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Partial Indexation, Trend Inflation, and the Hybrid Phillips Curve
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Partial Indexation, Trend Inflation, and the Hybrid Phillips Curve (2010)Partial Indexation, Trend Inflation, and …The Tail Behavior of Stock Returns: Emerging Versus Mature Markets (2011)The Tail Behavior of Stock Re…Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and Notional Operators Appreciated the 1997 French Snap Election (2011)Reading Interest Rate and Bon…On the Use of Banks Balance Sheet Data in Loan Market Studies: A Note (2011)On the Use of Banks Balance S…Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area (2010)Financial Systems and the Rol…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2010)An Estimated Dynamic Stochast…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…Staggered prices and trend inflation: some nuisances (2004)Staggered prices and trend in…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2001)Nominal Rigidities and the Dy…European inflation dynamics (2001)European inflation dynamicsCan financial infrastructures foster economic development? (2001)Can financial infrastructures…La modélisation Var "structurel" : application à la politique monétaire en France (1999)La modélisation Var "structur…Impulse Control Method and Exchange Rate (1993)Impulse Control Method and Ex…Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence (1992)Optimal Consumption and Portf…DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1 (1992)DERIVATIVE ASSET PRICING WITH…Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…The Reliability of Macroeconomic Forecasts Based on Real Interest Rate Gap Estimates in Real Time: An Assessment for the Euro Area (2010)The Reliability of Macroecono…The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk (2010)The Cross-Section of Foreign …Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the US Economy (2010)Technology Shocks and Monetar…Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the Euro Area (2010)Technology Shocks and Monetar…Technology Shock and Employment: Do We Really Need DSGE Models with a Fall in Hours? (2010)Technology Shock and Employme…Stock Exchanges Industry Consolidation and Shock Transmission (2010)Stock Exchanges Industry Cons…Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity (2010)Optimal Monetary Policy in an…Is There a Structural Break in Equilibrium Velocity in the Euro Area? (2010)Is There a Structural Break i…Financial (Dis)Integration (2010)Financial (Dis)IntegrationConvergence in Household Credit Demand Across Euro Area Countries: Evidence from Panel Data (2010)Convergence in Household Cred…Are Business and Credit Cycles Converging or Diverging? 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(2004)The role of securitization in bank liquidity and funding management (2011)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Inflation and Costs of Price Adjustment (1977)Aggregate Dynamics and Staggered Contracts (1980)Behavioral Macroeconomics and Macroeconomic Behavior (2002)Employment Fluctuations with Equilibrium Wage Stickiness (2005)Unemployment Fluctuations with Staggered Nash Wage Bargaining (2009)Option pricing: A simplified approach (1979)Capital Market Equilibrium with Transaction Costs (1986)Portfolio Selection with Transaction Costs (1990)There is no Nontrivial Hedging Portfolio for Option Pricing with Transaction Costs (1995)HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH12 (1996)Option pricing with transaction costs and a nonlinear Black-Scholes equation (1998)Impulse Control of Brownian Motion (1983)Continuous Martingales and Brownian Motion (1991)Target Zones and Exchange Rate Dynamics (1991)Optimal Central Bank Intervention in the Foreign Exchange Market (1999)Entropy densities with an application to autoregressive conditional skewness and kurtosis (2002)Competition Among Financial Intermediaries and the Risk of Contagious Failures (2011)The Science of Monetary Policy: A New Keynesian Perspective (1999)Optimal monetary policy under low trend inflation (2007)Disinflation in a DSGE perspective: Sacrifice ratio or welfare gain ratio? (2011)The Macroeconomics of Trend Inflation (2014)Econometric policy evaluation: A critique (1976)Rules, discretion and reputation in a model of monetary policy (1983)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Time to Build and Aggregate Fluctuations (1982)Discretion versus policy rules in practice (1993)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)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)Optimal monetary policy with the cost channel (2006)The general equilibrium effects of fiscal policy: Estimates for the Euro area (2008)Firm-specific capital, nominal rigidities and the business cycle (2010)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Understanding the Effects of Government Spending on Consumption (2007)Markups, Gaps, and the Welfare Costs of Business Fluctuations (2002)Fiscal shocks and their consequences (2003)Country spreads and emerging countries: Who drives whom? (2005)
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References

  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 2010An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area919 cited
  • 2001European inflation dynamics622 cited
  • 2001Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy501 cited
  • 2010Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area457 cited
  • 1992DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1420 cited
  • 2004Staggered prices and trend inflation: some nuisances309 cited
  • 1993Impulse Control Method and Exchange Rate270 cited
  • 1992Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence229 cited
  • 1999La modélisation Var "structurel" : application à la politique monétaire en France175 cited
  • 2011On the Use of Banks Balance Sheet Data in Loan Market Studies: A Note165 cited
  • 2011Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and Notional Operators Appreciated the 1997 French Snap Election162 cited
  • 2011

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The Tail Behavior of Stock Returns: Emerging Versus Mature Markets
161 cited
  • 2001Can financial infrastructures foster economic development?158 cited
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    • 2006Illiquidity, Financial Development and the Growth-Volatility Relationship55 cited
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    • 2010Are Business and Credit Cycles Converging or Diverging? A Comparison of Poland, Hungary, the Czech Republic and the Euro Area47 cited
    • 2010Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity44 cited
    • 2010Stock Exchanges Industry Consolidation and Shock Transmission43 cited
    • 2007Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve42 cited
    • 2010The Reliability of Macroeconomic Forecasts Based on Real Interest Rate Gap Estimates in Real Time: An Assessment for the Euro Area39 cited
    • 2010Financial (Dis)Integration39 cited
    • 2010Is There a Structural Break in Equilibrium Velocity in the Euro Area?38 cited
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    • 2006Assessing Aggregate Comovements in France, Germany and Italy Using a Non Stationary Factor Model of the Euro Area37 cited