-
1
-
-
4544319035
-
Tobin's Imperfect Assets Substitution in Optimizing General Equilibrium
-
Andres, Javier, David Lopez-Salido, and Edward Nelson (2004) "Tobin's Imperfect Assets Substitution in Optimizing General Equilibrium. Journal of Money, Credit, and Banking, 36, 665-90.
-
(2004)
Journal of Money, Credit, and Banking
, vol.36
, pp. 665-690
-
-
Andres, J.1
Lopez-Salido, D.2
Nelson, E.3
-
2
-
-
84889761091
-
-
"Unconventional Monetary Policy and the Great Recession-Estimating the Impact of a Compression in the Yield Spread at the Zero Lower Bound." ECB Working Paper No. 1258.
-
Baumeister, Christiane, and Luca Benati (2010) "Unconventional Monetary Policy and the Great Recession-Estimating the Impact of a Compression in the Yield Spread at the Zero Lower Bound." ECB Working Paper No. 1258.
-
(2010)
-
-
Baumeister, C.1
Benati, L.2
-
3
-
-
14944345158
-
Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment
-
Bernanke, Ben S., Vincent R. Reinhart, and Brian P. Sack (2004) "Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment. Brookings Papers on Economic Activity, 2, 1-78.
-
(2004)
Brookings Papers on Economic Activity
, vol.2
, pp. 1-78
-
-
Bernanke, B.S.1
Reinhart, V.R.2
Sack, B.P.3
-
4
-
-
0003070640
-
The Role of Expectations in the FRB/US Macroeconomic Model
-
Brayton, Flint, Eileen Mauskopf, David Reifschneider, Peter Tinsley, and John Williams (1997) "The Role of Expectations in the FRB/US Macroeconomic Model. Federal Reserve Bulletin, 4, 227-45.
-
(1997)
Federal Reserve Bulletin
, vol.4
, pp. 227-245
-
-
Brayton, F.1
Mauskopf, E.2
Reifschneider, D.3
Tinsley, P.4
Williams, J.5
-
5
-
-
84889729096
-
-
"Documentation of the Estimated, Dynamic, Optimization-Based (EDO) Model of the U.S. Economy: 2010 Version." Federal Reserve Board, Finance and Economics Discussion Series No. 2010-29.
-
Chung, Hess T, Michael T. Kiley, and Jean-Philippe Laforte (2010) "Documentation of the Estimated, Dynamic, Optimization-Based (EDO) Model of the U.S. Economy: 2010 Version." Federal Reserve Board, Finance and Economics Discussion Series No. 2010-29.
-
(2010)
-
-
Chung, H.T.1
Kiley, M.T.2
Laforte, J.-P.3
-
6
-
-
84889719109
-
-
quot;Zero Lower Bound: Is It a Problem in the Euro Area?" ECB Working Paper No. 269.
-
Coenen, Günter. (2003) "Zero Lower Bound: Is It a Problem in the Euro Area?" ECB Working Paper No. 269.
-
(2003)
-
-
Coenen, G.1
-
7
-
-
84889749795
-
-
Congressional Budget Office "The Economic and Budget Outlook: An Update.
-
Congressional Budget Office. (2010) "The Economic and Budget Outlook: An Update.
-
(2010)
-
-
-
8
-
-
84889748996
-
-
"Flow and Stock Effects of Large-Scale Treasury Purchases." Federal Reserve Board, Finance and Economics Discussion Series No. 2010-52.
-
D'Amico, Stefania, and Thomas B. King (2010) "Flow and Stock Effects of Large-Scale Treasury Purchases." Federal Reserve Board, Finance and Economics Discussion Series No. 2010-52.
-
(2010)
-
-
D'Amico, S.1
King, T.B.2
-
9
-
-
84856610536
-
The Efficacy of Large-Scale Asset Purchases at the Zero Lower Bound
-
Doh, Tauyoung. (2010) "The Efficacy of Large-Scale Asset Purchases at the Zero Lower Bound. Federal Reserve Bank of Kansas City Economic Review, 2, 5-34.
-
(2010)
Federal Reserve Bank of Kansas City Economic Review
, vol.2
, pp. 5-34
-
-
Doh, T.1
-
10
-
-
48949120097
-
Natural Rate Measures in an Estimated DSGE Model of the U.S. Economy
-
Edge, Rochelle M., Michael T. Kiley, and Jean-Philippe Laforte (2008) "Natural Rate Measures in an Estimated DSGE Model of the U.S. Economy. Journal of Economic Dynamics and Control, 32, 2512-35.
