[go: up one dir, main page]
create a website
Euler equations and money market interest rates: A challenge for monetary policy models. (2007). Diba, Behzad ; Cumby, Robert ; Canzoneri, Matthew.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:54:y:2007:i:7:p:1863-1881.

Full description at Econpapers || Download paper

Cited: 92

Citations received by this document

Cites: 33

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Macroeconomic News in Asset Pricing and Reality. (2023). Duffee, Gregory R.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:78:y:2023:i:3:p:1499-1543.

    Full description at Econpapers || Download paper

  2. Bank of Russia Monetary Policy and Household Consumption Expenditure. (2023). Ryzhikova, Tatiana ; Skuratova, Anastasiya.
    In: Russian Journal of Money and Finance.
    RePEc:bkr:journl:v:82:y:2023:i:1:p:3-31.

    Full description at Econpapers || Download paper

  3. The Consumption Euler Equation or the Keynesian Consumption Function?. (2021). Jansen, Eilev S ; Cappelen, Dne ; Boug, PL ; Swensen, Anders Rygh ; RyghSwensen, Anders.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:83:y:2021:i:1:p:252-272.

    Full description at Econpapers || Download paper

  4. The Return of Fiscal Policy and the Euro Area Fiscal Rule. (2020). Constancio, Vitor.
    In: Comparative Economic Studies.
    RePEc:pal:compes:v:62:y:2020:i:3:d:10.1057_s41294-020-00122-3.

    Full description at Econpapers || Download paper

  5. The return of fiscal policy and the euro area fiscal rule. (2020). Constancio, Vitor.
    In: Working Papers REM.
    RePEc:ise:remwps:wp01272020.

    Full description at Econpapers || Download paper

  6. ¿La desigualdad de los agentes afecta al consumo? Una visión desde la política monetaria. (2020). Vidal, Renzo ; Caycho, Renzo Vidal.
    In: Revista de Análisis Económico y Financiero.
    RePEc:alp:revaef:04-01.

    Full description at Econpapers || Download paper

  7. Secular Trends and Technological Progress. (2020). Döttling, Robin ; Dottling, Robin ; Perotti, Enrico.
    In: ECONtribute Discussion Papers Series.
    RePEc:ajk:ajkdps:006.

    Full description at Econpapers || Download paper

  8. The consumption Euler equation or the Keynesian consumption function?. (2019). Jansen, Eilev ; Cappelen, Dne ; Boug, PL ; Swensen, Anders Rygh ; RyghSwensen, Anders.
    In: Discussion Papers.
    RePEc:ssb:dispap:904.

    Full description at Econpapers || Download paper

  9. Interest Rates, Moneyness, and the Fisher Equation. (2019). Herrenbrueck, Lucas.
    In: Discussion Papers.
    RePEc:sfu:sfudps:dp19-01.

    Full description at Econpapers || Download paper

  10. Interest rates, moneyness, and the Fisher equation. (2019). Herrenbrueck, Lucas.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:1409.

    Full description at Econpapers || Download paper

  11. Monetary Transmission with Segmented Markets. (2019). Golosov, Mikhail ; Evans, David ; Bhandari, Anmol.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:1224.

    Full description at Econpapers || Download paper

  12. Lawrence Summers Deserves a Nobel Prize for Reviving the Theory of Secular Stagnation. (2019). Probst, Julius.
    In: Econ Journal Watch.
    RePEc:ejw:journl:v:16:y:2019:i:2:p:342-373.

    Full description at Econpapers || Download paper

  13. Redistributive Growth. (2019). Perotti, Enrico C ; Dottling, Robin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13984.

    Full description at Econpapers || Download paper

  14. Modelling consumption and constructing long-term baselines in final demand. (2019). Weitzel, Matthias ; Schuenemann, Franziska ; Leblanc, Florian ; Ho, Mun ; Delzeit, Ruth.
    In: Conference papers.
    RePEc:ags:pugtwp:333033.

    Full description at Econpapers || Download paper

  15. Some Evidence on Secular Drivers of U.S. Safe Real Rates. (2018). West, Kenneth ; Lunsford, Kurt.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25288.

    Full description at Econpapers || Download paper

  16. Interest rate spreads and forward guidance. (2018). Kaufmann, Christoph ; Bredemeier, Christian ; Schabert, Andreas.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182186.

    Full description at Econpapers || Download paper

  17. Central bank policies and income and wealth inequality: A survey. (2018). Samarina, Anna ; de Haan, Jakob ; Colciago, Andrea.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:594.

    Full description at Econpapers || Download paper

  18. Central Bank Policy Paths and Market Forward Rates: A Simple Model. (2017). Graeve, Ferre ; Iversen, Jens .
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:49:y:2017:i:6:p:1197-1224.

