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Oreste Tristani

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This is information that was supplied by Oreste Tristani in registering through RePEc. If you are Oreste Tristani , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Oreste
Middle Name:
Last Name: Tristani
Suffix:

RePEc Short-ID: ptr96

Email:
Homepage: http://www.ecb.europa.eu/pub/scientific/wps/author/html/profile_10354.en.html
Postal Address:
Phone:

Affiliation

European Central Bank
Location: Frankfurt am Main, Germany
Homepage: http://www.ecb.int/
Email:
Phone: +49 69 1344 0
Fax: +49 69 1344 6000
Postal: Kaiserstraße 29, D-60311 Frankfurt am Main
Handle: RePEc:edi:emieude (more details at EDIRC)

Works

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Working papers

  1. Stephan Fahr & Roberto Motto & Massimo Rostagno & Frank Smets & Oreste Tristani, 2011. "A monetary policy strategy in good and bad times: lessons from the recent past," Working Paper Series 1336, European Central Bank.
  2. Gianni Amisano & Oreste Tristani, 2011. "Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations," Working Paper Series 1341, European Central Bank.
  3. Peter Hördahl & Oreste Tristani, 2010. "Inflation risk premia in the US and the euro area," BIS Working Papers 325, Bank for International Settlements.
  4. Oreste Tristani & Gianni Amisano, 2010. "A nonlinear DSGE model of the term structure with regime shifts," 2010 Meeting Papers 234, Society for Economic Dynamics.
  5. Fiorella De Fiore & Oreste Tristani, 2009. "Optimal monetary policy in a model of the credit channel," Working Paper Series 1043, European Central Bank.
  6. De Fiore, Fiorella & Teles, Pedro & Tristani, Oreste, 2009. "Monetary Policy and the Financing of Firms," CEPR Discussion Papers 7419, C.E.P.R. Discussion Papers.
  7. Fiorella De Fiore & Oreste Tristani, 2008. "Credit and the natural rate of interest," Working Paper Series 889, European Central Bank.
  8. Peter Hördahl & Oreste Tristani, 2007. "Mortage interest rate dispersion in the euro area," Working Paper Series 734, European Central Bank.
  9. Oreste Tristani, 2007. "Model misspecification, the equilibrium natural interest rate and the equity premium," Working Paper Series 808, European Central Bank.
  10. Peter Hoerdahl & Oreste Tristani, 2007. "Inflation risk premia in the term structure of interest rates," BIS Working Papers 228, Bank for International Settlements.
  11. Amisano, Giovanni & Tristani, Oreste, 2007. "Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model," CEPR Discussion Papers 6373, C.E.P.R. Discussion Papers.
  12. Peter Hördahl & Oreste Tristani & David Vestin, 2007. "The yield curve and macroeconomic dynamics," Working Paper Series 832, European Central Bank.
  13. Gianni Amisano & Oreste Tristani, 2006. "Euro area inflation persistence in an estimated nonlinear," Computing in Economics and Finance 2006 347, Society for Computational Economics.
  14. Peter Hördahl & Oreste Tristani & David Vestin, 2006. "The term structure of inflation risk premia and macroeconomic dynamics," Computing in Economics and Finance 2006 203, Society for Computational Economics.
  15. Peter Hoerdahl & Oreste Tristani, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Econometric Society 2004 North American Summer Meetings 379, Econometric Society.
  16. Carlo Monticelli & Oreste Tristani, 1999. "What does the single monetary policy do? A SVAR benchmark for the European Central Bank," Working Paper Series 2, European Central Bank.
  17. Smaghi, L.B. & Tristani, O., 1995. "The 1992-93 EMS Crisis: Assessing the Macroeconomic Costs," Papers 250, Banca Italia - Servizio di Studi.

