Nothing Special   »   [go: up one dir, main page]

create a website
Has Monetary Policy Become More Effective?. (2003). Giannoni, Marc ; Boivin, Jean.
In: NBER Working Papers.
RePEc:nbr:nberwo:9459.

Full description at Econpapers || Download paper

Cited: 181

Citations received by this document

Cites: 48

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Diagnosis of Monetary Policy in Tunisia During the Last Decade: a DSGE Model Approach. (2019). Levieuge, Grégory ; CHAKROUN, Mohamed ; Alimi, Kawther.
    In: Journal of the Knowledge Economy.
    RePEc:spr:jknowl:v:10:y:2019:i:1:d:10.1007_s13132-017-0455-3.

    Full description at Econpapers || Download paper

  2. .

    Full description at Econpapers || Download paper

  3. Efficiency of Monetary Policy Mechanisms Before and After the 2008 Financial Crisis in the Russian Economy. (2017). Lopatina, Olga ; Koba, Ekaterina ; Babina, Natalia ; Salmsnov, Oleg.
    In: MPRA Paper.
    RePEc:pra:mprapa:112276.

    Full description at Econpapers || Download paper

  4. Investigating the Impact of Monetary Policy using the Vector Autoregression Method. (2016). Salmanov, Oleg ; Vikulina, Evgeniya ; Drachena, Irina ; Lopatina, Olga ; Zaernjuk, Victor.
    In: MPRA Paper.
    RePEc:pra:mprapa:112280.

    Full description at Econpapers || Download paper

  5. Population Aging and the Aggregate Effects of Monetary Policy. (2014). Wong, Arlene.
    In: MPRA Paper.
    RePEc:pra:mprapa:57096.

    Full description at Econpapers || Download paper

  6. The Expected Inflation Channel of Government Spending in the Postwar U.S.. (2014). Li, Rong ; Dupor, Bill.
    In: Working Papers.
    RePEc:fip:fedlwp:2013-026.

    Full description at Econpapers || Download paper

  7. Assessing the effectiveness of monetary policy in Kenya: Evidence from a macroeconomic model. (2014). Kamau, Anne W. ; Sichei, Moses M. ; Were, Maureen ; Wambua, Joseph ; Nyamongo, Esman .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:37:y:2014:i:c:p:193-201.

    Full description at Econpapers || Download paper

  8. Revisiting the Great Moderation: policy or luck?. (2014). Wickens, Michael ; Ou, Zhirong ; Minford, A. Patrick.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2012/9.

    Full description at Econpapers || Download paper

  9. The asymmetric reaction of monetary policy to inflation and the output gap: Evidence from Canada. (2013). Fiodendji, Komlan ; Komlan, Fiodendji .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:30:y:2013:i:c:p:911-923.

    Full description at Econpapers || Download paper

  10. Markov Switching Monetary Policy in a two-country DSGE Model. (2012). Mavromatis, Kostas(Konstantinos).
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:982.

    Full description at Econpapers || Download paper

  11. Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel dEconomie 2011. (2012). Fève, Patrick ; Collard, Fabrice.
    In: TSE Working Papers.
    RePEc:tse:wpaper:26010.

    Full description at Econpapers || Download paper

  12. Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?. (2012). Tien, Pao-Lin ; Piger, Jeremy ; Morley, James.
    In: Discussion Papers.
    RePEc:swe:wpaper:2012-23.

    Full description at Econpapers || Download paper

  13. Learning, Monetary Policy and Asset Prices. (2012). Nisticò, Salvatore ; Airaudo, Marco ; Zanna, Luis-Felipe.
    In: School of Economics Working Paper Series.
    RePEc:ris:drxlwp:2012_012.

    Full description at Econpapers || Download paper

  14. A MULTIMARKET APPROACH FOR ESTIMATING A NEW KEYNESIAN PHILLIPS CURVE. (2012). Tena, Juan de Dios ; Dresdner, Jorge ; Araya, Ivan ; Juan de Dios Tena, .
    In: Revista de Economia Aplicada.
    RePEc:rev:reveca:v:20:y:2012:i:1:p:49-68.

    Full description at Econpapers || Download paper

  15. Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel dEconomie 2011. (2012). Fève, Patrick ; Collard, Fabrice.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:26011.

    Full description at Econpapers || Download paper

  16. The impact of monetary policy shocks on commodity prices. (2012). Pagano, Patrizio ; Lombardi, Marco ; Anzuini, Alessio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_851_12.

    Full description at Econpapers || Download paper

  17. Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics. (2012). mumtaz, haroon ; Liu, Philip ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:12-13.

    Full description at Econpapers || Download paper

  18. Moment matching versus Bayesian estimation: Backward-looking behaviour in the new-Keynesian three-equations model. (2011). Sacht, Stephen ; Franke, Reiner ; Jang, Tae-Seok .
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201110.

    Full description at Econpapers || Download paper

  19. Classical time-varying FAVAR models - estimation, forecasting and structural analysis. (2011). Marcellino, Massimiliano ; Lemke, Wolfgang ; Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:201104.

    Full description at Econpapers || Download paper

  20. Economic Cycle Volatility in the World Economy and Prospects for Global Economic Equilibrium Recovery. (2011). Konchyn, Vadym.
    In: MPRA Paper.
    RePEc:pra:mprapa:34272.

    Full description at Econpapers || Download paper

  21. Trend inflation and Monetary policy rules: Determinacy analyses in New Keynesian model with capital accumulation. (2011). Sossounov, Kirill ; Gerko, Elena ; Elena, Gerko .
    In: MPRA Paper.
    RePEc:pra:mprapa:30551.

    Full description at Econpapers || Download paper

  22. Should Canadian monetary policy respond to asset prices? Evidence from a structural model. (2011). Fiodendji, Komlan.
    In: MPRA Paper.
    RePEc:pra:mprapa:28039.

    Full description at Econpapers || Download paper

  23. Should Canadian Monetary Policy Respond to Asset Prices? Evidence from a Structural Model. (2011). Fiodendji, Komlan .
    In: MPRA Paper.
    RePEc:pra:mprapa:27942.

    Full description at Econpapers || Download paper

  24. Inference for VARs Identified with Sign Restrictions. (2011). Schorfheide, Frank ; Moon, Hyungsik ; Granziera, Eleonora ; Lee, Mihye.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17140.

    Full description at Econpapers || Download paper

  25. Are the Effects of Monetary Policy Shocks Big or Small?. (2011). Coibion, Olivier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17034.

    Full description at Econpapers || Download paper

  26. Inference for VARs identified with sign restrictions. (2011). Schorfheide, Frank ; Moon, Hyungsik ; Granziera, Eleonora ; Lee, Mihye.
    In: Working Papers.
    RePEc:fip:fedpwp:11-20.

    Full description at Econpapers || Download paper

  27. Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?. (2011). Paciello, Luigi.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:0917.

    Full description at Econpapers || Download paper

  28. Monetary Policy and Price Responsiveness to Aggregate Shocks under Rational Inattention. (2011). Paciello, Luigi.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:0916.

    Full description at Econpapers || Download paper

  29. Advances in Forecasting Under Instability. (2011). Rossi, Barbara.
    In: Working Papers.
    RePEc:duk:dukeec:11-20.

    Full description at Econpapers || Download paper

  30. Inference for VARs Identified with Sign Restrictions. (2011). Schorfheide, Frank ; Moon, Hyungsik ; Granziera, Eleonora ; Lee, Mihye.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8432.

