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Details about Jagjit S. Chadha

E-mail:
Homepage:http://sites.google.com/site/calibreconsite/
Phone:+44 7654 1914
Postal address:Professor Jagjit S. Chadha Director National Institute of Economic and Social Research Dean Trench Street London SW1P 3HE
Workplace:National Institute of Economic and Social Research (NIESR), (more information at EDIRC)
School of Economics, University of Kent, (more information at EDIRC)
Faculty of Economics, University of Cambridge, (more information at EDIRC)

Access statistics for papers by Jagjit S. Chadha.

Last updated 2017-08-09. Update your information in the RePEc Author Service.

Short-id: pch64


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Working Papers

2016

  1. Finance and Credit in a Model of Monetary Policy
    NIESR Discussion Papers, National Institute of Economic and Social Research Downloads
  2. The New Art of Central Banking
    NIESR Discussion Papers, National Institute of Economic and Social Research Downloads
    See also Journal Article in National Institute Economic Review (2015)
  3. The UK Economy in the Long Expansion and its Aftermath
    NIESR Discussion Papers, National Institute of Economic and Social Research Downloads View citations (1)

2014

  1. Applying a Macro-Finance Yield Curve to UK Quantitative Easing
    Studies in Economics, School of Economics, University of Kent Downloads
    See also Journal Article in Journal of Banking & Finance (2014)
  2. Was the Gibson Paradox for Real? A Wicksellian study of the Relationship between Interest Rates and Prices
    Studies in Economics, School of Economics, University of Kent Downloads
    Also in Economic History Working Papers, London School of Economics and Political Science, Department of Economic History (2014) Downloads

    See also Journal Article in Financial History Review (2014)

2013

  1. 'Midas, transmuting all, into paper': the Bank of England and the Banque de France during the Napoleonic Wars
    Studies in Economics, School of Economics, University of Kent Downloads
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2013) Downloads
  2. A Note on Money and the Conduct of Monetary Policy
    Studies in Economics, School of Economics, University of Kent Downloads View citations (1)
    Also in CEIS Research Paper, Tor Vergata University, CEIS (2013) Downloads View citations (3)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2013) Downloads View citations (1)

    See also Journal Article in Macroeconomic Dynamics (2014)
  3. Inventories and the Stockout Contstraint in General Equilibrium
    Studies in Economics, School of Economics, University of Kent Downloads
    See also Journal Article in The B.E. Journal of Macroeconomics (2014)
  4. Midas, transmuting all, into paper: The Bank of England and the Banque de France during the Revolutionary and Napoleonic Wars
    Research Discussion Papers, Bank of Finland Downloads View citations (1)
  5. Stabilisation Policy in a Model of Consumption, Housing Collateral and Bank Lending
    Studies in Economics, School of Economics, University of Kent Downloads View citations (9)
  6. The Ties that Bind: Monetary Policy and Government Debt Management
    Studies in Economics, School of Economics, University of Kent Downloads View citations (5)
    See also Journal Article in Oxford Review of Economic Policy (2013)
  7. The interest rate effects of government debt maturity
    BIS Working Papers, Bank for International Settlements Downloads View citations (13)

2012

  1. Accounting for the Great Recession in the UK: Real Business Cycles and Financial Frictions
    Studies in Economics, School of Economics, University of Kent Downloads View citations (3)
    See also Journal Article in Manchester School (2013)
  2. Bayesian Estimation of DSGE Models: Is the Workhorse Model Identified?
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (1)
    Also in Studies in Economics, School of Economics, University of Kent (2011) Downloads View citations (8)
  3. Reserves, Liquidity and Money: An Assessment of Balance Sheet Policies
    CEIS Research Paper, Tor Vergata University, CEIS Downloads View citations (4)
    Also in Studies in Economics, School of Economics, University of Kent (2012) Downloads View citations (8)

    See also Chapter (2012)
  4. The Financial Market Impact of UK Quantitative Easing
    Studies in Economics, School of Economics, University of Kent Downloads View citations (26)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2012) Downloads View citations (27)

