Aeimit Lakdawala
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.Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Davide Debortoli & Aeimit Lakdawala, 2016.
"How Credible Is the Federal Reserve? A Structural Estimation of Policy Re-optimizations,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 8(3), pages 42-76, July.
- Aeimit Lakdawala & Davide Debortoli, 2013. "How credible is the Federal Reserve?:A structural estimation of policy re-optimizations," 2013 Meeting Papers 1333, Society for Economic Dynamics.
Mentioned in:
Working papers
- Garga, Vaishali & Lakdawala, Aeimit & Sengupta, Rajeswari, 2024.
"Assessing Central Bank Commitment to Inflation Targeting in Emerging Economies: Evidence From India,"
Working Papers
107, Wake Forest University, Economics Department.
Cited by:
- Radhika Pandey & Ila Patnaik & Rajeswari Sengupta, 2024. "The journey of inflation targeting in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2024-022, Indira Gandhi Institute of Development Research, Mumbai, India.
- Aeimit Lakdawala & Bhanu Pratap & Rajeswari Sengupta, 2023.
"Impact of RBI's monetary policy announcements on government bond yields: Evidence from the pandemic,"
Indira Gandhi Institute of Development Research, Mumbai Working Papers
2023-04, Indira Gandhi Institute of Development Research, Mumbai, India.
- Aeimit Lakdawala & Bhanu Pratap & Rajeswari Sengupta, 2023. "Impact of RBI’s monetary policy announcements on government bond yields: evidence from the pandemic," Indian Economic Review, Springer, vol. 58(2), pages 261-291, September.
Cited by:
- N. Kundan Kishor & Alexandru Minea & Gurnain Kaur Pasricha, 2023. "Introduction to the special issue "Macroeconomic Policy in Turbulent Times in EMEs"," Indian Economic Review, Springer, vol. 58(2), pages 253-260, September.
- Radhika Pandey & Ila Patnaik & Rajeswari Sengupta, 2024. "The journey of inflation targeting in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2024-022, Indira Gandhi Institute of Development Research, Mumbai, India.
- Vaishali Garga & Aeimit Lakdawala & Rajeswari Sengupta, 2022.
"Assessing central bank commitment to inflation targeting: Evidence from financial market expectations in India,"
Indira Gandhi Institute of Development Research, Mumbai Working Papers
2022-017, Indira Gandhi Institute of Development Research, Mumbai, India.
- Vaishali Garga & Aeimit K. Lakdawala & Rajeswari Sengupta, 2022. "Assessing Central Bank Commitment to Inflation Targeting: Evidence from Financial Market Expectations in India," Working Papers 22-19, Federal Reserve Bank of Boston.
Cited by:
- Kishor, N. Kundan & Pratap, Bhanu, 2023. "The Role of Inflation Targeting in Anchoring Long-Run Inflation Expectations: Evidence from India," MPRA Paper 118951, University Library of Munich, Germany.
- Aeimit Lakdawala & Bhanu Pratap & Rajeswari Sengupta, 2023.
"Impact of RBI's monetary policy announcements on government bond yields: Evidence from the pandemic,"
Indira Gandhi Institute of Development Research, Mumbai Working Papers
2023-04, Indira Gandhi Institute of Development Research, Mumbai, India.
- Aeimit Lakdawala & Bhanu Pratap & Rajeswari Sengupta, 2023. "Impact of RBI’s monetary policy announcements on government bond yields: evidence from the pandemic," Indian Economic Review, Springer, vol. 58(2), pages 261-291, September.
- Aeimit Lakdawala & Rajeswari Sengupta, 2021.
"Measuring monetary policy shocks in India,"
Indira Gandhi Institute of Development Research, Mumbai Working Papers
2021-021, Indira Gandhi Institute of Development Research, Mumbai, India.
Cited by:
- Sangyup Choi & Tim Willems & Seung Yong Yoo, 2022.
"Revisiting the Monetary Transmission Mechanism Through an Industry-Level Differential Approach,"
IMF Working Papers
2022/017, International Monetary Fund.
- Choi, Sangyup & Willens, Tim & Yoo, Seung Yong, 2023. "Revisiting the monetary transmission mechanism through an industry‑level differential approach," Bank of England working papers 1024, Bank of England.
- Choi, Sangyup & Willems, Tim & Yoo, Seung Yong, 2024. "Revisiting the monetary transmission mechanism through an industry-level differential approach," Journal of Monetary Economics, Elsevier, vol. 145(C).
- Sangyup Choi & Tim Willems & Seung Yong Yoo, 2023. "Revisiting the Monetary Transmission Mechanism through an Industry-Level Differential Approach," Working papers 2023rwp-215, Yonsei University, Yonsei Economics Research Institute.
- Vaishali Garga & Aeimit K. Lakdawala & Rajeswari Sengupta, 2022.
"Assessing Central Bank Commitment to Inflation Targeting: Evidence from Financial Market Expectations in India,"
Working Papers
22-19, Federal Reserve Bank of Boston.
- Vaishali Garga & Aeimit Lakdawala & Rajeswari Sengupta, 2022. "Assessing central bank commitment to inflation targeting: Evidence from financial market expectations in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2022-017, Indira Gandhi Institute of Development Research, Mumbai, India.
- Sardar, Rashedur & Schaffer, Matthew, 2022. "International Monetary Spillovers to Frontier Financial Markets: Evidence from Bangladesh," UNCG Economics Working Papers 22-5, University of North Carolina at Greensboro, Department of Economics.
- Aeimit Lakdawala & Bhanu Pratap & Rajeswari Sengupta, 2023.
"Impact of RBI's monetary policy announcements on government bond yields: Evidence from the pandemic,"
Indira Gandhi Institute of Development Research, Mumbai Working Papers
2023-04, Indira Gandhi Institute of Development Research, Mumbai, India.
- Aeimit Lakdawala & Bhanu Pratap & Rajeswari Sengupta, 2023. "Impact of RBI’s monetary policy announcements on government bond yields: evidence from the pandemic," Indian Economic Review, Springer, vol. 58(2), pages 261-291, September.
- Mr. Faisal Ahmed & Mahir Binici & Mr. Jarkko Turunen, 2022. "Monetary Policy Communication and Financial Markets in India," IMF Working Papers 2022/209, International Monetary Fund.
- Fu, Liang & Ho, Chun-Yu, 2022. "Monetary policy surprises and interest rates under China's evolving monetary policy framework," Emerging Markets Review, Elsevier, vol. 52(C).
- Sangyup Choi & Tim Willems & Seung Yong Yoo, 2022.
"Revisiting the Monetary Transmission Mechanism Through an Industry-Level Differential Approach,"
IMF Working Papers
2022/017, International Monetary Fund.
- Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller, 2019.
"Market-based monetary policy uncertainty,"
CESifo Working Paper Series
7621, CESifo.
- Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022. "Market-Based Monetary Policy Uncertainty," The Economic Journal, Royal Economic Society, vol. 132(644), pages 1290-1308.
- Aeimit Lakdawala & Michael Bauer & Philippe Mueller, 2019. "Market-Based Monetary Policy Uncertainty," 2019 Meeting Papers 1403, Society for Economic Dynamics.
- Michael D. Bauer & Aeimit K. Lakdawala & Philippe Mueller, 2021. "Market-Based Monetary Policy Uncertainty," Working Paper Series 2019-12, Federal Reserve Bank of San Francisco.
Cited by:
- Schmeling, Maik & Schrimpf, Paul & Kroencke, Tim, 2019.
"The FOMC Risk Shift,"
CEPR Discussion Papers
14037, C.E.P.R. Discussion Papers.
- Kroencke, Tim A. & Schmeling, Maik & Schrimpf, Andreas, 2021. "The FOMC Risk Shift," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 21-39.
