Thomas Michael Mertens
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:- Tarek A. Hassan & Thomas M. Mertens, 2011.
"The Social Cost of Near-Rational Investment,"
NBER Working Papers
17027, National Bureau of Economic Research, Inc.
- Tarek A. Hassan & Thomas M. Mertens, 2017. "The Social Cost of Near-Rational Investment," American Economic Review, American Economic Association, vol. 107(4), pages 1059-1103, April.
- Hassan, Tarek & Mertens, Thomas M., 2014. "The Social Cost of Near-Rational Investment," CEPR Discussion Papers 10007, C.E.P.R. Discussion Papers.
- Tarek A. Hassan & Thomas M. Mertens, 2016. "The Social Cost of Near-Rational Investment," Working Paper Series 2016-16, Federal Reserve Bank of San Francisco.
- Thomas M. Mertens & Tarek A. Hassan, 2010. "The Social Cost of Near-Rational Investment," 2010 Meeting Papers 370, Society for Economic Dynamics.
Mentioned in:
- The high welfare cost of small information failures
by Economic Logician in Economic Logic on 2011-06-09 20:19:00
Working papers
- Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2020.
"A Risk-based Theory of Exchange Rate Stabilization,"
Working Paper Series
2016-15, Federal Reserve Bank of San Francisco.
- Tarek A Hassan & Thomas M Mertens & Tony Zhang, 2023. "A Risk-based Theory of Exchange Rate Stabilization," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(2), pages 879-911.
- Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2016. "A Risk-based Theory of Exchange Rate Stabilization," NBER Working Papers 22790, National Bureau of Economic Research, Inc.
Cited by:
- Croce, Mariano & Colacito, Ric & Liu, Yang & Shaliastovich, Ivan, 2018.
"Volatility Risk Pass-Through,"
CEPR Discussion Papers
13325, C.E.P.R. Discussion Papers.
- Yang Liu & Mariano Croce & Ivan Shaliastovich & Ric Colacito, 2016. "Volatility Risk Pass-Through," 2016 Meeting Papers 135, Society for Economic Dynamics.
- Riccardo Colacito & Mariano Max Croce & Yang Liu & Ivan Shaliastovich, 2018. "Volatility Risk Pass-through," NBER Working Papers 25276, National Bureau of Economic Research, Inc.
- Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2015.
"Not so disconnected: exchange rates and the capital stock,"
Working Paper Series
2015-21, Federal Reserve Bank of San Francisco.
- Hassan, Tarek & Mertens, Thomas M. & Zhang, Tony, 2015. "Not so Disconnected: Exchange Rates and the Capital Stock," CEPR Discussion Papers 10744, C.E.P.R. Discussion Papers.
- Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2016. "Not So Disconnected: Exchange Rates and the Capital Stock," NBER Chapters, in: NBER International Seminar on Macroeconomics 2015, National Bureau of Economic Research, Inc.
- Tarek Alexander Hassan & Thomas Mertens & Tony Zhang, 2015. "Not so Disconnected: Exchange Rates and the Capital Stock," NBER Working Papers 21445, National Bureau of Economic Research, Inc.
- Hassan, Tarek A. & Mertens, Thomas M. & Zhang, Tony, 2016. "Not so disconnected: Exchange rates and the capital stock," Journal of International Economics, Elsevier, vol. 99(S1), pages 43-57.
- Marcel Fratzscher & Tobias Heidland & Lukas Menkhoff & Lucio Sarno & Maik Schmeling, 2020.
"Foreign Exchange Intervention: A New Database,"
Discussion Papers of DIW Berlin
1915, DIW Berlin, German Institute for Economic Research.
- Fratzscher, Marcel & Heidland, Tobias & Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik, 2022. "Foreign exchange intervention: A new database," CEPR Discussion Papers 17558, C.E.P.R. Discussion Papers.
- Fratzscher, Marcel & Heidland, Tobias & Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik, 2020. "Foreign exchange intervention: A new database," Kiel Working Papers 2171, Kiel Institute for the World Economy (IfW Kiel).
- Marcel Fratzscher & Tobias Heidland & Lukas Menkhoff & Lucio Sarno & Maik Schmeling, 2023. "Foreign Exchange Intervention: A New Database," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(4), pages 852-884, December.
- Lukas Menkhoff & Malte Rieth & Tobias Stöhr, 2020.
"The Dynamic Impact of FX Interventions on Financial Markets,"
Discussion Papers of DIW Berlin
1854, DIW Berlin, German Institute for Economic Research.
- Menkhoff, Lukas & Rieth, Malte & Stöhr, Tobias, 2020. "The dynamic impact of FX interventions on financial markets," Kiel Working Papers 2151, Kiel Institute for the World Economy (IfW Kiel).
- Lukas Menkhoff & Malte Rieth & Tobias Stohr, 2021. "The Dynamic Impact of FX Interventions on Financial Markets," The Review of Economics and Statistics, MIT Press, vol. 103(5), pages 939-953, December.
- Menkhoff, Lukas & Rieth, Malte & Stöhr, Tobias, 2019. "The Dynamic Impact of FX Interventions on Financial Markets," Rationality and Competition Discussion Paper Series 205, CRC TRR 190 Rationality and Competition.
- Menkhoff, Lukas & Rieth, Malte & Stöhr, Tobias, 2021. "The Dynamic Impact of FX Interventions on Financial Markets," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 103(5), pages 939-953.
- Rieth, Malte & Menkhoff, Lukas & Stöhr, Tobias, 2019. "The dynamic impact of FX interventions on financial markets," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203504, Verein für Socialpolitik / German Economic Association.
- Kathryn M. E. Dominguez, 2020. "Revisiting Exchange Rate Rules," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(3), pages 693-719, September.
- Guido M. Kuersteiner & David C. Phillips & Mauricio Villamizar-Villegas, 2016.
"Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy,"
Borradores de Economia
964, Banco de la Republica de Colombia.
- Kuersteiner, Guido M. & Phillips, David C. & Villamizar-Villegas, Mauricio, 2018. "Effective sterilized foreign exchange intervention? Evidence from a rule-based policy," Journal of International Economics, Elsevier, vol. 113(C), pages 118-138.
- Luna Santos, Francisco, 2021. "Comparing the impact of discretionary and pre-announced central bank interventions," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Tarek A. Hassan & Tony Zhang, 2021.
"The Economics of Currency Risk,"
Annual Review of Economics, Annual Reviews, vol. 13(1), pages 281-307, August.
- Hassan, Tarek & Zhang, Tony, 2020. "The Economics of Currency Risk," CEPR Discussion Papers 15313, C.E.P.R. Discussion Papers.
- Tarek Alexander Hassan & Tony Zhang, 2020. "The Economics of Currency Risk," NBER Working Papers 27847, National Bureau of Economic Research, Inc.
- Vania Stavrakeva & Jenny Tang, 2018. "The dollar during the global recession: US monetary policy and the exorbitant duty," Working Papers 18-10, Federal Reserve Bank of Boston.
- Matteo Maggiori, 2021. "FX policy when financial markets are imperfect," BIS Working Papers 942, Bank for International Settlements.
- Tony Zhang, 2022. "Monetary Policy Spillovers through Invoicing Currencies," Journal of Finance, American Finance Association, vol. 77(1), pages 129-161, February.
- Maggiori, Matteo, 2021.
"International Macroeconomics With Imperfect Financial Markets,"
SocArXiv
z8g6r, Center for Open Science.
- Maggiori, Matteo, 2022. "International Macroeconomics With Imperfect Financial Markets," CEPR Discussion Papers 17197, C.E.P.R. Discussion Papers.
- Jamali, Ibrahim & Yamani, Ehab & Smallwood, Aaron D., 2023. "An investment-based explanation of currency excess returns," Journal of International Money and Finance, Elsevier, vol. 133(C).
- Thomas M. Mertens & John C. Williams, 2020.
"What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices,"
Working Paper Series
2018-03, Federal Reserve Bank of San Francisco.
- Thomas M. Mertens & John C. Williams, 2021. "What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices," American Economic Review, American Economic Association, vol. 111(8), pages 2473-2505, August.
- Thomas M. Mertens & John C. Williams, 2018. "What to expect from the lower bound on interest rates: evidence from derivatives prices," Staff Reports 865, Federal Reserve Bank of New York.
Cited by:
- Chernov, Mikhail & Bauer, Michael, 2021.
"Interest Rate Skewness and Biased Beliefs,"
CEPR Discussion Papers
16274, C.E.P.R. Discussion Papers.
- Michael D. Bauer & Mikhail Chernov, 2021. "Interest Rate Skewness and Biased Beliefs," CESifo Working Paper Series 9150, CESifo.
- Michael D. Bauer & Mikhail Chernov, 2021. "Interest Rate Skewness and Biased Beliefs," NBER Working Papers 28954, National Bureau of Economic Research, Inc.
- Bauer, Michael & Chernov, Mikhail, 2021. "Interest rate skewness and biased beliefs," IMFS Working Paper Series 163, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Michael Bauer & Mikhail Chernov, 2024. "Interest Rate Skewness and Biased Beliefs," Journal of Finance, American Finance Association, vol. 79(1), pages 173-217, February.
- He Nie & Jordan Roulleau-Pasdeloup, 2022.
"Online Appendix to "The promises (and perils) of control-contingent forward guidance","
Online Appendices
21-153, Review of Economic Dynamics.
- He Nie & Jordan Roulleau-Pasdeloup, 2023. "The promises (and perils) of control-contingent forward guidance," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 77-98, July.
- Pablo Cuba-Borda & Sanjay R. Singh, 2022.
"Understanding Persistent ZLB: Theory and Assessment,"
Working Papers
346, University of California, Davis, Department of Economics.
- Pablo Cuba-Borda & Sanjay R. Singh, 2024. "Understanding Persistent ZLB: Theory and Assessment," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(3), pages 389-416, July.
- Pablo A. Cuba-Borda & Sanjay R. Singh, 2023. "Understanding Persistent ZLB: Theory and Assessment," Working Paper Series 2024-03, Federal Reserve Bank of San Francisco.
- Schupp, Fabian, 2020.
"The (ir)relevance of the nominal lower bound for real yield curve analysis,"
Discussion Papers
32/2020, Deutsche Bundesbank.
