IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

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

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

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. repec:eap:articl:v:41:y:2011:i:2:p:133-146 is not listed on IDEAS
  2. Klaus Adam & Roberto M. Billi, 2005. "Discretionary monetary policy and the zero lower bound on nominal interest rates," Research Working Paper RWP 05-08, Federal Reserve Bank of Kansas City.
  3. Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi, 2011. "Global Liquidity Trap," NBER Working Papers 16867, National Bureau of Economic Research, Inc.
  4. 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.
  5. Roberto M. Billi & Klaus Adam, 2004. "Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates," Computing in Economics and Finance 2004 67, Society for Computational Economics.
  6. Gauti B. Eggertsson, 2006. "Was the New Deal contractionary?," Staff Reports 264, Federal Reserve Bank of New York.
  7. Schenkelberg, Heike & Watzka, Sebastian, 2013. "Real effects of quantitative easing at the zero lower bound: Structural VAR-based evidence from Japan," Munich Reprints in Economics 19757, University of Munich, Department of Economics.
  8. Michael Woodford, 2010. "Optimal Monetary Stabilization Policy," Discussion Papers 0910-18, Columbia University, Department of Economics.
  9. 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.
  10. Shigenori Shiratsuka, 2009. "Size and Composition of the Central Bank Balance Sheet: Revisiting Japanfs Experience of the Quantitative Easing Policy," IMES Discussion Paper Series 09-E-25, Institute for Monetary and Economic Studies, Bank of Japan.
  11. Mendes, Rhys R., 2011. "Uncertainty and the Zero Lower Bound: A Theoretical Analysis," MPRA Paper 59218, University Library of Munich, Germany.
  12. 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.
  13. Tom Holden & Michael Paetz, 2012. "Efficient simulation of DSGE models with inequality constraints," School of Economics Discussion Papers 1612, School of Economics, University of Surrey.
  14. 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.
  15. 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.
  16. Roc Armenter, 2014. "The Perils of Nominal Targets," 2014 Meeting Papers 428, Society for Economic Dynamics.
  17. Andrew Levin & David López-Salido & Edward Nelson & Yack Yun, 2010. "Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound," International Journal of Central Banking, International Journal of Central Banking, vol. 6(1), pages 143-189, March.
  18. Ivan Werning, 2011. "Managing a Liquidity Trap: Monetary and Fiscal Policy," NBER Working Papers 17344, National Bureau of Economic Research, Inc.
  19. Roberto M. Billi, 2007. "Optimal inflation for the U.S," Research Working Paper RWP 07-03, Federal Reserve Bank of Kansas City.
  20. Schmidt, Sebastian, 2014. "Fiscal activism and the zero nominal interest rate bound," Working Paper Series 1653, European Central Bank.
  21. Michael Woodford, 2005. "Central Bank Communication and Policy Effectiveness," NBER Working Papers 11898, National Bureau of Economic Research, Inc.
  22. 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.
  23. Fujiwara, Ippei & Hara, Naoko & Hirose, Yasuo & Teranishi, Yuki, 2005. "The Japanese Economic Model (JEM)," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 23(2), pages 61-142, May.
  24. Shin-Ichi Nishiyama, 2009. "Monetary Policy Lag, Zero Lower Bound, and Inflation Targeting," Working Papers 09-2, Bank of Canada.
  25. FUJIWARA Ippei & NAKAZONO Yoshiyuki & UEDA Kozo, 2014. "Policy Regime Change against Chronic Deflation? Policy option under a long-term liquidity trap," Discussion papers 14019, Research Institute of Economy, Trade and Industry (RIETI).
  26. Mariano Kulish & James Morley & Tim Robinson, 2014. "Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance," Melbourne Institute Working Paper Series wp2014n16, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  27. 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.
  28. William T. Gavin & Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2013. "Global Dynamics at the Zero Lower Bound," Auburn Economics Working Paper Series auwp2013-17, Department of Economics, Auburn University.
  29. 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.
  30. 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.
  31. Sugo, Tomohiro & Ueda, Kozo, 2008. "Eliminating a deflationary trap through superinertial interest rate rules," Economics Letters, Elsevier, vol. 100(1), pages 119-122, July.
  32. 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).
  33. 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.
  34. 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.
  35. Roc Armenter, 2012. "On the timing of monetary policy reform," Working Papers 13-04, Federal Reserve Bank of Philadelphia.
  36. 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.
  37. 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.
  38. 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.
  39. 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.
  40. 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.
  41. 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.
  42. repec:csg:ajrcwp:1304 is not listed on IDEAS
  43. 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.
  44. Ilgmann, Cordelius & Menner, Martin, 2011. "Negative nominal interest rates: History and current proposals," CAWM Discussion Papers 43, Center of Applied Economic Research Münster (CAWM), University of Münster.
  45. 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.
  46. 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.).
  47. Daniel Leigh, 2009. "Monetary Policy and the Lost Decade; Lessons From Japan," IMF Working Papers 09/232, International Monetary Fund.
  48. 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.
  49. Taisuke Nakata, 2014. "Reputation and Liquidity Traps," 2014 Meeting Papers 61, Society for Economic Dynamics.
  50. 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.
  51. 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.
  52. Burgert, Matthias & Schmidt, Sebastian, 2013. "Dealing with a liquidity trap when government debt matters: optimal time-consistent monetary and fiscal policy," Working Paper Series 1622, European Central Bank.
  53. 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.
  54. 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.
  55. 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.
  56. Ansgar Belke & Jens Klose, 2012. "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound – Evidence for the ECB and the Fed," Ruhr Economic Papers 0343, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  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. 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.
  59. 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.
  60. Harrison, Richard, 2012. "Asset purchase policy at the effective lower bound for interest rates," Bank of England working papers 444, Bank of England.
  61. Braun, R. Anton & Körber, Lena Mareen, 2011. "New Keynesian dynamics in a low interest rate environment," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2213-2227.
  62. 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..
  63. repec:van:wpaper:vuecon-sub-14-00009 is not listed on IDEAS
  64. 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).
  65. Weber Ernst Juerg, 2010. "The Role of the Real Interest Rate in U.S. Macroeconomic History," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-26, April.
  66. 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.
  67. Christopher J. Erceg & Jesper Linde, 2010. "Is there a fiscal free lunch in a liquidity trap?," International Finance Discussion Papers 1003, Board of Governors of the Federal Reserve System (U.S.).
  68. 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.
  69. 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.
  70. 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).
  71. Yasuo Hirose & Atsushi Inoue, 2014. "The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," IMES Discussion Paper Series 14-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
  72. Alex Haberis & Richard Harrison & Matt Waldron, 2014. "Transitory interest-rate pegs under imperfect credibility," Discussion Papers 1422, Centre for Macroeconomics (CFM).
  73. Alex Haberis & Anna Lipinska, 2012. "International policy spillovers at the zero lower bound," Finance and Economics Discussion Series 2012-23, Board of Governors of the Federal Reserve System (U.S.).
  74. 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.
  75. 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).
  76. Armenter, Roc, 2013. "The perils of nominal targets," Working Papers 14-2, Federal Reserve Bank of Philadelphia.
  77. 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.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.