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Matthias Rottner

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Matthias Kaldorf & Matthias Rottner, 2025. "Climate Minsky moments and endogenous financial crises," BIS Working Papers 1248, Bank for International Settlements.

    Cited by:

    1. Etienne Raynal & Stéphane Loisel, 2026. "Risk averse asset allocation in a context of climate change with reinforcement learning and hidden Markov models," Annals of Finance, Springer, vol. 22(1), pages 1-31, June.
    2. Chakroun, Mohamed, 2026. "Climate policy optimization for oil-exporting economies: A DSGE approach to Oman’s environmental transformation," Energy Policy, Elsevier, vol. 212(C).
    3. Burgert, Matthias & Darracq Pariès, Matthieu & Priftis, Romanos & Röhe, Oke & Rottner, Matthias & Silgado-Gómez, Edgar & Stähler, Nikolai & Durand, Luigi & González, Mario & Varga, Janos, 2026. "Macroeconomic effects of carbon-intensive energy price changes: a model comparison," Working Paper Series 3192, European Central Bank.
    4. Giovanardi, Francesco & Kaldorf, Matthias, 2026. "Climate change and the macroeconomics of bank capital regulation," Journal of Monetary Economics, Elsevier, vol. 159(C).
    5. Lukman A. Lasisi & Franklin N. Ngwu & Mohammed K. Taliat & Abeeb O. Olaniran & Kelechi C. Nnamdi, 2025. "Modelling commodity market volatility with climate policy uncertainty: a GARCH-MIDAS approach," SN Business & Economics, Springer, vol. 5(3), pages 1-21, March.

  2. Jaanika Meriküll & Matthias Rottner, 2025. "Monetary policy and earnings inequality: inflation dependencies," BIS Working Papers 1271, Bank for International Settlements.

    Cited by:

    1. Hanno Kase & Matthias Rottner & Fabio Stohler, 2025. "Generative economic modeling," BIS Working Papers 1312, Bank for International Settlements.
    2. Ascari, Guido & Bijnens, Gert & Bobasu, Alina & Colciago, Andrea & Dhyne, Emmanuel & Elfsbacka-Schmöller, Michaela & Grimaud, Alex & Valderrama, Maria Teresa & Zlobins, Andrejs & Audzei, Volha, 2026. "Monetary policy transmission and structural changes," Occasional Paper Series 393, European Central Bank.

  3. Rhys Bidder & Timothy Jackson & Matthias Rottner, 2025. "CBDC and banks: disintermediating fast and slow," BIS Working Papers 1280, Bank for International Settlements.

    Cited by:

    1. Georgarakos, Dimitris & Kenny, Geoff & Laeven, Luc & Meyer, Justus, 2025. "Consumer attitudes towards a central bank digital currency," Working Paper Series 3035, European Central Bank.
    2. Wan, Jieru & Yin, Libo & Wu, You & Wu, Lei, 2026. "Time-frequency return and volatility spillovers among CBDC uncertainty, cryptocurrency uncertainty, and ESG stock indexes," Research in International Business and Finance, Elsevier, vol. 87(C).
    3. Hemingway, Benjamin, 2025. "The role of central bank digital currency in an increasingly digital economy," Journal of Economic Dynamics and Control, Elsevier, vol. 179(C).
    4. Cupak, Andrej & Gertler, Pavel & Hajdiak, Daniel & Klacso, Ján & Rychtárik, Štefan, 2026. "Determinants of digital euro adoption: The role of political orientation," Economic Modelling, Elsevier, vol. 162(C).
    5. Becker, Hendrik, 2026. "CBDC demand simulation across high and low inflation regimes," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 106(C).
    6. Ponce, Jorge & Taroco, Santiago, 2026. "CBDC’s design implications for financial stability," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 7(1).
    7. Georgarakos, Dimitris & Kenny, Geoff & Laeven, Luc & Meyer, Justus, 2025. "The digital euro: awareness, adoption and household portfolios," Research Bulletin, European Central Bank, vol. 138.
    8. Dumitrescu Constantin Cătălin, 2025. "Demystifying Consumers’ Adoption of a Digital Euro in the Euro Area," Proceedings of the International Conference on Business Excellence, Paradigm, vol. 19(1), pages 2887-2910.
    9. Krüger, Ulrich & Wong, Lui Hsian, 2026. "Long-term implications of a digital euro on liquidity and funding costs in the German banking system," Discussion Papers 19/2026, Deutsche Bundesbank.
    10. Michael Junho Lee & Donny Tou, 2026. "Stablecoin Disintermediation," Staff Reports 1185, Federal Reserve Bank of New York.
    11. Lambert, Claudia & Larkou, Chloe & Pancaro, Cosimo & Pellicani, Antonella & Sintonen, Meri, 2024. "Digital euro demand: design, individuals’ payment preferences and socioeconomic factors," Working Paper Series 2980, European Central Bank.
    12. Syngjoo Choi & Bongseop Kim & Young-Sik Kim & Ohik Kwon & Soeun Park, 2025. "Predicting the payment preference for CBDC: a discrete choice experiment," BIS Working Papers 1296, Bank for International Settlements.
    13. Seiler, Volker, 2026. "What determines potential usage of the digital euro?," Research in International Business and Finance, Elsevier, vol. 86(C).
    14. Frank van der Horst & Anneloes van Gent, 2025. "The offline digital euro and holding limits: a user-centred approach," Occasional Studies 2502, DNB.
    15. Bindseil, Ulrich & Senner, Richard, 2024. "Macroeconomic modelling of CBDC: a critical review," Working Paper Series 2978, European Central Bank.
    16. Patrick Schueffel, 2025. "Can CBDC Mimic Cash? A Deep Dive into the Digital Euro Case," JRFM, MDPI, vol. 18(7), pages 1-35, July.
    17. Saroj Bhattarai & Mohammad Davoodalhosseini & Zhenning Zhao, 2024. "Central Bank Digital Currency and Transmission of Monetary Policy," Staff Working Papers 24-27, Bank of Canada.
    18. Dirk Niepelt, 2025. "Central Bank Digital Currency and Monetary Architecture," Diskussionsschriften dp2509, Universitaet Bern, Departement Volkswirtschaft.
    19. Bernd Hayo & Matthias Neuenkirch & Manuel Walz, 2026. "Estimating the Demand for a Digital Euro: A Survey Approach for France, Germany and Italy," Research Papers in Economics 2026-06, University of Trier, Department of Economics.
    20. Abad, Jorge & Nuño, Galo & Thomas, Carlos, 2025. "CBDC and the operational framework of monetary policy," Journal of Monetary Economics, Elsevier, vol. 151(C).