    Full description at Econpapers || Download paper

  31. The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR. (2011). Marcellino, Massimiliano ; Lemke, Wolfgang ; Eickmeier, Sandra.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8341.

    Full description at Econpapers || Download paper

  32. How to Solve the Price Puzzle? A Meta-Analysis. (2011). Rusnák, Marek ; Horvath, Roman ; Havranek, Tomas.
    In: Working Papers.
    RePEc:cnb:wpaper:2011/02.

    Full description at Econpapers || Download paper

  33. Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models. (2011). Ormeo, Arturo .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3552.

    Full description at Econpapers || Download paper

  34. The monetary transmission mechanism in the euro area: has it changed and why?. (2011). Neri, Stefano ; Cecioni, Martina.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_808_11.

    Full description at Econpapers || Download paper

  35. Monetary policy, housing booms and financial (im)balances. (2010). Hofmann, Boris ; Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:201007.

    Full description at Econpapers || Download paper

  36. Desinflação ótima na presença de inércia inflacionária, formação de hábito e fricções monetárias. (2010). Cavalcanti, Marco A.
    In: Revista Brasileira de Economia - RBE.
    RePEc:fgv:epgrbe:v:64:y:2010:i:4:a:1112.

    Full description at Econpapers || Download paper

  37. Taylor principle and inflation stability in emerging market countries. (2010). Teles, Vladimir ; Zaidan, Marta .
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:91:y:2010:i:1:p:180-183.

    Full description at Econpapers || Download paper

  38. Monetary Policy, Trend Inflation and the Great Moderation:An Alternative Interpretation. (2010). Gorodnichenko, Yuriy ; Coibion, Olivier.
    In: Working Papers.
    RePEc:cwm:wpaper:94.

    Full description at Econpapers || Download paper

  39. Strategic Interaction among Heterogeneous Price-Setters in an Estimated DSGE Model. (2010). Gorodnichenko, Yuriy ; Coibion, Olivier.
    In: Working Papers.
    RePEc:cwm:wpaper:93.

    Full description at Econpapers || Download paper

  40. Endogenous Monetary Policy Regimes and the Great Moderation. (2010). Marcellino, Massimiliano ; Galvão, Ana ; Galvao, Ana Beatriz C, .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7827.

    Full description at Econpapers || Download paper

  41. Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data. (2010). Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo A..
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7813.

    Full description at Econpapers || Download paper

  42. How Has the Euro Changed the Monetary Transmission Mechanism?. (2009). Mojon, Benoit ; Giannoni, Marc P. ; Boivin, Jean .
    In: NBER Chapters.
    RePEc:nbr:nberch:7274.

    Full description at Econpapers || Download paper

  43. Information Criteria for Impulse Response Function Matching Estimation of DSGE Models. (2009). Rossi, Barbara ; Nason, James ; Inoue, Atsushi ; Hall, Alastair.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:127.

    Full description at Econpapers || Download paper

  44. Monetary Policy and the Lost Decade; Lessons from Japan. (2009). Leigh, Daniel.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/232.

    Full description at Econpapers || Download paper

  45. Taylor principle and inflation stability in emerging market countriesw. (2009). Teles, Vladimir ; Zaidan, Marta .
    In: Textos para discussão.
    RePEc:fgv:eesptd:197.

    Full description at Econpapers || Download paper

  46. Beyond monetary credibility: The impact of globalisation on the output-inflation trade-off in euro-area countries. (2009). Marzinotto, Benedicta.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:20:y:2009:i:2:p:162-176.

    Full description at Econpapers || Download paper

  47. INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS. (2009). Rossi, Barbara ; Nason, James ; Hall, Alastair ; Atsushi, .
    In: Working Papers.
    RePEc:duk:dukeec:08-7.

    Full description at Econpapers || Download paper

  48. Changing effects of monetary policy in the US-evidence from a time-varying coefficient VAR. (2008). Melzer, Christian ; Neumann, Thorsten ; Hoppner, Florian.
    In: Applied Economics.
    RePEc:taf:applec:v:40:y:2008:i:18:p:2353-2360.

    Full description at Econpapers || Download paper

  49. Bayesian counterfactual analysis of the sources of the great moderation. (2008). Piger, Jeremy ; Morley, James ; Kim, Chang-Jin.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:23:y:2008:i:2:p:173-191.

    Full description at Econpapers || Download paper

  50. An international perspective on oil price shocks and U.S. economic activity. (2008). Brown, Stephen ; Balke, Nathan ; Yucel, Mine K. ; Stephen P. A. Brown, .
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:20.

    Full description at Econpapers || Download paper

  51. Structural change and lag length in VAR models. (2008). Thoma, Mark.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:30:y:2008:i:3:p:965-976.

    Full description at Econpapers || Download paper

  52. Border of Monetary Policy in the New Financial State. (2008). Poonpatpibul, Chaipat ; Ramdecha, Vasuveerapat ; Jitmongkolsa-mer, Pawinee ; Wiengwangchai, Krittinan .
    In: Working Papers.
    RePEc:bth:wpaper:2008-01.

    Full description at Econpapers || Download paper

  53. A Note on the Dynamics of Persistence in US Inflation. (2008). Noriega, Antonio ; Noriega Antonio E., ; Manuel, Ramos Francia.
    In: Working Papers.
    RePEc:bdm:wpaper:2008-12.

    Full description at Econpapers || Download paper

  54. Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility. (2007). Miller, Stephen ; Apergis, Nicholas.
    In: Working papers.
    RePEc:uct:uconnp:2007-06.

    Full description at Econpapers || Download paper

  55. Has inflation targeting improved social welfare in practice?. (2007). OKANO, Eiji.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:15:y:2007:i:1:p:23-26.

    Full description at Econpapers || Download paper

  56. Monetary Policy, Oil Shocks, and TFP: Accounting for the Decline in U.S. Volatility. (2007). Sill, Keith ; Leduc, Sylvain.
    In: Review of Economic Dynamics.
    RePEc:red:issued:05-13.

    Full description at Econpapers || Download paper

  57. Social Capital at the Individual Level A Reduced Form Analysis. (2007). Munasib, Abdul.
    In: Economics Working Paper Series.
    RePEc:okl:wpaper:0703.

    Full description at Econpapers || Download paper

  58. Monetary Policy, Beliefs, Unemployment and Inflation; Evidence from the UK. (2007). N/A, .
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
    RePEc:nsr:niesrd:1780.

    Full description at Econpapers || Download paper

  59. Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data. (2007). Mihov, Ilian ; Giannoni, Marc ; Boivin, Jean.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12824.

    Full description at Econpapers || Download paper

  60. The Effects of Globalization on Inflation, Liquidity and Monetary Policy. (2007). Papademos, Lucas .
    In: NBER Chapters.
    RePEc:nbr:nberch:0531.

    Full description at Econpapers || Download paper

  61. Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis. (2007). Matheron, Julien ; Fève, Patrick ; Carrillo, Julio.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:5940.

    Full description at Econpapers || Download paper

  62. Optimal Policy Under Model Uncertainty: A Structural-Bayesian Estimation Approach. (2007). Stoltenberg, Christian ; Kriwoluzky, Alexander.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2007-040.

    Full description at Econpapers || Download paper

  63. Monetary policy, output composition and the Great Moderation. (2007). Mojon, Benoit.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-07-07.

    Full description at Econpapers || Download paper

  64. Do actions speak louder than words? Evaluating monetary policy at the Bundesbank. (2007). Siklos, Pierre ; Bohl, Martin T..
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:29:y:2007:i:2:p:368-386.

