19
H index
34
i10 index
2502
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pfi266 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Economic Review | 7 |
BIS Quarterly Review | 3 |
Working Papers Series with more than one paper published | # docs |
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BIS Working Papers / Bank for International Settlements | 19 |
Research Working Paper / Federal Reserve Bank of Kansas City | 9 |
Year | Title of citing document |
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2023 | What 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 |
2024 | Taylor 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 |
2024 | Some 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 |
2023 | The 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 |
2023 | Did 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 |
2024 | Sixty 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 |
2023 | Fixed 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 |
2024 | Quantitative 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 |
2023 | The 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 |
2023 | ECB 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 |
2023 | Oil 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 |
2024 | Global 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 |
2023 | Price 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 |
2024 | Markov-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 |
2023 | Bounded 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 |
2023 | Global 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 |
2023 | Information 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 |
2023 | The 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 |
2023 | Recent 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 |
2023 | Quantifying 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 |
2023 | Underlying 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 |
2023 | Revisiting 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 |
2023 | The 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 |
2023 | Monetary 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 |
2024 | International 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 |
2023 | A 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 |
2023 | Has 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 |
2023 | A 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 |
2023 | Coordination 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 |
2024 | Asymmetries 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 |
2024 | Markov-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 |
2023 | The 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 |
2024 | Global 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 |
2023 | Forecasting 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 |
2023 | Economic 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 |
2023 | Monetary 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 |
2024 | The 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 |
2023 | How 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 |
2023 | Deviations 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 |
2023 | Bounded 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 |
2024 | Asian 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 |
2024 | Accelerating 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 |
2023 | Heterogeneous 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 |
2023 | One-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 |
2023 | Gross 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 |
2024 | Does “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 |
2024 | Inflation 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 |
2024 | Global 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 |
2024 | The 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 |
2023 | An 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 |
2024 | Asymmetric 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 |
2023 | Macro-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 |
2023 | Exchange 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 |
2023 | Recessions 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 |
2023 | Spillover 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 |
2024 | Dynamic 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 |
2023 | Central 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 |
2024 | The 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 |
2023 | Direct 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 |
2023 | Breaks 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 |
2023 | Markov-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 |
2023 | Knowledge 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 |
2023 | International 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 |
2023 | Targeting 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 |
2023 | Eye 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 |
2023 | Oil 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 |
2023 | Eye 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 |
2023 | déterminants 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 |
2023 | Endogenous 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 |
2023 | MÄšNOVà POLITIKA – KUDY DÃL?. (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 |
2024 | Flexible 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 |
2023 | A 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 |
2024 | Dynamics 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 |
2023 | Inflation, 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 |
2023 | Inhomogeneous 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 |
2023 | Sales 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 |
2023 | Markov 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 |
2023 | Tradable 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 |
2023 | Robust 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 |
2023 | Leaning against persistent financial cycles with occasional crises. (2023). Mimir, Yasin. In: Working Papers. RePEc:stm:wpaper:56. Full description at Econpapers || Download paper |
2023 | Monetary 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 |
2023 | Oil 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 |
2023 | A 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 |
2023 | Stress-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 |
2023 | Active 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 |
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1993 | Business cycle phases and their transitional dynamics.(1993) In: Research Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 471 | paper | |
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2003 | A 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 | |
2010 | The international financial crisis: timeline, impact and policy responses in Asia and the Pacific In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 28 |
2010 | Targeting inflation in Asia and the Pacific: lessons from the recent past In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 30 |
2011 | Exchange rate and monetary policy frameworks in EMEs In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 10 |
2011 | Introduction In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
2012 | Key facts on central bank balance sheets in Asia and the Pacific In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 8 |
2012 | Central bank balance sheets and foreign exchange rate regimes: understanding the nexus in Asia In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 20 |
2012 | International spillovers of central bank balance sheet policies In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 101 |
2012 | Central bank and government debt management: issues for monetary policy In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 18 |