  4. Hanno Kase & Leonardo Melosi & Matthias Rottner, 2025. "Estimating nonlinear heterogeneous agent models with neural networks," BIS Working Papers 1241, Bank for International Settlements.

    Cited by:

    1. Sofia Velasco, 2025. "Let the Tree Decide: FABART A Non-Parametric Factor Model," Papers 2506.11551, arXiv.org.
    2. Hubrich, Kirstin & Schüler, Yves & Waggoner, Daniel, 2026. "Financial shocks and leverage of financial institutions: When do they matter?," Journal of Monetary Economics, Elsevier, vol. 158(C).
    3. Yucheng Yang & Chiyuan Wang & Andreas Schaab & Benjamin Moll, 2025. "Structural Reinforcement Learning for Heterogeneous Agent Macroeconomics," Papers 2512.18892, arXiv.org.
    4. Saman Darougheh & Renato Faccini & Leonardo Melosi & Alessandro Villa, 2025. "On-the-Job Search and Inflation Under the Microscope," Working Paper Series WP 2025-10, Federal Reserve Bank of Chicago.
    5. Sarah Bell & Matthieu Chavaz & Boris Hofmann & Daniel Rees & Matthias Rottner, 2026. "Evolving approaches to monetary policy communication in the face of uncertainty: fan charts, scenarios and guidance," BIS Quarterly Review, Bank for International Settlements, March.
    6. Jesús Fernández-Villaverde & Galo Nuno & Jesse Perla, 2024. "Taming the Curse of Dimensionality:Quantitative Economics with Deep Learning," PIER Working Paper Archive 24-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    7. Hanno Kase & Leonardo Melosi & Sebastian Rast & Matthias Rottner, 2026. "The perils of narrowing fiscal spaces," BIS Working Papers 1328, Bank for International Settlements.
    8. Douglas Araujo & Rafael Schmidt & Olivier Sirello & Bruno Tissot & Ricardo Villarreal, 2025. "Governance and implementation of artificial intelligence in central banks," IFC Reports 18, Bank for International Settlements.
    9. Yves Achdou & Johannes Brumm & Lukas Frank, 2026. "Mastering Stochastic OLG Models in Continuous Time," Papers 2608.11134, arXiv.org.

  5. Spencer D. Krane & Leonardo Melosi & Matthias Rottner, 2023. "Learning Monetary Policy Strategies at the Effective Lower Bound with Sudden Surprises," Working Paper Series WP 2023-22, Federal Reserve Bank of Chicago.

    Cited by:

    1. Wataru Hagio & Daisuke Ikeda & Koji Takahashi & Keisuke Yoshida, 2026. "Mind the Gap When Exiting Low-for-Long," IMES Discussion Paper Series 26-E-02, Institute for Monetary and Economic Studies, Bank of Japan.

  6. Bondarenko, Yevheniia & Lewis, Vivien & Rottner, Matthias & Schüler, Yves, 2023. "Geopolitical Risk Perceptions," CEPR Discussion Papers 18123, Centre for Economic Policy Research.

