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Citations for "Optimal Monetary Policy at the Zero-Interest-Rate Bound"

by Jung, Taehun & Teranishi, Yuki & Watanabe, Tsutomu

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  1. Alex Haberis & Richard Harrison & Matt Waldron, 2014. "Transitory interest-rate pegs under imperfect credibility," Discussion Papers 1422, Centre for Macroeconomics (CFM).
  2. Mariano Kulish & James Morley & Tim Robinson, 2014. "Estimating the expected duration of the zero lower bound in DSGE models with forward guidance," Discussion Papers 2014-32, School of Economics, The University of New South Wales.
  3. Guerrieri, Luca & Iacoviello, Matteo, 2015. "OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 22-38.
  4. R. Anton Braun & Yuichiro Waki, 2005. "Monetary Policy during Japan's Lost Decade," CARF F-Series CARF-F-035, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  5. IIBOSHI Hirokuni, 2014. "Monetary Policy Regime Shifts Under the Zero Lower Bound: An Application of a Stochastic Rational Expectations Equilibrium to a Markov Switching DSGE Model," ESRI Discussion paper series 312, Economic and Social Research Institute (ESRI).
  6. Michael B. Devereux & James Yetman, 2014. "Capital Controls, Global Liquidity Traps, and the International Policy Trilemma," Scandinavian Journal of Economics, Wiley Blackwell, vol. 116(1), pages 158-189, 01.
  7. Fujiwara, Ippei & Nakazono, Yoshiyuki & Ueda, Kozo, 2015. "Policy regime change against chronic deflation? Policy option under a long-term liquidity trap," Globalization and Monetary Policy Institute Working Paper 233, Federal Reserve Bank of Dallas.
  8. Fujiwara, Ippei & Ueda, Kozo, 2013. "The fiscal multiplier and spillover in a global liquidity trap," Journal of Economic Dynamics and Control, Elsevier, vol. 37(7), pages 1264-1283.
  9. Dai, Meixing, 2011. "Quantitative and credit easing policies at the zero lower bound on the nominal interest rate," MPRA Paper 28129, University Library of Munich, Germany.
  10. Adam, Klaus & Billi, Roberto M., 2004. "Optimal monetary policy under commitment with a zero bound on nominal interest rates," Working Paper Series 0377, European Central Bank.
  11. Michael Woodford, 2010. "Optimal Monetary Stabilization Policy," NBER Working Papers 16095, National Bureau of Economic Research, Inc.
  12. YANO Koiti, 2009. "Dynamic Stochastic General Equilibrium Models Under a Liquidity Trap and Self-organizing State Space Modeling," ESRI Discussion paper series 206, Economic and Social Research Institute (ESRI).
  13. Yasuo Hirose & Atsushi Inoue, 2013. "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," UTokyo Price Project Working Paper Series 012, University of Tokyo, Graduate School of Economics.
  14. Hiroshi Ugai, 2006. "Effects of the Quantitative Easing Policy: A Survey of Empirical Analyses," Bank of Japan Working Paper Series 06-E-10, Bank of Japan.
  15. Yasuo Hirose & Atsushi Inoue, 2014. "The zero lower bound and parameter bias in an estimated DSGE model," Vanderbilt University Department of Economics Working Papers 14-00009, Vanderbilt University Department of Economics.
  16. Roc Armenter, 2012. "On the timing of monetary policy reform," Working Papers 13-04, Federal Reserve Bank of Philadelphia.
  17. Tomohiro Sugo & Yuki Teranishi, 2008. "The Zero Interest Rate Policy," IMES Discussion Paper Series 08-E-20, Institute for Monetary and Economic Studies, Bank of Japan.
  18. Fujiwara, Ippei & Nakajima, Tomoyuki & Sudo, Nao & Teranishi, Yuki, 2013. "Global liquidity trap," Journal of Monetary Economics, Elsevier, vol. 60(8), pages 936-949.
  19. Cordelius Ilgmann, Martin Menner, . "Negative Nominal Interest Rates: History and Current Proposals," Working Papers 201143, Institute of Spatial and Housing Economics, Munster Universitary.
