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Monetary Policy, Redistribution, and Risk Premia
16 references·1 citing·42 second hop
Monetary Policy, Redistribution, and Risk Premia (2021)Monetary Policy, Redistribution, and Risk…Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Monetary Policy Surprises, Cr…High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)High Frequency Identification…Credit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…Rare Disasters and Asset Markets in the Twentieth Century* (2006)Rare Disasters and Asset Mark…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2001)Nominal Rigidities and the Dy…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study (1997)Preference Parameters and Beh…Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)Substitution, Risk Aversion, …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Sticky Prices in the United States (1982)Sticky Prices in the United S…Three channels of monetary policy international transmission: Identifying spillover effects from the US to China (2022)Three channels of monetary po…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)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)A five-factor asset pricing model (2014)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Risk as feelings. (2001)INDIVIDUAL RISK ATTITUDES: MEASUREMENT, DETERMINANTS, AND BEHAVIORAL CONSEQUENCES (2011)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)Asset Prices in an Exchange Economy (1978)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Presidential Address: Discount Rates (2011)Catastrophic Natural Disasters and Economic Growth (2013)Measuring Systemic Risk (2016)American Economic Review (2019)The Role of Monetary Policy (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Impact of Uncertainty Shocks (2009)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Uncertainty about Government Policy and Stock Prices (2012)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 1997Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study2,399 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2006Rare Disasters and Asset Markets in the Twentieth Century*2,324 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 1982Sticky Prices in the United States1,917 cited
  • 1991Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis1,703 cited
  • 2015Monetary Policy Surprises, Credit Costs, and Economic Activity1,480 cited
  • 2001Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy

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1,448 cited
  • 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 cited
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    • 2022Three channels of monetary policy international transmission: Identifying spillover effects from the US to China16 cited