Andrew Filardo : Citation Profile

Bank for International Settlements (BIS)

20

H index

34

i10 index

2614

Citations

RESEARCH PRODUCTION:

19

Articles

43

Papers

13

Chapters

RESEARCH ACTIVITY:

   26 years (1993 - 2019). See details.
   Cites by year: 100
   Journals where Andrew Filardo has often published
   Relations with other researchers
   Recent citing documents: 103.    Total self citations: 32 (1.21 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfi266
   Updated: 2025-12-20    RAS profile: 2024-07-18    
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Relations with other researchers

Works with:

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

Is cited by:

BORIO, Claudio (45)

Siklos, Pierre (38)

Auer, Raphael (34)

Hubert, Paul (32)

Labondance, Fabien (27)

Mehrotra, Aaron (26)

Dufrénot, Gilles (25)

Balcilar, Mehmet (22)

Disyatat, Piti (22)

GUPTA, RANGAN (19)

Marcellino, Massimiliano (19)

Cites to:

BORIO, Claudio (55)

Bernanke, Ben (35)

Rogoff, Kenneth (22)

Reinhart, Carmen (21)

Gertler, Mark (17)

Aizenman, Joshua (16)

Bordo, Michael (16)

Svensson, Lars (16)

Drehmann, Mathias (15)

Pesaran, Mohammad (14)

Lombardi, Marco (14)

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 (2025 and 2024)

YearTitle of citing document
2024A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146.

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2024How do financial variables impact public debt growth in China? An empirical study based on Markov regime-switching model. (2024). Liu, Zhixin ; Xu, Yingying ; Zhou, Tianbao. In: Papers. RePEc:arx:papers:2407.02183.

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2024Taylor Rule and Shadow Rates: theory and empirical analysis. (2024). Lupiani, Camilla. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24218.

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2024The Role of International Financial Integration in Monetary Policy Transmission. (2024). Zhang, Ji ; Xie, Yinxi ; Wu, Jing Cynthia. In: Staff Working Papers. RePEc:bca:bocawp:24-3.

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2025A Bibliometric Analysis of Global Publications on Financial Crisis. (2025). Bagri, Aaditya Kumar. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-4:7108-7124.

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2024Some considerations on the Phillips curve after the pandemic. (2024). lo Bello, Salvatore ; Viviano, Eliana. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_842_24.

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2025On the Distributional Effects of Conventional Monetary Policy and Forward Guidance. (2025). Meichtry, Pascal ; Mangiante, Giacomo. In: Working papers. RePEc:bfr:banfra:996.

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2024Sixty years of global inflation: a post-GFC update. (2024). Pedemonte, Mathieu ; Auer, Raphael ; Schoenle, Raphael. In: BIS Working Papers. RePEc:bis:biswps:1189.

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2024How does fiscal policy affect the transmission of monetary policy into cross-border bank lending? Cross-country evidence. (2024). Temesvary, Judit ; Takats, Elod ; Pradhan, Swapan-Kumar. In: BIS Working Papers. RePEc:bis:biswps:1226.

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2025R* in East Asia: business, financial cycles, and spillovers. (2025). Siklos, Pierre L ; Xia, Dora ; Chen, Hongyi. In: BIS Working Papers. RePEc:bis:biswps:1285.

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2024Quantitative easing effectiveness: Evidence from Euro private assets. (2024). Kirikos, Dimitris. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:354-370.

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2024Global value chains and the dynamics of UK inflation. (2024). Dogan, Aydan ; Aquilante, Tommaso ; Firat, Melih ; Soenarjo, Aditya. In: Bank of England working papers. RePEc:boe:boeewp:1060.

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2024Japans Inflation under Global Inflation Synchronization. (2024). Kido, Yosuke ; Fukunaga, Ichiro ; Suita, Kotaro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e04.

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2024Markov-Switching Models with Unknown Error Distributions: Identification and Inference Within the Bayesian Framework. (2024). Chang-Jin, Kim ; Shih-Tang, Hwu. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:177-199:n:1.

