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Monetary Rules and the Spillover of Regional Fiscal Policies in a Federation
4 references·8 citing·42 second hop
Monetary Rules and the Spillover of Regional Fiscal Policies in a Federation (2010)Monetary Rules and the Spillover of Regio…Time-Varying (S, s) Band Models: Empirical Properties and Interpretation (2010)Time-Varying (S, s) Band Mode…The Rocky Ride of Break-Even-Inflation Rates (2010)The Rocky Ride of Break-Even-…Regional Debt in Monetary Unions: Is it Inflationary? (2007)Regional Debt in Monetary Uni…Interest Rate Rules Vs. Money Growth Rules : A Welfare Comparison in a Cash-In-Advance Economy (1995)Interest Rate Rules Vs. Money…Stress Testing French Banks' Income Subcomponents (2010)Stress Testing French Banks' …Simulations Under Uncertainty (Variantes en Univers Incertain) (French) (2010)Simulations Under Uncertainty…New Information Response Functions (2010)New Information Response Func…Macro Stress Testing with a Macroeconomic Credit Risk Model: Application to the French Manufacturing Sector (2010)Macro Stress Testing with a M…Identification of Slowdowns and Accelerations for the Euro Area Economy (2010)Identification of Slowdowns a…Bank Incentives and Optimal CDOS (2010)Bank Incentives and Optimal C…Optimal portfolio allocation under asset and surplus VaR constraints (2008)Optimal portfolio allocation …Minimum Distance Estimation and Testing of DSGE Models from Structural VARsMinimum Distance Estimation a…Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Political Economics: Explaining Economic Policy (2002)Fiscal Decentralization and the Challenge of Hard Budget Constraints (2003)Stress testing and corporate finance (2008)Pricing and Inference with Mixtures of Conditionally Normal Processes (2010)Sticky Wages - Evidence from Quarterly Microeconomic Data (2010)Macroeconomics and Reality (1980)Impulse response analysis in nonlinear multivariate models (1996)Generalized impulse response analysis in linear multivariate models (1998)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Econometric Analysis of Cross Section and Panel Data (2001)Bank-specific, industry-specific and macroeconomic determinants of bank profitability (2006)Finite state markov-chain approximations to univariate and vector autoregressions (1986)Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods (1987)The Optimality of (S,s) Policies in the Dynamic Inventory Problem (2005)Are Disaggregate Data Useful for Factor Analysis in Forecasting French GDP? (2010)Financial Intermediation and Delegated Monitoring (1984)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)The Growth-Volatility Relationship: New Evidence Based on Stochastic Volatility in Mean Models (2010)The International Transmission of House Price Shocks (2010)Price, wage and employment response to shocks: evidence from the WDN survey (2012)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Ratings migration and the business cycle, with application to credit portfolio stress testing (2002)Real Rates, Expected Inflation, and Inflation Risk Premia (1998)Can TIPS Help Identify Long-Term Inflation Expectations? (2001)Liquidity Risk Premia and Breakeven Inflation Rates (2006)Fuzzy Capital Requirements, Risk-Shifting and the Risk Taking Channel of Monetary Policy (2010)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Automatic Lag Selection in Covariance Matrix Estimation (1994)Forecasting Using Principal Components From a Large Number of Predictors (2002)A World Trade Leading Index (WTLI) (2015)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)The Solution of Linear Difference Models under Rational Expectations (1980)A simple model for study of the determination of the price level and the interaction of monetary and fiscal policy (1994)Optimal Monetary Policy in a Small Open Economy: A General Equilibrium Analysis (1999)On the Equivalence of Money Growth and Interest Rate Policy (2003)Money supply, macroeconomic stability, and the implementation of interest rate targets (2008)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)
this work references cited by second hop

References

  • 1995Interest Rate Rules Vs. Money Growth Rules : A Welfare Comparison in a Cash-In-Advance Economy35 cited
  • 2007Regional Debt in Monetary Unions: Is it Inflationary?34 cited
  • 2010The Rocky Ride of Break-Even-Inflation Rates33 cited
  • 2010Time-Varying (S, s) Band Models: Empirical Properties and Interpretation29 cited

Cited by

  • 2008Optimal portfolio allocation under asset and surplus VaR constraints52 cited
  • 2010Bank Incentives and Optimal CDOS44 cited
  • 2010Macro Stress Testing with a Macroeconomic Credit Risk Model: Application to the French Manufacturing Sector27 cited
  • 2010Stress Testing French Banks' Income Subcomponents25 cited
  • 2010Identification of Slowdowns and Accelerations for the Euro Area Economy24 cited
  • 2010New Information Response Functions23 cited
  • 2010Simulations Under Uncertainty (Variantes en Univers Incertain) (French)22 cited
  • n.d.Minimum Distance Estimation and Testing of DSGE Models from Structural VARs17 cited

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