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Details about N Kundan Kishor

E-mail:
Homepage:http://sites.google.com/site/nkundankishor/
Workplace:Economics Department, University of Wisconsin, (more information at EDIRC)

Access statistics for papers by N Kundan Kishor.

Last updated 2019-10-04. Update your information in the RePEc Author Service.

Short-id: pki224


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Working Papers

2017

  1. Corporate Overseas Debt Issuance in the Context of Global Liquidity Transmission
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument
    MPRA Paper, University Library of Munich, Germany Downloads
  3. The Dynamic Relationship Among the Money Market Mutual Funds, the Commercial Paper Market and the Repo Market
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in The European Journal of Finance (2019)
  4. The Rise of Dollar Credit in Emerging Market Economies and US Monetary Policy
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in The World Economy (2019)
  5. Understanding the Relationship between Public and Private Commercial Real Estate Markets
    MPRA Paper, University Library of Munich, Germany Downloads

2016

  1. The roles of inflation expectations, core inflation, and slack in real-time inflation forecasting
    Working Papers, Federal Reserve Bank of Dallas Downloads

2015

  1. On the Effectiveness of Inflation Targeting: Evidence from a Semiparametric Approach
    MPRA Paper, University Library of Munich, Germany Downloads

2014

  1. Examining the Success of the Central Banks in Inflation Targeting Countries: The Dynamics of Inflation Gap and the Institutional Characteristics
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2018)
  2. What Factors Drive the Price-Rent Ratio for the Housing Market? A Modified Present-Value Approach
    Discussion Papers, School of Economics, The University of New South Wales Downloads

2012

  1. What is Driving Financial Dollarization in Transition Economies? A Dynamic Factor Analysis
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads View citations (3)
    See also Journal Article in Macroeconomic Dynamics (2015)

2010

  1. The Superiority of Greenbook Forecasts and the Role of Recessions
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads
  2. Yield spreads as predictors of economic activity: a real-time VAR analysis
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (1)

2009

  1. Data Revisions in India and its Implications for Monetary Policy
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Is the East African Community an Optimum Currency Area?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
  3. Modeling Inflation in India: The Role of Money
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in The Singapore Economic Review (SER) (2012)
  4. The Instability in the Monetary Policy Reaction Function and the Estimation of Monetary Policy Shocks
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Contemporary Economic Policy (2014)

2006

  1. A Time-Varying Parameter Model for a Forward-Looking Monetary Policy Rule Based on Real-Time Data
    Working Papers, University of Washington, Department of Economics Downloads View citations (10)

2005

  1. VAR estimation and forecasting when data are subject to revision
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (39)
    See also Journal Article in Journal of Business & Economic Statistics (2009)

2004

  1. Does Consumption Respond More to Housing Wealth Than to Financial Market Wealth?
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (1)

Journal Articles

2019

  1. The dynamic relationship among the money market mutual funds, the commercial paper market, and the repo market
    The European Journal of Finance, 2019, 25, (5), 395-414 Downloads
    See also Working Paper (2017)
  2. The rise of dollar credit in emerging market economies and US monetary policy
    The World Economy, 2019, 42, (2), 530-551 Downloads
    See also Working Paper (2017)

2018

  1. Examining the success of the central banks in inflation targeting countries: the dynamics of the inflation gap and institutional characteristics
    Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (1), 19 Downloads
    See also Working Paper (2014)
  2. Forecasting house prices in OECD economies
    Journal of Forecasting, 2018, 37, (2), 170-190 Downloads View citations (2)
  3. Re-evaluating the effectiveness of inflation targeting
    Journal of Economic Dynamics and Control, 2018, 90, (C), 76-97 Downloads View citations (3)

2017

  1. The Dynamic Behaviour of Implicit Inflation Targets for ‘Inflation Targeting Lite’ Economies
    The Economic Record, 2017, 93, (300), 67-88 Downloads
  2. The Dynamic Relationship Between Housing Prices and the Macroeconomy: Evidence from OECD Countries
    The Journal of Real Estate Finance and Economics, 2017, 54, (2), 237-268 Downloads View citations (3)
  3. The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model
    Journal of Economic Dynamics and Control, 2017, 82, (C), 206-222 Downloads View citations (3)

