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Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan
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Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan (2018)Estimating a Nonlinear New Keynesian Mode…Safety, Liquidity, and the Natural Rate of Interest (2017)Safety, Liquidity, and the Na…Measuring the natural rate of interest: International trends and determinants (2017)Measuring the natural rate of…The Power of Forward Guidance Revisited (2016)The Power of Forward Guidance…Measuring the stance of monetary policy in zero lower bound environments (2012)Measuring the stance of monet…The Long Slump (2011)The Long SlumpShocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Sigma: A New Open Economy Model for Policy Analysis (2005)Sigma: A New Open Economy Mod…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…THE REAL-INTEREST-RATE GAP AS AN INFLATION INDICATOR (2003)THE REAL-INTEREST-RATE GAP AS…Measuring the Natural Rate of Interest (2003)Measuring the Natural Rate of…Solving Linear Rational Expectations Models (2002)Solving Linear Rational Expec…Monetary Policy and Multiple Equilibria (2001)Monetary Policy and Multiple …Three Lessons for Monetary Policy in a Low-Inflation Era (2000)Three Lessons for Monetary Po…It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)It's Baaack: Japan's Slump an…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Interest Rates as Options (1995)Interest Rates as OptionsMultilateral Comovement in a New Keynesian World: A Little Trade Goes a Long Way (2022)Multilateral Comovement in a …The Zero Lower Bound and Estimation Accuracy (2019)The Zero Lower Bound and Esti…Staggered Prices in a Utility-Maximizing Framework (1996)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Credit Crises, Precautionary Savings, and the Liquidity Trap* (2017)Financial Heterogeneity and the Investment Channel of Monetary Policy (2020)The New Tools of Monetary Policy (2020)The Solution of Linear Difference Models under Rational Expectations (1980)Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle (2002)Generalizing the Taylor Principle (2007)Identification in Macroeconomics (2018)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)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)When Is the Government Spending Multiplier Large? (2011)Debt, Deleveraging, and the Liquidity Trap: A Fisher-Minsky-Koo Approach* (2012)A Monetary History of the United States, 1867-1960 (2017)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)Econometric policy evaluation: A critique (1976)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)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Chapter 6 Indeterminacy and sunspots in macroeconomics (1999)Resilience: A Literature Review (2011)Doves for the Rich, Hawks for the Poor? Distributional Consequences of Monetary Policy (2016)Forecasting, Structural Time Series Models and the Kalman Filter (1990)The Rate of Return on Everything, 1870-2015 (2018)Foreign Safe Asset Demand and the Dollar Exchange Rate (2021)The Science of Monetary Policy: A New Keynesian Perspective (1999)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Great Expectations and the End of the Depression (2008)Monetary Policy Strategy: Lessons from the Crisis (2011)Forecasting Inflation (2013)
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References

  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 1998It's Baaack: Japan's Slump and the Return of the Liquidity Trap1,754 cited
  • 2002Solving Linear Rational Expectations Models1,104 cited
  • 2003Measuring the Natural Rate of Interest1,062 cited
  • 2017Measuring the natural rate of interest: International trends and determinants700 cited
  • 2016The Power of Forward Guidance Revisited600 cited
  • 2001Monetary Policy and Multiple Equilibria532 cited
  • 2000Three Lessons for Monetary Policy in a Low-Inflation Era495 cited
  • 2012Measuring the stance of monetary policy in zero lower bound environments442 cited
  • 1995Interest Rates as Options428 cited
  • 2011The Long Slump387 cited
  • 2017Safety, Liquidity, and the Natural Rate of Interest353 cited
  • 2005Sigma: A New Open Economy Model for Policy Analysis318 cited
  • 2003THE REAL-INTEREST-RATE GAP AS AN INFLATION INDICATOR

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Cited by

  • 2019The Zero Lower Bound and Estimation Accuracy9 cited
  • 2022Multilateral Comovement in a New Keynesian World: A Little Trade Goes a Long Way9 cited