IDEAS home Printed from https://ideas.repec.org/f/c/pma649.html
   My authors  Follow this author

Eileen Mauskopf

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:
  1. Flint Brayton & Eileen Mauskopf & David L. Reifschneider & Peter A. Tinsley & John Williams, 1997. "The role of expectations in the FRB/US macroeconomic model," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), vol. 83(Apr), pages 227-245, April.

    Mentioned in:

    1. Michael Woodford: Revolución y Evolución en la Macroeconomía del siglo XX
      by Enrique Bour in Foco Económico on 2011-03-16 17:00:00

Working papers

  1. Lawrence R. Cordell & Karen E. Dynan & Andreas Lehnert & J. Nellie Liang & Eileen Mauskopf, 2009. "Designing loan modifications to address the mortgage crisis and the making home affordable program," Finance and Economics Discussion Series 2009-43, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D., 2010. "Market-Based Loss Mitigation Practices for Troubled Mortgages Following the Financial Crisis," Working Paper Series 2010-19, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    2. J. Michael Collins & Carolina Reid, 2010. "Who receives a mortgage modification? Race and income differentials in loan workouts," Community Development Working Paper 2010-07, Federal Reserve Bank of San Francisco.
    3. Sumit Agarwal & Gene Amromin & Itzhak Ben-David & Souphala Chomsisengphet & Douglas D. Evanoff, 2011. "The role of securitization in mortgage renegotiation," Working Paper Series WP-2011-02, Federal Reserve Bank of Chicago.
    4. Agarwal, Sumit & Zhang, Yunqi, 2018. "Effects of government bailouts on mortgage modification," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 54-70.
    5. Been, Vicki & Weselcouch, Mary & Voicu, Ioan & Murff, Scott, 2013. "Determinants of the incidence of U.S. Mortgage Loan Modifications," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3951-3973.
    6. W. Scott Frame, 2010. "Estimating the effect of mortgage foreclosures on nearby property values: a critical review of the literature," Economic Review, Federal Reserve Bank of Atlanta, vol. 95(3).
    7. Kadiri Karamon & Douglas McManus & Jun Zhu, 2017. "Refinance and Mortgage Default: A Regression Discontinuity Analysis of HARP’s Impact on Default Rates," The Journal of Real Estate Finance and Economics, Springer, vol. 55(4), pages 457-475, November.
    8. Kim, Jiseob, 2019. "How foreclosure delays impact mortgage defaults and mortgage modifications," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 18-37.

