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Targeting Long Rates in a Model with Segmented Markets
14 references·3 citing·43 second hop
Targeting Long Rates in a Model with Segmented Markets (2014)Targeting Long Rates in a Model with Segm…QE 1 vs. 2 vs. 3. . . : A Framework for Analyzing Large-Scale Asset Purchases as a Monetary Policy Tool (2018)QE 1 vs. 2 vs. 3. . . : A Fra…Fiscal Multipliers under an Interest Rate Peg of Deterministic versus Stochastic Duration (2014)Fiscal Multipliers under an I…Pricing the term structure with linear regressions (2013)Pricing the term structure wi…The Macroeconomic Effects of Large‐scale Asset Purchase Programmes (2012)The Macroeconomic Effects of …The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks (2012)The Bond Premium in a DSGE Mo…The Macroeconomic Effects of Large-Scale Asset Purchase Programs (2011)The Macroeconomic Effects of …Investment shocks and the relative price of investment (2010)Investment shocks and the rel…A model of unconventional monetary policy (2010)A model of unconventional mon…The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks (2009)The Bond Premium in a DSGE Mo…Investment Shocks and the Relative Price of Investment (2009)Investment Shocks and the Rel…Investment Shocks and Business Cycles (2008)Investment Shocks and Busines…Examining the bond premium puzzle with a DSGE model (2008)Examining the bond premium pu…Fiscal Requirements for Price Stability (2001)Fiscal Requirements for Price…Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model (1970)Optimal Choice of Monetary Po…Downward interest rate rigidity (2021)Downward interest rate rigidi…Can Monetary Policy Create Fiscal Capacity? (2021)Can Monetary Policy Create Fi…Wall Street vs. Main Street QE (2020)Wall Street vs. Main Street QEStaggered prices in a utility-maximizing framework (1983)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Credit Risk and Disaster Risk (2011)Investment Shocks and Asset Prices (2011)Land-Price Dynamics and Macroeconomic Fluctuations (2015)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Credit Spreads and Business Cycle Fluctuations (2012)A Macroeconomic Model with a Financial Sector (2014)Discretion versus policy rules in practice (1993)The Role of Monetary Policy (1995)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Estimating the Effects of Fiscal Policy in OECD Countries (2003)Fiscal deficits and inflation (2005)An Intertemporal Capital Asset Pricing Model (1973)Monetary policy and bank profitability in a low interest rate environment (2018)Unconventional monetary policies: a re-appraisal (2018)Capital requirements, risk choice, and liquidity provision in a business-cycle model (2019)A Theory of the Term Structure of Interest Rates (1985)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)A New Perspective on Gaussian Dynamic Term Structure Models (2010)Correcting Estimation Bias in Dynamic Term Structure Models (2012)A unified measure of Fed monetary policy shocks (2020)Macroeconomics and Reality (1980)Time to Build and Aggregate Fluctuations (1982)Stock Prices, News, and Economic Fluctuations (2006)The Time-Varying Volatility of Macroeconomic Fluctuations (2008)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)The equity premium: A puzzle (1985)Solution and Estimation Methods for DSGE Models (2016)Common and country specific economic uncertainty (2017)The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications (2017)Central Banking in Theory and Practice (1998)Asset prices and central bank policy (2000)To Float or to Fix: Evidence on the Impact of Exchange Rate Regimes on Growth (2003)Ambiguous Business Cycles (2014)Policy risk and the business cycle (2014)Trade and the Global Recession (2016)Quantitative Easing and Unconventional Monetary Policy – an Introduction (2012)OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily (2014)On the International Spillovers of US Quantitative Easing (2016)
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References

  • 2010A model of unconventional monetary policy2,439 cited
  • 1970Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model1,297 cited
  • 2008Investment Shocks and Business Cycles887 cited
  • 2001Fiscal Requirements for Price Stability883 cited
  • 2013Pricing the term structure with linear regressions703 cited
  • 2010Investment shocks and the relative price of investment512 cited
  • 2012The Macroeconomic Effects of Large‐scale Asset Purchase Programmes455 cited
  • 2018QE 1 vs. 2 vs. 3. . . : A Framework for Analyzing Large-Scale Asset Purchases as a Monetary Policy Tool325 cited
  • 2012The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks314 cited
  • 2009Investment Shocks and the Relative Price of Investment161 cited
  • 2009The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks160 cited
  • 2008Examining the bond premium puzzle with a DSGE model147 cited
  • 2014Fiscal Multipliers under an Interest Rate Peg of Deterministic versus Stochastic Duration53 cited
  • 2011The Macroeconomic Effects of Large-Scale Asset Purchase Programs52 cited

Cited by

  • 2021Can Monetary Policy Create Fiscal Capacity?

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39 cited
  • 2021Downward interest rate rigidity21 cited
  • 2020Wall Street vs. Main Street QE15 cited