Andrew Filardo : Citation Profile


Are you Andrew Filardo?

Bank for International Settlements (BIS)

17

H index

26

i10 index

1614

Citations

RESEARCH PRODUCTION:

19

Articles

43

Papers

13

Chapters

RESEARCH ACTIVITY:

   26 years (1993 - 2019). See details.
   Cites by year: 62
   Journals where Andrew Filardo has often published
   Relations with other researchers
   Recent citing documents: 126.    Total self citations: 19 (1.16 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfi266
   Updated: 2021-09-18    RAS profile: 2020-09-22    
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Relations with other researchers


Works with:

Lombardi, Marco (4)

BORIO, Claudio (4)

Auer, Raphael (4)

Rungcharoenkitkul, Phurichai (3)

Hubert, Paul (2)

Ferrari, Massimo (2)

Siklos, Pierre (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Andrew Filardo.

Is cited by:

Siklos, Pierre (29)

Dufrénot, Gilles (25)

BORIO, Claudio (24)

Balcilar, Mehmet (21)

Marcellino, Massimiliano (16)

GUPTA, RANGAN (16)

Yetman, James (15)

Disyatat, Piti (15)

Hofmann, Boris (15)

Mehrotra, Aaron (14)

Funke, Michael (14)

Cites to:

BORIO, Claudio (33)

Bernanke, Ben (24)

Reinhart, Carmen (14)

Gertler, Mark (12)

Drehmann, Mathias (11)

Peersman, Gert (11)

Pesaran, M (10)

Hofmann, Boris (10)

Svensson, Lars (9)

Auer, Raphael (9)

Mojon, Benoit (9)

Main data


Where Andrew Filardo has published?


Journals with more than one article published# docs
Economic Review7
BIS Quarterly Review3

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements19
Research Working Paper / Federal Reserve Bank of Kansas City9

Recent works citing Andrew Filardo (2021 and 2020)


YearTitle of citing document
2020Inflation, Output and Monetary Policy in South Africa. (). Komba, Coretha ; Ngalawa, Harold. In: Working Papers. RePEc:aer:wpaper:398.

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2020Leaning against the wind and crisis risk. (2020). Ward, Felix ; Steege, Lucas Ter ; Schularick, Moritz. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:041.

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2020Markov Switching. (2020). Wo, Tomasz ; Song, Yong. In: Papers. RePEc:arx:papers:2002.03598.

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2020A Model of the Feds View on Inflation. (2020). Pellegrino, Filippo ; Hasenzagl, Thomas ; Ricco, Giovanni ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2006.14110.

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2020Asymptotic Properties of the Maximum Likelihood Estimator in Endogenous Regime-Switching Models. (2020). Liu, Yan. In: Papers. RePEc:arx:papers:2010.04930.

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2021Detection of Structural Regimes and Analyzing the Impact of Crude Oil Market on Canadian Stock Market: Markov Regime-Switching Approach. (2021). Ghaneei, Hana ; Mahmoudi, Mohammad Reza. In: Papers. RePEc:arx:papers:2109.01046.

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2020Has the Inflation Process Changed? Selective Review of Recent Research on Inflation Dynamics. (2020). MacGee, James (Jim) ; Kryvtsov, Oleksiy. In: Discussion Papers. RePEc:bca:bocadp:20-11.

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2020Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature. (2020). Yang, Jing ; Witmer, Jonathan ; Priftis, Romanos ; Kozicki, Sharon ; Suchanek, Lena ; Johnson, Grahame. In: Discussion Papers. RePEc:bca:bocadp:20-16.

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2020The relationship between inflation rates in advanced economies. (2020). Gómez-Loscos, Ana ; Alvarez, Luis ; Gadea, Dolores M. In: Economic Bulletin. RePEc:bde:journl:y:2020:i:03:d:aa:n:03.

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2020THE DOMESTIC IMPACTS AND SPILLOVERS OF CAPITAL CONTROLS. (2020). Zehri, Chokri. In: Economic Annals. RePEc:beo:journl:v:65:y:2020:i:227:p:31-66.