    Full description at Econpapers || Download paper

  19. Should the Federal Reserve Pay Competitive Interest on Reserves?. (2017). Diba, Behzad ; Cumby, Robert ; Canzoneri, Matthew.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:49:y:2017:i:4:p:663-693.

    Full description at Econpapers || Download paper

  20. Monetary Policy Puzzle and wealth targeting consumers. (2017). Aurissergues, Elliot.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01625347.

    Full description at Econpapers || Download paper

  21. The Equilibrium Real Funds Rate: Past, Present, and Future. (2016). West, Kenneth ; Hamilton, James D ; Harris, Ethan S ; Hatzius, Jan .
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:64:y:2016:i:4:d:10.1057_s41308-016-0015-z.

    Full description at Econpapers || Download paper

  22. Bond premia, monetary policy and exchange rate dynamics. (2016). Munro, Anella.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2016/11.

    Full description at Econpapers || Download paper

  23. Interest Rates Rules. (2016). Kejak, Michal ; Gillman, Max ; Davies, Ceri.
    In: Working Papers.
    RePEc:msl:workng:1009.

    Full description at Econpapers || Download paper

  24. Demand shocks, new keynesian model and supply effects of monetary policy. (2016). Aurissergues, Elliot.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01288980.

    Full description at Econpapers || Download paper

  25. Consumption and Money Uncertainty at the Zero Lower Bound. (2016). Abubaker, Riyad .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-15-00406.

    Full description at Econpapers || Download paper

  26. Quantity theory is alive: the role of international portfolio shifts. (2015). Santis, Roberto .
    In: Empirical Economics.
    RePEc:spr:empeco:v:49:y:2015:i:4:p:1401-1430.

    Full description at Econpapers || Download paper

  27. Revisiting the Tale of Two Interest Rates with Endogenous Market Segmentation. (2015). Thomas, Julia ; Khan, Aubhik.
    In: Review of Economic Dynamics.
    RePEc:red:issued:12-181.

    Full description at Econpapers || Download paper

  28. The Equilibrium Real Funds Rate: Past, Present and Future. (2015). West, Kenneth ; Hamilton, James ; Harris, Ethan S ; Hatzius, Jan .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21476.

    Full description at Econpapers || Download paper

  29. Trade Integration and Business Cycle Synchronization in the EMU: The Negative Effect of New Trade Flows. (2015). Rondeau, Fabien ; Poutineau, Jean-Christophe ; Pentecôte, Jean-Sébastien ; J.-S. Pentecote, ; J.-C. Poutineau, .
    In: Open Economies Review.
    RePEc:kap:openec:v:26:y:2015:i:1:p:61-79.

    Full description at Econpapers || Download paper

  30. Central bank policy paths and market forward rates: A simple model. (2015). De Graeve, Ferre ; Iversen, Jens .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0303.

    Full description at Econpapers || Download paper

  31. Trade Integration and Business Cycle Synchronization in the EMU: The Negative Effect of New Trade Flows. (2015). Rondeau, Fabien ; Poutineau, Jean-Christophe ; Pentecôte, Jean-Sébastien ; Pentecote, Jean-Sebastien.
    In: Post-Print.
    RePEc:hal:journl:halshs-01006398.

    Full description at Econpapers || Download paper

  32. Trade Integration and Business Cycle Synchronization in the EMU: the Negative Effect of New Trade Flows. (2015). Rondeau, Fabien ; J.-C. Poutineau, ; J.-S Pentecote, .
    In: Post-Print.
    RePEc:hal:journl:hal-02440559.

    Full description at Econpapers || Download paper

  33. Forecasting using DSGE models with financial frictions. (2015). Rubaszek, Michał ; Kolasa, Marcin.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:1:p:1-19.

    Full description at Econpapers || Download paper

  34. Liquidity premia and interest rate parity. (2015). Schabert, Andreas ; Linnemann, Ludger .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:97:y:2015:i:1:p:178-192.

    Full description at Econpapers || Download paper

  35. Liquidity Premia and Interest Rate Parity. (2014). Schabert, Andreas ; Linnemann, Ludger .
    In: Working Paper Series in Economics.
    RePEc:kls:series:0078.

    Full description at Econpapers || Download paper

  36. Forecasting with DSGE models with financial frictions. (2014). Rubaszek, Michał ; Kolasa, Marcin.
    In: Dynare Working Papers.
    RePEc:cpm:dynare:040.

    Full description at Econpapers || Download paper

  37. Trade Integration and Business Cycle Synchronization in the EMU: the Negative Effect of New Trade Flows. (2013). Rondeau, Fabien ; Poutineau, Jean-Christophe ; Pentecôte, Jean-Sébastien ; Pentecote, Jean-Sebastien.
    In: Economics Working Paper Archive (University of Rennes 1 & University of Caen).
    RePEc:tut:cremwp:201313.

