TO LEAN OR NOT TO LEAN AGAINST AN ASSET PRICE BUBBLE? EMPIRICAL EVIDENCE-Reference-Cited by-同舟云学术

TO LEAN OR NOT TO LEAN AGAINST AN ASSET PRICE BUBBLE? EMPIRICAL EVIDENCE

Published:2020-06-24 Issue:4 Volume:58 Page:1958-1976
ISSN:0095-2583
Container-title:Economic Inquiry
language:en
Short-container-title:Econ Inq

Author:

Evgenidis Anastasios¹,Malliaris Anastasios G.²

Affiliation:

1. Newcastle University Business School, Newcastle University, Newcastle University Business School Newcastle upon Tyne NE1 4SE UK

2. Quinlan School of Business Loyola University Chicago Chicago IL 60611 USA

Publisher

Wiley

Subject

Economics and Econometrics,General Business, Management and Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/ecin.12915

Reference57 articles.

1. Allen F. G.Barlevy andD.Gale. “On Interest Rate Policy and Asset Bubbles ” in2017 Meeting Papers Society for Economic Dynamics 2017.

2. Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications

3. Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections

4. Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound;Baumeister C.;International Journal of Central Banking,2013

5. Beckers B. andK.Bernoth. “Monetary Policy and Mispricing in Stock Markets.” DIW Berlin German Institute for Economic Research Discussion Paper 1605 2016.

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