  2. Lawrence R. Cordell & Karen E. Dynan & Andreas Lehnert & J. Nellie Liang & Eileen Mauskopf, 2008. "The incentives of mortgage servicers: myths and realities," Finance and Economics Discussion Series 2008-46, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Fleitas, Sebastian & Fishback, Price & Snowden, Kenneth, 2018. "Economic crisis and the demise of a popular contractual form: Building & Loans in the 1930s," Journal of Financial Intermediation, Elsevier, vol. 36(C), pages 28-44.
    2. Andrew F. Haughwout & Ebiere Okah & Joseph Tracy, 2009. "Second chances: subprime mortgage modification and re-default," Staff Reports 417, Federal Reserve Bank of New York.
    3. Aiello, Darren J., 2022. "Financially constrained mortgage servicers," Journal of Financial Economics, Elsevier, vol. 144(2), pages 590-610.
    4. Christopher L. Foote & Kristopher Gerardi & Lorenz Goette & Paul S. Willen, 2009. "Reducing foreclosures: no easy answers," FRB Atlanta Working Paper 2009-15, Federal Reserve Bank of Atlanta.
    5. Steve Holden & Austin Kelly & Douglas McManus & Therese Scharlemann & Ryan Singer & John D. Worth, 2012. "The HAMP NPV Model: Development and Early Performance," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40, pages 32-64, December.
    6. Collins, J. Michael & Urban, Carly, 2018. "The effects of a foreclosure moratorium on loan repayment behaviors," Regional Science and Urban Economics, Elsevier, vol. 68(C), pages 73-83.
    7. Hancock Diana & Passmore Wayne, 2009. "Three Initiatives Enhancing the Mortgage Market and Promoting Financial Stability," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 9(3), pages 1-25, March.
    8. Manuel Adelino & Kristopher Gerardi & Paul S. Willen, 2009. "Why don't lenders renegotiate more home mortgages? redefaults, self-cures, and securitization," FRB Atlanta Working Paper 2009-17, Federal Reserve Bank of Atlanta.
    9. Thomas P. Boehm & Alan M. Schlottmann, 2020. "Achieving Effective Mortgage Modifications: The Importance of Household Characteristics," The Journal of Real Estate Finance and Economics, Springer, vol. 61(2), pages 151-182, August.
    10. Milonas, Kristoffer, 2017. "The effect of foreclosure laws on securitization: Evidence from U.S. states," Journal of Financial Stability, Elsevier, vol. 33(C), pages 1-22.
    11. Hung Xuan Do & Daniel Rösch & Harald Scheule, 2020. "Liquidity Constraints, Home Equity and Residential Mortgage Losses," The Journal of Real Estate Finance and Economics, Springer, vol. 61(2), pages 208-246, August.
    12. Vikrant Vig & Amit Seru & Tomasz Piskorski, 2009. "Securitization and Distressed Loan Renegotiation: Evidence from the Subprime Mortgage Crisis," 2009 Meeting Papers 1169, Society for Economic Dynamics.
    13. Cordell, Larry & Lambie-Hanson, Lauren, 2016. "A cost-benefit analysis of judicial foreclosure delay and a preliminary look at new mortgage servicing rules," Journal of Economics and Business, Elsevier, vol. 84(C), pages 30-49.
    14. Jacob W. Faber & Peter M. Rich, 2018. "Financially Overextended: College Attendance as a Contributor to Foreclosures During the Great Recession," Demography, Springer;Population Association of America (PAA), vol. 55(5), pages 1727-1748, October.
    15. Been, Vicki & Weselcouch, Mary & Voicu, Ioan & Murff, Scott, 2013. "Determinants of the incidence of U.S. Mortgage Loan Modifications," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3951-3973.
    16. Kruger, Samuel, 2018. "The effect of mortgage securitization on foreclosure and modification," Journal of Financial Economics, Elsevier, vol. 129(3), pages 586-607.
    17. Kuong, John Chi-Fong & Zeng, Jing, 2021. "Securitization and optimal foreclosure," Journal of Financial Intermediation, Elsevier, vol. 48(C).
    18. Fleitas, Sebastian & Fishback, Price & Snowden, Kenneth, 2016. "Economic Crisis and the Demise of a Popular Contractual Form: Building and Loan Mortgage Contracts in the 1930s," CAGE Online Working Paper Series 275, Competitive Advantage in the Global Economy (CAGE).
    19. Zhang, Yan, 2013. "Does loan renegotiation differ by securitization status? A transition probability study," Journal of Financial Intermediation, Elsevier, vol. 22(3), pages 513-527.
    20. Christopher Mayer & Karen Pence & Shane M. Sherlund, 2009. "The Rise in Mortgage Defaults," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 27-50, Winter.
    21. Goodman, Allen C. & Smith, Brent C., 2010. "Residential mortgage default: Theory works and so does policy," Journal of Housing Economics, Elsevier, vol. 19(4), pages 280-294, December.
    22. Swagel, Phillip, 2009. "The financial crisis: an inside view," MPRA Paper 21104, University Library of Munich, Germany.
    23. Deepeka Garg & Benjamin Patrick Evans & Leo Ardon & Annapoorani Lakshmi Narayanan & Jared Vann & Udari Madhushani & Makada Henry-Nickie & Sumitra Ganesh, 2024. "A Heterogeneous Agent Model of Mortgage Servicing: An Income-based Relief Analysis," Papers 2402.17932, arXiv.org, revised Feb 2024.
    24. Andra Ghent & Rossen Valkanov, 2016. "Comparing Securitized and Balance Sheet Loans: Size Matters," Management Science, INFORMS, vol. 62(10), pages 2784-2803, October.
    25. Wenli Li & Michelle J. White, 2009. "Mortgage Default, Foreclosure, and Bankruptcy," NBER Working Papers 15472, National Bureau of Economic Research, Inc.
    26. Michelle J. White, 2008. "Bankruptcy: Past Puzzles, Recent Reforms, and the Mortgage Crisis," NBER Working Papers 14549, National Bureau of Economic Research, Inc.
    27. Ms. Evridiki Tsounta, 2011. "Home Sweet Home: Government's Role in Reaching the American Dream," IMF Working Papers 2011/191, International Monetary Fund.

Articles

  1. Christopher L. Foote & Jeffrey C. Fuhrer & Eileen Mauskopf & Paul S. Willen, 2009. "A proposal to help distressed homeowners: a government payment-sharing plan," Public Policy Brief, Federal Reserve Bank of Boston.

    Cited by:

    1. Thorvardur Tjörvi Ólafsson & Karen Á. Vignisdóttir, 2012. "Households’ position in the financial crisis in Iceland. Analysis based on a nationwide household-level database," Economics wp59, Department of Economics, Central bank of Iceland.
    2. John V. Duca & John Muellbauer & Anthony Murphy, 2010. "Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future," SERC Discussion Papers 0049, Centre for Economic Performance, LSE.
    3. Lara Loewenstein & Bezankeng Njinju, 2022. "Mortgage Borrowers’ Use of COVID-19 Forbearance Programs," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2022(11), pages 1-7, August.
    4. Das, Sanjiv R. & Meadows, Ray, 2013. "Strategic loan modification: An options-based response to strategic default," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 636-647.
    5. Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D., 2010. "Market-Based Loss Mitigation Practices for Troubled Mortgages Following the Financial Crisis," Working Paper Series 2010-19, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    6. Katharine L. Bradbury & Mary A. Burke & Robert K. Triest, 2013. "The effect of foreclosure on Boston Public School student academic performance," Working Papers 13-12, Federal Reserve Bank of Boston.
    7. Joanne W. Hsu & David A. Matsa & Brian T. Melzer, 2014. "Positive Externalities of Social Insurance: Unemployment Insurance and Consumer Credit," NBER Working Papers 20353, National Bureau of Economic Research, Inc.