    Full description at Econpapers || Download paper

  38. The Implied Consumer Euler Rate: What Role for Financial Frictions?. (2013). Florio, Anna.
    In: CESifo Economic Studies.
    RePEc:oup:cesifo:v:59:y:2013:i:4:p:650-675.

    Full description at Econpapers || Download paper

  39. A Monetary Analysis of Balance Sheet Policies. (2013). Schabert, Andreas ; Hoermann, Markus .
    In: Working Paper Series in Economics.
    RePEc:kls:series:0068.

    Full description at Econpapers || Download paper

  40. Addressing International Empirical Puzzles: the Liquidity of Bonds. (2013). Diba, Behzad ; Cumby, Robert ; Canzoneri, Matthew.
    In: Open Economies Review.
    RePEc:kap:openec:v:24:y:2013:i:2:p:197-215.

    Full description at Econpapers || Download paper

  41. Forecasting with DSGE models with financial frictions. (2013). Rubaszek, Michał ; Kolasa, Marcin.
    In: EcoMod2013.
    RePEc:ekd:004912:5100.

    Full description at Econpapers || Download paper

  42. Globally correlated nominal fluctuations. (2013). Sustek, Roman ; Kydland, Finn ; Henriksen, Espen.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:60:y:2013:i:6:p:613-631.

    Full description at Econpapers || Download paper

  43. 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.

    Full description at Econpapers || Download paper

  44. Euler equations and money market interest rates: The role of monetary and risk premium shocks. (2012). Mayer, Eric ; Gareis, Johannes.
    In: W.E.P. - Würzburg Economic Papers.
    RePEc:zbw:wuewep:89.

    Full description at Econpapers || Download paper

  45. Housing Dynamics. (2012). Sustek, Roman ; Kydland, Finn ; Rupert, Peter.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:315.

    Full description at Econpapers || Download paper

  46. Inflation and Interest Rates with Endogenous Market Segmentation. (2012). Thomas, Julia ; Khan, Aubhik.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:1070.

    Full description at Econpapers || Download paper

  47. Housing Dynamics over the Business Cycle. (2012). Sustek, Roman ; Rupert, Peter ; Kydland, Finn.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18432.

    Full description at Econpapers || Download paper

  48. Deriving the Taylor Principle when the Central Bank Supplies Money. (2012). Kejak, Michal ; Gillman, Max ; Davies, Ceri.
    In: IEHAS Discussion Papers.
    RePEc:has:discpr:1225.

    Full description at Econpapers || Download paper

  49. Euler equations and monetary policy. (2012). Dellas, Harris ; Collard, Fabrice.
    In: Economics Letters.
    RePEc:eee:ecolet:v:114:y:2012:i:1:p:1-5.

    Full description at Econpapers || Download paper

  50. Changes in the output Euler equation and asset markets participation. (2012). Straub, Roland ; bilbiie, florin.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:11:p:1659-1672.

    Full description at Econpapers || Download paper

  51. Quantity theory is alive: the role of international portfolio shifts. (2012). De Santis, Roberto A..
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121435.

    Full description at Econpapers || Download paper

  52. Deriving the Taylor Principle when the Central Bank Supplies Money. (2012). Kejak, Michal ; Gillman, Max ; Davies, Ceri.
    In: CEU Working Papers.
    RePEc:ceu:econwp:2012_13.

    Full description at Econpapers || Download paper

  53. Housing Dynamics over the Business Cycle. (2012). Sustek, Roman ; Rupert, Peter ; Kydland, Finn.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt7bn5k73m.

    Full description at Econpapers || Download paper

  54. Deriving the Taylor Principle when the Central Bank Supplies Money. (2012). Kejak, Michal ; Gillman, Max ; Davies, Ceri.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2012/20.

    Full description at Econpapers || Download paper

  55. When is Quantitative Easing effective?. (2011). Schabert, Andreas ; Hoermann, Markus .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20110001.

    Full description at Econpapers || Download paper

  56. Monetary Business Cycle Accounting. (2011). Sustek, Roman.
    In: Review of Economic Dynamics.
    RePEc:red:issued:09-177.

    Full description at Econpapers || Download paper

  57. Optimal Central Bank Lending. (2010). Schabert, Andreas.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20100057.

    Full description at Econpapers || Download paper

  58. Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference. (2010). Wickens, Michael ; Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai.
    In: Open Economies Review.
    RePEc:kap:openec:v:21:y:2010:i:1:p:23-44.

    Full description at Econpapers || Download paper

  59. Investment shocks and business cycles. (2010). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:57:y:2010:i:2:p:132-145.

    Full description at Econpapers || Download paper

  60. Modeling Monetary Policy. (2009). Schabert, Andreas ; Reynard, Samuel.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20090094.

    Full description at Econpapers || Download paper

  61. Trends and Cycles: An Historical Review of the Euro Area. (2009). Poissonnier, Aurélien ; Marx, Magali ; Barthélemy, Jean ; Barthelemy, Jean.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/4fdr6e70128sjpliirso4bb2bo.

