Proceedings

1980 - 2008

From Board of Governors of the Federal Reserve System (U.S.)
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2008

The international dimension of inflation: evidence from disaggregated data

Tommaso Monacelli and Luca Sala

Globalization, macroeconomic performance, and monetary policy

Frederic Mishkin

Welcoming remarks

Ben Bernanke

International pricing in a generalized model of ideal variety

David Hummels and Volodymyr Lugovskyy

International influences on domestic prices and activities: a FAVAR approach to open economy

Haroon Mumtaz and Paolo Surico

Incomplete cost pass-through under deep habits

Morten Ravn, Stephanie Schmitt-Grohe and Martín Uribe

Price stability with imperfect financial integration

Pierpaolo Benigno

Pass-through of exchange rates and competition between Mexico and China

Paul Bergin and Robert Feenstra

Exchange rate pass-through in a competitive model of pricing-to-market

Raphael Auer and Thomas Chaney

2007

Domestic prices in an integrated world economy

Anonymous

2005

Introduction pp. 1-16

Jon Faust, Athanasios Orphanides and David L. Reifschneider

Certainty equivalence and model uncertainty pp. 17-38

Lars Hansen and Thomas Sargent

Certainty equivalence - discussion pp. 39-51

Volker Wieland

Robust estimation and monetary policy with unobserved structural change pp. 53-81

John Williams

Robust estimation - discussion pp. 82-85

Francis Diebold

Estimating forward-looking Euler equations with GMM estimators: an optimal-instruments approach pp. 87-114

Jeffrey Fuhrer and Giovanni Olivei

Estimating forward-looking Euler equations - discussion pp. 115-125

Sharon Kozicki

Optimal stabilization policy when wages and prices are sticky: the case of a distorted steady state pp. 127-180

Pierpaolo Benigno and Michael Woodford

Price- and wage- inflation targeting: variations on a theme by Erceg, Henderson, and Levin pp. 181-215

Matthew Canzoneri, Robert Cumby and Behzad Diba

Price- and wage- inflation targeting - discussion pp. 216-223

Eric Leeper

Targeting versus instrument rules for monetary policy pp. 225-245

Bennett McCallum and Edward Nelson

Targeting versus instrument rules for monetary policy - discussion pp. 246-248

Mark Gertler

Liquidity and fire sales pp. 249-270

David Kelly and Stephen LeRoy

Liquidity and fire sales - discussion pp. 271-275

Anil Kashyap

Narrow money, broad money, and the transmission of monetary policy pp. 276-303

Marvin Goodfriend

Narrow money, broad money, and transmission of monetary policy - discussion pp. 304-309

Gregory Hess

Research at the Federal Reserve Board: the contributions of Henderson, Porter and Tinsley pp. 311-318

Donald L. Kohn

The Board's modeling work in the 1960s pp. 319-322

Edward Gramlich

Panel discussion monetary policy modeling: where are we and where should we be going? pp. 323-339

Ben Bernanke, William Poole and John Taylor

Models and monetary policy: research in the tradition of Dale Henderson, Richard Porter, and Peter Tinsley

Anonymous

Foreword

Alan Greenspan

Smooth landing or crash? model based scenarios of global current account rebalancing

Hamid Faruqee, Douglas Laxton, Dirk Muir and Paolo Pesenti

Trade adjustment and the composition of trade

Christopher Erceg, Luca Guerrieri and Christopher Gust

An estimated New Keynesian small open economy model

Malin Adolfson, Stefan Laséen, Jesper Lindé and Mattias Villani

Quantitative evidence on price determination, Federal Reserve Board, Washington, D.C., September 29-30, 2005

Anonymous

Modeling inflation dynamics: a critical survey of recent research

Jeremy B. Rudd and Karl Whelan

A quantitative comparison of sticky-price and sticky-information models of price setting

Michael Kiley

Pricing models: a Bayesian DSGE approach to the U.S. economy

Jean-Philippe Laforte

Has inflation become harder to forecast?

James Stock and Mark Watson

Financial market risk premiums: time variation and macroeconomic links, Federal Reserve Board, Washington, D.C., July 21-22, 2005

Anonymous

Expected returns, yield spreads, and asset pricing tests

Murillo Campello, Long Chen and Lu Zhang

DSGE modeling at policymaking institutions: progress and prospects

Anonymous

Heterogeneous beliefs, trading risk, and the equity premium

Alexander David

A global village without borders? international price differentials at eBay

Philipp Maier

Benefits from U.S. monetary policy experimentation in the days of Samuelson and Solow and Lucas

Timothy Cogley, Riccardo Colacito and Thomas Sargent

Price and investment dynamics: theory and plant level data

Charlotte Bucht, Nils Gottfries, Tomas Lindstrom and Magnus Lundin

Real wage rigidities and the New Keynesian model

Olivier Blanchard and Jordi Galí

Panel discussion: understanding price determination: where are we now? where should we be going?

Robert Lucas, N. Gregory Mankiw and Michael Woodford

Long-run risks and equity Returns

Ravi Bansal, Robert Dittmar and Dana Kiku

The declining equity premium: what role does macroeconomic risk play?

Martin Lettau, Sydney Ludvigson and Jessica Wachter

Growth or glamour? fundamentals and systemic risk in stock returns

John Campbell, Christopher Polk and Tuomo Vuolteenaho

Stock returns and expected business conditions: half a century of direct evidence

Sean D. Campbell and Francis Diebold

Monetary policy in a life-cycle economy

Ippei Fujiwara and Yuki Teranishi

From the horse’s mouth: gauging conditional expected stock returns from investor surveys

Gene Amromin and Steven Sharpe

Downside risk

Andrew Ang, Joseph Chen and Yuhang Xing

Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities

Tim Bollerslev, Michael S. Gibson and Hao Zhou

Stock returns and volatility: pricing the long-run and short-run components of market risk

Tobias Adrian and Joshua Rosenberg

Tax reform and labour market performance in the Euro area: a macroeconomic assessment

Günter Coenen, Peter McAdam and Roland Straub

Optimal price setting and inflation inertia in a rational expectations model

Michel Juillard, Ondra Kamenik and Michael Kumhof

Monetary neglect and the Canadian Phillips Curve

Stephen Murchison and Andrew Rennison

Bubbles, financial shocks, and monetary policy

Lawrence Christiano, Roberto Motto and Massimo Rostagno

An estimated DSGE model of the US economy with an application to natural rate measures

Rochelle Edge, Michael Kiley and Jean-Philippe Laforte

Improving monetary policy models

Christopher Sims

Taking DSGE models to the policy environment

Pedro Alvarez-Lois, Richard Harrison, Laura Piscitelli and Alasdair Scott