Andrew Filardo : Citation Profile


Are you Andrew Filardo?

Bank for International Settlements (BIS)

19

H index

34

i10 index

2502

Citations

RESEARCH PRODUCTION:

19

Articles

43

Papers

13

Chapters

RESEARCH ACTIVITY:

   26 years (1993 - 2019). See details.
   Cites by year: 96
   Journals where Andrew Filardo has often published
   Relations with other researchers
   Recent citing documents: 95.    Total self citations: 32 (1.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfi266
   Updated: 2024-11-04    RAS profile: 2024-07-18    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Hubert, Paul (2)

Rungcharoenkitkul, Phurichai (2)

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)

Hubert, Paul (31)

Auer, Raphael (31)

Labondance, Fabien (26)

Mehrotra, Aaron (25)

Dufrénot, Gilles (25)

Disyatat, Piti (22)

Balcilar, Mehmet (22)

GUPTA, RANGAN (19)

Marcellino, Massimiliano (19)

Cites to:

BORIO, Claudio (55)

Bernanke, Ben (36)

Rogoff, Kenneth (22)

Reinhart, Carmen (21)

Gertler, Mark (17)

Aizenman, Joshua (16)

Bordo, Michael (16)

Svensson, Lars (16)

Drehmann, Mathias (15)

Lombardi, Marco (14)

Pesaran, Mohammad (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 (2024 and 2023)


YearTitle of citing document
2023What does machine learning say about the drivers of inflation?. (2022). Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2208.14653.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023The two-regime view of inflation. (2023). Zakrajsek, Egon ; Yetman, James ; Lombardi, Marco Jacopo ; Borio, Claudio. In: BIS Papers. RePEc:bis:bisbps:133.

Full description at Econpapers || Download paper

2023Did interest rate guidance in emerging markets work?. (2023). Gadanecz, Blaise ; Caballero, Julian. In: BIS Working Papers. RePEc:bis:biswps:1080.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Fixed investment or financial assets investment: Evidence from political uncertainty in China. (2023). Guo, Liang ; Jiang, Fan ; Yao, Chengxue. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:427-450.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023The impact of foreign capital flows on long?term interest rates in emerging and advanced economies. (2021). Inoguchi, Masahiro. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:2:p:268-295.

Full description at Econpapers || Download paper

2023ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304.

Full description at Econpapers || Download paper

2023Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring. (2023). Pesavento, Elena ; Herrera, Ana Mara ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0113.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Price Markups and Wage Setting Behavior of Japanese Firms. (2023). Takatomi, Kosuke ; Hogen, Yoshihiko ; Aoki, Kosuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e05.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Bounded Rational Expectation: How It Can Affect the Effectiveness of Monetary Rules in the Open Economy. (2023). Minford, A. Patrick ; Yang, Xiaoliang ; Meenagh, David ; Dong, Xue. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/4.

Full description at Econpapers || Download paper

2023Global Production Linkages and Stock Market Comovement. (2023). Auer, Raphael A ; Wagner, Alexander F ; Schrimpf, Andreas ; Iwadate, Bruce. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10492.

Full description at Econpapers || Download paper

2023Information Shocks in the U.S. and Asset Mispricing in Emerging Economies. (2023). Pourroy, Marc ; Villavicencio, Antonia Lopez. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-19.

Full description at Econpapers || Download paper

2023The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat
2023Recent advances in the literature on capital flow management. (2023). Wesołowski, Grzegorz ; Theofilakou, Anastasia ; CEZAR, Rafael ; van den Hove, Floriane ; Eijking, Carlijn ; Scheubel, Beatrice ; Bruggemann, Axel ; Landi, Valerio Nispi ; Berganza, Juan Carlos ; Naef, Alain ; Beck, Roland ; Sanchez, Luis Molina ; Moder, Isabella ; Marsilli, Clement ; Kreitz, Lilian ; Alves, Joel Graa ; Fuentes, Alberto ; Wesoowski, Grzegorz ; Eller, Markus. In: Occasional Paper Series. RePEc:ecb:ecbops:2023317.

Full description at Econpapers || Download paper

2023Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833.

Full description at Econpapers || Download paper

2023Underlying inflation and asymmetric risks. (2023). Leiva-Leon, Danilo ; Pacce, Matias ; le Bihan, Herve. In: Working Paper Series. RePEc:ecb:ecbwps:20232848.