    Full description at Econpapers || Download paper

  65. Does inflation increase after a monetary policy tightening? Answers based on an estimated DSGE model. (2007). Rabanal, Pau.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:3:p:906-937.

    Full description at Econpapers || Download paper

  66. Inflation-output trade-offs in an optimization-based econometric framework applied to an open economy: The case of Japan. (2007). OKANO, Eiji.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:18:y:2007:i:1:p:98-124.

    Full description at Econpapers || Download paper

  67. (Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate. (2007). Sgherri, Silvia ; Lombardi, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007794.

    Full description at Econpapers || Download paper

  68. Shocks and frictions in US business cycles: a Bayesian DSGE approach. (2007). Wouters, Raf ; Smets, Frank.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007722.

    Full description at Econpapers || Download paper

  69. Real price and wage rigidities in a model with matching frictions. (2007). Kuester, Keith.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007720.

    Full description at Econpapers || Download paper

  70. US imbalances: the role of technology and policy. (2007). Smets, Frank ; Dedola, Luca ; Bems, Rudolfs.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007719.

    Full description at Econpapers || Download paper

  71. (Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate. (2007). Sgherri, Silvia ; Lombardi, Marco.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:142.

    Full description at Econpapers || Download paper

  72. Technology shocks and monetary policy : Revisiting the Feds performance. (2007). Matheron, Julien ; Avouyi-Dovi, Sanvi.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/5491.

    Full description at Econpapers || Download paper

  73. Measuring Interest Rates as Determined by Thrift and Productivity. (2007). Choi, Woon Gyu.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2007:v:8:i:1:p:167-195.

    Full description at Econpapers || Download paper

  74. A multimarket approach to estimate a New Keynesian Phillips Curve. (2007). Tena, Juan de Dios ; Dresdner, Jorge ; ARAYA, IVAN.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws076917.

    Full description at Econpapers || Download paper

  75. The policy preferences of the US Federal Reserve. (2006). Dennis, Richard.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:21:y:2006:i:1:p:55-77.

    Full description at Econpapers || Download paper

  76. Understanding the Relationship between Financial Development and Monetary Policy. (2006). Gómez Biscarri, Javier ; Galdon-Sanchez, Jose ; Carranza, Luis ; Jose Enrique Galdon Sanchez, .
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1406.

    Full description at Econpapers || Download paper

  77. The relative importance of Term Spread, Policy Inertia and Persistent Monetary Policy Shocks in Monetary Policy Rules. (2006). Vázquez, Jesús ; Maria-Dolores, Ramón.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:6.

    Full description at Econpapers || Download paper

  78. Monetary Policy Switch, the Taylor Curve, and the Great Moderation. (2006). Castelnuovo, Efrem.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:59.

    Full description at Econpapers || Download paper

  79. Sticky Prices vs. Limited Participation:What Do We Learn From the Data?. (2006). .
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:418.

    Full description at Econpapers || Download paper

  80. A State-Level Analysis of the Great Moderation. (2006). Piger, Jeremy ; Owyang, Michael.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:131.

    Full description at Econpapers || Download paper

  81. Expectations and Exchange Rate Dynamics: A State-Dependent Pricing Approach. (2006). Landry, Anthony.
    In: 2006 Meeting Papers.
    RePEc:red:sed006:119.

    Full description at Econpapers || Download paper

  82. Assessing Different Drivers of the GreatModeration in the U.S.. (2006). Castelnuovo, Efrem.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0025.

    Full description at Econpapers || Download paper

  83. The Price Puzzle: Fact or Artifact?. (2006). Surico, Paolo ; Castelnuovo, Efrem.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0016.

    Full description at Econpapers || Download paper

  84. DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12772.

    Full description at Econpapers || Download paper

  85. DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0332.

    Full description at Econpapers || Download paper

  86. The policy preferences of the US Federal Reserve. (2006). Dennis, Richard.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:1:p:55-77.

    Full description at Econpapers || Download paper

  87. Monetary Policy and Inflation Dynamics. (2006). Roberts, John.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2006:q:3:a:6.

    Full description at Econpapers || Download paper

  88. U.S. Wage and Price Dynamics: A Limited-Information Approach. (2006). Sbordone, Argia.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2006:q:3:a:5.

    Full description at Econpapers || Download paper

  89. The Lucas critique and the stability of empirical models. (2006). Surico, Paolo ; Lubik, Thomas.
    In: Working Paper.
    RePEc:fip:fedrwp:06-05.

    Full description at Econpapers || Download paper

  90. U.S. wage and price dynamics: a limited information approach. (2006). Sbordone, Argia.
    In: Staff Reports.
    RePEc:fip:fednsr:256.

    Full description at Econpapers || Download paper

  91. A Bayesian approach to counterfactual analysis of structural change. (2006). Piger, Jeremy ; Morley, James ; Kim, Chang-Jin.
    In: Working Papers.
    RePEc:fip:fedlwp:2004-014.

    Full description at Econpapers || Download paper

  92. Monetary policy, oil shocks, and TFP: accounting for the decline in U.S. volatility. (2006). Sill, Keith ; Leduc, Sylvain.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:873.

    Full description at Econpapers || Download paper

  93. Robust estimation and monetary policy with unobserved structural change. (2006). Williams, John.
    In: Economic Review.
    RePEc:fip:fedfer:y:2006:p:1-16.

    Full description at Econpapers || Download paper

  94. How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?. (2006). Poilly, Céline ; Matheron, Julien.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2006-11.

    Full description at Econpapers || Download paper

  95. Evaluating monetary policy when nominal interest rates are almost zero. (2006). Fujiwara, Ippei.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:20:y:2006:i:3:p:434-453.

    Full description at Econpapers || Download paper

  96. Expectations formation and the effectiveness of strategies for limiting the consequences of the zero bound. (2006). Roberts, John ; Reifschneider, David L..
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:20:y:2006:i:3:p:314-337.

    Full description at Econpapers || Download paper

  97. Varying monetary policy regimes: A vector autoregressive investigation. (2006). Hanson, Michael.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:58:y:2006:i:5-6:p:407-427.

    Full description at Econpapers || Download paper

  98. Has the transmission mechanism of European monetary policy changed in the run-up to EMU?. (2006). Rebucci, Alessandro ; Ciccarelli, Matteo.
    In: European Economic Review.
    RePEc:eee:eecrev:v:50:y:2006:i:3:p:737-776.

    Full description at Econpapers || Download paper

  99. A method to generate structural impulse-responses for measuring the effects of shocks in structural macro models. (2006). Farmer, Roger ; Beyer, Andreas.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006586.

    Full description at Econpapers || Download paper

  100. What accounts for the changes in U.S. fiscal policy transmission?. (2006). Müller, Gernot ; Meier, Andre ; bilbiie, florin ; Muller, Gernot J.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006582.

    Full description at Econpapers || Download paper

  101. New-Keynesian Macroeconomics and the Term Structure. (2006). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5956.

    Full description at Econpapers || Download paper

  102. The Timing of Monetary Policy Shocks. (2006). Tenreyro, Silvana ; Olivei, Giovanni.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5716.

    Full description at Econpapers || Download paper

  103. Quantifying Inflation Pressure and Monetary Policy Response in the United States. (2006). Shintani, Mototsugu ; Weymark, Diana N..
    In: Levine's Bibliography.
    RePEc:cla:levrem:321307000000000321.

