Time Varying Monetary Policy Rules and Financial Stress
In: Handbook of Central Banking, Financial Regulation and Supervision
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Akram, Q. Farooq & Eitrheim, Øyvind, 2008.
"Flexible inflation targeting and financial stability: Is it enough to stabilize inflation and output?,"
Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1242-1254, July.
- Q. Farooq Akram & Øyvind Eitrheim, 2006. "Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output?," Working Paper 2006/07, Norges Bank.
- Charles Engel & Akito Matsumoto, 2009.
"The International Diversification Puzzle When Goods Prices Are Sticky: It's Really about Exchange-Rate Hedging, Not Equity Portfolios,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 1(2), pages 155-188, July.
- Mr. Akito Matsumoto & Mr. Charles Engel, 2009. "The International Diversification Puzzle when Goods Prices Are Sticky: It's Really About Exchange-Rate Hedging, not Equity Portfolios," IMF Working Papers 2009/012, International Monetary Fund.
- Ben S. Bernanke & Mark Gertler, 2001. "Should Central Banks Respond to Movements in Asset Prices?," American Economic Review, American Economic Association, vol. 91(2), pages 253-257, May.
- Melvin, Michael & Taylor, Mark P., 2009.
"The crisis in the foreign exchange market,"
Journal of International Money and Finance, Elsevier, vol. 28(8), pages 1317-1330, December.
- Michael Melvin & Mark P. Taylor, 2009. "The Crisis in the Foreign Exchange Market," CESifo Working Paper Series 2707, CESifo.
- Taylor, Mark & Melvin, Michael, 2009. "The Crisis in the Foreign Exchange Market," CEPR Discussion Papers 7472, C.E.P.R. Discussion Papers.
- Carlson Mark A & King Thomas & Lewis Kurt, 2011.
"Distress in the Financial Sector and Economic Activity,"
The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 11(1), pages 1-31, June.
- Mark A. Carlson & Thomas B. King & Kurt F. Lewis, 2008. "Distress in the financial sector and economic activity," Finance and Economics Discussion Series 2008-43, Board of Governors of the Federal Reserve System (U.S.).
- Mark A. Carlson & Thomas B. King & Kurt F. Lewis, 2009. "Distress in the financial sector and economic activity," Finance and Economics Discussion Series 2009-01, Board of Governors of the Federal Reserve System (U.S.).
- Sutherland, Alan & Devereux, Michael B, 2006.
"Solving for Country Portfolios in Open Economy Macro Models,"
CEPR Discussion Papers
5966, C.E.P.R. Discussion Papers.
- Michael B. Devereux & Mr. Alan Sutherland, 2007. "Solving for Country Portfolios in Open Economy Macro Models," IMF Working Papers 2007/284, International Monetary Fund.
- Michael B. Devereux & Alan Sutherland, 2007. "Solving for Country Portfolios in Open Economy Macro Models," Working Papers 162007, Hong Kong Institute for Monetary Research.
- Frederic S. Mishkin, 2009.
"Is Monetary Policy Effective during Financial Crises?,"
American Economic Review, American Economic Association, vol. 99(2), pages 573-577, May.
- Frederic S. Mishkin, 2009. "Is Monetary Policy Effective During Financial Crises?," NBER Working Papers 14678, National Bureau of Economic Research, Inc.
- Choi, Woon Gyu & Cook, David, 2004.
"Liability dollarization and the bank balance sheet channel,"
Journal of International Economics, Elsevier, vol. 64(2), pages 247-275, December.
- Mr. David Cook & Woon Gyu Choi, 2002. "Liability Dollarization and the Bank Balance Sheet Channel," IMF Working Papers 2002/141, International Monetary Fund.
- Richard Clarida & Jordi Galí & Mark Gertler, 2000.
"Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 115(1), pages 147-180.
- Richard Clarida & Jordi Galí & Mark Gertler, 1997. "Monetary policy rules and macroeconomic stability: Evidence and some theory," Economics Working Papers 350, Department of Economics and Business, Universitat Pompeu Fabra, revised May 1999.
- Clarida, Richard & Galí, Jordi & Gertler, Mark, 1998. "Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory," CEPR Discussion Papers 1908, C.E.P.R. Discussion Papers.
- Richard Clarida & Jordi Gali & Mark Gertler, 1998. "Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory," NBER Working Papers 6442, National Bureau of Economic Research, Inc.