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2024Sixty Years of Global Inflation: A Post-GFC Update. (2024). Pedemonte, Mathieu ; Auer, Raphael ; Schoenle, Raphael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11148.

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2025The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2502.

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2024The wage-price pass-through across sectors: evidence from the euro area. (2024). Renault, Théodore ; Lombardi, Marco ; Ampudia, Miguel. In: Working Paper Series. RePEc:ecb:ecbwps:20242948.

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2025Central bank independence and risk-taking at the zero lower bound. (2025). Eichengreen, Barry ; Schumacher, Julian ; Bartels, Bernhard ; di Mauro, Beatrice Weder. In: Working Paper Series. RePEc:ecb:ecbwps:20253079.

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2024Modelling Inflation Dynamics and Global Oil Price Shocks in OAPEC Countries: TVP-VAR. (2024). Elsherif, Marwa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-6.

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2024International transmission of quantitative easing policies: Evidence from Canada. (2024). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000411.

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2024International portfolio rebalancing and fiscal policy spillovers. (2024). Alpanda, Sami ; Kabaca, Serdar ; Aysun, Uluc. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001179.

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2024Inflationary dynamics of labour market activity: Evidence from the Czech Republic. (2024). unal, umut ; Maialeh, Robin ; Sirot, Guilhem. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1309-1327.

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2024Asymmetries in the international spillover effects of monetary policy: Based on TGVAR model. (2024). Zhang, YI ; Li, Jiaqi ; Cui, Baisheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001523.

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2024Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries. (2024). Lau, Wee Yeap ; Brooks, Robert ; Yip, Pick Schen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001505.

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2025Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies: A wavelet quantile VAR approach. (2025). Canepa, Alessandra ; Alqaralleh, Huthaifa Sameeh ; Muchova, Eva. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002596.

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2025The real cost channel and the Phillips Curve for China. (2025). Wang, Haoan ; Nie, HE ; Yao, Jiarui. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s016517652400644x.

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2024Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities. (2024). Sola, Martin ; Psaradakis, Zacharias. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:49-63.

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2024Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies. (2024). Pagliari, Maria Sole. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001466.

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2024The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533.

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2024Global supply chain inflationary pressures and monetary policy in Mexico. (2024). Ventosa-Santaulària, Daniel ; Hernandez, Juan ; Valencia, Eduardo J ; Ventosa-Santaularia, Daniel. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s1566014123000948.

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2024Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions. (2024). USMAN, OJONUGWA ; Duman, Gazi Murat ; Balcilar, Mehmet. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000815.

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2024Economic uncertainty and time-varying return predictability. (2024). Liu, LI. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010559.

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2025Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets. (2025). Urga, Giovanni ; Varaldo, Alessandro ; Coppola, Anna. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001542.

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2025Central banks’ financial stability orientation and bank risk-taking. (2025). Raz, Arisyi ; Mariana, Christy Dwita. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000385.

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2024A state-dependent international CAPM for partially integrated markets: Using local and US risk factors. (2024). Tajaddini, Reza ; Hematizadeh, Roksana. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000954.

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2024The international dimension of trend inflation. (2024). Ascari, Guido ; Fosso, Luca. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000205.

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2025US monetary policy spillovers to emerging markets: The role of trade credit. (2025). London, Mélina ; Silvestrini, Mava. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000200.

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2024Asian stock market volatility and economic policy uncertainty: The role of world and regional leaders. (2024). Keddad, Benjamin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001968.

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2024Accelerating peak dating in a dynamic factor Markov-switching model. (2024). van Dijk, Dick ; van Os, Bram. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:313-323.

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2024Does “Lean Against the Wind” monetary policy improve welfare in a commodity exporter?. (2024). Tsomocos, Dimitrios ; Peiris, Udara ; Shirobokov, A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002139.

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2024Inflation at risk in advanced and emerging market economies. (2024). Zampolli, Fabrizio ; Mehrotra, Aaron ; Contreras, Juan ; Banerjee, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000123.