- Schupp, Fabian, 2020. "The (ir)relevance of the nominal lower bound for real yield curve analysis," Working Paper Series 2476, European Central Bank.
- David Staines, 2023. "Stochastic Equilibrium the Lucas Critique and Keynesian Economics," Papers 2312.16214, arXiv.org, revised Jun 2024.
- 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.
- Michael Woodford & Yinxi Xie, 2020.
"Fiscal and Monetary Stabilization Policy at the Zero Lower Bound: Consequences of Limited Foresight,"
NBER Working Papers
27521, National Bureau of Economic Research, Inc.
- Michael Woodford & Yinxi Xie, 2021. "Fiscal and Monetary Stabilization Policy at the Zero Lower Bound: Consequences of Limited Foresight," Staff Working Papers 21-51, Bank of Canada.
- Woodford, Michael & Xie, Yinxi, 2022. "Fiscal and monetary stabilization policy at the zero lower bound: Consequences of limited foresight," Journal of Monetary Economics, Elsevier, vol. 125(C), pages 18-35.
- Woodford, Michael & Xie, Yinxi, 2020. "Fiscal and Monetary Stabilization Policy at the Zero Lower Bound: Consequences of Limited Foresight," CEPR Discussion Papers 15042, C.E.P.R. Discussion Papers.
- Hills, Timothy S. & Nakata, Taisuke & Schmidt, Sebastian, 2019.
"Effective lower bound risk,"
European Economic Review, Elsevier, vol. 120(C).
- Timothy S. Hills & Taisuke Nakata & Sebastian Schmidt, 2019. "Effective Lower Bound Risk," Finance and Economics Discussion Series 2019-077, Board of Governors of the Federal Reserve System (U.S.).
- Ryan Niladri Banerjee & Juan Contreras & Aaron Mehrotra & Fabrizio Zampolli, 2020. "Inflation at risk in advanced and emerging economies," BIS Working Papers 883, Bank for International Settlements.
- Mary C. Daly, 2022.
"This Time Is Different…Because We Are,"
Speech
93772, Federal Reserve Bank of San Francisco.
- Mary C. Daly, 2022. "This Time Is Different…Because We Are," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2022(05), pages 1-08, February.
- 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.
- Thomas M. Mertens & John C. Williams, 2019.
"Tying Down the Anchor: Monetary Policy Rules and the Lower Bound on Interest Rates,"
Working Paper Series
2019-14, Federal Reserve Bank of San Francisco.
- Thomas M. Mertens & John C. Williams, 2019. "Tying down the anchor: monetary policy rules and the lower bound on interest rates," Staff Reports 887, Federal Reserve Bank of New York.
- Sirio Aramonte, 2022. "Inflation risk and the labor market: beneath the surface of a flat Phillips curve," BIS Working Papers 1054, Bank for International Settlements.
- Lamla, Michael & Pfajfar, Damjan & Rendell, Lea, 2019.
"Inflation and Deflationary Biases in Inflation Expectations,"
VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy
203644, Verein für Socialpolitik / German Economic Association.
- Lamla, Michael & PJaifar, Damian & Rendell, Lea, 2019. "Inflation and Deflationary Biases in Inflation Expectations," Essex Finance Centre Working Papers 24771, University of Essex, Essex Business School.
- Michael J. Lamla & Damjan Pfajfar & Lea Rendell, 2019. "Inflation and Deflationary Biases in Inflation Expectations," Finance and Economics Discussion Series 2019-042, Board of Governors of the Federal Reserve System (U.S.).
- Michael J. Lamla & Damjan Pfajfar & Lea Rendell, 2019. "Inflation and deflationary biases in inflation expectations," BIS Working Papers 789, Bank for International Settlements.
- Michael J. Lamla & Damjan Pfajfar & Lea Rendell, 2024. "Inflation and Deflationary Biases in the Distribution of Inflation Expectations: Theory and Empirical Evidence from Nine Countries," Working Papers 24-26, Federal Reserve Bank of Cleveland.
- Sanjay R. Singh & Pablo Cuba-Borda, 2019.
"Understanding Persistent Stagnation,"
Working Papers
329, University of California, Davis, Department of Economics.
- Pablo A. Cuba-Borda & Sanjay R. Singh, 2019. "Understanding Persistent Stagnation," International Finance Discussion Papers 1243, Board of Governors of the Federal Reserve System (U.S.).
- Banerjee, Ryan & Contreras, Juan & Mehrotra, Aaron & Zampolli, Fabrizio, 2024. "Inflation at risk in advanced and emerging market economies," Journal of International Money and Finance, Elsevier, vol. 142(C).
- Thomas M. Mertens & John C. Williams, 2019.
"Monetary Policy Frameworks and the Effective Lower Bound on Interest Rates,"
AEA Papers and Proceedings, American Economic Association, vol. 109, pages 427-432, May.
- Thomas M. Mertens & John C. Williams, 2019. "Monetary policy frameworks and the effective lower bound on interest rates," Staff Reports 877, Federal Reserve Bank of New York.
- Thomas M. Mertens & John C. Williams, 2019. "Monetary Policy Frameworks and the Effective Lower Bound on Interest Rates," Working Paper Series 2019-01, Federal Reserve Bank of San Francisco.
- John C. Williams, 2023. "Effective dialogue and well anchored inflation expectations: essential tools for navigating challenging times," BIS Papers chapters, in: Bank for International Settlements (ed.), Central banking in the Americas: Lessons from two decades, volume 127, pages 149-162, Bank for International Settlements.
- Robert Amano & Thomas Carter & Sylvain Leduc, 2019. "Precautionary Pricing: The Disinflationary Effects of ELB Risk," Working Paper Series 2019-26, Federal Reserve Bank of San Francisco.
- Thomas M. Mertens & John C. Williams, 2019.
"Tying Down the Anchor: Monetary Policy Rules and the Lower Bound on Interest Rates,"
Working Paper Series
2019-14, Federal Reserve Bank of San Francisco.
- Thomas M. Mertens & John C. Williams, 2019. "Tying down the anchor: monetary policy rules and the lower bound on interest rates," Staff Reports 887, Federal Reserve Bank of New York.
Cited by:
- He Nie & Jordan Roulleau-Pasdeloup, 2022.
"Online Appendix to "The promises (and perils) of control-contingent forward guidance","
Online Appendices
21-153, Review of Economic Dynamics.
- He Nie & Jordan Roulleau-Pasdeloup, 2023. "The promises (and perils) of control-contingent forward guidance," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 77-98, July.
- William Chen & Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020.
"What’s Up with the Phillips Curve?,"
Liberty Street Economics
20200918a, Federal Reserve Bank of New York.
- Primiceri, Giorgio & Del Negro, Marco & Lenza, Michele & Tambalotti, Andrea, 2020. "What's up with the Phillips Curve?," CEPR Discussion Papers 14583, C.E.P.R. Discussion Papers.
- Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What’s up with the Phillips Curve?," NBER Working Papers 27003, National Bureau of Economic Research, Inc.
- Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio E. & Tambalotti, Andrea, 2020. "What’s up with the Phillips Curve?," Working Paper Series 2435, European Central Bank.
- Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What's Up with the Phillips Curve?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 51(1 (Spring), pages 301-373.
- Coenen, Günter & Montes-Galdón, Carlos & Smets, Frank, 2020.
"Effects of state-dependent forward guidance, large-scale asset purchases and fiscal stimulus in a low-interest-rate environment,"
Working Paper Series
2352, European Central Bank.
- Smets, Frank & Coenen, Günter & Montes-Galdón, Carlos, 2021. "Effects of State-Dependent Forward Guidance, Large-Scale Asset Purchases and Fiscal Stimulus in a Low-Interest-Rate Environment," CEPR Discussion Papers 16050, C.E.P.R. Discussion Papers.
- Coenen, Günter & Montes-Galdón, Carlos & Smets, Frank, 2020. "Effects of state-dependent forward guidance, large-scale asset purchases and fiscal stimulus in a low-interest-rate environment," CFS Working Paper Series 639, Center for Financial Studies (CFS).
- Günter Coenen & Carlos Montes‐Galdón & Frank Smets, 2023. "Effects of State‐Dependent Forward Guidance, Large‐Scale Asset Purchases, and Fiscal Stimulus in a Low‐Interest‐Rate Environment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(4), pages 825-858, June.
- Günter Coenen & Carlos Montes-Galdón & Frank Smets, 2019. "Effects of State-Dependent Forward Guidance, Large-Scale Asset Purchases and Fiscal Stimulus in a Low-Interest-Rate Environment," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/983, Ghent University, Faculty of Economics and Business Administration.
- Orphanides, Athanasios & Hofmann, Boris & Lombardi, Marco & Mojon, Benoit, 2021.
"Fiscal and monetary policy interactions in a low interest rate world,"
CEPR Discussion Papers
16411, C.E.P.R. Discussion Papers.
- Boris Hofmann & Marco Jacopo Lombardi & Benoit Mojon & Athanasios Orphanides, 2021. "Fiscal and monetary policy interactions in a low interest rate world," BIS Working Papers 954, Bank for International Settlements.
- Bianchi, Francesco & Melosi, Leonardo & Rottner, Matthias, 2021.
"Hitting the elusive inflation target,"
Journal of Monetary Economics, Elsevier, vol. 124(C), pages 107-122.
- Bianchi, Francesco & Melosi, Leonardo & Rottner, Matthias, 2021. "Hitting the elusive inflation target," Discussion Papers 40/2021, Deutsche Bundesbank.
- Francesco Bianchi & Leonardo Melosi & Matthias Rottner, 2019. "Hitting the Elusive Inflation Target," Working Paper Series WP-2019-7, Federal Reserve Bank of Chicago.
- Francesco Bianchi & Leonardo Melosi & Matthias Rottner, 2019. "Hitting the Elusive Inflation Target," NBER Working Papers 26279, National Bureau of Economic Research, Inc.
- Melosi, Leonardo & Bianchi, Francesco & Rottner, Matthias, 2019. "Hitting the Elusive Inflation Target," CEPR Discussion Papers 14161, C.E.P.R. Discussion Papers.
- Flora Budianto & Taisuke Nakata & Sebastian Schmidt, 2020.
"Average inflation targeting and the interest rate lower bound,"
BIS Working Papers
852, Bank for International Settlements.