    See also Chapter (2012)
    Journal Article in Oxford Review of Economic Policy (2012)
  5. World Real Interest Rates: A Tale of Two Regimes
    Studies in Economics, School of Economics, University of Kent Downloads View citations (1)

2011

  1. Macro-prudential Policy on Liquidity: What Does a DSGE Model Tell Us?
    CEIS Research Paper, Tor Vergata University, CEIS Downloads View citations (1)
    Also in Studies in Economics, School of Economics, University of Kent (2011) Downloads View citations (4)

    See also Journal Article in Journal of Economics and Business (2012)
  2. New Instruments of Monetary Policy
    Studies in Economics, School of Economics, University of Kent Downloads View citations (3)
  3. Non-Conventional Monetary Policies: QE and the DSGE literature
    Studies in Economics, School of Economics, University of Kent Downloads View citations (6)

2010

  1. Policy Rules Under the Monetary and the Fiscal Theories of the Price-Level
    Studies in Economics, School of Economics, University of Kent Downloads View citations (2)
    See also Journal Article in Macroeconomics and Finance in Emerging Market Economies (2011)
  2. The Financial Crisis: What have macroeconomists learnt?
    Studies in Economics, School of Economics, University of Kent Downloads

2008

  1. Monetary Policy Analysis: An Undergraduate Toolkit
    Studies in Economics, School of Economics, University of Kent Downloads
  2. Money, Prices and Liquidity Effects: Separating Demand from Supply
    Studies in Economics, School of Economics, University of Kent Downloads View citations (6)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2008) Downloads View citations (2)
  3. Productivity, Preferences and UIP Deviations in an Open Economy Business Cycle Model
    Studies in Economics, School of Economics, University of Kent Downloads
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2008) Downloads
    CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis (2008) Downloads View citations (2)

    See also Journal Article in Open Economies Review (2010)
  4. Reconnecting Money to Inflation: The Role of the External Finance Premium
    Studies in Economics, School of Economics, University of Kent Downloads View citations (4)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2008) Downloads View citations (4)

2007

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

2006

  1. 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 Downloads View citations (2)
  2. Macroeconomic Models and the Yield Curve
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads
  3. Macroeconomic Models and the Yield Curve: An assessment of the Fit
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2010)
  4. Sunspots and Monetary Policy
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads

2004

  1. 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) Downloads
  2. Interest Rate Bounds and Fiscal Policy
    CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis Downloads View citations (3)
    See also Journal Article in Economics Letters (2004)
  3. Monetary Policy Rules, Asset Prices and Exchange Rates
    CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis Downloads View citations (43)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (40)

    See also Journal Article in IMF Staff Papers (2004)
  4. Optimal Simple Rules for the Conduct of Monetary and Fiscal Policy
    CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis Downloads View citations (5)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2002) Downloads View citations (6)

    See also Journal Article in Journal of Macroeconomics (2007)

2003

  1. On the Interaction of Monetary and Fiscal Policy
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (10)

2002

  1. Inflation and Price Level Targeting in a New Keynesian Model
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (9)
    See also Journal Article in Manchester School (2002)
  2. Output, Inflation and the New Keynesian Phillips Curve
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (6)
    See also Journal Article in International Review of Applied Economics (2004)
  3. 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

  1. Productivity and Preferences in a Small Open Economy
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (11)
    See also Journal Article in Manchester School (2001)
  2. Supply Shocks and the ‘Natural Rate of Interest': an Exploration
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (6)

2000

  1. An Examination of UK Business Cycle Fluctuations: 1871-1997
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (2)

1999

  1. Inflation Targeting, Transparency and Interest Rate Volatility: Ditching 'Monetary Mystique' in the UK
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (16)
    See also Journal Article in Journal of Macroeconomics (2001)
  2. Monetary Policy Loss Functions: Two Cheers for the Quadratic
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (16)
    Also in Working Papers, University of Antwerp, Faculty of Applied Economics Downloads View citations (23)
    Bank of England working papers, Bank of England (1999) Downloads View citations (8)