    Full description at Econpapers || Download paper

  62. Monetary Business Cycle Accounting. (2009). Sustek, Roman.
    In: MPRA Paper.
    RePEc:pra:mprapa:17518.

    Full description at Econpapers || Download paper

  63. Investment Shocks and Business Cycles. (2009). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15570.

    Full description at Econpapers || Download paper

  64. Globally Correlated Nominal Fluctuations. (2009). Sustek, Roman ; Kydland, Finn ; Henriksen, Espen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15123.

    Full description at Econpapers || Download paper

  65. On the Need for a New Approach to Analyzing Monetary Policy. (2009). Atkeson, Andrew ; Kehoe, Patrick J..
    In: NBER Chapters.
    RePEc:nbr:nberch:7290.

    Full description at Econpapers || Download paper

  66. Testing a DSGE Model of the EU Using Indirect Inference. (2009). Wickens, Michael ; Minford, A. Patrick ; Meenagh, David.
    In: Open Economies Review.
    RePEc:kap:openec:v:20:y:2009:i:4:p:435-471.

    Full description at Econpapers || Download paper

  67. Trends and Cycles: An Historical Review of the Euro Area. (2009). Poissonnier, Aurelien ; Marx, Magali ; Barthelemy, Jean.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03460047.

    Full description at Econpapers || Download paper

  68. Bonds with transactions service and optimal Ramsey policy. (2009). Kam, Timothy ; Hu, Yifan.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:31:y:2009:i:4:p:633-653.

    Full description at Econpapers || Download paper

  69. Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference. (2009). Wickens, Michael ; Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai ; Le, Vo Phuong Mai, .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7385.

    Full description at Econpapers || Download paper

  70. Impacts of Financial Factors on Thailands Business Cycle Fluctuations. (2009). Pongpaichet, Paiboon ; Ruenbanterng, Tanawat ; Tanboon, Surach ; Piamchol, Suchot .
    In: Working Papers.
    RePEc:bth:wpaper:2009-01.

    Full description at Econpapers || Download paper

  71. Trends and Cycles : an Historical Review of the Euro Area.. (2009). Poissonnier, Aurélien ; Marx, Magali ; Barthélemy, Jean ; Barthelemy, J..
    In: Working papers.
    RePEc:bfr:banfra:258.

    Full description at Econpapers || Download paper

  72. Macroeconomic Implications of a Key Currency. (2008). Cumby, Robert ; Canzoneri, Matthew.
    In: CDMA Conference Paper Series.
    RePEc:san:cdmacp:0807.

    Full description at Econpapers || Download paper

  73. Testing a DSGE model of the EU using indirect inference. (2008). Minford, A. Patrick ; Meenagh, David ; Wickens, Michael .
    In: CDMA Conference Paper Series.
    RePEc:san:cdmacp:0801.

    Full description at Econpapers || Download paper

  74. Testing a DSGE model of the EU using indirect inference. (2008). Minford, A. Patrick ; Meenagh, David ; Wickensy, Michael.
    In: CDMA Conference Paper Series.
    RePEc:san:cdmacp:0709.

    Full description at Econpapers || Download paper

  75. The High Cross-Country Correlations of Prices and Interest Rates. (2008). Kydland, Finn ; Henriksen, Espen ; Sustek, Roman .
    In: MPRA Paper.
    RePEc:pra:mprapa:10963.

    Full description at Econpapers || Download paper

  76. On the Need for a New Approach to Analyzing Monetary Policy. (2008). Kehoe, Patrick ; Atkeson, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14260.

    Full description at Econpapers || Download paper

  77. The Macroeconomic Implications of a Key Currency. (2008). Lopez-Salido, David ; Diba, Behzad ; Cumby, Robert ; Canzoneri, Matthew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14242.

    Full description at Econpapers || Download paper

  78. Sluggish responses of prices and inflation to monetary shocks in an inventory model of money demand. (2008). Edmond, Chris ; Atkeson, Andrew ; Alvarez, Fernando.
    In: Staff Report.
    RePEc:fip:fedmsr:417.

    Full description at Econpapers || Download paper

  79. On the need for a new approach to analyzing monetary policy. (2008). Kehoe, Patrick ; Atkeson, Andrew.
    In: Staff Report.
    RePEc:fip:fedmsr:412.

    Full description at Econpapers || Download paper

  80. Testing a DSGE Model of the EU Using Indirect Inference. (2008). Wickens, Michael ; Minford, A. Patrick ; Meenagh, David.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6838.

    Full description at Econpapers || Download paper

  81. Consumption Velocity in a Cash Costly-Credit Model. (2008). Scheffel, Eric.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2008/31.