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2020Unconventional Monetary Policies: A Stock-Taking Exercise. (2020). Sahuc, Jean-Guillaume ; Pfister, Christian. In: Working papers. RePEc:bfr:banfra:761.

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2020Does the Liquidity Trap Exist?. (2020). Mojon, Benoit ; Rubio-Ramirez, Juan ; Lhuissier, Stephane. In: Working papers. RePEc:bfr:banfra:762.

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2020Changes in monetary policy operating procedures over the last decade: insights from a new database. (2020). Schrimpf, Andreas ; Drehmann, Mathias ; Cap, Adam. In: BIS Quarterly Review. RePEc:bis:bisqtr:2012c.

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2020Does the liquidity trap exist?. (2020). Mojon, Benoit ; Lhuissier, Stéphane ; Rubio-Ramirez, Juan. In: BIS Working Papers. RePEc:bis:biswps:855.

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2020Have the driving forces of inflation changed in advanced and emerging market economies?. (2020). Kamber, Gunes ; Mohanty, Madhu Sudan ; Morley, James. In: BIS Working Papers. RePEc:bis:biswps:896.

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2021FORECASTING RUSSIAN CPI WITH DATA VINTAGES AND MACHINE LEARNING TECHNIQUES. (2021). Mamedli, Mariam ; Shibitov, Denis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps70.

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2020A forecast evaluation of the Riksbanks policy‐rate projections. (2020). Nordstrom, Martin. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12167.

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2020The Phillips Curve at the ECB. (2020). Osbat, Chiara ; Eser, Fabian ; Moretti, Laura ; Lane, Philip R ; Karadi, Peter. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:s1:p:50-85.

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2020Tipping the scale? The workings of monetary policy through trade. (2020). Adler, Gustavo ; Buitron, Carolina Osorio. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:3:p:744-759.

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2020The nature of trade, global production fragmentation and inflationary dynamics: Cross‐country evidence. (2020). Saygili, Hulya. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:2007-2031.

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2020Global financial cycles since 1880. (2020). Wolters, Maik ; Potjagailo, Galina. In: Bank of England working papers. RePEc:boe:boeewp:0867.

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2020Optimal simple objectives for monetary policy when banks matter. (2020). Wanengkirtyo, Boromeus ; Laureys, Lien ; Meeks, Roland. In: Bank of England working papers. RePEc:boe:boeewp:0890.

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2021Stochastic model specification in Markov switching vector error correction models. (2021). Huber, Florian ; Niko, Hauzenberger ; Thomas, Zorner ; Michael, Pfarrhofer ; Florian, Huber. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:7.

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2020Uncertainty and Effectiveness of Monetary Policy: A Bayesian Markov Switching-VAR Analysis. (2020). Kamaiah, Bandi ; Nain, Zulquar. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:237-265.

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2020Leaning against the Wind and Crisis Risk. (2020). Ward, Felix ; Steege, Lucas Ter ; Schularick, Moritz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8484.

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2020Trade Exposure and the Evolution of Inflation Dynamics. (2020). Zakrajek, Egon ; Gilchrist, Simon. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v27c06pp173-226.

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2020Inflation Globally. (2020). Nechio, Fernanda ; Jorda, Oscar. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v27c08pp269-316.

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2020Dynamics of Czech Inflation: The Role of the Trend and the Cycle. (2020). Franta, Michal ; Sutoris, Ivan. In: Working Papers. RePEc:cnb:wpaper:2020/1.

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2020Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates. (2020). Mehl, Arnaud ; Grab, Johannes ; Georgiadis, Georgios ; Dedola, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14324.

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2020Monetary and Macroprudential Policy with Endogenous Risk. (2020). Adrian, Tobias ; Duarte, Fernando ; Liang, Nellie ; Zabczyk, Pawel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14435.

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2020Unconventional Monetary Policies: A Stock-Taking Exercise. (2020). Sahuc, Jean-Guillaume ; Pfister, Christian. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-3.

