Stock market conditions and monetary policy in a DSGE model for the U.S.
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Publication:602869
DOI10.1016/J.JEDC.2010.06.028zbMath1231.91305OpenAlexW3124215273MaRDI QIDQ602869
Salvatore Nisticò, Efrem Castelnuovo
Publication date: 5 November 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://economia.unipd.it/sites/economia.unipd.it/files/20100107.pdf
Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82) Dynamic stochastic general equilibrium theory (91B51)
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Cites Work
- Monetary and fiscal policy interactions in a New Keynesian model with capital accumulation and non-Ricardian consumers
- The Present-Value Relation: Tests Based on Implied Variance Bounds
- Measuring The Reaction of Monetary Policy to the Stock Market
- Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
- Bayesian Analysis of DSGE Models
- Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning
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