    Full description at Econpapers || Download paper

  104. The Timing of Monetary Policy Shocks. (2006). Tenreyro, Silvana ; Olivei, Giovanni.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp0725.

    Full description at Econpapers || Download paper

  105. (Un)Predictability and Macroeconomic Stability. (2006). Surico, Paolo ; Giannone, Domenico ; D'Agostino, Antonello.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:5/rt/06.

    Full description at Econpapers || Download paper

  106. The price puzzle: fact or artefact?. (2006). Surico, Paolo ; Castelnuovo, Efrem.
    In: Bank of England working papers.
    RePEc:boe:boeewp:288.

    Full description at Econpapers || Download paper

  107. How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?. (2006). Poilly, Céline ; Matheron, Julien.
    In: Working papers.
    RePEc:bfr:banfra:148.

    Full description at Econpapers || Download paper

  108. Expectations, Learning and Macroeconomic Persistence. (2005). Milani, Fabio.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0510022.

    Full description at Econpapers || Download paper

  109. Learning, Monetary Policy Rules, and Macroeconomic Stability. (2005). Milani, Fabio.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0508019.

    Full description at Econpapers || Download paper

  110. The Price Puzzle and Indeterminacy. (2005). Surico, Paolo ; Castelnuovo, Efrem.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0507021.

    Full description at Econpapers || Download paper

  111. Adaptive Learning and Inflation Persistence. (2005). Milani, Fabio.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0506013.

    Full description at Econpapers || Download paper

  112. The Price Puzzle: Fact or Artefact?. (2005). Surico, Paolo ; Castelnuovo, Efrem.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0505015.

    Full description at Econpapers || Download paper

  113. Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach. (2005). Smets, Frank ; Wouters, Raf.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:20:y:2005:i:2:p:161-183.

    Full description at Econpapers || Download paper

  114. Inflation Targeting in Western Europe. (2005). Rey, Luis ; Moreno, Antonio ; Ibez, Antonio Moreno .
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1405.

    Full description at Econpapers || Download paper

  115. New-Keynesian Macroeconomics and the Term Structure. (2005). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0405.

    Full description at Econpapers || Download paper

  116. A Small-Sample Study of the New-Keynesian Macro Model. (2005). Moreno, Antonio ; Cho, Seonghoon.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0305.

    Full description at Econpapers || Download paper

  117. DSGE Models in a Data-Rich Environment. (2005). Giannoni, Marc ; Boivin, Jean.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:431.

    Full description at Econpapers || Download paper

  118. Measuring the Effects of Real and Monetary Shocks in a Structural New-Keynesian Model. (2005). Farmer, Roger ; Beyer, Andreas.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:172.

    Full description at Econpapers || Download paper

  119. Changing Effects of Monetary Policy in the U.S. –Evidence from a Time-Varying Coefficient VAR. (2005). Melzer, Christian ; Neumann, Thorsten .
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:144.

    Full description at Econpapers || Download paper

  120. Generalizing the Taylor Principle. (2005). Leeper, Eric ; Davig, Troy.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11874.

    Full description at Econpapers || Download paper

  121. New-Keynesian Macroeconomics and the Term Structure. (2005). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11340.

    Full description at Econpapers || Download paper

  122. Has US Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data. (2005). Boivin, Jean.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11314.

    Full description at Econpapers || Download paper

  123. A Bayesian DSGE Model with Infinite-Horizon Learning: Do Mechanical Sources of Persistence Become Superfluous?. (2005). Milani, Fabio.
    In: Working Papers.
    RePEc:irv:wpaper:060703.

    Full description at Econpapers || Download paper

  124. Adaptive Learning and Inflation Persistence. (2005). Milani, Fabio.
    In: Working Papers.
    RePEc:irv:wpaper:050607.

    Full description at Econpapers || Download paper

  125. The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation. (2005). Söderström, Ulf ; Kaminska, Iryna ; Favero, Carlo.
    In: Working Papers.
    RePEc:igi:igierp:280.

    Full description at Econpapers || Download paper

  126. A search for a structural Phillips curve. (2005). Sbordone, Argia ; Cogley, Timothy.
    In: Staff Reports.
    RePEc:fip:fednsr:203.

    Full description at Econpapers || Download paper

  127. Central bank transparency under model uncertainty. (2005). Eusepi, Stefano.
    In: Staff Reports.
    RePEc:fip:fednsr:199.

    Full description at Econpapers || Download paper

  128. The 2001 recession and the states of the Eighth Federal Reserve District. (2005). Wall, Howard ; Piger, Jeremy ; Owyang, Michael.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-053.

    Full description at Econpapers || Download paper

  129. The 2001 recession and the states of the Eighth Federal Reserve District. (2005). Wall, Howard ; Piger, Jeremy ; Owyang, Michael.
    In: Regional Economic Development.
    RePEc:fip:fedlrd:y:2005:i:nov:p:3-16:n:v.1no.1.

    Full description at Econpapers || Download paper

  130. Generalizing the Taylor principle. (2005). Leeper, Eric ; Davig, Troy.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp05-13.

    Full description at Econpapers || Download paper

  131. Expectations formation and the effectiveness of strategies for limiting the consequences of the zero bound on interest rates. (2005). Roberts, John ; Reifschneider, David L..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-70.

    Full description at Econpapers || Download paper

  132. Can financial innovation help to explain the reduced volatility of economic activity?. (2005). Sichel, Daniel ; Elmendorf, Douglas ; Dynan, Karen E..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-54.

    Full description at Econpapers || Download paper

  133. Tracking the source of the decline in GDP volatility: an analysis of the automobile industry. (2005). Ramey, Valerie ; Vine, Daniel J..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-14.

    Full description at Econpapers || Download paper

  134. Interest sensitivity and volatility reductions: cross-section evidence. (2005). Schuh, Scott ; Irvine, Owen F..
    In: Working Papers.
    RePEc:fip:fedbwp:05-4.

    Full description at Econpapers || Download paper

  135. Markov-switching structural vector autoregressions: theory and application. (2005). Zha, Tao ; Waggoner, Daniel ; Rubio-Ramirez, Juan F.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2005-27.

    Full description at Econpapers || Download paper

  136. An Empirical Analysis of the Social Welfare Brought about by Inflation Targeting: The Case of the U.K. (in Japanese). (2005). OKANO, Eiji.
    In: Economic Analysis.
    RePEc:esj:esriea:175d.

    Full description at Econpapers || Download paper

  137. How Does the New Keynesian Monetary Model Fit in the U.S. and the Eurozone? an Indirect Inference Approach. (2005). Perez, Jesus Vazquez ; Maria-Dolores, Ramon .
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:6650.

    Full description at Econpapers || Download paper

  138. How Does the New Keynesian Monetary Model Fit in the U.S. and the Eurozone? an Indirect Inference Approach. (2005). Maria-Dolores, Ramón ; Vazquez, Jesus.
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:200513.

    Full description at Econpapers || Download paper

  139. When did unsystematic monetary policy have an effect on inflation?. (2005). Mojon, Benoit.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005559.

    Full description at Econpapers || Download paper

  140. Global inflation. (2005). Mojon, Benoit ; Ciccarelli, Matteo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005537.

    Full description at Econpapers || Download paper

  141. Fleshing out the monetary transmission mechanism: output composition and the role of financial frictions. (2005). Müller, Gernot ; Meier, Andre ; Muller, Gernot J.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005500.

    Full description at Econpapers || Download paper

  142. Breaks in the mean of inflation: how they happen and what to do with them. (2005). Mojon, Benoit ; Corvoisier, Sandrine .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005451.

