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A New Keynesian Q Theory and the Link between Inflation and the Stock Market

Lopez, Pierlauro - 2018

inflation expectations diminish, holding investment fixed. In the data stock prices and investment correlate poorly precisely … when stock prices and inflation move in opposite directions. Therefore, this New Keynesian Q (NKQ) theory can rationalize …. Formal tests cannot reject the hypothesis that stock prices and a linear combination of investment and inflation move on the …

Persistent link: https://www.econbiz.de/10012938592

Capital-market consequences of asymmetric output-price rigidities

Xie, Jin - In: Journal of monetary economics 114 (2020), pp. 221-239

Persistent link: https://www.econbiz.de/10012494954

A New Keynesian Q theory and the link between inflation and the stock market

Lopez, Pierlauro - In: Review of economic dynamics 29 (2018), pp. 85-105

Persistent link: https://www.econbiz.de/10012042334

Monetary policy rules, structural change and inflation targeting for high inflation countries : evidence from Turkey

Tas, Bedri Kamil Onur; Togay, Selahattin; Tokat, Ekin - In: Asian African journal of economics and econometrics 20 (2020) 2, pp. 109-120

Persistent link: https://www.econbiz.de/10012670581

Monetary response to oil price shock in Asian oil importing countries : evaluation of inflation targeting framework

Jena, Devasmita; Kataruka, Ishika - In: Journal of quantitative economics 20 (2022) 4, pp. 809-825

Persistent link: https://www.econbiz.de/10013488911

Forecast targeting and financial stability : evidence from the European Central Bank and Bank of England

Curi, Claudia; Murgia, Lucia Milena - In: Finance research letters 51 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014304822

Studying international spillovers in a New Keynesian continuous time framework with financial markets

Hayo, Bernd; Niehof, Britta - 2013 - This version September 10, 2013

In light of the recent financial and real economic crisis, it seems clear that macroeconomists need to better account for the influence of financial markets. This paper explores the consequences of treating the interaction between different financial markets, monetary policy, and the real...

Persistent link: https://www.econbiz.de/10010126892

Analysis of monetary policy responses after financial market crises in a continuous time New Keynesian Model

Hayo, Bernd; Niehof, Britta - 2014 - This version: 24 March 2014

monetary policy objective. We find that for the price of a strong hike in inflation a severe economic recession can be avoided …

Persistent link: https://www.econbiz.de/10010336205

Spillover effects in government bond spreads : evidence from a GVAR model

Niehof, Britta - 2014 - This version: November 27, 2014

This paper analyses the main drivers of sovereign bond spreads in a globalised world. Specifically, we account for international spillovers of bond spreads by adding an additional driver, namely, financial markets, and allowing interactions across countries and markets. We contribute to the VAR...

Persistent link: https://www.econbiz.de/10010434572

Hopf bifurcation from new-Keynesian Taylor rule to Ramsey optimal policy

Chatelain, Jean-Bernard; Ralf, Kirsten - In: Macroeconomic dynamics 25 (2021) 8, pp. 2204-2236

Persistent link: https://www.econbiz.de/10012704954