Диссертация (Оптимизация правил валютной и денежно-кредитной политики в динамической стохастической модели общего равновесия, оцененной для России), страница 22

(2013). Oil Dependency of theRussian Economy: An Econometric Analysis // Economic Modeling, 32, 400-428.29. Benes, J., Berg, A., Portillo, R.A., Vavra, D. (2015) Modeling sterilizedInterventions and Balance Sheet Effect of Monetary Policy in a New KeynesianFramework // Open Economies Review, 26(1), 81-108.30.

Benigno, P. (2001). Price Stability with Imperfect Financial Integration // Journal ofMoney, Credit and Banking, 41(1), 121-149.31. Bernanke, B., Gertler, M., Gilchrist, S. (1996). The Financial Accelerator and theFlight to Quality // The Review of Economics and Statistics, 78(1), 1-15.32. Bernanke, B.S., Gertler, M., Gilchrist, S. (1999а). The financial accelerator in aquantitative business cycle framework // Handbook of macroeconomics, 1, 13411393.12633.

Bernanke, B.S., Laubach, T., Mishkin, F.S., Posen, A.S. (1999б). InflationTargeting: Lessons from the International Experience. Princeton University Press.34. Bhandari, J.S., Ul Haque, N., Turnovsky, S.J. (1990).Growth, External Debt,and Sovereign Risk in a Small Open Economy. International Monetary Fund Staff¤Papers, 37.35. Blanchard, O.J., Kahn, C.M.

(1980). The Solution of Linear Difference Modelsunder Rational Expectations. Econometrica, 48(5), 1305-1312.36. Calvo, G.A. (1983). Staggered prices in a utility-maximizing framework // Journalof Monetary Economics, vol. 12(3), September, 383-398.37. Calvo, G.A., Reinhart, C.M. (2002). Fear of Floating // Quarterly Journal ofEconomics, 117(2), 379-408.38. Castillo, C. (2014). Inflation targeting and exchange rate volatility smoothing: Atwo-target, two-instrument approach // Economic Modelling , 43, 330-345.39. Cavoli, T., Rajan, R.

(2006). Monetary policy rules for small and open developingeconomies: a counterfactual policy analysis // Journal of Economic Development,31, 89–111.40. Cespedes, L.F., Chang, R., Velasco, A. (2004). Balance sheets and exchange ratepolicy // American Economic Review, 94, 1183–1193.41. Chari, V.V., McGrattan, E.R., Kehoe, P.J. (2009). New Keynesian Models: NotYet Useful for Policy Analysis // American Economic Journal: Macroeconomics,1(1), 242–266.42.

Christiano, L.J., Eichenbaum, M., Vigfusson, R. (2004). What Happens After aTechnology Shock? NBER Working Paper №w9819.43. Christiano, L.J., Eichenbaum, M., Evans, C. (2005). Nominal rigidities and thedynamic effects of a shock to monetary policy // Journal of Political Economy, 113,1-45.44. Corsetti, G., Pesenti, P. (2005). International dimensions of optimal monetarypolicy // Journal of Monetary Economics, 52, 281–305.45. Crow, J.W. (1992). How the Exchange Rate Fits In // Bank of Canada Review,September.12746.

Curdia, V., Finocchiaro, D. (2005). An Estimates DSGE Model for Sweden with aMonetary Regime Change. Seminar Paper 740, Institute for International EconomicStudies.47. Curdia, V., Woodford, M. (2011). The central-bank balance sheet as an instrumentof monetary policy // Journal of Monetary Economics, 58(1), 54–79.48. Dib, A. (2008). Welfare Effects of Commodity Price and Exchange Rate Volatilitiesin a Multi-Sector Small Open Economy Model.

Bank of Canada Working Paper2008-8.49. Dong,W. (2008). Do Central Banks Respond to Exchange Rate Movements? SomeNew Evidence from Structural Estimation. Bank of Canada Working Paper №2008–24.50. Dornbusch, R. (1976). Exchange Rate Expectations and Monetary Policy // Journalof International Economics, 6 (3), 231–244.51. Eichengreen, B.

(1994). International Monetary Arrangements for the 21stCentury. Brookings Institution, Washington, DC.52. Erceg, C., Henderson, D., Levin, A. (2000). Optimal Monetary Policy withStaggered Wage and Price Contracts // Journal of Monetary Economics, 46(2), 281–313.53. Escudé, G.J.

(2007). ARGEM: A DSGE Model with Banks and Monetary PolicyRegimes with Two Feedback Rules, Calibrated for Argentina. BCRA WorkingPaper Series 200721, Central Bank of Argentina, Economic Research Department.54. Escudé, G.J. (2013). A DSGE model for a SOE with Systematic Interest andForeign Exchange policies in which policymakers exploit the risk premium forstabilization purposes // Economics – The Open-Access, Open-Assessment EJournal, 7(30), 1-110.55.

Fair, R.C., Howrey, E.P. (1996) Evaluating Alternative Monetary Policy Rules //Journal of Monetary Economics, 38, 173-193.56. Fischer, S. (2001). Exchange rate regimes: Is the bipolar view correct?Distinguished lecture on economics in government // Journal of EconomicPerspectives, 15(2), 3–24.12857. Fleming, J.M. (1962). Domestic financial policies under fixed and floatingexchange rates. IMF Staff Papers, 9, 369–379.58. Friedman, M. (1960). A Program of monetary stability.

New York: FordhamUniversity Press.59. Frommel, M., Schobert, F. (2006). Monetary Policy Rules in Central and EasternEurope. Leibniz Universität Hannover Economics Department. Discussion Paper№341.60. Fuhrer, J.C. (1996). Monetary Policy Shifts and Long-Term Interest Rates //Quarterly Journal of Economics, 111(4), 1183–1209.61. Gali, J.