    Full description at Econpapers || Download paper

  82. A Credit-Banking Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles. (2008). Scheffel, Eric.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2008/30.

    Full description at Econpapers || Download paper

  83. Testing a DSGE model of the EU using indirect inference. (2008). Wickens, Michael ; Minford, A. Patrick ; Meenagh, David.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2008/11.

    Full description at Econpapers || Download paper

  84. Reconciling the Effects of Monetary Policy Actions on Consumption Within a Heterogeneous Agent Framework. (2006). Ahmad, Yamin.
    In: Working Papers.
    RePEc:uww:wpaper:05-02.

    Full description at Econpapers || Download paper

  85. Monetary Policy under Rule-of-Thumb Consumers and External Habits: An International Empirical Comparison. (2006). Tancioni, Massimiliano ; rossi, lorenza ; Di Bartolomeo, Giovanni.
    In: MPRA Paper.
    RePEc:pra:mprapa:1094.

    Full description at Econpapers || Download paper

  86. RAMSEY FISCAL AND MONETARY POLICY UNDER STICKY PRICES AND LIQUID BONDS. (2006). Kam, Timothy ; Hu, Yifan.
    In: ANU Working Papers in Economics and Econometrics.
    RePEc:acb:cbeeco:2006-472.

    Full description at Econpapers || Download paper

  87. Heterogeneous Consumers, Demand Regimes, Monetary Policy Efficacy and Determinacy. (2005). rossi, lorenza ; Di Bartolomeo, Giovanni.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0508028.

    Full description at Econpapers || Download paper

  88. The Liquidity-Augmented Model of Macroeconomic Aggregates: A New Monetarist DSGE Approach. (). Herrenbrueck, Lucas ; Geromichalos, Athanasios.
    In: Review of Economic Dynamics.
    RePEc:red:issued:19-205.

    Full description at Econpapers || Download paper

  89. The Return of Fiscal Policy and the Euro Area Fiscal Rule. (). Constancio, Vitor.
    In: Comparative Economic Studies.
    RePEc:pal:compes:v::y::i::d:10.1057_s41294-020-00122-3.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Abel, A. Asset prices under habit formation and catching up with the Joneses. 1990 American Economic Review. 80 38-42

  2. Abel, A. Risk premia and term premia in general equilibrium. 1999 Journal of Monetary Economics. 43 3-33

  3. Bensal, R. ; Coleman, W.J. A monetary explanation of the equity premium, term premium, and risk-free rate puzzles. 1996 Journal of Political Economy. 104 1135-1171

  4. Boldrin, M. ; Christiano, L. ; Fisher, J. Habit persistence, asset returns, and the business cycle. 2001 American Economic Review. 91 149-166

  5. Campbell, J. ; Cochrane, J. By force of habit: a consumption-based explanation of aggregate stock market behavior. 1999 Journal of Political Economy. 107 205-251

  6. Campbell, J. ; Mankiw, N.G. Consumption income, and interest rates: reinterpreting the time series evidence. 1989 En : Olivier, J.B. ; Fischer, S. NBER Macroeconomics Annual 1989. MIT Press: Cambridge, MA

  7. Canzoneri, M. ; Diba, B. Interest rate rules and price determinacy: the role of transactions services of bonds. 2005 Journal of Monetary Economics. 52 329-343

  8. Canzoneri, M., Diba, B., Cumby, R., López-Salido, D., 2006. Monetary and fiscal policy coordination when bonds provide transactions services. Georgetown University Working Paper.
    Paper not yet in RePEc: Add citation now

  9. Christiano, L. ; Eichenbaum, M. Liquidity effects and the monetary transmissions mechanism. 1992 American Economic Review. 82 346-353

  10. Christiano, L. ; Eichenbaum, M. Liquidity effects, monetary policy, and the business cycle. 1995 Journal of Money Credit and Banking. 27 1113-1136

  11. Christiano, L. ; Eichenbaum, M. ; Evans, C. Monetary policy shocks: what have we learned and to what end?. 1999 En : Taylor, J. ; Woodford, M. Handbook of Macroeconomics. North-Holland: New York

  12. Christiano, L. ; Eichenbaum, M. ; Evans, C. Nominal rigidities and the dynamic effects of a shock to monetary policy. 2005 Journal of Political Economy. 13 1-45

  13. Christiano, L. ; Eichenbaum, M. ; Evans, C. Sticky price and limited participation models of money: a comparison. 1997 European Economic Review. 41 1201-1249

  14. Daniel, K. ; Marshall, D. Equity premium and risk-free-rate puzzles at long horizons. 1997 Macroeconomic Dynamics. 1 452-484

  15. Daniel, K., Marshall, D., 1998. Consumption-based modeling of long-horizon returns. Federal Reserve Bank of Chicago Working Paper (WP-98-18).