- Kroencke, Tim-Alexander & Schmeling, Maik & Schrimpf, Andreas, 2021. "The FOMC risk shift," SAFE Working Paper Series 302, Leibniz Institute for Financial Research SAFE.
- Grace Xing Hu & Jun Pan & Jiang Wang & Haoxiang Zhu, 2019.
"Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns,"
NBER Working Papers
25817, National Bureau of Economic Research, Inc.
- Hu, Grace Xing & Pan, Jun & Wang, Jiang & Zhu, Haoxiang, 2022. "Premium for heightened uncertainty: Explaining pre-announcement market returns," Journal of Financial Economics, Elsevier, vol. 145(3), pages 909-936.
- Jonathan Benchimol & Yossi Saadon & Nimrod Segev, 2023.
"Stock market reactions to monetary policy surprises under uncertainty,"
Post-Print
emse-04624984, HAL.
- Benchimol, Jonathan & Saadon, Yossi & Segev, Nimrod, 2023. "Stock market reactions to monetary policy surprises under uncertainty," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Gómez-Cram, Roberto & Grotteria, Marco, 2022. "Real-time price discovery via verbal communication: Method and application to Fedspeak," Journal of Financial Economics, Elsevier, vol. 143(3), pages 993-1025.
- Ahrens, Maximilian & Erdemlioglu, Deniz & Mcmahon, Michael & Neely, Christopher J & Yang, Xiye, 2023.
"Mind Your Language: Market Responses to Central Bank Speeches,"
CEPR Discussion Papers
18191, C.E.P.R. Discussion Papers.
- Maximilian Ahrens & Deniz Erdemlioglu & Michael McMahon & Christopher J. Neely & Xiye Yang, 2023. "Mind Your Language: Market Responses to Central Bank Speeches," Working Papers 2023-013, Federal Reserve Bank of St. Louis, revised 28 Sep 2024.
- Akkaya, Yıldız & Bitter, Lea & Brand, Claus & Fonseca, Luís, 2024. "A statistical approach to identifying ECB monetary policy," Working Paper Series 2994, European Central Bank.
- De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason, 2021.
"Monetary policy uncertainty and monetary policy surprises,"
Journal of International Money and Finance, Elsevier, vol. 112(C).
- Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu, 2020. "Monetary Policy Uncertainty and Monetary Policy Surprises," Finance and Economics Discussion Series 2020-032, Board of Governors of the Federal Reserve System (U.S.).
- Gu, Chen & Chen, Denghui & Stan, Raluca & Shen, Aizhong, 2022. "It is not just What you say, but How you say it: Why tonality matters in central bank communication," Journal of Empirical Finance, Elsevier, vol. 68(C), pages 216-231.
- De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason, 2021. "Reprint: Monetary policy uncertainty and monetary policy surprises," Journal of International Money and Finance, Elsevier, vol. 114(C).
- Yasmeen Bayaa & Mahmoud Qadan, 2024. "Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(4), pages 981-1003, December.
- Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023.
"What Is Certain about Uncertainty?,"
Journal of Economic Literature, American Economic Association, vol. 61(2), pages 624-654, June.
- Danilo Cascaldi-Garcia & Deepa Dhume Datta & Thiago Revil T. Ferreira & Olesya V. Grishchenko & Mohammad R. Jahan-Parvar & Juan M. Londono & Francesca Loria & Sai Ma & Marius del Giudice Rodriguez & J, 2020. "What is Certain about Uncertainty?," International Finance Discussion Papers 1294, Board of Governors of the Federal Reserve System (U.S.).
- Gabriel Arce‐Alfaro & Boris Blagov, 2023. "Monetary Policy Uncertainty and Inflation Expectations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 70-94, February.
- 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).
- Beckmann, Joscha & Czudaj, Robert L., 2023.
"Perceived monetary policy uncertainty,"
Journal of International Money and Finance, Elsevier, vol. 130(C).
- Beckmann, Joscha & Czudaj, Robert L., 2022. "Perceived monetary policy uncertainty," MPRA Paper 114964, University Library of Munich, Germany.
- Baxa, Jaromir & Buliskeria, Nino & Elminejad, Ali & Havranek, Tomas & Havrankova, Zuzana & Kundu, Suranjana, 2023. "A comment on Bauer, Lakdawala, Mueller: Market-Based Monetary Policy Uncertainty (2022)," I4R Discussion Paper Series 77, The Institute for Replication (I4R).
- Lakdawala, Aeimit & Moreland, Timothy & Schaffer, Matthew, 2021. "The international spillover effects of US monetary policy uncertainty," Journal of International Economics, Elsevier, vol. 133(C).
- Matsumoto, Ryo & Morita, Hiroshi & Ono, Taiki, 2022. "Central Bank Information Effects in Japan : The Role of Uncertainty Channel," Discussion paper series HIAS-E-126, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Griller, Stefan & Huber, Florian & Pfarrhofer, Michael, 2024. "Financial markets and legal challenges to unconventional monetary policy," European Economic Review, Elsevier, vol. 163(C).
- Jung, Alexander, 2023. "US monetary policy spillovers to European banks," Working Paper Series 2876, European Central Bank.
- Lu, Yunzhi & Li, Jie & Yang, Haisheng, 2023. "Time-varying impacts of monetary policy uncertainty on China's housing market," Economic Modelling, Elsevier, vol. 118(C).
- Daniel J. Lewis, 2019. "Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects," Staff Reports 891, Federal Reserve Bank of New York.
- Sekandary, Ghezal & Bask, Mikael, 2023. "Monetary policy uncertainty, monetary policy surprises and stock returns," Journal of Economics and Business, Elsevier, vol. 124(C).
- Lakdawala, Aeimit, 2021. "The growing impact of US monetary policy on emerging financial markets: Evidence from India," Journal of International Money and Finance, Elsevier, vol. 119(C).
- Fraccaroli, Nicolò & Giovannini, Alessandro & Jamet, Jean-Francois, 2020.
"Central banks in parliaments: a text analysis of the parliamentary hearings of the Bank of England, the European Central Bank and the Federal Reserve,"
Working Paper Series
2442, European Central Bank.
- Nicolò Fraccaroli & Alessandro Giovannini & Jean-François Jamet & Eric Persson, 2023. "Central Banks in Parliaments: A Text Analysis of the Parliamentary Hearings of the Bank of England, the European Central Bank, and the Federal Reserve," International Journal of Central Banking, International Journal of Central Banking, vol. 19(2), pages 543-600, June.
- Rui Guo & Dun Jia & Xi Sun, 2023. "Information Acquisition, Uncertainty Reduction, and Pre-Announcement Premium in China," Review of Finance, European Finance Association, vol. 27(3), pages 1077-1118.
- Ioannis Dokas & Georgios Oikonomou & Minas Panagiotidis & Eleftherios Spyromitros, 2023. "Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review," Energies, MDPI, vol. 16(3), pages 1-35, February.
- Griffa, Cristina & Oliver i Vert, Miquel & Tatlow, Benjamin & Zhong, Yaolang, 2023. "Replication Report: Market-Based Monetary Policy Uncertainty," I4R Discussion Paper Series 76, The Institute for Replication (I4R).
- Wang, Jiqiang & Dai, Peng-Fei & Zhang, Xuewen, 2024. "Untangling the entanglement of US monetary policy uncertainty and European natural gas and carbon prices," Energy Economics, Elsevier, vol. 133(C).
- Alessandro Barbera & Dora Xia & Sonya Zhu, 2023. "The term structure of inflation forecasts disagreement and monetary policy transmission," BIS Working Papers 1114, Bank for International Settlements.