    Cited by:

    1. Khalil, Makram & Osten, David & Strobel, Felix, 2025. "Trade dynamics under geopolitical risk," Discussion Papers 03/2025, Deutsche Bundesbank.
    2. Choudhury, Tonmoy, 2025. "US sectors and geopolitical risk: The investor's perspective," Finance Research Letters, Elsevier, vol. 73(C).
    3. Ozili, Peterson K, 2025. "Geopolitical shocks, capital outflows, financial inclusion and digital financial inclusion," MPRA Paper 125567, University Library of Munich, Germany.
    4. Sinani, Evis & Hobdari, Bersant & Brandl, Kristin & Gammelgaard, Jens, 2026. "Caught in the crossfire: Multinational enterprises in the era of geopolitical tensions," International Business Review, Elsevier, vol. 35(4).
    5. Yevheniia Bondarenko & Nayeon Kang & Vivien Lewis & Matthias Rottner & Yves Schueler, 2026. "Geopolitical risk in the euro area: measurement and transmission," BIS Working Papers 1348, Bank for International Settlements.
    6. Shen, Xinyan & Wang, Daoping & Wu, Chen, 2026. "Measuring geopolitical risk in China," Pacific-Basin Finance Journal, Elsevier, vol. 98(C).
    7. Ambrocio, Gene & Fungáčová, Zuzana & Heikkinen, Joni & Kerola, Eeva & Korhonen, Iikka & Norring, Anni, 2025. "Northern insights: Geopolitical risk from Finnish news media," Bank of Finland Research Discussion Papers 13/2025, Bank of Finland.
    8. Matthijs Leusen & Harry Garretsen & Francesco Giumelli & Tristan Kohl, 2026. "The Stock Market Effects of the 2022 Russia Sanctions: Evidence from the US and the EU," CESifo Working Paper Series 12650, CESifo.
    9. Boermans, Martijn & Galema, Rients & Plantinga, Auke & Scholtens, Bert, 2026. "The Zelensky moment: Investments in the defense industry and geopolitical risk awareness of European investors," European Journal of Political Economy, Elsevier, vol. 93(C).
    10. Miguel Jiménez & David Sarasa Flores & Alfonso Ugarte, 2026. "Global | Assessing Structural Geopolitical Risk," Working Papers 26/08, BBVA Bank, Economic Research Department.
    11. Dai, Shangze & Guan, Zhengfei & Ji, James, 2026. "Food Security Concerns under Geopolitical Risk: Land Expansion, Trade Distortions, and Environmental Costs," 2026 Annual Meeting, July 26 - 28, 2026, Kansas City, Missouri 404631, Agricultural and Applied Economics Association.
    12. Emna Trabelsi, 2025. "Monetary Policy Transmission Under Global Versus Local Geopolitical Risk: Exploring Time-Varying Granger Causality, Frequency Domain, and Nonlinear Territory in Tunisia," Economies, MDPI, vol. 13(7), pages 1-68, June.
    13. BBVA Research & Alvaro Ortiz & Tomasa Rodrigo, 2025. "Global | Geopolitics, geoeconomics and risk: a machine learning approach," Working Papers 25/14, BBVA Bank, Economic Research Department.
    14. Thi Thanh Ha DOAN & Asei ITO & Changyuan LUO & Hongyong ZHANG, 2025. "Geopolitical Risk and Supply Chain Diversification: Evidence from Japanese multinational firms," Discussion papers 25112, Research Institute of Economy, Trade and Industry (RIETI).
    15. Ahmed, Shaker & Davydov, Denis & Solanko, Laura, 2026. "Geopolitical conflicts and European MNE strategy: The outcomes of staying or leaving Russia," BOFIT Discussion Papers 5/2026, Bank of Finland Institute for Emerging Economies (BOFIT).
    16. Bettendorf, Timo, 2026. "Disentangling supply-side and demand-side effects of uncertainty shocks on U.S. financial markets: Identification using prices of gold and oil," Journal of Macroeconomics, Elsevier, vol. 88(C).
    17. Guillermo Verduzco-Bustos & Francesco Zanetti, 2026. "The Effects of Geopolitical Oil Price Shocks," CESifo Working Paper Series 12606, CESifo.
    18. Cathrin Mohr & Christoph Trebesch, 2025. "Geoeconomics," Annual Review of Economics, Annual Reviews, vol. 17(1), pages 563-587, August.
    19. Frangiamore, Francesco & Saadaoui, Jamel, 2026. "Local and anglosphere-based geopolitical risk and sovereign stress in the Euro Area," Finance Research Letters, Elsevier, vol. 101(C).
    20. Ioannou, Demosthenes & Prioriello, Raffaele & Durrani, Agha, 2026. "Measuring geoeconomic tension: a large-language-model approach for the euro area," Working Paper Series 3250, European Central Bank.
    21. Chengjiu Sun & Shanshan Wang, 2026. "The Impact of US Sanctions on Food Security: Evidence from a Global Panel," Working Papers 202612, Center for Global Policy Analysis, LeBow College of Business, Drexel University.
    22. Hou, Yaru & Wang, En-Ze, 2026. "Proactive transition or passive contraction——The impact of geopolitical risk on carbon emissions," Energy Policy, Elsevier, vol. 214(C).
    23. Ito, Asei & Lim, Jaehwan & Zhang, Hongyong, 2025. "Measuring political leader's geopolitical risk perceptions," International Economics, Elsevier, vol. 183(C).
    24. Saadaoui, Jamel, 2025. "Geopolitical Turning Points and Oil Price Responses: An IV-LP Approach," MPRA Paper 125586, University Library of Munich, Germany.
    25. Xiong, Mengxu & Kong, Dongmin, 2026. "Geopolitical risks and firm export product quality," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 107(C).
    26. Xiong, Ding & Sun, Yao, 2025. "The rising cost of turmoil: geopolitical crises and supply chain risk," Economics Letters, Elsevier, vol. 255(C).
    27. BBVA Research, 2026. "Global | Geopolitics, geoeconomics and sovereign risk: different shocks,different channels," Working Papers 26/04, BBVA Bank, Economic Research Department.
    28. Metiu, Norbert & Völpel, Martin, 2026. "Geopolitical hybrid threats," Discussion Papers 11/2026, Deutsche Bundesbank.
    29. Frangiamore, Francesco & Saadaoui, Jamel, 2026. "Geopolitical risk and sovereign stress in the Euro Area," MPRA Paper 127823, University Library of Munich, Germany.
    30. Lewis, Vivien & Puangjit, Sirikorn, 2025. "A simple model of geopolitical risk and sanctions," Discussion Papers 32/2025, Deutsche Bundesbank.
    31. Chenxi Tang & Xiaojun Du, 2024. "Geopolitical Risk and Ownership Decision in Green Overseas Investment: Dual Moderation of Corporate Green Technology Capability and Host Green Governance," Sustainability, MDPI, vol. 16(13), pages 1-21, June.