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2021This is what the US leading indicators lead. (2000). Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, G.. In: Working Paper Series. RePEc:ecb:ecbwps:20000027.

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2020Inflation volatility in small and large advanced open economies. (2020). Balatti, Mirco . In: Working Paper Series. RePEc:ecb:ecbwps:20202448.

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2020The wage-price pass-through in the euro area: does the growth regime matter?. (2020). Hahn, Elke. In: Working Paper Series. RePEc:ecb:ecbwps:20202485.

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2021A Markov Switching VECM Model for Russian Real GDP, Real Exchange Rate and Oil Prices. (2021). Kulikov, Alexander Vladimirovich ; Bedin, Andrey Feliksovich ; Polbin, Andrey Vladimirovich. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-48.

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2020Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method. (2020). Spezia, Luigi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:143:y:2020:i:c:s0167947319301951.

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2020Mind the gap!—A monetarist view of the open-economy Phillips curve. (2020). Martínez García, Enrique ; Garcia, Enrique Martinez ; Dur, Aye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301275.

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2021Effects of US quantitative easing on emerging market economies. (2021). Park, Woong Yong ; Bhattarai, Saroj ; Chatterjee, Arpita. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920301998.

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2020Quantitative easing impotence in the liquidity trap: Further evidence. (2020). Kirikos, Dimitris. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:151-162.

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2020Thai inflation dynamics: A view from disaggregated price data. (2020). Manopimoke, Pym ; Disyatat, Piti ; Apaitan, Tosapol. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:117-134.

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2020Domestic and global output gaps as inflation drivers: What does the Phillips curve tell?. (2020). Takats, Elod ; Moessner, Richhild ; Jaova, Martina. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:238-253.

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2020Evaluating sovereign risk spillovers on domestic banks during the European debt crisis. (2020). Keddad, Benjamin ; Schalck, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:356-375.

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2020Interest rate policy and interbank market breakdown. (2020). Nuckles, Marc. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:779-789.

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2020Does inflation targeting cause financial instability?: An empirical test of paradox of credibility hypothesis. (2020). Jun, Wen ; Musa, Umar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300619.

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2021Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model. (2021). Ng, Kooi-Huat ; Koh, You-Beng ; Tan, Chia-Yen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000164.

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2020Have the free trade agreements reduced inflation rates?. (2020). Lim, Hosung ; Kwark, Noh-Sun. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300598.

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2021Testing for observation-dependent regime switching in mixture autoregressive models. (2021). Saikkonen, Pentti ; Meitz, Mika. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:601-624.

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2021Optimal simple objectives for monetary policy when banks matter. (2021). Meeks, Roland ; Laureys, Lien ; Wanengkirtyo, Boromeus. In: European Economic Review. RePEc:eee:eecrev:v:135:y:2021:i:c:s0014292121000726.

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2020Time varying integration of European stock markets and monetary drivers. (2020). Kim, Heeho ; Lee, Hyunchul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:369-385.

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2020Explaining the nonlinear response of stock markets to oil price shocks. (2020). Sharma, Shahil ; Escobari, Diego. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318855.

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2020Are hedge funds active market liquidity timers?. (2020). Li, Chenlu ; Tee, Kai-Hong. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918306641.

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2020Fetching better deals from creditors: Board busyness, agency relationships and the bank cost of debt. (2020). Cao, Ngan Duong ; Aljughaiman, Abdullah A ; Trinh, Vu Quang. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301162.

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2020Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty. (2020). Cooray, Arusha ; Chatziantoniou, Ioannis ; Apergis, Nicholas. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301800.

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2020Non-linearities, cyber attacks and cryptocurrencies. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319309377.

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2020The other side of forward guidance: Are central banks constrained by financial markets?. (2020). Raffestin, Louis ; Picault, Matthieu. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319301321.

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2020Financial markets under the global pandemic of COVID-19. (2020). Zhang, Dayong ; Ji, Qiang ; Hu, Min. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320304050.

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2020Predicting systemic financial crises with recurrent neural networks. (2020). Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300243.