- Ma, Yong & Wang, Mengyuan, 2024. "Monetary policy shock and corporate innovation: Evidence from China," Economic Systems, Elsevier, vol. 48(3).
- Assenmacher, Katrin & Glöckler, Gabriel & Holton, Sarah & Trautmann, Peter & Ioannou, Demosthenes & Mee, Simon & Alonso, Conception & Argiri, Eleni & Arigoni, Filippo & Bakk-Simon, Klára & Bergbauer, , 2021. "Clear, consistent and engaging: ECB monetary policy communication in a changing world," Occasional Paper Series 274, European Central Bank.
- Couture, Cody, 2021. "Financial market effects of FOMC projections," Journal of Macroeconomics, Elsevier, vol. 67(C).
- Ren, Yi-Shuai & Klein, Tony & Jiang, Yong, 2024. "Monetary policy uncertainty and green investment decisions: A cross-national spillover perspective," International Review of Financial Analysis, Elsevier, vol. 96(PA).
- Gergely Hudecz & Edmund Moshammer & Marco Onofri, 2024. "Option-implied bond spread risk," Working Papers 66, European Stability Mechanism, revised 25 Nov 2024.
- Wen, Fenghua & Shui, Aojie & Cheng, Yuxiang & Gong, Xu, 2022. "Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 457-482.
- Pejman Peykani & Mostafa Sargolzaei & Amir Takaloo & Shahla Valizadeh, 2023. "The Effects of Monetary Policy on Macroeconomic Variables through Credit and Balance Sheet Channels: A Dynamic Stochastic General Equilibrium Approach," Sustainability, MDPI, vol. 15(5), pages 1-21, March.
- Wang, Fan & Pan, Changchun & Wang, Weiqiang, 2023. "Impact of US monetary policy uncertainty on RMB exchange rate volatility:The role of international capital flows," Finance Research Letters, Elsevier, vol. 58(PC).
- Arce-Alfaro, Gabriel & Blagov, Boris, 2021. "Monetary policy uncertainty and inflation expectations," Ruhr Economic Papers 899, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Lakdawala, Aeimit & Minetti, Raoul & Olivero, María Pía, 2017.
"Interbank Markets and Credit Policies amid a Sovereign Debt Crisis,"
School of Economics Working Paper Series
2017-1, LeBow College of Business, Drexel University.
Cited by:
- Qingqing Cao & Raoul Minetti & Maria Pia Olivero, 2018.
"No Pain, No Gain. Multinational Banks in the Business Cycle,"
CERBE Working Papers
wpC27, CERBE Center for Relationship Banking and Economics.
- Cao, Qingqing & Minetti, Raoul & Olivero, Maria, 2018. "No Pain, No Gain. Multinational Banks in the Business Cycle," School of Economics Working Paper Series 2018-6, LeBow College of Business, Drexel University.
- G. Chiesa & J. M. Mansilla-Fern ndez, 2018.
"Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisi,"
Working Papers
wp1124, Dipartimento Scienze Economiche, Universita' di Bologna.
- Gabriella CHIESA & José Manuel MANSILLA-FERNÁNDEZ, 2018. "Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisis," Departmental Working Papers 2018-05, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Qingqing Cao, 2018. "No Pain, No Gain. Multinational Banks in the Business Cycle," 2018 Meeting Papers 1059, Society for Economic Dynamics.
- Benjamin Schwanebeck, 2017. "Unconventional Monetary Policy in a Financially Heterogeneous Monetary Union," MAGKS Papers on Economics 201741, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Qingqing Cao & Raoul Minetti & Maria Pia Olivero, 2018.
"No Pain, No Gain. Multinational Banks in the Business Cycle,"
CERBE Working Papers
wpC27, CERBE Center for Relationship Banking and Economics.
- Lakdawala, Aeimit & Schaffer, Matthew, 2016.
"Federal Reserve Private Information and the Stock Market,"
MPRA Paper
77608, University Library of Munich, Germany.
- Lakdawala, Aeimit & Schaffer, Matthew, 2019. "Federal reserve private information and the stock market," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 34-49.
Cited by:
- Kurt Graden Lunsford, 2018. "Understanding the Aspects of Federal Reserve Forward Guidance," Working Papers (Old Series) 1815, Federal Reserve Bank of Cleveland.
- Carola Conces Binder & Rodrigo Sekkel, 2023.
"Central Bank Forecasting: A Survey,"
Staff Working Papers
23-18, Bank of Canada.
- Carola Conces Binder & Rodrigo Sekkel, 2024. "Central bank forecasting: A survey," Journal of Economic Surveys, Wiley Blackwell, vol. 38(2), pages 342-364, April.
- Hubert, Paul & Labondance, Fabien, 2021. "The signaling effects of central bank tone," European Economic Review, Elsevier, vol. 133(C).
- Jonathan Benchimol & Yossi Saadon & Nimrod Segev, 2023.
"Stock market reactions to monetary policy surprises under uncertainty,"
Post-Print
emse-04624984, HAL.
- Benchimol, Jonathan & Saadon, Yossi & Segev, Nimrod, 2023. "Stock market reactions to monetary policy surprises under uncertainty," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Lakdawala, Aeimit, 2016.
"Decomposing the Effects of Monetary Policy Using an External Instruments SVAR,"
MPRA Paper
78254, University Library of Munich, Germany.
- Aeimit Lakdawala, 2019. "Decomposing the effects of monetary policy using an external instruments SVAR," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 934-950, September.
- Ricardo Nunes & Ali Ozdagli & Jenny Tang, 2023.
"Interest Rate Surprises: A Tale of Two Shocks,"
Discussion Papers
2320, Centre for Macroeconomics (CFM).
- Ricardo Nunes & Ali Ozdagli & Jenny Tang, 2022. "Interest Rate Surprises: A Tale of Two Shocks," Working Papers 22-2, Federal Reserve Bank of Boston.
- Ricardo Nunes & Ali Ozdagli & Jenny Tang, 2023. "Interest Rate Surprises: A Tale of Two Shocks," School of Economics Discussion Papers 0923, School of Economics, University of Surrey.
- Ricardo Nunes & Ali Ozdagli & Jenny Tang, 2022. "Interest Rate Surprises: A Tale of Two Shocks," Working Papers 2213, Federal Reserve Bank of Dallas.
- Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022.
"Market-Based Monetary Policy Uncertainty,"
The Economic Journal, Royal Economic Society, vol. 132(644), pages 1290-1308.
- Aeimit Lakdawala & Michael Bauer & Philippe Mueller, 2019. "Market-Based Monetary Policy Uncertainty," 2019 Meeting Papers 1403, Society for Economic Dynamics.
- Michael D. Bauer & Aeimit K. Lakdawala & Philippe Mueller, 2021. "Market-Based Monetary Policy Uncertainty," Working Paper Series 2019-12, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller, 2019. "Market-based monetary policy uncertainty," CESifo Working Paper Series 7621, CESifo.
- Lakdawala, Aeimit & Moreland, Timothy & Schaffer, Matthew, 2021. "The international spillover effects of US monetary policy uncertainty," Journal of International Economics, Elsevier, vol. 133(C).
- Paul Hubert & Fabien Labondance, 2019.
"Central bank tone and the dispersion of views within monetary policy committees,"
Working Papers
hal-03403256, HAL.
- Paul Hubert & Fabien Labondance, 2019. "Central bank tone and the dispersion of views within monetary policy committees," Working Papers 2019-08, CRESE.
- Paul Hubert & Fabien Labondance, 2020. "Central Bank Tone and the Dispersion of Views within Monetary Policy Committees," SciencePo Working papers Main hal-03403074, HAL.
