Search Results - "Tambakis, Demosthenes"

A Markov chain measure of systemic banking crisis frequency by Tambakis, Demosthenes

“…This study nests historical evidence for credit growth-fuelled financial instability in a two-state nonhomogeneous Markov chain with logistic crisis incidence…”
Get full text

Determinate liquidity traps by Tambakis, Demosthenes N.

“…I study the long run determinacy tradeoff–recurrent episodes of passive monetary policy are (in)determinate if their expected duration is long (brief)–when…”
Get full text

On the risk of long-run deflation by Tambakis, Demosthenes N.

“…I determine expected long-run inflation in a two-state New Keynesian model driven by natural interest-rate uncertainty. Monetary policy switches between…”
Get full text

Feedback trading and intermittent market turbulence by Tambakis, Demosthenes N.

“…This paper studies the potential for complex asset return dynamics in a high-frequency, non-fundamental feedback trading model. Price adjustment is driven by…”
Get full text

Flight-to-quality and asymmetric volatility responses in US Treasuries by Dungey, Mardi, McKenzie, Michael, Tambakis, Demosthenes N.

“…Flight-to-quality during times of financial crisis is a feature of financial markets. Here, a simple strategic model demonstrates that some preference…”
Get full text

The U.S. Phillips curve: The case for asymmetry by Laxton, Douglas, Rose, David, Tambakis, Demosthenes

“…Recent statistical rejections of convexity in the Phillips curve have been uninformative because researchers have employed measures of business cycle gaps that…”
Get full text

Testing for changing persistence in US Treasury on/off spreads under weighted-symmetric estimation by Vanessa Smith, L., Tambakis, Demosthenes N.

“…The debt management policy changes of 1998-2001 and subsequent reversal of the US government's fiscal position have prompted research on the dynamics of the US…”
Get full text

Expected Social Welfare under a Convex Phillips Curve and Asymmetric Policy Preferences by Tambakis, Demosthenes N.

“…This paper evaluates the expected social welfare implications of monetary policy with a convex Phillips curve under a symmetric loss function and an asymmetric…”
Get full text

The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data by Dungey, Mardi, Goodhart, Charles, Tambakis, Demosthenes

“…The second half of August 1998 was dominated by two events. From 14 to 28 August, the Hong Kong Monetary Authority (HKMA) intervened in Hong Kong equity…”
Get full text

Conditional predictability of daily exchange rates by Tambakis, Demosthenes N., Van Royen, Anne-Sophie

“…At what forecast horizon is one time series more predictable than another? This paper applies the Diebold–Kilian conditional predictability measure to assess…”
Get full text

Effective central bank independence and the inflation-output trade-off by Tambakis, Demosthenes N.

“…What is the impact of changing central bank independence (CBI) on the inflation-output trade-off? This paper introduces the notion of effective CBI and…”
Get full text

Testing for changing persistence in US Treasury on/off spreads under weighted-symmetric estimation by Tambakis, Demosthenes N, Smith, L. Vanessa

“…The debt management policy changes of 1998-2001 and subsequent reversal of the US government's fiscal position have prompted research on the dynamics of the US…”
Get full text

Inflation, delegation, and credibility: Essays on the political economy of monetary policy by Tambakis, Demosthenes Nicholas

“…This dissertation addresses three monetary policy issues from a political economy perspective. Inflation persistence, optimal delegation of monetary policy to…”
Get full text

Identifying international financial contagion: progress and challenges by Dungi, Mardi, Tambakis, Demosthenes N, Saxena, Sweta C

Get full text