- Nakata, Taisuke & Schmidt, Sebastian & Budianto, Flora, 2020. "Average inflation targeting and the interest rate lower bound," Working Paper Series 2394, European Central Bank.
- Flora Budianto & Taisuke Nakata & Sebastian Schmidt, 2020. "Average Inflation Targeting and the Interest Rate Lower Bound," CARF F-Series CARF-F-486, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Budianto, Flora & Nakata, Taisuke & Schmidt, Sebastian, 2023. "Average inflation targeting and the interest rate lower bound," European Economic Review, Elsevier, vol. 152(C).
- Schmidt, Sebastian & Budianto, Flora & Nakata, Taisuke, 2020. "Average Inflation Targeting and the Interest Rate Lower Bound," CEPR Discussion Papers 14400, C.E.P.R. Discussion Papers.
- Coenen, Günter & Montes-Galdón, Carlos & Schmidt, Sebastian, 2021.
"Macroeconomic stabilisation and monetary policy effectiveness in a low-interest-rate environment,"
CFS Working Paper Series
656, Center for Financial Studies (CFS).
- Schmidt, Sebastian & Coenen, Günter & Montes-Galdón, Carlos, 2021. "Macroeconomic stabilisation and monetary policy effectiveness in a low-interest-rate environment," CEPR Discussion Papers 16403, C.E.P.R. Discussion Papers.
- Coenen, Günter & Montes-Galdón, Carlos & Schmidt, Sebastian, 2021. "Macroeconomic stabilisation and monetary policy effectiveness in a low-interest-rate environment," Journal of Economic Dynamics and Control, Elsevier, vol. 132(C).
- Coenen, Günter & Montes-Galdón, Carlos & Schmidt, Sebastian, 2021. "Macroeconomic stabilisation and monetary policy effectiveness in a low-interest-rate environment," Working Paper Series 2572, European Central Bank.
- Gauti Eggertsson & Sergey K. Egiev & Alessandro Lin & Josef Platzer & Luca Riva, 2020.
"A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration,"
Working Papers
2020-14, Brown University, Department of Economics.
- Gauti Eggertsson & Sergey Egiev & Alessandro Lin & Josef Platzer & Luca Riva, 2021. "A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 121-173, July.
- Gauti B. Eggertsson & Sergey K. Egiev & Alessandro Lin & Josef Platzer & Luca Riva, 2020. "A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration," NBER Working Papers 27878, National Bureau of Economic Research, Inc.
- John C. Williams, 2019. "When the Facts Change…: remarks at the 9th High-Level Conference on the International Monetary System, Zürich, Switzerland," Speech 320, Federal Reserve Bank of New York.
- Chengcheng Jia & Jing Cynthia Wu, 2021. "Average Inflation Targeting: Time Inconsistency And Intentional Ambiguity," Working Papers 21-19R, Federal Reserve Bank of Cleveland, revised 01 Feb 2022.
- Chengcheng Jia & Jing Cynthia Wu, 2022.
"Average Inflation Targeting: Time Inconsistency and Ambiguous Communication,"
NBER Working Papers
29673, National Bureau of Economic Research, Inc.
- Jia, Chengcheng & Wu, Jing Cynthia, 2023. "Average inflation targeting: Time inconsistency and ambiguous communication," Journal of Monetary Economics, Elsevier, vol. 138(C), pages 69-86.
- Eo, Yunjong & Lie, Denny, 2020.
"Average inflation targeting and interest-rate smoothing,"
Economics Letters, Elsevier, vol. 189(C).
- Eo, Yunjong & Lie, Denny, 2019. "Average Inflation Targeting and Interest-Rate Smoothing," Working Papers 2019-15, University of Sydney, School of Economics.
- Joshua Dennis Hall & Peter V. Bias, 2022. "Average inflation targeting and economic volatility," Economics Bulletin, AccessEcon, vol. 42(4), pages 2161-2170.
- Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander, 2021. "The ECB’s price stability framework: past experience, and current and future challenges," Occasional Paper Series 269, European Central Bank.
- Isabel Cairó & Jae W. Sim, 2020.
"Monetary Policy and Financial Stability,"
Finance and Economics Discussion Series
2020-101, Board of Governors of the Federal Reserve System (U.S.).
- Cairó, Isabel & Sim, Jae, 2023. "Monetary policy and financial stability," Journal of Economic Dynamics and Control, Elsevier, vol. 157(C).
- Andrade, Philippe & Galí, Jordi & Le Bihan, Hervé & Matheron, Julien, 2021. "Should the ECB adjust its strategy in the face of a lower r★?," Journal of Economic Dynamics and Control, Elsevier, vol. 132(C).
- Robert Amano & Stefano Gnocchi & Sylvain Leduc & Joel Wagner, 2020.
"Average Is Good Enough: Average-Inflation Targeting and the ELB,"
Working Paper Series
2020-21, Federal Reserve Bank of San Francisco.
- Robert Amano & Stefano Gnocchi & Sylvain Leduc & Joel Wagner, 2020. "Average is Good Enough: Average-inflation Targeting and the ELB," Staff Working Papers 20-31, Bank of Canada.
- Adrian Penalver & Daniele Siena, 2021. "The Deflationary Bias of the ZLB and the FED’s Strategic Response," Working papers 843, Banque de France.
- Richard H. Clarida, 2022. "The Federal Reserve's New Framework: Context and Consequences," Finance and Economics Discussion Series 2022-001, Board of Governors of the Federal Reserve System (U.S.).
- Jasmina Arifovic & Alex Grimaud & Isabelle Salle & Gauthier Vermandel, 2020.
"Social Learning and Monetary Policy at the Effective Lower Bound,"
Staff Working Papers
20-2, Bank of Canada.
- Jasmina Arifovic & Alex Grimaud & Isabelle Salle & Gauthier Vermandel, 2024. "Social Learning and Monetary Policy at the Effective Lower Bound," Post-Print hal-04502663, HAL.
- John B. Taylor, 2021. "Simple monetary rules: many strengths and few weaknesses," European Journal of Law and Economics, Springer, vol. 52(2), pages 267-283, December.
- Eo, Yunjong & McClung, Nigel, 2021. "Determinacy and E-stability with interest rate rules at the zero lower bound," Bank of Finland Research Discussion Papers 14/2021, Bank of Finland.
- Takuji Kawamoto & Jouchi Nakajima & Tomoaki Mikami, 2021. "Supplementary Paper Series for the "Assessment" (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model," Bank of Japan Working Paper Series 21-E-9, Bank of Japan.
- Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur & Yiangou, Jonathan, 2019. "A tale of two decades: the ECB’s monetary policy at 20," Working Paper Series 2346, European Central Bank.
- John C. Williams, 2019. "If we fail to prepare, we prepare to rail: remarks at Council on Foreign Relations, New York City," Speech 323, Federal Reserve Bank of New York.
- Thomas M. Mertens & John C. Williams, 2019.
"Monetary Policy Frameworks and the Effective Lower Bound on Interest Rates,"
Working Paper Series
2019-01, Federal Reserve Bank of San Francisco.
- Thomas M. Mertens & John C. Williams, 2019. "Monetary Policy Frameworks and the Effective Lower Bound on Interest Rates," AEA Papers and Proceedings, American Economic Association, vol. 109, pages 427-432, May.
- Thomas M. Mertens & John C. Williams, 2019. "Monetary policy frameworks and the effective lower bound on interest rates," Staff Reports 877, Federal Reserve Bank of New York.
Cited by:
- Elfsbacka Schmöller, Michaela & Spitzer, Martin, 2022. "Lower for longer under endogenous technology growth," Working Paper Series 2714, European Central Bank.
- He Nie & Jordan Roulleau-Pasdeloup, 2022.
"Online Appendix to "The promises (and perils) of control-contingent forward guidance","
Online Appendices
21-153, Review of Economic Dynamics.
- He Nie & Jordan Roulleau-Pasdeloup, 2023. "The promises (and perils) of control-contingent forward guidance," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 77-98, July.
- Dürmeier, Stefan, 2022. "A model of quantitative easing at the zero lower bound," BERG Working Paper Series 183, Bamberg University, Bamberg Economic Research Group.
- William Chen & Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020.
"What’s Up with the Phillips Curve?,"
Liberty Street Economics
20200918a, Federal Reserve Bank of New York.
- Primiceri, Giorgio & Del Negro, Marco & Lenza, Michele & Tambalotti, Andrea, 2020. "What's up with the Phillips Curve?," CEPR Discussion Papers 14583, C.E.P.R. Discussion Papers.
- Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What’s up with the Phillips Curve?," NBER Working Papers 27003, National Bureau of Economic Research, Inc.
- Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio E. & Tambalotti, Andrea, 2020. "What’s up with the Phillips Curve?," Working Paper Series 2435, European Central Bank.
- Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What's Up with the Phillips Curve?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 51(1 (Spring), pages 301-373.
- Coenen, Günter & Montes-Galdón, Carlos & Smets, Frank, 2020.
"Effects of state-dependent forward guidance, large-scale asset purchases and fiscal stimulus in a low-interest-rate environment,"
Working Paper Series
2352, European Central Bank.
- Smets, Frank & Coenen, Günter & Montes-Galdón, Carlos, 2021. "Effects of State-Dependent Forward Guidance, Large-Scale Asset Purchases and Fiscal Stimulus in a Low-Interest-Rate Environment," CEPR Discussion Papers 16050, C.E.P.R. Discussion Papers.
- Coenen, Günter & Montes-Galdón, Carlos & Smets, Frank, 2020. "Effects of state-dependent forward guidance, large-scale asset purchases and fiscal stimulus in a low-interest-rate environment," CFS Working Paper Series 639, Center for Financial Studies (CFS).
- Günter Coenen & Carlos Montes‐Galdón & Frank Smets, 2023. "Effects of State‐Dependent Forward Guidance, Large‐Scale Asset Purchases, and Fiscal Stimulus in a Low‐Interest‐Rate Environment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(4), pages 825-858, June.
- Günter Coenen & Carlos Montes-Galdón & Frank Smets, 2019. "Effects of State-Dependent Forward Guidance, Large-Scale Asset Purchases and Fiscal Stimulus in a Low-Interest-Rate Environment," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/983, Ghent University, Faculty of Economics and Business Administration.