- Paul Hubert & Fabien Labondance, 2020. "Central Bank Tone and the Dispersion of Views within Monetary Policy Committees," Documents de Travail de l'OFCE 2020-02, Observatoire Francais des Conjonctures Economiques (OFCE).
- Paul Hubert & Fabien Labondance, 2020. "Central Bank Tone and the Dispersion of Views within Monetary Policy Committees," Working Papers hal-03403074, HAL.
- Paul Hubert & Fabien Labondance, 2019. "Central bank tone and the dispersion of views within monetary policy committees," SciencePo Working papers Main hal-03403256, HAL.
- Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2023. "Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India," Working Papers 202305, University of Pretoria, Department of Economics.
- Christophe Blot & Paul Hubert & Fabien Labondance, 2020.
"The asymmetric effects of monetary policy on stock price bubbles,"
Documents de Travail de l'OFCE
2020-12, Observatoire Francais des Conjonctures Economiques (OFCE).
- Christophe Blot & Paul Hubert & Fabien Labondance, 2020. "The asymmetric effects of monetary policy on stock price bubbles," Working Papers hal-03403075, HAL.
- Blot, Christophe & Hubert, Paul & Labondance, Fabien, 2024. "The asymmetric effects of monetary policy on stock price bubbles," European Economic Review, Elsevier, vol. 168(C).
- Christophe Blot & Paul Hubert & Fabien Labondance, 2020. "The asymmetric effects of monetary policy on stock price bubbles," SciencePo Working papers Main hal-03403075, HAL.
- Marek Jarocinski & Peter Karadi, 2017.
"Central Bank Information Shocks,"
2017 Meeting Papers
1193, Society for Economic Dynamics.
- Jarociński, Marek & Karadi, Peter, 2018. "Deconstructing monetary policy surprises: the role of information shocks," Working Paper Series 2133, European Central Bank.
- Karadi, Peter & Jarocinski, Marek, 2018. "Deconstructing Monetary Policy Surprises - The Role of Information Shocks," CEPR Discussion Papers 12765, C.E.P.R. Discussion Papers.
- Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2025. "Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-25, December.
- Jochen Güntner, 2020.
"Central bank information and private-sector Expectations,"
Economics working papers
2020-07, Department of Economics, Johannes Kepler University Linz, Austria.
- Jochen Güntner, 2022. "Central bank information and private‐sector expectations," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1372-1385, November.
- Michael Smolyansky & Gustavo A. Suarez, 2021. "Monetary policy and the corporate bond market: How important is the Fed information effect?," Finance and Economics Discussion Series 2021-010, Board of Governors of the Federal Reserve System (U.S.).
- Pascal Paul, 2020.
"The Time-Varying Effect of Monetary Policy on Asset Prices,"
The Review of Economics and Statistics, MIT Press, vol. 102(4), pages 690-704, October.
- Pascal Paul, 2019. "The Time-Varying Effect of Monetary Policy on Asset Prices," Working Paper Series 2017-09, Federal Reserve Bank of San Francisco.
- Marek Jarociński & Peter Karadi, 2020.
"Deconstructing Monetary Policy Surprises—The Role of Information Shocks,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 12(2), pages 1-43, April.
- Jarociński, Marek & Karadi, Peter, 2018. "Deconstructing monetary policy surprises: the role of information shocks," Working Paper Series 2133, European Central Bank.
- Karadi, Peter & Jarocinski, Marek, 2018. "Deconstructing Monetary Policy Surprises - The Role of Information Shocks," CEPR Discussion Papers 12765, C.E.P.R. Discussion Papers.
- Lakdawala, Aeimit, 2021. "The growing impact of US monetary policy on emerging financial markets: Evidence from India," Journal of International Money and Finance, Elsevier, vol. 119(C).
- Guzmán, Alexander & Mehrotra, Vikas & Morck, Randall & Trujillo, María-Andrea, 2020. "How institutional development news moves an emerging market," Journal of Business Research, Elsevier, vol. 112(C), pages 300-319.
- Indriawan, Ivan & Jiao, Feng & Tse, Yiuman, 2021. "The FOMC announcement returns on long-term US and German bond futures," Journal of Banking & Finance, Elsevier, vol. 123(C).
- Sardar, Rashedur & Schaffer, Matthew, 2022. "International Monetary Spillovers to Frontier Financial Markets: Evidence from Bangladesh," UNCG Economics Working Papers 22-5, University of North Carolina at Greensboro, Department of Economics.
- Yang, Yang & Zhang, Jiqiang & Chen, Sanpan, 2023. "Information effects of monetary policy announcements on oil price," Journal of Commodity Markets, Elsevier, vol. 30(C).
- Deng, Chuang & Zhao, Xiuyi & Xu, Man, 2022. "Financial cycle and the effect of monetary policy," Finance Research Letters, Elsevier, vol. 47(PA).
- Aeimit Lakdawala & Rajeswari Sengupta, 2021. "Measuring monetary policy shocks in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2021-021, Indira Gandhi Institute of Development Research, Mumbai, India.
- Carlos Alba & Julio A. Carrillo & Raúl Ibarra, 2024. "Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico," Working Papers 2024-14, Banco de México.
- Maurer, Tim D. & Nitschka, Thomas, 2023.
"Stock market evidence on the international transmission channels of US monetary policy surprises,"
Journal of International Money and Finance, Elsevier, vol. 136(C).
- Tim D. Maurer & Thomas Nitschka, 2020. "Stock market evidence on the international transmission channels of US monetary policy surprises," Working Papers 2020-10, Swiss National Bank.
- Awartani, Basel & Hussain, Syed Mujahid & Virk, Nader, 2024. "How do the gold intra-day returns and volatility react to monetary policy shocks?," International Review of Financial Analysis, Elsevier, vol. 95(PB).
- Wang, Jialing & Eom, Young Ho & Jang, Woon Wook, 2024. "Stock market responses to unconventional monetary policy shocks," Economics Letters, Elsevier, vol. 244(C).
- Paul Rudel & Peter Tillmann, 2018. "News Shock Spillovers: How the Euro Area Responds to Expected Fed Policy," MAGKS Papers on Economics 201832, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Lakdawala, Aeimit, 2016.
"Decomposing the Effects of Monetary Policy Using an External Instruments SVAR,"
MPRA Paper
78254, University Library of Munich, Germany.
- Aeimit Lakdawala, 2019. "Decomposing the effects of monetary policy using an external instruments SVAR," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 934-950, September.
Cited by:
- Felipe Beltrán & David Coble, 2023. "Monetary Policy Surprises on the Banking Sector: the Role of the Information and Pure Monetary Shocks," Working Papers Central Bank of Chile 979, Central Bank of Chile.
- Kurt Graden Lunsford, 2018. "Understanding the Aspects of Federal Reserve Forward Guidance," Working Papers (Old Series) 1815, Federal Reserve Bank of Cleveland.
- Régis Barnichon & Geert Mesters, 2020. "Optimal policy perturbations," Economics Working Papers 1716, Department of Economics and Business, Universitat Pompeu Fabra.
- Brent Bundick & Trenton Herriford & Andrew Lee Smith, 2022.
"The Term Structure of Monetary Policy Uncertainty,"
Research Working Paper
RWP 2022-02, Federal Reserve Bank of Kansas City.
- Bundick, Brent & Herriford, Trenton & Smith, A. Lee, 2024. "The Term Structure of Monetary Policy Uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 160(C).
- Philippe Andrade & Filippo Ferroni, 2018.
"Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area,"
Working Paper Series
WP-2018-12, Federal Reserve Bank of Chicago.
- Andrade, Philippe & Ferroni, Filippo, 2021. "Delphic and odyssean monetary policy shocks: Evidence from the euro area," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 816-832.
