21
H index
26
i10 index
4367
Citations
Centre for Economic Policy Research (CEPR) (5% share) | 21 H index 26 i10 index 4367 Citations RESEARCH PRODUCTION: 27 Articles 60 Papers 11 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 22 years (2001 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgu93 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Refet S. Gürkaynak. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Iktisat Isletme ve Finans | 5 |
NBER International Seminar on Macroeconomics | 3 |
American Economic Review | 2 |
Journal of Monetary Economics | 2 |
International Journal of Central Banking | 2 |
Year | Title of citing document | |
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2023 | The Voice of Monetary Policy. (2023). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:2:p:548-84. Full description at Econpapers || Download paper | |
2023 | Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence. (2023). Sekhposyan, Tatevik ; Rossi, Barbara ; Hoesch, Lukas. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:15:y:2023:i:3:p:355-87. Full description at Econpapers || Download paper | |
2023 | Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002. Full description at Econpapers || Download paper | |
2023 | Spillovers of US Interest Rates: Monetary Policy & Information Effects. (2021). Camara, Santiago. In: Papers. RePEc:arx:papers:2111.08631. Full description at Econpapers || Download paper | |
2023 | Kites and Quails: Monetary Policy and Communication with Strategic Financial Markets. (2023). Uppal, Ali ; Bonomi, Giampaolo. In: Papers. RePEc:arx:papers:2305.08958. Full description at Econpapers || Download paper | |
2023 | Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474. Full description at Econpapers || Download paper | |
2023 | Robust Impulse Responses using External Instruments: the Role of Information. (2023). Mazzali, Marco ; Franconi, Alessandro ; Brignone, Davide. In: Papers. RePEc:arx:papers:2307.06145. Full description at Econpapers || Download paper | |
2023 | The Price of Empire: Unrest Location and Sovereign Risk in Tsarist Russia. (2023). Vaaler, Paul M ; Hartwell, Christopher A. In: Papers. RePEc:arx:papers:2309.06885. Full description at Econpapers || Download paper | |
2023 | Causal effects of the Feds large-scale asset purchases on firms capital structure. (2023). Pesaran, Mohammad ; Nocera, Andrea. In: Papers. RePEc:arx:papers:2310.18638. Full description at Econpapers || Download paper | |
2023 | Long-Term Volatility Shapes the Stock Market’s Sensitivity to News. (2023). Tushteva, Nikoleta ; Schoelkopf, Julius Theodor ; Conrad, Christian. In: Working Papers. RePEc:awi:wpaper:0739. Full description at Econpapers || Download paper | |
2023 | Fiscal Dominance, Monetary Policy and Exchange Rates: Lessons from Early-Modern Venice. (2023). masciandaro, donato ; Ugolini, Stefano ; Romelli, Davide. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23205. Full description at Econpapers || Download paper | |
2023 | Modelling the Term Structure with Trends in Yields and Cycles in Excess Returns. (2023). Fernandez-Fuertes, Ruben ; Favero, Carlo A. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23210. Full description at Econpapers || Download paper | |
2023 | Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira. In: Working Papers Series. RePEc:bcb:wpaper:573. Full description at Econpapers || Download paper | |
2023 | Assessing the liquidity premium in the Italian bond market. (2023). Venturi, Giulio Carlo ; Drudi, Maria Ludovica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_795_23. Full description at Econpapers || Download paper | |
2023 | The macroeconomic effects of temperature surprise shocks. (2023). Natoli, Filippo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1407_23. Full description at Econpapers || Download paper | |
2023 | Inflation Expectations Measurement and its Effect on Inflation Dynamics in Colombia. (2023). Sanchez-Jabba, Andres ; Romero-Torres, Bernardo ; Villabon-Hinestroz, Erick. In: Borradores de Economia. RePEc:bdr:borrec:1257. Full description at Econpapers || Download paper | |
2023 | Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter?. (2023). Pagliari, Maria Sole ; Sestieri, Giulia ; Rossi, Barbara ; Penalver, Adrian ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:912. Full description at Econpapers || Download paper | |
2023 | US Monetary Policy Spillovers to Emerging Markets: the Trade Credit Channel. (2023). London, Mélina ; Silvestrini, Maeva. In: Working papers. RePEc:bfr:banfra:915. Full description at Econpapers || Download paper | |
2023 | Firm Balance Sheet Liquidity, Monetary Policy Shocks, and Investment Dynamics. (2023). Jeenas, Priit. In: Working Papers. RePEc:bge:wpaper:1409. Full description at Econpapers || Download paper | |
2023 | Evaluating Policy Institutions -150 Years of US Monetary Policy-. (2023). Mesters, Geert ; Barnichon, Regis. In: Working Papers. RePEc:bge:wpaper:1410. Full description at Econpapers || Download paper | |
