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:- 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, 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
- 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," Finance and Economics Discussion Series 2016-073, Board of Governors of the Federal Reserve System (U.S.).
- 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.
Mentioned in:
- Navigating in Cloudy Skies
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2018-12-10 12:14:25 - 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
- 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:
- Navigating in Cloudy Skies
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2018-12-10 12:14:25 - 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
- 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
- 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," Working Paper Series 2007-11, 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.
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:
- Buncic, Daniel, 2024. "Econometric issues in the estimation of the natural rate of interest," Economic Modelling, Elsevier, vol. 132(C).
- 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.
- 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, 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:
- 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).
- 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.
- Lhuissier Stéphane & Nguyen Benoît, 2021. "The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification," Working papers 806, Banque de France.
- Lloyd, Simon & Ostry, Daniel, 2024. "The asymmetric effects of quantitative tightening and easing on financial markets," Economics Letters, Elsevier, vol. 238(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.
- 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.
- Sergio Clavijo, 2021. "Transmisión Crediticia, Liquidez y Capital Bancario en Colombia," Documentos CEDE 19156, Universidad de los Andes, Facultad de Economía, CEDE.
- 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.).
- 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.
- 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.
- 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:
- 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.
- 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.
- 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," PIER Discussion Papers 55, Puey Ungphakorn Institute for Economic Research.
- Frédéric Boissay & Fabrice Collard & Jordi Galí & Cristina Manea, 2022.
"Monetary Policy and Endogenous Financial Crises,"
Working Papers
hal-03509283, HAL.
- Boissay, Frédéric & Collard, Fabrice & Galí, Jordi & Manea, Cristina, 2022. "Monetary policy and endogenous financial crises," Discussion Papers 21/2022, Deutsche Bundesbank.
- 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.
- F Boissay & F Collard & J Galí & C Manea, 2022. "Monetary Policy and Endogenous Financial Crises," Working Papers hal-03763108, HAL.
- 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.
- 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.
- Frédéric Boissay & Fabrice Collard & Jordi Gali & Cristina Manea, 2023. "Monetary Policy and Endogenous Financial Crises," Working Papers hal-03917780, HAL.
- 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.
- Karantounias, Anastasios G., 2023.
"Doubts about the model and optimal policy,"
Journal of Economic Theory, Elsevier, vol. 210(C).
- Anastasios G. Karantounias, 2020. "Doubts about the Model and Optimal Policy," FRB Atlanta Working Paper 2020-12, Federal Reserve Bank of Atlanta.
- 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).
- Ragna Alstadheim & Ørjan Robstad & Nikka Husom Vonen, 2017. "Financial imbalances, crisis probability and monetary policy in Norway," Working Paper 2017/21, Norges Bank.
- 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.
- 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.
- Altermatt, Lukas, 2019.
"Savings, asset scarcity, and monetary policy,"
Journal of Economic Theory, Elsevier, vol. 182(C), pages 329-359.
- Altermatt, Lukas, 2018. "Savings, asset scarcity, and monetary policy," Working papers 2018/13, Faculty of Business and Economics - University of Basel.
- Taisuke Nakata, 2017.
"Online Appendix to "Reputation and Liquidity Traps","
Online Appendices
15-55, Review of 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.
- Irina Kozlovtceva & Alexey Ponomarenko & Andrey Sinyakov & Stas Tatarintsev, 2019. "Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy," Bank of Russia Working Paper Series wps42, Bank of Russia.
- Kairong Xiao, 2018. "Monetary Transmission through Shadow Banks," 2018 Meeting Papers 616, Society for Economic Dynamics.
- Aikman, David & Haldane, Andrew & Hinterschweiger, Marc & Kapadia, Sujit, 2018. "Rethinking financial stability," Bank of England working papers 712, Bank of England.
- Laséen, Stefan & Pescatori, Andrea & Turunen, Jarkko, 2017.
"Systemic Risk: A New Trade-Off for Monetary Policy?,"
Working Paper Series
341, Sveriges Riksbank (Central Bank of Sweden).
- Laséen, Stefan & Pescatori, Andrea & Turunen, Jarkko, 2017. "Systemic risk: A new trade-off for monetary policy?," Journal of Financial Stability, Elsevier, vol. 32(C), pages 70-85.
- Stefan Laseen & Mr. Andrea Pescatori & Mr. Jarkko Turunen, 2015. "Systemic Risk: A New Trade-off for Monetary Policy?," IMF Working Papers 2015/142, International Monetary Fund.
- Chen, Pu & Semmler, Willi, 2024. "Wage – price dynamics and financial market in a disequilibrium macro model: A Keynes – Kaldor – Minsky modeling of recession and inflation using VECM," Journal of Economic Behavior & Organization, Elsevier, vol. 220(C), pages 433-452.
- Lucidi, Francesco Simone & Semmler, Willi, 2023.
"Long-run scarring effects of meltdowns in a small-scale nonlinear quadratic model,"
Journal of Macroeconomics, Elsevier, vol. 75(C).
- Francesco Simone Lucidi & Willi Semmler, 2022. "Long-run scarring effects of meltdowns in a small-scale nonlinear quadratic model," Working Papers in Public Economics 217, Department of Economics and Law, Sapienza University of Roma.
- Khwazi Magubane & Ntokozo Patrick Nzimande, 2024. "A Structural Vector Autoregression Exploration of South Africa’s Monetary and Macroprudential Policy Interactions," Economies, MDPI, vol. 12(10), pages 1-32, October.
- Verona, Fabio & Martins, Manuel M.F. & Drumond, Inês, 2017.
"Financial shocks, financial stability, and optimal Taylor rules,"
Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 187-207.
- Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2014. "Financial shocks, financial stability, and optimal Taylor rules," Bank of Finland Research Discussion Papers 21/2014, Bank of Finland.
- Van der Ghote, Alejandro, 2018. "Coordinating monetary and financial regulatory policies," Working Paper Series 2155, European Central Bank.
- Peterson K. Ozili, 2020. "Does competence of central bank governors influence financial stability?," Future Business Journal, Springer, vol. 6(1), pages 1-20, December.
- Agénor, Pierre-Richard & Jackson, Timothy & Jia, Pengfei, 2021.
"Macroprudential policy coordination in a currency union,"
European Economic Review, Elsevier, vol. 137(C).
- Pierre-Richard Agénor & Pengfei Jia, 2017. "Macroprudential Policy Coordination in a Currency Union'," Centre for Growth and Business Cycle Research Discussion Paper Series 235, Economics, The University of Manchester.
- 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.).
- Cairó, Isabel & Sim, Jae, 2023. "Monetary policy and financial stability," Journal of Economic Dynamics and Control, Elsevier, vol. 157(C).
- Pierre-Richard Agénor & Alessandro Flamini, 2016.
"Institutional Mandates for Macroeconomic and Financial Stability,"
Centre for Growth and Business Cycle Research Discussion Paper Series
231, Economics, The University of Manchester.
- Agénor, Pierre-Richard & Flamini, Alessandro, 2022. "Institutional mandates for macroeconomic and financial stability," Journal of Financial Stability, Elsevier, vol. 62(C).
- 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, 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," 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.
- Ozili, Peterson K, 2020. "Does competence of central bank governors influence financial stability?," MPRA Paper 102042, University Library of Munich, Germany.
- 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.
- 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," Finance and Economics Discussion Series 2014-50, Board of Governors of the Federal Reserve System (U.S.).
- Gregory Bauer & Eleonora Granziera, 2016.
"Monetary Policy, Private Debt and Financial Stability Risks,"
Staff Working Papers
16-59, Bank of Canada.
- Gregory H. Bauer & Eleonora Granziera, 2017. "Monetary Policy, Private Debt, and Financial Stability Risks," International Journal of Central Banking, International Journal of Central Banking, vol. 13(3), pages 337-373, September.
- 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.
- 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.
- Gabriele Galati & Richhild Moessner, 2018. "What Do We Know About the Effects of Macroprudential Policy?," Economica, London School of Economics and Political Science, vol. 85(340), pages 735-770, October.
- Svensson, Lars E.O., 2017.
"Cost-benefit analysis of leaning against the wind,"
Journal of Monetary Economics, Elsevier, vol. 90(C), pages 193-213.
- Lars E.O. Svensson, 2016. "Cost-Benefit Analysis of Leaning Against the Wind," NBER Working Papers 21902, National Bureau of Economic Research, Inc.
- Svensson, Lars E.O., 2017. "Cost-Benefit Analysis of Leaning Against the Wind," CEPR Discussion Papers 11739, C.E.P.R. Discussion Papers.
- Patnaik, Ila & Mittal, Shalini & Pandey, Radhika, 2019.
"Examining the trade-off between price and financial stability in India,"
Working Papers
19/248, National Institute of Public Finance and Policy.
- Ila Patnaik & Shalini Mittal & Radhika Pandey, 2019. "Examining the Trade-Off Between Price and Financial Stability in India," Working Papers id:12979, eSocialSciences.
- 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.
- 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.
- Trent Saunders & Peter Tulip, 2019. "Cost-benefit Analysis of Leaning against the Wind," RBA Research Discussion Papers rdp2019-05, Reserve Bank of Australia.
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"Natural rate chimera and bond pricing reality,"
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"Permanent and temporary monetary policy shocks and the dynamics of exchange rates,"
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"Asset Price Beliefs and Optimal Monetary Policy,"
2019 Meeting Papers
713, Society for Economic Dynamics.
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"State dependence of monetary policy across business, credit and interest rate cycles,"
Bank of Finland Research Discussion Papers
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"Did marginal propensities to consume change with the housing boom and bust?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 174-199, January.