  16. Edge, R. The equivalence of wage and price staggering in monetary business cycle models. 2002 Review of Economic Dynamics. 5 559-585

  17. Epstein, L. ; Zin, S. Substitution, risk aversion, and the temporal behavior of consumption growth and asset returns I: a theoretical framework. 1989 Econometrica. 54 937-969

  18. Epstein, L. ; Zin, S. Substitution, risk aversion, and the temporal behavior of consumption growth and asset returns II: an empirical analysis. 1991 Journal of Political Economy. 99 263-286

  19. Erceg, C. ; Henderson, D. ; Levin, D. Optimal monetary policy with staggered wage and price contracts. 2000 Journal of Monetary Economics. 46 281-313

  20. Fuerst, T. Liquidity loanable funds, and real activity. 1992 Journal of Monetary Economics. 29 3-24

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

  22. Giovannini, A. ; Labadie, P. Asset prices and interest rates in cash-in-advance models. 1991 Journal of Political Economy. 99 1215-1251

  23. Huggett, M. ; Ospina, S. Aggregate precautionary savings: when is the third derivative irrelevant. 2001 Journal of Monetary Economics. 48 373-396

  24. Jermann, U. Asset pricing in production economies. 1998 Journal of Monetary Economics. 41 257-275

  25. Kilian, L. Small-sample confidence intervals for impulse response functions. 1998 Review of Economics and Statistics. 80 652-660

  26. King, R. ; Wolman, A. What should the monetary authority do when prices are sticky?. 1999 En : John, B.T. Monetary Policy Rules. University of Chicago Press for the NBER: Chicago

  27. Lucas, R. Liquidity and interest rates. 1990 Journal of Economic Theory. 50 237-264

  28. Rose, A. Is the real interest rate stable?. 1988 Journal of Finance. 63 1095-1112

  29. Strongin, S. The identification of monetary policy disturbances: explaining the liquidity puzzle. 1995 Journal of Monetary Economics. 35 463-497

  30. Tallarini, T. Risk-sensitive real business cycles. 2000 Journal of Monetary Economics. 45 507-532

  31. Weil, P. Nonexpected utility in macroeconomics. 1990 Quarterly Journal of Economics. 105 29-42

  32. Weil, P. The equity premium puzzle and the risk-free rate puzzle. 1989 Journal of Monetary Economics. 24 401-421

  33. Woodford, M. Interest and Prices: Foundations of a Theory of Monetary Policy. 2003 Princeton University Press: Princeton
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Consumption-Investment Decision of a Prospect Theory Household. (2016). Tsigaris, Panagiotis ; Hlouskova, Jaroslava ; Fortin, Ines.
    In: Economics Series.
    RePEc:ihs:ihsesp:322.

    Full description at Econpapers || Download paper

  2. No man is an island : the Impact of Heterogeneity and local interactions on Macroeconomic Dynamics. (2016). Roventini, Andrea ; Napoletano, Mauro ; Guerini, Mattia.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1618.

    Full description at Econpapers || Download paper

  3. Social Networks and Housing Markets. (2016). Stroebel, Johannes ; Strobel, Johannes ; Kuchler, Theresa ; Cao, Ruiqing ; Bailey, Michael.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5905.

    Full description at Econpapers || Download paper

  4. Optimal taxation in a habit formation economy. (2015). Kuhn, Moritz ; Koehne, Sebastian.
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:122:y:2015:i:c:p:31-39.

    Full description at Econpapers || Download paper

  5. Cheap but flighty: how global imbalances create financial fragility. (2015). Ahnert, Toni ; Perotti, Enrico C.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10502.

    Full description at Econpapers || Download paper

  6. Rare Disasters and Exchange Rates. (2015). Gabaix, Xavier ; Farhi, Emmanuel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10334.

    Full description at Econpapers || Download paper

  7. Fiscal Policy Matters A New DSGE Model for Slovakia. (2015). Horvath, Michal ; Mucka, Zuzana .
    In: Discussion Papers.
    RePEc:cbe:dpaper:201501.

    Full description at Econpapers || Download paper

  8. Price Effect in the Short and in the Long Run. (2015). Vanin, Paolo ; dragone, davide.
    In: Working Papers.
    RePEc:bol:bodewp:wp1040.

    Full description at Econpapers || Download paper

  9. A note on sustainability and habit formation. (2014). Yamaguchi, Rintaro.
    In: Letters in Spatial and Resource Sciences.
    RePEc:spr:lsprsc:v:7:y:2014:i:3:p:149-157.

    Full description at Econpapers || Download paper

  10. Bivariate almost stochastic dominance. (2014). Huang, Rachel ; Denuit, Michel ; Tzeng, Larry.
    In: Economic Theory.
    RePEc:spr:joecth:v:57:y:2014:i:2:p:377-405.

    Full description at Econpapers || Download paper

  11. Showing or telling? Local interaction and organization of behavior. (2014). Cowan, Robin ; Babutsidze, Zakaria.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:9:y:2014:i:2:p:151-181.

