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Monetary policy and stock price dynamics with limited asset market participation
16 references·1 citing·41 second hop
Monetary policy and stock price dynamics with limited asset market participation (2013)Monetary policy and stock price dynamics …Monetary policy, inflation, and the business cycle : an introduction to the new Keynesian framework (2008)Monetary policy, inflation, a…Understanding the Effects of Government Spending on Consumption (2007)Understanding the Effects of …INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…Interest and prices : foundations of a theory of monetary policy (2003)Interest and prices : foundat…Limited Asset Market Participation and the Elasticity of Intertemporal Substitution (2002)Limited Asset Market Particip…Learning about monetary policy rules (2002)Learning about monetary polic…An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)An Empirical Characterization…Should Central Banks Respond to Movements in Asset Prices? (2001)Should Central Banks Respond …Learning and Expectations in Macroeconomics (2001)Learning and Expectations in …Monetary Policy and Asset Price Volatility (2000)Monetary Policy and Asset Pri…The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (1999)An Empirical Characterization…Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Equilibria under ‘active’ and…Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)Consumption, Income, and Inte…The Solution of Linear Difference Models under Rational Expectations (1980)The Solution of Linear Differ…The Taylor principle fights back, Part I (2013)The Taylor principle fights b…Econometric policy evaluation: A critique (1976)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Monetary policy and price level determinacy in a cash-in-advance economy (1994)The Role of Monetary Policy (1995)Monetary Policy and Multiple Equilibria (2001)Monetary Policy as Financial Stability Regulation (2012)The monetary dynamics of hyperinflation (1956)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Aggregate Dynamics and Staggered Contracts (1980)Solving Linear Rational Expectations Models (2002)Solving dynamic general equilibrium models using a second-order approximation to the policy function (2003)Measuring Monetary Policy (1998)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)How Big (Small?) are Fiscal Multipliers? (2010)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States (2013)The Quarterly Journal of Economics (2024)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)Discretion versus policy rules in practice (1993)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Identifying Government Spending Shocks: It's all in the Timing* (2011)When Is the Government Spending Multiplier Large? (2011)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Were There Regime Switches in U.S. Monetary Policy? (2006)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection (2003)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Macroeconomic Effects From Government Purchases and Taxes * (2011)Fiscal Policy in a Depressed Economy (2012)
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References

  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 2002An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output2,924 cited
  • 1980The Solution of Linear Difference Models under Rational Expectations2,412 cited
  • 2001Learning and Expectations in Macroeconomics2,079 cited
  • 1991Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies2,069 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • 2007Understanding the Effects of Government Spending on Consumption1,923 cited
  • 1999An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output1,891 cited
  • 1989Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence1,820 cited
  • 2003Interest and prices : foundations of a theory of monetary policy1,275 cited
  • 2000Monetary Policy and Asset Price Volatility1,274 cited
  • 2001Should Central Banks Respond to Movements in Asset Prices?1,166 cited
  • 2002Limited Asset Market Participation and the Elasticity of Intertemporal Substitution1,011 cited

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2008
Monetary policy, inflation, and the business cycle : an introduction to the new Keynesian framework
934 cited
  • 2002Learning about monetary policy rules932 cited
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    • 2013The Taylor principle fights back, Part I13 cited