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2020Global factors and trend inflation. (2020). Wong, Benjamin ; Kamber, Gunes. In: Journal of International Economics. RePEc:eee:inecon:v:122:y:2020:i:c:s002219961930087x.

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2020Monetary policy in an era of global supply chains. (2020). Xie, Yinxi ; Wei, Shang-Jin. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300180.

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2020Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Onwuka, Kevin O ; Urom, Christian ; Yuni, Denis N ; Uma, Kalu E. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:10-29.

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2020The cross-border credit channel and lending standards surveys. (2020). Siklos, Pierre L ; Filardo, Andrew J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300901.

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2020International effects of a compression of euro area yield curves. (2020). Huber, Florian ; Feldkircher, Martin ; Gruber, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s037842661930072x.

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2020Monetary policy and herd behavior: International evidence. (2020). Spyrou, Spyros ; Makrychoriti, Panagiota ; Krokida, Styliani-Iris. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:386-417.

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2020Animal spirits, risk premia and monetary policy at the zero lower bound. (2020). Lojak, Benjamin ; Proao, Christian R. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:221-233.

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2021Hayek, Cassel, and the origins of the great depression. (2021). White, Lawrence H ; Hogan, Thomas L. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:181:y:2021:i:c:p:241-251.

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2021Price level versus inflation targeting under heterogeneous expectations: a laboratory experiment. (2021). Hommes, Cars ; Makarewicz, Tomasz. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:39-82.

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2021Term structure of interest rates: Modelling the risk premium using a two horizons framework. (2021). Uctum, Remzi ; Prat, Georges. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:421-436.

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2020Accumulation of foreign currency reserves and risk-taking. (2020). Fatum, Rasmus ; Yetman, James. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:102:y:2020:i:c:s0261560619305455.

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2020Unconventional monetary policy and bank risk taking. (2020). Vander Vennet, Rudi ; Meuleman, Elien ; Matthys, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301893.

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2021Unconventional monetary policy and the portfolio choice of international mutual funds. (2021). Elard, Ilaf ; Cenedese, Gino. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000061.

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2021The Global Financial Cycle and US monetary policy in an interconnected world. (2021). Galesi, Alessandro ; Dees, Stephane. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000449.

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2020Price-setting and economic slack: Evidence from firm-level survey data. (2020). Frohm, Erik. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301610.

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2020Inflation, oil price volatility and monetary policy. (2020). Tuesta, Vicente ; Castillo, Paul ; Montoro, Carlos. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:66:y:2020:i:c:s0164070420301841.

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2020Optimal policies for managing oil revenue stabilization funds: An illustration using Saudi Arabia. (2020). Pierru, Axel ; Murphy, Frederic ; Atalla, Tarek N ; Alkathiri, Nader. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719304258.

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2021Does a big bazooka matter? Quantitative easing policies and exchange rates. (2021). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:489-506.

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2021Central bank reputation, cheap talk and transparency as substitutes for commitment: Experimental evidence. (2021). Duffy, John ; Heinemann, Frank. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:887-903.

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2021Leaning against house prices: A structural VAR investigation. (2021). Benati, Luca. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:399-412.

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2020Duration of Global Financial Cycles. (2020). Berument, Hakan M ; Varlik, Serdar ; Akdi, Yilmaz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437120301102.

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2020Market-crash forecasting based on the dynamics of the alpha-stable distribution. (2020). Perote, Javier ; Mora-Valencia, Andrés ; Molina-Muoz, Jesus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304532.

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2020Fed’s unconventional monetary policy and risk spillover in the US financial markets. (2020). Ozdemir, Zeynel ; Balcilar, Mehmet ; Wohar, Mark E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:42-52.

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2021Does inflation targeting weaken financial stability? Assessing the role of institutional quality. (2021). Owoundi, Ferdinand ; Mbassi, Christophe Martial. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:374-398.

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2021ECB language and stock returns – A textual analysis of ECB press conferences. (2021). Reichmann, Doron ; Moller, Rouven. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:590-604.