- Jonas E. Arias & Martin Bodenstein & Hess T. Chung & Thorsten Drautzburg & Andrea Raffo, 2020. "Alternative Strategies: How Do They Work? How Might They Help?," Finance and Economics Discussion Series 2020-068, Board of Governors of the Federal Reserve System (U.S.).
- Andrade Philippe, & Galí Jordi, & Le Bihan Hervé, & Matheron Julien., 2021.
"Should the ECB Adjust its Strategy in the Face of a Lower r*?,"
Working papers
811, Banque de France.
- GalÃ, Jordi & Andrade, Philippe & Le Bihan, Hervé & Matheron, Julien, 2021. "Should the ECB Adjust its Strategy in the Face of a Lower r*?," CEPR Discussion Papers 16042, C.E.P.R. Discussion Papers.
- Philippe Andrade & Jordi Galí & Hervé Le Bihan & Julien Matheron, 2021. "Should the ECB Adjust its Strategy in the Face of a Lower r*?," Working Papers 1236, Barcelona School of Economics.
- Philippe Andrade & Jordi Galí & Hervé Le Bihan & Julien Matheron, 2021. "Should the ECB adjust its strategy in the face of a lower r*?," Economics Working Papers 1767, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2021.
- Philippe Andrade & Jordi Gali & Hervé Le Bihan & Julien Matheron, 2021. "Should the ECB Adjust Its Strategy in the Face of a Lower r*?," Working Papers 22-1, Federal Reserve Bank of Boston.
- Orphanides, Athanasios & Hofmann, Boris & Lombardi, Marco & Mojon, Benoit, 2021.
"Fiscal and monetary policy interactions in a low interest rate world,"
CEPR Discussion Papers
16411, C.E.P.R. Discussion Papers.
- Boris Hofmann & Marco Jacopo Lombardi & Benoit Mojon & Athanasios Orphanides, 2021. "Fiscal and monetary policy interactions in a low interest rate world," BIS Working Papers 954, Bank for International Settlements.
- Bianchi, Francesco & Melosi, Leonardo & Rottner, Matthias, 2021.
"Hitting the elusive inflation target,"
Journal of Monetary Economics, Elsevier, vol. 124(C), pages 107-122.
- Bianchi, Francesco & Melosi, Leonardo & Rottner, Matthias, 2021. "Hitting the elusive inflation target," Discussion Papers 40/2021, Deutsche Bundesbank.
- Francesco Bianchi & Leonardo Melosi & Matthias Rottner, 2019. "Hitting the Elusive Inflation Target," Working Paper Series WP-2019-7, Federal Reserve Bank of Chicago.
- Francesco Bianchi & Leonardo Melosi & Matthias Rottner, 2019. "Hitting the Elusive Inflation Target," NBER Working Papers 26279, National Bureau of Economic Research, Inc.
- Melosi, Leonardo & Bianchi, Francesco & Rottner, Matthias, 2019. "Hitting the Elusive Inflation Target," CEPR Discussion Papers 14161, C.E.P.R. Discussion Papers.
- Mary C. Daly, 2023.
"What the Moment Demands,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2023(30), pages 1-6, November.
- Mary C. Daly, 2023. "What the Moment Demands," Speech 97336, Federal Reserve Bank of San Francisco.
- Flora Budianto & Taisuke Nakata & Sebastian Schmidt, 2020.
"Average inflation targeting and the interest rate lower bound,"
BIS Working Papers
852, Bank for International Settlements.
- Nakata, Taisuke & Schmidt, Sebastian & Budianto, Flora, 2020. "Average inflation targeting and the interest rate lower bound," Working Paper Series 2394, European Central Bank.
- Flora Budianto & Taisuke Nakata & Sebastian Schmidt, 2020. "Average Inflation Targeting and the Interest Rate Lower Bound," CARF F-Series CARF-F-486, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Budianto, Flora & Nakata, Taisuke & Schmidt, Sebastian, 2023. "Average inflation targeting and the interest rate lower bound," European Economic Review, Elsevier, vol. 152(C).
- Schmidt, Sebastian & Budianto, Flora & Nakata, Taisuke, 2020. "Average Inflation Targeting and the Interest Rate Lower Bound," CEPR Discussion Papers 14400, C.E.P.R. Discussion Papers.
- Coenen, Günter & Montes-Galdón, Carlos & Schmidt, Sebastian, 2021.
"Macroeconomic stabilisation and monetary policy effectiveness in a low-interest-rate environment,"
CFS Working Paper Series
656, Center for Financial Studies (CFS).
- Schmidt, Sebastian & Coenen, Günter & Montes-Galdón, Carlos, 2021. "Macroeconomic stabilisation and monetary policy effectiveness in a low-interest-rate environment," CEPR Discussion Papers 16403, C.E.P.R. Discussion Papers.
- Coenen, Günter & Montes-Galdón, Carlos & Schmidt, Sebastian, 2021. "Macroeconomic stabilisation and monetary policy effectiveness in a low-interest-rate environment," Journal of Economic Dynamics and Control, Elsevier, vol. 132(C).
- Coenen, Günter & Montes-Galdón, Carlos & Schmidt, Sebastian, 2021. "Macroeconomic stabilisation and monetary policy effectiveness in a low-interest-rate environment," Working Paper Series 2572, European Central Bank.
- Brandyn Bok & Thomas M. Mertens & John C. Williams, 2022.
"Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds,"
Working Paper Series
2022-06, Federal Reserve Bank of San Francisco.
- Brandyn Bok & Thomas M. Mertens & John C. Williams, 2022. "Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds," Staff Reports 1011, Federal Reserve Bank of New York.
- Gauti Eggertsson & Sergey K. Egiev & Alessandro Lin & Josef Platzer & Luca Riva, 2020.
"A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration,"
Working Papers
2020-14, Brown University, Department of Economics.
- Gauti Eggertsson & Sergey Egiev & Alessandro Lin & Josef Platzer & Luca Riva, 2021. "A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 121-173, July.
- Gauti B. Eggertsson & Sergey K. Egiev & Alessandro Lin & Josef Platzer & Luca Riva, 2020. "A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration," NBER Working Papers 27878, National Bureau of Economic Research, Inc.
- John C. Williams, 2019. "When the Facts Change…: remarks at the 9th High-Level Conference on the International Monetary System, Zürich, Switzerland," Speech 320, Federal Reserve Bank of New York.
- Chengcheng Jia & Jing Cynthia Wu, 2022.
"Average Inflation Targeting: Time Inconsistency and Ambiguous Communication,"
NBER Working Papers
29673, National Bureau of Economic Research, Inc.
- Jia, Chengcheng & Wu, Jing Cynthia, 2023. "Average inflation targeting: Time inconsistency and ambiguous communication," Journal of Monetary Economics, Elsevier, vol. 138(C), pages 69-86.
- Hoffmann, Mathias & Moench, Emanuel & Pavlova, Lora & Schultefrankenfeld, Guido, 2022.
"Would households understand average inflation targeting?,"
Journal of Monetary Economics, Elsevier, vol. 129(S), pages 52-66.
- Hoffmann, Mathias & Moench, Emanuel & Pavlova, Lora & Schultefrankenfeld, Guido, 2022. "Would Households Understand Average Inflation Targeting?," CEPR Discussion Papers 16786, C.E.P.R. Discussion Papers.
- Hoffmann, Mathias & Pavlova, Lora & Mönch, Emanuel & Schultefrankenfeld, Guido, 2022. "Would households understand average inflation targeting?," Discussion Papers 17/2022, Deutsche Bundesbank.
- Brent Bundick & Nicolas Petrosky-Nadeau, 2021.
"From Deviations to Shortfalls: The Effects of the FOMC's New Employment Objective,"
Working Paper Series
2021-18, Federal Reserve Bank of San Francisco.
- Brent Bundick & Nicolas Petrosky-Nadeau, 2021. "From Deviations to Shortfalls: The Effects of the FOMC’s New Employment Objective," Research Working Paper RWP 21-04, Federal Reserve Bank of Kansas City.
- Eo, Yunjong & Lie, Denny, 2020.
"Average inflation targeting and interest-rate smoothing,"
Economics Letters, Elsevier, vol. 189(C).
- Eo, Yunjong & Lie, Denny, 2019. "Average Inflation Targeting and Interest-Rate Smoothing," Working Papers 2019-15, University of Sydney, School of Economics.
- Mary C. Daly, 2023.
"Forward-Looking Policy in a Real-Time World,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2023(08), pages 1-8, March.
- Mary C. Daly, 2023. "Forward-Looking Policy in a Real-Time World," Speech 95746, Federal Reserve Bank of San Francisco.
- Salle, Isabelle L., 2023.
"What to target? Insights from a lab experiment,"
Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 514-533.
- Isabelle Salle, 2021. "What to Target? Insights from a Lab Experiment," Staff Working Papers 21-53, Bank of Canada.
- Sandra Daudignon & Oreste Tristani, 2022.
"Monetary policy and the drifting natural rate of interest,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
22/1057, Ghent University, Faculty of Economics and Business Administration.
- Daudignon, Sandra & Tristani, Oreste, 2023. "Monetary policy and the drifting natural rate of interest," Working Paper Series 2788, European Central Bank.
- Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander, 2021. "The ECB’s price stability framework: past experience, and current and future challenges," Occasional Paper Series 269, European Central Bank.
- Isabel Cairó & Jae W. Sim, 2020.
"Monetary Policy and Financial Stability,"
Finance and Economics Discussion Series
2020-101, Board of Governors of the Federal Reserve System (U.S.).
- Cairó, Isabel & Sim, Jae, 2023. "Monetary policy and financial stability," Journal of Economic Dynamics and Control, Elsevier, vol. 157(C).
- Andrade, Philippe & Galí, Jordi & Le Bihan, Hervé & Matheron, Julien, 2021. "Should the ECB adjust its strategy in the face of a lower r★?," Journal of Economic Dynamics and Control, Elsevier, vol. 132(C).
- Susana Párraga & Pedro del Río & Juan Luis Vega, 2019. "The Federal Reserve review of its monetary policy framework," Economic Bulletin, Banco de España, issue DEC.
- Robert Amano & Stefano Gnocchi & Sylvain Leduc & Joel Wagner, 2020.
"Average Is Good Enough: Average-Inflation Targeting and the ELB,"
Working Paper Series
2020-21, Federal Reserve Bank of San Francisco.
