. "Learning and shifts in long-run productivity growth," Finance and Economics Discussion Series 2004-21, Board of Governors of the Federal Reserve System (U.S.).
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2004. "Learning and shifts in long-run productivity growth," Working Paper Series 2004-04, Federal Reserve Bank of San Francisco.
- Amato, Jeffery D. & Laubach, Thomas, 2004.
"Implications of habit formation for optimal monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 51(2), pages 305-325, March.
See citations under working paper version above.
- Jeffery D. Amato & Thomas Laubach, 2002. "Implications of habit formation for optimal monetary policy," BIS Working Papers 121, Bank for International Settlements.
- Jeffery D. Amato & Thomas Laubach, 2001. "Implications of habit formation for optimal monetary policy," Finance and Economics Discussion Series 2001-58, Board of Governors of the Federal Reserve System (U.S.).
- Laubach, Thomas, 2003.
"Signalling commitment with monetary and inflation targets,"
European Economic Review, Elsevier, vol. 47(6), pages 985-1009, December.
Cited by:
- Berndt, Antje & Yeltekin, Şevin, 2015. "Monetary policy, bond returns and debt dynamics," Journal of Monetary Economics, Elsevier, vol. 73(C), pages 119-136.
- Ben S. Bernanke & Frederic S. Mishkin, 1997.
"Inflation Targeting: A New Framework for Monetary Policy?,"
Journal of Economic Perspectives, American Economic Association, vol. 11(2), pages 97-116, Spring.
- Ben S. Bernanke & Frederic S. Mishkin, 1997. "Inflation Targeting: A New Framework for Monetary Policy?," NBER Working Papers 5893, National Bureau of Economic Research, Inc.
- Gersbach, Hans & Hahn, Volker, 2012.
"Inflation Forecast Contracts,"
CEPR Discussion Papers
8933, C.E.P.R. Discussion Papers.
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- Jarkko Jääskelä & Tony Yates, 2005. "Monetary policy and data uncertainty," Bank of England working papers 281, Bank of England.
- Sharon Kozicki, 2004. "¿De qué forma afectan las revisiones de datos a la evaluación y conducción de la política monetaria?," Monetaria, CEMLA, vol. 0(4), pages 369-405, octubre-d.
- Ansgar Belke & Wim Kösters & Martin Leschke & Thorsten Polleit, 2005. "Back to the rules," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 268/2005, Department of Economics, University of Hohenheim, Germany.
- Sharon Kozicki, 2004. "How do data revisions affect the evaluation and conduct of monetary policy?," Economic Review, Federal Reserve Bank of Kansas City, vol. 89(Q I), pages 5-38.
- Okano, Mitsuhiro, 2021. "Optimal monetary policy in a two-country new Keynesian model with deep consumption habits," MPRA Paper 110259, University Library of Munich, Germany.
- John Duffy & Wei Xiao, 2007. "Investment and Monetary Policy: Learning and Determinacy of Equilibrium," Working Paper 324, Department of Economics, University of Pittsburgh, revised Aug 2008.
- Amato, Jeffery D. & Laubach, Thomas, 2003. "Estimation and control of an optimization-based model with sticky prices and wages," Journal of Economic Dynamics and Control, Elsevier, vol. 27(7), pages 1181-1215, May.
- Zhu Yanli & Chen Haiqiang & Lin Ming, 2019. "Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(5), pages 1-17, December.
Chapters
- Kathryn Holston & Thomas Laubach & John C. Williams, 2016.
"Measuring the Natural Rate of Interest: International Trends and Determinants,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2016,
National Bureau of Economic Research, Inc.
- Holston, Kathryn & Laubach, Thomas & Williams, John C., 2017. "Measuring the natural rate of interest: International trends and determinants," Journal of International Economics, Elsevier, vol. 108(S1), pages 59-75.
See citations under working paper version above.- Kathryn Holston & Thomas Laubach & John C. Williams, 2016. "Measuring the Natural Rate of Interest: International Trends and Determinants," Working Paper Series 2016-11, Federal Reserve Bank of San Francisco.
- Kathryn Holston & Thomas Laubach & John C. Williams, 2016. "Measuring the Natural Rate of Interest : International Trends and Determinants," Finance and Economics Discussion Series 2016-073, Board of Governors of the Federal Reserve System (U.S.).
- Thomas Laubach, 2010.
"Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2010, pages 7-29,
National Bureau of Economic Research, Inc.
See citations under working paper version above.Sorry, no citations of chapters recorded.
- Thomas Laubach, 2011. "Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 7(1), pages 7-30.