- Clarida, R. & Gali, J. & Gertler, M., 1998. "Monetary Policy Rules and Macroeconomic Stability: Evidence and some Theory," Working Papers 98-01, C.V. Starr Center for Applied Economics, New York University.
- Teranishi, Yuki, 2012.
"Credit spread and monetary policy,"
Economics Letters, Elsevier, vol. 114(1), pages 26-28.
- Yuki Teranishi, 2009. "Credit Spread and Monetary Policy," IMES Discussion Paper Series 09-E-14, Institute for Monetary and Economic Studies, Bank of Japan.
- Morris Goldstein & Graciela Kaminsky & Carmen Reinhart, 2017.
"Methodology and Empirical Results,"
World Scientific Book Chapters, in: TRADE CURRENCIES AND FINANCE, chapter 11, pages 397-436,
World Scientific Publishing Co. Pte. Ltd..
- Morris Goldstein & Carmen M. Reinhart, 2000. "Assessing Financial Vulnerability: An Early Warning System for Emerging Markets," Peterson Institute Press: All Books, Peterson Institute for International Economics, number 100, April.
- Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000. "Rating the Rating Agencies," MPRA Paper 24578, University Library of Munich, Germany.
- Reinhart, Carmen & Kaminsky, Graciela & Goldstein, Morris, 2000. "Notes on contagion," MPRA Paper 24569, University Library of Munich, Germany.
- Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000. "Early Warning System: An Assessment of Vulnerability," MPRA Paper 24579, University Library of Munich, Germany.
- Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000. "Methodology for an Early Warning System: The Signals Approach," MPRA Paper 24576, University Library of Munich, Germany.
- Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000. "Some Policy Issues Regarding an Early Warning System," MPRA Paper 24580, University Library of Munich, Germany.
- Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000. "The Wake of Crises and Devaluations," MPRA Paper 24570, University Library of Munich, Germany.
- Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000. "Early Warning System: Empirical Results from The Signals Approach," MPRA Paper 24577, University Library of Munich, Germany.
- Ricardo Reis, 2009.
"Interpreting the Unconventional U.S. Monetary Policy of 2007-09,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(2 (Fall)), pages 119-182.
- Ricardo Reis, 2010. "Interpreting the Unconventional U.S. Monetary Policy of 2007-09," NBER Working Papers 15662, National Bureau of Economic Research, Inc.
- Bernanke, Ben & Gertler, Mark & Gilchrist, Simon, 1996.
"The Financial Accelerator and the Flight to Quality,"
The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 1-15, February.
- Ben S. Bernanke & Mark Gertler & Simon Gilchrist, 1994. "The financial accelerator and the flight to quality," Finance and Economics Discussion Series 94-18, Board of Governors of the Federal Reserve System (U.S.).
- Bernanke, Ben & Gertler, Mark & Gilchrist, Simon, 1994. "The Financial Accelerator and the Flight to Quality," Working Papers 94-24, C.V. Starr Center for Applied Economics, New York University.
- Ben Bernanke & Mark Gertler & Simon Gilchrist, 1994. "The Financial Accelerator and the Flight to Quality," NBER Working Papers 4789, National Bureau of Economic Research, Inc.
- Buiter, Willem H. & Corsetti, Giancarlo & Pesenti, Paolo, 1996.
"Interpreting the ERM Crisis: Country-Specific and Systemic Issues,"
CEPR Discussion Papers
1466, C.E.P.R. Discussion Papers.
- W.H. Buiter & G Corsetti & P Pesenti, 1997. "Interpreting the ERM Crisis: Country-Specific and Systemic Issues," CEP Discussion Papers dp0321, Centre for Economic Performance, LSE.
- Buiter, W.H. & Corsetti, G.M. & Pesenti, P.A., 1998. "Interpreting the ERM Crisis: Country-Specific and Systemic Issues," Princeton Studies in International Economics 84, International Economics Section, Departement of Economics Princeton University,.
- Buiter, Willem H. & Corsetti, Giancarlo M. & Pesenti, Paolo A., 1997. "Interpreting the ERM crisis: country-specific and systemic issues," LSE Research Online Documents on Economics 20361, London School of Economics and Political Science, LSE Library.
- Carmen M. Reinhart & Graciela L. Kaminsky, 1999.