- Philippe Andrade & Filippo Ferroni, 2016. "Delphic and Odyssean monetary policy shocks: Evidence from the euro-area," School of Economics Discussion Papers 1216, School of Economics, University of Surrey.
- Philippe Andrade & Filippo Ferroni, 2019. "Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area," Working Papers 19-17, Federal Reserve Bank of Boston.
- Filippo Ferroni, 2018. "Delphic and Odyssean monetary policy shocks: Evidence from the euro-area," 2018 Meeting Papers 60, Society for Economic Dynamics.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2018.
"Inference in Bayesian Proxy-SVARs,"
FRB Atlanta Working Paper
2018-16, Federal Reserve Bank of Atlanta.
- Jonas E. Arias & Juan F. Rubio-Ramírez & Daniel F. Waggoner, 2018. "Inference in Bayesian Proxy-SVARs," Working Papers 2018-13, FEDEA.
- Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2021. "Inference in Bayesian Proxy-SVARs," Journal of Econometrics, Elsevier, vol. 225(1), pages 88-106.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2018. "Inference in Bayesian Proxy-SVARs," Working Papers 18-25/R, Federal Reserve Bank of Philadelphia.
- Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2019.
"The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment,"
NBER Working Papers
26002, National Bureau of Economic Research, Inc.
- Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2020. "The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment," International Journal of Central Banking, International Journal of Central Banking, vol. 16(1), pages 5-71, February.
- Chen, Zhengyang, 2019.
"The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission,"
EconStor Preprints
204579, ZBW - Leibniz Information Centre for Economics.
- Chen, Zhengyang, 2019. "The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission," MPRA Paper 96339, University Library of Munich, Germany.
- Zhengyang Chen, 2019. "The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission," 2019 Papers pch1858, Job Market Papers.
- Ricardo Nunes & Ali Ozdagli & Jenny Tang, 2023.
"Interest Rate Surprises: A Tale of Two Shocks,"
Discussion Papers
2320, Centre for Macroeconomics (CFM).
- Ricardo Nunes & Ali Ozdagli & Jenny Tang, 2022. "Interest Rate Surprises: A Tale of Two Shocks," Working Papers 22-2, Federal Reserve Bank of Boston.
- Ricardo Nunes & Ali Ozdagli & Jenny Tang, 2023. "Interest Rate Surprises: A Tale of Two Shocks," School of Economics Discussion Papers 0923, School of Economics, University of Surrey.
- Ricardo Nunes & Ali Ozdagli & Jenny Tang, 2022. "Interest Rate Surprises: A Tale of Two Shocks," Working Papers 2213, Federal Reserve Bank of Dallas.
- Robert Goodhead & Benedikt Kolb, 2025.
"Monetary policy communication shocks and the macroeconomy,"
Economica, London School of Economics and Political Science, vol. 92(365), pages 173-198, January.
- Goodhead, Robert & Kolb, Benedikt, 2018. "Monetary policy communication shocks and the macroeconomy," Discussion Papers 46/2018, Deutsche Bundesbank.
- Brubakk, Leif & ter Ellen, Saskia & Robstad, Ørjan & Xu, Hong, 2019.
"The macroeconomic effects of forward communication,"
Working Paper
2019/20, Norges Bank.
- Brubakk, Leif & ter Ellen, Saskia & Robstad, Ørjan & Xu, Hong, 2022. "The macroeconomic effects of forward communication," Journal of International Money and Finance, Elsevier, vol. 120(C).
- Leonardo N. Ferreira, 2020.
"Forward Guidance Matters: Disentangling Monetary Policy Shocks,"
Working Papers
912, Queen Mary University of London, School of Economics and Finance.
- Ferreira, Leonardo N., 2022. "Forward guidance matters: Disentangling monetary policy shocks," Journal of Macroeconomics, Elsevier, vol. 73(C).
- Leonardo N. Ferreira, 2020. "Forward Guidance Matters: disentangling monetary policy shocks," Working Papers Series 530, Central Bank of Brazil, Research Department.
- Mirela Miescu, 2022. "Forward guidance shocks," Working Papers 352591340, Lancaster University Management School, Economics Department.
- Iryna Kaminska & Haroon Mumtaz & Roman Sustek, 2020.
"Monetary policy surprises and their transmission through term premia and expected interest rates,"
Discussion Papers
2024, Centre for Macroeconomics (CFM).
- Kaminska, Iryna & Mumtaz, Haroon & Šustek, Roman, 2021. "Monetary policy surprises and their transmission through term premia and expected interest rates," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 48-65.
- Kaminska, Iryna & Mumtaz, Haroon & Sustek, Roman, 2021. "Monetary policy surprises and their transmission through term premia and expected interest rates," Bank of England working papers 914, Bank of England, revised 28 Apr 2021.
- Iryna Kaminska & Haroon Mumtaz & Roman Sustek, 2020. "Monetary policy surprises and their transmission through term premia and expected interest rates," Working Papers 917, Queen Mary University of London, School of Economics and Finance.
- Tatjana Dahlhaus & Luca Gambetti, 2018. "Noisy Monetary Policy," Staff Working Papers 18-23, Bank of Canada.
- Coenen, Günter & Montes-Galdón, Carlos & Saint Guilhem, Arthur & Hutchinson, John & Motto, Roberto, 2022. "Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment," Occasional Paper Series 290, European Central Bank.
- Felipe Beltrán, 2023. "Global monetary policy surprises and their transmission to emerging market economies: an external VAR analysis," Working Papers Central Bank of Chile 975, Central Bank of Chile.
- Beltrán, Felipe & Coble, David, 2024. "Monetary policy surprises on the banking sector: The role of the information and pure monetary shocks," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(3).
- Georgios Georgiadis & Gernot J. Müller & Ben Schumann, 2023.
"Global Risk and the Dollar,"
Discussion Papers of DIW Berlin
2057, DIW Berlin, German Institute for Economic Research.
- Georgiadis, Georgios & Müller, Gernot J. & Schumann, Ben, 2021. "Global risk and the dollar," Working Paper Series 2628, European Central Bank.
- Müller, Gernot & Georgiadis, Georgios & Schumann, Ben, 2021. "Global Risk and the Dollar," CEPR Discussion Papers 16245, C.E.P.R. Discussion Papers.
- Georgiadis, Georgios & Müller, Gernot J. & Schumann, Ben, 2024. "Global risk and the dollar," Journal of Monetary Economics, Elsevier, vol. 144(C).
- Jochen Güntner, 2020.
"Central bank information and private-sector Expectations,"
Economics working papers
2020-07, Department of Economics, Johannes Kepler University Linz, Austria.
- Jochen Güntner, 2022. "Central bank information and private‐sector expectations," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1372-1385, November.
- Laséen, Stefan, 2020. "Monetary Policy Surprises, Central Bank Information Shocks, and Economic Activity in a Small Open Economy," Working Paper Series 396, Sveriges Riksbank (Central Bank of Sweden).
- Maximilian Bock & Martin Feldkircher & Pierre L. Siklos, 2020.
"International effects of euro area forward guidance,"
CAMA Working Papers
2020-54, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Maximilian Böck & Martin Feldkircher & Pierre L. Siklos, 2021. "International Effects of Euro Area Forward Guidance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1066-1110, October.
- Régis Barnichon & Geert Mesters, 2022.
"A Sufficient Statistics Approach for Macro Policy Evaluation,"
Working Paper Series
2022, Federal Reserve Bank of San Francisco.
- Geert Mesters & Régis Barnichon, 2020. "A Sufficient Statistics Approach for Macro Policy Evaluation," Working Papers 1171, Barcelona School of Economics.
- Dominik Bertsche, 2019. "The effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approachThe effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approach," Working Paper Series of the Department of Economics, University of Konstanz 2019-06, Department of Economics, University of Konstanz.