2023 | Monetary policy and credit card spending. (2023). Sandri, Damiano ; Grigoli, Francesco. In: BIS Working Papers. RePEc:bis:biswps:1064. Full description at Econpapers || Download paper | |
2023 | The reaction of disagreements in inflation expectations to fiscal sentiment obtained from information in official communiqués. (2023). Maia, Victor ; Montes, Gabriel Caldas. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:828-859. Full description at Econpapers || Download paper | |
2023 | Stock Markets Response to Real Output Shocks in China: A VARwAL Estimation. (2023). Wu, Kexing ; Ulku, Numan. In: China & World Economy. RePEc:bla:chinae:v:31:y:2023:i:5:p:1-25. Full description at Econpapers || Download paper | |
2023 | The transmission of euro area monetary policy to financially euroized countries. (2023). Moder, Isabella. In: Economics and Politics. RePEc:bla:ecopol:v:35:y:2023:i:3:p:718-751. Full description at Econpapers || Download paper | |
2023 | Risk and return in the foreign exchange market: Measurement without VARs. (2023). Luo, Shaowen. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:1:p:64-81. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Market Volatility, Monetary Policy and the Term Premium. (2023). Zampolli, Fabrizio ; Mohanty, Madhusudan ; Mallick, Sushanta ; Kumar, Abhishek. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:208-237. Full description at Econpapers || Download paper | |
2023 | Quantitative Easing and Wealth Inequality: The Asset Price Channel. (2023). Feldkircher, Martin ; Schuberth, Helene ; Poyntner, Philipp ; de Luigi, Clara. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:638-670. Full description at Econpapers || Download paper | |
2023 | Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe. (2023). Schuberth, Helene ; Feldkircher, Martin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:859-893. Full description at Econpapers || Download paper | |
2023 | Carry trades and US monetary policy. (2023). Falconio, Andrea. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:237-248. Full description at Econpapers || Download paper | |
2023 | The Investment Channel of Monetary Policy : Evidence from Norway. (2023). Juelsrud, Ragnar ; Riiser, Mikkel ; Konig, Tobias ; Holm, Martin B ; Hegna, Torje ; Cao, Jin. In: Working Paper. RePEc:bno:worpap:2023_5. Full description at Econpapers || Download paper | |
2023 | Do firm expectations respond to monetary policy announcements?. (2023). Masolo, Riccardo M. ; Mangiante, Giacomo ; di Pace, Federico. In: Bank of England working papers. RePEc:boe:boeewp:1014. Full description at Econpapers || Download paper | |
2023 | Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034. Full description at Econpapers || Download paper | |
2023 | Green Transmission: Monetary Policy in the Age of ESG. (2023). Patozi, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2311. Full description at Econpapers || Download paper | |
2023 | Short and Variable Lags. (2023). Duarte, Joao ; Carvalho, Vasco ; Ortiz, A ; Moura, A S ; Hansen, S ; Corsetti, G ; Buda, G ; Rodrigo, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2321. Full description at Econpapers || Download paper | |
2023 | Breaking Monetary Policy News: The Role of Mass Media Coverage of ECB Announcements for Public Inflation Expectations. (2023). Feld, Lars ; Kohler, Ekkehard A ; Hirsch, Patrick. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10285. Full description at Econpapers || Download paper | |
2023 | Media Treatment of Monetary Policy Surprises and Their Impact on Firms’ and Consumers’ Expectations. (2023). Kočenda, Evžen ; Kocenda, Even ; Pinter, Julien. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10413. Full description at Econpapers || Download paper | |
2023 | Carbon Pricing and Inflation Expectations: Evidence from France. (2023). Moretti, Luca ; Mangiante, Giacomo ; Hensel, Jannik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10552. Full description at Econpapers || Download paper | |
2023 | The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act. (2023). Offner, Eric A ; Bauer, Michael D ; Rudebusch, Glenn D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10739. Full description at Econpapers || Download paper | |
2023 | Macroeconomic Effects of Monetary Policy in Japan: An Analysis Using Interest Rate Futures Surprises. (2023). Shintani, Mototsugu ; Kubota, Hiroyuki. In: CARF F-Series. RePEc:cfi:fseres:cf555. Full description at Econpapers || Download paper | |
2023 | Granular Corporate Hedging Under Dominant Currency. (2023). Alfaro, Laura ; Varela, Liliana ; Calani, Mauricio. In: Discussion Papers. RePEc:cfm:wpaper:2315. Full description at Econpapers || Download paper | |
2023 | Interest Rate Surprises: A Tale of Two Shocks. (2023). Nunes, Ricardo ; Tang, Jenny ; Ozdagli, Ali. In: Discussion Papers. RePEc:cfm:wpaper:2320. Full description at Econpapers || Download paper | |
2023 | Do firm expectations respond to Monetary Policy announcements?. (2023). Masolo, Riccardo M. ; Mangiante, Giacomo ; di Pace, Federico. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def127. Full description at Econpapers || Download paper | |