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"Measuring the natural rate of interest: International trends and determinants,"
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"Unconventional Monetary Policy: Interest Rates and Low Inflation. A Review of Literature and Methods,"
Bank of Lithuania Occasional Paper Series
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"Checking if the straitjacket fits,"
CAMA Working Papers
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"Growth prospects, the natural interest rate, and monetary policy,"
Economics Discussion Papers
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"Why have interest rates fallen far below the return on capital?,"
Journal of Monetary Economics, Elsevier, vol. 124(S), pages 57-76.
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"Some Evidence on Secular Drivers of US Safe Real Rates,"
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"Kaldor and Piketty’s Facts: The Rise of Monopoly Power in the United States,"
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"Central Bank Capital as an Instrument of Monetary Policy,"
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"The Term Structure and Inflation Uncertainty,"
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"Endogenous forecast switching near the zero lower bound,"
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"Aging, migration and monetary policy in Poland,"
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"A Time‐Series Model of Interest Rates with the Effective Lower Bound,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(5), pages 1005-1046, August.
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"Estimating the effects of demographics on interest rates: A robust Bayesian perspective,"
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"On Secular Stagnation in the Industrialized World,"
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"The Continuing Validity of Monetary Policy Autonomy Under Floating Exchange Rates,"
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"Measuring the output gap, potential output growth and natural interest rate from a semi-structural dynamic model for Peru,"
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- Coenen, Günter & Montes-Galdón, Carlos & Smets, Frank, 2020. "Effects of state-dependent forward guidance, large-scale asset purchases and fiscal stimulus in a low-interest-rate environment," Working Paper Series 2352, European Central Bank.
- Günter Coenen & Carlos Montes-Galdón & Frank Smets, 2019. "Effects of State-Dependent Forward Guidance, Large-Scale Asset Purchases and Fiscal Stimulus in a Low-Interest-Rate Environment," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/983, Ghent University, Faculty of Economics and Business Administration.
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EconomiX Working Papers
2020-3, University of Paris Nanterre, EconomiX.
- Christian Pfister & Jean-Guillaume Sahuc, 2020. "Unconventional Monetary Policies: A Stock-Taking Exercise," Post-Print hal-02911648, HAL.
- Christian Pfister & Jean-Guillaume Sahuc, 2020. "Unconventional monetary policies: A stock-taking exercise," Revue d'économie politique, Dalloz, vol. 130(2), pages 137-169.
- Jean-Guillaume Sahuc & Christian Pfister, 2020. "Unconventional Monetary Policies: A Stock-Taking Exercise," Working Papers hal-04159708, HAL.
- Christian Pfister & Jean-Guillaume Sahuc, 2020. "Unconventional Monetary Policies: A Stock-Taking Exercise," Working papers 761, Banque de France.
- Eo, Yunjong & Kang, Kyu Ho, 2020.
"The effects of conventional and unconventional monetary policy on forecasting the yield curve,"
Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
- Eo, Yunjong & Kang, Kyu Ho, 2019. "The Effects of Conventional and Unconventional Monetary Policy on Forecasting the Yield Curve," Working Papers 2019-08, University of Sydney, School of Economics, revised Nov 2019.
- Murasawa, Yasutomo, 2019.
"Bayesian multivariate Beveridge--Nelson decomposition of I(1) and I(2) series with cointegration,"
MPRA Paper
91979, University Library of Munich, Germany.
- Murasawa Yasutomo, 2022. "Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(3), pages 387-415, June.
- Lange, Ronald H., 2017. "The expected real yield and inflation components of the nominal yield curve," The North American Journal of Economics and Finance, Elsevier, vol. 39(C), pages 1-18.
- Kose, M. Ayhan & Claessens, Stijn, 2017.
"Asset Prices and Macroeconomic Outcomes: A Survey,"
CEPR Discussion Papers
12460, C.E.P.R. Discussion Papers.
- Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
- Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
- Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
- Kurt F. Lewis & Francisco Vazquez-Grande, 2017. "Measuring the Natural Rate of Interest : A Note on Transitory Shocks," Finance and Economics Discussion Series 2017-059, Board of Governors of the Federal Reserve System (U.S.).
- Goy, Gavin & Hommes, Cars & Mavromatis, Kostas, 2022. "Forward guidance and the role of central bank credibility under heterogeneous beliefs," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 1240-1274.
- Mamaysky, Harry, 2018. "The time horizon of price responses to quantitative easing," Journal of Banking & Finance, Elsevier, vol. 90(C), pages 32-49.
- Jens Klose, 2019.
"Are Eastern European Taylor Reaction Functions Asymmetric in Inflation or Output? Empirical Evidence for Four Countries,"
Eastern European Economics, Taylor & Francis Journals, vol. 57(1), pages 31-49, January.
- Jens Klose, 2018. "Are Eastern European Taylor Reaction Functions Asymmetric in Inflation or Output: Empirical Evidence for four Countries," MAGKS Papers on Economics 201808, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Jens H. E. Christensen & Glenn D. Rudebusch, 2018.
"A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt,"
Working Paper Series
2017-07, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2019. "A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 933-949, December.
- G. Cette & J. Fernald & B. Mojon, 2016.
"The Pre-Great Recession Slowdown in Productivity,"
Working papers
586, Banque de France.
- Gilbert Cette & John Fernald & Benoît Mojon, 2016. "The pre-Great Recession slowdown in productivity," Post-Print hal-01725475, HAL.
- Cette, Gilbert & Fernald, John & Mojon, Benoît, 2016. "The pre-Great Recession slowdown in productivity," European Economic Review, Elsevier, vol. 88(C), pages 3-20.
- Gilbert Cette & John G. Fernald & Benoit Mojon, 2016. "The pre-Great Recession slowdown in productivity," Working Paper Series 2016-8, Federal Reserve Bank of San Francisco.
- Bofinger, Peter & Schnabel, Isabel & Feld, Lars P. & Schmidt, Christoph M. & Wieland, Volker, 2017. "Für eine zukunftsorientierte Wirtschaftspolitik. Jahresgutachten 2017/18 [Towards a Forward-Looking Economic Policy. Annual Report 2017/18]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201718, February.
- Agnello, Luca & Castro, Vítor & Sousa, Ricardo M., 2022. "On the international co-movement of natural interest rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
- Colin C. Caines & Fabian Winkler, 2018. "Asset Price Learning and Optimal Monetary Policy," International Finance Discussion Papers 1236, Board of Governors of the Federal Reserve System (U.S.).
- Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2021.
"Natural rate chimera and bond pricing reality,"
Working Paper Series
2612, European Central Bank.
- Brand, Claus & Goy, Gavin W & Lemke, Wolfgang, 2020. "Natural rate chimera and bond pricing reality," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224546, Verein für Socialpolitik / German Economic Association.
- Colin Caines & Fabian Winkler, 2019.
"Asset Price Beliefs and Optimal Monetary Policy,"
2019 Meeting Papers
713, Society for Economic Dynamics.
- Caines, Colin & Winkler, Fabian, 2021. "Asset price beliefs and optimal monetary policy," Journal of Monetary Economics, Elsevier, vol. 123(C), pages 53-67.
- Carrillo Julio A. & Elizondo Rocío & Rodríguez-Pérez Cid Alonso & Roldán-Peña Jessica, 2018. "What Determines the Neutral Rate of Interest in an Emerging Economy?," Working Papers 2018-22, Banco de México.
- Mickey D. Levy, 2017. "The necessity for a strategic approach to monetary policy," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 52(2), pages 114-117, April.
- 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," Finance and Economics Discussion Series 2016-073, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- Hongjin Li & Naifang Su, 2020. "Financial Factors, Openness and the Natural Interest Rate in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 28(4), pages 76-100, July.
- Wang, Olivier, 2020. "Banks, low interest rates, and monetary policy transmission," Working Paper Series 2492, European Central Bank.
- Fiedler, Salomon & Gern, Klaus-Jürgen & Jannsen, Nils & Wolters, Maik H., 2019.
"Growth prospects, the natural interest rate, and monetary policy,"
Economics Discussion Papers
2019-17, Kiel Institute for the World Economy (IfW Kiel).
- Fiedler, Salomon & Gern, Klaus-Jürgen & Jannsen, Nils & Wolters, Maik H., 2019. "Growth prospects, the natural interest rate, and monetary policy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-34.
- Marx, Magali & Mojon, Benoît & Velde, François R., 2021.
"Why have interest rates fallen far below the return on capital?,"
Journal of Monetary Economics, Elsevier, vol. 124(S), pages 57-76.
- M. Marx & B. Mojon & F. Velde, 2017. "Why Have Interest Rates Fallen far Below the Return on Capital," Working papers 630, Banque de France.
- Magali Marx & Benoit Mojon & Francois R. Velde, 2018. "Why Have Interest Rates Fallen Far Below the Return on Capital," Working Paper Series WP-2018-1, Federal Reserve Bank of Chicago.
- Magali Marx & Benoit Mojon & François R. Velde, 2019. "Why have interest rates fallen far below the return on capital," BIS Working Papers 794, Bank for International Settlements.
- Kurt Graden Lunsford & Kenneth D. West, 2017.
"Some Evidence on Secular Drivers of US Safe Real Rates,"
Working Papers (Old Series)
1723, Federal Reserve Bank of Cleveland.
- Kurt G. Lunsford & Kenneth D. West, 2018. "Some Evidence on Secular Drivers of U.S. Safe Real Rates," NBER Working Papers 25288, National Bureau of Economic Research, Inc.
- Kurt G. Lunsford & Kenneth D. West, 2019. "Some Evidence on Secular Drivers of US Safe Real Rates," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(4), pages 113-139, October.
