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The Great Escape? A Quantitative Evaluation of the Fed's Liquidity Facilities
16 references·16 citing·30 second hopsampled
The Great Escape? A Quantitative Evaluation of the Fed's Liquidity Facilities (2017)The Great Escape? A Quantitative Evaluati…When Is the Government Spending Multiplier Large? (2011)When Is the Government Spendi…Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Financial Intermediation and …A model of unconventional monetary policy (2010)A model of unconventional mon…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Corporate Yield Spreads: Defa…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Optimal monetary policy with staggered wage and price contracts (2000)Optimal monetary policy with …The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …Credit Cycles (1997)Credit CyclesAn Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)An Optimization-Based Econome…Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Agency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Banks, Liquidity Management, and Monetary Policy (2022)Banks, Liquidity Management, …An Analysis of the Literature on International Unconventional Monetary Policy (2022)An Analysis of the Literature…A Macroeconomic Model With Financially Constrained Producers and Intermediaries (2021)A Macroeconomic Model With Fi…How Quantitative Easing Works: Evidence on the Refinancing Channel (2019)How Quantitative Easing Works…Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies (2019)Evaluating the Macroeconomic …The U.S. Treasury Premium (2018)The U.S. Treasury PremiumThe State of New Keynesian Economics: A Partial Assessment (2018)The State of New Keynesian Ec…The Real Effects of Disrupted Credit: Evidence from the Global Financial Crisis (2018)The Real Effects of Disrupted…Macroeconomic stabilization, monetary-fiscal interactions, and Europe's monetary union (2018)Macroeconomic stabilization, …Can the Provision of Long-Term Liquidity Help to Avoid a Credit Crunch? Evidence from the Eurosystem’s LTRO (2018)Can the Provision of Long-Ter…The Empirical Implications of the Interest-Rate Lower Bound (2017)The Empirical Implications of…Shadow Banks and Macroeconomic Instability (2017)Shadow Banks and Macroeconomi…Identification of Financial Factors in Economic Fluctuations (2017)Identification of Financial F…Collateral constraints and macroeconomic asymmetries (2017)Collateral constraints and ma…The Pass-Through of Sovereign Risk (2016)The Pass-Through of Sovereign…Banks, Liquidity Management and Monetary Policy (2014)Banks, Liquidity Management a…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Moral Hazard and Observability (1979)Optimal contracts and competitive markets with costly state verification (1979)Theory ahead of business-cycle measurement (1986)Financial Constraints Risk (2006)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Inflation and Costs of Price Adjustment (1977)Aggregate Dynamics and Staggered Contracts (1980)Behavioral Macroeconomics and Macroeconomic Behavior (2002)Employment Fluctuations with Equilibrium Wage Stickiness (2005)Unemployment Fluctuations with Staggered Nash Wage Bargaining (2009)Forecasting Using Principal Components From a Large Number of Predictors (2002)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)Rules, discretion and reputation in a model of monetary policy (1983)Estimation and Inference of Impulse Responses by Local Projections (2005)Econometric policy evaluation: A critique (1976)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)The Role of Monetary Policy (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Impact of Uncertainty Shocks (2009)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1997Credit Cycles5,254 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2010A model of unconventional monetary policy2,439 cited
  • 2000Optimal monetary policy with staggered wage and price contracts2,281 cited
  • 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
  • 1997An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy2,077 cited
  • 2010Financial Intermediation and Credit Policy in Business Cycle Analysis1,986 cited

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  • 2011When Is the Government Spending Multiplier Large?1,839 cited
  • Cited by

    • 2016The Pass-Through of Sovereign Risk389 cited
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    • 2019How Quantitative Easing Works: Evidence on the Refinancing Channel235 cited
    • 2022Banks, Liquidity Management, and Monetary Policy228 cited
    • 2017The Empirical Implications of the Interest-Rate Lower Bound206 cited
    • 2018The Real Effects of Disrupted Credit: Evidence from the Global Financial Crisis179 cited
    • 2017Shadow Banks and Macroeconomic Instability144 cited
    • 2021A Macroeconomic Model With Financially Constrained Producers and Intermediaries133 cited
    • 2014Banks, Liquidity Management and Monetary Policy122 cited
    • 2017Identification of Financial Factors in Economic Fluctuations116 cited
    • 2018Macroeconomic stabilization, monetary-fiscal interactions, and Europe's monetary union115 cited
    • 2018Can the Provision of Long-Term Liquidity Help to Avoid a Credit Crunch? Evidence from the Eurosystem’s LTRO113 cited
    • 2019Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies109 cited
    • 2018The State of New Keynesian Economics: A Partial Assessment104 cited
    • 2022An Analysis of the Literature on International Unconventional Monetary Policy100 cited