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The macroeconomic effects of unconventional monetary policy: Comparing euro area and US models with shadow rates
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References

  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
  • 2012The Macroeconomic Effects of Large‐scale Asset Purchase Programmes455 cited
  • 2005Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach419 cited
  • 2010Automatic Stabilizers and Economic Crisis: US vs. Europe398 cited
  • 2018QE 1 vs. 2 vs. 3. . . : A Framework for Analyzing Large-Scale Asset Purchases as a Monetary Policy Tool325 cited
  • 2012The Forward Guidance Puzzle240 cited
  • 2017The Great Escape? A Quantitative Evaluation of the Fed's Liquidity Facilities237 cited
  • 2020Evaluating Central Banks’ tool kit: Past, present, and future174 cited
  • 2007Shocks, structures or monetary policies? The Euro Area and US after 2001173 cited
  • 2011Dynare: Reference Manual Version 4159 cited
  • 2019Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies109 cited
  • 2020Negative interest rate policy and the yield curve106 cited
  • 2019A shadow rate New Keynesian model99 cited
  • 2017Time-Varying Lower Bound of Interest Rates in Europe94 cited
  • 2022Market Volatility, Monetary Policy and the Term Premium

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  • 2017Estimating DSGE models with zero interest rate policy86 cited
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