2023 | The Energy-Price Channel of (European) Monetary Policy. (2023). Schumann, Ben ; Kurcz, Frederik ; Kriwoluzky, Alexander ; Ider, Gokhan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2033. Full description at Econpapers || Download paper | |
2023 | Identifying financial fragmentation: do sovereign spreads in the EMU reflect differences in fundamentals?. (2023). End, Jan Willem ; van den End, Jan Willem ; Kakes, Jan. In: Working Papers. RePEc:dnb:dnbwpp:778. Full description at Econpapers || Download paper | |
2023 | Deposit market concentration and monetary transmission: evidence from the euro area. (2023). Kho, Stephen. In: Working Papers. RePEc:dnb:dnbwpp:790. Full description at Econpapers || Download paper | |
2023 | The conditional path of central bank asset purchases. (2023). Bozou, Caroline ; Creel, Jerome ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-15. Full description at Econpapers || Download paper | |
2023 | Information acquisition ahead of monetary policy announcements. (2023). Hubert, Paul ; Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20232770. Full description at Econpapers || Download paper | |
2023 | Central bank communication by ??? The economics of public policy leaks. (2023). Ehrmann, Michael ; Rieder, Kilian ; Gnan, Phillipp. In: Working Paper Series. RePEc:ecb:ecbwps:20232846. Full description at Econpapers || Download paper | |
2023 | Monetary policy spillovers and the role of prudential policies in the European Union. (2023). Coman, Andra. In: Working Paper Series. RePEc:ecb:ecbwps:20232854. Full description at Econpapers || Download paper | |
2023 | Financial stability considerations in the conduct of monetary policy. (2023). Dieckelmann, Daniel ; Bochmann, Paul ; Ruzicka, Josef ; Fahr, Stephan. In: Working Paper Series. RePEc:ecb:ecbwps:20232870. Full description at Econpapers || Download paper | |
2023 | US monetary policy spillovers to European banks. (2023). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232876. Full description at Econpapers || Download paper | |
2023 | Who bears the costs of inflation? Euro area households and the 2021–2022 shock. (2023). Violante, Giovanni L ; Tristani, Oreste ; Slacalek, Jiri ; Paz-Pardo, Gonzalo ; Pallotti, Filippo. In: Working Paper Series. RePEc:ecb:ecbwps:20232877. Full description at Econpapers || Download paper | |
2023 | Risk, monetary policy and asset prices in a global world. (2023). Bekaert, Geert ; Xu, Nancy R ; Hoerova, Marie. In: Working Paper Series. RePEc:ecb:ecbwps:20232879. Full description at Econpapers || Download paper | |
2023 | Global spillovers from multi-dimensional US monetary policy. (2023). Georgiadis, Georgios ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20232881. Full description at Econpapers || Download paper | |
2023 | Chinas monetary policy surprises and corporate real investment. (2023). Zhang, Chengsi ; Tang, Huoqing ; Lu, Dong. In: China Economic Review. RePEc:eee:chieco:v:77:y:2023:i:c:s1043951x22001511. Full description at Econpapers || Download paper | |
2023 | What went wrong? The Puerto Rican debt crisis, the “Treasury Put,” and the failure of market discipline. (2023). Chirinko, Bob. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000585. Full description at Econpapers || Download paper | |
2023 | Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913. Full description at Econpapers || Download paper | |
2023 | Quantitative easing in the US and financial cycles in emerging markets. (2023). Wesołowski, Grzegorz ; Kolasa, Marcin ; Wesoowski, Grzegorz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000374. Full description at Econpapers || Download paper | |
2023 | Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000362. Full description at Econpapers || Download paper | |
2023 | Rational bubbles: Too many to be true?. (2023). Sola, Martin ; Psaradakis, Zacharias ; Caravello, Tomas E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000726. Full description at Econpapers || Download paper | |
2023 | Asset purchases, limited asset markets participation and inequality. (2023). Tsiaras, Stylianos. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001276. Full description at Econpapers || Download paper | |
2023 | ITFIN: A stock-flow consistent model for the Italian economy. (2023). Felici, Francesco ; Favero, Carlo A ; Cagnazzo, Alberto ; Hermitte, Riccardo Barbieri ; Tegami, Cristian ; Nucci, Francesco ; Macauda, Valeria. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003509. Full description at Econpapers || Download paper | |
2023 | Shock-based inference on the Phillips curve with the cost channel. (2023). Galvo, Ana Beatriz ; da Silva, Edilean Kleber. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002316. Full description at Econpapers || Download paper | |
2023 | Can ignorance about the interest rate and macroeconomic surprises affect the stock market return? Evidence from a large emerging economy. (2023). de Mendonça, Helder ; Rodriguez, Raime Rolando ; de Mendona, Helder Ferreira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002030. Full description at Econpapers || Download paper | |
