Details about Jagjit S. Chadha

Access statistics for papers by Jagjit S. Chadha.

Last updated 2012-05-09. Update your information in the RePEc Author Service.

Short-id: pch64

Working Papers

2012

1. Accounting for the Great Recession in the UK: Real Business Cycles and Financial Frictions
   Studies in Economics, Department of Economics, University of Kent
2. Bayesian Estimation of DSGE Models: Is the Workhorse Model Identified?
   TÜSÝAD-Koç University Economic Research Forum Working Papers, TUSIAD-Koc University Economic Research Forum
   Also in Studies in Economics, Department of Economics, University of Kent (2011)
3. Reserves, Liquidity and Money: An Assessment of Balance sheet Policies
   Studies in Economics, Department of Economics, University of Kent
4. World Real Interest Rates: A Tale of Two Regimes
   Studies in Economics, Department of Economics, University of Kent

2011

5. Macro-prudential Policy on Liquidity: What Does a DSGE Model Tell Us?
   CEIS Research Paper, Tor Vergata University, CEIS
   Also in Studies in Economics, Department of Economics, University of Kent (2011)
6. New Instruments of Monetary Policy
   Studies in Economics, Department of Economics, University of Kent View citations (1)
7. Non-Conventional Monetary Policies: QE and the DSGE literature
   Studies in Economics, Department of Economics, University of Kent

2010

8. Policy Rules Under the Monetary and the Fiscal Theories of the Price-Level
   Studies in Economics, Department of Economics, University of Kent View citations (3)
9. The Financial Crisis: What have macroeconomists learnt?
   Studies in Economics, Department of Economics, University of Kent

2008

10. Monetary Policy Analysis: An Undergraduate Toolkit
    Studies in Economics, Department of Economics, University of Kent
11. Money, Prices and Liquidity Effects: Separating Demand from Supply
    Studies in Economics, Department of Economics, University of Kent View citations (3)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2008)
12. Productivity, Preferences and UIP Deviations in an Open Economy Business Cycle Model
    Studies in Economics, Department of Economics, University of Kent
    Also in SIRE, Scottish Institute for Research in Economics (SIRE) (2008)
    CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis (2008) View citations (1)
    See also Journal Article in Open Economies Review (2010)
13. Reconnecting Money to Inflation: The Role of the External Finance Premium
    Studies in Economics, Department of Economics, University of Kent View citations (3)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2008) View citations (3)

2007

14. On the Determinacy of Monetary Policy under Expectational Errors
    CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis View citations (1)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2007)

2006

15. Independence Day for the “Old Lady? A Natural Experiment on the Implications of Central Bank Independence
    CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis View citations (2)
    See also Journal Article in Manchester School (2007)
16. Macroeconomic Models and the Yield Curve
    Computing in Economics and Finance 2006, Society for Computational Economics
17. Macroeconomic Models and the Yield Curve: An assessment of the Fit
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
    See also Journal Article in Journal of Economic Dynamics and Control (2010)
18. Sunspots and Monetary Policy
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University

2004

19. Can New Open Economy Macroeconomic Models Explain Business Cycle Facts?
    Computing in Economics and Finance 2004, Society for Computational Economics
    Also in Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group (2004)
20. Interest Rate Bounds and Fiscal Policy
    CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis
    See also Journal Article in Economics Letters (2004)
21. Monetary Policy Rules, Asset Prices and Exchange Rates
    CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis View citations (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (34)
    See also Journal Article in IMF Staff Papers (2004)
22. Optimal Simple Rules for the Conduct of Monetary and Fiscal Policy
    CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis View citations (2)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2002) View citations (5)
    See also Journal Article in Journal of Macroeconomics (2007)

2003

23. On the Interaction of Monetary and Fiscal Policy
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (4)

2002

24. Inflation and Price Level Targeting in a New Keynesian Model
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (7)
    See also Journal Article in Manchester School (2002)
25. Output, Inflation and the New Keynesian Phillips Curve
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (4)
    See also Journal Article in International Review of Applied Economics (2004)
26. The Channels of Monetary Policy: Evidence from Firm Level data in the US and the UK
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (1)

2001

27. Productivity and Preferences in a Small Open Economy
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (6)
    See also Journal Article in Manchester School (2001)
28. Supply Shocks and the ‘Natural Rate of Interest': an Exploration
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (6)