- Ana M. Reyna & Hugo J. Fuentes & José A. Núñez, 2022. "Response of Mexican life and non-life insurers to the low interest rate environment," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 47(2), pages 409-433, April.
- Tomas Breach & Stefania D'Amico & Athanasios Orphanides, 2016.
"The Term Structure and Inflation Uncertainty,"
Working Paper Series
WP-2016-22, Federal Reserve Bank of Chicago.
- Orphanides, Athanasios & Breach, Tomas & D'Amico, Stefania, 2016. "The Term Structure and Inflation Uncertainty," CEPR Discussion Papers 11730, C.E.P.R. Discussion Papers.
- Breach, Tomas & D’Amico, Stefania & Orphanides, Athanasios, 2020. "The term structure and inflation uncertainty," Journal of Financial Economics, Elsevier, vol. 138(2), pages 388-414.
- Lansing, Kevin J., 2021.
"Endogenous forecast switching near the zero lower bound,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 153-169.
- Kevin J. Lansing, 2019. "Endogenous Forecast Switching Near the Zero Lower Bound," Working Paper Series 2017-24, Federal Reserve Bank of San Francisco.
- Andreas Hoffmann & Gunther Schnabl, 2016. "Adverse Effects of Ultra-Loose Monetary Policies on Investment, Growth and Income Distribution," CESifo Working Paper Series 5754, CESifo.
- Martin Seneca, 2020. "Risk Shocks and Monetary Policy in the New Normal," International Journal of Central Banking, International Journal of Central Banking, vol. 16(6), pages 185-232, December.
- Anthony J Evans, 2020. "The natural rate of interest: An estimate for the United Kingdom," Economic Affairs, Wiley Blackwell, vol. 40(1), pages 24-35, February.
- Mark A. Wynne & Ren Zhang, 2017.
"Estimating the Natural Rate of Interest in an Open Economy,"
Globalization Institute Working Papers
316, Federal Reserve Bank of Dallas.
- Mark A. Wynne & Ren Zhang, 2018. "Estimating the natural rate of interest in an open economy," Empirical Economics, Springer, vol. 55(3), pages 1291-1318, November.
- Clemens Grafe & Sara Grut & Lorenzo Rigon, 2018. "Neutral Interest Rates in CEEMEA - Moving in Tandem with Global Factors," Russian Journal of Money and Finance, Bank of Russia, vol. 77(1), pages 6-25, March.
- Samuel Howorth & Domenico Lombardi & Pierre L. Siklos, 2019. "Together or Apart? Monetary Policy Divergences in the G4," Open Economies Review, Springer, vol. 30(2), pages 191-217, April.
- Ansgar Belke & Jens Klose, 2017.
"Equilibrium Real Interest Rates and Secular Stagnation: An Empirical Analysis for Euro Area Member Countries,"
Journal of Common Market Studies, Wiley Blackwell, vol. 55(6), pages 1221-1238, November.
- Belke, Ansgar & Klose, Jens, 2016. "Equilibrium real interest rates and secular stagnation: An empirical analysis for euro area member countries," Ruhr Economic Papers 621, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ansgar Belke & Jens Klose, 2017. "Equilibrium Real Interest Rates and Secular Stagnation: An Empirical Analysis for Euro-Area Member Countries," ROME Working Papers 201712, ROME Network.
- Pierre-Olivier Gourinchas & Richard Portes & Pau Rabanal, 2016. "Secular Stagnation, Growth, and Real Interest Rates," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(4), pages 575-580, November.
- Rubio, Margarita & Yao, Fang, 2020. "Bank capital, financial stability and Basel regulation in a low interest-rate environment," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 378-392.
- Kurovskiy, Gleb, 2019. "Disentanglement of natural interest rate shocks and monetary policy shocks nexus," MPRA Paper 97547, University Library of Munich, Germany.
- Atanas Hristov, 2016. "Measuring the Natural Rate of Interest in the Eurozone: A DSGE Perspective," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 17(01), pages 86-91, April.
- John C. Williams, 2017. "Three Questions on R-star," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Canova, Fabio, 2020. "FAQ: How do I measure the Output gap?," CEPR Discussion Papers 14943, C.E.P.R. Discussion Papers.
- Joscha Beckmann & Klaus-Jürgen Gern & Nils Jannsen, 2022. "Should they stay or should they go? Negative interest rate policies under review," International Economics and Economic Policy, Springer, vol. 19(4), pages 885-912, October.
- Michael D. Bauer & Glenn D. Rudebusch, 2016. "Why Are Long-Term Interest Rates So Low?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Michael T. Kiley, 2018.
"Quantitative Easing and the “New Normal” in Monetary Policy,"
Finance and Economics Discussion Series
2018-004, Board of Governors of the Federal Reserve System (U.S.).
- Michael T. Kiley, 2018. "Quantitative Easing and the ‘New Normal’ in Monetary Policy," Manchester School, University of Manchester, vol. 86(S1), pages 21-49, September.
- Luo, Yulei & Nie, Jun & Wang, Gaowang & Young, Eric R., 2017.
"Rational inattention and the dynamics of consumption and wealth in general equilibrium,"
Journal of Economic Theory, Elsevier, vol. 172(C), pages 55-87.
- Luo, Yulei & Nie, Jun & Wang, Gaowang & Young, Eric, 2017. "Rational Inattention and the Dynamics of Consumption and Wealth in General Equilibrium," MPRA Paper 80045, University Library of Munich, Germany.
- Gust, Christopher & López-Salido, David & Meyer, Steve, 2017. "Asymmetric monetary policy and the effective lower bound," Research in Economics, Elsevier, vol. 71(3), pages 441-451.
- Guihai Zhao, 2020. "Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields," Staff Working Papers 20-14, Bank of Canada.
- Shodipe Oladimeji T. & Shobande Olatunji Abdul, 2021. "Monetary Policy Dynamics in the United States," Open Economics, De Gruyter, vol. 4(1), pages 14-30, January.
- Hudomiet, Péter & Hurd, Michael D. & Rohwedder, Susann, 2019. "The relationship between lifetime out-of-pocket medical expenditures, dementia, and socioeconomic status in the U.S," The Journal of the Economics of Ageing, Elsevier, vol. 14(C).
- Brand, Claus & Bielecki, Marcin & Penalver, Adrian, 2018. "The natural rate of interest: estimates, drivers, and challenges to monetary policy JEL Classification: E52, E43," Occasional Paper Series 217, European Central Bank.
- Nikolsko-Rzhevskyy, Alex & Papell, David H. & Prodan, Ruxandra, 2021. "Policy Rules and Economic Performance," Journal of Macroeconomics, Elsevier, vol. 68(C).
- Francois Velde & Benoït Mojon & Magali Marx, 2017.
"Why Are Real Interest Rates So Low?,"
2017 Meeting Papers
1292, Society for Economic Dynamics.
- Francois Velde & Benoït Mojon & Magali Marx, 2016. "Why are real interest rates so low?," 2016 Meeting Papers 1581, Society for Economic Dynamics.
- Francisco Arroyo Marioli & Juan Sebastián Becerra & Matías Solorza, 2021. "The Credit Channel Through the Lens of a Semi- Structural Model," Working Papers Central Bank of Chile 911, Central Bank of Chile.
- Michael D. Bauer & Glenn D. Rudebusch, 2023.
"The Rising Cost of Climate Change: Evidence from the Bond Market,"
The Review of Economics and Statistics, MIT Press, vol. 105(5), pages 1255-1270, September.
- Michael D. Bauer & Glenn D. Rudebusch, 2020. "The Rising Cost of Climate Change: Evidence from the Bond Market," Working Paper Series 2020-25, Federal Reserve Bank of San Francisco.
- 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.
- David Cashin & Jamie Lenney & Byron Lutz & William Peterman, 2018.
"Fiscal policy and aggregate demand in the USA before, during, and following the Great Recession,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 25(6), pages 1519-1558, December.
- David B. Cashin & Jamie Lenney & Byron F. Lutz & William B. Peterman, 2017. "Fiscal Policy and Aggregate Demand in the U.S. Before, During and Following the Great Recession," Finance and Economics Discussion Series 2017-061, Board of Governors of the Federal Reserve System (U.S.).
- Timo Wollmershäuser & Wolfgang Nierhaus & Nikolay Hristov & Tim Oliver Berg & Christian Breuer & Johanna Garnitz & Christian Grimme & Atanas Hristov & Robert Lehmann & Wolfgang Meister & Magnus Reif &, 2016. "ifo Konjunkturprognose 2016/2017: Aufschwung in Deutschland geht in die zweite Halbzeit," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 69(12), pages 21-57, June.
- Jung, Alexander, 2018. "Does McCallum’s rule outperform Taylor’s rule during the financial crisis?," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 9-21.
- Bodnár, Katalin & Nerlich, Carolin, 2022. "The macroeconomic and fiscal impact of population ageing," Occasional Paper Series 296, European Central Bank.
- Dmitry Chervyakov & Philipp König, 2017. "The Natural Rate of Interest II: Empirical Overview," DIW Roundup: Politik im Fokus 109, DIW Berlin, German Institute for Economic Research.
- Wang, Bin & Kwan, Yum K., 2021. "Measuring the natural rates of interest of OECD and BRICS economies: A time varying perspective," Journal of International Money and Finance, Elsevier, vol. 112(C).
- Wright, Jonathan H., 2019. "Some observations on forecasting and policy," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1186-1192.
- Ruch,Franz Ulrich, 2021. "Neutral Real Interest Rates in Inflation Targeting Emerging and Developing Economies," Policy Research Working Paper Series 9711, The World Bank.
