Details about Sami Alpanda

Access statistics for papers by Sami Alpanda.

Last updated 2025-02-07. Update your information in the RePEc Author Service.

Short-id: pal228

Working Papers

2023

1. International Portfolio Rebalancing and Fiscal Policy Spillovers
   Staff Working Papers, Bank of Canada
   Also in Working Papers, University of Central Florida, Department of Economics (2022)
   See also Journal Article International portfolio rebalancing and fiscal policy spillovers, Journal of Economic Dynamics and Control, Elsevier (2024) (2024)
2. The cyclicality of income distribution and innovation induced growth
   Working Papers, University of Central Florida, Department of Economics

2022

3. Foreign Exchange Interventions: The Long and the Short of It
   Staff Working Papers, Bank of Canada

2021

4. Business Cycle Implications of Firm Market Power in Labor and Product Markets
   Working Papers, Texas A&M University, Department of Economics
5. Household Debt and the Effects of Fiscal Policy
   Working Papers, Texas A&M University, Department of Economics View citations (3)

2020

6. Regulatory Arbitrage and Economic Stability
   Working Papers, University of Central Florida, Department of Economics
   See also Journal Article Regulatory arbitrage and economic stability, Journal of International Money and Finance, Elsevier (2022) (2022)

2019

7. State dependence of monetary policy across business, credit and interest rate cycles
   Bank of Finland Research Discussion Papers, Bank of Finland View citations (1)
   Also in Working Paper, Norges Bank (2019) View citations (13)
   See also Journal Article State dependence of monetary policy across business, credit and interest rate cycles, European Economic Review, Elsevier (2021) View citations (23) (2021)

2016

8. Should Monetary Policy Lean Against Housing Market Booms?
   Staff Working Papers, Bank of Canada View citations (25)

2015

9. International Spillovers of Large-Scale Asset Purchases
   Staff Working Papers, Bank of Canada View citations (26)
   See also Journal Article International Spillovers of Large-Scale Asset Purchases, Journal of the European Economic Association, European Economic Association (2020) View citations (48) (2020)

2014

10. A Policy Model to Analyze Macroprudential Regulations and Monetary Policy
    Staff Working Papers, Bank of Canada View citations (41)
    Also in BIS Working Papers, Bank for International Settlements (2014) View citations (43)
    See also Journal Article A policy model to analyze macroprudential regulations and monetary policy, Canadian Journal of Economics, Canadian Economics Association (2018) View citations (26) (2018)
11. Addressing Household Indebtedness: Monetary, Fiscal or Macroprudential Policy?
    Staff Working Papers, Bank of Canada View citations (22)
    See also Journal Article Addressing household indebtedness: Monetary, fiscal or macroprudential policy?, European Economic Review, Elsevier (2017) View citations (85) (2017)

2013

12. Housing and Tax Policy
    Staff Working Papers, Bank of Canada View citations (5)
    See also Journal Article Housing and Tax Policy, Journal of Money, Credit and Banking, Blackwell Publishing (2016) View citations (36) (2016)

2012

13. International Transmission of Financial Shocks in an Estimated DSGE model
    Working Papers, University of Central Florida, Department of Economics View citations (4)
    See also Journal Article International transmission of financial shocks in an estimated DSGE model, Journal of International Money and Finance, Elsevier (2014) View citations (48) (2014)

Journal Articles

2024

1. International portfolio rebalancing and fiscal policy spillovers
   Journal of Economic Dynamics and Control, 2024, 168, (C)
   See also Working Paper International Portfolio Rebalancing and Fiscal Policy Spillovers, Staff Working Papers (2023) (2023)

2022

2. Regulatory arbitrage and economic stability
   Journal of International Money and Finance, 2022, 129, (C)
   See also Working Paper Regulatory Arbitrage and Economic Stability, Working Papers (2020) (2020)

2021

3. REGIME-SWITCHING PRODUCTIVITY GROWTH AND BAYESIAN LEARNING IN REAL BUSINESS CYCLES
   Macroeconomic Dynamics, 2021, 25, (2), 462-488 View citations (2)
4. State dependence of monetary policy across business, credit and interest rate cycles
   European Economic Review, 2021, 140, (C) View citations (23)
   See also Working Paper State dependence of monetary policy across business, credit and interest rate cycles, Bank of Finland Research Discussion Papers (2019) View citations (1) (2019)