  20. 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.
  21. Shigenori Shiratsuka, 2010. "Size and composition of the central bank balance sheet: revisiting Japan's experience of the quantitative easing policy," Globalization and Monetary Policy Institute Working Paper 42, Federal Reserve Bank of Dallas.
  22. Jesper Linde & Christopher J. Erceg, 2010. "Is There a Fiscal Free Lunch in a Liquidity Trap?," 2010 Meeting Papers 380, Society for Economic Dynamics.
  23. Ernst Juerg Weber, 2007. "The Role of the Real Interest Rate in US Macroeconomic History," Economics Discussion / Working Papers 07-01, The University of Western Australia, Department of Economics.
  24. Watzka, Sebastian & Schenkelberg, Heike, 2011. "Real effects of Quantitative Easing at the Zero-Lower Bound: Structural VAR-based evidence from Japan," Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48687, Verein für Socialpolitik / German Economic Association.
  25. Shin-Ichi Nishiyama, 2009. "Monetary Policy Lag, Zero Lower Bound, and Inflation Targeting," Working Papers 09-2, Bank of Canada.
  26. Levin, Andrew & López-Salido, J David & Nelson, Edward & Yun, Tack, 2009. "Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound," CEPR Discussion Papers 7581, C.E.P.R. Discussion Papers.
  27. Ippei Fujiwara & Nao Sudo & Yuki Teranishi, 2009. "Global Liquidity Trap: A Simple Analytical Investigation," IMES Discussion Paper Series 09-E-31, Institute for Monetary and Economic Studies, Bank of Japan.
  28. Roc Armenter, 2014. "The Perils of Nominal Targets," 2014 Meeting Papers 428, Society for Economic Dynamics.
  29. Anton Nakov, 2008. "Optimal and Simple Monetary Policy Rules with Zero Floor on the Nominal Interest Rate," International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 73-127, June.
  30. Haberis, Alex & Lipińska, Anna, 2012. "International policy spillovers at the zero lower bound," Bank of England working papers 464, Bank of England.
  31. Jouchi Nakajima & Shigenori Shiratsuka & Yuki Teranishi, 2010. "The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis," IMES Discussion Paper Series 10-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
  32. Ngo, Phuong V., 2014. "Optimal discretionary monetary policy in a micro-founded model with a zero lower bound on nominal interest rate," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 44-65.
  33. Michael B. Devereux, 2010. "Fiscal deficits, debt, and monetary policy in a liquidity trap," Globalization and Monetary Policy Institute Working Paper 44, Federal Reserve Bank of Dallas.
  34. Burgert, Matthias & Schmidt, Sebastian, 2014. "Dealing with a liquidity trap when government debt matters: Optimal time-consistent monetary and fiscal policy," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 282-299.
  35. Moussa, Zakaria, 2010. "The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model," MPRA Paper 29429, University Library of Munich, Germany.
  36. Fabio Verona & Manuel M. F. Martins & Inês Drumond, 2014. "Financial Shocks and Optimal Monetary Policy Rules," CEF.UP Working Papers 1402, Universidade do Porto, Faculdade de Economia do Porto.
  37. Belke, Ansgar & Klose, Jens, 2012. "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound – Evidence for the ECB and the Fed," Ruhr Economic Papers 343, Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI), Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  38. repec:csg:ajrcwp:04 is not listed on IDEAS
  39. Lars E.O. Svensson, 2006. "Monetary Policy and Japan’s Liquidity Trap," Working Papers 76, Princeton University, Department of Economics, Center for Economic Policy Studies..
  40. Ippei Fujiwara & Nao Sudo & Yuki Teranishi, 2010. "The Zero Lower Bound and Monetary Policy in a Global Economy: A Simple Analytical Investigation," International Journal of Central Banking, International Journal of Central Banking, vol. 6(1), pages 103-134, March.
  41. Saroj Bhattarai & Jae Won Lee & Woong Yong Park, 2013. "Optimal monetary policy in a currency union with interest rate spreads," Globalization and Monetary Policy Institute Working Paper 150, Federal Reserve Bank of Dallas.