- Daniel Rees & Guofeng Sun, 2021. "The natural interest rate in China," BIS Working Papers 949, Bank for International Settlements.
- Victor Bystrov, 2020. "Identification and Estimation of Initial Conditions in Non-Minimal State-Space Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(4), pages 413-429, December.
- Ioannis N. Kallianiotis, 2019. "Monetary Policy, Real Cost of Capital, Financial Markets and the Real Economic Growth," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(1), pages 1-4.
- Jacopo Bonchi, 2020.
"Asset Price Bubbles and Monetary Policy: Revisiting the Nexus at the Zero Lower Bound,"
Working Papers
9/20, Sapienza University of Rome, DISS.
- Jacopo Bonchi, 2023. "Asset Price Bubbles and Monetary Policy: Revisiting the Nexus at the Zero Lower Bound," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 186-203, January.
- Jacopo Bonchi, 2021.
"Online Appendix to "Asset Price Bubbles and Monetary Policy: Revisiting the Nexus at the Zero Lower Bound","
Online Appendices
20-262, Review of Economic Dynamics.
- Jacopo Bonchi, 2023. "Asset Price Bubbles and Monetary Policy: Revisiting the Nexus at the Zero Lower Bound," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 186-203, January.
- Sophocles N. Brissimis & Evangelia A. Georgiou, 2022. "The effects of Federal Reserve's quantitative easing and balance sheet normalization policies on long-term interest rates," Working Papers 299, Bank of Greece.
- Lee, Byoungchan, 2023. "Wealth Inequality and Endogenous Growth," Journal of Monetary Economics, Elsevier, vol. 133(C), pages 132-148.
- Andrew Hughes Hallett & Ansgar Rannenberg & Sven Schreiber, 2017. "Reassessing the Impact of the US Fiscal Stimulus: The Role of the Monetary Policy Stance," International Business Research, Canadian Center of Science and Education, vol. 10(4), pages 12-31, April.
- Alexius, Annika, 2017. "Why are real interest rates so low? Evidence from a structural VAR with sign restrictions," Research Papers in Economics 2017:6, Stockholm University, Department of Economics.
- Boneva, Lena & Ferrucci, Gianluigi & Mongelli, Francesco Paolo, 2021. "To be or not to be “green”: how can monetary policy react to climate change?," Occasional Paper Series 285, European Central Bank.
- Feld, Lars P. & Schmidt, Christoph M. & Schnabel, Isabel & Truger, Achim & Wieland, Volker, 2019. "Den Strukturwandel meistern. Jahresgutachten 2019/20 [Dealing with Structural Change. Annual Report 2019/20]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201920, February.
- Wang, Bin, 2019. "Measuring the natural rate of interest of China: A time varying perspective," Economics Letters, Elsevier, vol. 176(C), pages 117-120.
- Efrem Castelnuovo & Guay Lim & Giovanni Pellegrino, 2018. "Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(1), pages 70-86, March.
- Tibor Hledik & Jan Vlcek, 2018. "Quantifying the Natural Rate of Interest in a Small Open Economy - The Czech Case," Working Papers 2018/7, Czech National Bank.
- Arroyo Marioli, Francisco & Becerra, Juan Sebastián & Solorza, Matías, 2022. "The credit channel in chile through the lens of a semi-structural model," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(2).
- Benjamin Garcia & Arsenios Skaperdas, 2017. "Inferring the Shadow Rate from Real Activity," Finance and Economics Discussion Series 2017-106, Board of Governors of the Federal Reserve System (U.S.).
- Andrea Pescatori & Jarkko Turunen, 2016. "Lower for Longer: Neutral Rate in the U.S," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(4), pages 708-731, November.
- Andreas Freytag & Gunther Schnabl, 2017. "Monetary Policy Crisis Management as a Threat to Economic Order," CESifo Working Paper Series 6363, CESifo.
- 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.).
Cited by:
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018.
"Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization,"
FEDS Notes
2017-01-09, Board of Governors of the Federal Reserve System (U.S.).
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," Finance and Economics Discussion Series 2018-002, Board of Governors of the Federal Reserve System (U.S.).
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal implications of the Federal Reserve's balance sheet normalization," Staff Reports 833, Federal Reserve Bank of New York.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2019. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 255-306, December.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization," Liberty Street Economics 20180109, Federal Reserve Bank of New York.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization," FEDS Notes 2018-01-09-2, Board of Governors of the Federal Reserve System (U.S.).
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," Working Papers 747, Federal Reserve Bank of Minneapolis.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," FRB Atlanta Working Paper 2018-7, Federal Reserve Bank of Atlanta.
- Eksi, Ozan & Tas, Bedri Kamil Onur, 2017. "Unconventional monetary policy and the stock market’s reaction to Federal Reserve policy actions," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 136-147.
- Jean-Guillaume Sahuc & Sarah Mouabbi, 2019.
"Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies,"
EconomiX Working Papers
2019-2, University of Paris Nanterre, EconomiX.
- Sarah Mouabbi & Jean‐Guillaume Sahuc, 2019. "Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(4), pages 831-858, June.
- Sarah Mouabbi & Jean-Guillaume Sahuc, 2019. "Evaluating the macroeconomic effects of the ECB’s unconventional monetary policies," Working papers 708, Banque de France.
- Jean-Guillaume Sahuc & Sarah Mouabbi, 2019. "Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies," Working Papers hal-04141890, HAL.
- Jean-Guillaume Sahuc & Sarah Mouabbi, 2019. "Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies," Post-Print hal-02055111, HAL.
- Ayelen Banegas & Gabriel Montes-Rojas & Lucas Siga, 2016. "Mutual Fund Flows, Monetary Policy and Financial Stability," Finance and Economics Discussion Series 2016-071, Board of Governors of the Federal Reserve System (U.S.).
- Jane E. Ihrig & Elizabeth C. Klee & Canlin Li & Brett Schulte & Min Wei, 2012.
"Expectations about the Federal Reserve's balance sheet and the term structure of interest rates,"
Finance and Economics Discussion Series
2012-57, Board of Governors of the Federal Reserve System (U.S.).
- Jane Ihrig & Elizabeth Klee & Canlin Li & Min Wei & Joe Kachovec, 2018. "Expectations about the Federal Reserve’s Balance Sheet and the Term Structure of Interest Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 341-391, March.
- Pagliari, Maria Sole, 2024.
"Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies,"
European Economic Review, Elsevier, vol. 168(C).
- Maria Sole Pagliari, 2021. "Does one (unconventional) size fit all? Effects of the ECB's unconventional monetary policies on the euro area economies," Working papers 829, Banque de France.
- Fabo, Brian & Jančoková, Martina & Kempf, Elisabeth & Pástor, Ľuboš, 2024.
"Fifty shades of QE: Robust evidence,"
Journal of Banking & Finance, Elsevier, vol. 159(C).
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"News Shocks in Open Economies: Evidence from Giant Oil Discoveries,"
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Economic Modelling, Elsevier, vol. 86(C), pages 192-209.
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ESRB Working Paper Series
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Documents de Travail de l'OFCE
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"Membership in the Euro area and fiscal sustainability. Analysis through panel fiscal reaction functions,"
MPRA Paper
61560, University Library of Munich, Germany.
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"Expectations and systemic risk in EMU government bond spreads,"
wp.comunite
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Working Papers REM
2024/0311, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
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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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"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.
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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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"The Great Recession and the Two Dimensions of European Central Bank Credibility,"
CAMA Working Papers
2013-55, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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- 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.
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- 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," Working Paper Series 2007-11, Federal Reserve Bank of San Francisco.
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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.
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"Monetary policy under uncertainty in an estimated model with labor market frictions,"
Journal of Monetary Economics, Elsevier, vol. 55(5), pages 983-1006, July.
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"Learning and the Role of Macroeconomic Factors in the Term Structure of Interest Rates,"
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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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"Evolving macroeconomic perceptions and the term structure of interest rates,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(2), pages 239-254.
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"Macroeconomic factors in the term structure of interest rates when agents learn,"
Computing in Economics and Finance 2006
83, Society for Computational Economics.
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"Macroeconomics and the Term Structure,"
Journal of Economic Literature, American Economic Association, vol. 50(2), pages 331-367, June.
- Wright, Jonathan & Gürkaynak, Refet, 2010. "Macroeconomics and the Term Structure," CEPR Discussion Papers 8018, C.E.P.R. Discussion Papers.
- Refet S. Gürkaynak & Jonathan H. Wright, 2012.
"Macroeconomics and the Term Structure,"
Journal of Economic Literature, American Economic Association, vol. 50(2), pages 331-367, June.
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"Product Market Competition and Economic Performance in Iceland,"
OECD Economics Department Working Papers
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"Learning and shifts in long-run productivity growth,"
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- 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.).
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- 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," Working Paper Series 2007-11, Federal Reserve Bank of San Francisco.
- 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, 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.
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- Juan Antolin-Diaz & Thomas Drechsel & Ivan Petrella, 2017. "Tracking the Slowdown in Long-Run GDP Growth," The Review of Economics and Statistics, MIT Press, vol. 99(2), pages 343-356, May.
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"Investment-Specific and Multifactor Productivity in Multi-Sector Open Economies:Data and Analysis,"
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143, Society for Computational Economics.
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"The Euro Area Periphery and Imbalances: Is it an Anticipation Story?,"
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- Daniele Siena, 2020. "Code and data files for "The Euro Area Periphery and Imbalances: Is it an Anticipation Story?"," Computer Codes 18-141, Review of Economic Dynamics.
