Stock prices and monetary policy shocks: a general equilibrium approach

DOI10.1016/j.jedc.2013.12.005zbMath1402.91421MaRDI QIDQ1994389

Chryssi Giannitsarou, Edouard Challe

Publication date: 1 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

monetary policyasset pricesNew Keynesian general equilibrium model

Mathematics Subject Classification ID

Related Items (1)

Heterogeneous beliefs, monetary policy, and stock price volatility

Cites Work

• Stock market conditions and monetary policy in a DSGE model for the U.S.
• Euro area inflation persistence in an estimated nonlinear DSGE model
• Asset pricing implications of a New Keynesian model
• Price rigidity and the selection of the exchange rate regime
• Estimation and control of an optimization-based model with sticky prices and wages
• Stochastic taxation and asset pricing in dynamic general equilibrium
• Solving dynamic equilibrium models by a method of undetermined coefficients
• A quartet of asset pricing models in nominal and real economies
• Monetary Non-neutrality in a Multisector Menu Cost Model
• Approximate Equilibrium Asset Prices*
• Sticky Goods Prices, Flexible Asset Prices, Monopolistic Competition, and Monetary Policy
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• IDIOSYNCRATIC SHOCKS AND ASSET RETURNS IN THE REAL-BUSINESS-CYCLE MODEL: AN APPROXIMATE ANALYTICAL APPROACH

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