"The Twin Crises: The Causes of Banking and Balance-of-Payments Problems,"
American Economic Review, American Economic Association, vol. 89(3), pages 473-500, June.
- Reinhart, Carmen & Kaminsky, Graciela, 1999. "The twin crises: The causes of banking and balance of payments problems," MPRA Paper 14081, University Library of Munich, Germany.
- Reinhart, Carmen & Kaminsky, Graciela, 2000. "Las crisis gemelas: las causas de los problemas bancarios y de balanza de pagos [The twin crises: Te causes of banking and balance of payments problems]," MPRA Paper 13842, University Library of Munich, Germany.
- Bernanke, Ben S & Blinder, Alan S, 1992.
"The Federal Funds Rate and the Channels of Monetary Transmission,"
American Economic Review, American Economic Association, vol. 82(4), pages 901-921, September.
- Ben S. Bernanke & Alan S. Blinder, 1989. "The federal funds rate and the channels of monetary transmission," Working Papers 89-10, Federal Reserve Bank of Philadelphia.
- Ben Bernanke, 1990. "The Federal Funds Rate and the Channels of Monetary Transnission," NBER Working Papers 3487, National Bureau of Economic Research, Inc.
- Carmen M. Reinhart & Graciela L. Kaminsky, 1999.
"The Twin Crises: The Causes of Banking and Balance-of-Payments Problems,"
American Economic Review, American Economic Association, vol. 89(3), pages 473-500, June.
- Graciela L. Kaminsky & Carmen M. Reinhart, 1996. "The twin crises: the causes of banking and balance-of-payments problems," International Finance Discussion Papers 544, Board of Governors of the Federal Reserve System (U.S.).
- Reinhart, Carmen & Kaminsky, Graciela, 1999. "The twin crises: The causes of banking and balance of payments problems," MPRA Paper 14081, University Library of Munich, Germany.
- Claudio Borio & Anna Zabai, 2018.
"Unconventional monetary policies: a re-appraisal,"
Chapters, in: Peter Conti-Brown & Rosa M. Lastra (ed.), Research Handbook on Central Banking, chapter 20, pages 398-444,
Edward Elgar Publishing.
- Claudio Borio & Piti Disyatat, 2010. "Unconventional Monetary Policies: An Appraisal," Manchester School, University of Manchester, vol. 78(s1), pages 53-89, September.
- Claudio Borio & Piti Disyatat, 2009. "Unconventional monetary policies: an appraisal," BIS Working Papers 292, Bank for International Settlements.
- Claudio Borio & Anna Zabai, 2016. "Unconventional monetary policies: a re-appraisal," BIS Working Papers 570, Bank for International Settlements.
- Detken, Carsten & Smets, Frank, 2004.
"Asset price booms and monetary policy,"
Working Paper Series
364, European Central Bank.
- DETKEN Carsten & SMETS Frank, 2010. "Asset Price Booms and Monetary Policy," EcoMod2003 330700042, EcoMod.
- Athanasios Orphanides, 2001.
"Monetary Policy Rules Based on Real-Time Data,"
American Economic Review, American Economic Association, vol. 91(4), pages 964-985, September.
- Athanasios Orphanides, 1998. "Monetary policy rules based on real-time data," Finance and Economics Discussion Series 1998-03, Board of Governors of the Federal Reserve System (U.S.).
- Chang-jin Kim & N. Kundan Kishor & Charles R Nelson, 2006. "A Time-Varying Parameter Model for a Forward-Looking Monetary Policy Rule Based on Real-Time Data," Working Papers UWEC-2007-32, University of Washington, Department of Economics.
- Carmen M. Reinhart & Kenneth S. Rogoff, 2009.
"Varieties of Crises and Their Dates,"
Introductory Chapters, in: This Time Is Different: Eight Centuries of Financial Folly,
Princeton University Press.
- Carmen M. Reinhart & Kenneth S. Rogoff, 2009. "This Time Is Different: Eight Centuries of Financial Folly," Economics Books, Princeton University Press, edition 1, volume 1, number 8973.
- Reinhart, Carmen, 2009. "The Second Great Contraction," MPRA Paper 21485, University Library of Munich, Germany.
- Claudio Borio & Ilhyock Shim, 2007. "What can (macro-)prudential policy do to support monetary policy?," BIS Working Papers 242, Bank for International Settlements.