1998

  1. Shoe-leather costs reconsidered
    Bank of England working papers, Bank of England Downloads View citations (15)
    See also Journal Article in Economic Journal (1998)
  2. 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)
  3. Utility Functions For Central Bankers: The Not So Drastic Quadratic
    FMG Discussion Papers, Financial Markets Group Downloads 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

  1. The Information Content of the Inflation Term Structure
    Bank of England working papers, Bank of England Downloads View citations (13)

Journal Articles

2017

  1. Commentary: Interest Rate Normalisation
    National Institute Economic Review, 2017, 241, (1), F4-F7 Downloads
  2. Commentary: The Economic Landscape of the UK
    National Institute Economic Review, 2017, 240, (1), F4-F13 Downloads
  3. The Financial Crisis: One Decade on Introduction
    National Institute Economic Review, 2017, 241, (1), R1-R4 Downloads
  4. The Financial Foundations of the Productivity Puzzle
    National Institute Economic Review, 2017, 241, (1), R48-R57 Downloads
  5. Why Forecast?
    National Institute Economic Review, 2017, 239, (1), F4-F9 Downloads

2016

  1. Fiscal Policy after the Referendum
    National Institute Economic Review, 2016, 238, (1), F4-F8 Downloads
  2. The Referendum Blues: Shocking the System
    National Institute Economic Review, 2016, 237, (1), F4-F8 Downloads
  3. UK and Europe: What Next? Introduction
    National Institute Economic Review, 2016, 238, (1), R1-R3 Downloads

2015

  1. The New Art of Central Banking
    National Institute Economic Review, 2015, 234, (1), R27-R39 Downloads
    See also Working Paper (2016)

2014

  1. A NOTE ON MONEY AND THE CONDUCT OF MONETARY POLICY
    Macroeconomic Dynamics, 2014, 18, (08), 1854-1883 Downloads
    See also Working Paper (2013)
  2. Applying a macro-finance yield curve to UK quantitative Easing
    Journal of Banking & Finance, 2014, 39, (C), 68-86 Downloads
    See also Working Paper (2014)
  3. Financial frictions and macroeconomic models: a tour d'horizon
    European Journal of Economics and Economic Policies: Intervention, 2014, 11, (1), 80-98 Downloads
  4. Inventories and the stockout constraint in general equilibrium
    The B.E. Journal of Macroeconomics, 2014, 14, (1), 48 Downloads
    See also Working Paper (2013)
  5. Was the Gibson Paradox for real? A Wicksellian study of the relationship between interest rates and prices
    Financial History Review, 2014, 21, (02), 139-163 Downloads
    See also Working Paper (2014)

2013

  1. ACCOUNTING FOR THE GREAT RECESSION IN THE UK: REAL BUSINESS CYCLES AND FINANCIAL FRICTIONS
    Manchester School, 2013, 81, 43-64 Downloads View citations (2)
    See also Working Paper (2012)
  2. The ties that bind: monetary policy and government debt management
    Oxford Review of Economic Policy, 2013, 29, (3), 548-581 Downloads View citations (5)
    See also Working Paper (2013)

2012

  1. Macro-prudential policy on liquidity: What does a DSGE model tell us?
    Journal of Economics and Business, 2012, 64, (1), 37-62 Downloads View citations (11)
    See also Working Paper (2011)
  2. The financial market impact of UK quantitative easing
    Oxford Review of Economic Policy, 2012, 28, (4), 702-728 Downloads View citations (31)
    See also Working Paper (2012)
    Chapter (2012)

2011

  1. Policy rules under the monetary and the fiscal theories of the price-level
    Macroeconomics and Finance in Emerging Market Economies, 2011, 4, (2), 189-212 Downloads
    See also Working Paper (2010)
  2. The Fall of the House of Credit. By A. Milne
    Economica, 2011, 78, (311), 589-590