  2. Flint Brayton & Eileen Mauskopf & David L. Reifschneider & Peter A. Tinsley & John Williams, 1997. "The role of expectations in the FRB/US macroeconomic model," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), vol. 83(Apr), pages 227-245, April.

    Cited by:

    1. Willem H. Buiter, 2008. "Housing Wealth Isn't Wealth," NBER Working Papers 14204, National Bureau of Economic Research, Inc.
    2. Olivier Coibion & Yuriy Gorodnichenko & Rupal Kamdar, 2017. "The Formation of Expectations, Inflation and the Phillips Curve," NBER Working Papers 23304, National Bureau of Economic Research, Inc.
    3. Don H. Kim, 2008. "Challenges in macro-finance modeling," Finance and Economics Discussion Series 2008-06, Board of Governors of the Federal Reserve System (U.S.).
    4. Robert H. Rasche, 2001. "Identification of dynamic economic models from reduced form VECM structures: an application of covariance restrictions," Working Papers 2000-011, Federal Reserve Bank of St. Louis.
    5. Athanasios Orphanides & John C. Williams, 2004. "The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations," International Finance Discussion Papers 804, Board of Governors of the Federal Reserve System (U.S.).
    6. Luis Catão & Adrian Pagan, 2010. "The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach," NCER Working Paper Series 53, National Centre for Econometric Research.
    7. John C. Williams, 2009. "Heeding Daedalus: Optimal Inflation and the Zero Lower Bound," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(2 (Fall)), pages 1-49.
    8. John C. Williams, 2003. "Simple rules for monetary policy," Economic Review, Federal Reserve Bank of San Francisco, pages 1-12.
    9. Todd E. Clark & Michael W. McCracken, 2010. "Averaging forecasts from VARs with uncertain instabilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 5-29.
    10. Frédérique Bec & Patrick Kanda, 2019. "Is inflation driven by survey-based, VAR-based or myopic expectations?," Working Papers hal-02175836, HAL.
    11. Muellbauer, John, 2008. "Housing, Credit and Consumer Expenditure," CEPR Discussion Papers 6782, C.E.P.R. Discussion Papers.
    12. David L. Reifschneider & William L. Wascher & David W. Wilcox, 2013. "Aggregate supply in the United States: recent developments and implications for the conduct of monetary policy," Finance and Economics Discussion Series 2013-77, Board of Governors of the Federal Reserve System (U.S.).
    13. Bec, Frédérique & Kanda, Patrick, 2020. "Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    14. Todd E. Clark & Michael W. McCracken, 2006. "Forecasting of small macroeconomic VARs in the presence of instabilities," Research Working Paper RWP 06-09, Federal Reserve Bank of Kansas City.
    15. Frederic S. Mishkin, 2007. "Housing and the monetary transmission mechanism," Finance and Economics Discussion Series 2007-40, Board of Governors of the Federal Reserve System (U.S.).
    16. John M. Roberts, 2004. "Monetary policy and inflation dynamics," Finance and Economics Discussion Series 2004-62, Board of Governors of the Federal Reserve System (U.S.).
    17. John C. Williams & Andrew T. Levin, 2003. "Robust Monetary Policy with Competing Reference Models," Computing in Economics and Finance 2003 291, Society for Computational Economics.
    18. Hess T. Chung & Jean-Philippe Laforte & David L. Reifschneider & John C. Williams, 2011. "Have we underestimated the likelihood and severity of zero lower bound events?," Working Paper Series 2011-01, Federal Reserve Bank of San Francisco.
    19. Joseph E. Gagnon, 2007. "Productive Capacity, Product Varieties, and the Elasticities Approach to the Trade Balance," Review of International Economics, Wiley Blackwell, vol. 15(4), pages 639-659, September.
    20. Corinne Houizot & Hélène Baudchon & Catherine Mathieu & Francisco Serranito, 2000. "Plus-values, consommation et épargne," Post-Print hal-03458494, HAL.
    21. Willman, Alpo, 2003. "Consumption, habit persistence, imperfect information and the lifetime budget constraint," Working Paper Series 251, European Central Bank.
    22. Ellen R. McGrattan, 1999. "Predicting the effects of Federal Reserve policy in a sticky-price model: an analytical approach," Working Papers 598, Federal Reserve Bank of Minneapolis.
    23. Philippe Jeanfils & Koen Burggraeve, 2005. "Noname - A new quarterly model for Belgium," Working Paper Research 68, National Bank of Belgium.
    24. Brian Ironside & Robert J. Tetlow, 2006. "Real-time model uncertainty in the United States: the Fed from 1996-2003," Finance and Economics Discussion Series 2006-08, Board of Governors of the Federal Reserve System (U.S.).