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"Robust estimation and monetary policy with unobserved structural change,"
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"Emerging Market Business Cycles Revisited: Learning about the Trend,"
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- Emine Boz & Christian Daude & Bora Durdu, 2008. "Emerging market business cycles revisited: learning about the trend," International Finance Discussion Papers 927, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- 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.
- 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.).
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"Productivity growth and the U.S. saving rate,"
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"Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation,"
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2008 Meeting Papers
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Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 473-492, July.
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- 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, 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.
- 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.
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- Christopher D. Carroll & Edmund Crawley & Jiri Slacalek & Kiichi Tokuoka & Matthew N. White, 2018. "Sticky Expectations and Consumption Dynamics," NBER Working Papers 24377, National Bureau of Economic Research, Inc.
- Christopher D. Carroll & Johns Hopkins University, 2006. "Sticky Expectations and Consumption Dynamics," Computing in Economics and Finance 2006 21, Society for Computational Economics.
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"The Expectations-Driven U.S. Current Account,"
VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order
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"Measuring the natural rate of interest: International trends and determinants,"
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- 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.
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"Learning, adaptive expectations, and technology shocks,"
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"Productivity growth, transparency, and monetary policy,"
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"Asset Prices and Monetary Policy,"
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"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.
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"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.
- Stephen S. Poloz, 2019. "Technological Progress and Monetary Policy: Managing the Fourth Industrial Revolution," Discussion Papers 2019-11, Bank of Canada.
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"The high-frequency impact of news on long-term yields and forward rates: Is it real?,"
Journal of Monetary Economics, Elsevier, vol. 56(4), pages 535-544, May.
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- Olmos, Lorena & Sanso Frago, Marcos, 2014. "Non-linear effects of the U.S. Monetary Policy in the Long Run," MPRA Paper 57770, University Library of Munich, Germany.
- Talan B. Işcan, 2008. "Productivity Growth and the Future of the U.S. Saving Rate," Working Papers daleconwp2009-02, Dalhousie University, Department of Economics.
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"Real-time Analysis on Japan's Labor Productivity,"
Bank of Japan Working Paper Series
10-E-7, Bank of Japan.
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- Guihai Zhao, 2020. "Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields," Staff Working Papers 20-14, Bank of Canada.
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- Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.
- Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2016. "The term structure of expectations and bond yields," Staff Reports 775, Federal Reserve Bank of New York.
- DiCecio, Riccardo, 2009. "Sticky wages and sectoral labor comovement," Journal of Economic Dynamics and Control, Elsevier, vol. 33(3), pages 538-553, March.
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"Lessons From the Latest Data on U.S. Productivity,"
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- Pintus, P. A. & Suda, J., 2013. "Learning Leverage Shocks and the Great Recession," Working papers 440, Banque de France.
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"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.
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"Brazilian macroeconomic dynamics redux: Shocks, frictions, and unemployment in SAMBA model,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(2).
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- Pei Kuang & Kaushik Mitra & Li Tang, 2022. "Output Gap Estimation and Monetary Policy with Imperfect Knowledge," Discussion Papers 22-09, Department of Economics, University of Birmingham.
- James A. Kahn, 2008. "What drives housing prices?," Staff Reports 345, Federal Reserve Bank of New York.
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"Learning and Shifts in Long-Run Growth,"
Computing in Economics and Finance 2004
123, Society for Computational Economics.
Cited by:
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"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.
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"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.
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"Anticipated Growth and Business Cycles in Matching Models,"
CEPR Discussion Papers
6063, C.E.P.R. Discussion Papers.
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"Firm-Specific Capital, Nominal Rigidities and the Business Cycle,"
NBER Working Papers
11034, National Bureau of Economic Research, Inc.
- 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 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.
- 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, 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.).
- 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.
- 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.
- 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.
- Riccardo DiCecio, 2008.
"Comovement: it's not a puzzle,"
2008 Meeting Papers
884, 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, 2004. "Comovement: it's not a puzzle," 2004 Meeting Papers 113, Society for Economic Dynamics.
- Richard Dion & Robert Fay, 2008. "Understanding Productivity: A Review of Recent Technical Research," Discussion Papers 08-3, Bank of Canada.
- 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.
- 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, 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, 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.
- 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.
- Matti Viren, 2006. "Inflation Expectations and Regime Shifts," Discussion Papers 5, Aboa Centre for Economics.
- 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.
- John G. Fernald, 2005.
"Trend breaks, long-run restrictions, and the contractionary effects of technology improvements,"
Working Paper Series
2005-21, Federal Reserve Bank of San Francisco.
- Fernald, John, 2006. "Trend Breaks, Long-Run Restrictions and the Contractionary Effects of Technology Improvements," CEPR Discussion Papers 5631, C.E.P.R. Discussion Papers.
- 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.
- Richard Harrison & George Kapetanios & Alasdair Scott & Jana Eklund, 2008. "Breaks in DSGE models," 2008 Meeting Papers 657, Society for Economic Dynamics.
- 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.
- 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.
- 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.
- Virén, Matti, 2005. "Inflation expectations and regime shifts in the euro area," Bank of Finland Research Discussion Papers 25/2005, Bank of Finland.
- Ms. Silvia Sgherri, 2005. "Long-Run Productivity Shifts and Cyclical Fluctuations: Evidence for Italy," IMF Working Papers 2005/228, International Monetary Fund.
- Gregory Thwaites, 2006. "Optimal emerging market fiscal policy when trend output growth is unobserved," Bank of England working papers 308, Bank of England.
- Benati, Luca, 2007.
"Drift and breaks in labor productivity,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2847-2877, August.
- 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.
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"Non‐stationary Hours in a DSGE Model,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1357-1373, September.
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"Online Appendix to "Firm-Specific Capital, Nominal Rigidities and the Business Cycle","
Online Appendices
09-191, Review of Economic Dynamics.
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"The business cycle implications of reciprocity in labor relations,"
Journal of Monetary Economics, Elsevier, vol. 57(7), pages 837-850, October.
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"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.
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"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.
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"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.
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- 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.
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"Investment-Specific and Multifactor Productivity in Multi-Sector Open Economies:Data and Analysis,"
Computing in Economics and Finance 2005
143, Society for Computational Economics.
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"Asset pricing implications for a New Keynesian model,"
Money Macro and Finance (MMF) Research Group Conference 2006
156, Money Macro and Finance Research Group.
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NBER Working Papers
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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.
- 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.
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- 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.
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"DSGE Models in a Data-Rich Environment,"
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- Jean Boivin & Marc Giannoni, 2006. "DSGE Models in a Data-Rich Environment," NBER Working Papers 12772, National Bureau of Economic Research, Inc.
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"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.).
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"Heterogeneity In Wage Setting Behavior In A New-Keynesian Model,"
Macroeconomic Dynamics, Cambridge University Press, vol. 24(6), pages 1512-1546, September.
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"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
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- 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.
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- 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.
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"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.
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- 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.
- 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.
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"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.).
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Cited by:
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- 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.
- Ansgar Rannenberg, 2019. "Inequality, the risk of secular stagnation and the increase in household deb," Working Paper Research 375, National Bank of Belgium.
- 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.
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- Antonio Spilimbergo & Steve Symansky & Olivier Blanchard & Carlo Cottarelli, 2009.
"Fiscal Policy For The Crisis,"
CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 10(02), pages 26-32, July.
- Mr. Antonio Spilimbergo & Mr. Steven A. Symansky & Mr. Carlo Cottarelli & Mr. Olivier J Blanchard, 2009. "Fiscal Policy for the Crisis," IMF Staff Position Notes 2008/001, International Monetary Fund.
- Blanchard, Olivier & Symansky, Steven & Cottarelli, Carlo & Spilimbergo, Antonio, 2009. "Fiscal Policy for the Crisis," CEPR Discussion Papers 7130, C.E.P.R. Discussion Papers.
- Afonso, António, 2007.
"An avenue for expansionary fiscal contractions,"
MPRA Paper
4593, University Library of Munich, Germany.
- António Afonso, 2007. "An Avenue for Expansionary Fiscal Contractions," The IUP Journal of Public Finance, IUP Publications, vol. 0(3), pages 7-15, August.
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"Not all government budget deficits are created equal: Evidence from advanced economies' sovereign bond markets,"
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IMF Working Papers
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"The case for TIPS: an examination of the costs and benefits,"
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"Sovereign Risk, Fiscal Policy, and Macroeconomic Stability,"
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"Reducing Government Debt in the Presence of Inequality,"
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"Sovereign Default Risk, Macroeconomic Fluctuations and Monetary-Fiscal Stabilization,"
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- 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.
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"Debt Nonneutrality, Policy Interactions, And Macroeconomic Stability,"
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- Ludger Linnemann & Andreas Schabert, 2005. "Debt Non-Neutrality, Policy Interactions, and Macroeconomic Stability," Tinbergen Institute Discussion Papers 05-077/2, Tinbergen Institute.
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"Debt, deficits and interest rates,"
Economica, London School of Economics and Political Science, vol. 91(363), pages 911-943, July.
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- Minetti, Raoul & Di Pietro, Marco & Marattin, Luigi, 2020.
"Public Debt, Sovereign Spreads and the Unpleasant Arithmetic of Fiscal Consolidations,"
Working Papers
2020-4, Michigan State University, Department of Economics.
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- Maitra, Biswajit, 2019. "Macroeconomic impact of public debt and foreign aid in Sri Lanka," Journal of Policy Modeling, Elsevier, vol. 41(2), pages 372-394.
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"Fiscal shocks, public debt, and long-term interest rate dynamics,"
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"Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach,"
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- Nicolas Debarsy & Cyrille Dossougoin & Cem Ertur & Jean-Yves Gnabo, 2018. "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," LIDAM Reprints CORE 2937, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Debarsy, Nicolas & Dossougoin, Cyrille & Ertur, Cem & Gnabo, Jean-Yves, 2018. "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 21-45.