    Full description at Econpapers || Download paper

  143. Factor Analysis in a New-Keynesian Model. (2005). Marcellino, Massimiliano ; Henry, Jerome ; Farmer, Roger ; Beyer, Andreas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5266.

    Full description at Econpapers || Download paper

  144. The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation. (2005). Söderström, Ulf ; Kaminska, Iryna ; Favero, Carlo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4910.

    Full description at Econpapers || Download paper

  145. On the Fit and Forecasting Performance of New Keynesian Models. (2005). Wouters, Raf ; Smets, Frank ; Schorfheide, Frank ; Del Negro, Marco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4848.

    Full description at Econpapers || Download paper

  146. Global Inflation. (2005). Mojon, Benoit ; Ciccarelli, Matteo.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:357.

    Full description at Econpapers || Download paper

  147. A Search for a Structural Phillips Curve*. (2005). Sbordone, Argia ; Cogley, Timothy.
    In: Working Papers.
    RePEc:cda:wpaper:05-10.

    Full description at Econpapers || Download paper

  148. The Fed and the Question of Financial Stability: An Empirical Investigation.. (2005). Grunspan, T..
    In: Working papers.
    RePEc:bfr:banfra:134.

    Full description at Econpapers || Download paper

  149. Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the US Economy. (2005). Matheron, Julien ; Avouyi-Dovi, Sanvi.
    In: Working papers.
    RePEc:bfr:banfra:123.

    Full description at Econpapers || Download paper

  150. The Feds Monetary Policy Rule: Past, Present and Future. (2004). Moreno, Antonio.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0204.

    Full description at Econpapers || Download paper

  151. Technology Shocks and Aggregate Fluctuations: How Well Does the RBS Model Fit Postwar U.S. Data?. (2004). Rabanal, Pau ; Gali, Jordi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10636.

    Full description at Econpapers || Download paper

  152. Tracking the Source of the Decline in GDP Volatility: An Analysis of the Automobile Industry. (2004). Ramey, Valerie ; Vine, Daniel J..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10384.

    Full description at Econpapers || Download paper

  153. Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach. (2004). Boivin, Jean ; Bernanke, Ben ; Eliasz, Piotr.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10220.

    Full description at Econpapers || Download paper

  154. Optimal Inflation-Targeting Rules. (2004). Giannoni, Marc ; Woodford, Michael.
    In: NBER Chapters.
    RePEc:nbr:nberch:9557.

    Full description at Econpapers || Download paper

  155. Sticky Prices vs. Limited Participation: What Do We Learn From the Data?. (2004). Papadopoulou, Niki ; Ireland, Peter .
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:79.

    Full description at Econpapers || Download paper

  156. Monetary Policy and the Dangers of Deflation:Lessons from Japan. (2004). Leigh, Daniel.
    In: Economics Working Paper Archive.
    RePEc:jhu:papers:511.

    Full description at Econpapers || Download paper

  157. Technology Shocks and Aggregate Fluctuations; How Well Does the RBC Model Fit Postwar U.S. Data?. (2004). Rabanal, Pau ; Galí, Jordi ; Garreta, Jordi Gali.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2004/234.

    Full description at Econpapers || Download paper

  158. Monetary Policy Rules and the U.S. Business Cycle; Evidence and Implications. (2004). Rabanal, Pau.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2004/164.

    Full description at Econpapers || Download paper

  159. Sticky Prices vs Limited Participation: What do we Learn from the Data?. (2004). Papadopoulou, Niki ; Muscatelli, Vito ; Roy, Graeme ; Darby, Julia.
    In: Working Papers.
    RePEc:gla:glaewp:2004_4.

    Full description at Econpapers || Download paper

  160. Sticky Prices, Limited Participation or Both?. (2004). Papadopoulou, Niki.
    In: Working Papers.
    RePEc:gla:glaewp:2004_3.

    Full description at Econpapers || Download paper

  161. Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach. (2004). Boivin, Jean ; Bernanke, Ben ; Eliasz, Piotr.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-03.

    Full description at Econpapers || Download paper

  162. Robust estimation and monetary policy with unobserved structural change. (2004). Williams, John.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2004-11.

    Full description at Econpapers || Download paper

  163. Sales persistence and the reductions in GDP volatility. (2004). Irvine, Owen F..
    In: Working Papers.
    RePEc:fip:fedbwp:05-5.

    Full description at Econpapers || Download paper

  164. Were there regime switches in U.S. monetary policy?. (2004). Zha, Tao ; Sims, Christopher.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2004-14.

    Full description at Econpapers || Download paper

  165. Identifying VARS based on high frequency futures data. (2004). Wright, Jonathan ; Swanson, Eric ; Faust, Jon.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:51:y:2004:i:6:p:1107-1131.

    Full description at Econpapers || Download paper

  166. Reaching Inflation Stability. (2004). Moreno, Antonio.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:269.

    Full description at Econpapers || Download paper

  167. Evaluating Monetary Policy When Nominal Interest Rates Are Almost Zero. (2004). Fujiwara, Ippei.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:620.

    Full description at Econpapers || Download paper

  168. Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE approach. (2004). Wouters, Raf ; Smets, Frank.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004391.

    Full description at Econpapers || Download paper

  169. Will Stability Last?. (2004). Rowthorn, Robert ; Martin, William .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1324.

    Full description at Econpapers || Download paper

  170. Non-Walrasian Labor Market and the European Business Cycle. (2004). Zanetti, Francesco.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:574.

    Full description at Econpapers || Download paper

  171. Characterization of the Dynamic Effects of Fiscal Shocks in a Small Open Economy. (2004). Rebei, Nooman.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-41.

    Full description at Econpapers || Download paper

  172. A Structural Estimation and Interpretation of the New Keynesian Macro Model. (2003). Moreno, Antonio ; Cho, Seonghoon.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1403.

    Full description at Econpapers || Download paper

  173. Reaching Inflation Stability. (2003). Moreno, Antonio.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1303.

    Full description at Econpapers || Download paper

  174. Has the effect of monetary policy changedduring 1990s?: An Application of Identified Markov Switching Vector Autoregression to the Impulse Response Analysis When the Nominal Interest Rate is Almost Ze. (2003). Fujiwara, Ippei.
    In: Discussion Papers in Economics and Business.
    RePEc:osk:wpaper:03-08.

    Full description at Econpapers || Download paper

  175. The Output Composition Puzzle: A Difference in the Monetary Transmission Mechanism in the Euro Area and U.S.. (2003). terlizzese, daniele ; Mojon, Benoit ; Kashyap, Anil ; Angeloni, Ignazio.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9985.

    Full description at Econpapers || Download paper

  176. Optimal Inflation Targeting Rules. (2003). Woodford, Michael ; Giannoni, Marc.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9939.

    Full description at Econpapers || Download paper

  177. The Cost Channel of Monetary Policy; Further Evidence for the United States and the Euro Area. (2003). Rabanal, Pau.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2003/149.

    Full description at Econpapers || Download paper

  178. Monetary policy, oil shocks, and TFP: accounting for the decline in U.S. volatility. (2003). Sill, Keith ; Leduc, Sylvain.
    In: Working Papers.
    RePEc:fip:fedpwp:03-22.

    Full description at Econpapers || Download paper

  179. How forward-looking is optimal monetary policy?. (2003). Woodford, Michael ; Giannoni, Marc.
    In: Proceedings.
    RePEc:fip:fedcpr:y:2003:p:1425-1483.