    25. Hess T. Chung & Jean-Philippe Laforte & David L. Reifschneider & John C. Williams, 2011. "Estimating the macroeconomic effects of the Fed’s asset purchases," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan31.
    26. Frederico Finan & Athanasios Orphanides & Richard D. Porter & David L. Reifschneider & Robert J. Tetlow, 1999. "Errors in the measurement of the output gap and the design of monetary policy," Finance and Economics Discussion Series 1999-45, Board of Governors of the Federal Reserve System (U.S.).
    27. Antulio N. Bomfim & Glenn D. Rudebusch, 1997. "Opportunistic and deliberate disinflation under imperfect credibility," Working Papers in Applied Economic Theory 97-07, Federal Reserve Bank of San Francisco.
    28. René Lalonde & Dirk Muir, 2007. "The Bank of Canada's Version of the Global Economy Model (BoC-GEM)," Technical Reports 98, Bank of Canada.
    29. Philippe Jeanfils, 2000. "A model with explicit expectations for Belgium," Working Paper Research 04, National Bank of Belgium.
    30. Fanelli, Luca, 2007. "Evaluating the New Keynesian Phillips Curve under VAR-based learning," MPRA Paper 1616, University Library of Munich, Germany.
    31. Chan Guk Huh & Kevin J. Lansing, 1997. "Expectations, credibility, and disinflation in a small macroeconomic model," Working Papers (Old Series) 9713, Federal Reserve Bank of Cleveland.
    32. Robert J. Tetlow & Peter Von zur Muehlen, 2000. "Robust monetary policy with misspecified models: does model uncertainty always call for attenuated policy?," Finance and Economics Discussion Series 2000-28, Board of Governors of the Federal Reserve System (U.S.).
    33. Peter Von zur Muehlen, 2001. "The effect of past and future economic fundamentals on spending and pricing behavior in the FRB/US macroeconomic model," Finance and Economics Discussion Series 2001-12, Board of Governors of the Federal Reserve System (U.S.).
    34. Todd E. Clark & Troy Davig, 2008. "An empirical assessment of the relationships among inflation and short- and long-term expectations," Research Working Paper RWP 08-05, Federal Reserve Bank of Kansas City.
    35. Luca Fanelli, 2008. "Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(1), pages 53-66, February.
    36. Emilian DOBRESCU, 2020. "Self-fulfillment degree of economic expectations within an integrated space: The European Union case study," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-32, December.
    37. Svensson, Lars O & Tetlow, Robert J, 2005. "Optimal Policy Projections," MPRA Paper 839, University Library of Munich, Germany.
    38. Sujit Chakravorti & William R. Emmons, 2001. "Who pays for credit cards?," Occasional Paper; Emerging Payments EPS-2001-1, Federal Reserve Bank of Chicago.
    39. Poledna, Sebastian & Miess, Michael Gregor & Hommes, Cars & Rabitsch, Katrin, 2023. "Economic forecasting with an agent-based model," European Economic Review, Elsevier, vol. 151(C).
    40. Sharon Kozicki & Peter A. Tinsley, 2001. "Dynamic specifications in optimizing trend-deviation macro models," Research Working Paper RWP 01-03, Federal Reserve Bank of Kansas City.
    41. 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.).
    42. Marco Del Negro & Frank Schorfheide, 2003. "Take your model bowling: forecasting with general equilibrium models," Economic Review, Federal Reserve Bank of Atlanta, vol. 88(Q4), pages 35-50.
    43. Athanasios Orphanides & John C. Williams, 2002. "Imperfect knowledge, inflation expectations, and monetary policy," Finance and Economics Discussion Series 2002-27, Board of Governors of the Federal Reserve System (U.S.).
    44. Jaime Marquez, 2000. "The Puzzling Income Elasticity of US Imports," Econometric Society World Congress 2000 Contributed Papers 1128, Econometric Society.
    45. David E Lindsey, 1997. "Discussion of 'The Smoothing of Official Interest Rates'," RBA Annual Conference Volume (Discontinued), in: Philip Lowe (ed.),Monetary Policy and Inflation Targeting, Reserve Bank of Australia.
    46. Frederic S. Mishkin, 2007. "\"Housing and the monetary transmission mechanism,\" Finance and Economics Discussion Series Working Paper: a speech at the Federal Reserve Bank of Kansas City's Economic Symposium, Jackson ," Speech 312, Board of Governors of the Federal Reserve System (U.S.).
    47. Adjemian, Stéphane & Bokan, Nikola & Darracq Pariès, Matthieu & Müller, Georg & Zimic, Srečko, 2024. "ECB-(RE)BASE: Heterogeneity in expectation formation and macroeconomic dynamics," Working Paper Series 2965, European Central Bank.