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"Is fiscal consolidation self-defeating? A panel-VAR analysis for the Euro area countries,"
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"The Ties that Bind: Monetary Policy and Government Debt Management,"
Studies in Economics
1318, School of Economics, University of Kent.
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- John A. Tatom, 2005.
"Deficits and the Economy: All Deficits Are Not Created Equal,"
NFI Working Papers
2005-WP-01, Indiana State University, Scott College of Business, Networks Financial Institute.
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- Arvind Krishnamurthy & Annette Vissing-Jorgensen, 2007. "The Demand for Treasury Debt," NBER Working Papers 12881, National Bureau of Economic Research, Inc.
- Ardagna Silvia & Caselli Francesco & Lane Timothy, 2007.
"Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 7(1), pages 1-35, August.
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Cited by:
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Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(2), pages 305-330, August.
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"Business Cycle Implications of Habit Formation,"
Computing in Economics and Finance 2004
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"Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect,"
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Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 63(4), pages 395-409.
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"Crime and punishment with habit formation,"
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- 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].
- 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.
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- 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.).
- Andrew Levin & Volker Wieland & John Williams, 2000. "The Performance Of Forecast-Based Monetary Policy Rules Under Model Uncertainty," Computing in Economics and Finance 2000 203, Society for Computational Economics.
- Andrew Levin & John C. Williams, 2000. "The Performance of Forecast-Based Monetary Policy Rules under Model Uncertainty," Econometric Society World Congress 2000 Contributed Papers 1781, Econometric Society.
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"Monetary Policy and Inflation Dynamics,"
International Journal of Central Banking, International Journal of Central Banking, vol. 2(3), September.
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- Roberts, John M, 2006. "Monetary Policy and Inflation Dynamics," MPRA Paper 812, University Library of Munich, Germany.
- Lees, Kirdan, 2007. "How large are the gains to commitment policy and optimal delegation for New Zealand?," Journal of Macroeconomics, Elsevier, vol. 29(4), pages 959-975, December.
- Plasmans, J.E.J. & Fornero, J. & Michalak, T., 2007.
"A Microfounded Sectoral Model for Open Economies,"
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- 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, Joseph & FORNERO, Jorge & MICHALAK, Tomasz, 2006. "A microfounded sectoral model for open economies," Working Papers 2007013, University of Antwerp, Faculty of Business and Economics.
- Dennis, Richard & Ravenna, Federico, 2008.
"Learning and optimal monetary policy,"
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- Richard Dennis, 2004.
"New Keynesian Optimal-Policy Models: An Empirical Assessment,"
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- Richard Dennis, 2003. "New Keynesian optimal-policy models: an empirical assessment," Working Paper Series 2003-16, Federal Reserve Bank of San Francisco.
- Anthony M. Diercks, 2015. "The Equity Premium, Long-Run Risk, & Optimal Monetary Policy," Finance and Economics Discussion Series 2015-87, Board of Governors of the Federal Reserve System (U.S.).
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Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 51(1), pages 79-136, December.
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Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 51(1), pages 79-136, December.
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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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Princeton Essays in International Economics
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Cited by:
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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.
- Svensson, L.E.O., 1999. "Monetary Policy Issues for the Eurosystem," Papers 667, Stockholm - International Economic Studies.
- Lars E.O. Svensson, 1999.
"Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability,"
NBER Working Papers
7276, National Bureau of Economic Research, Inc.
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- Svensson, Lars E O, 1999. "Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability," CEPR Discussion Papers 2196, C.E.P.R. Discussion Papers.
- 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?,"
German Economic Review, Verein für Socialpolitik, vol. 1(1), pages 69-81, February.
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- Lars E.O. Svensson, 2000. "Does the P* Model Provide Any Rationale for Monetary Targeting?," NBER Working Papers 7178, National Bureau of Economic Research, Inc.
- Svensson, Lars, 1999. "Does the P* Model provide Any Rationale for Monetary Targeting?," Seminar Papers 671, Stockholm University, Institute for International Economic Studies.
- Svensson, Lars E O, 1999. "Does the P* Model Provide Any Rationale for Monetary Targeting?," CEPR Discussion Papers 2198, C.E.P.R. Discussion Papers.
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"Keynesian Macroeconomics without the LM Curve,"
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"Does Talk Matter After All? Inflation Targeting and Central Bank Behavior,"
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Working Papers Series
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"Le retour au plein emploi ?,"
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"Testing for time variation in an unobserved components model for the U.S. economy,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
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"Cross-country connectedness in inflation and unemployment: measurement and macroeconomic consequences,"
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Articles
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"The Expectations-driven US Current Account,"
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See citations under working paper version above.
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- 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.
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"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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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," Finance and Economics Discussion Series 2016-073, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- 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.
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"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.
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European Economic Review, Elsevier, vol. 88(C), pages 108-141.
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"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).
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"Asymmetric Shocks in a Currency Union with Monetary and Fiscal Handcuffs,"
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- 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.
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"Membership in the Euro area and fiscal sustainability. Analysis through panel fiscal reaction functions,"
MPRA Paper
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"New Evidence on the Interest Rate Effects of Budget Deficits and Debt,"
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"Welfare-maximizing monetary policy under parameter uncertainty,"
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See citations under working paper version above.- 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.
- 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.).
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- 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," Working Paper Series 2004-04, Federal Reserve Bank of San Francisco.
- 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.).
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"Implications of habit formation for optimal monetary policy,"
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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.
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"On the role of money growth targeting under inflation targeting regime,"
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13780, University Library of Munich, Germany.
- Meixing DAI, 2009. "On the role of money growth targeting under inflation targeting regime," Working Papers of BETA 2009-11, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Andrea Beccarini, 2017. "Verifying time inconsistency of the ECB monetary policy by means of a regime-switching approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(2), pages 203-227, May.
- Dai, Meixing, 2009.
"The Design of a 'Two-Pillar' Monetary Policy Strategy,"
Economics Discussion Papers
2009-29, Kiel Institute for the World Economy (IfW Kiel).
- Dai, Meixing, 2007. "The design of a ‘two-pillar’ monetary policy strategy," MPRA Paper 14403, University Library of Munich, Germany, revised Mar 2009.
- Ben S. Bernanke & Frederic S. Mishkin, 1997.
"Inflation Targeting: A New Framework for Monetary Policy?,"
NBER Working Papers
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- 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.
- Berndt, Antje & Yeltekin, Şevin, 2015. "Monetary policy, bond returns and debt dynamics," Journal of Monetary Economics, Elsevier, vol. 73(C), pages 119-136.
- Gersbach, Hans & Hahn, Volker, 2012.
"Inflation Forecast Contracts,"
CEPR Discussion Papers
8933, C.E.P.R. Discussion Papers.
- Gersbach, Hans & Hahn, Volker, 2014. "Inflation forecast contracts," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 26-40.
- Hans Gersbach & Volker Hahn, 2011. "Inflation Forecast Contracts," CER-ETH Economics working paper series 11/149, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Gersbach, Hans & Hahn, Volker, 2003.
"Signalling and Commitment: Monetary versus Inflation Targeting,"
CEPR Discussion Papers
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- Meixing DAI, 2007. "A two-pillar strategy to keep inflation expectations at bay: A basic theoretical framework," Working Papers of BETA 2007-20, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Dai, Meixing, 2009.
"On the role of money growth targeting under inflation targeting regime,"
MPRA Paper
13780, University Library of Munich, Germany.
- 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.
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"Minimum Distance Estimation and Testing of DSGE Models from Structural VARs,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(6), pages 883-894, December.
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- Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2009. "Minimum Distance Estimation and Testing of DSGE Models from Structural VARs," TSE Working Papers 09-138, Toulouse School of Economics (TSE).
- 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," Working Paper Series 2007-11, Federal Reserve Bank of San Francisco.
- 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, 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.
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"Productivity shocks and optimal monetary policy in a unionized labor market economy,"
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- Christopher J. Erceg & Luca Guerrieri & Christopher J. Gust, 2005. "Trade adjustment and the composition of trade," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- Erceg, Christopher J. & Guerrieri, Luca & Gust, Christopher, 2008. "Trade adjustment and the composition of trade," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2622-2650, August.
- Christopher J. Erceg & Luca Guerrieri & Christopher J. Gust, 2006. "Trade adjustment and the composition of trade," International Finance Discussion Papers 859, Board of Governors of the Federal Reserve System (U.S.).
- Òscar Jordà, 2005. "Estimation and Inference of Impulse Responses by Local Projections," American Economic Review, American Economic Association, vol. 95(1), pages 161-182, March.
- Coenen, Günter, 2003.
"Inflation persistence and robust monetary policy design,"
Working Paper Series
290, European Central Bank.
- Coenen, Gunter, 2007. "Inflation persistence and robust monetary policy design," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 111-140, January.
- Marian Vavra, 2013. "Testing for linear and Markov switching DSGE models," Working and Discussion Papers WP 3/2013, Research Department, National Bank of Slovakia.
- 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.
- Malikane, Christopher, 2013.
"A New Keynesian Triangle Phillips Curve,"
MPRA Paper
43548, University Library of Munich, Germany.
- Malikane, Christopher, 2014. "A new Keynesian triangle Phillips curve," Economic Modelling, Elsevier, vol. 43(C), pages 247-255.
- Charles T. Carlstrom & Timothy Fuerst, 2007.
"Asset Prices, Nominal Rigidities, and Monetary Policy,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(2), pages 256-275, April.