Full description at Econpapers || Download paper

2023Revisiting the Phillips curve for Indonesia: What can we learn from regional data?. (2023). Aginta, Harry. In: Journal of Asian Economics. RePEc:eee:asieco:v:85:y:2023:i:c:s104900782300012x.

Full description at Econpapers || Download paper

2023The role of import prices in flattening the Phillips curve: Evidence from Korea. (2023). Ahn, JaeBin ; Lee, Jiwon. In: Journal of Asian Economics. RePEc:eee:asieco:v:86:y:2023:i:c:s1049007823000258.

Full description at Econpapers || Download paper

2023Monetary and macroprudential policy interactions in a model of the euro area. (2023). Dennis, Richard ; Ilbas, Pelin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001124.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market. (2023). Xing, Haipeng ; Chen, Xinyun ; Li, Zhicheng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003194.

Full description at Econpapers || Download paper

2023Has monetary policy fueled the rise in shadow banking?. (2023). Hodula, Martin ; Libich, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000901.

Full description at Econpapers || Download paper

2023A time-varying Phillips curve with global factors: Are global factors important?. (2023). Poon, Aubrey ; Kabundi, Alain ; Wu, Ping. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002353.

Full description at Econpapers || Download paper

2023Coordination and non-coordination risks of monetary and macroprudential authorities: A robust welfare analysis. (2023). Górajski, Mariusz ; Kuchta, Zbigniew ; Gorajski, Mariusz. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000451.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023The COVID-19 pandemic and financial markets in Central Europe: Macroeconomic measures and international policy spillovers. (2023). Stawasz-Grabowska, Ewa ; Janus, Jakub ; Grabowski, Wojciech. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s156601412200108x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

Full description at Econpapers || Download paper

2023Economic uncertainty and non-bank financial intermediation: Evidence from a European panel. (2023). Hodula, Martin ; Sori, Petar ; Peri, Blanka Krabi. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000491.

Full description at Econpapers || Download paper

2023Monetary policy spillover to small open economies: Is the transmission different under low interest rates?. (2023). Malovana, Simona ; Juelsrud, Ragnar ; Hodula, Martin ; Gric, Zuzana ; Gomez, Tomas ; Dinger, Valeriya ; Cao, Jin ; Terajima, Yaz ; Liaudinskas, Karolis ; Jara, Alejandro. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000165.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023How do real and monetary integrations affect inflation dynamics?. (2023). Saygili, Hulya. In: International Economics. RePEc:eee:inteco:v:174:y:2023:i:c:p:18-27.

Full description at Econpapers || Download paper

2023Deviations from covered interest parity in the emerging markets after the global financial crisis. (2023). Geyikçi, Utku ; Ozyildirim, Suheyla ; Geyiki, Utku Bora. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000331.

Full description at Econpapers || Download paper

2023Bounded rational expectation: How it can affect the effectiveness of monetary rules in the open economy. (2023). Minford, A. Patrick ; Meenagh, David ; Dong, Xue ; Yang, Xiaoliang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001130.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Heterogeneous inflation and deflation experiences and savings decisions during German industrialization. (2023). Streb, Jochen ; Neumayer, Andreas ; Lehmann-Hasemeyer, Sibylle. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001760.

Full description at Econpapers || Download paper

2023One-stop source: A global database of inflation. (2023). Ohnsorge, Franziska ; Kose, Ayhan ; Ha, Jongrim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000979.

Full description at Econpapers || Download paper

2023Gross capital inflows, the U.S. economy, and the response of the Federal Reserve. (2023). Reed, Robert R ; Harrison, Andre. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001444.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023An anatomy of external shocks in the Andean region. (2023). Díaz-Cassou, Javier ; Carrillo-Maldonado, Paul ; Diaz-Cassou, Javier. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000075.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Macro-prudential policies to contain the effect of structural risks on financial downturns. (2023). Hodula, Martin ; Jank, Jan ; Pfeifer, Luka. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:6:p:1204-1222.

Full description at Econpapers || Download paper

2023Exchange rate pass-through: A comparative analysis of inflation targeting & non-targeting ASEAN-5 countries. (2023). Duc, Toan Luu ; Nasir, Muhammad Ali ; Nguyen, Thong Trung ; Thi, Thu Anh. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:158-167.

Full description at Econpapers || Download paper

2023Recessions and flattening of the yield curve (1960–2021): A two-way road under a regime switching approach. (2023). Cendejas, Jose Luis. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:8-20.