- Mr. Fabian Valencia & Mr. Luc Laeven, 2008. "Systemic Banking Crises: A New Database," IMF Working Papers 2008/224, International Monetary Fund.
- Michael D. Bordo & Olivier Jeanne, 2002.
"Boom-Busts in Asset Prices, Economic Instability, and Monetary Policy,"
NBER Working Papers
8966, National Bureau of Economic Research, Inc.
- Bordo, Michael & Jeanne, Olivier, 2002. "Boom-Busts in Asset Prices, Economic Instability and Monetary Policy," CEPR Discussion Papers 3398, C.E.P.R. Discussion Papers.
- Taylor Mark P. & Davradakis Emmanuel, 2006. "Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(4), pages 1-20, December.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008.
"The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 667-699, June.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008. "The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 667-699, June.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices," Centre for Growth and Business Cycle Research Discussion Paper Series 78, Economics, The University of Manchester.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2007. "The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices," Discussion Paper Series 0715, Institute of Economic Research, Korea University.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices," Economics Discussion Paper Series 0631, Economics, The University of Manchester.
- Roberto Rigobon & Brian Sack, 2003.
"Measuring The Reaction of Monetary Policy to the Stock Market,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 118(2), pages 639-669.
- Roberto Rigobon & Brian P. Sack, 2001. "Measuring the reaction of monetary policy to the stock market," Finance and Economics Discussion Series 2001-14, Board of Governors of the Federal Reserve System (U.S.).
- Roberto Rigobon & Brian Sack, 2001. "Measuring the Reaction of Monetary Policy to the Stock Market," NBER Working Papers 8350, National Bureau of Economic Research, Inc.
- Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000. "Assessing financial vulnerability, an early warning system for emerging markets: Introduction," MPRA Paper 13629, University Library of Munich, Germany.
- Merton, Robert C, 1974.
"On the Pricing of Corporate Debt: The Risk Structure of Interest Rates,"
Journal of Finance, American Finance Association, vol. 29(2), pages 449-470, May.
- Merton, Robert C., 1973. "On the pricing of corporate debt: the risk structure of interest rates," Working papers 684-73., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Stephen G. Cecchetti & Lianfa Li, 2008.
"Do Capital Adequacy Requirements Matter For Monetary Policy?,"
Economic Inquiry, Western Economic Association International, vol. 46(4), pages 643-659, October.
- Stephen G. Cecchetti & Lianfi Li, 2005. "Do Capital Adequacy Requirements Matter for Monetary Policy?," NBER Working Papers 11830, National Bureau of Economic Research, Inc.
- Illing, Mark & Liu, Ying, 2006. "Measuring financial stress in a developed country: An application to Canada," Journal of Financial Stability, Elsevier, vol. 2(3), pages 243-265, October.
- Barry Eichengreen & Michael D. Bordo, 2003.
"Crises now and then: what lessons from the last era of financial globalization?,"
Chapters, in: Paul Mizen (ed.), Monetary History, Exchange Rates and Financial Markets, chapter 3,
Edward Elgar Publishing.
- Barry Eichengreen & Michael D. Bordo, 2002. "Crises Now and Then: What Lessons from the Last Era of Financial Globalization," NBER Working Papers 8716, National Bureau of Economic Research, Inc.
- Tovar, Camilo Ernesto, 2009.
"DSGE Models and Central Banks,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-31.
- Camilo E Tovar, 2008. "DSGE models and central banks," BIS Working Papers 258, Bank for International Settlements.
- Tovar, Camilo Ernesto, 2008. "DSGE Models and Central Banks," Economics Discussion Papers 2008-30, Kiel Institute for the World Economy (IfW Kiel).
- Kim, Chang-Jin & Nelson, Charles R., 2006. "Estimation of a forward-looking monetary policy rule: A time-varying parameter model using ex post data," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 1949-1966, November.
- Matteo Iacoviello & Stefano Neri, 2010.
"Housing Market Spillovers: Evidence from an Estimated DSGE Model,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 2(2), pages 125-164, April.
- Matteo Iacoviello & Stefano Neri, 2007. "Housing Market Spillovers: Evidence from an Estimated DSGE Model," Boston College Working Papers in Economics 659, Boston College Department of Economics, revised 23 Oct 2009.
