Details about Andrew Filardo

Access statistics for papers by Andrew Filardo.

Last updated 2024-07-18. Update your information in the RePEc Author Service.

Short-id: pfi266

Working Papers

2019

1. Measuring financial cycle time
   Bank of England working papers, Bank of England View citations (5)
   Also in BIS Working Papers, Bank for International Settlements (2018) View citations (14)
2. The reaction function channel of monetary policy and the financial cycle
   BIS Working Papers, Bank for International Settlements View citations (8)

2018

3. Effectiveness of unconventional monetary policies in a low interest rate environment
   BIS Working Papers, Bank for International Settlements View citations (16)
4. Monetary policy spillovers, global commodity prices and cooperation
   Working Papers, Banco Central de Reserva del Perú View citations (7)
   Also in BIS Working Papers, Bank for International Settlements (2018) View citations (7)
5. The cross-border credit channel and lending standards surveys
   BIS Working Papers, Bank for International Settlements View citations (3)

2017

6. The Globalisation of Inflation: The Growing Importance of Global Value Chains
   CESifo Working Paper Series, CESifo View citations (131)
   Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2017) View citations (63)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (112)
   BIS Working Papers, Bank for International Settlements (2017) View citations (124)

2016

7. A quantitative case for leaning against the wind
   BIS Working Papers, Bank for International Settlements View citations (92)

2015

8. Financial crisis, US unconventional monetary policy and international spillovers
   BIS Working Papers, Bank for International Settlements View citations (49)
   Also in Working Papers, Hong Kong Institute for Monetary Research (2014) View citations (22)
   See also Journal Article Financial crisis, US unconventional monetary policy and international spillovers, Journal of International Money and Finance, Elsevier (2016) View citations (148) (2016)
9. Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia
   LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis View citations (1)
   Also in BIS Working Papers, Bank for International Settlements (2015) View citations (1)
   See also Journal Article Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia, Emerging Markets Finance and Trade, Taylor & Francis Journals (2016) View citations (4) (2016)

2014

10. Monetary analysis and the global financial cycle: an Asian central bank perspective
    BIS Working Papers, Bank for International Settlements View citations (10)
    See also Journal Article Monetary analysis and the global financial cycle: An Asian central bank perspective, Journal of Asian Economics, Elsevier (2016) View citations (8) (2016)

2012

11. Ensuring price stability in post-crisis Asia: lessons from the recovery
    BIS Working Papers, Bank for International Settlements View citations (5)

2011

12. 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 View citations (16)

2010

13. Monetary Policy Strategies in the Asia and Pacific Region: What Way Forward?
    Finance Working Papers, East Asian Bureau of Economic Research View citations (8)
    Also in Working Papers, eSocialSciences (2010) View citations (8)
    ADBI Working Papers, Asian Development Bank Institute (2010) View citations (8)

2009

14. 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

2007

15. Globalisation and inflation: New cross-country evidence on the global determinants of domestic inflation
    BIS Working Papers, Bank for International Settlements View citations (446)

2005

16. Deflation in a historical perspective
    BIS Working Papers, Bank for International Settlements View citations (64)
17. Research on exchange rates and monetary policy: an overview
    BIS Working Papers, Bank for International Settlements View citations (14)

2004

18. Back to the future? Assessing the deflation record
    BIS Working Papers, Bank for International Settlements View citations (18)
19. 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 View citations (16)
20. Monetary policy and asset price bubbles: calibrating the monetary policy trade-offs
    BIS Working Papers, Bank for International Settlements View citations (65)
21. The 2001 US recession: what did recession prediction models tell us?
    BIS Working Papers, Bank for International Settlements View citations (1)

2003

22. A tale of two perspectives: old or new challenges for monetary policy?
    BIS Working Papers, Bank for International Settlements View citations (97)
    See also Chapter A tale of two perspectives: old or new challenges for monetary policy?, BIS Papers chapters, Bank for International Settlements (2003) View citations (97) (2003)