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2024Global supply chain pressures, inflation, and implications for monetary policy. (2024). Bonam, Dennis ; Ascari, Guido ; Smadu, Andra. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000160.

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2024The transmission of U.S. monetary policy to small open economies. (2024). de Simone, Francisco Nadal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000251.

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2024Inflation targeting and capital flows: A tale of two cycles in developing countries. (2024). Rodriguez, Cesar ; Ogrokhina, Olena. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001086.

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2024Did interest rate guidance in emerging markets work?. (2024). Caballero, Julin ; Gadanecz, Blaise. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001992.

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2025Governance arrangements and the use of macroprudential policy. (2025). Shim, Seri ; Mehrotra, Aaron ; Kim, Soyoung. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000427.

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2024Asymmetric impacts of U.S. monetary policy on emerging markets: Contagion and macroeconomic determinants. (2024). Madjd-Sadjadi, Zagros ; Iben, Latifa Saleh ; Zehri, Chokri. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000033.

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2024Navigating the “twin titans” of global manufacturing: The impact of US and China on industrial production forecasting in G20 nations. (2024). Ahmad, Wasim ; Kumar, Utkarsh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002610.

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2024Dynamic connectedness of inflation around the world: A time-varying approach from G7 and E7 countries. (2024). Hong, Yun ; Jiang, Yanhui ; Xiao, Xiyue ; Qu, BO. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:111-125.

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2024Examining the New Keynesian Phillips Curve in the U.S.: Why has the relationship between inflation and unemployment weakened?. (2024). Haschka, Rouven E. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000516.

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2025Dynamic policy pathfinding for balanced growth of energy trilemma: Evidence from the worlds large energy-consuming economies. (2025). Shirazi, Masoud. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:214:y:2025:i:c:s1364032125001662.

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2025Forecasting realised volatility using regime-switching models. (2025). McMillan, David G ; Kambouroudis, Dimos ; Ding, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s105905602500334x.

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2025The response of emerging financial markets to IMF news during COVID-19 pandemic11We are grateful for the comments and suggestions of Ali Kutan, Kate Phylaktis, Mahmoud Mohieldin and Galina Hale.. (2025). Yamani, Ehab ; Abuelfadl, Moustafa. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003399.

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2025Unveiling the effects of monetary surprises: Risk-taking and credit supply of U.S. banks. (2025). Ngambou, Melchisdek Joslem. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003740.

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2024The impact of U.S. monetary policy on Chinese firms’ innovation. (2024). Zhou, Zhiguang ; Pei, Tingting ; Feng, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1097-1111.

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2024Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR. (2024). Szafranek, Karol ; Szafraski, Grzegorz ; Leszczyska-Paczesna, Agnieszka. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:789-810.

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2024The Federal Reserve’s Quantitative Easing policy and volatility spillovers: Evidence from Australia. (2024). de Mello, Lurion ; Yahyaei, Hamid ; Singh, Abhay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003897.

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2024Does the U.S. export inflation? Evidence from the dynamic inflation spillover between the U.S. and EAGLEs. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy ; Do, Hung Xuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004192.

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2024Business and financial cycle across regimes: Does financial stress matter?. (2024). Cucculelli, Marco ; Sullo, Valerio ; Giampaoli, Noemi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006373.

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2024Dynamic hedging responses of gold and silver to inflation: A Markov regime-switching VAR analysis∗. (2024). O'Mahony, Barry ; Valadkhani, Abbas. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007330.

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2024The relationship between renewable energy attention and volatility: A HAR model with markov time-varying transition probability. (2024). Wang, LU ; Duan, Huayou ; Liu, Guangqiang ; Zhao, Chenchen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002307.

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2024International monetary policy and cryptocurrency markets: dynamic and spillover effects. (2024). Sousa, Ricardo ; Elsayed, Ahmed. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115305.

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2024Global Risk Factors and Their Impacts on Interest Rates and Exchange Rates: Evidence from ASEAN+4 economies. (2024). Luo, Pengfei ; Eiji, Ogawa ; Pengfei, Luo. In: Discussion papers. RePEc:eti:dpaper:24006.

