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Details about Andrew Filardo

Homepage:http://www.bis.org/author/andrew_filardo.htm
Workplace:Bank for International Settlements (BIS), (more information at EDIRC)

Access statistics for papers by Andrew Filardo.

Last updated 2019-10-29. Update your information in the RePEc Author Service.

Short-id: pfi266


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Working Papers

2019

  1. Measuring financial cycle time
    Bank of England working papers, Bank of England Downloads View citations (1)
    Also in BIS Working Papers, Bank for International Settlements (2018) Downloads View citations (4)
  2. The reaction function channel of monetary policy and the financial cycle
    BIS Working Papers, Bank for International Settlements Downloads View citations (1)
    Also in Sciences Po publications, Sciences Po (2019) Downloads View citations (1)

2018

  1. Effectiveness of unconventional monetary policies in a low interest rate environment
    BIS Working Papers, Bank for International Settlements Downloads View citations (6)
  2. Monetary policy spillovers, global commodity prices and cooperation
    BIS Working Papers, Bank for International Settlements Downloads View citations (2)
    Also in Working Papers, Banco Central de Reserva del Perú (2018) Downloads View citations (3)
  3. The cross-border credit channel and lending standards surveys
    BIS Working Papers, Bank for International Settlements Downloads View citations (1)

2017

  1. The Globalisation of Inflation: the Growing Importance of Global Value Chains
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (38)
    Also in BIS Working Papers, Bank for International Settlements (2017) Downloads View citations (42)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (39)

2016

  1. A quantitative case for leaning against the wind
    BIS Working Papers, Bank for International Settlements Downloads View citations (46)

2015

  1. Financial crisis, US unconventional monetary policy and international spillovers
    BIS Working Papers, Bank for International Settlements Downloads View citations (22)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2014) Downloads View citations (10)

    See also Journal Article in Journal of International Money and Finance (2016)
  2. Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia
    LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis Downloads View citations (1)
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2013) Downloads View citations (2)
    BIS Working Papers, Bank for International Settlements (2015) Downloads View citations (1)

    See also Journal Article in Emerging Markets Finance and Trade (2016)

2014

  1. Monetary analysis and the global financial cycle: an Asian central bank perspective
    BIS Working Papers, Bank for International Settlements Downloads View citations (9)
    See also Journal Article in Journal of Asian Economics (2016)

2012

  1. Ensuring price stability in post-crisis Asia: lessons from the recovery
    BIS Working Papers, Bank for International Settlements Downloads View citations (1)

2011

  1. The Impact of the International Financial Crisis on Asia and the Pacific: Highlighting Monetary Policy Challenges from a Negative Asset Price Bubble Perspective
    BIS Working Papers, Bank for International Settlements Downloads View citations (7)

2010

  1. Monetary Policy Strategies in the Asia and Pacific Region: What Way Forward?
    Finance Working Papers, East Asian Bureau of Economic Research Downloads View citations (7)
    Also in ADBI Working Papers, Asian Development Bank Institute (2010) Downloads View citations (3)
    Working Papers, eSocialSciences (2010) Downloads View citations (3)

2009

  1. Short-Term Policy Responses to the International Financial Crisis and Risks to Sustainable Medium-Term Policy Frameworks in Asia: Complications Arising from Enduring Global Imbalances
    EABER Working Papers, East Asian Bureau of Economic Research Downloads

2007

  1. Globalisation and inflation: New cross-country evidence on the global determinants of domestic inflation
    BIS Working Papers, Bank for International Settlements Downloads View citations (168)

2005

  1. Deflation in a historical perspective
    BIS Working Papers, Bank for International Settlements Downloads View citations (11)
  2. Research on exchange rates and monetary policy: an overview
    BIS Working Papers, Bank for International Settlements Downloads View citations (11)

2004

  1. Back to the future? Assessing the deflation record
    BIS Working Papers, Bank for International Settlements Downloads View citations (8)
  2. Deflation and Monetary Policy in a Historical Perspective: Remembering the Past or Being Condemned to Repeat It?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    See also Journal Article in Economic Policy (2005)
  3. Monetary policy and asset price bubbles: calibrating the monetary policy trade-offs
    BIS Working Papers, Bank for International Settlements Downloads View citations (32)
  4. The 2001 US recession: what did recession prediction models tell us?
    BIS Working Papers, Bank for International Settlements Downloads View citations (1)

2003

  1. A tale of two perspectives: old or new challenges for monetary policy?
    BIS Working Papers, Bank for International Settlements Downloads View citations (50)
    See also Chapter (2003)

2001

  1. Should monetary policy respond to asset price bubbles?: some experimental results
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (29)

1998

  1. Choosing information variables for transition probabilities in a time-varying transition probability Markov switching model
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (10)

1997

  1. Using near-VARs to examine phase-dependent monetary and fiscal policy
    Research Working Paper, Federal Reserve Bank of Kansas City

1996

  1. Cyclically-adjusted measures of structural trend breaks: an application to productivity trends in the 1990s
    Research Working Paper, Federal Reserve Bank of Kansas City

1995

  1. Business cycle turning points: two empirical business cycle model approaches
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (5)

1994

  1. International co-movements of business cycles
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (10)

1993

  1. Business Cycle Durations
    Working Papers, Laval - Recherche en Politique Economique View citations (13)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (1993) View citations (1)

    See also Journal Article in Journal of Econometrics (1998)
  2. Business cycle phases and their transitional dynamics
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (4)
    See also Journal Article in Journal of Business & Economic Statistics (1994)
  3. The evolution of U.S. business cycle phases
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (3)