2001

23. Should monetary policy respond to asset price bubbles?: some experimental results
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (27)

1998

24. Choosing information variables for transition probabilities in a time-varying transition probability Markov switching model
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (11)

1997

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

1996

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

1995

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

1994

28. International co-movements of business cycles
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (14)

1993

29. Business Cycle Durations
    Working Papers, Laval - Recherche en Politique Economique View citations (14)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (1993) View citations (2)
    See also Journal Article Business cycle durations, Journal of Econometrics, Elsevier (1998) View citations (172) (1998)
30. Business cycle phases and their transitional dynamics
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (5)
    See also Journal Article Business-Cycle Phases and Their Transitional Dynamics, Journal of Business & Economic Statistics, American Statistical Association (1994) View citations (472) (1994)
31. 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 View citations (148)
   See also Working Paper Financial crisis, US unconventional monetary policy and international spillovers, BIS Working Papers (2015) View citations (49) (2015)
2. Monetary analysis and the global financial cycle: An Asian central bank perspective
   Journal of Asian Economics, 2016, 46, (C), 1-16 View citations (8)
   See also Working Paper Monetary analysis and the global financial cycle: an Asian central bank perspective, BIS Working Papers (2014) View citations (10) (2014)
3. Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia
   Emerging Markets Finance and Trade, 2016, 52, (2), 364-381 View citations (4)
   See also Working Paper Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia, LCERPA Working Papers (2015) View citations (1) (2015)

2015

4. The costs of deflations: a historical perspective
   BIS Quarterly Review, 2015 View citations (53)

2014

5. Forward guidance at the zero lower bound
   BIS Quarterly Review, 2014 View citations (104)

2012

6. The expansion of central bank balance sheets in emerging Asia: what are the risks?
   BIS Quarterly Review, 2012 View citations (44)

2007

7. Money Still Makes the World Go Round: The Zonal View
   Journal of the European Economic Association, 2007, 5, (2-3), 509-523 View citations (8)

2004

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

2000

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

1999

10. How reliable are recession prediction models?
    Economic Review, 1999, 84, (Q II), 35-55 View citations (15)

1998

11. Business cycle durations
    Journal of Econometrics, 1998, 85, (1), 99-123 View citations (172)
    See also Working Paper Business Cycle Durations, Working Papers (1993) View citations (14) (1993)
12. New evidence on the output cost of fighting inflation
    Economic Review, 1998, 83, (Q III) View citations (69)

1997

13. Cyclical implications of the declining manufacturing employment share
    Economic Review, 1997, 82, (Q II), 63-87 View citations (14)

1996

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

1995

15. Has the productivity trend steepened in the 1990s?
    Economic Review, 1995, 80, (Q IV), 41-59 View citations (4)
16. Recent evidence on the muted inventory cycle
    Economic Review, 1995, 80, (Q II), 27-43 View citations (7)

1994

17. Business-Cycle Phases and Their Transitional Dynamics
    Journal of Business & Economic Statistics, 1994, 12, (3), 299-308 View citations (472)
    See also Working Paper Business cycle phases and their transitional dynamics, Research Working Paper (1993) View citations (5) (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 View citations (12)

2013

2. 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

2012

3. 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 View citations (20)
4. 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 View citations (24)
5. 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 View citations (106)
6. 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 View citations (10)
7. Monetary Policy Strategies in the Asia and Pacific Region: Which Way Forward?
   Chapter 3 in Monetary and Currency Policy Management in Asia, 2012 View citations (1)

2011

8. 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 View citations (12)
9. 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

2010

10. Discussion of Oil Price Shocks, Monetary Policy and Stagflation
    A chapter in Inflation in an Era of Relative Price Shocks, 2010
11. 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 View citations (34)
12. 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 View citations (30)

2003

13. 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 View citations (97)
    See also Working Paper A tale of two perspectives: old or new challenges for monetary policy?, Bank for International Settlements (2003) View citations (97) (2003)