    48. David Dupuis, 2004. "The New Keynesian Hybrid Phillips Curve: An Assessment of Competing Specifications for the United States," Staff Working Papers 04-31, Bank of Canada.
    49. Menzie Chinn, 2013. "fiscal multipliers," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
    50. Samuel Wiese & Jagoda Kaszowska-Mojsa & Joel Dyer & Jose Moran & Marco Pangallo & Francois Lafond & John Muellbauer & Anisoara Calinescu & J. Doyne Farmer, 2024. "Forecasting Macroeconomic Dynamics using a Calibrated Data-Driven Agent-based Model," Papers 2409.18760, arXiv.org.
    51. David L. Reifschneider & John C. Williams, 2000. "Three lessons for monetary policy in a low-inflation era," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, pages 936-978.
    52. James A. Clouse & Dale W. Henderson & Athanasios Orphanides & David H. Small & Peter A. Tinsley, 2000. "Monetary policy when the nominal short-term interest rate is zero," Finance and Economics Discussion Series 2000-51, Board of Governors of the Federal Reserve System (U.S.).
    53. Yanick Desnoyers, 2001. "L'effet de la richesse sur la consommation aux États-Unis," Staff Working Papers 01-14, Bank of Canada.
    54. Corinne Houizot & Hélène Baudchon & Catherine Mathieu & Francisco Serranito, 2000. "Plus-values, consommation et épargne. Une estimation de l'effet richesse aux États- Unis et au Royaume- Uni," Revue de l'OFCE, Programme National Persée, vol. 73(1), pages 197-240.
    55. Jacob Punnoose & Amber Wadsworth, 2018. "Estimated policy rules for different monetary regimes: Flexible inflation targeting versus a dual mandate," Reserve Bank of New Zealand Analytical Notes series AN2018/11, Reserve Bank of New Zealand.
    56. Roberto M. Billi & George A. Kahn, 2008. "What is the optimal inflation rate?," Economic Review, Federal Reserve Bank of Kansas City, vol. 93(Q II), pages 5-28.
    57. Roy H. Webb, 1999. "Two approaches to macroeconomic forecasting," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 23-40.
    58. Ichiro Fukunaga & Naoko Hara & Satoko Kojima & Yoichi Ueno & Shunichi Yoneyama, 2011. "The Quarterly Japanese Economic Model (Q-JEM): 2011 Version," Bank of Japan Working Paper Series 11-E-11, Bank of Japan.
    59. Bogdan OANCEA & Tudorel ANDREI & Raluca DRAGOESCU, 2012. "Cuda Based Computational Methods For Macroeconomic Forecasts," New Trends in Modelling and Economic Forecast (MEF 2011), ROMANIAN ACADEMY – INSTITUTE FOR ECONOMIC FORECASTING;"Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, vol. 1(1), pages 42-53, January.
    60. Shaun de Jager & Michael Johnston & Rudi Steinbach, 2015. "A Revised Quarterly Projection Model for South Africa," Working Papers 6839, South African Reserve Bank.
    61. David L. Reifschneider & Peter Tulip, 2007. "Gauging the uncertainty of the economic outlook from historical forecasting errors," Finance and Economics Discussion Series 2007-60, Board of Governors of the Federal Reserve System (U.S.).
    62. Taylor, John B, 2000. "Alternative Views of the Monetary Transmission Mechanism: What Difference Do They Make for Monetary Policy?," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 16(4), pages 60-73, Winter.
    63. Christopher J. Erceg & James Hebden & Michael T. Kiley & J. David López-Salido & Robert J. Tetlow, 2018. "Some Implications of Uncertainty and Misperception for Monetary Policy," Finance and Economics Discussion Series 2018-059, Board of Governors of the Federal Reserve System (U.S.).
    64. Marc-André Gosselin & René Lalonde, 2003. "Un modèle « PAC » d'analyse et de prévision des dépense des ménages américains," Staff Working Papers 03-13, Bank of Canada.
    65. René Lalonde & Dirk Muir, 2009. "BoC-GEM: Modelling the World Economy," Bank of Canada Review, Bank of Canada, vol. 2009(Summer), pages 43-53.
    66. Reifschneider, David L. & Roberts, John M., 2006. "Expectations formation and the effectiveness of strategies for limiting the consequences of the zero bound," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 314-337, September.
    67. Atsushi Ishikawa & Koichiro Kamada & Yoshiyuki Kurachi & Kentaro Nasu & Yuki Teranishi, 2012. "Introduction to the Financial Macro-econometric Model," Bank of Japan Working Paper Series 12-E-1, Bank of Japan.
    68. Andrew T. Levin & John H. Rogers & Ralph W. Tryon, 1997. "A guide to FRB/Global," International Finance Discussion Papers 588, Board of Governors of the Federal Reserve System (U.S.).