Articles

  1. Stephan Fahr & Roberto Motto & Massimo Rostagno & Frank Smets & Oreste Tristani, 2013. "A monetary policy strategy in good and bad times: lessons from the recent past," Economic Policy, CEPR & CES & MSH, vol. 28(74), pages 243-288, 04.
  2. Peter Hördahl & Oreste Tristani, 2012. "Inflation Risk Premia In The Term Structure Of Interest Rates," Journal of the European Economic Association, European Economic Association, vol. 10(3), pages 634-657, 05.
  3. Amisano, Gianni & Tristani, Oreste, 2011. "Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2167-2185.
  4. Fiorella De Fiore & Oreste Tristani, 2011. "Credit and the Natural Rate of Interest," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 407-440, 03.
  5. Fiorella De Fiore & Pedro Teles & Oreste Tristani, 2011. "Monetary Policy and the Financing of Firms," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(4), pages 112-42, October.
  6. Amisano, Gianni & Tristani, Oreste, 2010. "Euro area inflation persistence in an estimated nonlinear DSGE model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1837-1858, October.
  7. Oreste Tristani, 2009. "Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1453-1479, October.
  8. Peter Hördahl & Oreste Tristani & David Vestin, 2008. "The Yield Curve and Macroeconomic Dynamics," Economic Journal, Royal Economic Society, vol. 118(533), pages 1937-1970, November.
  9. Hordahl, Peter & Tristani, Oreste & Vestin, David, 2006. "A joint econometric model of macroeconomic and term-structure dynamics," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 405-444.
  10. Peter Hordahl & Oreste Tristani & David Vestin, 2003. "A joint econometric model of macroeconomic and term structure," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  11. Tristani, Oreste, 1994. " Variable Probability of Realignment in a Target Zone," Scandinavian Journal of Economics, Wiley Blackwell, vol. 96(1), pages 1-14.

Chapters

  1. Stephan Fahr & Roberto Motto & Massimo Rostagno & Frank Smets & Oreste Tristani, 2011. "Lessons for monetary policy strategies from the recent past," Chapters, European Central Bank.

Books

  1. Gaspar,V¡tor & Issing,Otmar & Tristani,Oreste & Vestin,David, 2006. "Imperfect Knowledge and Monetary Policy," Cambridge Books, Cambridge University Press, number 9780521671071.
  2. Issing,Otmar & Gaspar,Vitor & Angeloni,Ignazio & Tristani,Oreste, 2001. "Monetary Policy in the Euro Area," Cambridge Books, Cambridge University Press, number 9780521788885.

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (16) 2006-07-15 2006-07-15 2007-06-11 2007-07-07 2007-08-14 2007-09-24 2007-11-03 2007-12-08 2008-05-31 2009-08-08 2009-11-27 2010-01-10 2010-11-27 2010-12-11 2011-05-14 2011-06-04. Author is listed
  2. NEP-CTA: Contract Theory & Applications (1) 2009-08-08
  3. NEP-DGE: Dynamic General Equilibrium (5) 2007-06-11 2007-07-07 2007-11-03 2007-12-08 2011-06-04. Author is listed
  4. NEP-ECM: Econometrics (1) 2011-06-04
  5. NEP-EEC: European Economics (8) 2006-07-15 2007-06-11 2007-07-07 2007-08-14 2007-11-03 2010-11-27 2010-12-11 2011-05-14. Author is listed
  6. NEP-ETS: Econometric Time Series (1) 2011-06-04
  7. NEP-FOR: Forecasting (1) 2005-10-04
  8. NEP-MAC: Macroeconomics (17) 2004-10-30 2005-10-04 2006-07-15 2006-07-15 2007-06-11 2007-07-07 2007-08-14 2007-09-24 2007-11-03 2007-12-08 2008-05-31 2009-08-08 2009-11-27 2010-01-10 2010-11-27 2010-12-11 2011-05-14. Author is listed
  9. NEP-MON: Monetary Economics (15) 2004-10-30 2006-07-15 2006-07-15 2007-06-11 2007-08-14 2007-09-24 2007-11-03 2007-12-08 2008-05-31 2009-08-08 2009-11-27 2010-01-10 2010-11-27 2010-12-11 2011-05-14. Author is listed
  10. NEP-ORE: Operations Research (1) 2011-06-04
  11. NEP-RMG: Risk Management (1) 2007-08-14
  12. NEP-UPT: Utility Models & Prospect Theory (2) 2010-12-11 2011-06-04

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