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Monetary policy and stock-price dynamics in a DSGE framework
16 references·16 citing·32 second hopsampled
Monetary policy and stock-price dynamics in a DSGE framework (2011)Monetary policy and stock-price dynamics …INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…Interest and prices : foundations of a theory of monetary policy (2003)Interest and prices : foundat…Should Central Banks Respond to Movements in Asset Prices? (2001)Should Central Banks Respond …Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…Monetary Policy Rules (1999)Monetary Policy RulesThe Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)An Optimization-Based Econome…Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…Nominal price rigidity, money supply endogeneity, and business cycles (1996)Nominal price rigidity, money…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Debt, Deficits, and Finite Horizons (1985)Debt, Deficits, and Finite Ho…Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…The Solution of Linear Difference Models under Rational Expectations (1980)The Solution of Linear Differ…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Uncertain Lifetime, Life Insu…The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments (2023)The impact of the COVID-19 pa…Impact of financial development and technological innovation on the volatility of green growth—evidence from China (2021)Impact of financial developme…The Discounted Euler Equation: A Note (2017)The Discounted Euler Equation…Learning about the interdependence between the macroeconomy and the stock market (2017)Learning about the interdepen…Government spending and the exchange rate (2017)Government spending and the e…Financial shocks, financial stability, and optimal Taylor rules (2017)Financial shocks, financial s…Stock price dynamics and the business cycle in an estimated DSGE model for South Africa (2016)Stock price dynamics and the …OPTIMAL MONETARY POLICY AND FINANCIAL STABILITY IN A NON-RICARDIAN ECONOMY (2016)OPTIMAL MONETARY POLICY AND F…Learning, Monetary Policy, and Asset Prices (2015)Learning, Monetary Policy, an…Monetary policy and stock prices – Cross-country evidence from cointegrated VAR models (2014)Monetary policy and stock pri…Stock prices and monetary policy shocks: A general equilibrium approach (2013)Stock prices and monetary pol…Monetary policy shocks and financial conditions: A Monte Carlo experiment (2012)Monetary policy shocks and fi…Stock Prices and Monetary Policy Shocks: A General Equilibrium Approach (2011)Stock Prices and Monetary Pol…The impact of foreign stock markets on macroeconomic dynamics in open economies: A structural estimation (2010)The impact of foreign stock m…Stock market wealth effects in an estimated DSGE model for Hong Kong (2010)Stock market wealth effects i…Monetary Policy and Stock Prices in an Open Economy (2007)Monetary Policy and Stock Pri…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)"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)The monetary dynamics of hyperinflation (1956)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Solving Linear Rational Expectations Models (2002)Solving dynamic general equilibrium models using a second-order approximation to the policy function (2003)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)Rules, discretion and reputation in a model of monetary policy (1983)Estimation and Inference of Impulse Responses by Local Projections (2005)Econometric policy evaluation: A critique (1976)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)Inflation dynamics: A structural econometric analysis (1999)Precautionary Saving and Social Insurance (1995)Entrepreneurship, Frictions, and Wealth (2006)Monetary Policy According to HANK (2018)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 1965Uncertain Lifetime, Life Insurance, and the Theory of the Consumer3,204 cited
  • 1980The Solution of Linear Difference Models under Rational Expectations2,412 cited
  • 1985Debt, Deficits, and Finite Horizons2,391 cited
  • 1997An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy2,077 cited
  • 1999Monetary Policy Rules1,705 cited
  • 2003Interest and prices : foundations of a theory of monetary policy1,275 cited
  • 1996Nominal price rigidity, money supply endogeneity, and business cycles1,232 cited

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2001
Should Central Banks Respond to Movements in Asset Prices?
1,166 cited

Cited by

  • 2021Impact of financial development and technological innovation on the volatility of green growth—evidence from China214 cited
  • 2023The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments77 cited
  • 2017The Discounted Euler Equation: A Note73 cited
  • 2016OPTIMAL MONETARY POLICY AND FINANCIAL STABILITY IN A NON-RICARDIAN ECONOMY67 cited
  • 2011Stock Prices and Monetary Policy Shocks: A General Equilibrium Approach55 cited
  • 2007Monetary Policy and Stock Prices in an Open Economy46 cited
  • 2015Learning, Monetary Policy, and Asset Prices44 cited
  • 2017Financial shocks, financial stability, and optimal Taylor rules44 cited
  • 2010Stock market wealth effects in an estimated DSGE model for Hong Kong43 cited
  • 2014Monetary policy and stock prices – Cross-country evidence from cointegrated VAR models43 cited
  • 2017Learning about the interdependence between the macroeconomy and the stock market40 cited
  • 2010The impact of foreign stock markets on macroeconomic dynamics in open economies: A structural estimation32 cited
  • 2016Stock price dynamics and the business cycle in an estimated DSGE model for South Africa29 cited
  • 2013Stock prices and monetary policy shocks: A general equilibrium approach27 cited
  • 2012Monetary policy shocks and financial conditions: A Monte Carlo experiment26 cited
  • 2017Government spending and the exchange rate24 cited