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2020Uncertainty and herding behavior: evidence from cryptocurrencies. (2020). Marco, Chi Keung ; Coskun, Esra Alp ; KAHYAOGLU, Hakan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300957.

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2020Is the Irish Phillips Curve broken?. (2020). Faubert, Violaine. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:133.

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2020The asymmetric effects of monetary policy on stock price bubbles. (2020). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:2012.

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2020Does the Liquidity Trap Exist?. (2020). Rubio-Ramirez, Juan ; Mojon, Benoit ; Lhuissier, Stephane. In: Working Papers. RePEc:fda:fdaddt:2020-04.

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2020Issues Regarding the Use of the Policy Rate Tool. (2020). Zarutskie, Rebecca ; King, Thomas ; Campbell, Jeffrey ; Orlik, Anna . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-70.

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2020Central Bank Communication with a Financial Stability Objective. (2020). Arseneau, David. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-87.

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2021A Markov-Switching Model of Inflation in Bolivia. (2021). Bojanic, Antonio. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:1:p:37-:d:515285.

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2020Relationship between International Reserves and FX Rate Movements. (2020). Yoon, Seong-Min ; Lee, Yeonjeong . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:17:p:6961-:d:404583.

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2021Sustainable Economic Growth Support through Credit Transmission Channel and Financial Stability: In the Context of the COVID-19 Pandemic. (2021). Kanapickien, Rasa ; Keliuotyt-Staniulnien, Greta ; Teresien, Deimant. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:5:p:2692-:d:509207.

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2020Monetary Policy, Prudential Policy, and Banks Risk-Taking: A Literature Review. (2020). NGAMBOU DJATCHE, Melchisedek Joslem. In: GREDEG Working Papers. RePEc:gre:wpaper:2020-40.

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2020International Spillover Effects of Unconventional Monetary Policies of Major Central Banks. (2020). Okimoto, Tatsuyoshi ; Inoue, Tomoo. In: Working Papers. RePEc:hal:wpaper:hal-02938960.

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2020A Theory of Social Impact Bonds. (2020). Tortorice, Daniel ; Bloom, David ; Regan, John ; Kirby, Paige. In: Working Papers. RePEc:hcx:wpaper:2001.

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2020Lessons from the Swedish Experience with Negative Central Bank Rates. (2020). Andersson, Fredrik ; Jonung, Lars. In: Working Papers. RePEc:hhs:lunewp:2020_015.

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2021Earnings and Employment Dynamics: Capturing Cyclicality using Mixed Frequency Data. (2021). Holmberg, Johan. In: Umeå Economic Studies. RePEc:hhs:umnees:0991.

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2021Bank Survival Around the World A Meta?Analytic Review. (2021). Kočenda, Evžen ; Iwasaki, Ichiro ; Koenda, Even. In: CEI Working Paper Series. RePEc:hit:hitcei:2021-02.

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2020Looking into the Rear-View Mirror: Lessons from Japan for the Eurozone and the U.S?. (2020). Siklos, Pierre L. In: IMES Discussion Paper Series. RePEc:ime:imedps:20-e-02.

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2020Monetary Policy Transmission in Emerging Markets and Developing Economies. (2020). Brandao Marques, Luis ; Gelos, R. Gaston ; Xue, YI ; Sahay, Ratna ; Harjes, Thomas ; Brandao-Marques, Luis. In: IMF Working Papers. RePEc:imf:imfwpa:2020/035.

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2021Does Public Debt Ownership Structure Matter for a Borrowing Country?. (2021). Piscarreta, Carlos Alberto. In: Working Papers REM. RePEc:ise:remwps:wp01902021.

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2020A Theory of Social Impact Bonds. (2020). Tortorice, Daniel ; Bloom, David E ; Regan, John ; Kirby, Paige. In: IZA Discussion Papers. RePEc:iza:izadps:dp13431.

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More than 100 citations found, this list is not complete...