  42. repec:rwi:repape:0343 is not listed on IDEAS
  43. Nakata, Taisuke & Schmidt, Sebastian, 2014. "Conservatism and Liquidity Traps," Finance and Economics Discussion Series 2014-105, Board of Governors of the Federal Reserve System (U.S.).
  44. Taisuke Nakata, 2013. "Reputation and Liquidity Traps," UTokyo Price Project Working Paper Series 039, University of Tokyo, Graduate School of Economics, revised Dec 2014.
  45. R. Anton Braun & Lena Mareen Körber, 2011. "New Keynesian dynamics in a low interest rate environment," Working Paper 2011-10, Federal Reserve Bank of Atlanta.
  46. Adam, Klaus & Billi, Roberto M., 2005. "Discretionary monetary policy and the zero lower bound on nominal interest rates," CFS Working Paper Series 2005/16, Center for Financial Studies (CFS).
  47. Shinji Takagi & Kenichi Hirose & Issei Kozuru, 2012. "The Political Economy Of Foreign Exchange Market Intervention," Discussion Papers in Economics and Business 12-04, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  48. Markus Hoermann & Andreas Schabert, 2011. "When is Quantitative Easing effective?," Tinbergen Institute Discussion Papers 11-001/2/DSF 6, Tinbergen Institute.
  49. Armenter, Roc, 2013. "The perils of nominal targets," Working Papers 14-2, Federal Reserve Bank of Philadelphia.
  50. Ippei Fujiwara & Naoko Hara & Yasuo Hirose & Yuki Teranishi, 2004. "The Japanese Economic Model: JEM," Bank of Japan Working Paper Series 04-E-3, Bank of Japan.
  51. Gavin, William T. & Keen, Benjamin D. & Richter, Alexander W. & Throckmorton, Nathaniel A., 2015. "The zero lower bound, the dual mandate, and unconventional dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 55(C), pages 14-38.
  52. Nakata, Taisuke, 2014. "Reputation and Liquidity Traps," Finance and Economics Discussion Series 2014-50, Board of Governors of the Federal Reserve System (U.S.).
  53. Roberto M. Billi, 2011. "Optimal Inflation for the US Economy," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 29-52, July.
  54. Sebastian Schmidt, 2013. "Optimal Monetary and Fiscal Policy with a Zero Bound on Nominal Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1335-1350, October.
  55. Michael Woodford, 2005. "Central bank communication and policy effectiveness," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, issue Aug, pages 399-474.
  56. Gauti B. Eggertsson, 2012. "Was the New Deal Contractionary?," American Economic Review, American Economic Association, vol. 102(1), pages 524-55, February.
  57. Nakajima, Tomoyuki, 2008. "Liquidity trap and optimal monetary policy in open economies," Journal of the Japanese and International Economies, Elsevier, vol. 22(1), pages 1-33, March.
  58. Hiroshi Ugai, 2007. "Effects of the Quantitative Easing Policy: A Survey of Empirical Analyses," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 25(1), pages 1-48, March.
  59. Kozo Ueda, 2010. "A Time-Invariant Duration Policy under the Zero Lower Bound," IMES Discussion Paper Series 10-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
  60. Belke, Ansgar & Klose, Jens, 2013. "Modifying Taylor reaction functions in the presence of the zero‐lower‐bound — Evidence for the ECB and the Fed," Economic Modelling, Elsevier, vol. 35(C), pages 515-527.
  61. Ivan Werning, 2011. "Managing a Liquidity Trap: Monetary and Fiscal Policy," NBER Working Papers 17344, National Bureau of Economic Research, Inc.
  62. Yuki Teranishi, 2003. "Zero Bound on Nominal Interest Rates and Ex Ante Positive Inflation: A Cost Analysis," Bank of Japan Working Paper Series 03-E-8, Bank of Japan.
  63. Tom Holden & Michael Paetz, 2012. "Efficient Simulation of DSGE Models with Inequality Constraints," Quantitative Macroeconomics Working Papers 21207b, Hamburg University, Department of Economics.