  3. Jeffrey C. Fuhrer & Eileen Mauskopf & Peter A. Tinsley, 1990. "The transmission channels of monetary policy: how have they changed?," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Dec, pages 985-1008.

    Cited by:

    1. Rudebusch, Glenn D & Svensson, Lars E O, 1998. "Policy Rules for Inflation Targeting," CEPR Discussion Papers 1999, C.E.P.R. Discussion Papers.
    2. Janet L. Yellen, 2009. "Linkages between monetary and regulatory policy: lessons from the crisis," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov23.
    3. Ha, Yuong, 1999. "Uncertainty about Length of the Monetary Policy Transmission Lag: Implications for Monetary Policy," Working Paper Series 94, Sveriges Riksbank (Central Bank of Sweden).
    4. J.M. Berk, 1998. "Monetary transmission: what do we know and how can we use it?," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 51(205), pages 145-170.
    5. Boivin, Jean & Kiley, Michael T. & Mishkin, Frederic S., 2010. "How Has the Monetary Transmission Mechanism Evolved Over Time?," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 8, pages 369-422, Elsevier.
    6. Glenn D. Rudebusch, 1995. "What are the lags in monetary policy?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue feb3.
    7. Douglas W. Elmendorf, 1996. "The effect of interest-rate changes on household saving and consumption: a survey," Finance and Economics Discussion Series 96-27, Board of Governors of the Federal Reserve System (U.S.).
    8. John V. Duca, 1995. "Regulatory changes and housing coefficients," Working Papers 9512, Federal Reserve Bank of Dallas.
    9. van Els, Peter J. A. & Morgan, Julian & Locarno, Alberto & Villetelle, Jean-Pierre, 2001. "Monetary policy transmission in the euro area: What do aggregate and national structural models tell us?," Working Paper Series 94, European Central Bank.
    10. Brayton, Flint & Tinsley, P. A., 1996. "Effective interest rate policies for price stability," Economic Modelling, Elsevier, vol. 13(2), pages 289-314, April.
    11. J.M. Berk, 1998. "Monetary transmission: what do we know and how can we use it?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 51(205), pages 145-170.
    12. Jan Marc Berk, 2002. "Central banking and financial innovation. A survey of the modern literature," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 55(222), pages 263-297.
    13. Jan Marc Berk, 2002. "Central banking and financial innovation. A survey of the modern literature," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 55(222), pages 263-297.
    14. Monaco, Ralph M., 1991. "Recent Macroeconomic Developments And Their Impact On Agriculture," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 20(2), pages 1-7, October.
    15. Jan Marc Berk, 2002. "Banca centrale e innovazione finanziaria. Una rassegna della letteratura recente," Moneta e Credito, Economia civile, vol. 55(220), pages 345-385.
    16. John V. Duca, 1996. "Can mortgage applications help predict home sales?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q IV, pages 21-30.
    17. Filippo Altissimo & Alberto Locarno & Stefano Siviero, 2002. "Dealing with forward-looking expectations and policy rules in quantifying the channels of transmission of monetary policy," Temi di discussione (Economic working papers) 460, Bank of Italy, Economic Research and International Relations Area.
    18. Karen Mills & Steven Morling & Warren Tease, 1994. "The Influence of Financial Factors on Corporate Investment," RBA Research Discussion Papers rdp9402, Reserve Bank of Australia.
    19. Bernard Shull, 1993. "The Limits of Prudential Supervision: Economic Problems, Institutional Failure and Competence," Economics Working Paper Archive wp_88, Levy Economics Institute.
    20. Jan Marc Berk, 2002. "New Economy, Old Central Banks?," Tinbergen Institute Discussion Papers 02-087/2, Tinbergen Institute, revised 01 Aug 2002.

  4. Flint Brayton & Eileen Mauskopf, 1987. "Structure and uses of the MPS quarterly econometric model of the United States," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Feb, pages 93-109.

    Cited by:

    1. Rudebusch, Glenn D & Svensson, Lars E O, 1998. "Policy Rules for Inflation Targeting," CEPR Discussion Papers 1999, C.E.P.R. Discussion Papers.
    2. Bennett T. McCallum, 1989. "Could A Monetary Base Rule Have Prevented the Great Depression?," NBER Working Papers 3162, National Bureau of Economic Research, Inc.
    3. Brayton, Flint & Tinsley, P. A., 1996. "Effective interest rate policies for price stability," Economic Modelling, Elsevier, vol. 13(2), pages 289-314, April.
    4. Monaco, Ralph M., 1991. "Recent Macroeconomic Developments And Their Impact On Agriculture," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 20(2), pages 1-7, October.
    5. Yash P. Mehra, 2001. "The wealth effect in empirical life-cycle aggregate consumption equations," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 45-67.
    6. Bernard Shull, 1993. "The Limits of Prudential Supervision: Economic Problems, Institutional Failure and Competence," Economics Working Paper Archive wp_88, Levy Economics Institute.

  5. Brayton, Flint & Mauskopf, Eileen, 1985. "The federal reserve board MPS quarterly econometric model of the US economy," Economic Modelling, Elsevier, vol. 2(3), pages 170-292, July.