- Matteo Iacoviello & Stefano Neri, 2008. "Housing market spillovers : evidence from an estimated DSGE model," Working Paper Research 145, National Bank of Belgium.
- Matteo Iacoviello & Stefano Neri, 2008. "Housing market spillovers: Evidence from an estimated DSGE model," Temi di discussione (Economic working papers) 659, Bank of Italy, Economic Research and International Relations Area.
- Fuhrer, Jeff & Tootell, Geoff, 2008.
"Eyes on the prize: How did the fed respond to the stock market?,"
Journal of Monetary Economics, Elsevier, vol. 55(4), pages 796-805, May.
- Jeffrey C. Fuhrer & Geoffrey M. B. Tootell, 2004. "Eyes on the prize: how did the Fed respond to the stock market?," Public Policy Discussion Paper 04-2, Federal Reserve Bank of Boston.
- Mishkin, Frederic S., 2010. "Monetary policy flexibility, risk management, and financial disruptions," Journal of Asian Economics, Elsevier, vol. 21(3), pages 242-246, June.
- Claudio E. V. Borio & Philip Lowe, 2004. "Securing sustainable price stability: should credit come back from the wilderness?," BIS Working Papers 157, Bank for International Settlements.
- David Gruen & Michael Plumb & Andrew Stone, 2005.
"How Should Monetary Policy Respond to Asset-Price Bubbles?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 1(3), December.
- David Gruen & Michael Plumb & Andrew Stone, 2003. "How Should Monetary Policy Respond to Asset-price Bubbles?," RBA Annual Conference Volume (Discontinued), in: Anthony Richards & Tim Robinson (ed.),Asset Prices and Monetary Policy, Reserve Bank of Australia.
- David Gruen & Michael Plumb & Andrew Stone, 2003. "How Should Monetary Policy Respond to Asset-price Bubbles?," RBA Research Discussion Papers rdp2003-11, Reserve Bank of Australia.
- Gruen, David & Plumb, Michael & Stone, Andrew, 2005. "How Should Monetary Policy Respond to Asset-Price Bubbles?," MPRA Paper 833, University Library of Munich, Germany.
- Vasco Cúrdia & Michael Woodford, 2010.
"Credit Spreads and Monetary Policy,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 3-35, September.
- Vasco Curdia & Michael Woodford, 2010. "Credit Spreads and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 3-35, September.
- Vasco Cúrdia & Michael Woodford, 2009. "Credit Spreads and Monetary Policy," NBER Working Papers 15289, National Bureau of Economic Research, Inc.
- Vasco Curdia & Michael Woodford, 2009. "Credit spreads and monetary policy," Staff Reports 385, Federal Reserve Bank of New York.
- John B. Taylor, 2001. "The Role of the Exchange Rate in Monetary-Policy Rules," American Economic Review, American Economic Association, vol. 91(2), pages 263-267, May.
- Ricardo Reis, 2009.
"Interpreting the Unconventional U.S. Monetary Policy of 2007-09,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(2 (Fall)), pages 119-182.
- Ricardo Reis, 2010. "Interpreting the Unconventional U.S. Monetary Policy of 2007-09," NBER Working Papers 15662, National Bureau of Economic Research, Inc.
- Reis, Ricardo, 2010. "Interpreting the Unconventional U.S. Monetary Policy of 2007-09," CEPR Discussion Papers 7635, C.E.P.R. Discussion Papers.
- Mr. Subir Lall & Mr. Roberto Cardarelli & Mr. Selim A Elekdag, 2009. "Financial Stress, Downturns, and Recoveries," IMF Working Papers 2009/100, International Monetary Fund.
- Ansgar Belke & Jens Klose, 2010.
"(How) Do the ECB and the Fed React to Financial Market Uncertainty?: The Taylor Rule in Times of Crisis,"
Discussion Papers of DIW Berlin
972, DIW Berlin, German Institute for Economic Research.
- Belke, Ansgar & Klose, Jens, 2010. "(How) Do the ECB and the Fed React to Financial Market Uncertainty? – The Taylor Rule in Times of Crisis," Ruhr Economic Papers 166, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Charles A. E. Goodhart & Carolina Osorio & Dimitrios P. Tsomocos, 2009. "Analysis of Monetary Policy and Financial Stability: A New Paradigm," CESifo Working Paper Series 2885, CESifo.