2023 | US structural drivers of international portfolio returns. (2023). Tong, Eric ; So, Inhwan ; Jang, Bosung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002078. Full description at Econpapers || Download paper | |
2023 | Bank and non-bank balance sheet responses to monetary policy shocks. (2023). Mazelis, Falk ; Rast, Sebastian ; Holm-Hadulla, Federic. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522003925. Full description at Econpapers || Download paper | |
2023 | ECB monetary communications: Market fragmentation at stake. (2023). Jouvanceau, Valentin ; Mikaliunaite-Jouvanceau, Ieva. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000757. Full description at Econpapers || Download paper | |
2023 | Unemployment in the euro area and unconventional monetary policy surprises. (2023). Rottmann, Horst ; Hülsewig, Oliver ; Hulsewig, Oliver. In: Economics Letters. RePEc:eee:ecolet:v:226:y:2023:i:c:s0165176523001222. Full description at Econpapers || Download paper | |
2023 | Factor-Augmented Vector Autoregression with narrative identification. An application to monetary policy in the US. (2023). de Nora, Giorgia. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002264. Full description at Econpapers || Download paper | |
2023 | Monetary policy transmission to firms’ investments — It may depend on the tool. (2023). Laine, Olli-Matti. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002422. Full description at Econpapers || Download paper | |
2023 | Intraday cross-sectional distributions of systematic risk. (2023). Andersen, Torben ; Todorov, Viktor ; Thyrsgaard, Martin ; Riva, Raul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1394-1418. Full description at Econpapers || Download paper | |
2023 | On illiquidity of an emerging sovereign bond market. (2023). Soykok, Emre ; Karahan, Cenk C. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s093936252300002x. Full description at Econpapers || Download paper | |
2023 | Economic forecasting with an agent-based model. (2023). Rabitsch, Katrin ; Hommes, Cars ; Miess, Michael Gregor ; Poledna, Sebastian. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001891. Full description at Econpapers || Download paper | |
2023 | Long-term inflation expectations and monetary policy in the euro area before the pandemic. (2023). Neri, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000557. Full description at Econpapers || Download paper | |
2023 | The maturity composition of government debt: A comprehensive database. (2023). Mazzolini, Giulio ; de Graeve, Ferre. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000673. Full description at Econpapers || Download paper | |
2023 | The Great Lockdown: Pandemic response policies and bank lending conditions. (2023). Burlon, Lorenzo ; Altavilla, Carlo ; Boucinha, Miguel ; Barbiero, Francesca. In: European Economic Review. RePEc:eee:eecrev:v:156:y:2023:i:c:s0014292123001071. Full description at Econpapers || Download paper | |
2023 | Evidence on monetary transmission and the role of imperfect information: Interest rate versus inflation target shocks. (2023). Rabitsch, Katrin ; Lukmanova, Elizaveta. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300185x. Full description at Econpapers || Download paper | |
2023 | Household indebtedness, financial frictions and the transmission of monetary policy to consumption: Evidence from China. (2023). Funke, Michael ; Zhong, Doudou ; Li, Xiang. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000917. Full description at Econpapers || Download paper | |
2023 | The money-inflation nexus revisited. (2023). Zorner, Thomas O ; Ringwald, Leopold. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:293-333. Full description at Econpapers || Download paper | |
2023 | Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995. Full description at Econpapers || Download paper | |
2023 | Stock price reaction to ECB communication: Introductory Statements vs. Questions & Answers. (2023). Bennani, Hamza ; Dory, Wirginia ; Baranowski, Pawel. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007048. Full description at Econpapers || Download paper | |
2023 | An event-driven bank stress indicator: The case of US regional banks. (2023). de Rezende, Rafael B. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005044. Full description at Econpapers || Download paper | |
2023 | Benchmarking the effects of the Feds Secondary Market Corporate Credit Facility using Yankee bonds. (2023). Pennacchi, George G ; Xu, Hui. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000034. Full description at Econpapers || Download paper | |
2023 | Monetary policy uncertainty and corporate cash holdings: Evidence from China. (2023). Wang, Xingjian ; Han, Haozhe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000384. Full description at Econpapers || Download paper | |
2023 | Deal! Market reactions to the agreement on the EU Covid-19 recovery fund. (2023). ap Gwilym, Owain ; Molyneux, Philip ; Pancotto, Livia. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000578. Full description at Econpapers || Download paper | |