-
(2008)
Journal of Economic Dynamics and Control
, vol.32
, pp. 2512-2535
-
-
Edge, R.M.1
Kiley, M.T.2
Laforte, J.-P.3
-
11
-
-
77953506526
-
A Comparison of Forecast Performance between Federal Reserve Staff Forecasts, Simple Reduced-Form Models, and a DSGE Model
-
Edge, Rochelle M., Michael T. Kiley, and Jean-Philippe Laforte (2010) "A Comparison of Forecast Performance between Federal Reserve Staff Forecasts, Simple Reduced-Form Models, and a DSGE Model. Journal of Applied Econometrics, 25, 720-54.
-
(2010)
Journal of Applied Econometrics
, vol.25
, pp. 720-754
-
-
Edge, R.M.1
Kiley, M.T.2
Laforte, J.-P.3
-
13
-
-
0039147699
-
GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics
-
Engle, Robert. (2001) "GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics. Journal of Economic Perspectives, 15, 157-68.
-
(2001)
Journal of Economic Perspectives
, vol.15
, pp. 157-168
-
-
Engle, R.1
-
14
-
-
84889746307
-
-
"Large-Scale Asset Purchases by the Federal Reserve: Did They Work?" Federal Reserve Bank of New York Staff Reports No. 441.
-
Gagnon, Joseph, Matthew Raskin, Julie Remache, and Brian Sack (2010) "Large-Scale Asset Purchases by the Federal Reserve: Did They Work?" Federal Reserve Bank of New York Staff Reports No. 441.
-
(2010)
-
-
Gagnon, J.1
Raskin, M.2
Remache, J.3
Sack, B.4
-
15
-
-
38249040925
-
A Standard Error for the Estimated State Vector of a State-Space Model
-
Hamilton, James D. (1986) "A Standard Error for the Estimated State Vector of a State-Space Model. Journal of Econometrics, 33, 387-97.
-
(1986)
Journal of Econometrics
, vol.33
, pp. 387-397
-
-
Hamilton, J.D.1
-
16
-
-
84863012515
-
The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment
-
Hamilton, James D., and Cynthia Wu (2012) "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment. Journal of Money, Credit, and Banking, 44(1, Suppl.), 3-46.
-
(2012)
Journal of Money, Credit, and Banking
, vol.44
, Issue.1 SUPPL.
, pp. 3-46
-
-
Hamilton, J.D.1
Wu, C.2
-
17
-
-
84889751093
-
-
"Did the Federal Reserve's MBS Purchase Program Lower Mortgage Rates?" Federal Reserve Board, Finance and Economics Discussion Series 2011-1.
-
Hancock, Diana, and Wayne Passmore (2011) "Did the Federal Reserve's MBS Purchase Program Lower Mortgage Rates?" Federal Reserve Board, Finance and Economics Discussion Series 2011-1.
-
(2011)
-
-
Hancock, D.1
Passmore, W.2
-
18
-
-
64749101797
-
-
International Monetary Fund. October.
-
International Monetary Fund. (2010) World Economic Outlook, October.
-
(2010)
World Economic Outlook
-
-
-
19
-
-
84952181953
-
Bayesian Analysis of Stochastic Volatility Models
-
Jacquier, E., Polson, N.G., and Rossi, P. (1994) "Bayesian Analysis of Stochastic Volatility Models. Journal of Business and Economic Statistics, 12, 371-418.
-
(1994)
Journal of Business and Economic Statistics
, vol.12
, pp. 371-418
-
-
Jacquier, E.1
Polson, N.G.2
Rossi, P.3
-
20
-
-
84889756032
-
-
"The Financial Market Impact of Quantitative Easing." Bank of England Working Paper 393.
-
Joyce, Michael, Ana Lasaosa, Ibrahim Stevens, and Matthew Tong (2010) "The Financial Market Impact of Quantitative Easing." Bank of England Working Paper 393.
-
(2010)
-
-
Joyce, M.1
Lasaosa, A.2
Stevens, I.3
Tong, M.4
-
21
-
-
76349109445
-
Investment Shocks and Business Cycles
-
Justiniano, Alejandro, Giorgio E. Primiceri, and Andrea Tambalotti (2010) "Investment Shocks and Business Cycles. Journal of Monetary Economics, 57, 132-45.
