Stock market conditions and monetary policy in a DSGE model for the U.S.
type: Item
instance of: scholarly article
title: Stock market conditions and monetary policy in a DSGE model for the U.S.
zbMATH Open document ID: 1231.91305
author: Efrem Castelnuovo
author: Salvatore Nisticò
publication date: 2010-11-05T00:00:00Z
full work available at URL: 20100107.pdf
Mathematics Subject Classification ID: 91B51
Mathematics Subject Classification ID: 91B64
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 5810862
zbMATH Keywords: stock prices
zbMATH Keywords: monetary policy
zbMATH Keywords: Bayesian estimation
zbMATH Keywords: wealth effects
MaRDI profile type: Publication
OpenAlex ID: W3124215273
cites work: Bayesian Analysis of DSGE Models
cites work: Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
cites work: Monetary and fiscal policy interactions in a New Keynesian model with capital accumulation and non-Ricardian consumers
cites work: The Present-Value Relation: Tests Based on Implied Variance Bounds
cites work: Measuring The Reaction of Monetary Policy to the Stock Market
cites work: Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning
DOI: 10.1016/J.JEDC.2010.06.028
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 5810862