Phurichai Rungcharoenkitkul

Bank for International Settlements (BIS) - Monetary and Economic Department

Centralbahnplatz 2

CH-4002 Basel

Switzerland

SCHOLARLY PAPERS

16

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Top 34,159

in Total Papers Downloads

1,334

SSRN CITATIONS
Rank 19,109

SSRN RANKINGS

Top 19,109

in Total Papers Citations

11

CROSSREF CITATIONS

31

Scholarly Papers (16)

1.

Measuring Systemic Risk and Financial Linkages in the Thai Banking System

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 43 Posted: 01 Mar 2011
Rungporn Roengpitya and Phurichai Rungcharoenkitkul
Bank of Thailand and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 464 (62,303)
Citation 11

Abstract:

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Systemic risk, Financial linkages

2.

Why So Low for So Long? A Long-Term View of Real Interest Rates

BIS Working Paper No. 685
Number of pages: 73 Posted: 20 Dec 2017
Claudio E. V. Borio, Piti Disyatat, Mikael Juselius and Phurichai Rungcharoenkitkul
Bank for International Settlements (BIS) - Research and Policy Analysis, Puey Ungphakorn Institute for Economic Research, Bank of Thailand, Bank of Finland and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 163 (186,199)

Abstract:

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real interest rate, natural interest rate, saving, investment, inflation, monetary policy

3.

Monetary Policy in the Grip of a Pincer Movement

BIS Working Paper No. 706
Number of pages: 39 Posted: 05 Mar 2018
Claudio E. V. Borio, Piti Disyatat, Mikael Juselius and Phurichai Rungcharoenkitkul
Bank for International Settlements (BIS) - Research and Policy Analysis, Puey Ungphakorn Institute for Economic Research, Bank of Thailand, Bank of Finland and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 111 (252,033)
Citation 1

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monetary policy, financial stability, financial cycle, natural interest rate, inflation

4.

A Quantitative Case for Leaning Against the Wind

BIS Working Paper No. 594
Number of pages: 44 Posted: 15 Dec 2016
Andrew J. Filardo and Phurichai Rungcharoenkitkul
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 90 (289,973)
Citation 4

Abstract:

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monetary policy, financial stability, leaning against the wind, financial cycle, time-varying transition probability Markov regime-switching model

5.

The Evolution of Asian Financial Linkages: Key Determinants and the Role of Policy

IMF Working Paper No. 12/262
Number of pages: 28 Posted: 30 Nov 2012
Selim Ali Elekdag, Phurichai Rungcharoenkitkul and Yiqun Wu
International Monetary Fund (IMF) - Policy Development and Review Department, Bank for International Settlements (BIS) - Monetary and Economic Department and International Monetary Fund (IMF)
Downloads 64 (352,843)

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Economic integration, Asia, Fiscal policy, financial linkages, macroeconomic policies, beta, global financial crisis, financial markets, equity market, financial crisis, global financial crisis, financial integration, international reserves, contagion, equity markets, stock market, financial contagion, financial market, international capital, global stock market, international capital markets, stock markets, recession, portfolio investment, asian crisis, stock returns, international interest rates, financial deepening, international finance, global stock markets

6.

Monetary Policy and Financial Spillovers: Losing Traction?

BIS Working Paper No. 518
Number of pages: 44 Posted: 08 Oct 2015
Piti Disyatat and Phurichai Rungcharoenkitkul
Puey Ungphakorn Institute for Economic Research, Bank of Thailand and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 61 (361,585)

Abstract:

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Monetary policy, financial spillovers, contagion, interest rates, trilemma, bond risk premium, capital flows

7.

Financial Globalisation and Monetary Independence

BIS Paper No. 88h
Number of pages: 13 Posted: 02 Nov 2016
Piti Disyatat and Phurichai Rungcharoenkitkul
Puey Ungphakorn Institute for Economic Research, Bank of Thailand and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 59 (367,556)

Abstract:

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Monetary policy, financial spillovers, contagion, interest rates, trilemma, bond risk premium, capital flows

8.

