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Asset Prices, Collateral and Unconventional Monetary Policy in a DSGE Model
5 references·1 citing·28 second hop
Asset Prices, Collateral and Unconventional Monetary Policy in a DSGE Model (2011)Asset Prices, Collateral and Unconvention…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2010)An Estimated Dynamic Stochast…Money, Liquidity, and Monetary Policy (2009)Money, Liquidity, and Monetar…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Monetary Policy and Asset Price Volatility (2000)Monetary Policy and Asset Pri…Bubbles, Rational Expectations and Financial Markets (1982)Bubbles, Rational Expectation…Interbank Market and Macroprudential Tools in a DSGE Model (2012)Interbank Market and Macropru…Staggered prices in a utility-maximizing framework (1983)Discretion versus policy rules in practice (1993)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)RESERVE REQUIREMENTS, LIQUIDITY RISK, AND CREDIT GROWTH 1 (2014)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)One Decade of Inflation Targeting in the World: What Do We Know and What Do We Need to Know? (2001)Should Central Banks Respond to Movements in Asset Prices? (2001)Financial Intermediaries and Monetary Economics (2010)The monetary dynamics of hyperinflation (1956)Stock Prices and Social Dynamics (1984)Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices (2001)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Time to Build and Aggregate Fluctuations (1982)Optimal monetary policy with staggered wage and price contracts (2000)Bayesian estimation of an open economy DSGE model with incomplete pass-through (2007)By How Much Does GDP Rise if the Government Buys More Output? (2009)Remittances and the Dutch disease (2009)Econometric policy evaluation: A critique (1976)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Were There Regime Switches in U.S. Monetary Policy? (2006)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008 (2009)Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards (2011)A Macroeconomic Model with a Financial Sector (2014)
this work references cited by second hop

References

  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2000Monetary Policy and Asset Price Volatility1,274 cited
  • 1982Bubbles, Rational Expectations and Financial Markets1,130 cited
  • 2010An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area919 cited
  • 2009Money, Liquidity, and Monetary Policy646 cited

Cited by

  • 2012Interbank Market and Macroprudential Tools in a DSGE Model14 cited

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