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2024Sixty Years of Global Inflation: A Post-GFC Update. (2024). Pedemonte, Mathieu ; Auer, Raphael ; Schoenle, Raphael. In: Working Papers. RePEc:fip:fedcwq:98253.

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2024How Does Fiscal Policy affect the Transmission of Monetary Policy into Cross-border Bank Lending? Cross-country Evidence. (2024). Temesvary, Judit ; Takats, Elod ; Pradhan, Swapan-Kumar ; Takts, Eld. In: International Finance Discussion Papers. RePEc:fip:fedgif:1400.

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2025Import Source Reallocation and Aggregate Price Dynamics in the United States. (2025). Leibovici, Fernando ; Chinagorom-Abiakalam, Dawn. In: Working Papers. RePEc:fip:fedlwp:101434.

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2025Monetary Policy Transmission Under Global Versus Local Geopolitical Risk: Exploring Time-Varying Granger Causality, Frequency Domain, and Nonlinear Territory in Tunisia. (2025). Trabelsi, Emna. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:7:p:185-:d:1688738.

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2024Velocity of Money and Productivity Growth: Explaining the 2% Inflation Target in the U.S. (1959–2007). (2024). Faugere, Christophe. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:1:p:15-:d:1335705.

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2024How Do Macroeconomic Cycles and Government Policies Influence Cash Holdings? Evidence from Listed Firms in China. (2024). Tan, Yue ; Cui, Fangnan ; Lu, Bangwen. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:18:p:7961-:d:1476525.

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2025Influence of Green Credit Policy on Corporate Risk-Taking: The Mediating Effect of Debt Maturity Mismatch and the Moderating Effect of Executive Compensation. (2025). Bian, Baocheng ; Wang, Zhongshuai. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:7:p:2862-:d:1619073.

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2024The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk. (2024). DE TRUCHIS, Gilles ; Keddad, Benjamin ; Davin, Marion ; Constant, Karine. In: Post-Print. RePEc:hal:journl:hal-04794038.

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2025Impact of US Monetary Policy Spillovers and Yield Curve Control Policy. (2025). Nakajima, Jouchi. In: Discussion Paper Series. RePEc:hit:hituec:760.

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2024INDIA AND THE REST OF THE WORLD: ANALYSES OF INTERNATIONAL MONETARY POLICY SPILLOVERS. (2024). Salisu, Afees. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:3h:p:573-600.

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2025Understanding Price Formation through a Boid-Based Analysis: Insights from Thailand in the Context of Emerging Economies. (2025). Shibata, Tsubasa. In: IDE Discussion Papers. RePEc:jet:dpaper:dpaper975.

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2024Inflation Targeting Regimes in Emerging Market Economies: To Invest or Not to Invest?. (2024). Silveira, Douglas. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10513-0.

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2024Time–frequency connectedness between heterogeneous oil price shocks and inflation: a comparative analysis of developed and emerging economies. (2024). Kong, Shuning ; Hu, Qingsha ; Huang, Jionghao ; Chen, Baifan ; Xu, Yushi. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:6:d:10.1007_s10644-024-09836-1.

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2025Constructing a country-specific indicator for cyclical systemic risk. (2025). Vella, Sarah. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:3:d:10.1007_s10644-025-09884-1.

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2025Non-standard monetary policy measures and bank systemic risk in the Eurozone. (2025). Vu, Anh Nguyet ; Katsiampa, Paraskevi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:4:d:10.1007_s11156-024-01339-4.

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2024Les determinants de la dynamique des salaires en France : approches macro et sectorielles par la courbe de Phillips. (2024). Moutaabbid, A. In: Documents de Travail de l'Insee - INSEE Working Papers. RePEc:nse:doctra:2024-20.

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2024How does inflation propagate among CPI components? Evidence from the euro area. (2024). Trancoso, Tiago ; Gomes, Sofia. In: Economics and Business Letters. RePEc:ove:journl:aid:20119.