  7. Matthias Rottner, 2021. "Financial Crises and Shadow Banks: A Quantitative Analysis," Economics Working Papers EUI ECO 2021/02, European University Institute.

    Cited by:

    1. James Mitchell & Aubrey Poon & Dan Zhu, 2022. "Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics," Working Papers 22-12R, Federal Reserve Bank of Cleveland, revised 11 Apr 2023.
    2. Hubrich, Kirstin & Schüler, Yves & Waggoner, Daniel, 2026. "Financial shocks and leverage of financial institutions: When do they matter?," Journal of Monetary Economics, Elsevier, vol. 158(C).
    3. di Iasio, Giovanni & Kaufmann, Christoph & Wicknig, Florian, 2022. "Macroprudential regulation of investment funds," Working Paper Series 2695, European Central Bank.
    4. Bianchi, Francesco & Melosi, Leonardo & Rottner, Matthias, 2021. "Hitting the elusive inflation target," Discussion Papers 40/2021, Deutsche Bundesbank.
    5. Darracq Pariès, Matthieu & Kok, Christoffer & Rottner, Matthias, 2023. "Reversal interest rate and macroprudential policy," European Economic Review, Elsevier, vol. 159(C).
    6. Lei, Ningze & Huang, Liqiang, 2023. "Corporate financing from shadow banking and bond credit spreads," Finance Research Letters, Elsevier, vol. 58(PB).
    7. Kase, Hanno & Melosi, Leonardo & Rottner, Matthias, 2024. "Estimating Nonlinear Heterogeneous Agent Models with Neural Networks," The Warwick Economics Research Paper Series (TWERPS) 1499, University of Warwick, Department of Economics.
    8. Nikolay Hristov & Dominik Menno, 2026. "Long-Run Inflation and Financial Panics," CESifo Working Paper Series 12918, CESifo.
    9. Johannes Poeschl & Jakob G. Mikkelsen, 2026. "Banking Panic Risk and Macroeconomic Uncertainty," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 58(3), pages 885-918, April.
    10. Daisuke Ikeda & Hidehiko Matsumoto, 2025. "Towards a Macroeconomic Model of Banking Crises," IMES Discussion Paper Series 25-E-17, Institute for Monetary and Economic Studies, Bank of Japan.
    11. Jiaxin Wang & Daxin Dong, 2025. "De‐financialization and the Increase in Corporate Research and Development Intensity: The Effects of China's 2018 New Asset Management Rules," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 33(3), pages 197-233, May.
    12. Croicu Andreea-Elena & Călin Adrian Cantemir, 2024. "Reconceptualizing Stability: Dynamics of Shadow Banking in Financial Markets," Proceedings of the International Conference on Business Excellence, Paradigm, vol. 18(1), pages 1385-1397.
    13. Pan, Hongjie & Wang, Zhaojie & Zhang, Hejie & Ding, Shusheng, 2026. "Economic uncertainty, shadow banking, and systemic risk: A perspective of interbank network structure analysis," The North American Journal of Economics and Finance, Elsevier, vol. 83(C).
    14. Jiang, Shanshan & Ju, Xin & Meng, Lingyi & Wang, Jie, 2025. "The risk contagion mechanism of shadow banking with dynamic network correlation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 675(C).
    15. Matthias Kaldorf & Matthias Rottner, 2025. "Climate Minsky moments and endogenous financial crises," BIS Working Papers 1248, Bank for International Settlements.
    16. Hongjie Pan & Hong Fan, 2024. "Systemic Risk Arising from Shadow Banking and Sustainable Development: A Study of Wealth Management Products in China," Sustainability, MDPI, vol. 16(10), pages 1-26, May.