Full description at Econpapers || Download paper

2023Spillover effects of the unconventional monetary policy of the European Central Bank. (2023). Witkowski, Bartosz ; Goczek, Ukasz. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:82-104.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Central bank asset purchases, banks’ risky security holdings and profitability: Macro and micro evidence from Japan and the U.S.. (2023). Wang, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:347-364.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Direct and spillover portfolio effects of COVID-19. (2023). Ying, Jiezhou ; Pu, BO ; Ding, Haoyuan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000582.

Full description at Econpapers || Download paper

2023Breaks in the Phillips Curve: Evidence from Panel Data. (2023). Wright, Jonathan H. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-15.

Full description at Econpapers || Download paper

2023Markov-Regime Switches in Oil Markets: The Fear Factor Dynamics. (2023). Okawa, Hiroyuki. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:67-:d:1045068.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Knowledge Mapping of Industrial Upgrading Research: A Visual Analysis Using CiteSpace. (2023). Furuoka, Fumitaka ; Rasiah, Rajah ; Cao, Xuwen. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:24:p:16547-:d:1294061.

Full description at Econpapers || Download paper

2023International Spillovers of Monetary Policy: Conventional Policy vs. Quantitative Easing. (2023). Rodriguez, Marius ; Li, Canlin ; Kamin, Steven B ; Curcuru, Stephanie E. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:1:a:3.

Full description at Econpapers || Download paper

2023Targeting Financial Stability: Macroprudential or Monetary Policy?. (2023). McLeay, Michael ; Kapadia, Sujit ; Giese, Julia ; Aikman, David. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:1:a:4.

Full description at Econpapers || Download paper

2023Eye of the Storm: The Impact of Climate Shocks on Inflation and Growth. (2023). Jalles, Joao ; Cevik, Serhan. In: IMF Working Papers. RePEc:imf:imfwpa:2023/087.

Full description at Econpapers || Download paper

2023Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring. (2023). Pesavento, Elena ; Herrera, Ana Maria ; Chang, Yoosoon. In: CAEPR Working Papers. RePEc:inu:caeprp:2023002.

Full description at Econpapers || Download paper

2023Eye of the Storm: The Impact of Climate Shocks on Inflation and Growth. (2023). Jalles, Joo Tovar. In: Working Papers REM. RePEc:ise:remwps:wp02762023.

Full description at Econpapers || Download paper

2023déterminants de linflation dans la zone CEMAC. (2023). Nkombe, Richelmy Etendino. In: Journal of Academic Finance. RePEc:jaf:journl:v:14:y:2023:i:1:n:516.

Full description at Econpapers || Download paper

2023Endogenous money supply, global liquidity and financial transactions: Panel evidence from OECD countries. (2023). Liwiski, Pawe. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:121-152.

Full description at Econpapers || Download paper

2023MĚNOVÁ POLITIKA – KUDY DÁL?. (2019). Zamrazilova, Eva. In: Politická ekonomie. RePEc:prg:jnlpol:v:2019:y:2019:i:6:id:1266:p:655-671.

Full description at Econpapers || Download paper

2024Flexible Inflation Targeting and Macroeconomic Performance: Evidence from ASEAN. (2023). Waiyawatjakorn, Rawipha ; Nookhwun, Nuwat. In: PIER Discussion Papers. RePEc:pui:dpaper:208.

Full description at Econpapers || Download paper

2023A new look at asymmetric effect of oil price changes on inflation: Evidence from Malaysia. (2023). Sek, Siok Kun. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1524-1547.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Inflation, Monetary Policy and the Sacrifice Ratio:The Case of Southeast Asia. (2023). Dierks, Leef H. In: Working Papers. RePEc:sea:wpaper:wp50.

Full description at Econpapers || Download paper

2023Inhomogeneous hidden semi-Markov models for incompletely observed point processes. (2023). Parry, Matthew ; Bebbington, Mark ; Wang, Ting ; Shahzadi, Amina. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:75:y:2023:i:2:d:10.1007_s10463-022-00843-5.

Full description at Econpapers || Download paper

2023Sales and promotions and the great recession deflation. (2023). Papadopoulou, Niki ; Michail, Nektarios ; Savva, Christos ; Koursaros, Demetris. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02243-3.

Full description at Econpapers || Download paper

2023Markov chains, eigenvalues and the stability of economic growth processes. (2023). Delbianco, Fernando ; Tohme, Fernando ; Fioriti, Andres. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02276-8.