2020

5. International Spillovers of Large-Scale Asset Purchases
   Journal of the European Economic Association, 2020, 18, (1), 342-391 View citations (48)
   See also Working Paper International Spillovers of Large-Scale Asset Purchases, Staff Working Papers (2015) View citations (26) (2015)

2019

6. Household Debt Overhang and Transmission of Monetary Policy
   Journal of Money, Credit and Banking, 2019, 51, (5), 1265-1307 View citations (58)

2018

7. A policy model to analyze macroprudential regulations and monetary policy
   Canadian Journal of Economics, 2018, 51, (3), 828-863 View citations (26)
   Also in Canadian Journal of Economics/Revue canadienne d'économique, 2018, 51, (3), 828-863 (2018) View citations (26)
   See also Working Paper A Policy Model to Analyze Macroprudential Regulations and Monetary Policy, Staff Working Papers (2014) View citations (41) (2014)

2017

8. Addressing household indebtedness: Monetary, fiscal or macroprudential policy?
   European Economic Review, 2017, 92, (C), 47-73 View citations (85)
   See also Working Paper Addressing Household Indebtedness: Monetary, Fiscal or Macroprudential Policy?, Staff Working Papers (2014) View citations (22) (2014)

2016

9. Housing and Tax Policy
   Journal of Money, Credit and Banking, 2016, 48, (2-3), 485-512 View citations (36)
   See also Working Paper Housing and Tax Policy, Staff Working Papers (2013) View citations (5) (2013)

2014

10. International transmission of financial shocks in an estimated DSGE model
    Journal of International Money and Finance, 2014, 47, (C), 21-55 View citations (48)
    See also Working Paper International Transmission of Financial Shocks in an Estimated DSGE model, Working Papers (2012) View citations (4) (2012)
11. The impact of central bank independence on the performance of inflation targeting regimes
    Journal of International Money and Finance, 2014, 44, (C), 118-135 View citations (35)

2013

12. IDENTIFYING THE ROLE OF RISK SHOCKS IN THE BUSINESS CYCLE USING STOCK PRICE DATA
    Economic Inquiry, 2013, 51, (1), 304-335 View citations (12)

2012

13. Global Banking and the Balance Sheet Channel of Monetary Transmission
    International Journal of Central Banking, 2012, 8, (3), 141-175 View citations (17)
14. Taxation, collateral use of land, and Japanese asset prices
    Empirical Economics, 2012, 43, (2), 819-850 View citations (13)

2011

15. FORECASTING PERFORMANCE OF AN ESTIMATED DSGE MODEL FOR THE SOUTH AFRICAN ECONOMY
    South African Journal of Economics, 2011, 79, (1), 50-67 View citations (34)

2010

16. Oil Crisis, Energy-Saving Technological Change and the Stock Market Crash of 1973-74
    Review of Economic Dynamics, 2010, 13, (4), 824-842 View citations (30)
    See also Software Item Code and data files for "Oil Crisis, Energy-Saving Technological Change and the Stock Market Crash of 1973-74", Computer Codes (2010) (2010)
17. Political monetary cycles and a de facto ranking of central bank independence
    Journal of International Money and Finance, 2010, 29, (6), 1003-1023 View citations (34)
18. THE ROLE OF THE EXCHANGE RATE IN A NEW KEYNESIAN DSGE MODEL FOR THE SOUTH AFRICAN ECONOMY
    South African Journal of Economics, 2010, 78, (2), 170-191 View citations (26)

2009

19. The Impact of Central Bank Independence on Political Monetary Cycles in Advanced and Developing Nations
    Journal of Money, Credit and Banking, 2009, 41, (7), 1365-1389 View citations (12)
    Also in Journal of Money, Credit and Banking, 2009, 41, (7), 1365-1389 (2009) View citations (37)

Software Items

2010

1. Code and data files for "Oil Crisis, Energy-Saving Technological Change and the Stock Market Crash of 1973-74"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Oil Crisis, Energy-Saving Technological Change and the Stock Market Crash of 1973-74, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2010) View citations (30) (2010)