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Citations for "Have we underestimated the likelihood and severity of zero lower bound events?"

by Hess Chung & Jean-Philippe Laforte & David L. Reifschneider & John C. Williams

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  1. Ellis W. Tallman & Saeed Zaman, 2012. "Where would the federal funds rate be, if it could be negative?," Economic Commentary, Federal Reserve Bank of Cleveland, issue Oct.
  2. Coenen, Günter & Warne, Anders, 2013. "Risks to price stability, the zero lower bound and forward guidance: a real-time assessment," Working Paper Series 1582, European Central Bank.
  3. Nathaniel Throckmorton & Benjamin Keen & Alexander Richter & William Gavin, 2013. "Global Dynamics at the Zero Lower Bound," 2013 Meeting Papers 839, Society for Economic Dynamics.
  4. Christopher Martin & Costas Milas, 2012. "Quantitative Easing: A Sceptical Survey," Working Paper Series 73_12, The Rimini Centre for Economic Analysis.
  5. George Kapetanios & Haroon Mumtaz & Ibrahim Stevens & Konstantinos Theodoridis, 2012. "Assessing the Economy‐wide Effects of Quantitative Easing," Economic Journal, Royal Economic Society, vol. 122(564), pages F316-F347, November.
  6. Clouse, James A. & Ihrig, Jane E. & Klee, Elizabeth C. & Chen, Han, 2014. "The Federal Reserve's Tools for Policy Normalization in a Preferred Habitat Model of Financial Markets," Finance and Economics Discussion Series 2014-83, Board of Governors of the Federal Reserve System (U.S.).
  7. Yellen, Janet L., 2015. "Inflation Dynamics and Monetary Policy : A speech at the Philip Gamble Memorial Lecture, University of Massachusetts, Amherst, Amherst, Massachusetts, September 24, 2015," Speech 863, Board of Governors of the Federal Reserve System (U.S.).
  8. John C. Williams, 2013. "Will unconventional policy be the new normal?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct7.
  9. Mary C. Daly & Bart Hobijn, 2014. "Downward Nominal Wage Rigidities Bend the Phillips Curve," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(S2), pages 51-93, October.
  10. Joyce, Michael & Tong, Matthew & Woods, Robert, 2011. "The United Kingdom’s quantitative easing policy: design, operation and impact," Bank of England Quarterly Bulletin, Bank of England, vol. 51(3), pages 200-212.
  11. Fair, Ray C., 2014. "How might a central bank report uncertainty?," Economics Discussion Papers 2014-25, Kiel Institute for the World Economy (IfW).
  12. Michael Joyce & David Miles & Andrew Scott & Dimitri Vayanos, 2012. "Quantitative Easing and Unconventional Monetary Policy – an Introduction," Economic Journal, Royal Economic Society, vol. 122(564), pages F271-F288, November.
  13. Guido Ascari & Argia M. Sbordone, 2014. "The Macroeconomics of Trend Inflation," Journal of Economic Literature, American Economic Association, vol. 52(3), pages 679-739, September.
  14. Tambakis, Demosthenes N., 2014. "On the risk of long-run deflation," Economics Letters, Elsevier, vol. 122(2), pages 176-181.
  15. Canlin Li & Min Wei, 2013. "Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Progarms," International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 3-39, March.
  16. Berger, Wolfram & Kißmer, Friedrich, 2013. "Central bank independence and financial stability: A tale of perfect harmony?," European Journal of Political Economy, Elsevier, vol. 31(C), pages 109-118.
  17. Bernanke, Ben S., 2014. "The Federal Reserve: Looking Back, Looking Forward : a speech at the Annual Meeting of the American Economic Association, Philadelphia, Pennsylvania, January 3, 2014," Speech 792, Board of Governors of the Federal Reserve System (U.S.).
  18. Altavilla, Carlo & Giannone, Domenico & Lenza, Michele, 2014. "The Financial and Macroeconomic Effects of OMT Announcements," CEPR Discussion Papers 10025, C.E.P.R. Discussion Papers.
  19. Nick Butt & Rohan Churm & Michael McMahon & Arpad Morotz & Jochen Schanz, 2015. "QE and the Bank Lending Channel in the United Kingdom," Discussion Papers 1523, Centre for Macroeconomics (CFM).
  20. Tony Hall & Jan Jacobs & Adrian Pagan, 2013. "Macro-Econometric System Modelling @75," CAMA Working Papers 2013-67, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  21. Lars E. O. Svensson, 2011. "Practical Monetary Policy: Examples from Sweden and the United States," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 42(1 (Spring), pages 289-352.