2023 | Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds. (2023). Chernov, Mikhail ; Hordahl, Peter ; Creal, Drew. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001246. Full description at Econpapers || Download paper | |
2023 | Monetary policy shocks and consumer expectations in the euro area. (2023). Scharler, Johann ; Grundler, Daniel ; Geiger, Martin. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001404. Full description at Econpapers || Download paper | |
2023 | Asset purchase bailouts and endogenous implicit guarantees. (2023). Mengus, Eric. In: Journal of International Economics. RePEc:eee:inecon:v:142:y:2023:i:c:s0022199623000235. Full description at Econpapers || Download paper | |
2023 | Sovereign debt responses to the COVID-19 pandemic. (2023). Zheng, Huanhuan. In: Journal of International Economics. RePEc:eee:inecon:v:143:y:2023:i:c:s0022199623000521. Full description at Econpapers || Download paper | |
2023 | Nowcasting food inflation with a massive amount of online prices. (2023). Szafranek, Karol ; Stelmasiak, Damian ; Macias, Pawe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:809-826. Full description at Econpapers || Download paper | |
2023 | Targeting predictors in random forest regression. (2023). Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Sondergaard ; Christensen, Bent Jesper ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:841-868. Full description at Econpapers || Download paper | |
2023 | A shadow rate without a lower bound constraint. (2023). Ristiniemi, Annukka ; de Rezende, Rafael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002667. Full description at Econpapers || Download paper | |
2023 | The changing landscape of treasury auctions. (2023). Tedongap, Romeo ; Amin, Shehryar. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002941. Full description at Econpapers || Download paper | |
2023 | Term premium in a fractionally cointegrated yield curve. (2023). Abbritti, Mirko ; Moreno, Antonio ; Gil-Alana, Luis ; Carcel, Hector. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000171. Full description at Econpapers || Download paper | |
2023 | The impact of bank lending standards on credit to firms. (2023). Trimarchi, Lorenzo ; Soggia, Giovanni ; Ricci, Lorenzo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623001048. Full description at Econpapers || Download paper | |
2023 | The incremental information in the yield curve about future interest rate risk. (2023). Christensen, Bent Jesper ; Veliyev, Bezirgen ; Kjar, Mads Markvart. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001711. Full description at Econpapers || Download paper | |
2023 | Automation and population growth: Theory and cross-country evidence. (2023). Prettner, Klaus ; Abeliansky, Ana Lucia. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:208:y:2023:i:c:p:345-358. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Year | Title | Type | Cited |
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2020 | Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises In: American Economic Review. [Full Text][Citation analysis] | article | 30 |
2018 | Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises.(2018) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2018 | Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2018 | Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2005 | The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models In: American Economic Review. [Full Text][Citation analysis] | article | 510 |
2010 | The TIPS Yield Curve and Inflation Compensation In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 167 |
2008 | The TIPS yield curve and inflation compensation.(2008) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 167 | paper | |
2012 | Macroeconomics and the Term Structure In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 182 |
2010 | Macroeconomics and the Term Structure.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 182 | paper | |
2007 | Market-Based Measures of Monetary Policy Expectations In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 224 |
2006 | Market-based measures of monetary policy expectations.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 224 | paper | |
2002 | Market-based measures of monetary policy expectations.(2002) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 224 | paper | |
2010 | How Useful Are Estimated DSGE Model Forecasts for Central Bankers? In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 133 |
2010 | How Useful Are Estimated DSGE Model Forecasts for Central Bankers?.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 133 | paper | |
2008 | ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 175 |
2005 | Econometric tests of asset price bubbles: taking stock.(2005) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 175 | paper | |
2005 | Econometric Tests of Asset Price Bubbles: Taking Stock.(2005) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 175 | paper | |
