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The end of the great moderation?

Barnett, William A.; Chauvet, Marcelle - 2008

Persistent link: https://www.econbiz.de/10003838882

How better monetary statistics could have signaled the financial crisis

Barnett, William A.; Chauvet, Marcelle - 2010

Persistent link: https://www.econbiz.de/10008647550

How better monetary statistics could have signaled the financial crisis

Barnett, William A.; Chauvet, Marcelle - In: Journal of econometrics 161 (2011) 1, pp. 6-23

Persistent link: https://www.econbiz.de/10009242218

Monetary policy regimes and the stock market

Chauvet, Marcelle; Sun, Chuanlei - In: Business cycles in economics : types, challenges and …, (pp. 87-115). 2014

Persistent link: https://www.econbiz.de/10010421766

Asset Prices and Optimal Monetary Policy Rules

Kakar, Venoo - 2017

We construct a New Keynesian DSGE model that features financial frictions, investment frictions, long-run productivity risk, and Epstein and Zin (1989) preferences. The model successfully reproduces key features of both asset prices and macroeconomic quantities. Under this set up, we examine the...

Persistent link: https://www.econbiz.de/10012968796

Real-time nowcasting of nominal GDP with structural breaks

Barnett, William A.; Chauvet, Marcelle; Leiva-Leon, Danilo - In: Journal of econometrics 191 (2016) 2, pp. 312-324

Persistent link: https://www.econbiz.de/10011610554

The end of Brazilian big inflation : lessons to monetary policy from a standard New Keynesian model

Lopes, Luckas Sabioni; Chauvet, Marcelle; Lima, João … - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1475-1505

Persistent link: https://www.econbiz.de/10011950267

Nonlinear relationship between monetary policy and stock returns : evidence from the U.S.

Chauvet, Marcelle; Jiang, Cheng - In: Global finance journal 55 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014248590

International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview

Barnett, William; Chauvet, Marcelle - In: Open Economies Review 20 (2009) 1, pp. 1-37

Persistent link: https://www.econbiz.de/10005715157