Details about N Kundan Kishor

Access statistics for papers by N Kundan Kishor.

Last updated 2024-07-05. Update your information in the RePEc Author Service.

Short-id: pki224

Working Papers

2024

1. Does Zillow Rent Measure Help Predict CPI Rent Inflation?
   MPRA Paper, University Library of Munich, Germany

2023

2. (In)Stability of the relationship between relative expenditure and prices of durable and non-durable goods
   MPRA Paper, University Library of Munich, Germany
3. Bridging the racial disparity in wealth creation in Milwaukee
   MPRA Paper, University Library of Munich, Germany
4. Estimating Expected Asset Returns With the Present Value Model of Consumption and Fed Forecasts
   MPRA Paper, University Library of Munich, Germany
5. Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators
   MPRA Paper, University Library of Munich, Germany
6. The Role of Inflation Targeting in Anchoring Long-Run Inflation Expectations: Evidence from India
   MPRA Paper, University Library of Munich, Germany

2021

7. (A)Synchronous Housing Markets of Global Cities
   MPRA Paper, University Library of Munich, Germany

2017

8. Corporate Overseas Debt Issuance in the Context of Global Liquidity Transmission
   MPRA Paper, University Library of Munich, Germany View citations (1)
9. Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument
   MPRA Paper, University Library of Munich, Germany
10. The Dynamic Relationship Among the Money Market Mutual Funds, the Commercial Paper Market and the Repo Market
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article The dynamic relationship among the money market mutual funds, the commercial paper market, and the repo market, The European Journal of Finance, Taylor & Francis Journals (2019) (2019)
11. The Rise of Dollar Credit in Emerging Market Economies and US Monetary Policy
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article The rise of dollar credit in emerging market economies and US monetary policy, The World Economy, Wiley Blackwell (2019) View citations (1) (2019)
12. Understanding the Relationship between Public and Private Commercial Real Estate Markets
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Understanding the relationship between public and private commercial real estate markets, Journal of Property Research, Taylor & Francis Journals (2020) View citations (1) (2020)

2016

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

2015

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

2014

15. 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
    See also Journal Article 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, De Gruyter (2018) View citations (1) (2018)
16. 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

2012

17. What is Driving Financial Dollarization in Transition Economies? A Dynamic Factor Analysis
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (3)
    See also Journal Article WHAT IS DRIVING FINANCIAL DOLLARIZATION IN TRANSITION ECONOMIES? A DYNAMIC FACTOR ANALYSIS, Macroeconomic Dynamics, Cambridge University Press (2015) View citations (8) (2015)

2010

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

2009

20. Data Revisions in India and its Implications for Monetary Policy
    MPRA Paper, University Library of Munich, Germany
21. Is the East African Community an Optimum Currency Area?
    MPRA Paper, University Library of Munich, Germany View citations (6)
22. Modeling Inflation in India: The Role of Money
    MPRA Paper, University Library of Munich, Germany View citations (4)
    See also Journal Article MODELING INFLATION IN INDIA: THE ROLE OF MONEY, The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd. (2012) View citations (2) (2012)
23. The Instability in the Monetary Policy Reaction Function and the Estimation of Monetary Policy Shocks
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article THE INSTABILITY IN THE MONETARY POLICY REACTION FUNCTION AND THE ESTIMATION OF MONETARY POLICY SHOCKS, Contemporary Economic Policy, Western Economic Association International (2014) View citations (1) (2014)

2006

24. 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 View citations (97)

2005

25. VAR estimation and forecasting when data are subject to revision
    Working Papers, Federal Reserve Bank of Dallas View citations (40)
    See also Journal Article VAR Estimation and Forecasting When Data Are Subject to Revision, Journal of Business & Economic Statistics, Taylor & Francis Journals (2009) View citations (3) (2009)

2004

26. 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

2024

1. Does membership of the EMU matter for economic and financial outcomes?
   Contemporary Economic Policy, 2024, 42, (3), 416-447

2023

2. Introduction to the special issue "Macroeconomic Policy in Turbulent Times in EMEs"
   Indian Economic Review, 2023, 58, (2), 253-260

2022

3. Business cycle synchronization in the CIS region
   Economics of Transition and Institutional Change, 2022, 30, (1), 135-158
4. Dynamic comovement among banks, systemic risk, and the macroeconomy
   Journal of Banking & Finance, 2022, 138, (C) View citations (2)
5. Finding a Role for Slack in Real-Time Inflation Forecasting
   International Journal of Central Banking, 2022, 18, (2), 245-282
6. Role of credit and expectations in house price dynamics
   Finance Research Letters, 2022, 50, (C) View citations (2)
7. The local employment effect of house prices: Evidence from U.S. States
   Journal of Housing Economics, 2022, 55, (C)

2021

8. Forecasting real‐time economic activity using house prices and credit conditions
   Journal of Forecasting, 2021, 40, (2), 213-227 View citations (1)

2020

9. Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts
   Oxford Bulletin of Economics and Statistics, 2020, 82, (2), 257-284 View citations (3)
10. Understanding the relationship between public and private commercial real estate markets
    Journal of Property Research, 2020, 37, (4), 289-307 View citations (1)
    See also Working Paper Understanding the Relationship between Public and Private Commercial Real Estate Markets, MPRA Paper (2017) (2017)