Works by Andrew Filardo:


YearTitleTypeCited
1994Business-Cycle Phases and Their Transitional Dynamics. In: Journal of Business & Economic Statistics.
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article397
1993Business cycle phases and their transitional dynamics.(1993) In: Research Working Paper.
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2003A tale of two perspectives: old or new challenges for monetary policy? In: BIS Papers chapters.
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chapter53
2003A tale of two perspectives: old or new challenges for monetary policy?.(2003) In: BIS Working Papers.
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This paper has another version. Agregated cites: 53
paper
2010The international financial crisis: timeline, impact and policy responses in Asia and the Pacific In: BIS Papers chapters.
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chapter21
2010Targeting inflation in Asia and the Pacific: lessons from the recent past In: BIS Papers chapters.
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chapter21
2011Exchange rate and monetary policy frameworks in EMEs In: BIS Papers chapters.
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chapter8
2011Introduction In: BIS Papers chapters.
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chapter0
2012Key facts on central bank balance sheets in Asia and the Pacific In: BIS Papers chapters.
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chapter5
2012Central bank balance sheets and foreign exchange rate regimes: understanding the nexus in Asia In: BIS Papers chapters.
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chapter10
2012International spillovers of central bank balance sheet policies In: BIS Papers chapters.
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chapter53
2012Central bank and government debt management: issues for monetary policy In: BIS Papers chapters.
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chapter14
2014Has Asian emerging market monetary policy been too procyclical when responding to swings in commodity prices? In: BIS Papers chapters.
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chapter7
2012The expansion of central bank balance sheets in emerging Asia: what are the risks? In: BIS Quarterly Review.
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article35
2014Forward guidance at the zero lower bound In: BIS Quarterly Review.
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article74
2015The costs of deflations: a historical perspective In: BIS Quarterly Review.
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article45
2004The 2001 US recession: what did recession prediction models tell us? In: BIS Working Papers.
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paper1
2004Back to the future? Assessing the deflation record In: BIS Working Papers.
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paper6
2004Monetary policy and asset price bubbles: calibrating the monetary policy trade-offs In: BIS Working Papers.
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paper34
2005Research on exchange rates and monetary policy: an overview In: BIS Working Papers.
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paper11
2005Deflation in a historical perspective In: BIS Working Papers.
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paper13
2007Globalisation and inflation: New cross-country evidence on the global determinants of domestic inflation In: BIS Working Papers.
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paper179
2011The Impact of the International Financial Crisis on Asia and the Pacific: Highlighting Monetary Policy Challenges from a Negative Asset Price Bubble Perspective In: BIS Working Papers.
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paper5
2012Ensuring price stability in post-crisis Asia: lessons from the recovery In: BIS Working Papers.
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paper1
2014Monetary analysis and the global financial cycle: an Asian central bank perspective In: BIS Working Papers.
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paper12
2016Monetary analysis and the global financial cycle: An Asian central bank perspective.(2016) In: Journal of Asian Economics.
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article
2015Financial crisis, US unconventional monetary policy and international spillovers In: BIS Working Papers.
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paper101
2016Financial crisis, US unconventional monetary policy and international spillovers.(2016) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 101
article
2014Financial Crisis, Unconventional Monetary Policy and International Spillovers.(2014) In: Working Papers.
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paper
2015Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia In: BIS Working Papers.
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2013Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia.(2013) In: BOFIT Discussion Papers.
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This paper has another version. Agregated cites: 5
paper
2016Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia.(2016) In: Emerging Markets Finance and Trade.
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This paper has another version. Agregated cites: 5
article
2015Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia.(2015) In: LCERPA Working Papers.
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This paper has another version. Agregated cites: 5
paper
2016A quantitative case for leaning against the wind In: BIS Working Papers.
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paper61
2017The globalisation of inflation: the growing importance of global value chains In: BIS Working Papers.
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paper60
2017The Globalisation of Inflation: The Growing Importance of Global Value Chains.(2017) In: CESifo Working Paper Series.
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This paper has another version. Agregated cites: 60
paper