    Full description at Econpapers || Download paper

  12. Comparing Consumption-based Asset Pricing Models: The Case of an Asian City. (2014). Leung, Charles ; Dong, Jinyue ; Kwan, Yum K. ; Leung, Charles Ka Yui, .
    In: MPRA Paper.
    RePEc:pra:mprapa:60513.

    Full description at Econpapers || Download paper

  13. Stock Price Dynamics of China: What Do the Asset Markets Tell Us About the Chinese Utility Function?. (2014). Dong, Jinyue ; Kwan, Yum K..
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:50:y:2014:i:03:p:77-108.

    Full description at Econpapers || Download paper

  14. Monetary and Fiscal Policy in Times of Crises: A New Keynesian Perspective in Continuous Time. (2014). Hayo, Bernd ; Niehof, Britta .
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201455.

    Full description at Econpapers || Download paper

  15. Conformism and Wealth Distribution. (2014). Nakamoto, Yasuhiro ; Mino, Kazuo.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:901.

    Full description at Econpapers || Download paper

  16. A New Solution to the Equity Premium Puzzle and the Risk-Free Rate Puzzle: Theory and Evidence. (2014). Tamura, Hideaki ; Matsubayashi, Yoichi.
    In: Discussion Papers.
    RePEc:koe:wpaper:1422.

    Full description at Econpapers || Download paper

  17. Social Comparison and Risk Taking Behavior. (2014). Stanca, Luca ; Manzoni, Elena ; Gamba, Astrid.
    In: Jena Economic Research Papers.
    RePEc:jrp:jrpwrp:2014-031.

    Full description at Econpapers || Download paper

  18. Household electricity demand in Spanish regions. Public policy implications. (2014). Romero-Jordan, Desiderio ; Peasco, Cristina ; del Rio, Pablo.
    In: Working Papers.
    RePEc:ieb:wpaper:2013/6/doc2014-24.

    Full description at Econpapers || Download paper

  19. Catching up with the Joneses and Borrowing Constraints: An Agent-based Analysis of Household Debt. (2014). König, Nadja ; Ingrid Größl, ; Knig, Nadja .
    In: Macroeconomics and Finance Series.
    RePEc:hep:macppr:201404.

    Full description at Econpapers || Download paper

  20. The Decline of Drudgery and the Paradox of Hard Work. (2014). Kimball, Miles ; Epstein, Brendan.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1106.

    Full description at Econpapers || Download paper

  21. Signaling Status: The Impact of Relative Income on Household Consumption and Financial Decisions. (2014). Ramcharan, Rodney ; Krimmel, Jacob ; Bricker, Jesse.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-76.

    Full description at Econpapers || Download paper

  22. Behavioral Economics and Macroeconomic Models. (2014). Holden, Steinar ; Driscoll, John.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-43.

    Full description at Econpapers || Download paper

  23. Testing consumption optimality using aggregate data. (2014). Issler, João ; Gomes, Fabio Augusto Reis, .
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:756.

    Full description at Econpapers || Download paper

  24. The Word on Banking - Social Ties, Trust, and the Adoption of Financial Products.. (2014). Patacchini, Eleonora ; Rainone, Edoardo .
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:1404.

    Full description at Econpapers || Download paper

  25. Loss aversion and the asymmetric transmission of monetary policy. (2014). Santoro, Emiliano ; Pfajfar, Damjan ; Petrella, Ivan ; Gaffeo, Edoardo.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:68:y:2014:i:c:p:19-36.

    Full description at Econpapers || Download paper

  26. Equilibrium dynamics in a class of one-sector endogenous growth models with external habits: An application of special functions. (2014). Gómez Suárez, Manuel ; Gomez, Manuel A..
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:51:y:2014:i:c:p:50-54.

    Full description at Econpapers || Download paper

  27. Behavioral economics and macroeconomic models. (2014). Holden, Steinar ; Driscoll, John.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:41:y:2014:i:c:p:133-147.

    Full description at Econpapers || Download paper

  28. State-variable public goods and social comparisons. (2014). Johansson-Stenman, Olof ; Aronsson, Thomas.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:68:y:2014:i:2:p:390-410.

    Full description at Econpapers || Download paper

  29. Lifecycle consumption plans, social learning and external habits: Experimental evidence. (2014). Duffy, John ; Carbone, Enrica.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:106:y:2014:i:c:p:413-427.

    Full description at Econpapers || Download paper

  30. Positional preferences in time and space: Optimal income taxation with dynamic social comparisons. (2014). Johansson-Stenman, Olof ; Aronsson, Thomas.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:101:y:2014:i:c:p:1-23.

    Full description at Econpapers || Download paper

  31. Habit persistence and the long-run labor supply. (2014). Struck, Clemens C..
    In: Economics Letters.
    RePEc:eee:ecolet:v:124:y:2014:i:2:p:243-247.