2022 | Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect In: Journal of Finance. [Full Text][Citation analysis] | article | 21 |
2019 | Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect.(2019) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2019 | Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2019 | Stock markets assessment of monetary policy transmission: The cash flow effect.(2019) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2013 | Identification and Inference Using Event Studies In: Manchester School. [Full Text][Citation analysis] | article | 54 |
2013 | Identification and Inference Using Event Studies.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
2015 | Is Optimal Monetary Policy Always Optimal? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
2015 | Is Optimal Monetary Policy Always Optimal?.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2015 | Is optimal monetary policy always optimal?.(2015) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2015 | Is Optimal Monetary Policy Always Optimal?.(2015) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2015 | Is optimal monetary policy always optimal?.(2015) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2015 | Monetary Policy in Turkey after Central Bank Independence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
2015 | Monetary Policy in Turkey after Central Bank Independence.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2015 | Monetary Policy in Turkey after Central Bank Independence.(2015) In: Iktisat Isletme ve Finans. [Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2015 | Monetary policy in Turkey after Central Bank independence.(2015) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2019 | Measuring Euro Area Monetary Policy In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 282 |
2019 | Measuring Euro Area Monetary Policy.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 282 | paper | |
2019 | Measuring euro area monetary policy.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 282 | paper | |
2019 | Measuring euro area monetary policy.(2019) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 282 | article | |
2019 | Measuring euro area monetary policy.(2019) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 282 | paper | |
2020 | Monetary Policy Surprises and Exchange Rate Behavior In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 23 |
2020 | Monetary Policy Surprises and Exchange Rate Behavior.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2021 | Monetary policy surprises and exchange rate behavior.(2021) In: Journal of International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2020 | Monetary Policy Surprises and Exchange Rate Behavior.(2020) In: NBER Chapters. [Citation analysis] This paper has nother version. Agregated cites: 23 | chapter | |
2020 | Monetary Policy Surprises and Exchange Rate Behavior.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2020 | Monetary policy surprises and exchange rate behavior.(2020) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2022 | Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2022 | Exchange rate and inflation under weak monetary policy: Turkey verifies theory.(2022) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2006 | INFLATION TARGETING AND THE ANCHORING OF INFLATION EXPECTATIONS IN THE WESTERN HEMISPHERE In: Journal Economía Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 96 |
2007 | Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere.(2007) In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | chapter | |
2006 | Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere.(2006) In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | paper | |
2007 | Inflation targeting and the anchoring of inflation expectations in the western hemisphere.(2007) In: Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | article | |
2006 | Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 45 |
2005 | Macroeconomic derivatives: an initial analysis of market-based macro forecasts, uncertainty, and risk.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2005 | Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk.(2005) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2005 | Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk.(2005) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | chapter | |
2006 | Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2006 | Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 122 |
2006 | Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 122 | paper | |
2007 | Convergence and Anchoring of Yield Curves in the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 110 |
2007 | Convergence and anchoring of yield curves in the euro area.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 110 | paper | |
2007 | Convergence and anchoring of yield curves in the Euro area.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 110 | paper | |
2009 | CONVERGENCE AND ANCHORING OF YIELD CURVES IN THE EURO AREA.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 110 | paper | |