  64. Hitoshi Fuchi & Nobuyuki Oda & Hiroshi Ugai, 2007. "The Costs and Benefits of Inflation: Evaluation for Japan's Economy," Bank of Japan Working Paper Series 07-E-10, Bank of Japan.
  65. Junko Koeda, 2011. "Japanese Yield Curves In and Out of a Zero Rate Environmnet: A Macro-Finance Perspective," CARF F-Series CARF-F-254, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, revised Nov 2011.
  66. Schmidt, Sebastian, 2014. "Fiscal activism and the zero nominal interest rate bound," Working Paper Series 1653, European Central Bank.
  67. Tomiyuki Kitamura, 2010. "Measuring Monetary Policy Under Zero Interest Rates With a Dynamic Stochastic General Equilibrium Model: An Application of a Particle Filter," Bank of Japan Working Paper Series 10-E-10, Bank of Japan.
  68. Nathaniel Throckmorton & Benjamin Keen & Alexander Richter & William Gavin, 2013. "Global Dynamics at the Zero Lower Bound," 2013 Meeting Papers 839, Society for Economic Dynamics.
  69. Carl E. Walsh, 2009. "Using monetary policy to stabilize economic activity," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 245-296.
  70. Sugo, Tomohiro & Ueda, Kozo, 2008. "Eliminating a deflationary trap through superinertial interest rate rules," Economics Letters, Elsevier, vol. 100(1), pages 119-122, July.
  71. Mitsuru Iwamura & Takeshi Kudo & Tsutomu Watanabe, 2005. "Monetary and fiscal policy in a liquidity trap: the Japanese experience 1999-2004," Proceedings, Federal Reserve Bank of San Francisco.
  72. Mariano Kulish & James Morley & Tim Robinson, 2014. "Estimating DSGE models with forward guidance," Discussion Papers 2014-32A, School of Economics, The University of New South Wales.
  73. Daniel Leigh, 2009. "Monetary Policy and the Lost Decade; Lessons From Japan," IMF Working Papers 09/232, International Monetary Fund.
  74. Roberto M. Billi, 2007. "Optimal inflation for the U.S," Research Working Paper RWP 07-03, Federal Reserve Bank of Kansas City.
  75. Singh, Ajay Pratap & Nikolaou, Michael, 2013. "Optimal rules for central bank interest rates subject to zero lower bound," Economics Discussion Papers 2013-49, Kiel Institute for the World Economy.
  76. Mitsuru Iwamura & Takeshi Kudo & Tsutomu Watanabe, 2005. "Monetary and Fiscal Policy in a Liquidity Trap: The Japanese Experience 1999-2004," Discussion papers 05009, Research Institute of Economy, Trade and Industry (RIETI).
  77. Mendes, Rhys R., 2011. "Uncertainty and the Zero Lower Bound: A Theoretical Analysis," MPRA Paper 59218, University Library of Munich, Germany.
  78. Oda, Nobuyuki & Nagahata, Takashi, 2008. "On the function of the zero interest rate commitment: Monetary policy rules in the presence of the zero lower bound on interest rates," Journal of the Japanese and International Economies, Elsevier, vol. 22(1), pages 34-67, March.
  79. Ulrich van Suntum & Metin Kaptan & Cordelius Ilgmann, . "Reducing the lower bound on market interest rates," Working Papers 200103, Institute of Spatial and Housing Economics, Munster Universitary.
  80. Harrison, Richard, 2012. "Asset purchase policy at the effective lower bound for interest rates," Bank of England working papers 444, Bank of England.
  81. Mitsuru Iwamara & Takeshi Kudo & Tsutomu Watanabe, 2005. "Monetary and Fiscal Policy in a Liquidity Trap: The Japanese Experience 1999-2004," NBER Working Papers 11151, National Bureau of Economic Research, Inc.
  82. Hasui, Kohei, 2013. "The non-negative constraint on the nominal interest rate and the effects of monetary policy," MPRA Paper 49394, University Library of Munich, Germany.
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