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Citations for "Optimal Monetary Policy When Interest Rates are Bound at Zero"

by Ryo Kato & Shinichi Nishiyama

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  1. 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.
  2. Thanaset Chevapatrakul & Tae-Hwan Kim & Paul Mizen, 2009. "The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(8), pages 1705-1723, December.
  3. William B English & J David López-Salido & Robert J Tetlow, 2015. "The Federal Reserve’s Framework for Monetary Policy: Recent Changes and New Questions," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 63(1), pages 22-70, May.
  4. Iiboshi, Hirokuni, 2016. "Monetary policy regime shifts under the zero lower bound: An application of a stochastic rational expectations equilibrium to a Markov switching DSGE model," Economic Modelling, Elsevier, vol. 52(PA), pages 186-205.
  5. Ortiz, Marco, 2015. "Choques de colas anchas y política monetaria," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 29, pages 17-31.
  6. Adam, Klaus & Billi, Roberto M., 2006. "Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(7), pages 1877-1905, October.
  7. 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.
  8. Singh, Ajay Pratap & Nikolaou, Michael, 2014. "Optimal rules for central bank interest rates subject to zero lower bound," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 8, pages 1-67.
  9. Billi, Roberto M., 2004. "The optimal inflation buffer with a zero bound on nominal interest rates," CFS Working Paper Series 2005/17, Center for Financial Studies (CFS).
  10. Richard Dennis, 2016. "Durations at the Zero Lower Bound," IMES Discussion Paper Series 16-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
  11. Kobayashi Teruyoshi, 2010. "Policy Irreversibility and Interest Rate Smoothing," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-29, October.
  12. Ito, Hiro, 2003. "Was Japan’s Real Interest Rate Really Too High During the 1990s? The Role of the Zero Interest Rate Bound and Other Factors," Santa Cruz Department of Economics, Working Paper Series qt48k5q6vd, Department of Economics, UC Santa Cruz.
  13. Shinichi Nishiyama & Tae Okada & Wako Watanabe, 2006. "Do Banks Reduce Lending Preemptively in Response to Capital Losses?," Discussion papers 06016, Research Institute of Economy, Trade and Industry (RIETI).
  14. Apergis, Nicholas & Christou, Christina, 2015. "The behaviour of the bank lending channel when interest rates approach the zero lower bound: Evidence from quantile regressions," Economic Modelling, Elsevier, vol. 49(C), pages 296-307.
  15. Fujiwara, Ippei & Nakajima, Tomoyuki & Sudo, Nao & Teranishi, Yuki, 2013. "Global liquidity trap," Journal of Monetary Economics, Elsevier, vol. 60(8), pages 936-949.
  16. Mendes, Rhys R., 2011. "Uncertainty and the Zero Lower Bound: A Theoretical Analysis," MPRA Paper 59218, University Library of Munich, Germany.
  17. Claude Lavoie & Hope Pioro, 2007. "The Zero Bound on Nominal Interest Rates: Implications for the Optimal Monetary Policy in Canada," Discussion Papers 07-1, Bank of Canada.
  18. Alan G. Ahearne & Joseph E. Gagnon & Jane Haltmaier & Steve Kamin ... [et al.]., 2002. "Preventing deflation: lessons from Japan's experience in the 1990s," International Finance Discussion Papers 729, Board of Governors of the Federal Reserve System (U.S.).
  19. Wolters, Maik H., 2012. "Estimating monetary policy reaction functions using quantile regressions," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 342-361.
  20. 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.
  21. Nagayasu, Jun, 2004. "The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(2), pages 19-43, May.
  22. Pavel Kapinos, 2011. "Liquidity Trap in an Inflation-Targeting Framework: A Graphical Analysis," International Review of Economic Education, Economics Network, University of Bristol, vol. 10(2), pages 91-105.
  23. Séverine Menguy, 2016. "Optimal Discretionary Monetary Policy in A Potential Zero Lower Bound Framework," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 2(6), pages 104-126, 06-2016.
  24. 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.
  25. Gaffeo, Edoardo & Canzian, Giulia, 2011. "The psychology of inflation, monetary policy and macroeconomic instability," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(5), pages 660-670.
  26. 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.
  27. Daniel Leigh, 2004. "Monetary Policy and the Dangers of Deflation:Lessons from Japan," Economics Working Paper Archive 511, The Johns Hopkins University,Department of Economics.
  28. Ida, Daisuke, 2013. "Optimal monetary policy rules in a two-country economy with a zero bound on nominal interest rates," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 223-242.
  29. 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.
  30. Kiesel, Konstantin & Wolters, Maik H., 2014. "Estimating monetary policy rules when the zero lower bound on nominal interest rates is approached," Kiel Working Papers 1898, Kiel Institute for the World Economy (IfW).
  31. Ortiz, Marco, 2014. "Fat-Tailed Shocks and the Central Bank Reaction," Working Papers 2014-002, Banco Central de Reserva del Perú.
  32. Shinsuke Ohyama & Junko Tanigawa, 2006. "Monetary policy conduct of the Swiss National Bank: the experience from 2001 to 2004," Bank of Japan Working Paper Series 06-E-9, Bank of Japan.
  33. Semmler, Willi & Zhang, Wenlang, 2007. "Asset price volatility and monetary policy rules: A dynamic model and empirical evidence," Economic Modelling, Elsevier, vol. 24(3), pages 411-430, May.
  34. 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.
  35. 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.
  36. Ryo Kato & Yoshifumi Hisata, 2005. "Monetary Policy Uncertainty and Market Interest Rates," Bank of Japan Working Paper Series 05-E-7, Bank of Japan.
  37. repec:csg:ajrcwp:04 is not listed on IDEAS
  38. Ippei Fujiwara & Naoko Hara & Naohisa Hirakata & Shinichiro Watanabe & Kentaro Yoshimura, 2005. "Monetary Policy in a Liquidity Trap: What Have We Learned, and to What End?," International Finance, Wiley Blackwell, vol. 8(3), pages 471-508, December.
  39. Shin-Ichi Nishiyama, 2009. "Monetary Policy Lag, Zero Lower Bound, and Inflation Targeting," Staff Working Papers 09-2, Bank of Canada.
  40. Gabriela Bezerra De Medeiros & Marcelo Savino Portugal & Edilean Kleber Da Silva Bejarano Aragon, 2016. "Endogeneity And Nonlinearities In Central Bank Of Brazil’S Reaction Functions: An Inverse Quantile Regression Approach," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 061, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  41. Klaus Adam, 2004. "Monetary Policy in a Low Inflation Environment," Research Bulletin, European Central Bank, vol. 1, pages 6-7.
  42. Roberto M. Billi, 2007. "Optimal inflation for the U.S," Research Working Paper RWP 07-03, Federal Reserve Bank of Kansas City.
  43. Naoko Hara & Takeshi Kimura & Kunio Okina, 2008. "Monetary Policy Framework and "Insurance Against Deflation"," Bank of Japan Working Paper Series 08-E-6, Bank of Japan.
  44. Ryo Kato & Yoko Takeda, 2004. "Reviewing US Monetary Policy in Disinflation Era: A Primer," Bank of Japan Working Paper Series 04-E-13, Bank of Japan.
  45. Jau-er Chen & Masanori Kashiwagi, 2017. "The Japanese Taylor rule estimated using censored quantile regressions," Empirical Economics, Springer, vol. 52(1), pages 357-371, February.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.