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Testing the effectiveness of unconventional monetary policy in Japan and the United States
16 references·3 citing·49 second hop
Testing the effectiveness of unconventional monetary policy in Japan and the United States (2020)Testing the effectiveness of unconvention…The Reversal Interest Rate (2018)The Reversal Interest RateQE 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…The Great Escape? A Quantitative Evaluation of the Fed's Liquidity Facilities (2017)The Great Escape? A Quantitat…The Empirical Implications of the Interest-Rate Lower Bound (2017)The Empirical Implications of…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…INNOVATIONS IN INTEREST RATE POLICY (2016)INNOVATIONS IN INTEREST RATE …Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates (2014)Measuring the Effect of the Z…The Response of Interest Rates to US and UK Quantitative Easing (2012)The Response of Interest Rate…The Macroeconomic Effects of Large‐scale Asset Purchase Programmes (2012)The Macroeconomic Effects of …The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)The Effects of Quantitative E…Effects of the Quantitative Easing Policy: A Survey of Empirical Analyses (2006)Effects of the Quantitative E…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Tobin's Imperfect Asset Substitution in Optimizing General Equilibrium (2004)Tobin's Imperfect Asset Subst…Conducting Monetary Policy at Very Low Short-Term Interest Rates (2004)Conducting Monetary Policy at…Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Zero Bound on Interest Rates …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Quantitative Easing and Wealth Inequality: The Asset Price Channel* (2023)Quantitative Easing and Wealt…Monetary Policy Uncertainty and Inflation Expectations* (2022)Monetary Policy Uncertainty a…SVARs with occasionally-binding constraints (2021)SVARs with occasionally-bindi…Parsimonious Modeling of Yield Curves (1987)Forecasting, Structural Time Series Models and the Kalman Filter (1990)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)The Signaling Channel for Federal Reserve Bond Purchases (2013)Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme (2015)Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) (2023)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)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Discretion versus policy rules in practice (1993)When Is the Government Spending Multiplier Large? (2011)The Optimum Quantity of Money: and Other Essays (1971)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)The Interrelationships Among Informal Institutions, Formal Institutions, and Inward Foreign Direct Investment (2011)The Financial Market Impact of Quantitative Easing in the United Kingdom (2012)Econometric policy evaluation: A critique (1976)Macroeconomics and Reality (1980)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Understanding the Effects of Government Spending on Consumption (2007)The Science of Monetary Policy: A New Keynesian Perspective (1999)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)The New Tools of Monetary Policy (2020)A New Measure of Monetary Shocks: Derivation and Implications (2004)Debt, Deleveraging, and the Liquidity Trap: A Fisher-Minsky-Koo Approach* (2012)Fiscal Policy in a Depressed Economy (2012)The Aggregate Demand for Treasury Debt (2012)Macroeconomic Shocks and Their Propagation (2016)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)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)Interpreting the macroeconomic time series facts (1992)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Uncertainty Shocks in a Model of Effective Demand (2017)The Distributed Lag Between Capital Appropriations and Expenditures (1965)A Treatise on Money (1971)A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates (1981)A multivariate model of strategic asset allocation (2002)Bond Supply and Excess Bond Returns (2014)
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References

  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
  • 2003Zero Bound on Interest Rates and Optimal Monetary Policy1,801 cited
  • 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy1,198 cited
  • 2014Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates595 cited
  • 2004Conducting Monetary Policy at Very Low Short-Term Interest Rates554 cited
  • 2012The Macroeconomic Effects of Large‐scale Asset Purchase Programmes455 cited
  • 2016INNOVATIONS IN INTEREST RATE POLICY442 cited
  • 2012The Response of Interest Rates to US and UK Quantitative Easing344 cited
  • 2018QE 1 vs. 2 vs. 3. . . : A Framework for Analyzing Large-Scale Asset Purchases as a Monetary Policy Tool325 cited
  • 2004Tobin's Imperfect Asset Substitution in Optimizing General Equilibrium244 cited
  • 2017The Great Escape? A Quantitative Evaluation of the Fed's Liquidity Facilities237 cited
  • 2018The Reversal Interest Rate216 cited
  • 2017

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The Empirical Implications of the Interest-Rate Lower Bound
206 cited
  • 2006Effects of the Quantitative Easing Policy: A Survey of Empirical Analyses188 cited
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    • 2021SVARs with occasionally-binding constraints27 cited
    • 2022Monetary Policy Uncertainty and Inflation Expectations*26 cited
    • 2023Quantitative Easing and Wealth Inequality: The Asset Price Channel*19 cited