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Money and the Natural Rate of Interest: Structural Estimates for the United States and the Euro Area
16 references·5 citing·38 second hop
Money and the Natural Rate of Interest: Structural Estimates for the United States and the Euro Area (2007)Money and the Natural Rate of Interest: S…Changes in the Federal Reserve's Inflation Target: Causes and Consequences (2007)Changes in the Federal Reserv…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…Measuring the Natural Rate of Interest (2003)Measuring the Natural Rate of…An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area (2003)An Estimated Stochastic Dynam…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…European inflation dynamics (2001)European inflation dynamicsHabit Formation in Consumption and Its Implications for Monetary-Policy Models (2000)Habit Formation in Consumptio…Monetary Policy Rules (1999)Monetary Policy RulesThe (Un)Importance of Forward-Looking Behavior in Price Specifications (1997)The (Un)Importance of Forward…Foundations of International Macroeconomics (1997)Foundations of International …An 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…New Evidence on the Monetary Transmission Mechanism (1990)New Evidence on the Monetary …Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Liquidity Preference and the Theory of Interest and Money (1944)Liquidity Preference and the …Monetary Policy Implementation: Operational Issues for Countries with Evolving Monetary Policy Frameworks (2020)Monetary Policy Implementatio…Measuring the Natural Rate of Interest Redux (2016)Measuring the Natural Rate of…To Cut or Not to Cut? That is the (Central Bank’s) Question: In Search of the Neutral Interest Rate in Latin America (2012)To Cut or Not to Cut? That is…Extraction of Financial Market Expectations about Inflation and Interest Rates from a Liquid Market (2009)Extraction of Financial Marke…Testing for Conditional Heteroscedasticity in the Components of Inflation (2008)Testing for Conditional Heter…"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)A Contribution to the Theory of Economic Growth (1956)Discretion versus policy rules in practice (1993)Postwar U.S. Business Cycles: An Empirical Investigation (1997)The Resurgence of Growth in the Late 1990s: Is Information Technology the Story? (2000)U.S. Economic Prospects: Secular Stagnation, Hysteresis, and the Zero Lower Bound (2014)Measuring the natural rate of interest: International trends and determinants (2017)Econometric policy evaluation: A critique (1976)The federal funds rate and the channels of monetary transmission (1989)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Some Evidence on the Importance of Sticky Prices (2004)Understanding the Effects of Government Spending on Consumption (2007)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Habit Persistence, Asset Returns, and the Business Cycle (2001)Testing for Indeterminacy: An Application to U.S. Monetary Policy (2004)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2010)Rules, discretion and reputation in a model of monetary policy (1983)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)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Impact of Uncertainty Shocks (2009)Time to Build and Aggregate Fluctuations (1982)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Low inflation, pass-through, and the pricing power of firms (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)The determinants of cross-border equity flows (2004)Financial Globalization: A Reappraisal (2006)Why Doesn't Capital Flow from Rich to Poor Countries? An Empirical Investigation (2008)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)
this work references cited by second hop

References

  • 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
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 1997Foundations of International Macroeconomics2,980 cited
  • 1997An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy2,077 cited
  • 1999Monetary Policy Rules1,705 cited
  • 2000Habit Formation in Consumption and Its Implications for Monetary-Policy Models1,148 cited
  • 2003Measuring the Natural Rate of Interest1,062 cited
  • 1944Liquidity Preference and the Theory of Interest and Money842 cited
  • 2001European inflation dynamics622 cited
  • 2003An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area534 cited
  • 1997The (Un)Importance of Forward-Looking Behavior in Price Specifications528 cited
  • 1990New Evidence on the Monetary Transmission Mechanism509 cited

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2007
Changes in the Federal Reserve's Inflation Target: Causes and Consequences
425 cited

Cited by

  • 2008Testing for Conditional Heteroscedasticity in the Components of Inflation33 cited
  • 2016Measuring the Natural Rate of Interest Redux29 cited
  • 2009Extraction of Financial Market Expectations about Inflation and Interest Rates from a Liquid Market26 cited
  • 2012To Cut or Not to Cut? That is the (Central Bank’s) Question: In Search of the Neutral Interest Rate in Latin America19 cited
  • 2020Monetary Policy Implementation: Operational Issues for Countries with Evolving Monetary Policy Frameworks11 cited