Andrew J Filardo | Bank for International Settlements

All BIS publications (20)

BIS Working Paper No 816 2 Oct 2019

The reaction function channel of monetary policy and the financial cycle

This paper examines whether monetary policy reaction function matters for financial stability. We measure how responsive the…

Andrew J Filardo

,

and

Phurichai Rungcharoenkitkul

BIS Working Paper No 755 14 Nov 2018

Measuring financial cycle time

Motivated by the traditional business cycle approach of Burns and Mitchell (1946), we explore cyclical similarities in…

Andrew J Filardo

,

Marco Jacopo Lombardi

and

BIS Working Paper No 723 9 May 2018

The cross-border credit channel and lending standards surveys

This paper argues that a measure of lending conditions - Senior Loan Officer (SLO) surveys - offers important insights into the…

Andrew J Filardo

and

Pierre L Siklos

BIS Working Paper No 696 30 Jan 2018

Monetary policy spillovers, global commodity prices and cooperation

How do monetary policy spillovers complicate the trade-offs faced by central banks face when responding to commodity prices?…

Andrew J Filardo

,

Marco Jacopo Lombardi

,

and

Massimo Ferrari

BIS Working Paper No 691 19 Jan 2018

Effectiveness of unconventional monetary policies in a low interest rate environment

Have unconventional monetary policies (UMPs) become less effective at stimulating economies in persistently low interest rate…

Andrew J Filardo

and

Jouchi Nakajima

BIS Working Paper No 602 9 Jan 2017

The globalisation of inflation: the growing importance of global value chains

Greater international economic interconnectedness over recent decades has been changing inflation dynamics. This paper presents…

,

and

Andrew J Filardo

BIS Working Paper No 594 9 Dec 2016

A quantitative case for leaning against the wind

Should a monetary authority lean against the build-up of financial imbalances? We study this policy question in an environment…

Andrew J Filardo

and

Phurichai Rungcharoenkitkul

BIS Working Paper No 500 30 Apr 2015

Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia

Abstract of BIS Working Papers No 500 This paper examines past evidence of prolonged periods of foreign exchange reserves…

Andrew J Filardo

and

Pierre L Siklos

Publication 18 Mar 2015

The costs of deflations: a historical perspective

,

Magdalena Erdem

,

Andrew J Filardo

and

All external publications (9)

External publication 1 Sep 2022

Monetary policy reaction function and the financial cycle

Andrew J Filardo

,

Phurichai Rungcharoenkitkul

and

External publication 29 Jul 2022

Exchange-rate swings and foreign currency intervention

Andrew J Filardo

,

and

Thomas McGregor

External publication 1 Mar 2020

Monetary policy, commodity prices, and misdiagnosis risk

Andrew J Filardo

,

,

Marco Jacopo Lombardi

and

Massimo Ferrari Minesso

External publication 28 Apr 2017

Global value chains and the increasingly global nature of inflation

,

Andrew J Filardo

and

External publication 1 Jan 2016

Monetary analysis and the global financial cycle: an Asian central bank perspective

,

Andrew J Filardo

and

External publication 1 Apr 2015

Should we be spooked by deflation? A look at the historical record

,

,

Andrew J Filardo

and

Magdalena Erdem

External publication 1 Jun 2014

Post-crisis monetary policy: Balance of risks

and

Andrew J Filardo

External publication 1 Jan 2014

Post-crisis monetary policy balance of risks

By

,

Andrew J Filardo

and

External publication 1 Dec 2004

Looking back at the international deflation record

and

Andrew J Filardo

You might also be interested in

Publications

Speeches

Media releases