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2024The Role of International Financial Integration in Monetary Policy Transmission. (2024). Xie, Yinxi ; Wu, Jing Cynthia ; Zhang, JI. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:3:d:10.1057_s41308-024-00241-2.

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2024Time-varying effects of monetary and macroprudential policies: does high inflation matter?. (2024). Ramos, Ngelo ; Gregori, Wildmer Daniel. In: Working Papers. RePEc:ptu:wpaper:w202401.

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2024Flexible Inflation Targeting and Macroeconomic Performance: Evidence from ASEAN. (2024). Nookhwun, Nuwat ; Waiyawatjakorn, Rawipha. In: PIER Discussion Papers. RePEc:pui:dpaper:208.

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2024An Estimation of Regime Switching Models with Nonlinear Endogenous Switching. (2024). Charoensom, Chotipong. In: PIER Discussion Papers. RePEc:pui:dpaper:217.

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2024Was Globalization the Root Cause of Low Inflation?. (2024). Viren, Matti ; Hukkinen, Juhana. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0975.

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2024Dynamics of Price Transmission: Evidence from India€™s Import Basket. (2024). Choudhry, Sonam ; Narayanan, Abhinav. In: Foreign Trade Review. RePEc:sae:fortra:v:59:y:2024:i:2:p:252-278.

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2024Do Trade Openness and Output Gap Affect Inflation? Empirical Evidence from BRICS Nations. (2024). Chhabra, Megha ; Kumar, Arya ; Giri, Arun Kumar. In: Millennial Asia. RePEc:sae:millen:v:15:y:2024:i:3:p:359-383.

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2024Macau hotel industry€™s response to global shocks. (2024). Okumus, Fevzi ; Bai, Jingyi ; Kocak, Emrah ; Wai, Aliana Man. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:7:p:1914-1921.

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2025Enhancing Markowitzs portfolio selection paradigm with machine learning. (2025). de Prado, Marcos Lpez ; Simonian, Joseph ; Fabozzi, Francesco A. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06257-1.

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2024Do major health shocks affect the interconnectedness of E-commerce and electronic payment markets? a regional analysis. (2024). Sraieb, Mohamed ; Prentice, Catherine ; Gunay, Samet. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:4:d:10.1007_s10660-022-09669-y.

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2024Asymmetric threshold effects of digitization on inflation in emerging markets. (2024). Emara, Noha ; Zecheru, Daniela. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00545-8.

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2024US monetary policy, the global financial cycle and cross-country financial cycles. (2024). Gupta, Vrinda ; Dubey, Amlendu. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:4:d:10.1007_s12197-024-09680-z.

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2024Navigating Global Monetary Interdependencies: A Comprehensive Analysis of ECB Rate Hikes on China’s Technology-Driven Economy. (2024). Luo, Fangyong ; Bo, Lan ; Chen, Xiaoxian ; Huo, Weidong. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01864-6.

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2025Analyzing Inflation Dynamics in Pakistan: The New Keynesian Phillips Curve Perspective. (2025). Saqib, Muhammad. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:3:d:10.1007_s13132-024-02380-3.

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2025International spillovers of unconventional monetary policy: A meta-analysis. (2025). Sochirca, Elena ; Arajo, Tiago ; Afonso, Scar ; Neves, Pedro Cunha. In: Portuguese Economic Journal. RePEc:spr:portec:v:24:y:2025:i:2:d:10.1007_s10258-024-00263-8.

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2024The economics of decentralized money and banking. (2024). Wutscher, Robert. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:11:d:10.1007_s43546-023-00493-6.

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2025The Nature of Inflation in the Modern Russian Economy and Its Impact on Economic Growth. (2025). Gusev, M S ; Nekrasov, F O ; Shirov, A A. In: Studies on Russian Economic Development. RePEc:spr:sorede:v:36:y:2025:i:2:d:10.1134_s107570072470062x.

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2025Monetary policy and endogenous financial crises. (2021). Manea, Cristina ; Collard, Fabrice ; Boissay, Frédéric ; Gali, Jordi. In: Economics Working Papers. RePEc:upf:upfgen:1810.