Modeling with Limited Data: Estimating Potential Growth in Cambodia

IMF Working Paper No. 12/96
Number of pages: 18 Posted: 03 May 2012
Phurichai Rungcharoenkitkul
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 49 (400,191)

Abstract:

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Economic growth, Economic models, Production growth

9.

Risk Sharing and Financial Contagion in Asia: An Asset Price Perspective

IMF Working Paper No. 11/242
Number of pages: 42 Posted: 08 Nov 2011
Phurichai Rungcharoenkitkul
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 47 (407,181)

Abstract:

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Asia, Risk management, Asset prices, Interest rates, Bonds, Economic integration

10.

Bank Competition and Credit Booms

BIS Working Paper No. 488
Number of pages: 40 Posted: 13 Feb 2015
Phurichai Rungcharoenkitkul
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 45 (414,482)

Abstract:

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bank competition, credit booms, asymmetric information, optimal contract, coordination failure, finance-neutral rate of interest, monetary policy

11.

What Anchors for the Natural Rate of Interest?

BIS Working Paper No. 777
Number of pages: 54 Posted: 01 Apr 2019
Claudio E. V. Borio, Piti Disyatat and Phurichai Rungcharoenkitkul
Bank for International Settlements (BIS) - Research and Policy Analysis, Puey Ungphakorn Institute for Economic Research, Bank of Thailand and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 44 (418,203)

Abstract:

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Real Interest Rate, Natural Interest Rate, Saving, Investment, Inflation, Monetary Policy, Safe Asset Shortage Hypothesis

12.

Why so Low for so Long? A Long-Term View of Real Interest Rates

Bank of Finland Research Discussion Paper No. 36/2017
Number of pages: 75 Posted: 27 Dec 2017 Last Revised: 11 Jan 2018
Claudia Borio, Piti Disyatat, Mikael Juselius and Phurichai Rungcharoenkitkul
Bank for International Settlements (BIS) - Monetary and Economic Department, Puey Ungphakorn Institute for Economic Research, Bank of Thailand, Bank of Finland and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 41 (429,606)
Citation 4

Abstract:

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real interest rate, natural interest rate, saving, investment, inflation, monetary policy

13.

Monetary Policy Hysteresis and the Financial Cycle

BIS Working Paper No. 817
Number of pages: 44 Posted: 08 Oct 2019
Phurichai Rungcharoenkitkul, Claudio E. V. Borio and Piti Disyatat
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Research and Policy Analysis and Puey Ungphakorn Institute for Economic Research, Bank of Thailand
Downloads 29 (482,564)
Citation 2

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monetary policy, financial cycle, money neutrality, hysteresis, natural rate of interest

14.

Changing Financial Intermediation: Implications for Monetary Policy Transmission

BIS Paper No. 83d
Number of pages: 14 Posted: 24 Nov 2015
Emanuel Kohlscheen and Phurichai Rungcharoenkitkul
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 27 (493,093)

Abstract:

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monetary policy, bank credit, emerging markets, risk premia

15.

The Zero Lower Bound, Forward Guidance and How Markets Respond to News

BIS Quarterly Review, March 2019
Number of pages: 12 Posted: 07 Mar 2019
Richhild Moessner and Phurichai Rungcharoenkitkul
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 21 (527,295)
Citation 1

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16.

The Reaction Function Channel of Monetary Policy and the Financial Cycle

BIS Working Paper No. 816
Number of pages: 42 Posted: 08 Oct 2019
Andrew J. Filardo, Paul Hubert and Phurichai Rungcharoenkitkul
Bank for International Settlements (BIS) - Monetary and Economic Department, OFCE - Sciences Po and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 19 (539,208)

Abstract:

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policy reaction function channel, asset price booms, credit booms, monetary policy, financial cycles, time-varying models