- Glenn D. Rudebusch, 2006.
"Monetary Policy Inertia: Fact or Fiction?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 2(4), December.
- Glenn D. Rudebusch, 2005. "Monetary policy inertia: fact or fiction?," Working Paper Series 2005-19, Federal Reserve Bank of San Francisco.
- John B. Taylor, 1999. "Monetary Policy Rules," NBER Books, National Bureau of Economic Research, Inc, number tayl99-1, June.
- repec:zbw:rwirep:0166 is not listed on IDEAS
- Christiano, Lawrence & Motto, Roberto & Rostagno, Massimo & Ilut, Cosmin, 2008. "Monetary policy and stock market boom-bust cycles," Working Paper Series 955, European Central Bank.
- Mr. Stephan Danninger & Ms. Irina Tytell & Mr. Ravi Balakrishnan & Mr. Selim A Elekdag, 2009. "The Transmission of Financial Stress from Advanced to Emerging Economies," IMF Working Papers 2009/133, International Monetary Fund.
- Boivin, Jean, 2006.
"Has U.S. Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(5), pages 1149-1173, August.
- Jean Boivin, 2005. "Has US Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data," NBER Working Papers 11314, National Bureau of Economic Research, Inc.
- Goodhart, C.A.E., 2006. "A framework for assessing financial stability?," Journal of Banking & Finance, Elsevier, vol. 30(12), pages 3415-3422, December.
- Schlicht, Ekkehart & Ludsteck, Johannes, 2006.
"Variance Estimation in a Random Coefficients Model,"
Discussion Papers in Economics
904, University of Munich, Department of Economics.
- Schlicht, Ekkehart & Ludsteck, Johannes, 2006. "Variance Estimation in a Random Coefficients Model," IZA Discussion Papers 2031, Institute of Labor Economics (IZA).
- Brousseau, Vincent & Detken, Carsten, 2001. "Monetary policy and fears of financial instability," Working Paper Series 89, European Central Bank.
- Kim, Chang-Jin, 2006. "Time-varying parameter models with endogenous regressors," Economics Letters, Elsevier, vol. 91(1), pages 21-26, April.
- Schlicht, Ekkehart, 1981. "A Seasonal Adjustment Principle and a Seasonal Adjustment Method Derived From this Principle," Munich Reprints in Economics 3374, University of Munich, Department of Economics.
- Giorgio Valente, 2003. "Monetary policy rules and regime shifts," Applied Financial Economics, Taylor & Francis Journals, vol. 13(7), pages 525-535.
- Mr. Martin Cihak & Mr. Aleš Bulíř & Sofía Bauducco, 2008. "Taylor Rule Under Financial Instability," IMF Working Papers 2008/018, International Monetary Fund.
- Philip Lowe & Claudio Borio, 2002. "Asset prices, financial and monetary stability: exploring the nexus," BIS Working Papers 114, Bank for International Settlements.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Schlicht, Ekkehart, 2006.
"VC - A Method For Estimating Time-Varying Coefficients in Linear Models,"
Discussion Papers in Economics
61656, University of Munich, Department of Economics.
- Schlicht, Ekkehart, 2019. "VC - A method for estimating time-varying coefficients in linear models," Economics Discussion Papers 2019-22, Kiel Institute for the World Economy (IfW Kiel).
- Schlicht, Ekkehart, 2020. "VC - A Method For Estimating Time-Varying Coefficients in Linear Models," IZA Discussion Papers 12920, Institute of Labor Economics (IZA).
- Schlicht, Ekkehart, 2019. "VC - A Method For Estimating Time-Varying Coefficients in Linear Models," Discussion Papers in Economics 69765, University of Munich, Department of Economics.
- Vašíček, Bořek, 2012.
"Is monetary policy in the new EU member states asymmetric?,"
Economic Systems, Elsevier, vol. 36(2), pages 235-263.
- Borek Vasícek, 2010. "Is Monetary Policy in New Members States Asymmetric?," Working Papers wpdea1010, Department of Applied Economics at Universitat Autonoma of Barcelona.
- Borek Vasicek, 2011. "Is Monetary Policy in the New EU Member States Asymmetric?," Working Papers 2011/05, Czech National Bank.
- Borek Vasicek, 2010. "Is Monetary Policy in New Members States Asymmetric?," William Davidson Institute Working Papers Series wp1005, William Davidson Institute at the University of Michigan.
