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Euler equations and money market interest rates: The role of monetary policy and risk premium shocks. (2013). Mayer, Eric ; Gareis, Johannes.
In: Economics Letters.
RePEc:eee:ecolet:v:120:y:2013:i:1:p:27-31.

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  1. Canzoneri, M.B. ; Cumby, R.E. ; Diba, B.T. Euler equations and money market interest rates: a challenge for monetary policy models. 2007 Journal of Monetary Economics. 54 1863-1881

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  4. Collard, F. ; Dellas, H. Euler equations and monetary policy. 2012 Economics Letters. 114 1-5

  5. Dennis, R. Consumption habits in a new Keynesian business cycle model. 2009 Journal of Money, Credit and Banking. 41 1015-1030

  6. Fuhrer, J.C. Habit formation in consumption and its implications for monetary-policy models. 2000 American Economic Review. 90 367-390

  7. Iacoviello, M. House prices, borrowing constraints, and monetary policy in the business cycle. 2005 American Economic Review. 95 739-764

  8. Iacoviello, M. ; Neri, S. Housing market spillovers: evidence from an estimated DSGE model. 2010 American Economic Journal: Macroeconomics. 2 125-164

  9. Kiyotaki, N. ; Moore, J. Credit cycles. 1997 Journal of Political Economy. 105 211-248

  10. Schmitt-Grohé, S. ; Uribe, M. Habit persistence. 2008 En : Durlauf, S.N. ; Blume, L.E. The New Palgrave Dictionary of Economics. Palgrave Macmillan: Basingstoke
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  11. Smets, F. ; Wouters, R. Shocks and frictions in US business cycles: a Bayesian DSGE approach. 2007 American Economic Review. 97 586-606

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