Journal Articles

2016

  1. Financial crisis, US unconventional monetary policy and international spillovers
    Journal of International Money and Finance, 2016, 67, (C), 62-81 Downloads View citations (50)
    See also Working Paper (2015)
  2. Monetary analysis and the global financial cycle: An Asian central bank perspective
    Journal of Asian Economics, 2016, 46, (C), 1-16 Downloads View citations (4)
    See also Working Paper (2014)
  3. Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia
    Emerging Markets Finance and Trade, 2016, 52, (2), 364-381 Downloads View citations (3)
    See also Working Paper (2015)

2015

  1. Crisis financiera, política monetaria no convencional de EUA y repercusiones internacionales
    Boletín, 2015, LXI, (2), 103-134 Downloads
  2. The costs of deflations: a historical perspective
    BIS Quarterly Review, 2015 Downloads View citations (41)

2014

  1. Forward guidance at the zero lower bound
    BIS Quarterly Review, 2014 Downloads View citations (65)

2012

  1. The expansion of central bank balance sheets in emerging Asia: what are the risks?
    BIS Quarterly Review, 2012 Downloads View citations (38)

2007

  1. Money Still Makes the World Go Round: The Zonal View
    Journal of the European Economic Association, 2007, 5, (2-3), 509-523 Downloads View citations (5)

2005

  1. Deflation and monetary policy in a historical perspective: remembering the past or being condemned to repeat it?
    Economic Policy, 2005, 20, (44), 799-844 Downloads View citations (24)
    See also Working Paper (2004)

2004

  1. Looking back at the international deflation record
    The North American Journal of Economics and Finance, 2004, 15, (3), 287-311 Downloads View citations (14)

2000

  1. Monetary policy and asset prices
    Economic Review, 2000, 85, (Q III), 11-37 Downloads View citations (29)

1999

  1. How reliable are recession prediction models?
    Economic Review, 1999, 84, (Q II), 35-55 Downloads View citations (13)

1998

  1. Business cycle durations
    Journal of Econometrics, 1998, 85, (1), 99-123 Downloads View citations (136)
    See also Working Paper (1993)
  2. New evidence on the output cost of fighting inflation
    Economic Review, 1998, 83, (Q III) Downloads View citations (49)

1997

  1. Cyclical implications of the declining manufacturing employment share
    Economic Review, 1997, 82, (Q II), 63-87 Downloads View citations (10)

1996

  1. The outlook for housing: the role of demographic and cyclical factors
    Economic Review, 1996, 81, (Q III), 39-61 Downloads

1995

  1. Has the productivity trend steepened in the 1990s?
    Economic Review, 1995, 80, (Q IV), 41-59 Downloads View citations (1)
  2. Recent evidence on the muted inventory cycle
    Economic Review, 1995, 80, (Q II), 27-43 Downloads View citations (7)

1994

  1. Business-Cycle Phases and Their Transitional Dynamics
    Journal of Business & Economic Statistics, 1994, 12, (3), 299-308 View citations (369)
    See also Working Paper (1993)

Chapters

2014

  1. Has Asian emerging market monetary policy been too procyclical when responding to swings in commodity prices?
    A chapter in Globalisation, inflation and monetary policy in Asia and the Pacific, 2014, vol. 77, pp 129-153 Downloads View citations (7)

2013

  1. Managing stop–go capital flows in Asian emerging markets: lessons for the CESEE economies
    Chapter 5 in A New Model for Balanced Growth and Convergence, 2013, pp 49-59 Downloads

2012

  1. Central bank and government debt management: issues for monetary policy
    A chapter in Fiscal policy, public debt and monetary policy in emerging market economies, 2012, vol. 67, pp 51-71 Downloads View citations (13)
  2. Central bank balance sheets and foreign exchange rate regimes: understanding the nexus in Asia
    A chapter in Are central bank balance sheets in Asia too large?, 2012, vol. 66, pp 76-110 Downloads View citations (13)
  3. International spillovers of central bank balance sheet policies
    A chapter in Are central bank balance sheets in Asia too large?, 2012, vol. 66, pp 220-264 Downloads View citations (51)
  4. Key facts on central bank balance sheets in Asia and the Pacific
    A chapter in Are central bank balance sheets in Asia too large?, 2012, vol. 66, pp 10-29 Downloads View citations (8)
  5. Monetary Policy Strategies in the Asia and Pacific Region: Which Way Forward?
    Chapter 3 in Monetary and Currency Policy Management in Asia, 2012 Downloads View citations (1)

2011

  1. Exchange rate and monetary policy frameworks in EMEs
    A chapter in Capital flows, commodity price movements and foreign exchange intervention, 2011, vol. 57, pp 37-63 Downloads View citations (10)
  2. Introduction
    A chapter in Currency internationalisation: lessons from the global financial crisis and prospects for the future in Asia and the Pacific, 2011, vol. 61, pp 1-3 Downloads

2010

  1. Discussion of Oil Price Shocks, Monetary Policy and Stagflation
    A chapter in Inflation in an Era of Relative Price Shocks, 2010 Downloads
  2. Targeting inflation in Asia and the Pacific: lessons from the recent past
    A chapter in The international financial crisis and policy challenges in Asia and the Pacific, 2010, vol. 52, pp 251-273 Downloads View citations (23)
  3. The international financial crisis: timeline, impact and policy responses in Asia and the Pacific
    A chapter in The international financial crisis and policy challenges in Asia and the Pacific, 2010, vol. 52, pp 21-82 Downloads View citations (18)

2003

  1. A tale of two perspectives: old or new challenges for monetary policy?
    A chapter in Monetary policy in a changing environment, 2003, vol. 19, pp 1-59 Downloads View citations (47)
    See also Working Paper (2003)

Software Items

 
Page updated 2020-08-07