2000

29. An Examination of UK Business Cycle Fluctuations: 1871-1997
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge

1999

30. Inflation Targeting, Transparency and Interest Rate Volatility: Ditching 'Monetary Mystique' in the UK
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (14)
    See also Journal Article in Journal of Macroeconomics (2001)
31. Monetary Policy Loss Functions: Two Cheers for the Quadratic
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (12)
    Also in Bank of England working papers, Bank of England (1999) View citations (1)
    Working Papers, University of Antwerp, Faculty of Applied Economics (1999) View citations (16)

1998

32. Shoe-leather costs reconsidered
    Bank of England working papers, Bank of England View citations (12)
    See also Journal Article in Economic Journal (1998)
33. The optimum currency area case for EMU: a structural VAR approach
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences View citations (3)
34. Utility Functions For Central Bankers: The Not So Drastic Quadratic
    FMG Discussion Papers, Financial Markets Group View citations (2)
    Also in Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences (1998) View citations (2)

1997

35. The Information Content of the Inflation Term Structure
    Bank of England working papers, Bank of England View citations (8)

Journal Articles

2011

1. The Fall of the House of Credit. By A. Milne
   Economica, 2011, 78, (311), 589-590

2010

2. Macroeconomic models and the yield curve: An assessment of the fit
   Journal of Economic Dynamics and Control, 2010, 34, (8), 1343-1358
   See also Working Paper (2006)
3. Money and liquidity effects: Separating demand from supply
   Journal of Economic Dynamics and Control, 2010, 34, (9), 1732-1747
4. Productivity, Preferences and UIP Deviations in an Open Economy Business Cycle Model
   Open Economies Review, 2010, 21, (3), 365-391
   See also Working Paper (2008)

2007

5. INDEPENDENCE DAY FOR THE 'OLD LADY': A NATURAL EXPERIMENT ON THE IMPLICATIONS OF CENTRAL BANK INDEPENDENCE
   Manchester School, 2007, 75, (3), 311-327
   See also Working Paper (2006)
6. Optimal simple rules for the conduct of monetary and fiscal policy
   Journal of Macroeconomics, 2007, 29, (4), 665-689 View citations (8)
   See also Working Paper (2004)

2004

7. Interest rate bounds and fiscal policy
   Economics Letters, 2004, 84, (1), 9-15 View citations (2)
   See also Working Paper (2004)
8. Monetary Policy Rules, Asset Prices, and Exchange Rates
   IMF Staff Papers, 2004, 51, (3), 529-552 View citations (12)
   See also Working Paper (2004)
9. Output, Inflation and the New Keynesian Phillips Curve
   International Review of Applied Economics, 2004, 18, (3), 271-287 View citations (3)
   See also Working Paper (2002)

2003

10. 'Policy Rules-the Next Steps'-Scottish Journal of Political Economy Special Issue
    Scottish Journal of Political Economy, 2003, 50, (5), i-iii
11. Investigating Excess Returns from Nominal Bonds
    Oxford Bulletin of Economics and Statistics, 2003, 65, (1), 73-90 View citations (1)

2002

12. Inflation and Price Level Targeting in a New Keynesian Model
    Manchester School, 2002, 70, (4), 570-95 View citations (6)
    See also Working Paper (2002)
13. Short- and Long-Run Price Level Uncertainty under Different Monetary Policy Regimes: An International Comparison
    Oxford Bulletin of Economics and Statistics, 2002, 64, (3), 187-216 View citations (3)

2001

14. Inflation Targeting, Transparency and Interest Rate Volatility: Ditching Monetary Mystique in the U.K
    Journal of Macroeconomics, 2001, 23, (3), 349-366 View citations (5)
    See also Working Paper (1999)
15. Productivity and Preferences in a Small Open Economy
    Manchester School, 2001, 69, 57-80 View citations (7)
    See also Working Paper (2001)

1999

16. A Long View of Real Rates
    Oxford Review of Economic Policy, 1999, 15, (2), 17-45 View citations (8)

1998

17. Shoe-Leather Costs Reconsidered
    Economic Journal, 1998, 108, (447), 363-82 View citations (11)
    See also Working Paper (1998)
18. The information content of 3-month Sterling futures
    Economics Letters, 1998, 61, (2), 209-214 View citations (3)

1997

19. What Monetary Authorities do - an Examination of Reaction Functions for Germany, Japan, the UK and the US
    Swiss Journal of Economics and Statistics (SJES), 1997, 133, (III), 455-476

Edited books

2011

1. Interest Rates, Prices and Liquidity
   Cambridge Books, Cambridge University Press

2003

2. Dynamic Macroeconomic Analysis
   Cambridge Books, Cambridge University Press View citations (2)
3. Dynamic Macroeconomic Analysis
   Cambridge Books, Cambridge University Press View citations (2)