  8. Darracq Pariès, Matthieu & Kok, Christoffer & Rottner, Matthias, 2020. "Reversal interest rate and macroprudential policy," Working Paper Series 2487, European Central Bank.

    Cited by:

    1. Grégory Levieuge & Jean-Guillaume Sahuc, 2021. "Downward Interest Rate Rigidity," Working papers 828, Banque de France.
    2. Spencer Krane & Leonardo Melosi & Matthias Rottner, 2026. "Learning monetary policy strategies at the effective lower bound with sudden surprises," BIS Working Papers 1349, Bank for International Settlements.
    3. Koenig, Philipp J. & Schliephake, Eva, 2022. "Bank risk-taking and impaired monetary policy transmission," Working Paper Series 2638, European Central Bank.
    4. Gulan, Adam & Jokivuolle, Esa & Verona, Fabio, 2022. "Optimal bank capital requirements: What do the macroeconomic models say?," BoF Economics Review 2/2022, Bank of Finland.
    5. Budnik, Katarzyna & Ponte Marques, Aurea & Giglio, Carla & Grassi, Alberto & Durrani, Agha & Figueres, Juan Manuel & Konietschke, Paul & Le Grand, Catherine & Metzler, Julian & Población García, Franc, 2024. "Advancements in stress-testing methodologies for financial stability applications," Occasional Paper Series 348, European Central Bank.
    6. Maih, Junior & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka, 2021. "Asymmetric monetary policy rules for the euro area and the US," Journal of Macroeconomics, Elsevier, vol. 70(C).
    7. Jan Lukas Schäfer, 2026. "Transmission of Negative Interest Rates: Reversal or Amplification?," Working Papers wp2026_2606, CEMFI.
    8. Anthony Brassil, 2022. "The Consequences of Low Interest Rates for the Australian Banking Sector," RBA Annual Conference Papers acp2022-04, Reserve Bank of Australia, revised Dec 2022.
    9. Rottner, Matthias, 2023. "Financial crises and shadow banks: A quantitative analysis," Journal of Monetary Economics, Elsevier, vol. 139(C), pages 74-92.
    10. Koenig, Philipp J. & Schliephake, Eva, 2021. "Bank risk-taking and impaired monetarypolicy transmission," Discussion Papers 42/2021, Deutsche Bundesbank.
    11. Oliver de Groot & Alexander Haas, 2021. "The signalling channel of negative interest rates," Economics Series Working Papers 956 JEL classification: E, University of Oxford, Department of Economics.
    12. Heider, Florian & Leonello, Agnese, 2021. "Monetary Policy in a Low Interest Rate Environment: Reversal Rate and Risk-Taking," Working Paper Series 2593, European Central Bank.
    13. policy, Work stream on macroprudential & Albertazzi, Ugo & Martin, Alberto & Assouan, Emmanuelle & Tristani, Oreste & Galati, Gabriele & Vlassopoulos, Thomas, 2021. "The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area," Occasional Paper Series 272, European Central Bank.
    14. Jude, Cristina & Levieuge, Grégory, 2025. "Doubling down: The synergy of CCyB release and monetary policy easing," Journal of International Money and Finance, Elsevier, vol. 155(C).
    15. Altavilla, Carlo & Lemke, Wolfgang & Linzert, Tobias & Tapking, Jens & von Landesberger, Julian, 2021. "Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014," Occasional Paper Series 278, European Central Bank.
    16. Joscha Beckmann & Klaus-Jürgen Gern & Nils Jannsen, 2022. "Should they stay or should they go? Negative interest rate policies under review," International Economics and Economic Policy, Springer, vol. 19(4), pages 885-912, October.
    17. Carlos Giraldo & Iader Giraldo-Salazar & Jose E. Gomez-Gonzalez & Jorge M Uribe, 2025. "The Disappearance of Bank Capital Pro-Cyclicality in Emerging and Low-Income Economies under Basel III," Documentos de trabajo 021826, FLAR.
    18. Cynthia Balloch & Yann Koby & Mauricio Ulate, 2022. "Making Sense of Negative Nominal Interest Rates," Working Paper Series 2022-12, Federal Reserve Bank of San Francisco.
    19. Luis Brandao-Marques & Marco Casiraghi & Gaston Gelos & Gunes Kamber & Roland Meeks, 2021. "Negative Interest Rate Policies: Taking Stock of the Experience So Far," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 22(06), pages 27-32, November.
    20. Matthieu Darracq Paries & Peter Karadi & Christoffer Kok & Kalin Nikolov, 2022. "The Impact of Capital Requirements on the Macroeconomy: Lessons from Four Macroeconomic Models of the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 18(5), pages 1-50, December.