-
(2010)
Journal of Monetary Economics
, vol.57
, pp. 132-145
-
-
Justiniano, A.1
Primiceri, G.E.2
Tambalotti, A.3
-
22
-
-
84889752323
-
-
quot;Output Gaps." Federal Reserve Board, Finance and Economics Discussion Series 2010-27.
-
Kiley, Michael T. (2010) "Output Gaps." Federal Reserve Board, Finance and Economics Discussion Series 2010-27.
-
(2010)
-
-
Kiley, M.T.1
-
23
-
-
84889725226
-
-
"The Effects of Quantitative Easing on Interest Rates." Mimeo, Kellogg School of Management.
-
Krishnamurthy, Arvind, and Annette Vissing-Jorgensen (2011) "The Effects of Quantitative Easing on Interest Rates." Mimeo, Kellogg School of Management.
-
(2011)
-
-
Krishnamurthy, A.1
Vissing-Jorgensen, A.2
-
25
-
-
84889749789
-
-
quot;Panacea, Curse, or Nonevent? Unconventional Monetary Policy in the United Kingdom." IMF Working Paper 09/163.
-
Meier, André. (2009) "Panacea, Curse, or Nonevent? Unconventional Monetary Policy in the United Kingdom." IMF Working Paper 09/163.
-
(2009)
-
-
Meier, A.1
-
26
-
-
84889728544
-
-
quot;The Large-Scale Asset Purchases Had Large International Effects." Federal Reserve Bank of St. Louis Working Paper 2010-018C.
-
Neely, Christopher J. (2011) "The Large-Scale Asset Purchases Had Large International Effects." Federal Reserve Bank of St. Louis Working Paper 2010-018C.
-
(2011)
-
-
Neely, C.J.1
-
27
-
-
0004275553
-
-
Organisation for Economic Co-Operation and Development
-
Organisation for Economic Co-Operation and Development. (2010) Economic Outlook, 88.
-
(2010)
Economic Outlook
, pp. 88
-
-
-
28
-
-
0001362089
-
Errors in the Measurement of the Output Gap and the Design of Monetary Policy
-
Orphanides, Athanasios, Richard D. Porter, David Reifschneider, Robert Tetlow, and Frederico Finan (2000) "Errors in the Measurement of the Output Gap and the Design of Monetary Policy. Journal of Economics and Business, 52, 117-41.
-
(2000)
Journal of Economics and Business
, vol.52
, pp. 117-141
-
-
Orphanides, A.1
Porter, R.D.2
Reifschneider, D.3
Tetlow, R.4
Finan, F.5
-
30
-
-
33646400597
-
Understanding the Term Structure of Interest Rates
-
Poole, William. (2005) "Understanding the Term Structure of Interest Rates. Federal Reserve Bank of St. Louis Review, 87, 589-96.
-
(2005)
Federal Reserve Bank of St. Louis Review
, vol.87
, pp. 589-596
-
-
Poole, W.1
-
31
-
-
22144440111
-
Time Varying Structural Vector Autoregressions and Monetary Policy
-
Primiceri, Giorgio. (2005) "Time Varying Structural Vector Autoregressions and Monetary Policy. Review of Economic Studies, 72, 821-52.
-
(2005)
Review of Economic Studies
, vol.72
, pp. 821-852
-
-
Primiceri, G.1
-
32
-
-
33747396597
-
Expectations Formation and the Effectiveness of Strategies for Limiting the Consequences of the Zero Bound
-
Reifschneider, David L., and John M. Roberts (2006) "Expectations Formation and the Effectiveness of Strategies for Limiting the Consequences of the Zero Bound. Journal of the Japanese and International Economies, 20, 314-37.
-
(2006)
Journal of the Japanese and International Economies
, vol.20
, pp. 314-337
-
-
Reifschneider, D.L.1
Roberts, J.M.2
-
33
-
-
79953322172
-
Three Lessons for Monetary Policy in a Low-Inflation Era
-
Reifschneider, David L., and John C. Williams (2000) "Three Lessons for Monetary Policy in a Low-Inflation Era. Journal of Money, Credit and Banking, 32, 936-66.