- Jung, Alexander, 2023. "US monetary policy spillovers to European banks," Working Paper Series 2876, European Central Bank.
- Pascal Paul, 2020.
"The Time-Varying Effect of Monetary Policy on Asset Prices,"
The Review of Economics and Statistics, MIT Press, vol. 102(4), pages 690-704, October.
- Pascal Paul, 2019. "The Time-Varying Effect of Monetary Policy on Asset Prices," Working Paper Series 2017-09, Federal Reserve Bank of San Francisco.
- Fanelli, Luca & Marsi, Antonio, 2022. "Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks," European Economic Review, Elsevier, vol. 150(C).
- Eul Noh, 2024. "Revisiting the effects of conventional and unconventional monetary policies," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 943-951, August.
- Eric T. Swanson, 2024. "The Macroeconomic Effects of the Federal Reserve’s Conventional and Unconventional Monetary Policies," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(3), pages 1152-1184, September.
- Kurt G. Lunsford, 2020. "Policy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance," American Economic Review, American Economic Association, vol. 110(9), pages 2899-2934, September.
- Hiroyuki Kubota & Mototsugu Shintani, 2023. "Macroeconomic Effects of Monetary Policy in Japan: An Analysis Using Interest Rate Futures Surprises," CARF F-Series CARF-F-555, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Kyungmin Kim, 2017. "Identification of Monetary Policy Shocks with External Instrument SVAR," Finance and Economics Discussion Series 2017-113, Board of Governors of the Federal Reserve System (U.S.).
- Ma, Liang, 2024. "Using stock prices to help identify unconventional monetary policy shocks for external instrument SVAR," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1234-1247.
- Martin Bruns & Helmut Lutkepohl & James McNeil, 2024.
"Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis,"
University of East Anglia School of Economics Working Paper Series
2024-05, School of Economics, University of East Anglia, Norwich, UK..
- Martin Bruns & Helmut Lütkepohl & James McNeil, 2024. "Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin 2095, DIW Berlin, German Institute for Economic Research.
- Hiroyuki Kubota & Mototsugu Shintani, 2020. "High-frequency Identification of Unconventional Monetary Policy Shocks in Japan," CARF F-Series CARF-F-502, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Robin Braun & Ralf Brüggemann, 2020. "Identification of SVAR Models by Combining Sign Restrictions With External Instruments," Working Paper Series of the Department of Economics, University of Konstanz 2020-01, Department of Economics, University of Konstanz.
- Aeimit Lakdawala & Rajeswari Sengupta, 2021. "Measuring monetary policy shocks in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2021-021, Indira Gandhi Institute of Development Research, Mumbai, India.
- Luca Fanelli & Antonio Marsi, 2021. "Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks," Working Papers wp1164, Dipartimento Scienze Economiche, Universita' di Bologna.
- Aeimit Lakdawala & Davide Debortoli, 2013.
"How credible is the Federal Reserve?:A structural estimation of policy re-optimizations,"
2013 Meeting Papers
1333, Society for Economic Dynamics.
- Davide Debortoli & Aeimit Lakdawala, 2016. "How Credible Is the Federal Reserve? A Structural Estimation of Policy Re-optimizations," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(3), pages 42-76, July.
Cited by:
- Gersbach, Hans & Liu, Yulin & Tischhauser, Martin, 2018.
"Versatile Forward Guidance: Escaping or Switching?,"
CEPR Discussion Papers
12559, C.E.P.R. Discussion Papers.
- Gersbach, Hans & Liu, Yulin & Tischhauser, Martin, 2021. "Versatile forward guidance: escaping or switching?," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2017.
"Can we Identify the Fed's Preferences?,"
MPRA Paper
76831, University Library of Munich, Germany.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2017. "Can we Identify the Fed's Preferences?," EconStor Preprints 149993, ZBW - Leibniz Information Centre for Economics, revised 2017.
- Jean-Bernard Chatelain & Kirsten Ralf, 2017. "Can We Identify the Fed's Preferences?," Working Papers halshs-01549908, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2017. "Can We Identify the Fed's Preferences?," PSE Working Papers halshs-01549908, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2021.
"Imperfect Credibility versus No Credibility of Optimal Monetary Policy,"
Post-Print
halshs-03029892, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2021. "Imperfect Credibility versus No Credibility of Optimal Monetary Policy," PSE-Ecole d'économie de Paris (Postprint) halshs-03029892, HAL.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2021. "Imperfect Credibility versus No Credibility of Optimal Monetary Policy," MPRA Paper 104516, University Library of Munich, Germany.
- Jean-Bernard Chatelain & Kirsten Ralf, 2020. "Imperfect Credibility versus No Credibility of Optimal Monetary Policy," Papers 2012.02662, arXiv.org.
- Jean-Bernard Chatelain & Kirsten Ralf, 2018. "Imperfect Credibility versus No Credibility of Optimal Monetary Policy," PSE Working Papers halshs-01849864, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2018. "Imperfect Credibility versus No Credibility of Optimal Monetary Policy," Working Papers halshs-01849864, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2021. "Imperfect Credibility versus No Credibility of Optimal Monetary Policy," Revue économique, Presses de Sciences-Po, vol. 72(1), pages 43-63.
- Davide Debortoli & Jinill Kim & Jesper Linde & Ricardo Nunes, 2016.
"Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense?,"
Discussion Paper Series
1601, Institute of Economic Research, Korea University.
- Ricardo Nunes & Jinill Kim & Jesper Linde & Davide Debortoli, 2014. "Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense?," 2014 Meeting Papers 1043, Society for Economic Dynamics.
- Linde, Jesper & Kim, Jinill & Nunes, Ricardo & Debortoli, Davide, 2015. "Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense?," CEPR Discussion Papers 10409, C.E.P.R. Discussion Papers.
- Davide Debortoli & Jinill Kim & Jesper Lindé & Ricardo Nunes, 2015. "Designing a simple loss function for the Fed: does the dual mandate make sense?," Working Papers 15-3, Federal Reserve Bank of Boston.
- Chafwehé, Boris & Oikonomou, Rigas & Priftis, Romanos & Vogel, Lukas, 2023.
"Optimal Monetary Policy with and without Debt,"
VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage"
277596, Verein für Socialpolitik / German Economic Association.
- Boris Chafwehé & Rigas Oikonomou & Romanos Priftis & Lukas Vogel, 2022. "Optimal Monetary Policy with and without Debt," LIDAM Discussion Papers IRES 2022027, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Boris Chafwehé & Rigas Oikonomou & Romanos Priftis & Lukas Vogel, 2021. "(Optimal) Monetary Policy with and without Debt," Staff Working Papers 21-5, Bank of Canada.
- Ragna Alstadheim & Øistein Røisland, 2017.
"When Preferences for a Stable Interest Rate Become Self‐Defeating,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(2-3), pages 393-415, March.
- Ragna Alstadheim & Øistein Røisland, 2016. "When preferences for a stable interest rate become self-defeating," Working Paper 2016/8, Norges Bank.
- Jeffrey R. Campbell & Jacob P. Weber, 2018.
"Discretion Rather than Rules: Equilibrium Uniqueness and Forward Guidance with Inconsistent Optimal Plans,"
Working Paper Series
WP-2018-14, Federal Reserve Bank of Chicago.
- Jeffrey Campbell & Jacob Weber, 2021. "Discretion rather than rules: Equilibrium uniqueness and forward guidance with inconsistent optimal plans," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 243-254, July.
- Lakdawala, Aeimit & Wu, Shu, 2017.
"Federal Reserve Credibility and the Term Structure of Interest Rates,"
MPRA Paper
78253, University Library of Munich, Germany.