  22. Bernanke, Ben S., 2012. "Monetary Policy since the Onset of the Crisis : a speech at the Federal Reserve Bank of Kansas City Economic Symposium, Jackson Hole, Wyoming, August 31, 2012," Speech 645, Board of Governors of the Federal Reserve System (U.S.).
  23. Kristóf Lehmann, 2012. "International experiences with unconventional central bank instruments," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 7(2), pages 24-30, June.
  24. Joyce, Michael & Spaltro, Marco, 2014. "Quantitative easing and bank lending: a panel data approach," Bank of England working papers 504, Bank of England.
  25. Michael T. Kiley, 2012. "The aggregate demand effects of short- and long-term interest rates," Finance and Economics Discussion Series 2012-54, Board of Governors of the Federal Reserve System (U.S.).
  26. Yellen, Janet L., 2011. "Improving the international monetary and financial system : a speech at the Banque de France International Symposium, Paris, France, March 4, 2011," Speech 565, Board of Governors of the Federal Reserve System (U.S.).
  27. Christopher J. Gust & J. David Lopez-Salido & Matthew E. Smith, 2012. "The empirical implications of the interest-rate lower bound," Finance and Economics Discussion Series 2012-83, Board of Governors of the Federal Reserve System (U.S.).
  28. John C. Williams, 2011. "The outlook for the economy and monetary policy," Speech 89, Federal Reserve Bank of San Francisco.
  29. Jing Cynthia Wu & Fan Dora Xia, 2014. "Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound," NBER Working Papers 20117, National Bureau of Economic Research, Inc.
  30. Tatjana Dahlhaus & Kristina Hess & Abeer Reza, 2014. "International Transmission Channels of U.S. Quantitative Easing: Evidence from Canada," Staff Working Papers 14-43, Bank of Canada.
  31. Tao Wu, 2014. "Unconventional Monetary Policy and Long-Term Interest Rates," IMF Working Papers 14/189, International Monetary Fund.
  32. Han Chen & Vasco Cúrdia & Andrea Ferrero, 2011. "The macroeconomic effects of large-scale asset purchase programs," Staff Reports 527, Federal Reserve Bank of New York.
  33. John C. Williams, 2012. "Discussion of "Housing, monetary policy, and the recovery"," Speech 99, Federal Reserve Bank of San Francisco.
  34. John C. Williams, 2011. "Will the financial crisis have a lasting effect on unemployment?," Speech 83, Federal Reserve Bank of San Francisco.
  35. Alexander W. Richter & Nathaniel A. Throckmorton, 2014. "The Zero Lower Bound: Frequency, Duration, and Numerical Convergence," Auburn Economics Working Paper Series auwp2014-09, Department of Economics, Auburn University.
  36. Hännikäinen, Jari, 2014. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," MPRA Paper 56737, University Library of Munich, Germany.
  37. Ugo Fasano-Filho & Qing Wang & Pelin Berkmen, 2012. "Bank of Japan's Quantitative and Credit Easing: Are they Now More Effective," IMF Working Papers 12/2, International Monetary Fund.
  38. Fair, Ray C., 2014. "How might a central bank report uncertainty?," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 8, pages 1-22.
  39. John C. Williams, 2012. "The slow recovery: it’s not just housing," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr9.
  40. Jagjit S. Chadha & Philip Turner & Fabrizio Zampolli, 2013. "The Ties that Bind: Monetary Policy and Government Debt Management," Studies in Economics 1318, School of Economics, University of Kent.
  41. Ben S. Bernanke, 2012. "Opening remarks: monetary policy since the onset of the crisis," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 1-22.
  42. Taoufik Bouraoui, 2015. "The effect of reducing quantitative easing on emerging markets," Applied Economics, Taylor & Francis Journals, vol. 47(15), pages 1562-1573, March.
  43. Todd E. Clark & Francesco Ravazzolo, 2012. "The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility," Working Paper 2012/09, Norges Bank.
  44. Duca, John V. & Murphy, Anthony, 2013. "Would a Bagehot style corporate bond backstop have helped counter the Great Recession?," Economics Letters, Elsevier, vol. 119(3), pages 351-353.
  45. John C. Williams, 2012. "Bank regulation in the post-crisis world," Speech 104, Federal Reserve Bank of San Francisco.
  46. Vasco Cúrdia & Andrea Ferrero, 2013. "How stimulatory are large-scale asset purchases?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug12.