2014 | Has Asian emerging market monetary policy been too procyclical when responding to swings in commodity prices? In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 11 |
2012 | The expansion of central bank balance sheets in emerging Asia: what are the risks? In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 42 |
2014 | Forward guidance at the zero lower bound In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 103 |
2015 | The costs of deflations: a historical perspective In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 53 |
2004 | The 2001 US recession: what did recession prediction models tell us? In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | Back to the future? Assessing the deflation record In: BIS Working Papers. [Full Text][Citation analysis] | paper | 17 |
2004 | Monetary policy and asset price bubbles: calibrating the monetary policy trade-offs In: BIS Working Papers. [Full Text][Citation analysis] | paper | 62 |
2005 | Research on exchange rates and monetary policy: an overview In: BIS Working Papers. [Full Text][Citation analysis] | paper | 14 |
2005 | Deflation in a historical perspective In: BIS Working Papers. [Full Text][Citation analysis] | paper | 60 |
2007 | Globalisation and inflation: New cross-country evidence on the global determinants of domestic inflation In: BIS Working Papers. [Full Text][Citation analysis] | paper | 427 |
2011 | The 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] | paper | 13 |
2012 | Ensuring price stability in post-crisis Asia: lessons from the recovery In: BIS Working Papers. [Full Text][Citation analysis] | paper | 4 |
2014 | Monetary analysis and the global financial cycle: an Asian central bank perspective In: BIS Working Papers. [Full Text][Citation analysis] | paper | 15 |
2016 | Monetary 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 | |
2015 | Financial crisis, US unconventional monetary policy and international spillovers In: BIS Working Papers. [Full Text][Citation analysis] | paper | 205 |
2016 | Financial 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 | |
2014 | Financial Crisis, Unconventional Monetary Policy and International Spillovers.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 205 | paper | |
2015 | Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia In: BIS Working Papers. [Full Text][Citation analysis] | paper | 5 |
2016 | Prolonged 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 | |
2015 | Prolonged 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 | |
2016 | A quantitative case for leaning against the wind In: BIS Working Papers. [Full Text][Citation analysis] | paper | 89 |
2017 | The globalisation of inflation: the growing importance of global value chains In: BIS Working Papers. [Full Text][Citation analysis] | paper | 128 |
2017 | The 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 | |
2017 | The 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 | |
2017 | The 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 | |
2018 | Effectiveness of unconventional monetary policies in a low interest rate environment In: BIS Working Papers. [Full Text][Citation analysis] | paper | 13 |
2018 | Monetary policy spillovers, global commodity prices and cooperation In: BIS Working Papers. [Full Text][Citation analysis] | paper | 7 |
2018 | Monetary policy spillovers, global commodity prices and cooperation.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2018 | The cross-border credit channel and lending standards surveys In: BIS Working Papers. [Full Text][Citation analysis] | paper | 4 |
2018 | Measuring financial cycle time In: BIS Working Papers. [Full Text][Citation analysis] | paper | 17 |
2019 | Measuring financial cycle time.(2019) In: Bank of England working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2019 | The reaction function channel of monetary policy and the financial cycle In: BIS Working Papers. [Full Text][Citation analysis] | paper | 9 |
In: . [Full Text][Citation analysis] | article | 0 | |
2013 | Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Crisis financiera, polÃtica monetaria no convencional de EUA y repercusiones internacionales In: Boletín. [Full Text][Citation analysis] | article | 0 |
2010 | Monetary Policy Strategies in the Asia and Pacific Region : What Way Forward? In: Finance Working Papers. [Full Text][Citation analysis] | paper | 9 |
2010 | Monetary 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 | |
2010 | Monetary 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 | |
2009 | Short-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] | paper | 0 |
2004 | Looking back at the international deflation record In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 15 |
1998 | Business cycle durations In: Journal of Econometrics. [Full Text][Citation analysis] | article | 172 |
1993 | Business cycle durations.(1993) In: Research Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 172 | paper | |
1993 | Business Cycle Durations..(1993) In: Laval - Recherche en Politique Economique. [Citation analysis] This paper has nother version. Agregated cites: 172 | paper | |
2012 | Monetary Policy Strategies in the Asia and Pacific Region: Which Way Forward? In: Chapters. [Full Text][Citation analysis] | chapter | 1 |
2013 | Managing stop–go capital flows in Asian emerging markets: lessons for the CESEE economies In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
1995 | Recent evidence on the muted inventory cycle In: Economic Review. [Full Text][Citation analysis] | article | 7 |
1995 | Has the productivity trend steepened in the 1990s? In: Economic Review. [Full Text][Citation analysis] | article | 3 |
1996 | The outlook for housing: the role of demographic and cyclical factors In: Economic Review. [Full Text][Citation analysis] | article | 0 |
1997 | Cyclical implications of the declining manufacturing employment share In: Economic Review. [Full Text][Citation analysis] | article | 14 |
1998 | New evidence on the output cost of fighting inflation In: Economic Review. [Full Text][Citation analysis] | article | 68 |
1999 | How reliable are recession prediction models? In: Economic Review. [Full Text][Citation analysis] | article | 15 |
2000 | Monetary policy and asset prices In: Economic Review. [Full Text][Citation analysis] | article | 30 |
1993 | The evolution of U.S. business cycle phases In: Research Working Paper. [Citation analysis] | paper | 3 |
1994 | International co-movements of business cycles In: Research Working Paper. [Citation analysis] | paper | 12 |
1995 | Business cycle turning points: two empirical business cycle model approaches In: Research Working Paper. [Citation analysis] | paper | 5 |
1996 | Cyclically-adjusted measures of structural trend breaks: an application to productivity trends in the 1990s In: Research Working Paper. [Citation analysis] | paper | 0 |
1997 | Using near-VARs to examine phase-dependent monetary and fiscal policy In: Research Working Paper. [Citation analysis] | paper | 0 |
1998 | Choosing information variables for transition probabilities in a time-varying transition probability Markov switching model In: Research Working Paper. [Full Text][Citation analysis] | paper | 11 |
2001 | Should monetary policy respond to asset price bubbles? : some experimental results In: Research Working Paper. [Full Text][Citation analysis] | paper | 27 |
2004 | Deflation and Monetary Policy in a Historical Perspective: Remembering the Past or Being Condemned to Repeat It? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 16 |
2010 | Discussion of Oil Price Shocks, Monetary Policy and Stagflation In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 0 |
2019 | The reaction function channel of monetary policy and the financial cycle In: Sciences Po publications. [Full Text][Citation analysis] | paper | 8 |
2007 | Money Still Makes the World Go Round: The Zonal View In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 8 |
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