- Robert Amano & Stefano Gnocchi & Sylvain Leduc & Joel Wagner, 2020. "Average is Good Enough: Average-inflation Targeting and the ELB," Staff Working Papers 20-31, Bank of Canada.
- Bodenstein, Martin & Hebden, James & Winkler, Fabian, 2022. "Learning and misperception of makeup strategies," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Martin Bodenstein & James Hebden & Fabian Winkler, 2019. "Learning and Misperception: Implications for Price-Level Targeting," Finance and Economics Discussion Series 2019-078, Board of Governors of the Federal Reserve System (U.S.).
- Adrian Penalver & Daniele Siena, 2021. "The Deflationary Bias of the ZLB and the FED’s Strategic Response," Working papers 843, Banque de France.
- Michl Aleš, 2019. "Ten Years Later: Lessons for DSGE Builders and Czech Policy Makers," Review of Economic Perspectives, Sciendo, vol. 19(3), pages 159-174, September.
- Armantier, Olivier & Sbordone, Argia & Topa, Giorgio & van der Klaauw, Wilbert & Williams, John C., 2022.
"A new approach to assess inflation expectations anchoring using strategic surveys,"
Journal of Monetary Economics, Elsevier, vol. 129(S), pages 82-101.
- Olivier Armantier & Argia M. Sbordone & Giorgio Topa & Wilbert Van der Klaauw & John C. Williams, 2022. "A New Approach to Assess Inflation Expectations Anchoring Using Strategic Surveys," Staff Reports 1007, Federal Reserve Bank of New York.
- Jasmina Arifovic & Alex Grimaud & Isabelle Salle & Gauthier Vermandel, 2020.
"Social Learning and Monetary Policy at the Effective Lower Bound,"
Staff Working Papers
20-2, Bank of Canada.
- Jasmina Arifovic & Alex Grimaud & Isabelle Salle & Gauthier Vermandel, 2024. "Social Learning and Monetary Policy at the Effective Lower Bound," Post-Print hal-04502663, HAL.
- Cecchetti, Stephen & Schoenholtz, Kermit L., 2019. "Improving U.S. Monetary Policy Communications," CEPR Discussion Papers 13915, C.E.P.R. Discussion Papers.
- Martina Cecioni & Adriana Grasso & Alessandro Notarpietro & Massimiliano Pisani, 2021. "Revisiting monetary policy objectives and strategies: international experience and challenges from the ELB," Questioni di Economia e Finanza (Occasional Papers) 660, Bank of Italy, Economic Research and International Relations Area.
- Vasco Curdia, 2022. "Average Inflation Targeting in the Financial Crisis Recovery," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2022(01), pages 1-05, January.
- Jerome H. Powell, 2019. "Monetary Policy: Normalization and the Road Ahead : a speech at the 2019 SIEPR Economic Summit, Stanford Institute of Economic Policy Research, Stanford, California, March 8, 2019," Speech 1044, Board of Governors of the Federal Reserve System (U.S.).
- Beckworth, David & Horan, Patrick, 2022. "The Fate of FAIT: Salvaging the Fed’s Framework," Working Papers 10840, George Mason University, Mercatus Center.
- Frantisek Masek & Jan Zemlicka, 2024.
"Average Inflation Targeting: How far to look into the past and the future?,"
Working and Discussion Papers
WP 5/2024, Research Department, National Bank of Slovakia.
- Masek, Frantisek & Zemlicka, Jan, 2024. "Average inflation targeting: how far to look into the past and the future?," Working Paper Series 2955, European Central Bank.
- Fernando M. Duarte & Benjamin K. Johannsen & Leonardo Melosi & Taisuke Nakata, 2020. "Strengthening the FOMC’s Framework in View of the Effective Lower Bound and Some Considerations Related to Time-Inconsistent Strategies," Finance and Economics Discussion Series 2020-067, Board of Governors of the Federal Reserve System (U.S.).
- Fazal, Rizwan & Rehman, Syed Aziz Ur & Bhatti, M. Ishaq, 2022. "Graph theoretic approach to expose the energy-induced crisis in Pakistan," Energy Policy, Elsevier, vol. 169(C).
- Jerome H. Powell, 2019. "Opening Remarks : a speech at the \"Conference on Monetary Policy Strategy, Tools, and Communications Practices\" sponsored by the Federal Reserve, Federal Reserve Bank of Chicago, Chicago, ," Speech 1070, Board of Governors of the Federal Reserve System (U.S.).
- Wagner, Joel & Schlanger, Tudor & Zhang, Yang, 2023. "A horse race of alternative monetary policy regimes under bounded rationality," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
- Dridi, Ichrak & Boughrara, Adel, 2023. "Flexible inflation targeting and stock market volatility: Evidence from emerging market economies," Economic Modelling, Elsevier, vol. 126(C).
- Eo, Yunjong & McClung, Nigel, 2021. "Determinacy and E-stability with interest rate rules at the zero lower bound," Bank of Finland Research Discussion Papers 14/2021, Bank of Finland.
- Takuji Kawamoto & Jouchi Nakajima & Tomoaki Mikami, 2021. "Supplementary Paper Series for the "Assessment" (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model," Bank of Japan Working Paper Series 21-E-9, Bank of Japan.
- Joel Wagner & Tudor Schlanger & Yang Zhang, 2022. "A Horse Race of Alternative Monetary Policy Regimes Under Bounded Rationality," Discussion Papers 2022-4, Bank of Canada.
- Zheng Liu & Jianjun Miao & Dongling Su, 2022. "Fiscal Stimulus Under Average Inflation Targeting," Working Paper Series 2022-22, Federal Reserve Bank of San Francisco.
- Mary C. Daly, 2022.
"Resolute and Mindful: The Path to Price Stability,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2022(23), pages 1-6, November.
- Mary C. Daly, 2022. "Resolute and Mindful: The Path to Price Stability," Speech 95200, Federal Reserve Bank of San Francisco.
- Carl E. Walsh, 2019. "Alternatives to Inflation Targeting in Low Interest Rate Environments," IMES Discussion Paper Series 19-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
- Herzog, Bodo, 2023. "How credible is average and symmetric inflation targeting in an episode of high inflation?," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 1750-1761.
- Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur & Yiangou, Jonathan, 2019. "A tale of two decades: the ECB’s monetary policy at 20," Working Paper Series 2346, European Central Bank.
- Brent Bundick & Logan Hotz & Andrew Lee Smith, 2023. "How Optimal Was U.S. Monetary Policy at the Zero Lower Bound?," Research Working Paper RWP 23-14, Federal Reserve Bank of Kansas City.
- Große Steffen, Christoph, 2021. "Anchoring of long-term inflation expectations: Do inflation target formulations matter?," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242466, Verein für Socialpolitik / German Economic Association.
- John C. Williams, 2019. "If we fail to prepare, we prepare to rail: remarks at Council on Foreign Relations, New York City," Speech 323, Federal Reserve Bank of New York.
- Tarek A. Hassan & Thomas M. Mertens, 2016.
"The Social Cost of Near-Rational Investment,"
Working Paper Series
2016-16, Federal Reserve Bank of San Francisco.
- Tarek A. Hassan & Thomas M. Mertens, 2017. "The Social Cost of Near-Rational Investment," American Economic Review, American Economic Association, vol. 107(4), pages 1059-1103, April.
- Hassan, Tarek & Mertens, Thomas M., 2014. "The Social Cost of Near-Rational Investment," CEPR Discussion Papers 10007, C.E.P.R. Discussion Papers.
- Thomas M. Mertens & Tarek A. Hassan, 2010. "The Social Cost of Near-Rational Investment," 2010 Meeting Papers 370, Society for Economic Dynamics.
- Tarek A. Hassan & Thomas M. Mertens, 2011. "The Social Cost of Near-Rational Investment," NBER Working Papers 17027, National Bureau of Economic Research, Inc.
Cited by:
- Kyle Jurado, 2016. "Advance Information and Distorted Beliefs in Macroeconomic and Financial Fluctuations," 2016 Meeting Papers 154, Society for Economic Dynamics.
- Arnold, Lutz G. & Zelzner, Sebastian, 2022. "Financial trading versus entrepreneurship: Competition for talent and negative feedback effects," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 186-199.
- Joel M. David & Ina Simonovska, 2015.
"Correlated Beliefs, Returns, and Stock Market Volatility,"
NBER Working Papers
21480, National Bureau of Economic Research, Inc.
- Joel M. David & Ina Simonovska, 2016. "Correlated Beliefs, Returns, and Stock Market Volatility," NBER Chapters, in: NBER International Seminar on Macroeconomics 2015, National Bureau of Economic Research, Inc.
- David, Joel M. & Simonovska, Ina, 2016. "Correlated beliefs, returns, and stock market volatility," Journal of International Economics, Elsevier, vol. 99(S1), pages 58-77.
- Ina Simonovska & Joel David, 2016. "Correlated Beliefs, Returns, and Stock Market Volatility," 2016 Meeting Papers 130, Society for Economic Dynamics.
- Tarek A. Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2017.
"Firm-Level Political Risk: Measurement and Effects,"
NBER Working Papers
24029, National Bureau of Economic Research, Inc.
- Tarek A Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2019. "Firm-Level Political Risk: Measurement and Effects," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 134(4), pages 2135-2202.
- Tarek A. Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2019. "Firm-Level Political Risk: Measurement and Effects," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-325, Boston University - Department of Economics.
- Tarek A. Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2019. "Firm-Level Political Risk: Measurement and Effects," Working Papers Series 96, Institute for New Economic Thinking.
- Hassan, Tarek & Hollander, Stephan & van Lent, Laurence & Tahoun, Ahmed, 2017. "Firm-level political risk: Measurement and effects," CEPR Discussion Papers 12436, C.E.P.R. Discussion Papers.
- Tarek Alexander Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2020. "The Global Impact of Brexit Uncertainty," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-332, Boston University - Department of Economics.
- Tarek Alexander Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2020.
"The Global Impact of Brexit Uncertainty,"
NBER Working Papers
26609, National Bureau of Economic Research, Inc.
- Tarek Hassan & Laurence van Lent & Stephan Hollander & Ahmed Tahoun, 2020. "The Global Impact of Brexit Uncertainty," Working Papers Series 106, Institute for New Economic Thinking.