    Full description at Econpapers || Download paper

  180. Optimal Monetary Policy Rules under Imperfect Commitment: Reconciling Theory with Evidence. (2003). Kara, Hakan ; Hakan, KARA .
    In: EcoMod2003.
    RePEc:ekd:003307:330700077.

    Full description at Econpapers || Download paper

  181. Why Does Private Consumption Rise After a Government Spending Shock?. (2003). Rebei, Nooman ; Bouakez, Hafedh.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-43.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. [1] Abel, Andrew B. (1990), ìAsset Prices under Habit Formation and Catching Up with the Joneses,î American Economic Review, 80(2), 38-42.

  2. [10] Bernanke, Ben S., Mark Gertler, and Mark W. Watson (1997), ìSystematic Monetary Policy and the Effects of Oil Price Shocks,î Brookings Papers on Economic Activity, 0(1), 91-142.

  3. [11] Bernanke, Ben S., and Ilian Mihov (1998), ìMeasuring Monetary Policy,î Quarterly Journal of Economics, 113(3), 869-902.

  4. [12] Boivin, Jean (1999), ìRevisiting the Evidence on the Stability of Monetary VARísî, unpublished manuscript, Columbia University.
    Paper not yet in RePEc: Add citation now
  5. [13] ññ ññ (2001), ìThe Conduct of Monetary Policy: Has it Changed and Does it Matter?î, unpublished manuscript, Columbia University.
    Paper not yet in RePEc: Add citation now
  6. [14] Boivin, Jean, and Marc P. Giannoni (2002), ìAssessing Changes in the Monetary Trans- mission Mechanism: A VAR Approach,î Federal Reserve Bank of New York, Economic Policy Review 8(1): 97-112.

  7. [15] Boldrin, Michele, Lawrence J. Christiano, and Jonas D.M. Fisher (1999), ìHabit Persis- tence, Asset Returns and the Business Cycle,î unpublished manuscript, Northwestern University and Federal Reserve Bank of Chicago.

  8. [16] Calvo, Guillermo A. (1983), ìStaggered Prices in a Utility-Maximizing Framework,î Journal of Monetary Economics, 12(3), 383-98.

  9. [17] Christiano, Lawrence J., Martin Eichenbaum, and Charles L. Evans (1999), ìMonetary Policy Shocks: What Have we Learned and to What End?,î in John B. Taylor and Michael Woodford (eds.), Handbook of Macroeconomics, Amsterdam: North-Holland, Volume 1A, Chapter 2.

  10. [18] ññ ññ, ññ ññ, and ññ ññ (2001), ìNominal Rigidities and the Dynamic Effect of a Shock to Monetary Policy,î NBER working paper no. 8403, July.

  11. [19] Clarida, Richard, Jordi GalÌ, and Mark Gertler (2000), ìMonetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory,î Quarterly Journal of Eco- nomics, 115(1), 147-80.

  12. [2] Andrews, Donald W.K. (1993), ìTests of Parameter Instability and Structural Change with Unknown Change Point,î Econometrica, 61, 821-856.

  13. [20] Cogley, Timothy, and James M. Nason (1995), ìOutput Dynamics in Real-Business- Cycle Models,î American Economic Review, 85(3), 492-511.

  14. [21] Cogley, Timothy, and Thomas Sargent (2001), ìEvolving Post-World War II U.S. Infla- tion Dynamics,î NBER Macroeconomics Annual 2001.
    Paper not yet in RePEc: Add citation now
  15. [22] Cook, Timothy (1989), ìDeterminants of the Federal-Funds Rateî, FRB Richmond Economic Review 75(1), Jan.-Feb., 3-19.
    Paper not yet in RePEc: Add citation now
  16. [23] Dixit, Avinash K., and Joseph E. Stiglitz (1977), ìMonopolistic Competition and Op- timum Product Diversity,î American Economic Review, 67, 297-308.

  17. [24] Dridi, Ramdan and Eric Renault (2001), ìSemi-Parametric Indirect Inference,î unpub- lished manuscript, UniversitÈ de MontrÈal and CREST-Insee.
    Paper not yet in RePEc: Add citation now
  18. [26] Fuhrer, Jeffrey C. (2000), ìHabit Formation in Consumption and Its Implications for Monetary-Policy Models,î American Economic Review, 90(3), 367-90.

  19. [27] Fuhrer, Jeffrey C. and Geoffrey R. Moore (1995), ìMonetary Policy Trade-offs and the Correlation between Nominal Interest Rates and Real Output,î American Economic Review, 85: 219-39.

  20. [28] GalÌ, Jordi (1994), ìKeeping Up with the Joneses: Consumption Externalities, Portfolio Choice, and Asset Prices,î Journal of Money, Credit, and Banking, 26(1), 1-8.

  21. [29] GalÌ, Jordi, and Mark Gertler (1999), ìInflation Dynamics: A Structural Econometric Analysis,î Journal of Monetary Economics, 44(2), 195-222.

  22. [3] Amato, Jeffery D., and Thomas Laubach (2000), ìImplications of Habit Formation for Optimal Monetary Policy,î unpublished manuscript, Bank for International Settlements and Board of Governors of the Federal Reserve System.

  23. [30] Gertler, Mark, and Cara S. Lown (2000), ìThe Information in the High-Yield Bond Spread for the Business Cycle: Evidence and Some Implications,î NBER working paper no. 7549.

  24. [31] Giannoni, Marc P. (2002), ìDoes Model Uncertainty Justify Caution? Robust Optimal Monetary Policy in a Forward-Looking Model,î Macroeconomic Dynamics 6(1): 111- 144.

  25. [32] Gilchrist, Simon, and John C. Williams (2000), ìPutty-Clay and Investment: A Business Cycle Analysis,î Journal of Political Economy, 108(5), 928-60.

  26. [33] Hall, Robert E. (2001), ìIndustry Dynamics with Adjustment Costs,î unpublished, Hoover Institution and Stanford University, October.

  27. [34] Hansen, Bruce E, (1997), ìAppropriate Asymptotic P Values for Structural-Change Tests,î Journal of Business and Economic Statistics, 15(1), January: 60-67.

  28. [35] Kahn, James, Margaret M. McConnell, and Gabriel Perez-Quiros (2001), ìThe Reduced Volatility of the U.S. Economy: Policy or Progress?,î unpublished manuscript, Federal Reserve Bank of New York and European Central Bank.
    Paper not yet in RePEc: Add citation now
  29. [36] Kilian, Lutz (1998), ìSmall-Sample Confidence Intervals for Impulse Response Func- tions,î Review of Economics and Statistics, 80(2), May, 218-230.

  30. [37] King, Robert G., and Mark W. Watson (1998), ìThe Solution of Singular Linear Dif- ference Systems under Rational Expectations,î International Economic Review, 39(4), 1015-26.

  31. [38] Kuttner Ken N., and Patricia C. Mosser (2002), ìThe Monetary Transmission Mech- anism: Some Answers and Further Questionsî, Federal Reserve Bank of New York, Economic Policy Review 8(1): 15-26.
    Paper not yet in RePEc: Add citation now
  32. [39] Kydland Finn E., and Edward C. Prescott (1982), ìTime to Build and Aggregate Fluc- tuations,î Econometrica 50(6), 1345-70.
    Paper not yet in RePEc: Add citation now
  33. [4] ññ ññ, and ññ ññ (2003), ìEstimation and Control of an Optimization-Based Model with Sticky Prices and Wagesî Journal of Economic Dynamics & Control, forth- coming.

