Andrew J. Filardo

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

Centralbahnplatz 2

CH-4002 Basel

Switzerland

SCHOLARLY PAPERS

36

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12,426

CITATIONS
Rank 2,184

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Top 2,184

in Total Papers Citations

214

Scholarly Papers (36)

1.

Globalisation and Inflation: New Cross-Country Evidence on the Global Determinants of Domestic Inflation

BIS Working Paper No. 227
Number of pages: 54 Posted: 25 Sep 2007
Claudio E. V. Borio and Andrew J. Filardo
Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1,711 (9,238)
Citation 212

Abstract:

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globalisation, Phillips curve, inflation, monetary policy

2.

Currency Internationalisation: Lessons from the Global Financial Crisis and Prospects for the Future in Asia and the Pacific (Full Publication)

BIS Paper No. 61
Number of pages: 236 Posted: 14 Feb 2012
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS), affiliation not provided to SSRN, Central Bank of Iceland, Princeton University - Department of Economics, Reserve Bank of New Zealand, Bank for International Settlements (BIS), affiliation not provided to SSRN, Osaka University - Graduate School of Economics, Bank for International Settlements (BIS), affiliation not provided to SSRN, Chinese Academy of Social Sciences (CASS), affiliation not provided to SSRN, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR), affiliation not provided to SSRN, The University of Hong Kong - School of Economics and Finance, Sungkyunkwan University, affiliation not provided to SSRN, affiliation not provided to SSRN, Korea University - Department of Economics, Korea University, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and Government of the Republic of the Philippines - Monetary Stability Sector
Downloads 1,370 (13,216)
Citation 8

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3.

Should Monetary Policy Respond to Asset Price Bubbles? Some Experimental Results

FRB of Kansas City Working Paper No. 01-04
Number of pages: 33 Posted: 02 Oct 2001
Andrew J. Filardo
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1,036 (20,173)
Citation 25

Abstract:

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Monetary Policy, Asset Prices

4.

Monetary Policy and Asset Price Bubbles: Calibrating the Monetary Policy Trade-Offs

BIS Working Paper No. 155
Number of pages: 37 Posted: 20 Sep 2007
Andrew J. Filardo
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 977 (22,059)
Citation 40

Abstract:

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monetary policy, asset price bubble

5.

The International Financial Crisis and Policy Challenges in Asia and the Pacific

BIS Paper No. 52
Number of pages: 402 Posted: 24 Jul 2010
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS), Reserve Bank of New Zealand, Swiss National Bank, Bruegel, Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS), Nordea Group, Bank for International Settlements (BIS), University of Geneva - Graduate Institute of International Studies (HEI), Bank for International Settlements (BIS) - Monetary and Economic Department, Columbia Business School - Finance and Economics, Herbert Smith, affiliation not provided to SSRN, University of Wisconsin - Madison - Department of Economics, University of British Columbia (UBC) - Department of Economics, London School of Economics & Political Science (LSE) - Financial Markets Group, Federal Reserve Board - Division of Monetary Affairs, Bank for International Settlements (BIS), affiliation not provided to SSRN, Bank of Japan - Institute of Monetary and Economic Studies, Bank of Thailand, Central Bank of Malaysia and Government of the Republic of the Philippines - Central Bank of the Philippines-Bangko Sentral ng Pilipinas
Downloads 888 (25,360)
Citation 2

Abstract:

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6.

Forward Guidance at the Zero Lower Bound

BIS Quarterly Review March 2014
Number of pages: 17 Posted: 23 Jun 2014
Andrew J. Filardo and Boris Hofmann
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 833 (27,766)
Citation 39

Abstract:

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7.

International Spillovers of Central Bank Balance Sheet Policies

BIS Paper No. 66p
Number of pages: 45 Posted: 04 Jan 2013
Qianying Chen, Andrew J. Filardo, Dong He and Feng Zhu
International Monetary Fund (IMF) - Monetary and Capital Markets Department, Bank for International Settlements (BIS) - Monetary and Economic Department, Hong Kong Monetary Authority and Bank for International Settlements (BIS)
Downloads 793 (29,707)
Citation 41

Abstract:

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unconventional monetary policy, quantitative easing, central bank balance sheets, global spillovers, emerging market financial markets, announcement effects, global VECM

8.

The 2001 Us Recession: What Did Recession Prediction Models Tell Us?

BIS Working Paper No. 148
Number of pages: 25 Posted: 20 Sep 2007
Andrew J. Filardo
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 606 (42,718)
Citation 5

Abstract:

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9.