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2024Making depositors greedy and careless: Government safety nets and the degradation of depositor discipline. (2024). Troege, Michael ; Phung, Giang. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:32:y:2024:i:3:p:921-947.

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2024Bayesian Markov switching model for BRICS currencies exchange rates. (2024). Uddin, Gazi ; Ahmad, Wasim ; Kumar, Utkarsh. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2322-2340.

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2025US Monetary Policy, Exchange Rates, and Delayed Portfolio Adjustments. (2025). Choi, Sangyup ; Park, Kwangyong. In: Working papers. RePEc:yon:wpaper:2025rwp-240.

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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.
[Citation analysis]		article478
1993Business cycle phases and their transitional dynamics.(1993) In: Research Working Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 478		paper
2003A tale of two perspectives: old or new challenges for monetary policy? In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter94
2003A tale of two perspectives: old or new challenges for monetary policy?.(2003) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		paper
2010The international financial crisis: timeline, impact and policy responses in Asia and the Pacific In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter30
2010Targeting inflation in Asia and the Pacific: lessons from the recent past In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter31
2011Exchange rate and monetary policy frameworks in EMEs In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter10
2011Introduction In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter0
2012Key facts on central bank balance sheets in Asia and the Pacific In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter8
2012Central bank balance sheets and foreign exchange rate regimes: understanding the nexus in Asia In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter20
2012International spillovers of central bank balance sheet policies In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter105
2012Central bank and government debt management: issues for monetary policy In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter20
2014Has Asian emerging market monetary policy been too procyclical when responding to swings in commodity prices? In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter11
2012The expansion of central bank balance sheets in emerging Asia: what are the risks? In: BIS Quarterly Review.
[Full Text][Citation analysis]		article43
2014Forward guidance at the zero lower bound In: BIS Quarterly Review.
[Full Text][Citation analysis]		article106
2015The costs of deflations: a historical perspective In: BIS Quarterly Review.
[Full Text][Citation analysis]		article54
2004The 2001 US recession: what did recession prediction models tell us? In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
2004Back to the future? Assessing the deflation record In: BIS Working Papers.
[Full Text][Citation analysis]		paper17
2004Monetary policy and asset price bubbles: calibrating the monetary policy trade-offs In: BIS Working Papers.
[Full Text][Citation analysis]		paper64
2005Research on exchange rates and monetary policy: an overview In: BIS Working Papers.
[Full Text][Citation analysis]		paper14
2005Deflation in a historical perspective In: BIS Working Papers.
[Full Text][Citation analysis]		paper62
2007Globalisation and inflation: New cross-country evidence on the global determinants of domestic inflation In: BIS Working Papers.
[Full Text][Citation analysis]		paper445
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.
[Full Text][Citation analysis]		paper13
2012Ensuring price stability in post-crisis Asia: lessons from the recovery In: BIS Working Papers.
[Full Text][Citation analysis]		paper5
2014Monetary analysis and the global financial cycle: an Asian central bank perspective In: BIS Working Papers.
[Full Text][Citation analysis]		paper17
2016Monetary analysis and the global financial cycle: An Asian central bank perspective.(2016) In: Journal of Asian Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2015Financial crisis, US unconventional monetary policy and international spillovers In: BIS Working Papers.
[Full Text][Citation analysis]		paper238
2016Financial crisis, US unconventional monetary policy and international spillovers.(2016) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 238		article
2014Financial Crisis, Unconventional Monetary Policy and International Spillovers.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 238		paper
2015Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia In: BIS Working Papers.
[Full Text][Citation analysis]		paper5
2016Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia.(2016) In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2015Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia.(2015) In: LCERPA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2016A quantitative case for leaning against the wind In: BIS Working Papers.