- repec:cnb:ocpubv:rb10/2 is not listed on IDEAS
- Moccero, Diego & Gnabo, Jean-Yves, 2015. "The risk management approach to monetary policy, nonlinearity and aggressiveness: the case of the US Fed," Working Paper Series 1792, European Central Bank.
- repec:cnb:ocpubv:rb10/1 is not listed on IDEAS
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek, 2013.
"Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?,"
Journal of Financial Stability, Elsevier, vol. 9(1), pages 117-138.
- Roman Horvath & Jaromir Baxa & Borek Vasicek, 2011. "How Does Monetary Policy Respond to Financial Stress?," EcoMod2011 2769, EcoMod.
- Jaromir Baxa & Roman Horvath & Borek Vasicek, 2011. "Time-Varying Monetary-Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy?," Working Papers 2011/03, Czech National Bank.
- Jaromír Baxa & Roman Horváth & Borek Vasícek, 2011. "Monetary Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary," Working Papers wpdea1101, Department of Applied Economics at Universitat Autonoma of Barcelona.
- Käfer Benjamin, 2014. "The Taylor Rule and Financial Stability – A Literature Review with Application for the Eurozone," Review of Economics, De Gruyter, vol. 65(2), pages 159-192, August.
- Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek, 2014.
"How Does Monetary Policy Change? Evidence On Inflation-Targeting Countries,"
Macroeconomic Dynamics, Cambridge University Press, vol. 18(3), pages 593-630, April.
- Jaromír Baxa & Roman Horváth & Borek Vasícek, 2010. "How Does Monetary Policy Change? Evidence on Inflation Targeting Countries," Working Papers wpdea1007, Department of Applied Economics at Universitat Autonoma of Barcelona.
- Jaromír Baxa & Roman Horváth & Bořek Vašíček, 2010. "How Does Monetary Policy Change? Evidence on Inflation Targeting Countries," Working Papers IES 2010/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2010.
- Jaromir Baxa & Roman Horvath & Borek Vasicek, 2010. "How Does Monetary Policy Change? Evidence on Inflation Targeting Countries," Working Papers 2010/02, Czech National Bank.
- Vašíček, Bořek, 2012.
"Is monetary policy in the new EU member states asymmetric?,"
Economic Systems, Elsevier, vol. 36(2), pages 235-263.
- Borek Vasícek, 2010. "Is Monetary Policy in New Members States Asymmetric?," Working Papers wpdea1010, Department of Applied Economics at Universitat Autonoma of Barcelona.
- Borek Vasicek, 2011. "Is Monetary Policy in the New EU Member States Asymmetric?," Working Papers 2011/05, Czech National Bank.
- Borek Vasicek, 2010. "Is Monetary Policy in New Members States Asymmetric?," William Davidson Institute Working Papers Series wp1005, William Davidson Institute at the University of Michigan.
- Belke, Ansgar & Klose, Jens, 2013.
"Modifying Taylor reaction functions in the presence of the zero‐lower‐bound — Evidence for the ECB and the Fed,"
Economic Modelling, Elsevier, vol. 35(C), pages 515-527.
- Ansgar Belke & Jens Klose, 2012. "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound: Evidence for the ECB and the Fed," Discussion Papers of DIW Berlin 1218, DIW Berlin, German Institute for Economic Research.
- Belke, Ansgar & Klose, Jens, 2012. "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound – Evidence for the ECB and the Fed," Ruhr Economic Papers 343, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ansgar Belke & Jens Klose, 2012. "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound – Evidence for the ECB and the Fed," ROME Working Papers 201203, ROME Network.
- repec:zbw:rwirep:0343 is not listed on IDEAS
- Dibooglu, Sel & Erdogan, Seyfettin & Yildirim, Durmus Cagri & Cevik, Emrah Ismail, 2020. "Financial conditions and monetary policy in the US," Economic Systems, Elsevier, vol. 44(4).
- Ansgar Belke & Jens Klose, 2012. "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound – Evidence for the ECB and the Fed," Ruhr Economic Papers 0343, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Albulescu, Claudiu Tiberiu, 2013. "Financial Stability and Monetary Policy: A Reduced-Form Model for the EURO Area," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 62-81, March.
- Stijn Claessens & M. Ayhan Kose, 2013.