  34. [40] Lubik, Thomas A. and Frank Shorfheide (2002), ìTesting for Indeterminacy: An Appli- cation to U.S. Monetary Policy,î unpublished manuscript, Johns Hopkins University.

  35. [41] Lucas, Robert E., Jr. (1976), ìEconometric Policy Evaluation: A Critique,î Carnegie- Rochester Conference Series on Public Policy, 1, 19-46.

  36. [42] McCallum, Bennett (1983), ìOn Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective,î Journal of Monetary Economics 11, 139-168.

  37. [43] ññ ññ (1998), ìSolutions to linear rational expectations models: a compact exposi- tion,î Economic Letters, 61, 143-147.
    Paper not yet in RePEc: Add citation now
  38. [45] Rotemberg, Julio J., and Michael Woodford (1997), ìAn Optimization-Based Economet- ric Framework for the Evaluation of Monetary Policy,î NBER Macroeconomics Annual 1997, 297-346.

  39. [46] Stock, James H. and Mark W. Watson (1996), ìEvidence on Structural Instability in Macroeconomic Time Series Relations,î Journal of Business and Economic Statistics, 14, 11-30.

  40. [47] ññ ññ, and ññ ññ, (1998), ìMedian Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model,î Journal of the American Statistical Association, 93, 349-358.
    Paper not yet in RePEc: Add citation now
  41. [49] Taylor, John B. (1993), ìDiscretion versus Policy Rules in Practice,î Carnegie-Rochester Conference Series on Public Policy, 39, 195-214.

  42. [5] Bai, Jushan, Robin Lumsdaine and James Stock (1998), ìTesting For and Dating Com- mon Breaks in Multivariate Time Series,î The Review of Economic Studies, 65, 395-432.

  43. [50] Woodford, Michael (1999), ìOptimal Monetary Policy Inertia,î NBER working paper no. 7261.

  44. [51] ññ ññ (2002), Interest and Prices: Foundations of a Theory of Monetary Policy, forthcoming, Princeton University Press.
    Paper not yet in RePEc: Add citation now
  45. [6] Barth, Marvin J., and Valerie A. Ramey (2001). ìThe Cost Channel of Monetary Trans- mission,î NBER Macroeconomics Annual 2001.

  46. [7] Bernanke, Ben S., and Alan S. Blinder (1992), ìThe Federal Funds Rate and the Trans- mission of Monetary Policy,î American Economic Review, 82, 901-21.
    Paper not yet in RePEc: Add citation now
  47. [8] Bernanke, Ben S. and Jean Boivin (2002), ìMonetary Policy in a Data-Rich Environ- ment,î Journal of Monetary Economics, forthcoming.
    Paper not yet in RePEc: Add citation now
  48. [9] Bernanke, Ben S., Jean Boivin and Piotr Eliasz (2002) ìFactor Augmented VAR and the Analysis of Monetary Policy,î unpublished manuscript, Princeton University.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Consumption-Investment Decision of a Prospect Theory Household. (2016). Tsigaris, Panagiotis ; Hlouskova, Jaroslava ; Fortin, Ines.
    In: Economics Series.
    RePEc:ihs:ihsesp:322.

    Full description at Econpapers || Download paper

  2. No man is an island : the Impact of Heterogeneity and local interactions on Macroeconomic Dynamics. (2016). Roventini, Andrea ; Napoletano, Mauro ; Guerini, Mattia.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1618.

    Full description at Econpapers || Download paper

  3. Social Networks and Housing Markets. (2016). Stroebel, Johannes ; Strobel, Johannes ; Kuchler, Theresa ; Cao, Ruiqing ; Bailey, Michael.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5905.

    Full description at Econpapers || Download paper

  4. Optimal taxation in a habit formation economy. (2015). Kuhn, Moritz ; Koehne, Sebastian.
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:122:y:2015:i:c:p:31-39.

    Full description at Econpapers || Download paper

  5. Cheap but flighty: how global imbalances create financial fragility. (2015). Ahnert, Toni ; Perotti, Enrico C.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10502.

    Full description at Econpapers || Download paper

  6. Rare Disasters and Exchange Rates. (2015). Gabaix, Xavier ; Farhi, Emmanuel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10334.

    Full description at Econpapers || Download paper

  7. Fiscal Policy Matters A New DSGE Model for Slovakia. (2015). Horvath, Michal ; Mucka, Zuzana .
    In: Discussion Papers.
    RePEc:cbe:dpaper:201501.

    Full description at Econpapers || Download paper

  8. Price Effect in the Short and in the Long Run. (2015). Vanin, Paolo ; dragone, davide.
    In: Working Papers.
    RePEc:bol:bodewp:wp1040.

    Full description at Econpapers || Download paper

  9. A note on sustainability and habit formation. (2014). Yamaguchi, Rintaro.
    In: Letters in Spatial and Resource Sciences.
    RePEc:spr:lsprsc:v:7:y:2014:i:3:p:149-157.

    Full description at Econpapers || Download paper

  10. Bivariate almost stochastic dominance. (2014). Huang, Rachel ; Denuit, Michel ; Tzeng, Larry.
    In: Economic Theory.
    RePEc:spr:joecth:v:57:y:2014:i:2:p:377-405.

    Full description at Econpapers || Download paper

  11. Showing or telling? Local interaction and organization of behavior. (2014). Cowan, Robin ; Babutsidze, Zakaria.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:9:y:2014:i:2:p:151-181.

    Full description at Econpapers || Download paper

  12. Comparing Consumption-based Asset Pricing Models: The Case of an Asian City. (2014). Leung, Charles ; Dong, Jinyue ; Kwan, Yum K. ; Leung, Charles Ka Yui, .
    In: MPRA Paper.
    RePEc:pra:mprapa:60513.

    Full description at Econpapers || Download paper

  13. Stock Price Dynamics of China: What Do the Asset Markets Tell Us About the Chinese Utility Function?. (2014). Dong, Jinyue ; Kwan, Yum K..
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:50:y:2014:i:03:p:77-108.

    Full description at Econpapers || Download paper

  14. Monetary and Fiscal Policy in Times of Crises: A New Keynesian Perspective in Continuous Time. (2014). Hayo, Bernd ; Niehof, Britta .
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201455.

    Full description at Econpapers || Download paper

  15. Conformism and Wealth Distribution. (2014). Nakamoto, Yasuhiro ; Mino, Kazuo.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:901.

    Full description at Econpapers || Download paper

  16. A New Solution to the Equity Premium Puzzle and the Risk-Free Rate Puzzle: Theory and Evidence. (2014). Tamura, Hideaki ; Matsubayashi, Yoichi.
    In: Discussion Papers.
    RePEc:koe:wpaper:1422.

    Full description at Econpapers || Download paper

  17. Social Comparison and Risk Taking Behavior. (2014). Stanca, Luca ; Manzoni, Elena ; Gamba, Astrid.
    In: Jena Economic Research Papers.
    RePEc:jrp:jrpwrp:2014-031.

    Full description at Econpapers || Download paper

  18. Household electricity demand in Spanish regions. Public policy implications. (2014). Romero-Jordan, Desiderio ; Peasco, Cristina ; del Rio, Pablo.
    In: Working Papers.
    RePEc:ieb:wpaper:2013/6/doc2014-24.