Full description at Econpapers || Download paper

2023Tradable and non-tradable inflation in Turkey: asymmetric responses to global factors. (2023). Turkvatan, Aysun ; Saygili, Hulya. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02364-3.

Full description at Econpapers || Download paper

2023Robust and efficient specification tests in Markov-switching autoregressive models. (2023). Chiba, Masaru. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09277-5.

Full description at Econpapers || Download paper

2023Leaning against persistent financial cycles with occasional crises. (2023). Mimir, Yasin. In: Working Papers. RePEc:stm:wpaper:56.

Full description at Econpapers || Download paper

2023Monetary Policy and Endogenous Financial Crises. (2021). Collard, Fabrice ; Manea, Cristina ; Gali, Jordi ; Boissay, Frederic. In: TSE Working Papers. RePEc:tse:wpaper:126275.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Oil prices uncertainty, endogenous regime switching, and inflation anchoring. (2023). Herrera, Ana Maria ; Chang, Yoosoon ; Pesavento, Elena. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:820-839.

Full description at Econpapers || Download paper

2023A Dilemma between Liquidity Regulation and Monetary Policy: Some History and Theory. (2023). Vari, Miklos ; Monnet, Eric. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:4:p:915-944.

Full description at Econpapers || Download paper

2023Stress-testing inflation exposure: Systemically significant prices and asymmetric shock propagation in the EU28. (2023). Aminian, Armin ; Ipsen, Leonhard ; Schulz-Gebhard, Jan. In: BERG Working Paper Series. RePEc:zbw:bamber:279553.

Full description at Econpapers || Download paper

2023Active driver or passive victim: On the role of international monetary policy transmission. (2023). von Schweinitz, Gregor ; Camehl, Annika. In: IWH Discussion Papers. RePEc:zbw:iwhdps:32023.

Full description at Econpapers || Download paper

Works by Andrew Filardo:


YearTitleTypeCited
1994Business-Cycle Phases and Their Transitional Dynamics. In: Journal of Business & Economic Statistics.
[Citation analysis]
article471
1993Business cycle phases and their transitional dynamics.(1993) In: Research Working Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 471
paper
2003A tale of two perspectives: old or new challenges for monetary policy? In: BIS Papers chapters.
[Full Text][Citation analysis]
chapter93
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: 93
paper
2010The international financial crisis: timeline, impact and policy responses in Asia and the Pacific In: BIS Papers chapters.
[Full Text][Citation analysis]
chapter28
2010Targeting inflation in Asia and the Pacific: lessons from the recent past In: BIS Papers chapters.
[Full Text][Citation analysis]
chapter30
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]
chapter101
2012Central bank and government debt management: issues for monetary policy In: BIS Papers chapters.
[Full Text][Citation analysis]
chapter18
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]
article42
2014Forward guidance at the zero lower bound In: BIS Quarterly Review.
[Full Text][Citation analysis]
article103
2015The costs of deflations: a historical perspective In: BIS Quarterly Review.
[Full Text][Citation analysis]
article53
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]
paper62
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]
paper60
2007Globalisation and inflation: New cross-country evidence on the global determinants of domestic inflation In: BIS Working Papers.
[Full Text][Citation analysis]
paper427
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]
paper4
2014Monetary analysis and the global financial cycle: an Asian central bank perspective In: BIS Working Papers.
[Full Text][Citation analysis]
paper15
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: 15
article
2015Financial crisis, US unconventional monetary policy and international spillovers In: BIS Working Papers.
[Full Text][Citation analysis]
paper205
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: 205
article
2014Financial Crisis, Unconventional Monetary Policy and International Spillovers.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 205
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]
paper89
2017The globalisation of inflation: the growing importance of global value chains In: BIS Working Papers.
[Full Text][Citation analysis]
paper128
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: 128
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: 128
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: 128
paper
2018Effectiveness of unconventional monetary policies in a low interest rate environment In: BIS Working Papers.
[Full Text][Citation analysis]
paper13
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]
paper4
2018Measuring financial cycle time In: BIS Working Papers.
[Full Text][Citation analysis]
paper17
2019Measuring financial cycle time.(2019) In: Bank of England working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17
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]
article0
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]
article172
1993Business cycle durations.(1993) In: Research Working Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 172
paper
1993Business Cycle Durations..(1993) In: Laval - Recherche en Politique Economique.
[Citation analysis]
This paper has nother version. Agregated cites: 172
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]
article68
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]
article30
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]
paper11
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, 3 2024. Contact: CitEc Team