SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Zero Lower Bound Term Structure Modeling: A Practitioner's Guide
0 references·16 citing·54 second hop
Zero Lower Bound Term Structure Modeling: A Practitioner's Guide (2017)Zero Lower Bound Term Structure Modeling:…Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development (2023)Monetary policy and bubbles i…Macroprudential Policy Effects (2023)Macroprudential Policy EffectsInvestor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries (2023)Investor sentiment and multi-…Spillovers at the extremes: The macroprudential stance and vulnerability to the global financial cycle (2022)Spillovers at the extremes: T…Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle (2022)Spillovers at the Extremes: T…Central bank information effects and transatlantic spillovers (2022)Central bank information effe…SVARs with occasionally-binding constraints (2021)SVARs with occasionally-bindi…Heterogeneity in corporate debt structures and the transmission of monetary policy (2021)Heterogeneity in corporate de…Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty (2020)Monetary policy and commodity…Macroprudential and monetary policies: The need to dance the Tango in harmony (2020)Macroprudential and monetary …Leaning Against the Wind: A Cost-Benefit Analysis for an Integrated Policy Framework (2020)Leaning Against the Wind: A C…Leaning Against the Wind: A Cost-Benefit Analysis for an Integrated Policy Framework (2020)Leaning Against the Wind: A C…Economic policy uncertainty and the supply of business loans (2020)Economic policy uncertainty a…Threshold effects of financial stress on monetary policy rules: A panel data analysis (2017)Threshold effects of financia…Below the Zero Lower Bound: A Shadow-Rate Term Structure Model for the Euro Area (2017)Below the Zero Lower Bound: A…A Time Series Model of Interest Rates With the Effective Lower Bound (2016)A Time Series Model of Intere…Macroeconomics and Reality (1980)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Measuring the natural rate of interest: International trends and determinants (2017)Addressing COVID-19 Outliers in BVARs with Stochastic Volatility (2021)The Social Cost of Carbon: Advances in Long-Term Probabilistic Projections of Population, GDP, Emissions, and Discount Rates (2022)Biases in Dynamic Models with Fixed Effects (1981)Discretion versus policy rules in practice (1993)Another look at the instrumental variable estimation of error-components models (1995)Assessing the impacts of financial stress index of developed countries on the exchange market pressure index of emerging countries (2020)Does Bitcoin or gold react to financial stress alike? Evidence from the U.S. and China (2020)Fiscal decentralization and public budgets for energy RD&D: A race to the bottom? (2021)Irreversibility, Uncertainty, and Cyclical Investment (1980)The Impact of Uncertainty Shocks (2009)Measuring Economic Policy Uncertainty* (2016)Economic policy uncertainty, agency problem, and funding structure: Evidence from U.S. banking industry (2021)Economic policy uncertainty, bank loan, and corporate innovation (2022)Financial earthquakes and aftershocks: From Brexit to Russia-Ukraine conflict and the stability of European banks (2023)Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)When Could Macroprudential and Monetary Policies Be in Conflict? (2020)Macroeconomic Stability and Inclusive Growth (2021)Macroprudential measures and developments in bank funding costs (2021)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Efficient Tests for an Autoregressive Unit Root (1996)An Effective Hybrid Approach for Forecasting Currency Exchange Rates (2021)Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China (2022)A New Perspective on Gaussian Dynamic Term Structure Models (2010)Measuring the stance of monetary policy in zero lower bound environments (2012)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2013)An Analysis of the Literature on International Unconventional Monetary Policy (2016)The global financial crisis, the EMU sovereign debt crisis and international financial regulation: lessons from a systematic literature review (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)? (2020)Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)? (2020)Exchange Rates and Domestic Credit—Can Macroprudential Policy Reduce the Link? (2020)A New Measure of Financial Openness (2008)Measuring the Output Responses to Fiscal Policy (2012)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Global Risk, Non-Bank Financial Intermediation, and Emerging Market Vulnerabilities (2023)The global financial cycle and capital flows during the COVID-19 pandemic (2023)The rise of the walking dead: Zombie firms around the world (2024)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Social Value of Public Information (2002)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Risk, Uncertainty and Monetary Policy in a Global World (2020)Forward guidance and expectation formation: A narrative approach (2022)Is energy firms' investment behavior more sensitive on corporate perception of monetary policy? (2024)Specification Tests in Econometrics (1978)Examining the interplay of green bonds and fossil fuel markets: The influence of investor sentiments (2023)Investor sentiment and its implication on global financial markets: a systematic review of literature (2025)Sustainable energy revolution: green finance as the key to the Arab Gulf States’ future (2025)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2022Spillovers at the extremes: The macroprudential stance and vulnerability to the global financial cycle74 cited
  • 2020Economic policy uncertainty and the supply of business loans73 cited
  • 2016A Time Series Model of Interest Rates With the Effective Lower Bound69 cited
  • 2017Below the Zero Lower Bound: A Shadow-Rate Term Structure Model for the Euro Area67 cited
  • 2020Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty59 cited
  • 2022Central bank information effects and transatlantic spillovers45 cited
  • 2020Macroprudential and monetary policies: The need to dance the Tango in harmony45 cited
  • 2023Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries37 cited
  • 2017Threshold effects of financial stress on monetary policy rules: A panel data analysis35 cited
  • 2020Leaning Against the Wind: A Cost-Benefit Analysis for an Integrated Policy Framework33 cited
  • 2021Heterogeneity in corporate debt structures and the transmission of monetary policy32 cited
  • 2022Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle32 cited
  • 2021SVARs with occasionally-binding constraints27 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2023Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development26 cited
  • 2020Leaning Against the Wind: A Cost-Benefit Analysis for an Integrated Policy Framework26 cited
  • 2023Macroprudential Policy Effects24 cited