-
(2000)
Journal of Money, Credit and Banking
, vol.32
, pp. 936-966
-
-
Reifschneider, D.L.1
Williams, J.C.2
-
34
-
-
84889706180
-
-
"FOMC Briefing." Washington : Board of Governors of the Federal Reserve System (January).
-
Reifschneider, David L., and John C. Williams (2002) "FOMC Briefing." Washington : Board of Governors of the Federal Reserve System (January).
-
(2002)
-
-
Reifschneider, D.L.1
Williams, J.C.2
-
35
-
-
0000292830
-
Sticky Prices in the United States
-
Rotemberg, Julio J. (1982) "Sticky Prices in the United States. Journal of Political Economy, 90, 1187-211.
-
(1982)
Journal of Political Economy
, vol.90
, pp. 1187-1211
-
-
Rotemberg, J.J.1
-
36
-
-
34547689398
-
Macroeconomic Implications of Changes in the Term Premium
-
Rudebusch, Glenn D., Brian P. Sack, and Eric Swanson (2007) "Macroeconomic Implications of Changes in the Term Premium. Federal Reserve Bank of St. Louis Review, 89, 241-69.
-
(2007)
Federal Reserve Bank of St. Louis Review
, vol.89
, pp. 241-269
-
-
Rudebusch, G.D.1
Sack, B.P.2
Swanson, E.3
-
37
-
-
64749084314
-
Optimal Inflation Stabilization in a Medium-Scale Macroeconomic Model
-
In, edited by Klaus Schmidt-Hebbel and Rick Mishkin Santiago, Chile : Central Bank of Chile.
-
Schmitt-Grohe, Stephanie, and Martin Uribe (2007) "Optimal Inflation Stabilization in a Medium-Scale Macroeconomic Model." In Monetary Policy Under Inflation Targeting, edited by Klaus Schmidt-Hebbel and Rick Mishkin, pp. 125-86. Santiago, Chile : Central Bank of Chile.
-
(2007)
Monetary Policy Under Inflation Targeting
, pp. 125-186
-
-
Schmitt-Grohe, S.1
Uribe, M.2
-
38
-
-
34547309730
-
Shocks and Frictions in U.S. Business Cycles: A Bayesian DSGE Approach
-
Smets, Frank, and Rafael Wouters (2007) "Shocks and Frictions in U.S. Business Cycles: A Bayesian DSGE Approach. American Economic Review, 97, 586-606.
-
(2007)
American Economic Review
, vol.97
, pp. 586-606
-
-
Smets, F.1
Wouters, R.2
-
39
-
-
0032340180
-
Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model
-
Stock, James, and Mark Watson (1998) "Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model. Journal of the American Statistical Association, 93, 349-58.
-
(1998)
Journal of the American Statistical Association
, vol.93
, pp. 349-358
-
-
Stock, J.1
Watson, M.2
-
40
-
-
80053591546
-
Let's Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2
-
Swanson, Eric T. (2011) "Let's Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2. Brookings Papers on Economic Activity, 1, 151-88.
-
(2011)
Brookings Papers on Economic Activity
, vol.1
, pp. 151-188
-
-
Swanson, E.T.1
-
42
-
-
0003075574
-
A Historical Analysis of Monetary Policy Rules
-
edited by John B. Taylor Chicago : University of Chicago Press.
-
Taylor, John B. (1999) "A Historical Analysis of Monetary Policy Rules." In Monetary Policy Rules, edited by John B. Taylor, pp. 319-41. Chicago : University of Chicago Press.
-
(1999)
Monetary Policy Rules
, pp. 319-341
-
-
Taylor, J.B.1
-
43
-
-
84889747686
-
-
"A Preferred-Habitat Model of the Term Structure of Interest Rates." Mimeo, London School of Economics.
-
Vayanos, Dimitri, and Jean-Luc Vila (2009) "A Preferred-Habitat Model of the Term Structure of Interest Rates." Mimeo, London School of Economics.
-
(2009)
-
-
Vayanos, D.1
Vila, J.-L.2
-
46
-
-
77949806664
-
Heeding Daedalus: Optimal Inflation and the Zero Lower Bound
-
Williams, John C. (2009) "Heeding Daedalus: Optimal Inflation and the Zero Lower Bound. Brookings Paper on Economic Activity, 2, 1-37.
-
(2009)
Brookings Paper on Economic Activity
, vol.2
, pp. 1-37
-
-
Williams, J.C.1
|