- Lakdawala, Aeimit & Wu, Shu, 2017. "Federal Reserve credibility and the term structure of interest rates," European Economic Review, Elsevier, vol. 100(C), pages 364-389.
- Tatiana Kirsanova & Celsa Machado & Ana Paula Ribeiro, 2017.
"Should the ECB coordinate EMU fiscal policies?,"
Working Papers
2018_02, Business School - Economics, University of Glasgow.
- Tatiana Kirsanova & Celsa Machado & Ana Paula Ribeiro, 2018. "Should the ECB Coordinate EMU Fiscal Policies?," International Journal of Central Banking, International Journal of Central Banking, vol. 14(3), pages 237-280, June.
- Davide Debortoli & Jinill Kim & Jesper Lindé & Ricardo Nunes, 2019.
"Designing a Simple Loss Function for Central Banks: Does a Dual Mandate Make Sense?,"
The Economic Journal, Royal Economic Society, vol. 129(621), pages 2010-2038.
- Jinill Kim & Jesper Lindé & Ricardo Nunes & Davide Debortoli, 2017. "Designing a Simple Loss Function for Central Banks: Does a Dual Mandate Make Sense?," Working Papers 958, Barcelona School of Economics.
- Davide Debortoli & Mr. Jinill Kim & Jesper Lindé & Mr. Ricardo C Nunes, 2017. "Designing a Simple Loss Function for Central Banks: Does a Dual Mandate Make Sense?," IMF Working Papers 2017/164, International Monetary Fund.
- Davide Debortoli & Jinill Kim & Jesper Lindé & Ricardo Nunes, 2017. "Designing a simple loss function for central banks: Does a dual mandate make sense?," Economics Working Papers 1560, Department of Economics and Business, Universitat Pompeu Fabra.
- Debortoli, Davide & Kim, Jinill & Lindé, Jesper & Nunes, Ricardo, 2018. "Designing a Simple Loss Function for Central Banks: Does a Dual Mandate Make Sense?," Working Paper Series 366, Sveriges Riksbank (Central Bank of Sweden), revised 01 Mar 2019.
- Liu, Ding & Zhang, Yue & Sun, Weihong, 2020. "Commitment or discretion? An empirical investigation of monetary policy preferences in China," Economic Modelling, Elsevier, vol. 85(C), pages 409-419.
- Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2013.
"How Optimal is US Monetary Policy?,"
Stirling Economics Discussion Papers
2013-05, University of Stirling, Division of Economics.
- Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith, 2013. "How Optimal is US Monetary Policy?," Working Papers 2013_08, Business School - Economics, University of Glasgow.
- Kirsanova, Tatiana & Leith, Campbell & Chen, Xiaoshan, 2013. "How Optimal is US Monetary Policy?," SIRE Discussion Papers 2013-53, Scottish Institute for Research in Economics (SIRE).
- Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2017. "How optimal is US monetary policy?," Journal of Monetary Economics, Elsevier, vol. 92(C), pages 96-111.
- Luca Gambetti & Christoph Görtz & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2022.
"The Effect of News Shocks and Monetary Policy,"
Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 139-164,
Emerald Group Publishing Limited.
- Luca Gambetti & Christoph Görtz & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2019. "The effect of news shocks and monetary policy," CESifo Working Paper Series 7578, CESifo.
- Gambetti, L & Korobilis, D & Tsoukalas, J & Zanetti, F, 2017. "The Effect of News Shocks and Monetary Policy," Essex Finance Centre Working Papers 20428, University of Essex, Essex Business School.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2017. "The Effect of News Shocks and Monetary Policy," Working Papers 2017_11, Business School - Economics, University of Glasgow.
- Gambetti, Luca & Korobilis, Dimitris & Tsoukalas, John D. & Zanetti, Francesco, 2017. "The effect of news shocks and monetary policy," LSE Research Online Documents on Economics 86145, London School of Economics and Political Science, LSE Library.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2018. "The Effect of News Shocks and Monetary Policy," Working Paper series 18-19, Rimini Centre for Economic Analysis.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2017. "The Effect of News Shocks and Monetary Policy," Discussion Papers 1730, Centre for Macroeconomics (CFM).
- Francesco Zanetti & Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas, 2017. "The Effect of News Shocks and Monetary Policy," Economics Series Working Papers 838, University of Oxford, Department of Economics.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2017. "The Effect of News Shocks and Monetary Policy," BCAM Working Papers 1705, Birkbeck Centre for Applied Macroeconomics.
- Luca Gambetti & Christoph Gortz & Dimitris Korobilis & John Tsoukalas & Francesco Zanetti, 2019. "The Effect of News Shocks and Monetary Policy," Discussion Papers 19-03, Department of Economics, University of Birmingham.
- Vogel, Lukas, 2019.
"Endogenous forward guidance,"
VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy
203586, Verein für Socialpolitik / German Economic Association.
- Boris Chafwehe & Rigas Oikonomou & Romanos Priftis & Lukas Vogel, 2018. "Endogenous forward guidance," Working Paper Research 354, National Bank of Belgium.
- Jeffrey R. Campbell & Jacob P. Weber, 2018. "Open Mouth Operations," Working Paper Series WP-2018-3, Federal Reserve Bank of Chicago.
- Givens, Gregory E., 2016.
"On the gains from monetary policy commitment under deep habits,"
Journal of Macroeconomics, Elsevier, vol. 50(C), pages 19-36.
- Givens, Gregory, 2015. "On the Gains from Monetary Policy Commitment under Deep Habits," MPRA Paper 67996, University Library of Munich, Germany.
- Roulleau-Pasdeloup, Jordan, 2020. "Optimal monetary policy and determinacy under active/passive regimes," European Economic Review, Elsevier, vol. 130(C).
- Ippei Fujiwara & Timothy Kam & Takeki Sunakawa, 2016. "A note on imperfect credibility," CAMA Working Papers 2016-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Fabio Canetg, 2018. "Strategic Deviations in Optimal Monetary Policy," Diskussionsschriften dp1817, Universitaet Bern, Departement Volkswirtschaft.
- Jordi Galí, 2018.
"The State of New Keynesian Economics: A Partial Assessment,"
NBER Working Papers
24845, National Bureau of Economic Research, Inc.
- Jordi Galí, 2018. "The State of New Keynesian Economics: A Partial Assessment," Journal of Economic Perspectives, American Economic Association, vol. 32(3), pages 87-112, Summer.
- GalÃ, Jordi, 2018. "The State of New Keynesian Economics: A Partial Assessment," CEPR Discussion Papers 13095, C.E.P.R. Discussion Papers.
- Fujiwara, Ippei & Kam, Timothy & Sunakawa, Takeki, 2019. "On two notions of imperfect credibility in optimal monetary policies," Economics Letters, Elsevier, vol. 174(C), pages 22-25.
- Haberis, Alex & Harrison, Richard & Waldron, Matthew, 2017. "Uncertain forward guidance," Bank of England working papers 654, Bank of England.
- Fabio Canetg, 2021. "Strategic deviations in optimal monetary policy," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 157(1), pages 1-13, December.
- Tatiana Kirsanova & Celsa Machado & Ana Paula Ribeiro, 2020. "Tight and Loose, and Red and Blue: A 'Dance' of Macro Policies in the US," Working Papers 2020_14, Business School - Economics, University of Glasgow.
Articles
- Aeimit Lakdawala & Bhanu Pratap & Rajeswari Sengupta, 2023.
"Impact of RBI’s monetary policy announcements on government bond yields: evidence from the pandemic,"
Indian Economic Review, Springer, vol. 58(2), pages 261-291, September.
See citations under working paper version above.