2019

11. 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
    See also Working Paper The Dynamic Relationship Among the Money Market Mutual Funds, the Commercial Paper Market and the Repo Market, MPRA Paper (2017) (2017)
12. The rise of dollar credit in emerging market economies and US monetary policy
    The World Economy, 2019, 42, (2), 530-551 View citations (1)
    See also Working Paper The Rise of Dollar Credit in Emerging Market Economies and US Monetary Policy, MPRA Paper (2017) (2017)

2018

13. 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 View citations (1)
    See also Working Paper Examining the Success of the Central Banks in Inflation Targeting Countries: The Dynamics of Inflation Gap and the Institutional Characteristics, MPRA Paper (2014) (2014)
14. Forecasting house prices in OECD economies
    Journal of Forecasting, 2018, 37, (2), 170-190 View citations (11)
15. Re-evaluating the effectiveness of inflation targeting
    Journal of Economic Dynamics and Control, 2018, 90, (C), 76-97 View citations (23)

2017

16. The Dynamic Behaviour of Implicit Inflation Targets for ‘Inflation Targeting Lite’ Economies
    The Economic Record, 2017, 93, (300), 67-88
17. 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 View citations (28)
18. 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 View citations (27)

2015

19. Are all movements in food and energy prices transitory? Evidence from India
    Journal of Policy Modeling, 2015, 37, (1), 92-106 View citations (7)
20. CONSUMPTION AND EXPECTED ASSET RETURNS: AN UNOBSERVED-COMPONENT APPROACH
    Macroeconomic Dynamics, 2015, 19, (5), 1023-1044 View citations (1)
21. The Exchange Rate Disconnect Puzzle Revisited
    International Journal of Finance & Economics, 2015, 20, (2), 126-137 View citations (9)
22. 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
23. Understanding the dynamics of the macroeconomic trilemma
    International Review of Applied Economics, 2015, 29, (1), 32-64 View citations (3)
24. WHAT IS DRIVING FINANCIAL DOLLARIZATION IN TRANSITION ECONOMIES? A DYNAMIC FACTOR ANALYSIS
    Macroeconomic Dynamics, 2015, 19, (4), 816-835 View citations (8)
    See also Working Paper What is Driving Financial Dollarization in Transition Economies? A Dynamic Factor Analysis, Centre for Growth and Business Cycle Research Discussion Paper Series (2012) View citations (3) (2012)
25. 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 View citations (20)

2014

26. Consumption-Wealth Ratio and Expected Housing Return
    Journal of Real Estate Research, 2014, 36, (1), 87-108 View citations (5)
    Also in Journal of Real Estate Research, 2014, 36, (1), 87-108 (2014)
27. Credit Indicators as Predictors of Economic Activity: A Real‐Time VAR Analysis
    Journal of Money, Credit and Banking, 2014, 46, (2-3), 545-564 View citations (11)
28. THE INSTABILITY IN THE MONETARY POLICY REACTION FUNCTION AND THE ESTIMATION OF MONETARY POLICY SHOCKS
    Contemporary Economic Policy, 2014, 32, (2), 390-402 View citations (1)
    See also Working Paper The Instability in the Monetary Policy Reaction Function and the Estimation of Monetary Policy Shocks, MPRA Paper (2009) (2009)

2013

29. Bank lending channel in India: evidence from state-level analysis
    Empirical Economics, 2013, 45, (3), 1307-1331 View citations (2)
30. Does federal funds futures rate contain information about the treasury bill rate?
    Applied Financial Economics, 2013, 23, (16), 1311-1324 View citations (3)
31. 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 View citations (29)

2012

32. A NOTE ON TIME VARIATION IN A FORWARD-LOOKING MONETARY POLICY RULE: EVIDENCE FROM EUROPEAN COUNTRIES
    Macroeconomic Dynamics, 2012, 16, (S3), 422-437 View citations (8)
33. MODELING INFLATION IN INDIA: THE ROLE OF MONEY
    The Singapore Economic Review (SER), 2012, 57, (04), 1-19 View citations (2)
    See also Working Paper Modeling Inflation in India: The Role of Money, MPRA Paper (2009) View citations (4) (2009)

2011

34. Business Cycle Synchronization in the Proposed East African Monetary Union: An Unobserved Component Approach
    Review of Development Economics, 2011, 15, (4), 664-675 View citations (30)
35. Data revisions in India: Implications for monetary policy
    Journal of Asian Economics, 2011, 22, (2), 164-173 View citations (2)

2010

36. Inflation convergence and currency unions: the case of the East African community
    Indian Growth and Development Review, 2010, 3, (1), 36-52 View citations (6)

2009

37. VAR Estimation and Forecasting When Data Are Subject to Revision
    Journal of Business & Economic Statistics, 2009, 30, (2), 181-190 View citations (3)
    See also Working Paper VAR estimation and forecasting when data are subject to revision, Working Papers (2005) View citations (40) (2005)

2007

38. 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 View citations (51)
39. THE SUCCESS OF THE FED AND THE DEATH OF MONETARISM
    Economic Inquiry, 2007, 45, (1), 56-70 View citations (9)