- Charles T. Carlstrom & Timothy S. Fuerst, 2004. "Asset prices, nominal rigidities, and monetary policy," Working Papers (Old Series) 0413, Federal Reserve Bank of Cleveland.
- Ramón Maria-Dolores & Jesus Vazquez, 2006. "The relative importance of Term Spread, Policy Inertia and Persistent Monetary Policy Shocks in Monetary Policy Rules," Computing in Economics and Finance 2006 6, Society for Computational Economics.
- Casares, Miguel, 2010. "Unemployment as excess supply of labor: Implications for wage and price inflation," Journal of Monetary Economics, Elsevier, vol. 57(2), pages 233-243, March.
- Christopher Malikane & Willi Semmler, 2008. "Asset Prices, Output And Monetary Policy In A Small Open Economy," Metroeconomica, Wiley Blackwell, vol. 59(4), pages 666-686, November.
- Vázquez, Jesús & María-Dolores, Ramón & Londoño, Juan-Miguel, 2013.
"On the informational role of term structure in the US monetary policy rule,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(9), pages 1852-1871.
- Jesús Vázquez & Ramón María-Dolores & Juan-Miguel Londoño, 2009. "On the informational role of term structure in the U.S. monetary policy rule," Working Papers 0919, Banco de España.
- María-Dolores, Ramon & Vázquez, Jesús & Londoño, Juan M., 2009. "On the informational role of term structure in the US monetary policy rule," UMUFAE Economics Working Papers 4699, DIGITUM. Universidad de Murcia.
- Goyal, Ashima & Arora, Sanchit, 2016. "Estimating the Indian natural interest rate: A semi-structural approach," Economic Modelling, Elsevier, vol. 58(C), pages 141-153.
- Rossi, Lorenza & Mattesini, Fabrizio, 2007. "Optimal Monetary Policy in a Dual Labor Market Economy," MPRA Paper 2468, University Library of Munich, Germany, revised 15 Mar 2007.
- Vázquez Pérez, Jesús, 2006. "The Importance of Stock Market Returns in Estimated Monetary Policy Rules: a Structural Approach," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Argia M. Sbordone, 2006.
"U.S. wage and price dynamics: a limited information approach,"
Staff Reports
256, Federal Reserve Bank of New York.
- Sbordone, Argia M, 2006. "U.S. Wage and Price Dynamics: A Limited-Information Approach," MPRA Paper 811, University Library of Munich, Germany.
- Argia M. Sbordone, 2006. "U.S. Wage and Price Dynamics: A Limited-Information Approach," International Journal of Central Banking, International Journal of Central Banking, vol. 2(3), September.
- 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.
- J. Scott Davis & Kevin X. D. Huang, 2011. "Optimal monetary policy under financial sector risk," Globalization Institute Working Papers 85, Federal Reserve Bank of Dallas.
- 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.
- Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2007. "Optimal Monetary Policy and Technological Shocks in the Post-War US Business Cycle," IDEI Working Papers 484, Institut d'Économie Industrielle (IDEI), Toulouse.
- Rossi, Lorenza & Mattesini, Fabrizio, 2007. "Productivity Shock and Optimal Monetary Policy in a Unionized Labor Market. Forthcoming: The Manchester School," MPRA Paper 8414, University Library of Munich, Germany, revised 2008.
- Lorenza Rossi & Fabrizio Mattesini, 2008. "We analyze, in this paper, a DSGE New Keynesian model with indi- visible labor where firms may belong to two different final goods producing sectors one where wages and employment are determined in co," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0077, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Richard Mash, 2003. "New Keynesian Microfoundations Revisited: A Calvo-Taylor-Rule-of-Thumb Model and Optimal Monetary Policy Delegation," Economics Series Working Papers 174, University of Oxford, Department of Economics.
- Marc Giannoni & Michael Woodford, 2003. "How forward-looking is optimal monetary policy?," Proceedings, Federal Reserve Bank of Cleveland, pages 1425-1483.
- Carrillo, J. & Fève, P. & Matheron, J., 2006.
"Monetary Policy Inertia or Persistent Shocks?,"
Working papers
150, Banque de France.
- Julio Carrillo & Patrick Fève & Julien Matheron, 2007. "Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis," International Journal of Central Banking, International Journal of Central Banking, vol. 3(2), pages 1-38, June.
- Tomohiro Sugo & Yuki Teranishi, 2008. "The Zero Interest Rate Policy," IMES Discussion Paper Series 08-E-20, Institute for Monetary and Economic Studies, Bank of Japan.
- Gregory Erin Givens, 2006. "Revisiting the Delegation Problem in a Sticky Price and Wage Economy," Working Papers 200601, Middle Tennessee State University, Department of Economics and Finance.
- Marc Giannoni, 2006. "Robust Optimal Policy in a Forward-Looking Model with Parameter and Shock Uncertainty," NBER Working Papers 11942, National Bureau of Economic Research, Inc.
- Kevin X. D. Huang & Zheng Liu, 2003. "Inflation to target : what inflation to target?," Research Working Paper RWP 03-10, Federal Reserve Bank of Kansas City.
- Patrick Fève & Julien Matheron & Jean‐Guillaume Sahuc, 2009.
"Minimum Distance Estimation and Testing of DSGE Models from Structural VARs,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(6), pages 883-894, December.
- Amato, Jeffery D. & Laubach, Thomas, 2003.
"Rule-of-thumb behaviour and monetary policy,"
European Economic Review, Elsevier, vol. 47(5), pages 791-831, October.
See citations under working paper version above.
- 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.).
- 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.).
- 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.
See citations under working paper version above.
- 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.
- Thomas Laubach, 2001.
"Measuring The NAIRU: Evidence From Seven Economies,"
The Review of Economics and Statistics, MIT Press, vol. 83(2), pages 218-231, May.
See citations under working paper version above.
- Thomas Laubach, 1997. "Measuring the NAIRU : evidence from seven economies," Research Working Paper 97-13, Federal Reserve Bank of Kansas City.
- Jeffery D. Amato & Thomas Laubach, 2000.
"The role of forecasts in monetary policy,"
Economic Review, Federal Reserve Bank of Kansas City, vol. 85(Q II), pages 21-32.
Cited by:
- Michael Dotsey & Carl D. Lantz & Lawrence Santucci, 2000. "Is money useful in the conduct of monetary policy?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 23-48.
- Jeffery D. Amato & Thomas Laubach, 1999.
"The value of interest rate smoothing : how the private sector helps the Federal Reserve,"
Economic Review, Federal Reserve Bank of Kansas City, vol. 84(Q III), pages 47-64.
Cited by:
- Luboš Komárek & Filip Rozsypal, 2009. "Vymezení a vyhodnocení agresivity centrálních bank [Definition and Evaluation of the Central Bank agresivity]," Politická ekonomie, Prague University of Economics and Business, vol. 2009(3), pages 383-404.
- Wallace, Frederick H. & Shelley, Gary L. & Cabrera Castellanos, Luis Fernando, 2004.
"Pruebas de la neutralidad monetaria a largo plazo. El caso de Nicaragua,"
El Trimestre Económico, Fondo de Cultura Económica, vol. 0(283), pages 613-624, julio-sep.
- Frederick H. Wallace & Gary L. Shelley & Luis F. Cabrera Castellanos, 2004. "Pruebas de la neutralidad monetaria a largo plazo: el caso de Nicaragua," Monetaria, CEMLA, vol. 0(4), pages 407-418, octubre-d.
- Oscar Becerra & Luis Fernando Melo, 2008.
"Transmisión de tasas de interés bajo el esquema de metas de inflación: evidencia para Colombia,"
Borradores de Economia
519, Banco de la Republica de Colombia.
- Oscar Becerra & Luis Fernando Melo, 2008. "Transmisión de tasas de interés bajo el esquema de metas de inflación: evidencia para Colombia," Borradores de Economia 4731, Banco de la Republica.
- Óscar Reinaldo Becerra & Luis Fernando Melo Velandia., 2009. "Transmisión de Tasas de Interés bajo el Esquema de Metas de Inflación: Evidencia para Colombia," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 46(133), pages 107-134.
- Ansgar Belke & Niklas Potrafke, 2011.
"Does Government Ideology Matter in Monetary Policy?: A Panel Data Analysis for OECD Countries,"
Discussion Papers of DIW Berlin
1180, DIW Berlin, German Institute for Economic Research.
- Belke, Ansgar & Potrafke, Niklas, 2012. "Does government ideology matter in monetary policy? A panel data analysis for OECD countries," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1126-1139.
- Belke, Ansgar & Potrafke, Niklas, 2012. "Does government ideology matter in monetary policy? A panel data analysis for OECD countries," Munich Reprints in Economics 20245, University of Munich, Department of Economics.
- Belke, Ansgar & Potrafke, Niklas, 2009. "Does Government Ideology Matter in Monetary Policy? – A Panel Data Analysis for OECD Countries," Ruhr Economic Papers 94, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ansgar Belke & Niklas Potrafke, 2011. "Does Government Ideology Matter in Monetary Policy? A Panel Data Analysis for OECD Countries," Working Paper Series of the Department of Economics, University of Konstanz 2011-48, Department of Economics, University of Konstanz.
- Benigno, Gianluca, 2004. "Real exchange rate persistence and monetary policy rules," Journal of Monetary Economics, Elsevier, vol. 51(3), pages 473-502, April.
- Giannitsarou, Chryssi & CHALLE, Edouard, 2011.
"Stock Prices and Monetary Policy Shocks: A General Equilibrium Approach,"
CEPR Discussion Papers
8387, C.E.P.R. Discussion Papers.