Deflation in a Historical Perspective

BIS Working Paper No. 186
Number of pages: 87 Posted: 20 Sep 2007
Michael D. Bordo and Andrew J. Filardo
Rutgers University, New Brunswick - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 560 (47,377)
Citation 16

Abstract:

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deflation, monetary policy, economic history, monetary aggregates

10.

Research on Exchange Rates and Monetary Policy: An Overview

BIS Working Paper No. 178
Number of pages: 22 Posted: 20 Sep 2007
Goldman Sachs International, Bank for International Settlements (BIS) - Monetary and Economic Department, De Nederlandsche Bank, Bank for International Settlements - Research and Policy Analysis and Bank for International Settlements (BIS)
Downloads 413 (69,142)
Citation 9

Abstract:

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Monetary Policy, International Finance, Macroeconomic Aspects of International Trade and Finance

11.

The Costs of Deflations: A Historical Perspective

BIS Quarterly Review March 2015
Number of pages: 24 Posted: 01 Apr 2015
Bank for International Settlements (BIS) - Research and Policy Analysis, Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 361 (80,949)
Citation 17

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12.

The Influence of External Factors on Monetary Policy Frameworks and Operations

BIS Paper No. 57
Number of pages: 350 Posted: 08 Feb 2012
Central Reserve Bank of Peru, Central Reserve Bank of Peru, affiliation not provided to SSRN, Government of the Republic of the Philippines - Monetary Stability Sector, National Bank of Poland, National Bank of Poland, National Bank of Poland, Saudi Arabian Monetary Agency, Central Bank of Turkey, University of Chicago - Department of Economics, Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department, Bruegel, Independent, Bank for International Settlements (BIS), Central Bank of Argentina, Adolfo Ibanez University, affiliation not provided to SSRN, Zhejiang University, Independent, Czech National Bank (CNB), Institute of Economic Studies, affiliation not provided to SSRN, affiliation not provided to SSRN, Magyar Nemzeti Bank, affiliation not provided to SSRN, Monetary Policy Department, Reserve Bank of India, The Interdisciplinary Center (IDC), affiliation not provided to SSRN, Central Bank of Malaysia, Bank of Mexico, Banco de México, affiliation not provided to SSRN, Bank for International Settlements (BIS) and affiliation not provided to SSRN
Downloads 353 (83,106)
Citation 2

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13.

A Tale of Two Perspectives: Old or New Challenges for Monetary Policy?

BIS Working Paper No. 127
Number of pages: 66 Posted: 13 Dec 2005
Claudio E. V. Borio, William B. English and Andrew J. Filardo
Bank for International Settlements (BIS) - Research and Policy Analysis, Government of the United States of America - Division of Monetary Affairs and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 312 (95,408)
Citation 43

Abstract:

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inflation, business fluctuations, monetary stability, financial stability, financial imbalances, monetary policy

14.

Financial Crisis, Unconventional Monetary Policy and International Spillovers

HKIMR Working Paper No.23/2014
Number of pages: 122 Posted: 19 Sep 2014
Qianying Chen, Andrew J. Filardo, Dong He and Feng Zhu
International Monetary Fund (IMF) - Monetary and Capital Markets Department, Bank for International Settlements (BIS) - Monetary and Economic Department, International Monetary Fund (IMF) - Monetary and Exchange Affairs Department and Bank for International Settlements (BIS)
Downloads 253 (119,286)
Citation 7

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Announcement Effects, Emerging Economies, Financial Markets, Global VECM, International Spillovers, Quantitative Easing, Unconventional Monetary Policy

15.

Central Bank Balance Sheets and Foreign Exchange Rate Regimes: Understanding the Nexus in Asia

BIS Paper No. 66e
Number of pages: 35 Posted: 04 Jan 2013
Andrew J. Filardo and Stephen Grenville
Bank for International Settlements (BIS) - Monetary and Economic Department and Lowy Institute for International Policy
Downloads 229 (131,791)
Citation 6

Abstract:

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Central bank balance sheets, foreign reserve assets, exchange rate sterilisation, lazy assets, fundamental equilibrium exchange rate (FEER), carrying costs, monetary stability, financial stability

16.

Back to the Future? Assessing the Deflation Record

BIS Working Paper No. 152
Number of pages: 61 Posted: 20 Sep 2007
Claudio E. V. Borio and Andrew J. Filardo
Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 210 (143,250)
Citation 15

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17.

Central Bank and Government Debt Management: Issues for Monetary Policy

BIS Paper No. 67d
Number of pages: 21 Posted: 13 Apr 2013
Andrew J. Filardo, Madhusudan S. Mohanty and Ramon Moreno
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and Independent
Downloads 179 (165,920)
Citation 10

Abstract:

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debt management, monetary policy

18.