"Financial Crises: Explanations, Types and Implications,"
CAMA Working Papers
2013-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Claessens, Stijn & Kose, M. Ayhan, 2013. "Financial Crises: Explanations, Types, and Implications," CEPR Discussion Papers 9329, C.E.P.R. Discussion Papers.
- Mr. Stijn Claessens & Mr. Ayhan Kose, 2013. "Financial Crises Explanations, Types, and Implications," IMF Working Papers 2013/028, International Monetary Fund.
- Amira Dridi & Mohamed El Ghourabi & Mohamed Limam, 2012. "On monitoring financial stress index with extreme value theory," Quantitative Finance, Taylor & Francis Journals, vol. 12(3), pages 329-339, March.
- Diana Zigraiova & Petr Jakubik, 2014. "Systemic Event Prediction by Early Warning System," Working Papers IES 2014/01, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2014.
- Bjørnland, Hilde C. & Leitemo, Kai, 2009.
"Identifying the interdependence between US monetary policy and the stock market,"
Journal of Monetary Economics, Elsevier, vol. 56(2), pages 275-282, March.
- Bjørnland, Hilde C. & Leitemo, Kai, 2005. "Identifying the interdependence between US monetary policy and the stock market," Bank of Finland Research Discussion Papers 17/2005, Bank of Finland.
- Hilde C. Bjørnland & Kai Leitemo, 2008. "Identifying the interdependence between US monetary policy and the stock market," Working Paper 2008/04, Norges Bank.
- Bjørnland, Hilde C. & Leitemo, Kai, 2005. "Identifying the Interdependence between US Monetary Policy and the Stock Market," Memorandum 12/2005, Oslo University, Department of Economics.
- Ahmad, Saad, 2016. "A multiple threshold analysis of the Fed's balancing act during the Great Moderation," Economic Modelling, Elsevier, vol. 55(C), pages 343-358.
- Claudio Borio, 2011.
"Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward,"
Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 87-117, December.
- Claudio Borio, 2011. "Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward," BIS Working Papers 354, Bank for International Settlements.
- Schou-Zibell, Lotte & Albert, Jose Ramon & Song, Lei Lei, 2010.
"A Macroprudential Framework for Monitoring and Examining Financial Soundness,"
Working Papers on Regional Economic Integration
43, Asian Development Bank.
- Albert, Jose Ramon G. & Schou-Zibell, Lotte & Song, Lei Lei, 2012. "A Macroprudential Framework for Monitoring and Examining Financial Soundness," Discussion Papers DP 2012-22, Philippine Institute for Development Studies.
- Sun, Lixin & Huang, Yuqin, 2016.
"Measuring the instability of China's financial system: Indices construction and an early warning system,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-41.
- Sun, Lixin & Huang, Yuqin, 2013. "Measuring the Instability of China’s Financial System: Indices Construction and an Early Warning System," MPRA Paper 68497, University Library of Munich, Germany, revised 2014.
- Sun, Lixin & Huang, Yuqin, 2016. "Measuring the instability of China's financial system: Indices construction and an early warning system," Economics Discussion Papers 2016-4, Kiel Institute for the World Economy (IfW Kiel).
- Filardo, Andrew & Hubert, Paul & Rungcharoenkitkul, Phurichai, 2022. "Monetary policy reaction function and the financial cycle," Journal of Banking & Finance, Elsevier, vol. 142(C).
- Apostolakis, George & Papadopoulos, Athanasios P., 2015. "Financial stress spillovers across the banking, securities and foreign exchange markets," Journal of Financial Stability, Elsevier, vol. 19(C), pages 1-21.
- Ravn Søren Hove, 2012.
"Has the Fed Reacted Asymmetrically to Stock Prices?,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-36, June.
- Søren HOVE RAVN, 2010. "Has the Fed Reacted Asymmetrically to Stock Prices," EcoMod2010 259600076, EcoMod.
- repec:zbw:bofrdp:2005_017 is not listed on IDEAS
- Juan Francisco Martínez & José Miguel Matus & Daniel Oda, 2018. "Taxonomy of Chilean Financial Fragility Periods from 1975 to 2017," Working Papers Central Bank of Chile 822, Central Bank of Chile.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:elg:eechap:14064_10. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Darrel McCalla (email available below). General contact details of provider: http://www.e-elgar.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.