    Cited by:

    1. Ignazio Visco, 2005. "Dalla teoria alla pratica nei modelli macroeconomici: l’eclettismo post-keynesiano," Moneta e Credito, Economia civile, vol. 58(230-231), pages 71-96.
    2. Knake, Sebastian, 2023. "Changing Forecasts - Forecasting Change: The US market for savings deposits in econometric models and the market for econometric models among depository institutions, 1960s to 1980s," Working Papers 41, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
    3. Flint Brayton & Andrew T. Levin & Ralph W. Tryon & John C. Williams, "undated". "The Evolution of Macro Models at the Federal Reserve Board," Finance and Economics Discussion Series 1997-29, Board of Governors of the Federal Reserve System (U.S.), revised 10 Dec 2019.
    4. Stephanos Papadamou & Moïse Sidiropoulos & Eleftherios Spyromitros, 2015. "Central bank transparency and the interest rate channel : Evidence from emerging economies," Post-Print hal-03692248, HAL.
    5. Ralph C. Bryant & John F. Helliwell & Peter Hooper, 1989. "Domestic and cross-border consequences of U.S. macroeconomic policies," International Finance Discussion Papers 344, Board of Governors of the Federal Reserve System (U.S.).
    6. Fuhrer, Jeffrey C, 1997. "The (Un)Importance of Forward-Looking Behavior in Price Specifications," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(3), pages 338-350, August.
    7. Fuhrer, Jeffrey C., 1997. "Towards a compact, empirically-verified rational expectations model for monetary policy analysis," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 197-230, December.
    8. John P. Judd & Bharat Trehan, 1990. "What does unemployment tell us about future inflation?," Economic Review, Federal Reserve Bank of San Francisco, issue Sum, pages 15-26.
    9. Martin Fukac & Adrian R. Pagan, 2010. "Structural macro-econometric modelling in a policy environment," Research Working Paper RWP 10-08, Federal Reserve Bank of Kansas City.
    10. Frederic S. Mishkin, 2007. "Will monetary policy become more of a science?," Finance and Economics Discussion Series 2007-44, Board of Governors of the Federal Reserve System (U.S.).
    11. Stephen D. Oliner & Glenn D. Rudebusch, 1994. "Is there a broad credit channel for monetary policy?," Working Paper Series / Economic Activity Section 146, Board of Governors of the Federal Reserve System (U.S.).
    12. Boivin, Jean & Kiley, Michael T. & Mishkin, Frederic S., 2010. "How Has the Monetary Transmission Mechanism Evolved Over Time?," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 8, pages 369-422, Elsevier.
    13. Frédéric Boissay & Pierre Malgrange, 1997. "Intégration monétaire et financière dans les modèles macro­économiques : bilan et nouvelles pistes," Revue Française d'Économie, Programme National Persée, vol. 12(3), pages 3-42.
    14. Lucas Papademos, 2005. "Macroeconomic theory and monetary policy: the contributions of Franco Modigliani and the ongoing debate," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 58(233-234), pages 187-214.
    15. Magdalena Redo, 2015. "The importance of prudential regulations in the process of transmitting monetary policy to economy," Copernican Journal of Finance & Accounting, Uniwersytet Mikolaja Kopernika, vol. 4(2), pages 145-158.
    16. Oliner, Stephen D. & Rudebusch, Glenn D. & Sichel, Daniel, 1996. "The Lucas critique revisited assessing the stability of empirical Euler equations for investment," Journal of Econometrics, Elsevier, vol. 70(1), pages 291-316, January.
    17. Rancan, Antonella, 2022. "The "place of the Phillips curve" in macroeconometric models: The case of the first Federal Reserve Board's model (1966-1980s)," Economics & Statistics Discussion Papers esdp22080, University of Molise, Department of Economics.
    18. Ignazio Visco, 2005. "From theory to practice in macroeconomic models: post-Keynesian eclecticism," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 58(233-234), pages 67-90.
    19. Larry E. Jones & Rodolfo E. Manuelli & Henry E. Siu, 2005. "Fluctuations in Convex Models of Endogenous Growth II: Business Cycle Properties," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(4), pages 805-828, October.
    20. John V. Duca, 1995. "Regulatory changes and housing coefficients," Working Papers 9512, Federal Reserve Bank of Dallas.
    21. Reifschneider, David L. & Stockton, David J. & Wilcox, David W., 1997. "Econometric models and the monetary policy process," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 1-37, December.
    22. Ignazio Visco, 2005. "From theory to practice in macroeconomic models: post-Keynesian eclecticism," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 58(233-234), pages 67-90.
    23. Garratt, Anthony & Lee, Kevin C & Pesaran, M. Hashem & Shin, Yongcheol, 1998. "A Structural Cointegrating VAR Approach to Macroeconometric Modelling," Cambridge Working Papers in Economics 9823, Faculty of Economics, University of Cambridge.
    24. Brayton, Flint & Tinsley, P. A., 1996. "Effective interest rate policies for price stability," Economic Modelling, Elsevier, vol. 13(2), pages 289-314, April.
    25. Lettau, Martin & Ludvigson, Sydney, 2002. "Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 31-66, January.
    26. Monaco, Ralph M., 1991. "Recent Macroeconomic Developments And Their Impact On Agriculture," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 20(2), pages 1-7, October.
    27. Duca, John V., 1998. "Assessing Monetary Policy and Deposit Deregulation," Journal of Economics and Business, Elsevier, vol. 50(1), pages 3-21, January.
    28. Lucas Papademos, 2005. "Macroeconomic theory and monetary policy: the contributions of Franco Modigliani and the ongoing debate," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 58(233-234), pages 187-214.
    29. Benjamin M. Friedman, 1990. "Changing Effects of Monetary Policy on Real Economic Activity," NBER Working Papers 3278, National Bureau of Economic Research, Inc.
    30. Paul Bennett, 1990. "The influence of financial changes on interest rates and monetary policy: a review of recent evidence," Quarterly Review, Federal Reserve Bank of New York, vol. 15(Sum), pages 8-30.
    31. Alexopoulos, Michelle, 2007. "A monetary business cycle model with unemployment," Journal of Economic Dynamics and Control, Elsevier, vol. 31(12), pages 3904-3940, December.
    32. Jeffrey C. Fuhrer, 1994. "Optimal monetary policy in a model of overlapping price contracts," Working Papers 94-2, Federal Reserve Bank of Boston.
    33. Luigi Oddo & Mile Bosnjak, 2021. "A comparative analysis of the monetary policy transmission channels in the U.S: a wavelet-based approach," Applied Economics, Taylor & Francis Journals, vol. 53(38), pages 4448-4463, August.