2010

  1. Macroeconomic models and the yield curve: An assessment of the fit
    Journal of Economic Dynamics and Control, 2010, 34, (8), 1343-1358 Downloads View citations (1)
    See also Working Paper (2006)
  2. Money and liquidity effects: Separating demand from supply
    Journal of Economic Dynamics and Control, 2010, 34, (9), 1732-1747 Downloads View citations (6)
  3. Productivity, Preferences and UIP Deviations in an Open Economy Business Cycle Model
    Open Economies Review, 2010, 21, (3), 365-391 Downloads View citations (1)
    See also Working Paper (2008)

2007

  1. INDEPENDENCE DAY FOR THE 'OLD LADY': A NATURAL EXPERIMENT ON THE IMPLICATIONS OF CENTRAL BANK INDEPENDENCE
    Manchester School, 2007, 75, (3), 311-327 Downloads View citations (7)
  2. Optimal simple rules for the conduct of monetary and fiscal policy
    Journal of Macroeconomics, 2007, 29, (4), 665-689 Downloads View citations (29)
    See also Working Paper (2004)

2004

  1. Interest rate bounds and fiscal policy
    Economics Letters, 2004, 84, (1), 9-15 Downloads View citations (5)
    See also Working Paper (2004)
  2. Monetary Policy Rules, Asset Prices, and Exchange Rates
    IMF Staff Papers, 2004, 51, (3), 529-552 Downloads View citations (50)
    See also Working Paper (2004)
  3. Output, Inflation and the New Keynesian Phillips Curve
    International Review of Applied Economics, 2004, 18, (3), 271-287 Downloads View citations (5)
    See also Working Paper (2002)

2003

  1. 'Policy Rules-the Next Steps'-Scottish Journal of Political Economy Special Issue
    Scottish Journal of Political Economy, 2003, 50, (5), i-iii Downloads
  2. Investigating Excess Returns from Nominal Bonds
    Oxford Bulletin of Economics and Statistics, 2003, 65, (1), 73-90 Downloads View citations (4)

2002

  1. A Long View of the UK Business Cycle
    National Institute Economic Review, 2002, 182, (1), 72-89 Downloads View citations (7)
  2. Inflation and Price Level Targeting in a New Keynesian Model
    Manchester School, 2002, 70, (4), 570-95 Downloads View citations (10)
    See also Working Paper (2002)
  3. 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 Downloads View citations (4)

2001

  1. Inflation Targeting, Transparency and Interest Rate Volatility: Ditching Monetary Mystique in the U.K
    Journal of Macroeconomics, 2001, 23, (3), 349-366 Downloads View citations (19)
    See also Working Paper (1999)
  2. Productivity and Preferences in a Small Open Economy
    Manchester School, 2001, 69, 57-80 Downloads View citations (12)
    See also Working Paper (2001)

1999

  1. A Long View of Real Rates
    Oxford Review of Economic Policy, 1999, 15, (2), 17-45 View citations (24)

1998

  1. Shoe-Leather Costs Reconsidered
    Economic Journal, 1998, 108, (447), 363-82 Downloads View citations (14)
    See also Working Paper (1998)
  2. The information content of 3-month Sterling futures
    Economics Letters, 1998, 61, (2), 209-214 Downloads View citations (4)

1997

  1. 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 Downloads

Edited books

2016

  1. Developments in Macro-Finance Yield Curve Modelling
    Cambridge Books, Cambridge University Press
  2. The UK Economy in the Long Expansion and its Aftermath
    Cambridge Books, Cambridge University Press View citations (1)

2015

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

2014

  1. Developments in Macro-Finance Yield Curve Modelling
    Cambridge Books, Cambridge University Press

2011

  1. Interest Rates, Prices and Liquidity
    Cambridge Books, Cambridge University Press View citations (6)

2003

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

Chapters

2012

  1. Reserves, liquidity and money: an assessment of balance sheet policies
    A chapter in Are central bank balance sheets in Asia too large?, 2012, vol. 66, pp 294-347 Downloads View citations (1)
    See also Working Paper (2012)
  2. The financial market impact of UK quantitative easing
    A chapter in Threat of fiscal dominance?, 2012, vol. 65, pp 277-304 Downloads View citations (25)
    See also Journal Article in Oxford Review of Economic Policy (2012)
    Working Paper (2012)
 
Page updated 2017-09-21