- Hassan, Tarek & Hollander, Stephan & van Lent, Laurence & Tahoun, Ahmed, 2019. "The Global Impact of Brexit Uncertainty," CEPR Discussion Papers 14253, C.E.P.R. Discussion Papers.
- Tarek A. Hassan & Stephan Hollander & Laurence Van Lent & Ahmed Tahoun, 2024. "The Global Impact of Brexit Uncertainty," Journal of Finance, American Finance Association, vol. 79(1), pages 413-458, February.
- Mendel, Brock & Shleifer, Andrei, 2012.
"Chasing Noise,"
Scholarly Articles
10859950, Harvard University Department of Economics.
- Mendel, Brock & Shleifer, Andrei, 2012. "Chasing noise," Journal of Financial Economics, Elsevier, vol. 104(2), pages 303-320.
- Brock Mendel & Andrei Shleifer, "undated". "Chasing Noise," Working Paper 19517, Harvard University OpenScholar.
- Brock Mendel & Andrei Shleifer, 2010. "Chasing Noise," NBER Working Papers 16042, National Bureau of Economic Research, Inc.
- Giacomo Rondina & Todd Walker, 2016. "Learning and Informational Stability of Dynamic REE with Incomplete Information," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 147-159, July.
- Andreas Fuster & Benjamin Hebert & David Laibson, 2012.
"Natural Expectations, Macroeconomic Dynamics, and Asset Pricing,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 1-48.
- Fuster, Andreas & Herbert, Benjamin & Laibson, David I., 2011. "Natural Expectations, Macroeconomic Dynamics, and Asset Pricing," Scholarly Articles 10140029, Harvard University Department of Economics.
- Andreas Fuster & Benjamin Hebert & David Laibson, 2011. "Natural Expectations, Macroeconomic Dynamics, and Asset Pricing," NBER Working Papers 17301, National Bureau of Economic Research, Inc.
- Andreas Fuster & Benjamin Hebert & David Laibson, 2011. "Natural Expectations, Macroeconomic Dynamics, and Asset Pricing," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 1-48, National Bureau of Economic Research, Inc.
- Rüdiger Bachmann & Steffen Elstner, 2013.
"Firms' Optimism and Pessimism,"
NBER Working Papers
18989, National Bureau of Economic Research, Inc.
- Steffen Elstner & Ruediger Bachmann, 2013. "Firms' Optimism and Pessimism," 2013 Meeting Papers 623, Society for Economic Dynamics.
- Bachmann, Rüdiger & Elstner, Steffen, 2015. "Firm optimism and pessimism," European Economic Review, Elsevier, vol. 79(C), pages 297-325.
- Ruediger Bachmann & Steffen Elstner, 2013. "Firms' Optimism and Pessimism," CESifo Working Paper Series 4176, CESifo.
- Robert Ulbricht & Ludwig Straub, 2015.
"Endogenous Uncertainty and Credit Crunches,"
2015 Meeting Papers
199, Society for Economic Dynamics.
- Straub, Ludwig & Ulbricht, Robert, 2015. "Endogenous Uncertainty and Credit Crunches," TSE Working Papers 15-604, Toulouse School of Economics (TSE), revised Dec 2017.
- Ludwig Straub & Robert Ulbricht, 2020. "Endogenous Uncertainty and Credit Crunches," Boston College Working Papers in Economics 1036, Boston College Department of Economics, revised 13 Jan 2023.
- Marcet, Albert & Adam, Klaus & Beutel, Johannes, 2014.
"Stock Price Booms and Expected Capital Gains,"
CEPR Discussion Papers
9988, C.E.P.R. Discussion Papers.
- Klaus Adam & Albert Marcet & Johannes Beutel, 2015. "Stock Price Booms and Expected Capital Gains," Working Papers 757, Barcelona School of Economics.
- Adam, Klaus & Beutel, Johannes & Marcet, Albert, 2014. "Stock price booms and expected capital gains," Working Papers 14-12, University of Mannheim, Department of Economics.
- Klaus Adam & Johannes Beutel & Albert Marcet, 2014. "Stock Price Booms and Expected Capital Gains," UFAE and IAE Working Papers 948.14, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Klaus Adam & Albert Marcet & Johannes Beutel, 2017. "Stock Price Booms and Expected Capital Gains," American Economic Review, American Economic Association, vol. 107(8), pages 2352-2408, August.
- Angeletos, G.-M. & Lian, C., 2016. "Incomplete Information in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1065-1240, Elsevier.
- Ric Colacito & Max Croce & Steven Ho & Philip Howard, 2018.
"BKK the EZ Way: International Long-Run Growth News and Capital Flows,"
American Economic Review, American Economic Association, vol. 108(11), pages 3416-3449, November.
- Croce, Mariano & Colacito, Ric & Ho, Steven & Howard, Philip, 2018. "BKK the EZ Way. International Long-Run Growth News and Capital Flows," CEPR Discussion Papers 12783, C.E.P.R. Discussion Papers.
- Lansing, Kevin J., 2012. "Speculative growth, overreaction, and the welfare cost of technology-driven bubbles," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 461-483.
- Elena Asparouhova & Peter Bossaerts & Nilanjan Roy & William Zame, 2013.
"‘Lucas’ In The Laboratory,"
EIEF Working Papers Series
1314, Einaudi Institute for Economics and Finance (EIEF), revised May 2013.
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- Elena Asparouhova & Peter Bossaerts & Nilanjan Roy & William Zame, 2016. "“Lucas” in the Laboratory," Journal of Finance, American Finance Association, vol. 71(6), pages 2727-2780, December.
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"Confounding dynamics,"
Journal of Economic Theory, Elsevier, vol. 196(C).
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"Trading frenzies and their impact on real investment,"
LSE Research Online Documents on Economics
119077, London School of Economics and Political Science, LSE Library.
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"Misinterpreting Others and the Fragility of Social Learning,"
Cowles Foundation Discussion Papers
2160R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2020.
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- Mira Frick & Ryota Iijima & Yuhta Ishii, 2020. "Misinterpreting Others and the Fragility of Social Learning," Econometrica, Econometric Society, vol. 88(6), pages 2281-2328, November.
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"Learning about Competitors: Evidence from SME Lending,"
MPRA Paper
93668, University Library of Munich, Germany.
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"Information Aggregation in a DSGE Model,"
CEPR Discussion Papers
10020, C.E.P.R. Discussion Papers.
- Tarek A. Hassan & Thomas M. Mertens, 2014. "Information Aggregation in a DSGE Model," NBER Working Papers 20193, National Bureau of Economic Research, Inc.
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"On the Nature and Stability of Sentiments,"
Boston College Working Papers in Economics
873, Boston College Department of Economics, revised 05 May 2015.
- Gaetano Gaballo & Ryan Chahrour, 2015. "On the Nature and Stability of Sentiments," 2015 Meeting Papers 469, Society for Economic Dynamics.
- Thomas Mertens, 2012. "Solving General Incomplete Market Models with Substantial Heterogeneity," 2012 Meeting Papers 1173, Society for Economic Dynamics.
- Tarek A. Hassan & Thomas M. Mertens, 2011. "Market Sentiment: A Tragedy of the Commons," American Economic Review, American Economic Association, vol. 101(3), pages 402-405, May.
- Fuchs-Schündeln, Nicola & Hassan, Tarek, 2015.
"Natural Experiments in Macroeconomics,"
CEPR Discussion Papers
10628, C.E.P.R. Discussion Papers.
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- Fuchs-Schündeln, N. & Hassan, T.A., 2016. "Natural Experiments in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 923-1012, Elsevier.
- Markus K. Brunnermeier & Alp Simsek & Wei Xiong, 2014.
"A Welfare Criterion For Models With Distorted Beliefs,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 129(4), pages 1753-1797.
- Markus K. Brunnermeier & Alp Simsek & Wei Xiong, 2014. "A Welfare Criterion for Models with Distorted Beliefs," NBER Working Papers 20691, National Bureau of Economic Research, Inc.
- Wei Xiong & Alp Simsek & Markus Brunnermeier, 2014. "A Welfare Criterion for Models with Distorted Beliefs," 2014 Meeting Papers 1418, Society for Economic Dynamics.
- Tarek A. Hassan & Thomas M. Mertens, 2014.
"Information Aggregation in a Dynamic Stochastic General Equilibrium Model,"
NBER Chapters, in: NBER Macroeconomics Annual 2014, Volume 29, pages 159-207,
National Bureau of Economic Research, Inc.
- Tarek A. Hassan & Thomas M. Mertens, 2015. "Information Aggregation in a Dynamic Stochastic General Equilibrium Model," NBER Macroeconomics Annual, University of Chicago Press, vol. 29(1), pages 159-207.
- Mertens, Thomas M. & Judd, Kenneth L., 2018. "Solving an incomplete markets model with a large cross-section of agents," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 349-368.
- Stephen J. Terry, 2015.
"The Macro Impact of Short-Termism,"
Discussion Papers
15-022, Stanford Institute for Economic Policy Research.
- Stephen J. Terry, 2023. "The Macro Impact of Short‐Termism," Econometrica, Econometric Society, vol. 91(5), pages 1881-1912, September.
- Cosmin L. Ilut & Rosen Valchev, 2020.
"Economic Agents as Imperfect Problem Solvers,"
NBER Working Papers
27820, National Bureau of Economic Research, Inc.
- Rosen Valchev & Cosmin Ilut, 2017. "Economic Agents as Imperfect Problem Solvers," 2017 Meeting Papers 1285, Society for Economic Dynamics.
- Kenneth J. Singleton, 2014. "Investor Flows and the 2008 Boom/Bust in Oil Prices," Management Science, INFORMS, vol. 60(2), pages 300-318, February.
- Leonid Kogan & Indrajit Mitra, 2021.
"Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method,"
FRB Atlanta Working Paper
2021-16, Federal Reserve Bank of Atlanta.
- Leonid Kogan & Indrajit Mitra, 2022. "Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method," NBER Working Papers 30111, National Bureau of Economic Research, Inc.
- Chahrour, Ryan & Gaballo, Gaetano, 2017. "Learning from prices: amplication and business fluctuations," Working Paper Series 2053, European Central Bank.
- Avanidhar Subrahmanyam & Sheridan Titman, 2013.