(2008). Monetary Policy, Inflation and the Business Cycle: An Introductionto the New Keynesian Framework. Princeton University Press.62. Gali, J., Monacelli, T. (2005). Monetary Policy and Exchange Rate Volatility in aSmall Open Economy // The Review of Economic Studies, 72(3), 707-734.63. Gamerman, D. (1997). Markov Chain Monte Carlo. Stochastic Simulation forBayesian Inference. Chapman and Hall.64.

Garcia, C.J., Restrepo, J.E., Roger, S. (2011). How much should inflationtargeters care about the exchange rate? // Journal of International Money andFinance, 30, 1590–1617.65. Gertler, M., Gilchrist, S., Natalucci, F.M. (2007). External Constraints onMonetary Policy and the Financial Accelerator // Journal of Money, Credit andBanking, 39(2-3), 295-330.66. Geweke, J. (1999). Using simulation methods for Bayesian econometric models:inference, development and communication // Econometric Reviews, vol. 18 (1), 173.67.

Ghosh, A.R., Ostry, J.D., Chamon, M. (2015) Two targets, two instruments:Monetary and exchange rate policies in emerging market economies // Journal ofInternational Money and Finance, 60, 172-196.68. Hamilton, J. (1994). Time Series Analysis. Princeton University Press.12969. Iskrev, N. (2008). How much do We Learn from Estimating DSGE Models – aCase Study of Identification Issues in a New Keynesian Business Cycle Model.University of Michigan, mimeo.70.

Khvostova, I., Larin, A., Novak, A. (2014). Euler equation with habits andmeasurement errors: estimated on Russian micro data. NRU HSE Working PaperWP BRP 52/EC/2014.71. Konorev, A. (2011). Dutch Disease and Monetary Policy in an Oil-ExportingEconomy: the Case of Russia. CEU eTD Collection.72. Kumhof, M., Laxton, D., Muir, D., Mursula, S. (2010). The Global IntegratedMonetary and Fiscal Model (GIMF) – theoretical structure. IMF Working Paper10/34.73. Lama, R., Medina, J.P., (2012). Is exchange rate stabilization an appropriate curefor the Dutch disease? // International Journal of Central Banking, 8(1), 5–46.74. Lane, P.

(2001). The New Open-Economy Macroeconomics: A Survey // Journal ofInternational Economics, 54(2), 235–66.75. Leduc, S., Sill, K. (2004). A quantitative analysis of oil-price shocks, systematicmonetary policy and economic downturns // Journal of Monetary Economics, 51(4),781–808.76. Leiderman, L., Maino, R., Parrado, E., (2006). Inflation Targeting in DollarizedEconomies. IMF Working Paper №06/157.77. Leitemo, K., Söderström, U. (2005). Simple monetary policy rules and exchangerate uncertainty // Journal of International Money and Finance, 24, 481–507.78.

Levin, A.T., Wieland, V., Williams, J.C. (1999). Robustness of Simple MonetaryPolicy Rules under Model Uncertainty. In: Monetary Policy Rules, J.B. Taylor(ed.), Chicago: Chicago University Press, 263–299.79. Levin, A.T., Wieland, V., Williams, J.C. (2003). The performance of forecastbased policy rules under model uncertainty // American Economic Review, 93(3),622–645.80. Levin, A.T., Williams, J.C. (2003).

Robust Monetary Policy with CompetingReference Models // Journal of Monetary Economics, 50, 945–975.13081. Levy-Yeyati, E., Sturzenegger, F. (2005). Classifying Exchange Rate Regimes:Deeds vs. Words // European Economic Review, 49(6), 1603-1635.82. Linde, J., Nessen, M., Söderström, U. (2009).

Monetary Policy in an EstimatedOpen-Economy Model with Imperfect Pass-Through // International Journal ofFinance and Economics, 14, 301-333.83. Lubik, T.A. (2007). Non-Stationarity and Instability in Small Open-EconomyModels Even When They Are “Closed” // Economic Quarterly, 93(4), 393-412.84. Lucas, R.E. (1976). Econometric Policy Evaluation: A Critique // Carnegie –Rochester Conference Series on Public Policy,1, 19–46.85.

Malakhovskaya, O., Minabutdinov, A. (2014). Are commodity price shocksimportant? A Bayesian estimation of a DSGE model for Russia // InternationalJournal of Computational Economics and Econometrics, 4(1/2), 148-180.86. Mankiw, N.G. (2001). The Inexorable and Mysterious Tradeoff between Inflationand Unemployment // Economic Journal, 111(471), 45–61.87. Maslyuk, S., Smyth, R., (2008) Unit root properties of crude oil spot and futureprices // Energy Policy, 36(7), 2591–2600.88.

McCallum, B.T. (1988). Robustness Properties of a Rule for Monetary Policy //Carnegie Rochester Conference Series on Public Policy, 29, 173-204.89. McCallum B.T. (1999). Issues in the design of monetary policy rules. In:Handbook of Macroeconomics, J.B. Taylor and M. Woodford (ed.), Elsevier, vol. 1,1483–1530.90. McCallum, B.T.

(2006). Singapore’s Exchange Rate-centered Monetary PolicyRegime and its Relevance for China. MAS Staff Paper №43.91. Mishkin, F. (2000). Inflation targeting for emerging market countries // AmericanEconomic Review, 90, 105–109.92. Mishkin, F. (2007). Housing and the Monetary Policy Transmission Mechanism.NBER Working Paper №w13518.93. Mohanty, M., Klau, M. (2004). Monetary Policy Rules in Emerging MarketEconomies: Issues and Evidence. BIS Working Paper №149.13194. Morón, E., Winkelried, D. (2005).