The Expansion of Central Bank Balance Sheets in Emerging Asia: What are the Risks?

BIS Quarterly Review, June 2012
Number of pages: 17 Posted: 15 Sep 2012
Andrew J. Filardo and James Yetman
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 173 (171,025)
Citation 17

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19.

The Globalisation of Inflation: The Growing Importance of Global Value Chains

BIS Working Paper No. 602
Number of pages: 29 Posted: 10 Jan 2017
Raphael Auer, Claudio E. V. Borio and Andrew J. Filardo
Swiss National Bank, Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 148 (195,300)

Abstract:

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globalisation, inflation, Phillips curve, monetary policy, global value chain, production structure, international inflation synchronisation, input-ouput linkages, supply chain

Deflation and Monetary Policy in a Historical Perspective: Remembering the Past or Being Condemned to Repeat it?

NBER Working Paper No. w10833
Number of pages: 60 Posted: 29 Oct 2004 Last Revised: 09 Aug 2010
Michael D. Bordo and Andrew J. Filardo
Rutgers University, New Brunswick - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 88 (286,686)
Citation 17

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Deflation and Monetary Policy in a Historical Perspective: Remembering the Past or Being Condemned to Repeat it?

Economic Policy, Vol. 20, No. 44, pp. 799-844, October 2005
Number of pages: 45 Posted: 06 Nov 2005
Michael D. Bordo and Andrew J. Filardo
Rutgers University, New Brunswick - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 30 (473,572)
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21.

The Globalisation of Inflation: The Growing Importance of Global Value Chains

CESifo Working Paper Series No. 6387
Number of pages: 26 Posted: 11 Apr 2017
Raphael Auer, Claudio E. V. Borio and Andrew J. Filardo
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 117 (234,593)

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globalization, inflation, Phillips curve, monetary policy, global value chain, production structure, international inflation synchronisation, input-output linkages, supply chain

Financial Crisis, US Unconventional Monetary Policy and International Spillovers

BIS Working Paper No. 494
Number of pages: 31 Posted: 01 Apr 2015
Qianying Chen, Andrew J. Filardo, Dong He and Feng Zhu
International Monetary Fund (IMF) - Monetary and Capital Markets Department, Bank for International Settlements (BIS) - Monetary and Economic Department, International Monetary Fund (IMF) - Monetary and Exchange Affairs Department and Bank for International Settlements (BIS)
Downloads 67 (337,068)

Abstract:

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emerging economies, financial crisis, global VAR, international monetary policy spillovers, quantitative easing, unconventional monetary policy

Financial Crisis, US Unconventional Monetary Policy and International Spillovers

IMF Working Paper No. 15/85
Number of pages: 33 Posted: 26 May 2015
Qianying Chen, Andrew J. Filardo, Dong He and Feng Zhu
International Monetary Fund (IMF) - Monetary and Capital Markets Department, Bank for International Settlements (BIS) - Monetary and Economic Department, International Monetary Fund (IMF) - Monetary and Exchange Affairs Department and Bank for International Settlements (BIS)
Downloads 43 (415,977)
Citation 39

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Monetary policy, United States, Unconventional monetary policy instruments, Spillovers, Financial crises, emerging economies, financial crisis, global VAR, international monetary policy spillovers, quantitative easing, federal reserve, securities, treasury securities, monetary fund, market

23.

Effectiveness of Unconventional Monetary Policies in a Low Interest Rate Environment

BIS Working Paper No. 691
Number of pages: 37 Posted: 25 Jan 2018
Andrew J. Filardo and Jouchi Nakajima
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 104 (255,019)

Abstract:

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lending rate, quantitative easing, time-varying parameter VAR model, unconventional monetary policy

24.

The Impact of the International Financial Crisis on Asia and the Pacific: Highlighting Monetary Policy Challenges from a Negative Asset Price Bubble Perspective

BIS Working Paper No. 356
Number of pages: 29 Posted: 15 Nov 2011
Andrew J. Filardo
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 96 (268,954)
Citation 9

Abstract:

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Financial crisis, monetary policy, asset price bubble, central banking

25.

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 85 (290,551)
Citation 12

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

26.
Downloads 77 (308,233)
Citation 1

Measuring Financial Cycle Time

BIS Working Paper No. 755
Number of pages: 32 Posted: 07 Jan 2019
Andrew J. Filardo, Marco J. Lombardi and Marek Raczko
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank of England
Downloads 55 (373,102)

Abstract:

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financial cycles, continuous-time autoregressive models, time deformation, behavioural economics, endogenous risk-taking behaviour, central banking

Measuring Financial Cycle Time

Bank of England Working Paper No. 776
Number of pages: 30 Posted: 25 Jan 2019
Andrew J. Filardo, Marco J. Lombardi and Marek Raczko
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank of England
Downloads 22 (520,145)
Citation 1

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Financial cycles, continuous-time autoregressive models, time deformation, behavioural economics, endogenous risk-taking behaviour, central banking.