  9. Leonardo Melosi & Matthias Rottner, 2020. "Pandemic Recessions and Contact Tracing," Working Paper Series WP-2020-31, Federal Reserve Bank of Chicago.

    Cited by:

    1. Brotherhood, Luiz & Kircher, Philipp & Santos, Cezar & Tertilt, Michèle, 2023. "Optimal Age-based Policies for Pandemics: An Economic Analysis of Covid-19 and Beyond," IDB Publications (Working Papers) 13295, Inter-American Development Bank.
    2. Melosi, Leonardo, 2022. "Comments on Epidemics in the New Keynesian model by Eichenbaum, Rebelo, and Trabandt”," Journal of Economic Dynamics and Control, Elsevier, vol. 140(C).

  10. Francesco Bianchi & Leonardo Melosi & Matthias Rottner, 2019. "Hitting the Elusive Inflation Target," Working Paper Series WP-2019-7, Federal Reserve Bank of Chicago.

    Cited by:

    1. Guido Ascari & Sophocles Mavroeidis & Nigel McClung, 2023. "Coherence without Rationality at the ZLB," Working Papers 784, DNB.
    2. Zehri, Chokri, 2022. "Asymmetric impact of capital controls on international trade," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
    3. Milani, Fabio, 2026. "Inflation tolerance bands and private sector beliefs," European Economic Review, Elsevier, vol. 187(C).
    4. Stefano Fasani & Mirela Miescu & Lorenza Rossi, 2026. "Nonlinearities With Deanchored Inflation Expectations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 67(3), pages 977-996, August.
    5. Ashwin, Julian & Beaudry, Paul & Ellison, Martin, 2025. "Neural network learning for nonlinear economies," Journal of Monetary Economics, Elsevier, vol. 149(C).
    6. Jesús Fernández-Villaverde & Joël Marbet & Galo Nuño Barrau & Omar Rachedi, 2024. "Inequality and the zero lower bound," BIS Working Papers 1160, Bank for International Settlements.
    7. Jason Choi & Andrew Foerster, 2021. "Optimal Monetary Policy Regime Switches," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 42, pages 333-346, October.
    8. Spencer Krane & Leonardo Melosi & Matthias Rottner, 2026. "Learning monetary policy strategies at the effective lower bound with sudden surprises," BIS Working Papers 1349, Bank for International Settlements.
    9. Guido Bulligan & Francesco Corsello & Stefano Neri & Alex Tagliabracci, 2021. "De-anchored long-term inflation expectations in a low growth, low rate environment," Questioni di Economia e Finanza (Occasional Papers) 624, Bank of Italy, Economic Research and International Relations Area.
    10. Naoto Soma, 2021. "Parameter Uncertainty and Effective Lower Bound Risk," IMES Discussion Paper Series 21-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
    11. Roussellet, Guillaume, 2025. "The term structure of macroeconomic risks at the effective lower bound," Journal of Econometrics, Elsevier, vol. 248(C).
    12. Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander, 2021. "The ECB’s price stability framework: past experience, and current and future challenges," Occasional Paper Series 269, European Central Bank.
    13. Ding, Shusheng & Zheng, Dandan & Cui, Tianxiang & Du, Min, 2023. "The oil price-inflation nexus: The exchange rate pass- through effect," Energy Economics, Elsevier, vol. 125(C).
    14. Hervé Le Bihan & Magali Marx & Julien Matheron, 2021. "Inflation tolerance ranges in the new keynesian model," Working Papers 2142, Banco de España.
    15. Cristiano Cantore & Pascal Meichtry, 2024. "Unwinding Quantitative Easing: State Dependency and Household Heterogeneity," Working papers 955, Banque de France.
    16. Maih, Junior & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka, 2021. "Asymmetric monetary policy rules for the euro area and the US," Journal of Macroeconomics, Elsevier, vol. 70(C).
    17. Bianchi, Francesco & Melosi, Leonardo & Rottner, Matthias, 2021. "Hitting the elusive inflation target," Discussion Papers 40/2021, Deutsche Bundesbank.
    18. Darracq Pariès, Matthieu & Kok, Christoffer & Rottner, Matthias, 2023. "Reversal interest rate and macroprudential policy," European Economic Review, Elsevier, vol. 159(C).
    19. Hess T. Chung & Brian M. Doyle & James Hebden & Michael Siemer, 2020. "Considerations Regarding Inflation Ranges," Finance and Economics Discussion Series 2020-075, Board of Governors of the Federal Reserve System (U.S.).
    20. Adrian Penalver & Daniele Siena, 2021. "The Deflationary Bias of the ZLB and the FED s Strategic Response," Working papers 843, Banque de France.
    21. Gerke, Rafael & Giesen, Sebastian & Kienzler, Daniel & Röttger, Joost & Scheer, Alexander, 2021. "A comparison of monetary policy rules in an estimated TANK model," Technical Papers 05/2021, Deutsche Bundesbank.
    22. Marco Bassetto & Gherardo Gennaro Caracciolo, 2021. "Monetary/Fiscal Interactions with Forty Budget Constraints," Working Papers 788, Federal Reserve Bank of Minneapolis.
    23. Hauptmeier, Sebastian & Kamps, Christophe & Radke, Lucas, 2022. "Counter-cyclical fiscal rules and the zero lower bound," Working Paper Series 2715, European Central Bank.
    24. Martina Cecioni & Adriana Grasso & Alessandro Notarpietro & Massimiliano Pisani, 2021. "Revisiting monetary policy objectives and strategies: international experience and challenges from the ELB," Questioni di Economia e Finanza (Occasional Papers) 660, Bank of Italy, Economic Research and International Relations Area.
