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DOES CALVO MEET ROTEMBERG AT THE ZERO LOWER BOUND?
16 references·1 citing·40 second hop
DOES CALVO MEET ROTEMBERG AT THE ZERO LOWER BOUND? (2019)DOES CALVO MEET ROTEMBERG AT THE ZERO LOW…Debt, Deleveraging, and the Liquidity Trap: A Fisher-Minsky-Koo Approach* (2012)Debt, Deleveraging, and the L…When Is the Government Spending Multiplier Large? (2011)When Is the Government Spendi…Monetary policy, inflation, and the business cycle : an introduction to the new Keynesian framework (2008)Monetary policy, inflation, a…Five Facts about Prices: A Reevaluation of Menu Cost Models * (2008)Five Facts about Prices: A Re…Were There Regime Switches in U.S. Monetary Policy? (2006)Were There Regime Switches in…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…Interest and prices : foundations of a theory of monetary policy (2003)Interest and prices : foundat…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Numerical Methods in Economics (1998)Numerical Methods in EconomicsIt's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)It's Baaack: Japan's Slump an…Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models (1991)Quadrature-Based Methods for …Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Sticky Prices in the United States (1982)Sticky Prices in the United S…A toolkit for solving models with a lower bound on interest rates of stochastic duration (2021)A toolkit for solving models …Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)"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 Monetary History of the United States 1867-1960 (1964)Exchange Rate Dynamics Redux (1995)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)A Monetary History of the United States, 1867-1960 (2017)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Identifying Government Spending Shocks: It's all in the Timing* (2011)Measuring the Output Responses to Fiscal Policy (2012)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Time Series Analysis Forecasting and Control. (1971)Econometric policy evaluation: A critique (1976)Time Series Analysis: Forecasting and Control (1977)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Monetary Theory and Policy (1999)Monetary Policy According to HANK (2018)Rules, discretion and reputation in a model of monetary policy (1983)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)Inflation dynamics: A structural econometric analysis (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Role of Monetary Policy (1995)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)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Strategic Asset Allocation (2002)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)
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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
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 1998Numerical Methods in Economics2,587 cited
  • 1982Sticky Prices in the United States1,917 cited
  • 2011When Is the Government Spending Multiplier Large?1,839 cited
  • 1998It's Baaack: Japan's Slump and the Return of the Liquidity Trap1,754 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 2008Five Facts about Prices: A Reevaluation of Menu Cost Models *1,525 cited
  • 2012Debt, Deleveraging, and the Liquidity Trap: A Fisher-Minsky-Koo Approach*1,407 cited
  • 2003Interest and prices : foundations of a theory of monetary policy1,275 cited
  • 2008Monetary policy, inflation, and the business cycle : an introduction to the new Keynesian framework934 cited

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  • 1991Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models926 cited
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    • 2021A toolkit for solving models with a lower bound on interest rates of stochastic duration17 cited