Francisco J. Ruge-Murcia

University of Montreal - Department of Economics

C.P. 6128, succursale Centre-Ville

Montreal, Quebec H3C 3J7

Canada

University of Montreal - Center for Interuniversity Research in Econometrics

C.P. 6128, Succursale Centre-ville

Montreal, Quebec H3C 3J7

Canada

SCHOLARLY PAPERS

17

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CITATIONS
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158

Scholarly Papers (17)

1.

Estimating Nonlinear DSGE Models by the Simulated Method of Moments

Number of pages: 59 Posted: 30 Nov 2010
Francisco J. Ruge-Murcia
University of Montreal - Department of Economics
Downloads 117 (234,429)
Citation 4

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Monte-Carlo Analysis, Priors, Perturbation Methods, Rare Events, Skewness

2.

Monetary Policy by Committee: Consensus, Chairman Dominance or Simple Majority?

Number of pages: 55 Posted: 22 Jul 2008 Last Revised: 03 Apr 2009
Alessandro Riboni and Francisco J. Ruge-Murcia
Ecole Polytechnique, Paris - Laboratoire d'Econometrie and University of Montreal - Department of Economics
Downloads 98 (265,219)
Citation 24

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Committees, voting models, status-quo bias, median voter

3.
Downloads 81 (298,933)
Citation 8

Sectoral Price Rigidity and Aggregate Dynamics

CIRPEE Working Paper 09-06
Number of pages: 62 Posted: 24 Jun 2009
Hafedh Bouakez, Emanuela Cardia and Francisco J. Ruge-Murcia
HEC Montréal, University of Montreal - Center for Research and Development in Economics and University of Montreal - Department of Economics
Downloads 55 (372,924)
Citation 2

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multi-sector models, price stickiness, simulated method of moments, sectoral shocks, monetary policy

Sectoral Price Rigidity and Aggregate Dynamics

Number of pages: 60 Posted: 06 Feb 2010
Hafedh Bouakez, Emanuela Cardia and Francisco J. Ruge-Murcia
HEC Montréal, University of Montreal - Center for Research and Development in Economics and University of Montreal - Department of Economics
Downloads 26 (495,287)
Citation 21

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Multi-sector models, price stickiness, simulated method of moments, sectoral shocks, monetary policy

4.

Habit Formation and the Persistence of Monetary Shocks

CRDE-CIREQ Working Paper No. 2002-08
Number of pages: 38 Posted: 20 May 2003
Emanuela Cardia, Hafedh Bouakez and Francisco J. Ruge-Murcia
University of Montreal - Center for Research and Development in Economics, HEC Montréal and University of Montreal - Department of Economics
Downloads 59 (354,896)
Citation 23

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habit formation, endogenous persistence, monetary policy

5.

Factor Analysis of a Large DSGE Model

Number of pages: 61 Posted: 29 Nov 2010
Alexei Onatski and Francisco J. Ruge-Murcia
Columbia University, Graduate School of Arts and Sciences, Department of Economics and University of Montreal - Department of Economics
Downloads 54 (370,342)
Citation 1

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Multisector Economies, Principal Components, Forecasting, Pervasiveness, FAVAR

6.

How Much Inflation is Necessary to Grease the Wheels?

Number of pages: 30 Posted: 21 Nov 2008
Jinill Kim and Francisco J. Ruge-Murcia
Korea University and University of Montreal - Department of Economics
Downloads 54 (370,342)
Citation 47

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Optimal inflation, asymmetric adjustment costs, nonlinear dynamics

7.

Inflation Targeting Under Asymmetric Preferences

IMF Working Paper No. 01/161
Number of pages: 55 Posted: 02 Feb 2006
Francisco J. Ruge-Murcia
University of Montreal - Department of Economics
Downloads 48 (390,009)
Citation 16

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inflation targets asymmetric preferences credibility

8.

Monetary Policy When Wages are Downwardly Rigid: Friedman Meets Tobin

Number of pages: 27 Posted: 06 Feb 2010
Jinill Kim and Francisco J. Ruge-Murcia
Korea University and University of Montreal - Department of Economics
Downloads 46 (396,866)
Citation 11

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Downward nominal wage rigidity, Asymmetric effects of monetary policy, Optimal inflation, Nonlinear dynamics

9.