    Full description at Econpapers || Download paper

  19. Catching up with the Joneses and Borrowing Constraints: An Agent-based Analysis of Household Debt. (2014). König, Nadja ; Ingrid Größl, ; Knig, Nadja .
    In: Macroeconomics and Finance Series.
    RePEc:hep:macppr:201404.

    Full description at Econpapers || Download paper

  20. The Decline of Drudgery and the Paradox of Hard Work. (2014). Kimball, Miles ; Epstein, Brendan.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1106.

    Full description at Econpapers || Download paper

  21. Signaling Status: The Impact of Relative Income on Household Consumption and Financial Decisions. (2014). Ramcharan, Rodney ; Krimmel, Jacob ; Bricker, Jesse.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-76.

    Full description at Econpapers || Download paper

  22. Behavioral Economics and Macroeconomic Models. (2014). Holden, Steinar ; Driscoll, John.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-43.

    Full description at Econpapers || Download paper

  23. Testing consumption optimality using aggregate data. (2014). Issler, João ; Gomes, Fabio Augusto Reis, .
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:756.

    Full description at Econpapers || Download paper

  24. The Word on Banking - Social Ties, Trust, and the Adoption of Financial Products.. (2014). Patacchini, Eleonora ; Rainone, Edoardo .
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:1404.

    Full description at Econpapers || Download paper

  25. Loss aversion and the asymmetric transmission of monetary policy. (2014). Santoro, Emiliano ; Pfajfar, Damjan ; Petrella, Ivan ; Gaffeo, Edoardo.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:68:y:2014:i:c:p:19-36.

    Full description at Econpapers || Download paper

  26. Equilibrium dynamics in a class of one-sector endogenous growth models with external habits: An application of special functions. (2014). Gómez Suárez, Manuel ; Gomez, Manuel A..
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:51:y:2014:i:c:p:50-54.

    Full description at Econpapers || Download paper

  27. Behavioral economics and macroeconomic models. (2014). Holden, Steinar ; Driscoll, John.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:41:y:2014:i:c:p:133-147.

    Full description at Econpapers || Download paper

  28. State-variable public goods and social comparisons. (2014). Johansson-Stenman, Olof ; Aronsson, Thomas.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:68:y:2014:i:2:p:390-410.

    Full description at Econpapers || Download paper

  29. Lifecycle consumption plans, social learning and external habits: Experimental evidence. (2014). Duffy, John ; Carbone, Enrica.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:106:y:2014:i:c:p:413-427.

    Full description at Econpapers || Download paper

  30. Positional preferences in time and space: Optimal income taxation with dynamic social comparisons. (2014). Johansson-Stenman, Olof ; Aronsson, Thomas.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:101:y:2014:i:c:p:1-23.

    Full description at Econpapers || Download paper

  31. Habit persistence and the long-run labor supply. (2014). Struck, Clemens C..
    In: Economics Letters.
    RePEc:eee:ecolet:v:124:y:2014:i:2:p:243-247.

    Full description at Econpapers || Download paper

  32. The equity premium in a small open economy and an application to Israel. (2014). Elkayam, David ; Borenstein, Eliezer .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:43:y:2014:i:c:p:81-99.

    Full description at Econpapers || Download paper

  33. Loss Aversion and the Asymmetric Transmission of Monetary Policy. (2014). Santoro, Emiliano ; Pfajfar, Damjan ; Petrella, Ivan ; Gaffeo, Edoardo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10105.

    Full description at Econpapers || Download paper

  34. Shortfall Aversion. (2014). Ren, Dan ; Guasoni, Paolo ; Huberman, Gur.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10064.

    Full description at Econpapers || Download paper

  35. A Consumption-Based Approach to Exchange Rate Predictability. (2014). Ojeda-Joya, Jair.
    In: Borradores de Economia.
    RePEc:bdr:borrec:857.

    Full description at Econpapers || Download paper

  36. Housing Services and Volatility Bounds with Real Estate Returns. (2011). Pakoš, Michal ; Pakos, Michal ; Zemcik, Petr .
    In: ERES.
    RePEc:arz:wpaper:eres2011_84.

    Full description at Econpapers || Download paper

  37. Reference-dependent Preferences and the Transmission of Monetary Policy. (2010). Santoro, Emiliano ; Pfajfar, Damjan ; Petrella, Ivan ; Gaffeo, Edoardo.
    In: Discussion Paper.
    RePEc:tiu:tiucen:2d1a9a11-fccf-42ef-8779-3ec2ee7cace8.

    Full description at Econpapers || Download paper

  38. The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis. (2010). Oikonomou, Ioannis ; Brooks, Chris ; Pavelin, Stephen .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2010-12.

    Full description at Econpapers || Download paper

  39. A Microfounded Sectoral Model for Open Economies. (2007). Plasmans, Joseph ; Fornero, Jorge ; Michalak, T. ; Plasmans, J. E. J., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:0fa43989-a96a-4c17-86de-ec95be139e98.

    Full description at Econpapers || Download paper

  40. Intergenerational Linkages in Consumption Behavior. (2004). Waldkirch, Andreas ; Ng, Serena ; Cox, Donald.
    In: Journal of Human Resources.
    RePEc:uwp:jhriss:v:39:y:2004:i:2:p355-381.

    Full description at Econpapers || Download paper

  41. Equity Premiums In Small Open Economy. (2004). Douch, Mohamed.
    In: MPRA Paper.
    RePEc:pra:mprapa:14613.

    Full description at Econpapers || Download paper

  42. Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity. (2004). Sahuc, Jean-Guillaume ; Jondeau, Eric.
    In: Documents de recherche.
    RePEc:eve:wpaper:04-13.

    Full description at Econpapers || Download paper

  43. The Value of Interest-rate Smoothing in a Forward-looking Small Open Economy. (2003). Kam, Timothy.
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:03-12.

    Full description at Econpapers || Download paper

  44. Saving and Habit Formation : Evidence from Dutch Panel Data. (2002). alessie, rob ; Alessie, R. J. M., ; Teppa, F..
    In: Discussion Paper.
    RePEc:tiu:tiucen:60427e7c-434b-4fbc-a05d-e64890958628.

    Full description at Econpapers || Download paper

  45. Saving and Habit Formation: Evidence from Dutch Panel Data. (2002). alessie, rob ; Teppa, Federica.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20020076.

    Full description at Econpapers || Download paper

  46. Habitudes de consommation et prime de risque sur le marché actions dans les pays du G7. (2001). Dees, Stephane ; Cadiou, Loic ; Allais, Olivier.
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2001_num_147_1_6211.

    Full description at Econpapers || Download paper

  47. The Restrictions on Predictability Implied by Rational Asset Pricing Models.. (1998). Kirby, Chris.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:11:y:1998:i:2:p:343-82.

    Full description at Econpapers || Download paper

  48. Preferences, Consumption Smoothing and Risk Premia. (1997). Uhlig, Harald ; Lettau, M. ; Uhlig, H. F. H. V. S., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:129a8e4c-f593-4f03-b35b-2846f24d7311.

    Full description at Econpapers || Download paper

  49. Catching up with the Keynesians. (1996). Uhlig, Harald ; Ljungqvist, Lars ; Uhlig, H. F. H. V. S., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:f678c765-1782-4a88-8b02-c02cf5dbf264.

    Full description at Econpapers || Download paper

  50. Can Habit Formation be Reconciled with Business Cycle Facts?. (1995). Uhlig, Harald ; Lettau, M. ; Uhlig, H. F. H. V. S., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:b152dad0-97de-48c9-bde6-6864e691a913.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-22 15:46:21 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.