2015

  1. Are all movements in food and energy prices transitory? Evidence from India
    Journal of Policy Modeling, 2015, 37, (1), 92-106 Downloads View citations (5)
  2. CONSUMPTION AND EXPECTED ASSET RETURNS: AN UNOBSERVED-COMPONENT APPROACH
    Macroeconomic Dynamics, 2015, 19, (05), 1023-1044 Downloads
  3. The Exchange Rate Disconnect Puzzle Revisited
    International Journal of Finance & Economics, 2015, 20, (2), 126-137 Downloads View citations (5)
  4. Time variation in the relative importance of permanent and transitory components in the U.S. housing market
    Finance Research Letters, 2015, 12, (C), 92-99 Downloads
  5. Understanding the dynamics of the macroeconomic trilemma
    International Review of Applied Economics, 2015, 29, (1), 32-64 Downloads View citations (2)
  6. WHAT IS DRIVING FINANCIAL DOLLARIZATION IN TRANSITION ECONOMIES? A DYNAMIC FACTOR ANALYSIS
    Macroeconomic Dynamics, 2015, 19, (04), 816-835 Downloads View citations (6)
    See also Working Paper (2012)
  7. What factors drive the price–rent ratio for the housing market? A modified present-value analysis
    Journal of Economic Dynamics and Control, 2015, 58, (C), 235-249 Downloads View citations (5)

2014

  1. Consumption-Wealth Ratio and Expected Housing Return
    Journal of Real Estate Research, 2014, 36, (1), 87-108 Downloads View citations (2)
  2. Credit Indicators as Predictors of Economic Activity: A Real‐Time VAR Analysis
    Journal of Money, Credit and Banking, 2014, 46, (2-3), 545-564 Downloads View citations (7)
  3. THE INSTABILITY IN THE MONETARY POLICY REACTION FUNCTION AND THE ESTIMATION OF MONETARY POLICY SHOCKS
    Contemporary Economic Policy, 2014, 32, (2), 390-402 Downloads View citations (1)
    See also Working Paper (2009)

2013

  1. Bank lending channel in India: evidence from state-level analysis
    Empirical Economics, 2013, 45, (3), 1307-1331 Downloads
  2. Does federal funds futures rate contain information about the treasury bill rate?
    Applied Financial Economics, 2013, 23, (16), 1311-1324 Downloads
  3. The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market
    Journal of International Financial Markets, Institutions and Money, 2013, 24, (C), 1-24 Downloads View citations (10)

2012

  1. A NOTE ON TIME VARIATION IN A FORWARD-LOOKING MONETARY POLICY RULE: EVIDENCE FROM EUROPEAN COUNTRIES
    Macroeconomic Dynamics, 2012, 16, (S3), 422-437 Downloads View citations (5)
  2. MODELING INFLATION IN INDIA: THE ROLE OF MONEY
    The Singapore Economic Review (SER), 2012, 57, (04), 1-19 Downloads
    See also Working Paper (2009)

2011

  1. Business Cycle Synchronization in the Proposed East African Monetary Union: An Unobserved Component Approach
    Review of Development Economics, 2011, 15, (4), 664-675 Downloads View citations (16)
  2. Data revisions in India: Implications for monetary policy
    Journal of Asian Economics, 2011, 22, (2), 164-173 Downloads View citations (1)

2010

  1. Inflation convergence and currency unions: the case of the East African community
    Indian Growth and Development Review, 2010, 3, (1), 36-52 Downloads View citations (5)

2009

  1. VAR Estimation and Forecasting When Data Are Subject to Revision
    Journal of Business & Economic Statistics, 2009, 30, (2), 181-190 Downloads View citations (2)
    See also Working Paper (2005)

2007

  1. Does Consumption Respond More to Housing Wealth Than to Financial Market Wealth? If So, Why?
    The Journal of Real Estate Finance and Economics, 2007, 35, (4), 427-448 Downloads View citations (37)
  2. THE SUCCESS OF THE FED AND THE DEATH OF MONETARISM
    Economic Inquiry, 2007, 45, (1), 56-70 Downloads View citations (8)
 
Page updated 2019-10-17