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Have We Underestimated the Likelihood and Severity of Zero Lower Bound Events?
16 references·3 citing·41 second hop
Have We Underestimated the Likelihood and Severity of Zero Lower Bound Events? (2011)Have We Underestimated the Likelihood and…When Is the Government Spending Multiplier Large? (2011)When Is the Government Spendi…What Fiscal Policy Is Effective at Zero Interest Rates? (2011)What Fiscal Policy Is Effecti…The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment (2011)The Effectiveness of Alternat…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Shocks and Frictions in US Bu…New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)New Evidence on the Interest …A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)A Preferred-Habitat Model of …Investment Shocks and Business Cycles (2008)Investment Shocks and Busines…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Zero Bound on Interest Rates …Bayesian Analysis of Stochastic Volatility Models (2002)Bayesian Analysis of Stochast…The Perils of Taylor Rules (2001)The Perils of Taylor RulesGARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics (2001)GARCH 101: The Use of ARCH/GA…The Macroeconomics of Low Inflation (1996)The Macroeconomics of Low Inf…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Sticky Prices in the United States (1982)Sticky Prices in the United S…Central Bank Communication (2019)Central Bank CommunicationThe Portfolio Balance Mechanism and QE in the Euro Area (2016)The Portfolio Balance Mechani…The Federal Reserve's Balance Sheet: A Primer and Projections (2012)The Federal Reserve's Balance…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Debt, Deleveraging, and the Liquidity Trap: A Fisher-Minsky-Koo Approach* (2012)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)The Science of Monetary Policy: A New Keynesian Perspective (1999)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Financial Factors in Economic Fluctuations (2010)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Macroeconomic Effects of Federal Reserve Forward Guidance (2012)Inflation Targeting: A New Framework for Monetary Policy? (1997)Fairness as a Constraint on Profit Seeking: Entitlements in the Market (2000)Macroeconomic Expectations of Households and Professional Forecasters (2003)Employment Fluctuations with Equilibrium Wage Stickiness (2005)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)5 Stochastic volatility (1996)Range‐Based Estimation of Stochastic Volatility Models (2002)Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices (2004)The General Theory of Employment, Interest and Money, by John Maynard Keynes (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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)New frontiers for arch models (2002)Forecasting stock markets using wavelet transforms and recurrent neural networks: An integrated system based on artificial bee colony algorithm (2010)Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR (2012)Rules, discretion and reputation in a model of monetary policy (1983)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)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)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Were There Regime Switches in U.S. Monetary Policy? (2006)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 1982Sticky Prices in the United States1,917 cited
  • 2011When Is the Government Spending Multiplier Large?1,839 cited
  • 2003Zero Bound on Interest Rates and Optimal Monetary Policy1,801 cited
  • 2010Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach1,507 cited
  • 2002Bayesian Analysis of Stochastic Volatility Models1,363 cited
  • 1996The Macroeconomics of Low Inflation1,228 cited
  • 2001GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics1,224 cited
  • 2008Investment Shocks and Business Cycles887 cited
  • 2009A Preferred-Habitat Model of the Term Structure of Interest Rates737 cited
  • 2001The Perils of Taylor Rules724 cited
  • 2009New Evidence on the Interest Rate Effects of Budget Deficits and Debt698 cited
  • 2011What Fiscal Policy Is Effective at Zero Interest Rates?681 cited
  • 2011The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment

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Cited by

  • 2012The Federal Reserve's Balance Sheet: A Primer and Projections21 cited
  • 2016The Portfolio Balance Mechanism and QE in the Euro Area20 cited
  • 2019Central Bank Communication15 cited