Jean Boivin Home page

Virtual Borders: Online Nominal Rigidities and International Market Segmentation (with Robert Clark and Nicolas Vincent)
January 2010

Monetary Policy Shifts and the Term Structure (with Andrew Ang, Sen Dong and Rudy Loo-Kung)
August 2009

Optimal Monetary Policy in a Data-Rich Environment (with Marc Giannoni)
June 2008 (Preliminary and incomplete)

DSGE Models in a Data-Rich Environment (with Marc Giannoni)
December 2006

Measuring the Effect of Monetary Policy in Canada (with Marc Giannoni and Dalibor Stevanovich)
In progress

Individual Stock Returns and Monetary Policy (with John Donaldson and Marc Giannoni)
In progress

How Has the Monetary Transmission Mechanism Evolved Over Time? (with Michael T. Kiley and Frederic Mishkin)
January 2010
Handbook of Monetary Economics (forthcoming)

How Has the Euro Changed the Monetary Transmission? (with Marc Giannoni and Benoit Mojon)
June 2008
NBER Macroeconomics Annual (forthcoming)

Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data (with Marc Giannoni and Ilian Mihov)
December 2007
American Economic Review (forthcoming)

Global Forces and Monetary Policy Effectiveness (with Marc Giannoni)
August 2007
Chapter in NBER volume on International Dimensions of Monetary Policy, Mark Gertler and Jordi Galì eds. (forthcoming)

Rejoinder to the discussion by Lucrezia Reichlin
December 2007
Published in NBER volume on International Dimensions of Monetary Policy (forthcoming)

Unpublished detailed response to the discussion by Lucrezia Reichlin
November 2007

Has Monetary Policy Become More Effective? (with Marc Giannoni)
Review of Economics and Statistics, 88(3), August 2006.

Has U.S. Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data
NBER Working Paper no 11314 May 2005.
Journal of Money, Credit and Banking, 38(5), August 2006.

Understanding and Comparing Factor-Based Forecasts (with Serena Ng),
NBER Working Paper no. 11285, April 2005.
International Journal of Central Banking, 1(3), December 2005.

Measuring Monetary Policy: A Factor Augmented Vector Autoregressive (FAVAR) Approach (with Ben Bernanke and Piotr Eliasz).
Quarterly Journal of Economics, 120(1), February 2005.
Replication files
(Earlier version with technical Appendix: NBER Working Paper no. 10220.)

Are More Data Always Better for Factor Analysis? (with Serena Ng)
NBER Working Paper no. 9829 July 2003. (pdf file)
Journal of Econometrics, 3, June 2006

Monetary Policy in a Data-Rich Environment (with Ben Bernanke)
Journal of Monetary Economics 50:3 2003
NBER Working Paper no. 8379)

Assessing Changes in the Monetary Transmission Mechanism: A VAR Approach (with Marc Giannoni)
Federal Reserve Bank of New York Economic Policy Review 8(1): 97-111, May 2002