27.

Monetary Analysis and the Global Financial Cycle: An Asian Central Bank Perspective

BIS Working Paper No. 463
Number of pages: 41 Posted: 12 Sep 2014
Andrew J. Filardo, Hans Genberg and Boris Hofmann
Bank for International Settlements (BIS) - Monetary and Economic Department, University of Geneva - Graduate Institute of International Studies (HEI) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 68 (330,373)
Citation 5

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central bank mandates, financial cycle, financial inclusion, globalisation, managed exchange rates, monetary analysis, monetary policy frameworks, emerging Asia

Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia

BOFIT Discussion Paper No. 5/2013
Number of pages: 39 Posted: 10 Apr 2013
Andrew J. Filardo and Pierre L. Siklos
Bank for International Settlements (BIS) - Monetary and Economic Department and Wilfrid Laurier University - School of Business & Economics
Downloads 45 (408,151)
Citation 5

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foreign exchange reserves accumulation, monetary and financial stability

Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia

BIS Working Paper No. 500
Number of pages: 31 Posted: 04 May 2015
Andrew J. Filardo and Pierre L. Siklos
Bank for International Settlements (BIS) - Monetary and Economic Department and Wilfrid Laurier University - School of Business & Economics
Downloads 20 (532,753)

Abstract:

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foreign exchange reserves accumulation, monetary and financial stability

29.

Key Facts on Central Bank Balance Sheets in Asia and the Pacific

BIS Paper No. 66c
Number of pages: 20 Posted: 04 Jan 2013 Last Revised: 05 Oct 2013
Andrew J. Filardo and James Yetman
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 54 (370,610)
Citation 2

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30.

Monetary Policy Spillovers, Global Commodity Prices and Cooperation

BIS Working Paper No. 696
Number of pages: 61 Posted: 31 Jan 2018
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department, Central Reserve Bank of Peru and Università Cattolica del Sacro Cuore (UCSC)
Downloads 36 (435,214)

Abstract:

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commodity prices, monetary policy, spillovers, global economy

31.

Has Asian Emerging Market Monetary Policy Been Too Procyclical When Responding to Swings in Commodity Prices?

BIS Paper No. 77j
Number of pages: 25 Posted: 06 Oct 2014
Andrew J. Filardo and Marco J. Lombardi
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 30 (461,510)
Citation 2

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Monetary policy, commodity prices, inflation, demand shocks, policy coordination

32.

Ensuring Price Stability in Post-Crisis Asia: Lessons from the Recovery

BIS Working Paper No. 378
Number of pages: 31 Posted: 20 Apr 2012
Andrew J. Filardo
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 30 (461,510)
Citation 3

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central banking, international financial crisis, monetary policy frameworks in Asia, commodity prices, financial stability and monetary policy

33.

The Cross-Border Credit Channel and Lending Standards Surveys

BIS Working Paper No. 723
Number of pages: 49 Posted: 22 May 2018
Andrew J. Filardo and Pierre L. Siklos
Bank for International Settlements (BIS) - Monetary and Economic Department and Wilfrid Laurier University - School of Business & Economics
Downloads 22 (503,742)

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global VAR, lending standards and credit conditions, unconventional monetary policies, spillovers

34.

The Globalisation of Inflation: The Growing Importance of Global Value Chains

Globalization and Monetary Policy Institute Working Paper No. 300
Number of pages: 22 Posted: 27 Jan 2017
Raphael Auer, Claudio E. V. Borio and Andrew J. Filardo
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 9 (580,637)

Abstract:

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35.

The Globalisation of Inflation: The Growing Importance of Global Value Chains

CEPR Discussion Paper No. DP11905
Number of pages: 30 Posted: 20 Mar 2017
Raphael Auer, Claudio E. V. Borio and Andrew J. Filardo
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 0 (661,847)
Citation 17
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global value chain, globalisation, inflation, input-ouput linkages, international inflation synchronisation, monetary policy, Phillips curve, production structure, Supply Chain

36.

Cyclically-Adjusted Measures of Structural Trend Breaks: An Application to Productivity Trends in the 1990s

Federal Reserve Bank of Kansas City Research Working Paper 96-14
Posted: 05 Jan 1998
Andrew J. Filardo and Paul N. Cooper
Bank for International Settlements (BIS) - Monetary and Economic Department and affiliation not provided to SSRN

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