- Aeimit Lakdawala & Bhanu Pratap & Rajeswari Sengupta, 2023. "Impact of RBI's monetary policy announcements on government bond yields: Evidence from the pandemic," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2023-04, Indira Gandhi Institute of Development Research, Mumbai, India.
- Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022.
"Market-Based Monetary Policy Uncertainty,"
The Economic Journal, Royal Economic Society, vol. 132(644), pages 1290-1308.
See citations under working paper version above.
- Aeimit Lakdawala & Michael Bauer & Philippe Mueller, 2019. "Market-Based Monetary Policy Uncertainty," 2019 Meeting Papers 1403, Society for Economic Dynamics.
- Michael D. Bauer & Aeimit K. Lakdawala & Philippe Mueller, 2021. "Market-Based Monetary Policy Uncertainty," Working Paper Series 2019-12, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller, 2019. "Market-based monetary policy uncertainty," CESifo Working Paper Series 7621, CESifo.
- Lakdawala, Aeimit & Minetti, Raoul & Schaffer, Matthew, 2021.
"Bank regulation and monetary policy transmission: Evidence from the U.S. States liberalization,"
European Economic Review, Elsevier, vol. 138(C).
Cited by:
- Li, Weixue & Wang, Sipei & Cheung, Adrian (Wai Kong) & Xu, Changsheng, 2024. "Shadow banking, investment and interest rate transmission: Evidence from macroprudential policy in China," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 115-133.
- Thornton, John & Vasilakis, Chrysovalantis, 2023. "Bank regulations and surges and stops in credit: Panel evidence," Journal of Financial Stability, Elsevier, vol. 67(C).
- Buch, Claudia M. & Eickmeier, Sandra & Prieto, Esteban, 2022. "Banking deregulation, macroeconomic dynamics and monetary policy," Journal of Financial Stability, Elsevier, vol. 63(C).
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"The growing impact of US monetary policy on emerging financial markets: Evidence from India,"
Journal of International Money and Finance, Elsevier, vol. 119(C).
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- Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022.
"Market-Based Monetary Policy Uncertainty,"
The Economic Journal, Royal Economic Society, vol. 132(644), pages 1290-1308.
- Aeimit Lakdawala & Michael Bauer & Philippe Mueller, 2019. "Market-Based Monetary Policy Uncertainty," 2019 Meeting Papers 1403, Society for Economic Dynamics.
- Michael D. Bauer & Aeimit K. Lakdawala & Philippe Mueller, 2021. "Market-Based Monetary Policy Uncertainty," Working Paper Series 2019-12, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller, 2019. "Market-based monetary policy uncertainty," CESifo Working Paper Series 7621, CESifo.
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"Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants,"
CESifo Working Paper Series
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"Spillover effects of US monetary policy on emerging markets amidst uncertainty,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
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- Sardar, Rashedur & Schaffer, Matthew, 2022. "International Monetary Spillovers to Frontier Financial Markets: Evidence from Bangladesh," UNCG Economics Working Papers 22-5, University of North Carolina at Greensboro, Department of Economics.
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Journal of International Money and Finance, Elsevier, vol. 136(C).
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Journal of Banking & Finance, Elsevier, vol. 106(C), pages 34-49.
See citations under working paper version above.
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- Aeimit Lakdawala, 2019.
"Decomposing the effects of monetary policy using an external instruments SVAR,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 934-950, September.
See citations under working paper version above.
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"Interbank markets and bank bailout policies amid a sovereign debt crisis,"
Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 131-153.
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- Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2016. "Banks, Sovereign Risk and Unconventional Monetary Policies," Post-Print halshs-01420894, HAL.
- Auray Stéphane & Eyquem Aurélien & Mairesse Xiaofei, 2017. "Banks, Sovereign Risk and Unconventional Monetary Policies," Working Papers 2017-60, Center for Research in Economics and Statistics.
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- Auray, Stéphane & Eyquem, Aurélien & Ma, Xiaofei, 2018. "Banks, sovereign risk and unconventional monetary policies," European Economic Review, Elsevier, vol. 108(C), pages 153-171.
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CERBE Working Papers
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- Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2018.
"Banks, Sovereign Risk and Unconventional Monetary Policies,"
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halshs-01942734, HAL.
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"How Credible Is the Federal Reserve? A Structural Estimation of Policy Re-optimizations,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 8(3), pages 42-76, July.
See citations under working paper version above.
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- Lakdawala, Aeimit, 2016.
"Changes in Federal Reserve preferences,"
Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 124-143.
Cited by:
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"A Reassessment of Monetary Policy Surprises and High-Frequency Identification,"
NBER Chapters, in: NBER Macroeconomics Annual 2022, volume 37, pages 87-155,
National Bureau of Economic Research, Inc.
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- Michael D. Bauer & Eric T. Swanson, 2023. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Macroeconomics Annual, University of Chicago Press, vol. 37(1), pages 87-155.
- Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Working Papers 29939, National Bureau of Economic Research, Inc.
- Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," CESifo Working Paper Series 9642, CESifo.
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"The Evolution of U.S. Monetary Policy: 2000 - 2007,"
NBER Working Papers
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"How credible is the Federal Reserve?:A structural estimation of policy re-optimizations,"
2013 Meeting Papers
1333, Society for Economic Dynamics.
- Davide Debortoli & Aeimit Lakdawala, 2016. "How Credible Is the Federal Reserve? A Structural Estimation of Policy Re-optimizations," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(3), pages 42-76, July.
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"Monetary Policy Shifts and Central Bank Independence,"
The Warwick Economics Research Paper Series (TWERPS)
1139, University of Warwick, Department of Economics.
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- Qureshi, Irfan, 2015. "Monetary Policy Shifts and Central Bank Independence," MPRA Paper 81646, University Library of Munich, Germany, revised Sep 2017.
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Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
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- Michael D. Bauer & Eric T. Swanson, 2022.
"A Reassessment of Monetary Policy Surprises and High-Frequency Identification,"
NBER Chapters, in: NBER Macroeconomics Annual 2022, volume 37, pages 87-155,
National Bureau of Economic Research, Inc.
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Review, Federal Reserve Bank of St. Louis, vol. 88(Nov), pages 543-562.
Cited by:
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"The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission,"
EconStor Preprints
204579, ZBW - Leibniz Information Centre for Economics.
- Chen, Zhengyang, 2019. "The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission," MPRA Paper 96339, University Library of Munich, Germany.
- Zhengyang Chen, 2019. "The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission," 2019 Papers pch1858, Job Market Papers.
- Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022.
"Market-Based Monetary Policy Uncertainty,"
The Economic Journal, Royal Economic Society, vol. 132(644), pages 1290-1308.
- Aeimit Lakdawala & Michael Bauer & Philippe Mueller, 2019. "Market-Based Monetary Policy Uncertainty," 2019 Meeting Papers 1403, Society for Economic Dynamics.
- Michael D. Bauer & Aeimit K. Lakdawala & Philippe Mueller, 2021. "Market-Based Monetary Policy Uncertainty," Working Paper Series 2019-12, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller, 2019. "Market-based monetary policy uncertainty," CESifo Working Paper Series 7621, CESifo.
- Husted, Lucas & Rogers, John & Sun, Bo, 2020.
"Monetary policy uncertainty,"
Journal of Monetary Economics, Elsevier, vol. 115(C), pages 20-36.
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- Bo Young Chang & Bruno Feunou, 2013. "Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility," Staff Working Papers 13-37, Bank of Canada.
- Lakdawala, Aeimit, 2021. "The growing impact of US monetary policy on emerging financial markets: Evidence from India," Journal of International Money and Finance, Elsevier, vol. 119(C).
- Chen, Zhengyang, 2019.
"The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission,"
EconStor Preprints
204579, ZBW - Leibniz Information Centre for Economics.