[Full Text][Citation analysis]		paper92
2017The globalisation of inflation: the growing importance of global value chains In: BIS Working Papers.
[Full Text][Citation analysis]		paper140
2017The Globalisation of Inflation: The Growing Importance of Global Value Chains.(2017) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 140		paper
2017The globalisation of inflation: the growing importance of global value chains.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 140		paper
2017The Globalisation of Inflation: the Growing Importance of Global Value Chains.(2017) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 140		paper
2018Effectiveness of unconventional monetary policies in a low interest rate environment In: BIS Working Papers.
[Full Text][Citation analysis]		paper16
2018Monetary policy spillovers, global commodity prices and cooperation In: BIS Working Papers.
[Full Text][Citation analysis]		paper7
2018Monetary policy spillovers, global commodity prices and cooperation.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2018The cross-border credit channel and lending standards surveys In: BIS Working Papers.
[Full Text][Citation analysis]		paper5
2018Measuring financial cycle time In: BIS Working Papers.
[Full Text][Citation analysis]		paper18
2019Measuring financial cycle time.(2019) In: Bank of England working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2019The reaction function channel of monetary policy and the financial cycle In: BIS Working Papers.
[Full Text][Citation analysis]		paper9
In: .
[Full Text][Citation analysis]		article1
2013Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia In: BOFIT Discussion Papers.
[Full Text][Citation analysis]		paper0
2015Crisis financiera, política monetaria no convencional de EUA y repercusiones internacionales In: Boletín.
[Full Text][Citation analysis]		article0
2010Monetary Policy Strategies in the Asia and Pacific Region : What Way Forward? In: Finance Working Papers.
[Full Text][Citation analysis]		paper9
2010Monetary Policy Strategies in the Asia and Pacific Region: What Way Forward?.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2010Monetary Policy Strategies in the Asia and Pacific Region: What Way Forward?.(2010) In: ADBI Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		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.
[Full Text][Citation analysis]		paper0
2004Looking back at the international deflation record In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article15
1998Business cycle durations In: Journal of Econometrics.
[Full Text][Citation analysis]		article180
1993Business cycle durations.(1993) In: Research Working Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 180		paper
1993Business Cycle Durations..(1993) In: Laval - Recherche en Politique Economique.
[Citation analysis]
This paper has nother version. Agregated cites: 180		paper
2012Monetary Policy Strategies in the Asia and Pacific Region: Which Way Forward? In: Chapters.
[Full Text][Citation analysis]		chapter1
2013Managing stop–go capital flows in Asian emerging markets: lessons for the CESEE economies In: Chapters.
[Full Text][Citation analysis]		chapter0
1995Recent evidence on the muted inventory cycle In: Economic Review.
[Full Text][Citation analysis]		article7
1995Has the productivity trend steepened in the 1990s? In: Economic Review.
[Full Text][Citation analysis]		article3
1996The outlook for housing: the role of demographic and cyclical factors In: Economic Review.
[Full Text][Citation analysis]		article0
1997Cyclical implications of the declining manufacturing employment share In: Economic Review.
[Full Text][Citation analysis]		article14
1998New evidence on the output cost of fighting inflation In: Economic Review.
[Full Text][Citation analysis]		article71
1999How reliable are recession prediction models? In: Economic Review.
[Full Text][Citation analysis]		article15
2000Monetary policy and asset prices In: Economic Review.
[Full Text][Citation analysis]		article29
1993The evolution of U.S. business cycle phases In: Research Working Paper.
[Citation analysis]		paper3
1994International co-movements of business cycles In: Research Working Paper.
[Citation analysis]		paper12
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.
[Full Text][Citation analysis]		paper12
2001Should monetary policy respond to asset price bubbles? : some experimental results In: Research Working Paper.
[Full Text][Citation analysis]		paper27
2004Deflation and Monetary Policy in a Historical Perspective: Remembering the Past or Being Condemned to Repeat It? In: NBER Working Papers.
[Full Text][Citation analysis]		paper16
2010Discussion of Oil Price Shocks, Monetary Policy and Stagflation In: RBA Annual Conference Volume (Discontinued).
[Full Text][Citation analysis]		chapter0
2019The reaction function channel of monetary policy and the financial cycle In: Sciences Po publications.
[Full Text][Citation analysis]		paper8
2007Money Still Makes the World Go Round: The Zonal View In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article8

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team