    Full description at Econpapers || Download paper

  32. The equity premium in a small open economy and an application to Israel. (2014). Elkayam, David ; Borenstein, Eliezer .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:43:y:2014:i:c:p:81-99.

    Full description at Econpapers || Download paper

  33. Loss Aversion and the Asymmetric Transmission of Monetary Policy. (2014). Santoro, Emiliano ; Pfajfar, Damjan ; Petrella, Ivan ; Gaffeo, Edoardo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10105.

    Full description at Econpapers || Download paper

  34. Shortfall Aversion. (2014). Ren, Dan ; Guasoni, Paolo ; Huberman, Gur.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10064.

    Full description at Econpapers || Download paper

  35. A Consumption-Based Approach to Exchange Rate Predictability. (2014). Ojeda-Joya, Jair.
    In: Borradores de Economia.
    RePEc:bdr:borrec:857.

    Full description at Econpapers || Download paper

  36. Housing Services and Volatility Bounds with Real Estate Returns. (2011). Pakoš, Michal ; Pakos, Michal ; Zemcik, Petr .
    In: ERES.
    RePEc:arz:wpaper:eres2011_84.

    Full description at Econpapers || Download paper

  37. Reference-dependent Preferences and the Transmission of Monetary Policy. (2010). Santoro, Emiliano ; Pfajfar, Damjan ; Petrella, Ivan ; Gaffeo, Edoardo.
    In: Discussion Paper.
    RePEc:tiu:tiucen:2d1a9a11-fccf-42ef-8779-3ec2ee7cace8.

    Full description at Econpapers || Download paper

  38. The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis. (2010). Oikonomou, Ioannis ; Brooks, Chris ; Pavelin, Stephen .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2010-12.

    Full description at Econpapers || Download paper

  39. A Microfounded Sectoral Model for Open Economies. (2007). Plasmans, Joseph ; Fornero, Jorge ; Michalak, T. ; Plasmans, J. E. J., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:0fa43989-a96a-4c17-86de-ec95be139e98.

    Full description at Econpapers || Download paper

  40. Intergenerational Linkages in Consumption Behavior. (2004). Waldkirch, Andreas ; Ng, Serena ; Cox, Donald.
    In: Journal of Human Resources.
    RePEc:uwp:jhriss:v:39:y:2004:i:2:p355-381.

    Full description at Econpapers || Download paper

  41. Equity Premiums In Small Open Economy. (2004). Douch, Mohamed.
    In: MPRA Paper.
    RePEc:pra:mprapa:14613.

    Full description at Econpapers || Download paper

  42. Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity. (2004). Sahuc, Jean-Guillaume ; Jondeau, Eric.
    In: Documents de recherche.
    RePEc:eve:wpaper:04-13.

    Full description at Econpapers || Download paper

  43. The Value of Interest-rate Smoothing in a Forward-looking Small Open Economy. (2003). Kam, Timothy.
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:03-12.

    Full description at Econpapers || Download paper

  44. Saving and Habit Formation : Evidence from Dutch Panel Data. (2002). alessie, rob ; Alessie, R. J. M., ; Teppa, F..
    In: Discussion Paper.
    RePEc:tiu:tiucen:60427e7c-434b-4fbc-a05d-e64890958628.

    Full description at Econpapers || Download paper

  45. Saving and Habit Formation: Evidence from Dutch Panel Data. (2002). alessie, rob ; Teppa, Federica.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20020076.

    Full description at Econpapers || Download paper

  46. Habitudes de consommation et prime de risque sur le marché actions dans les pays du G7. (2001). Dees, Stephane ; Cadiou, Loic ; Allais, Olivier.
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2001_num_147_1_6211.

    Full description at Econpapers || Download paper

  47. The Restrictions on Predictability Implied by Rational Asset Pricing Models.. (1998). Kirby, Chris.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:11:y:1998:i:2:p:343-82.

    Full description at Econpapers || Download paper

  48. Preferences, Consumption Smoothing and Risk Premia. (1997). Uhlig, Harald ; Lettau, M. ; Uhlig, H. F. H. V. S., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:129a8e4c-f593-4f03-b35b-2846f24d7311.

    Full description at Econpapers || Download paper

  49. Catching up with the Keynesians. (1996). Uhlig, Harald ; Ljungqvist, Lars ; Uhlig, H. F. H. V. S., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:f678c765-1782-4a88-8b02-c02cf5dbf264.

    Full description at Econpapers || Download paper

  50. Can Habit Formation be Reconciled with Business Cycle Facts?. (1995). Uhlig, Harald ; Lettau, M. ; Uhlig, H. F. H. V. S., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:b152dad0-97de-48c9-bde6-6864e691a913.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-23 11:09:45 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.