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Identification at the Zero Lower Bound
16 references·8 citing·47 second hop
Identification at the Zero Lower Bound (2021)Identification at the Zero Lower BoundA shadow rate New Keynesian model (2019)A shadow rate New Keynesian m…Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries (2017)Macroeconomic Dynamics Near t…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries (2016)Macroeconomic Dynamics Near t…Nonlinear adventures at the zero lower bound (2015)Nonlinear adventures at the z…Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Monetary Policy Surprises, Cr…OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily (2014)OccBin: A toolkit for solving…Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates (2014)Measuring the Effect of the Z…The Macroeconomic Effects of Large‐scale Asset Purchase Programmes (2012)The Macroeconomic Effects of …Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Zero Bound on Interest Rates …Identification Through Heteroskedasticity (2003)Identification Through Hetero…Vector Autoregressions (2001)Vector AutoregressionsThree Lessons for Monetary Policy in a Low-Inflation Era (2000)Three Lessons for Monetary Po…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply (1986)An Exogeneity Test for a Simu…Dummy Endogenous Variables in a Simultaneous Equation System (1977)Dummy Endogenous Variables in…Global impacts of US monetary policy uncertainty shocks (2023)Global impacts of US monetary…When Do State-Dependent Local Projections Work? 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(1998)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Macroeconomic Shocks and Their Propagation (2016)Uncertainty Shocks in a Model of Effective Demand (2017)Macroeconomics and Reality (1980)Estimating the Effects of Fiscal Policy in OECD Countries (2003)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2013)Measuring The Reaction of Monetary Policy to the Stock Market (2003)The impact of monetary policy on asset prices (2004)Real-time price discovery in global stock, bond and foreign exchange markets (2007)
this work references cited by second hop

References

  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
  • 1977Dummy Endogenous Variables in a Simultaneous Equation System1,837 cited
  • 2003Zero Bound on Interest Rates and Optimal Monetary Policy1,801 cited
  • 2015Monetary Policy Surprises, Credit Costs, and Economic Activity1,480 cited
  • 2001Vector Autoregressions1,168 cited
  • 1986An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply1,158 cited
  • 2003Identification Through Heteroskedasticity922 cited
  • 2014Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates595 cited
  • 2000Three Lessons for Monetary Policy in a Low-Inflation Era495 cited
  • 2014OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily471 cited
  • 2012The Macroeconomic Effects of Large‐scale Asset Purchase Programmes455 cited
  • 2015Nonlinear adventures at the zero lower bound243 cited
  • 2017Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries162 cited
  • 2019A shadow rate New Keynesian model99 cited

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  • 2016Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries96 cited
  • Cited by

    • 2023Global impacts of US monetary policy uncertainty shocks46 cited
    • 2020Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned?42 cited
    • 2021Impulse response analysis for structural dynamic models with nonlinear regressors34 cited
    • 2020Testing the effectiveness of unconventional monetary policy in Japan and the United States30 cited
    • 2021Piecewise-linear approximations and filtering for DSGE models with occasionally-binding constraints29 cited
    • 2021SVARs with occasionally-binding constraints27 cited
    • 2022Financial effects of QE and conventional monetary policy compared22 cited
    • 2022When Do State-Dependent Local Projections Work?20 cited