    25. Kase, Hanno & Melosi, Leonardo & Rottner, Matthias, 2024. "Estimating Nonlinear Heterogeneous Agent Models with Neural Networks," The Warwick Economics Research Paper Series (TWERPS) 1499, University of Warwick, Department of Economics.
    26. Gáti, Laura, 2022. "Monetary policy & anchored expectations: an endogenous gain learning model," Working Paper Series 2685, European Central Bank.
    27. Rottner, Matthias, 2023. "Financial crises and shadow banks: A quantitative analysis," Journal of Monetary Economics, Elsevier, vol. 139(C), pages 74-92.
    28. Ozili, Peterson K, 2024. "Inflation-targeting monetary policy framework in Nigeria: The Success Factors," MPRA Paper 120775, University Library of Munich, Germany.
    29. Große Steffen, Christoph, 2021. "Anchoring of long-term inflation expectations: Do inflation target formulations matter?," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242466, Verein für Socialpolitik / German Economic Association.
    30. Krane, Spencer David & Melosi, Leonardo & Rottner, Matthias, 2023. "Learning monetary policy strategies at the effective lower bound with sudden surprises," Discussion Papers 22/2023, Deutsche Bundesbank.
    31. Sandra Daudignon & Oreste Tristani, 2026. "Monetary Policy and the Drifting Natural Rate of Interest," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 58(5), pages 1385-1410, August.
    32. Yunjong Eo & Nigel Mcclung, 2025. "Determinacy and E‐Stability with Interest Rate Rules at the Zero Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 57(4), pages 951-979, June.
    33. Corsello, Francesco & Neri, Stefano & Tagliabracci, Alex, 2021. "Anchored or de-anchored? That is the question," European Journal of Political Economy, Elsevier, vol. 69(C).
    34. Francesco Bianchi & Renato Faccini & Leonardo Melosi, 2020. "Monetary and Fiscal Policies in Times of Large Debt: Unity is Strength," Working Paper Series WP-2020-13, Federal Reserve Bank of Chicago.
    35. Hills, Timothy S. & Nakata, Taisuke & Schmidt, Sebastian, 2019. "Effective lower bound risk," European Economic Review, Elsevier, vol. 120(C).
    36. Francesco Bianchi & Leonardo Melosi, 2022. "Inflation as a Fiscal Limit," Working Paper Series WP 2022-37, Federal Reserve Bank of Chicago.
    37. Arden, Lucas & Hauptmeier, Sebastian & Kamps, Christophe, 2025. "Inflation-stabilizing monetary and fiscal policy rules at and away from the lower bound," Journal of Monetary Economics, Elsevier, vol. 156(C).
    38. Chokri Zehri, 2023. "The Volatility Lowering Effects of Capital Controls," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 15(3), pages 385-408, September.
    39. Ascari, Guido & Mavroeidis, Sophocles & McClung, Nigel, 2023. "Coherence without rationality at the zero lower bound," Journal of Economic Theory, Elsevier, vol. 214(C).
    40. Hanno Kase & Leonardo Melosi & Sebastian Rast & Matthias Rottner, 2026. "The perils of narrowing fiscal spaces," BIS Working Papers 1328, Bank for International Settlements.
    41. Matthias Burgert & Benoit Mojon & Daniel Rees & Matthias Rottner & Hongyan Zhao, 2025. "A multi-sector assessment of the macroeconomic effects of tariffs," BIS Quarterly Review, Bank for International Settlements, September.
    42. Robert Amano & Marc-André Gosselin & Kurt See, 2021. "Exploring the potential benefits of inflation overshooting," Staff Analytical Notes 2021-16, Bank of Canada.
    43. Boehl, Gregor, 2025. "HANK on speed: Robust nonlinear solutions using automatic differentiation," Journal of Economic Theory, Elsevier, vol. 230(C).
    44. Richard H. Clarida, 2022. "The Federal Reserve's New Framework: Context and Consequences," Finance and Economics Discussion Series 2022-001, Board of Governors of the Federal Reserve System (U.S.).
    45. Francesco Bianchi & Leonardo Melosi & Anna Rogantini Picco, 2022. "Who is Afraid of Eurobonds?," Working Paper Series WP 2022-43, Federal Reserve Bank of Chicago.
    46. Pang, Ke & Shiamptanis, Christos, 2024. "Is the Bank of Canada concerned about inflation or the state of the economy?," Journal of International Money and Finance, Elsevier, vol. 140(C).
    47. Hanno Kase & Matthias Rottner & Fabio Stohler, 2025. "Generative economic modeling," BIS Working Papers 1312, Bank for International Settlements.
    48. Petrella, Ivan & De Polis, Andrea & Melosi, Leonardo, 2025. "The taming of the skew: asymmetric inflation risk and monetary policy," Working Paper Series 3028, European Central Bank.
    49. Fernando M. Duarte & Benjamin K. Johannsen & Leonardo Melosi & Taisuke Nakata, 2020. "Strengthening the FOMC’s Framework in View of the Effective Lower Bound and Some Considerations Related to Time-Inconsistent Strategies," Finance and Economics Discussion Series 2020-067, Board of Governors of the Federal Reserve System (U.S.).
    50. Roberto M. Billi & Ulf Söderström & Carl E. Walsh, 2023. "The Role of Money in Monetary Policy at the Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(4), pages 681-716, June.
    51. Adam Golinski & Sophie Guilloux-Nefussi & Jean-Paul Renne, 2025. "The Shadow Rate Model: Let’s Make it Real!," Working papers 1014, Banque de France.
    52. Jaanika Meriküll & Matthias Rottner, 2025. "Monetary policy and earnings inequality: inflation dependencies," BIS Working Papers 1271, Bank for International Settlements.