2011 | Convergence and Anchoring of Yield Curves in the Euro Area.(2011) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 110 | article | |
2013 | Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
2007 | The U.S. Treasury yield curve: 1961 to the present In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 272 |
2006 | The U.S. Treasury yield curve: 1961 to the present.(2006) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 272 | paper | |
2023 | Futures and options In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2023 | Banks In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2013 | Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models??The views expressed in this article are those of the authors. In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
2003 | The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models In: Proceedings. [Full Text][Citation analysis] | article | 111 |
2003 | The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models.(2003) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | paper | |
2004 | Do actions speak louder than words? the response of asset prices to monetary policy actions and statements In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 1076 |
2005 | Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1076 | article | |
2005 | Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1076 | paper | |
2005 | Do Actions Speak Louder Than Words?The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: Computing in Economics and Finance 2005. [Citation analysis] This paper has nother version. Agregated cites: 1076 | paper | |
2005 | Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1076 | paper | |
2005 | Using federal funds futures contracts for monetary policy analysis In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 29 |
2011 | How useful are estimated DSGE model forecasts? In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 15 |
2007 | Devlet iç borçlanma senetleri için getiri eğrisi tahmini In: Iktisat Isletme ve Finans. [Citation analysis] | article | 4 |
2006 | Devlet Ic Borclanma Senetleri Icin Getiri Egrisi Tahmini.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2009 | Türkiyede para politikasının aktarımı: Para politikasının mali piyasalara etkisi In: Iktisat Isletme ve Finans. [Citation analysis] | article | 8 |
2010 | Türkiye’de piyasa göstergelerinden para politikası beklentilerinin ölçülmesi In: Iktisat Isletme ve Finans. [Citation analysis] | article | 1 |
2012 | Cari açık, bütçe dengesi, finansal istikrar ve para politikası: Heyecanlı bir dönemin izi In: Iktisat Isletme ve Finans. [Citation analysis] | article | 7 |
2015 | Forward Guidance and Asset Prices In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 12 |
2005 | Comment on Dual Inflation and the Real Exchange Rate in New Open Economy Macroeconomics In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2002 | Is Growth Exogenous? Taking Mankiw, Romer, and Weil Seriously In: NBER Chapters. [Full Text][Citation analysis] | chapter | 335 |
2001 | Is Growth Exogenous? Taking Mankiw, Romer and Weil Seriously.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 335 | paper | |
2009 | Comment on International Portfolios with Supply, Demand and Redistributive Shocks In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Introduction In: International Economic Association Series. [Citation analysis] | chapter | 0 |
2015 | Appropriate Policy Tools to Manage Capital Flow Externalities In: International Economic Association Series. [Citation analysis] | chapter | 0 |
2014 | Inflation Experience and Inflation Expectations: Spatial Evidence In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | TCMB Faiz Kararlarinin Piyasa Faizleri Ve Hisse Senedi Piyasalari Uzerine Etkisi In: CBT Research Notes in Economics. [Full Text][Citation analysis] | paper | 2 |
2011 | Turkiyede Endeksli Bonolar Kullanilarak Enflasyon Telafisi Olculmesi In: CBT Research Notes in Economics. [Full Text][Citation analysis] | paper | 1 |
2008 | Turkiye�de Para Politikasinin Aktarimi:Para Politikasinin Mali Piyasalara Etkisi In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2010 | Turkiye�de Piyasa Gostergelerinden Para Politikasi Beklentilerinin Olculmesi In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | Turkiye Icin Getiri Egrileri Kullanilarak Enflasyon Telafisi Tahmin Edilmesi In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., UK, and Sweden In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 239 |
2005 | Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk [with Comments] In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] | article | 0 |
2005 | Dual Inflation and the Real Exchange Rate in New Open Economy Macroeconomics [with Comments] In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] | article | 0 |
2007 | International Portfolios with Supply, Demand, and Redistributive Shocks [with Comments] In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] | article | 4 |
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