  47. D'Amico, Stefania & English, William & López-Salido, J David & Nelson, Edward, 2012. "The Federal Reserve’s Large-Scale Asset Purchase Programs: Rationale and Effects," CEPR Discussion Papers 9145, C.E.P.R. Discussion Papers.
  48. Gabrisch, Hurbert & Orlowski, Lucjan & Pusch, Toralf, 2012. "Sovereign Default Risk in the Euro-Periphery and the Euro-Candidate Countries," Working Papers 2012002, Sacred Heart University, John F. Welch College of Business.
  49. Michal Franta, 2013. "The Effect of Non-Linearity Between Credit Conditions and Economic Activity on Density Forecasts," Working Papers 2013/09, Czech National Bank, Research Department.
  50. William B. English & J. David López-Salido & Robert J. Tetlow, 2013. "The Federal Reserve's framework for monetary policy - recent changes and new questions," Finance and Economics Discussion Series 2013-76, Board of Governors of the Federal Reserve System (U.S.).
  51. William R. Cline & Kyoji Fukao & Tokuo Iwaisako & Kenneth N. Kuttner & Adam S. Posen & Jeffrey J. Schott, 2014. "Lessons from Decades Lost: Economic Challenges and Opportunities Facing Japan and the United States," PIIE Briefings PIIEB14-4, Peterson Institute for International Economics.
  52. Takeshi Kimura & Jouchi Nakajima, 2013. "Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach," Bank of Japan Working Paper Series 13-E-7, Bank of Japan.
  53. John C. Williams, 2011. "Maintaining price stability in a global economy," Speech 87, Federal Reserve Bank of San Francisco.
  54. Qianying Chen & Andrew Filardo & Dong He & Feng Zhu, 2012. "International spillovers of central bank balance sheet policies," BIS Papers chapters, in: Bank for International Settlements (ed.), Are central bank balance sheets in Asia too large?, volume 66, pages 220-264 Bank for International Settlements.
  55. Williams, John C., 2014. "Accommodative monetary policy: savior or saboteur?," Speech 132, Federal Reserve Bank of San Francisco.
  56. Christiane Baumeister & Luca Benati, 2013. "Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound," International Journal of Central Banking, International Journal of Central Banking, vol. 9(2), pages 165-212, June.
  57. Demostenes N. Tambakis, 2015. "Determinate liquidity traps," Cambridge Working Papers in Economics 1522, Faculty of Economics, University of Cambridge.
  58. Abeer Reza & Eric Santor & Lena Suchanek, 2015. "Quantitative Easing as a Policy Tool Under the Effective Lower Bound," Discussion Papers 15-14, Bank of Canada.
  59. Falagiarda, Matteo, 2013. "Evaluating Quantitative Easing: A DSGE Approach," MPRA Paper 49457, University Library of Munich, Germany.
  60. Li, Canlin & Wei, Min, 2014. "Term Structure Modeling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs," Finance and Economics Discussion Series 2014-7, Board of Governors of the Federal Reserve System (U.S.).
  61. Österholm, Pär, 2012. "The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 76-86.
  62. Hess Chung & Jean-Philippe Laforte & David L. Reifschneider & John C. Williams, 2011. "Estimating the macroeconomic effects of the Fed’s asset purchases," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan31.
  63. Michael D. Bordo & Pierre L. Siklos, 2015. "Central Bank Credibility: An Historical and Quantitative Exploration," NBER Working Papers 20824, National Bureau of Economic Research, Inc.
  64. Steeley, James M., 2015. "The side effects of quantitative easing: Evidence from the UK bond market," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 303-336.
  65. Hibiki Ichiue & Yoichi Ueno, 2013. "Estimating Term Premia at the Zero Bound: An Analysis of Japanese, US, and UK Yields," Bank of Japan Working Paper Series 13-E-8, Bank of Japan.
  66. Bank for International Settlements, 2011. "Interactions of sovereign debt management with monetary conditions and financial stability," CGFS Papers, Bank for International Settlements, number 42, 1.
  67. Michal Franta & Tomas Holub & Petr Kral & Ivana Kubicova & Katerina Smidkova & Borek Vasicek, 2014. "The Exchange Rate as an Instrument at Zero Interest Rates: The Case of the Czech Republic," Research and Policy Notes 2014/03, Czech National Bank, Research Department.
  68. Hatcher, Michael C., 2011. "Inflation versus price-level targeting and the zero lower bound: Stochastic simulations from the Smets-Wouters US model," Cardiff Economics Working Papers E2011/24, Cardiff University, Cardiff Business School, Economics Section.
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