- Edouard Challe & Chryssi Giannitsarou, 2012. "Stock Prices And Monetary Policy Shocks: A General Equilibrium Approach," Working Papers hal-00719956, HAL.
- Challe, Edouard & Giannitsarou, Chryssi, 2014. "Stock prices and monetary policy shocks: A general equilibrium approach," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 46-66.
- Challe, E. & Giannitsarou, C., 2011. "Stock Prices and Monetary Policy Shocks: A General Equilibrium Approach," Working papers 330, Banque de France.
- Shen, Chung-Hua & Lin, Kun-Li & Guo, Na, 2016. "Hawk or dove: Switching regression model for the monetary policy reaction function in China," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 94-111.
- Heidari, Hassan, 2010. "An Estimated Small Open Economy New-Keynesian Model of the Australian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 7-15, December.
- Efrem Castelnuovo, 2003.
"Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model,"
Working Papers
2003.6, Fondazione Eni Enrico Mattei.
- Efrem Castelnuovo, 2002. "Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model," Macroeconomics 0211006, University Library of Munich, Germany.
- Ida, Daisuke, 2013. "Optimal monetary policy rules in a two-country economy with a zero bound on nominal interest rates," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 223-242.
- 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.
- 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.
- Helle Bunzel & Walter Enders, 2010.
"The Taylor Rule and “Opportunistic” Monetary Policy,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(5), pages 931-949, August.
- Helle Bunzel & Walter Enders, 2009. "The Taylor Rule and “Opportunistic” Monetary Policy," CREATES Research Papers 2010-04, Department of Economics and Business Economics, Aarhus University.
- Bunzel, Helle & Enders, Walter, 2005. "The Taylor Rule and 'Opportunistic' Monetary Policy," Staff General Research Papers Archive 12301, Iowa State University, Department of Economics.
- Helle Bunzel & Walter Enders, 2010. "The Taylor Rule and "Opportunistic" Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(5), pages 931-949, August.
- 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.
- Dossche, Maarten & Everaert, Gerdie, 2005.
"Measuring inflation persistence: a structural time series approach,"
Working Paper Series
495, European Central Bank.
- Maarten Dossche & Gerdie Everaert, 2005. "Measuring inflation persistence: a structural time series approach," Working Paper Research 70, National Bank of Belgium.
- M. Dossche & G. Everaert, 2005. "Measuring inflation persistence: a structural time series approach," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 05/340, Ghent University, Faculty of Economics and Business Administration.
- Maarten Dossche & Gerdie Everaert, 2005. "Measuring inflation persistence: A structural time series approach," Money Macro and Finance (MMF) Research Group Conference 2005 85, Money Macro and Finance Research Group.
- Maarten Dossche & Gerdie Everaert, 2005. "Measuring Inflation Persistence: A Structural Time Series Approach," Computing in Economics and Finance 2005 459, Society for Computational Economics.
- P.A. Tinsley & Sharon Kozicki, 2004.
"Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information,"
Computing in Economics and Finance 2004
146, Society for Computational Economics.
- Kozicki, Sharon & Tinsley, P.A., 2005. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1985-2015, November.
- Sharon Kozicki & Peter A. Tinsley, 2003. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Research Working Paper RWP 03-09, Federal Reserve Bank of Kansas City.
- Kozicki, Sharon & Tinsley, P. A., 2003. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," CFS Working Paper Series 2003/41, Center for Financial Studies (CFS).
- Sharon Kozicki & Peter A. Tinsley, 2004. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Gerlach-Kristen, Petra, 2003. "Interest rate reaction functions and the Taylor rule in the euro area," Working Paper Series 258, European Central Bank.
- Majuca, Ruperto P., 2011. "An Estimated (Closed Economy) Dynamic Stochastic General Equilibrium Model for the Philippines: Are There Credibility Gains from Committing to an Inflation Targeting Rule?," Discussion Papers DP 2011-04, Philippine Institute for Development Studies.
- Thomas Laubach & Jeffery D. Amato, 2000.
"Monetary policy in an estimated optimisation-based model with sticky prices and wages,"
BIS Working Papers
87, Bank for International Settlements.
- Jeffery D. Amato & Thomas Laubach, 1999. "Monetary policy in an estimated optimization-based model with sticky prices and wages," Research Working Paper RWP 99-09, Federal Reserve Bank of Kansas City.
- Jeffery Amato, Thomas Laubach, 2000. "Monetary Policy In An Estimated Optimization-Based Model With Sticky Prices And Wages," Computing in Economics and Finance 2000 303, Society for Computational Economics.
- Zhu, Yanli & Chen, Haiqiang, 2017. "The asymmetry of U.S. monetary policy: Evidence from a threshold Taylor rule with time-varying threshold values," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 473(C), pages 522-535.
- Deming Luo & Stephen Ferris, 2008. "Optimal Simple Monetary Policy Rules in a Small Open Economy with Exchange Rate Imperfections," Carleton Economic Papers 08-03, Carleton University, Department of Economics.
- Luisa Corrado & Sean Holly, 2004.
"Habit Formation and Interest Rate Smoothing,"
CDMA Conference Paper Series
0404, Centre for Dynamic Macroeconomic Analysis.
- Sean Holly & Luisa Corrado, 2004. "Habit formation and Interest-Rate Smoothing," Computing in Economics and Finance 2004 215, Society for Computational Economics.
- Claudia Arguedas Gonzales, 2004. "Las tasas de interés en moneda nacional y la inflación: una revisión de la Hipótesis de Fisher para Bolivia," Monetaria, CEMLA, vol. 0(4), pages 325-341, octubre-d.
- Ansgar Belke & Thorsten Polleit, 2007.
"How the ECB and the US Fed set interest rates,"
Applied Economics, Taylor & Francis Journals, vol. 39(17), pages 2197-2209.
- Ansgar Belke & Thorsten Polleit, 2006. "How the ECB and the US Fed Set Interest Rates," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 269/2006, Department of Economics, University of Hohenheim, Germany.
- Belke, Ansgar & Polleit, Thorsten, 2006. "How the ECB and US Fed set interest rates," Frankfurt School - Working Paper Series 72, Frankfurt School of Finance and Management.
- John Duffy & Wei Xiao, 2011.
"Investment and Monetary Policy: Learning and Determinacy of Equilibrium,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 959-992, August.
- John Duffy & Wei Xiao, 2011. "Investment and Monetary Policy: Learning and Determinacy of Equilibrium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 959-992, August.
- Kobayashi, Teruyoshi, 2010.
"Policy irreversibility and interest rate smoothing,"
MPRA Paper
19931, University Library of Munich, Germany.
- Kobayashi Teruyoshi, 2010. "Policy Irreversibility and Interest Rate Smoothing," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-29, October.
- Luis Mario Hernández Acevedo, 2004. "Señales de política monetaria y tasas de interés en México," Monetaria, CEMLA, vol. 0(4), pages 343-367, octubre-d.
- Papadamou, Stephanos & Siriopoulos, Costas, 2008. "Does the ECB Care about Shifts in Investors’ Risk Appetite?," MPRA Paper 25973, University Library of Munich, Germany.
- Stephan Sauer & Jan‐Egbert Sturm, 2007.
"Using Taylor Rules to Understand European Central Bank Monetary Policy,"
German Economic Review, Verein für Socialpolitik, vol. 8(3), pages 375-398, August.
- Sauer Stephan & Sturm Jan-Egbert, 2007. "Using Taylor Rules to Understand European Central Bank Monetary Policy," German Economic Review, De Gruyter, vol. 8(3), pages 375-398, August.
- Glenn D. Rudebusch, 2001.
"Term structure evidence on interest rate smoothing and monetary policy inertia,"
Working Paper Series
2001-02, Federal Reserve Bank of San Francisco.
- Rudebusch, Glenn D., 2002. "Term structure evidence on interest rate smoothing and monetary policy inertia," Journal of Monetary Economics, Elsevier, vol. 49(6), pages 1161-1187, September.
- Efrem Castelnuovo, 2003. "Taylor Rules and Interest Rate Smoothing in the US and EMU," Macroeconomics 0303002, University Library of Munich, Germany.
- Christian Aubin & Ibrahima Diouf & Dominique Pepin, 2010. "Inertie De La Politique Monétaire Dans La Zone Euro : Le Rôle De L'Hétérogénéité," Post-Print hal-00960030, HAL.
- Leon, Costas, 2006. "The Taylor rule: can it be supported by the data?," MPRA Paper 1650, University Library of Munich, Germany.
- Ida, Daisuke, 2014. "Role of financial systems in a sticky price model," Journal of Economics and Business, Elsevier, vol. 72(C), pages 44-57.
- 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.
- Karel Brůna, 2009. "Měnová politika a predikce variability úrokových sazeb na peněžním trhu [Monetary policy and prediction of variability]," Politická ekonomie, Prague University of Economics and Business, vol. 2009(3), pages 361-382.
- Michael Woodford, 1999. "Commentary : 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 277-316.
- Qin, Ting & Enders, Walter, 2008. "In-sample and out-of-sample properties of linear and nonlinear Taylor rules," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 428-443, March.
- Jacek Krawczyk & Rishab Sethi, 2007. "Satisficing Solutions for New Zealand Monetary Policy," Reserve Bank of New Zealand Discussion Paper Series DP2007/03, Reserve Bank of New Zealand.
- William B. English & William R. Nelson & Brian P. Sack, 2002. "Interpreting the significance of lagged interest rate in estimated monetary policy rules," Finance and Economics Discussion Series 2002-24, Board of Governors of the Federal Reserve System (U.S.).
- 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," Finance and Economics Discussion Series 2016-073, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- 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.