  6. Richard D. Porter & Thomes D. Simpson & Eileen Mauskopf, 1979. "Financial Innovation and the Monetary Aggregates," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 10(1), pages 213-229.

    Cited by:

    1. M. Kabir Hassan & Jung Suk-Yu, 2010. "A Re-examination of the U.S. Underground Economy: Size, Estimation, and Policy Implications," NFI Working Papers 2010-WP-04, Indiana State University, Scott College of Business, Networks Financial Institute.
    2. Benjamin M. Friedman, 1988. "Lessons On Monetary Policy From The 1980's," NBER Working Papers 2551, National Bureau of Economic Research, Inc.
    3. Benjamin M. Friedman & Milton Friedman & A. W. Clausen, 1980. "Postwar Changes in the American Financial Markets," NBER Chapters, in: The American Economy in Transition, pages 9-100, National Bureau of Economic Research, Inc.
    4. Paul W. Bauer & Allen N. Berger & David B. Humphrey, 1991. "Inefficiency and productivity growth in banking: a comparison of stochastic econometric and thick frontier methods," Working Papers (Old Series) 9117, Federal Reserve Bank of Cleveland.
    5. Barry Z. Cynamon & Donald H. Dutkowsky & Barry E. Jones, 2006. "Redefining the Monetary Agggregates: A Clean Sweep," Eastern Economic Journal, Eastern Economic Association, vol. 32(4), pages 661-672, Fall.
    6. Benjamin M. Friedman, 1982. "Using a credit aggregate target to implement monetary policy in the financial environment of the future," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 223-265.
    7. G. S. Laumas, 1983. "The Demand for Money in the Recent Period," Eastern Economic Journal, Eastern Economic Association, vol. 9(1), pages 1-5, Jan-Mar.
    8. Michael Dotsey, 1984. "An investigation of cash management practices and their effects on the demand for money," Economic Review, Federal Reserve Bank of Richmond, vol. 70(Sep), pages 3-12.
    9. Giuseppe Fontana & Alfonso Palacio-Vera, 2004. "Monetary Policy Uncovered: Theory and Practice," International Review of Applied Economics, Taylor & Francis Journals, vol. 18(1), pages 1-19.
    10. Samuel Reynard, 2004. "Financial Market Participation and the Apparent Instability of Money Demand," Working Papers 2004-01, Swiss National Bank.
    11. David B. Humphrey, 1991. "Productivity in banking and effects from deregulation," Economic Review, Federal Reserve Bank of Richmond, vol. 77(Mar), pages 16-28.
    12. Michael Dotsey, 1983. "The effects of cash management practices on the demand for demand deposits," Working Paper 83-02, Federal Reserve Bank of Richmond.
    13. Dow, Sheila C, 1982. "The Regional Composition of the Money Multiplier Process," Scottish Journal of Political Economy, Scottish Economic Society, vol. 29(1), pages 22-44, February.
    14. Rolf Mirus & Roger S. Smith, 1981. "Canada's Irregular Economy," Canadian Public Policy, University of Toronto Press, vol. 7(3), pages 444-453, Summer.

Books

    Sorry, no citations of books recorded.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.