Articles

  1. Spencer Krane & Leonardo Melosi & Matthias Rottner, 2026. "Learning Monetary Policy Strategies at the Effective Lower Bound with Sudden Surprises," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 62, November.
    See citations under working paper version above.
  2. Matthias Burgert & Benoit Mojon & Daniel Rees & Matthias Rottner & Hongyan Zhao, 2025. "A multi-sector assessment of the macroeconomic effects of tariffs," BIS Quarterly Review, Bank for International Settlements, September.

    Cited by:

    1. Khalil, Makram & Rouillard, Pierre M. & Strobel, Felix, 2026. "Import tariff transmission in a production network," Discussion Papers 23/2026, Deutsche Bundesbank.
    2. Burgert, Matthias & Darracq Pariès, Matthieu & Priftis, Romanos & Röhe, Oke & Rottner, Matthias & Silgado-Gómez, Edgar & Stähler, Nikolai & Durand, Luigi & González, Mario & Varga, Janos, 2026. "Macroeconomic effects of carbon-intensive energy price changes: a model comparison," Working Paper Series 3192, European Central Bank.
    3. Matthias Burgert & Giulio Cornelli & Burcu Erik & Benoit Mojon & Daniel Rees & Matthias Rottner, 2025. "The BIS multisector model: a multi-country environment for macroeconomic analysis," BIS Working Papers 1297, Bank for International Settlements.

  3. Bondarenko, Yevheniia & Lewis, Vivien & Rottner, Matthias & Schüler, Yves, 2024. "Geopolitical risk perceptions," Journal of International Economics, Elsevier, vol. 152(C).
    See citations under working paper version above.
  4. Darracq Pariès, Matthieu & Kok, Christoffer & Rottner, Matthias, 2023. "Reversal interest rate and macroprudential policy," European Economic Review, Elsevier, vol. 159(C).
    See citations under working paper version above.
  5. Leonardo Melosi & Matthias Rottner, 2023. "Pandemic Recessions and Contact Tracing," Journal of the European Economic Association, European Economic Association, vol. 21(6), pages 2485-2517.
    See citations under working paper version above.
  6. Rottner, Matthias, 2023. "Financial crises and shadow banks: A quantitative analysis," Journal of Monetary Economics, Elsevier, vol. 139(C), pages 74-92.
    See citations under working paper version above.
  7. Bianchi, Francesco & Melosi, Leonardo & Rottner, Matthias, 2021. "Hitting the elusive inflation target," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 107-122.
    See citations under working paper version above.
  8. Darracq Pariès, Matthieu & Kok, Christoffer & Rottner, Matthias, 2020. "Enhancing macroprudential space when interest rates are “low for long”," Macroprudential Bulletin, European Central Bank, vol. 11.

    Cited by:

    1. policy, Work stream on macroprudential & Albertazzi, Ugo & Martin, Alberto & Assouan, Emmanuelle & Tristani, Oreste & Galati, Gabriele & Vlassopoulos, Thomas, 2021. "The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area," Occasional Paper Series 272, European Central Bank.
    2. Jude, Cristina & Levieuge, Grégory, 2025. "Doubling down: The synergy of CCyB release and monetary policy easing," Journal of International Money and Finance, Elsevier, vol. 155(C).
    3. Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "A risk management perspective on macroprudential policy," Working Paper Series 2556, European Central Bank.

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