"Financial Market Shocks and the Macroeconomy,"
NBER Working Papers
19383, National Bureau of Economic Research, Inc.
- Avanidhar Subrahmanyam & Sheridan Titman, 2013. "Financial Market Shocks and the Macroeconomy," The Review of Financial Studies, Society for Financial Studies, vol. 26(11), pages 2687-2717.
- Makridis, Christos A. & Schloetzer, Jason D., 2023. "Extreme local temperatures lower expressed sentiment about U.S. economic conditions with implications for the stock returns of local firms," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
- Gene Ambrocio, 2020.
"Rational exuberance booms,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 35, pages 263-282, January.
- Gene Ambrocio, 2019. "Code and data files for "Rational exuberance booms"," Computer Codes 18-163, Review of Economic Dynamics.
- Indrajit Mitra & Leonid Kogan, 2014. "Accuracy Verification for Numerical Solutions of Equilibrium Models," 2014 Meeting Papers 423, Society for Economic Dynamics.
- Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2015.
"Not so disconnected: exchange rates and the capital stock,"
Working Paper Series
2015-21, Federal Reserve Bank of San Francisco.
- Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2016. "Not So Disconnected: Exchange Rates and the Capital Stock," NBER Chapters, in: NBER International Seminar on Macroeconomics 2015, National Bureau of Economic Research, Inc.
- Hassan, Tarek A. & Mertens, Thomas M. & Zhang, Tony, 2016. "Not so disconnected: Exchange rates and the capital stock," Journal of International Economics, Elsevier, vol. 99(S1), pages 43-57.
- Hassan, Tarek & Mertens, Thomas M. & Zhang, Tony, 2015. "Not so Disconnected: Exchange Rates and the Capital Stock," CEPR Discussion Papers 10744, C.E.P.R. Discussion Papers.
- Tarek Alexander Hassan & Thomas Mertens & Tony Zhang, 2015. "Not so Disconnected: Exchange Rates and the Capital Stock," NBER Working Papers 21445, National Bureau of Economic Research, Inc.
Cited by:
- Croce, Mariano & Colacito, Ric & Liu, Yang & Shaliastovich, Ivan, 2018.
"Volatility Risk Pass-Through,"
CEPR Discussion Papers
13325, C.E.P.R. Discussion Papers.
- Yang Liu & Mariano Croce & Ivan Shaliastovich & Ric Colacito, 2016. "Volatility Risk Pass-Through," 2016 Meeting Papers 135, Society for Economic Dynamics.
- Riccardo Colacito & Mariano Max Croce & Yang Liu & Ivan Shaliastovich, 2018. "Volatility Risk Pass-through," NBER Working Papers 25276, National Bureau of Economic Research, Inc.
- Thomas Mertens & Tarek Hassan, 2017.
"Currency Manipulation,"
2017 Meeting Papers
175, Society for Economic Dynamics.
- Hassan, Tarek & Mertens, Thomas M. & Zhang, Tony, 2016. "Currency Manipulation," CEPR Discussion Papers 11581, C.E.P.R. Discussion Papers.
- Weithing Zhang & Thomas Mertens & Tarek Hassan, 2014. "Currency Manipulation," 2014 Meeting Papers 401, Society for Economic Dynamics.
- Andrews, Spencer & Colacito, Riccardo & Croce, Mariano M. & Gavazzoni, Federico, 2024. "Concealed carry," Journal of Financial Economics, Elsevier, vol. 159(C).
- Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2016.
"A Risk-based Theory of Exchange Rate Stabilization,"
NBER Working Papers
22790, National Bureau of Economic Research, Inc.
- Tarek A Hassan & Thomas M Mertens & Tony Zhang, 2023. "A Risk-based Theory of Exchange Rate Stabilization," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(2), pages 879-911.
- Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2020. "A Risk-based Theory of Exchange Rate Stabilization," Working Paper Series 2016-15, Federal Reserve Bank of San Francisco.
- Tarek A. Hassan & Tony Zhang, 2021.
"The Economics of Currency Risk,"
Annual Review of Economics, Annual Reviews, vol. 13(1), pages 281-307, August.
- Hassan, Tarek & Zhang, Tony, 2020. "The Economics of Currency Risk," CEPR Discussion Papers 15313, C.E.P.R. Discussion Papers.
- Tarek Alexander Hassan & Tony Zhang, 2020. "The Economics of Currency Risk," NBER Working Papers 27847, National Bureau of Economic Research, Inc.
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95, October –.
- Sticca, Ralph Melles & Nakao, Silvio Hiroshi, 2019. "Hedge accounting choice as exchange loss avoidance under financial crisis: Evidence from Brazil," Emerging Markets Review, Elsevier, vol. 41(C).
- Tony Zhang, 2022. "Monetary Policy Spillovers through Invoicing Currencies," Journal of Finance, American Finance Association, vol. 77(1), pages 129-161, February.
- Jamali, Ibrahim & Yamani, Ehab & Smallwood, Aaron D., 2023. "An investment-based explanation of currency excess returns," Journal of International Money and Finance, Elsevier, vol. 133(C).
- Kose, M. Ayhan & Claessens, Stijn, 2017.
"Asset Prices and Macroeconomic Outcomes: A Survey,"
CEPR Discussion Papers
12460, C.E.P.R. Discussion Papers.
- Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
- Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
- Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
- Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Nedra Baklouti & Younes Boujelbene, 2020. "A simultaneous equation model of economic growth and shadow economy: Is there a difference between the developed and developing countries?," Economic Change and Restructuring, Springer, vol. 53(1), pages 151-170, February.
- Aleksandra Babii, 2019. "Exchange Rates Co-movement and International Trade," 2019 Meeting Papers 1150, Society for Economic Dynamics.
- Roc Armenter & Thomas M. Mertens, 2010.
"Fraud deterrence in dynamic Mirrleesian economies,"
Working Papers
10-7, Federal Reserve Bank of Philadelphia.
- Armenter, Roc & Mertens, Thomas M., 2013. "Fraud deterrence in dynamic Mirrleesian economies," Journal of Monetary Economics, Elsevier, vol. 60(2), pages 139-151.
- Thomas Mertens & Roc Armenter, 2010. "Fraud Deterrence in Dynamic Mirrleesian Economies," 2010 Meeting Papers 468, Society for Economic Dynamics.
Cited by:
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"Dynamic costly state verification,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(4), pages 887-916, June.
- Wang, Cheng, 2005. "Dynamic Costly State Verification," Staff General Research Papers Archive 10832, Iowa State University, Department of Economics.
- Cheng Wang, "undated". "Dynamic Costly State Verification," GSIA Working Papers 2000-26, Carnegie Mellon University, Tepper School of Business.
- Zoutman, Floris T. & Jacobs, Bas, 2016. "Optimal redistribution and monitoring of labor supply," Journal of Public Economics, Elsevier, vol. 135(C), pages 15-31.
- Yunmin Chen & YiLi Chien & Michael T. Owyang, 2015. "Individual and Aggregate Constrained Efficient Intertemporal Wedges in Dynamic Mirrleesian Economies," Working Papers 2015-43, Federal Reserve Bank of St. Louis.
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"Optimal auditing and insurance in a dynamic model of tax compliance,"
Theoretical Economics, Econometric Society, vol. 7(2), May.
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- Christos Kotsogiannis & Xavier Mateos-Planas, 2019. "Tax Evasion as Contingent Debt," Discussion Papers 1903, Centre for Macroeconomics (CFM).
- Kotsogiannis, Christos & Mateos-Planas, Xavier, 2019. "Tax evasion as contingent debt," LSE Research Online Documents on Economics 100941, London School of Economics and Political Science, LSE Library.
- Thomas Mertens, 2005.
"Option pricing with sparse grids,"
Computing in Economics and Finance 2005
449, Society for Computational Economics.
Cited by:
- Daniel Gull, 2011. "Valuation of Discount Options in Software License Agreements," Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK, Springer;Gesellschaft für Informatik e.V. (GI), vol. 3(4), pages 221-230, August.
Articles
- Michael D. Bauer & Thomas M. Mertens, 2022.
"Current Recession Risk According to the Yield Curve,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2022(11), pages 1-05, May.
Cited by:
- Mary C. Daly, 2022.
"The Singularity of the Dual Mandate,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2022(27), pages 1-8, October.
- Mary C. Daly, 2022. "The Singularity of the Dual Mandate," Speech 94862, Federal Reserve Bank of San Francisco.
- Mary C. Daly, 2022.
"The Singularity of the Dual Mandate,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2022(27), pages 1-8, October.
- Renuka Diwan & Evgeniya A. Duzhak & Thomas M. Mertens, 2021.
"Effects of Asset Valuations on U.S. Wealth Distribution,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2021(24), pages 01-06, August.
Cited by:
- Arrigoni, Simone, 2024.
"Who gets the flow? Financial globalisation and wealth inequality,"
Journal of Macroeconomics, Elsevier, vol. 81(C).
- Simone Arrigoni, 2022. "Who Gets the Flow? Financial Globalisation and Wealth Inequality," Trinity Economics Papers tep0322, Trinity College Dublin, Department of Economics.
- Arrigoni, Simone, 2024.
"Who gets the flow? Financial globalisation and wealth inequality,"
Journal of Macroeconomics, Elsevier, vol. 81(C).
- Simon H. Kwan & Thomas M. Mertens, 2020.
"Market Assessment of COVID-19,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2020(14), pages 1-5, May.
Cited by:
- Daniel Stefan Armeanu & Stefan Cristian Gherghina & Jean Vasile Andrei & Camelia Catalina Joldes, 2023. "Evidence from the nonlinear autoregressive distributed lag model on the asymmetric influence of the first wave of the COVID-19 pandemic on energy markets," Energy & Environment, , vol. 34(5), pages 1433-1470, August.
- Ainon Ramli & Liafisu Sina Yekini, 2022. "Cash Flow Management among Micro-Traders: Responses to the COVID-19 Pandemic," Sustainability, MDPI, vol. 14(17), pages 1-21, September.
- Koczar, Monika W. & Jareño, Francisco & Escribano, Ana, 2024. "Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Xu, Yingying & Lien, Donald, 2024. "Together in bad times? The effect of COVID-19 on inflation spillovers in China," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 316-331.
- Michael D. Bauer & Thomas M. Mertens, 2018.
