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Shadow short rate and monetary policy in the Euro area
13 references·4 citing·46 second hop
Shadow short rate and monetary policy in the Euro area (2016)Shadow short rate and monetary policy in …The interest rate pass-through in the euro area during the sovereign debt crisis (2016)The interest rate pass-throug…Zero Lower Bound Term Structure Modeling (2015)Zero Lower Bound Term Structu…Measuring the Stance of Monetary Policy in Conventional and Unconventional Environments (2014)Measuring the Stance of Monet…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2014)Measuring the Macroeconomic I…Asset Markets and Monetary Policy Shocks at the Zero Lower Bound (2014)Asset Markets and Monetary Po…A Shadow Policy Rate to Calibrate U.S. Monetary Policy at the Zero Lower Bound (2014)A Shadow Policy Rate to Calib…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2013)Measuring the Macroeconomic I…A Tractable Framework for Zero-Lower-Bound Gaussian Term Structure Models (2013)A Tractable Framework for Zer…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2010)An Estimated Dynamic Stochast…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…The Financial Accelerator and the Flight to Quality (1996)The Financial Accelerator and…Interest Rates as Options (1995)Interest Rates as OptionsInterpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment (2021)Effects of Conventional and U…The Spillover Effects of the US Unconventional Monetary Policy: New Evidence from Asian Developing Countries (2020)The Spillover Effects of the …Spatial asymmetries in monetary policy effectiveness in Italian regions (2019)Spatial asymmetries in moneta…How has empirical monetary policy analysis in the U.S. changed after the financial crisis? (2019)How has empirical monetary po…Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Finance and Growth: Schumpeter Might Be Right (1993)Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure (2002)Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans (2007)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model (2018)Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices (2019)A shadow rate without a lower bound constraint (2022)The Federal Funds Rate and the Channels of Monetary Transnission (1990)Efficient Rules for Monetary Policy (1997)A Monetary History of the United States, 1867-1960 (2008)Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes (2016)Spillover of the ECB's monetary policy outside the euro area: How different is conventional from unconventional policy? (2016)Effects of Monetary and Macroprudential Policies—Evidence from Four Inflation Targeting Economies (2018)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Large Bayesian vector auto regressions (2009)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Shocking Language: Understanding the Macroeconomic Effects of Central Bank Communication (2015)Macroeconomic Shocks and Their Propagation (2016)CENTRAL BANK POLICIES AND INCOME AND WEALTH INEQUALITY: A SURVEY (2019)Time to Build and Aggregate Fluctuations (1982)Discretion versus policy rules in practice (1993)Optimal monetary policy with staggered wage and price contracts (2000)Bayesian estimation of an open economy DSGE model with incomplete pass-through (2007)By How Much Does GDP Rise if the Government Buys More Output? (2009)Remittances and the Dutch disease (2009)Monetary Policy Shocks: What Have We Learned and to What End? (1998)The macroeconomic impact of unconventional monetary policy shocks (2015)Spillover effects from Euro area monetary policy across Europe: A factor-augmented VAR approach (2017)Term Structure Models and the Zero Bound: An Empirical Investigation of Japanese Yields (2010)Interest‐Rate Modelling (2014)Bond Risk Premiums with Machine Learning (2020)Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? (2016)A Note of Caution on Shadow Rate Estimates (2019)The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment (2019)
this work references cited by second hop

References

  • 1996The Financial Accelerator and the Flight to Quality2,351 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 2010An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area919 cited
  • 2013Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound436 cited
  • 1995Interest Rates as Options428 cited
  • 2014A Shadow Policy Rate to Calibrate U.S. Monetary Policy at the Zero Lower Bound167 cited
  • 2015Zero Lower Bound Term Structure Modeling136 cited
  • 2013A Tractable Framework for Zero-Lower-Bound Gaussian Term Structure Models113 cited
  • 2014Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound99 cited
  • 2016The interest rate pass-through in the euro area during the sovereign debt crisis92 cited
  • 2014Measuring the Stance of Monetary Policy in Conventional and Unconventional Environments45 cited
  • 2014Asset Markets and Monetary Policy Shocks at the Zero Lower Bound25 cited

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  • 2021Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment17 cited

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  • 2019How has empirical monetary policy analysis in the U.S. changed after the financial crisis?15 cited
  • 2019Spatial asymmetries in monetary policy effectiveness in Italian regions14 cited
  • 2020The Spillover Effects of the US Unconventional Monetary Policy: New Evidence from Asian Developing Countries14 cited