Do Inflation-Targeting Central Banks Implicitly Target the Price Level?

Number of pages: 21 Posted: 06 Feb 2010
Francisco J. Ruge-Murcia
University of Montreal - Department of Economics
Downloads 45 (400,381)
Citation 6

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Inflation-targeting, price-level targeting, unit-root tests

10.

The Dynamic (In)efficiency of Monetary Policy by Committee

Number of pages: 39 Posted: 22 May 2009
Alessandro Riboni and Francisco J. Ruge-Murcia
Ecole Polytechnique, Paris - Laboratoire d'Econometrie and University of Montreal - Department of Economics
Downloads 45 (400,381)
Citation 10

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status-quo bias, policy conservatism, policy inertia, gridlock interval, interest-rate smoothing

11.

Durable Goods, Inter-Sectoral Linkages and Monetary Policy

CIRPEE Working Paper No. 08-21
Number of pages: 27 Posted: 20 Oct 2008
Hafedh Bouakez, Emanuela Cardia and Francisco J. Ruge-Murcia
HEC Montréal, University of Montreal - Center for Research and Development in Economics and University of Montreal - Department of Economics
Downloads 41 (414,945)
Citation 7

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Durability, input-output interactions, roundabout production, sectoral comovement, monetary policy

12.

Preference Heterogeneity in Monetary Policy Committees

Number of pages: 19 Posted: 06 Feb 2010
Alessandro Riboni and Francisco J. Ruge-Murcia
Ecole Polytechnique, Paris - Laboratoire d'Econometrie and University of Montreal - Department of Economics
Downloads 39 (422,656)
Citation 17

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Committees, reaction functions, Bank of England

13.
Downloads 26 (481,163)
Citation 1

Extreme Events and Optimal Monetary Policy

Bank of Finland Research Discussion Paper No. 4/2018
Number of pages: 40 Posted: 07 Feb 2018 Last Revised: 08 Feb 2018
Jinill Kim and Francisco J. Ruge-Murcia
Korea University and University of Montreal - Department of Economics
Downloads 26 (495,287)

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extreme value theory, nonlinear models, skewness risk, monetary policy, third-order perturbation, simulated method of moments

Extreme Events and Optimal Monetary Policy

International Economic Review, Vol. 60, Issue 2, pp. 939-963, 2019
Number of pages: 25 Posted: 22 May 2019
Jinill Kim and Francisco J. Ruge-Murcia
Korea University and University of Montreal - Department of Economics
Downloads 0
Citation 1
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14.

Non-Linear Monetary Policy Rules: Some New Evidence for the Us

CEPR Discussion Paper No. 3405
Number of pages: 32 Posted: 25 Jul 2002
Juan Jose Dolado, Ramón María-Dolores Pedrero and Francisco J. Ruge-Murcia
Universidad Carlos III de Madrid - Department of Economics, University of Murcia - Department of Economic Analysis and University of Montreal - Department of Economics
Downloads 19 (520,531)
Citation 17
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Non-linear Taylor rules, inflation targets, asymmetric preferences, non-linear Phillips curve, monetary policy

15.

Explaining the Transition between Exchange Rate Regimes

Scandinavian Journal of Economics, Vol. 107, No. 2, pp. 261-278, June 2005
Number of pages: 18 Posted: 02 Sep 2005
Paul R. Masson and Francisco J. Ruge-Murcia
International Monetary Fund (IMF) - Research Department and University of Montreal - Department of Economics
Downloads 14 (549,638)
Citation 8
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16.

The Transmission of Monetary Policy in a Multisector Economy

International Economic Review, Vol. 50, Issue 4, pp. 1243-1266, November 2009
Number of pages: 24 Posted: 28 Oct 2009
Hafedh Bouakez, Emanuela Cardia and Francisco J. Ruge-Murcia
HEC Montréal, University of Montreal - Center for Research and Development in Economics and University of Montreal - Department of Economics
Downloads 2 (630,209)
Citation 41
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17.

Canadian Inflation Targeting

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 50, Issue 5, pp. 1556-1572, 2017
Number of pages: 17 Posted: 02 Jan 2018
Paul Beaudry and Francisco J. Ruge-Murcia
University of British Columbia (UBC) - Vancouver School of Economics and University of Montreal - Department of Economics
Downloads 1 (642,869)
Citation 4
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