"Economic Forecasts with the Yield Curve,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
Cited by:
- Michael D. Bauer & Carolin Pflueger & Adi Sunderam, 2023.
"Perceptions about Monetary Policy,"
Working Paper Series
2023-31, Federal Reserve Bank of San Francisco.
- Bauer, Michael & Pflueger, Carolin & Sunderam, Adi, 2022. "Perceptions about Monetary Policy," CEPR Discussion Papers 17758, C.E.P.R. Discussion Papers.
- Michael D Bauer & Carolin E Pflueger & Adi Sunderam, 2024. "Perceptions About Monetary Policy," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 139(4), pages 2227-2278.
- Bauer, Michael & Pflueger, Carolin & Sunderam, Adi, 2022. "Perceptions about Monetary Policy," CEPR Discussion Papers 17574, C.E.P.R. Discussion Papers.
- Michael D. Bauer & Carolin Pflueger & Adi Sunderam, 2022. "Perceptions about Monetary Policy," NBER Working Papers 30480, National Bureau of Economic Research, Inc.
- Michael D. Bauer & Carolin E. Pflueger & Adi Sunderam, 2022. "Perceptions about Monetary Policy," CESifo Working Paper Series 10182, CESifo.
- Bauer, Michael D. & Pflueger, Carolin E. & Sunderam, Adi, 2022. "Perceptions about monetary policy," IMFS Working Paper Series 176, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Rebecca Stuart, 2020.
"Monetary regimes, the term structure and business cycles in Ireland, 1972–2018,"
Manchester School, University of Manchester, vol. 88(5), pages 731-748, September.
- Stuart, Rebecca, 2020. "Monetary regimes, the term structure and business cycles in Ireland, 1972-2018," QUCEH Working Paper Series 2020-03, Queen's University Belfast, Queen's University Centre for Economic History.
- B. De Backer & M. Deroose & Ch. Van Nieuwenhuyze, 2019. "Is a recession imminent? The signal of the yield curve," Economic Review, National Bank of Belgium, issue i, pages 69-93, June.
- Iqbal, Najaf & Umar, Zaghum & Ruman, Asif M. & Jiang, Shaohua, 2024. "The term structure of yield curve and connectedness among ESG investments," Research in International Business and Finance, Elsevier, vol. 67(PA).
- Poza, Carlos & Monge, Manuel, 2020. "A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis," International Economics, Elsevier, vol. 163(C), pages 163-175.
- Francisco Serranito & Nicolas Himounet & Julien Vauday, 2023.
"Uncertainty is bad for Business. Really?,"
Working Papers
hal-04219283, HAL.
- Nicolas Himounet & Francisco Serranito & Julien Vauday, 2021. "Uncertainty is bad for Business. Really?," Working Papers 2021.03, International Network for Economic Research - INFER.
- Francisco Serranito & Nicolas Himounet & Julien Vauday, 2023. "Uncertainty is bad for Business. Really?," EconomiX Working Papers 2023-26, University of Paris Nanterre, EconomiX.
- Massimo Ferrari Minesso & Laura Lebastard & Helena Mezo, 2023.
"Text-Based Recession Probabilities,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(2), pages 415-438, June.
- Le Mezo, Helena & Ferrari Minesso, Massimo, 2021. "Text-based recession probabilities," Working Paper Series 2516, European Central Bank.
- Luca Benzoni & Olena Chyruk & David Kelley, 2018.
"Why Does the Yield-Curve Slope Predict Recessions?,"
Chicago Fed Letter, Federal Reserve Bank of Chicago.
- Luca Benzoni & Olena Chyruk & David Kelley, 2018. "Why Does the Yield-Curve Slope Predict Recessions?," Working Paper Series WP-2018-15, Federal Reserve Bank of Chicago.
- Bordo, Michael D. & Haubrich, Joseph G., 2024. "Low interest rates and the predictive content of the yield curve," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
- Ana Beatriz Galvão & Michael Owyang, 2022.
"Forecasting low‐frequency macroeconomic events with high‐frequency data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(7), pages 1314-1333, November.
- Ana B. Galvão & Michael T. Owyang, 2020. "Forecasting Low Frequency Macroeconomic Events with High Frequency Data," Working Papers 2020-028, Federal Reserve Bank of St. Louis, revised Apr 2022.
- Ye, Zhen & Zhang, Fangzhu & Coffman, D’Maris & Xia, Senmao & Wang, Zhifeng & Zhu, Zhonghua, 2022. "China’s urban construction investment bond: Contextualising a financial tool for local government," Land Use Policy, Elsevier, vol. 112(C).
- Eric Engstrom & Steven A. Sharpe, 2018.
"The Near-Term Forward Yield Spread as a Leading Indicator : A Less Distorted Mirror,"
Finance and Economics Discussion Series
2018-055, Board of Governors of the Federal Reserve System (U.S.).
- Eric C. Engstrom & Steven A. Sharpe, 2019. "The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror," Financial Analysts Journal, Taylor & Francis Journals, vol. 75(4), pages 37-49, October.
- Umar, Zaghum & Iqbal, Najaf & Teplova, Tamara & Tan, Duojiao, 2024. "Dynamic impact of the US yield curve on green bonds: Navigating through recent crises," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Burdekin, Richard C.K. & Siklos, Pierre L., 2022.
"Armageddon and the stock market: US, Canadian and Mexican market responses to the 1962 Cuban Missile Crisis,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 112-127.
- Richard C K Burdekin & Pierre L Siklos, 2022. "Armageddon and the stock market: US, Canadian and Mexican market responses to the 1962 Cuban missile crisis," CAMA Working Papers 2022-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Richard K Burdekin & Pierre L Siklos, 2020. "Armageddon and the stock market: US, Canadian and Mexican market responses to the 1962 Cuban missile crisis," CAMA Working Papers 2020-65, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Emanuel Kopp & Peter D. Williams, 2018. "A Macroeconomic Approach to the Term Premium," IMF Working Papers 2018/140, International Monetary Fund.
- Schlömer, Johnny Barrelli & Palazzi, Rafael Baptista & Klotzle, Marcelo Cabus, 2024. "Near-term forward rate spread and commodity index relationship with real economic activity in Brazil," Finance Research Letters, Elsevier, vol. 65(C).
- Layal MansourIshrakieh & Leila Dagher & Sadika El Hariri, 2020.
"A financial stress index for a highly dollarized developing country : The case of Lebanon,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 20(2), pages 43-52.
- Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2019. "A Financial Stress Index for a Highly Dollarized Developing Country: The Case of Lebanon," MPRA Paper 116083, University Library of Munich, Germany.
- Nicolas Himounet, 2021.
"Searching for the Nature of Uncertainty: Macroeconomic VS Financial,"
Working Papers
2021.05, International Network for Economic Research - INFER.
- Himounet, Nicolas, 2022. "Searching the nature of uncertainty: Macroeconomic and financial risks VS geopolitical and pandemic risks," International Economics, Elsevier, vol. 170(C), pages 1-31.
- Jaehyuk Choi & Desheng Ge & Kyu Ho Kang & Sungbin Sohn, 2021. "Yield Spread Selection in Predicting Recession Probabilities: A Machine Learning Approach," Papers 2101.09394, arXiv.org, revised Jan 2022.
- Gerlach, Stefan & Stuart, Rebecca, 2018. "The Slope of the Term Structure and Recessions: The Pre-Fed Evidence, 1857-1913," CEPR Discussion Papers 13013, C.E.P.R. Discussion Papers.
- Monge, Manuel & Claudio-Quiroga, Gloria & Poza, Carlos, 2024. "Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends," International Economics, Elsevier, vol. 177(C).
- Michael D. Bauer & Thomas M. Mertens, 2018. "Information in the Yield Curve about Future Recessions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Gregory de Walque & Thomas Lejeune & Ansgar Rannenberg, 2023. "Empirical DSGE model evaluation with interest rate expectations measures and preferences over safe assets," Working Paper Research 433, National Bank of Belgium.
- Todd Henry & Peter C.B. Phillips, 2020. "Forecasting Economic Activity Using the Yield Curve: Quasi-Real-Time Applications for New Zealand, Australia and the US," Cowles Foundation Discussion Papers 2259, Cowles Foundation for Research in Economics, Yale University.
- Chen, Guojin & Liu, Yanzhen & Zhang, Yu, 2021. "Systemic risk measures and distribution forecasting of macroeconomic shocks," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 178-196.
- Joseph G. Haubrich, 2020.
"Does the Yield Curve Predict Output?,"
Working Papers
20-34, Federal Reserve Bank of Cleveland.
- Joseph G. Haubrich, 2021. "Does the Yield Curve Predict Output?," Annual Review of Financial Economics, Annual Reviews, vol. 13(1), pages 341-362, November.
- Erhard RESCHENHOFER & Thomas STARK, 2019. "Forecasting the Yield Curve with Dynamic Factors," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 101-113, March.
- Lin, Jilei & Eck, Daniel J., 2021. "Minimizing post-shock forecasting error through aggregation of outside information," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1710-1727.
- Kurt Graden Lunsford, 2018. "Can Yield Curve Inversions Be Predicted?," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2018(06), pages 1-6, July.
- Lael Brainard, 2018. "Sustaining Full Employment and Inflation around Target : a speech at the Forecasters Club of New York, New York, New York, May 31, 2018," Speech 1005, Board of Governors of the Federal Reserve System (U.S.).
- Rebecca Stuart, 2020. "The term structure, leading indicators, and recessions: evidence from Switzerland, 1974–2017," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 156(1), pages 1-17, December.
- Qionghua Chu, 2023. "Sustainable Development Goal (SDG) 8: New Zealand Prospects while Yield Curve Inverts in Central Bank Digital Currency (CBDC) Era," Papers 2311.06718, arXiv.org, revised Apr 2024.
- Hansen, Anne Lundgaard, 2024. "Predicting recessions using VIX–yield curve cycles," International Journal of Forecasting, Elsevier, vol. 40(1), pages 409-422.
- Michael D. Bauer & Carolin Pflueger & Adi Sunderam, 2023.
"Perceptions about Monetary Policy,"
Working Paper Series
2023-31, Federal Reserve Bank of San Francisco.
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"Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media,"
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FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
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"The New Fama Puzzle,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(3), pages 451-486, September.
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"Market Sentiment: A Tragedy of the Commons,"
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