2017The globalisation of inflation: the growing importance of global value chains.(2017) In: CEPR Discussion Papers.
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paper
2017The Globalisation of Inflation: the Growing Importance of Global Value Chains.(2017) In: Globalization Institute Working Papers.
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This paper has another version. Agregated cites: 60
paper
2018Effectiveness of unconventional monetary policies in a low interest rate environment In: BIS Working Papers.
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paper7
2018Monetary policy spillovers, global commodity prices and cooperation In: BIS Working Papers.
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paper5
2018Monetary policy spillovers, global commodity prices and cooperation.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 5
paper
2018The cross-border credit channel and lending standards surveys In: BIS Working Papers.
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paper2
2018Measuring financial cycle time In: BIS Working Papers.
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paper9
2019Measuring financial cycle time.(2019) In: Bank of England working papers.
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This paper has another version. Agregated cites: 9
paper
2019The reaction function channel of monetary policy and the financial cycle In: BIS Working Papers.
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paper2
2019The reaction function channel of monetary policy and the financial cycle.(2019) In: Sciences Po publications.
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In: .
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article0
2015Crisis financiera, política monetaria no convencional de EUA y repercusiones internacionales In: Boletín.
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article0
2010Monetary Policy Strategies in the Asia and Pacific Region : What Way Forward? In: Finance Working Papers.
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paper7
2010Monetary Policy Strategies in the Asia and Pacific Region: What Way Forward?.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2010Monetary Policy Strategies in the Asia and Pacific Region: What Way Forward?.(2010) In: ADBI Working Papers.
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This paper has another version. Agregated cites: 7
paper
2009Short-Term Policy Responses to the International Financial Crisis and Risks to Sustainable Medium-Term Policy Frameworks in Asia : Complications Arising from Enduring Global Imbalances In: EABER Working Papers.
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paper0
2004Looking back at the international deflation record In: The North American Journal of Economics and Finance.
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article14
1998Business cycle durations In: Journal of Econometrics.
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article150
1993Business cycle durations.(1993) In: Research Working Paper.
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paper
1993Business Cycle Durations..(1993) In: Laval - Recherche en Politique Economique.
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paper
2012Monetary Policy Strategies in the Asia and Pacific Region: Which Way Forward? In: Chapters.
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chapter1
2013Managing stop–go capital flows in Asian emerging markets: lessons for the CESEE economies In: Chapters.
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chapter0
1995Recent evidence on the muted inventory cycle In: Economic Review.
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article7
1995Has the productivity trend steepened in the 1990s? In: Economic Review.
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article1
1996The outlook for housing: the role of demographic and cyclical factors In: Economic Review.
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article0
1997Cyclical implications of the declining manufacturing employment share In: Economic Review.
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article10
1998New evidence on the output cost of fighting inflation In: Economic Review.
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article51
1999How reliable are recession prediction models? In: Economic Review.
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article15
2000Monetary policy and asset prices In: Economic Review.
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article30
1993The evolution of U.S. business cycle phases In: Research Working Paper.
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paper3
1994International co-movements of business cycles In: Research Working Paper.
[Citation analysis]
paper9
1995Business cycle turning points: two empirical business cycle model approaches In: Research Working Paper.
[Citation analysis]
paper5
1996Cyclically-adjusted measures of structural trend breaks: an application to productivity trends in the 1990s In: Research Working Paper.
[Citation analysis]
paper0
1997Using near-VARs to examine phase-dependent monetary and fiscal policy In: Research Working Paper.
[Citation analysis]
paper0
1998Choosing information variables for transition probabilities in a time-varying transition probability Markov switching model In: Research Working Paper.
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paper11
2001Should monetary policy respond to asset price bubbles? : some experimental results In: Research Working Paper.
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paper29
2004Deflation and Monetary Policy in a Historical Perspective: Remembering the Past or Being Condemned to Repeat It? In: NBER Working Papers.
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paper9
2010Discussion of Oil Price Shocks, Monetary Policy and Stagflation In: RBA Annual Conference Volume (Discontinued).
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chapter0
2007Money Still Makes the World Go Round: The Zonal View In: Journal of the European Economic Association.
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article5

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team