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Optimal Central Bank Lending. (2010). Schabert, Andreas.
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20100057.

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Cited: 3

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Cites: 26

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Cocites: 44

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Coauthors: 0

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Citations

Citations received by this document

  1. Asset prices, collateral, and unconventional monetary policy in a DSGE model. (2013). Hilberg, Bjorn ; Hollmayr, Josef.
    In: Discussion Papers.
    RePEc:zbw:bubdps:362013.

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  2. When is Quantitative Easing effective?. (2011). Schabert, Andreas ; Hoermann, Markus .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20110001.

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  3. Asset prices, collateral and unconventional monetary policy in a DSGE model. (2011). Hilberg, Bjorn ; Hollmayr, Josef.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111373.

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References

References cited by this document

  1. Atkeson, A., and P.J. Kehoe, 2009, On the Need for a New Approach to Analyzing Monetary Policy, NBER Macroeconomics Annual 2008, edited by D. Acemoglu, K. Rogo and M. Woodford.

  2. Benigno, P., and M. Woodford, 2004, Optimal Monetary and Fiscal Policy: A LinearQuadratic Approach, in: M. Gertler and K. Rogo, eds., NBER Macroeconomics Annual 2003.
    Paper not yet in RePEc: Add citation now

  3. Bernanke, B.S., V. R. Reinhart, and B. P. Sack, 2004, Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment, Brookings Papers on Economic Activity 35, 1-100.

  4. Blinder, A.S., 2010, Quantitative Easing: Entrance and Exit Strategies, CEPS Working Paper no. 204.

  5. Calvo, G., 1983, Staggered Prices in a Utility-Maximizing Framework, Journal of Monetary Economics 12, 383-398.

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  7. Christiano, J.L., M. Eichenbaum, and C.L. Evans, 2005, Nominal Rigidities and the Dynamic Eects of a Shock to Monetary Policy, Journal of Political Economy 113, 1-45.

  8. Christiano, J.L., M. Trabandt, and K. Walentin, 2010, DSGE Models for Monetary Policy, Paper prepared for the Handbook of Monetary Economics, edited by B. Friedman and M. Woodford.
    Paper not yet in RePEc: Add citation now

  9. Clarida, R., Galí, J., Gertler, M., 1999. The Science of Monetary Policy: A New Keynesian Perspective. Journal of Economic Literature 37, 1661-1707.

  10. Correia, I., J.P. Nicolini, and P. Teles, 2008, Optimal Fiscal and Monetary Policy: Equivalence Results, Journal of Political Economy 116, 141-170.

  11. Covitz D., and C Downing, 2007, Liquidity or Credit Risk? The Determinants of Very Short-term Corporate Yield Spreads, Journal of Finance 62, 2303-2328.

  12. Curdia, V. and M. Woodford, 2010, The Central-Bank Balance Sheet as an Instrument of Monetary Policy, Paper prepared for Carnegie-Rochester Conference on Public Policy, April 2010.

  13. Federal Reserve System Study Group on Alternative Instruments for System Operations, 2002, Alternative Instruments for Open Market and Discount Window Operations, Washington: Board of Governors of the Federal Reserve System.
    Paper not yet in RePEc: Add citation now

  14. Fleming, M. J., W. B. Hrung and F. M. Keane, 2010, Repo Market Eects of the Term Securities Lending Facility, Sta Reports 426, Federal Reserve Bank of New York.

  15. Gertler, M. and N. Kiyotaki, 2009, Financial Intermediation and Credit Policy in Business Cycle Analysis, Paper prepared for the Handbook of Monetary Economics, edited by B. Friedman and M. Woodford.
    Paper not yet in RePEc: Add citation now
  16. Gertler, M. and P. Karadi, 2009, A Model of Unconventional Monetary Policy, Paper prepared for Carnegie-Rochester Conference on Public Policy, April 2010.
    Paper not yet in RePEc: Add citation now
  17. Goodfriend, M., 2010, Central Banking in the Credit Turmoil: An Assessment of Federal Reserve Practice, Paper prepared for Carnegie-Rochester Conference on Public Policy, April 2010.
    Paper not yet in RePEc: Add citation now

  18. Justiniano, A. and G. E. Primiceri, 2008, The Time-Varying Volatility of Macroeconomic Fluctuations, American Economic Review 98, 604-41.

  19. Longsta, F.A., S. Mithal and E. Neis, 2005, Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market, Journal of Finance 60, 2213-2253.

  20. Meulendyke, A.M., 1998, U.S. Monetary Policy and Financial Markets, Federal Reserve Bank of New York, New York.
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  21. Reynard, S. and A. Schabert, 2010, Modeling Monetary Policy, Working Papers 20104, Swiss National Bank.

  22. Sarkar, A., and J. Shrader, 2010, Financial Ampli…cation Mechanisms and the Federal Reserve’ s Supply of Liquidity During the Crisis, Sta Report no. 431, Federal Reserve Bank of New York.

  23. Schmitt-Grohé, S., and M. Uribe, 2004, Optimal Fiscal and Monetary Policy Under Sticky Prices, Journal of Economic Theory 114, 198-230.

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  25. Smets, F., and R. Wouters, 2007, Shocks and Frictions in U.S. Business Cycles: A Bayesian DSGE approach. American Economic Review 97, 586-606.

  26. Woodford, M., 2003, Interest and Prices: Foundations of a Theory of Monetary Policy, Princeton: Princeton University Press.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Equilibrium Yield Curves with Imperfect Information. (2022). Tanaka, Hiroatsu.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2022-86.

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  2. Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates. (2019). amisano, gianni ; Tristani, Oreste.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2019-24.

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  3. Uncertainty shocks, monetary policy and long-term interest rates. (2019). amisano, gianni ; Tristani, Oreste.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192279.

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  4. Risk and Monetary Policy in a New Keynesian Model. (2017). Golosov, Mikhail ; Bhandari, Anmol ; Evans, David.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:1359.

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  5. Mortgages and Monetary Policy. (2016). Sustek, Roman ; Kydland, Finn ; Garriga, Carlos.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1306.

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  6. International yield curve comovements: impact of the recent financial crisis. (2015). Sirichand, Kavita ; Coleman, Simeon.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:43:p:4561-4573.

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  7. Mortgages and Monetary Policy. (2015). Sustek, Roman ; Garriga, Carlos ; Kydland, Finn.
    In: 2015 Meeting Papers.
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  8. Monetary Policy, Bond Risk Premia, and the Economy. (2015). Ireland, Peter.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21576.

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  9. Mortgages and monetary policy. (2015). Sustek, Roman ; Garriga, Carlos ; Kydland, Finn E..
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  10. Monetary policy, bond risk premia, and the economy. (2015). Ireland, Peter.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:76:y:2015:i:c:p:124-140.

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  11. Liquidity Premia and Interest Rate Parity. (2014). Schabert, Andreas ; Linnemann, Ludger .
    In: Working Paper Series in Economics.
    RePEc:kls:series:0078.

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  12. Countercyclical currency risk premia. (2014). Roussanov, Nikolai ; Verdelhan, Adrien ; Lustig, Hanno.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:111:y:2014:i:3:p:527-553.

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  13. Monetary Policy, Bond Risk Premia, and the Economy. (2014). Ireland, Peter.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:852.

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  14. Do We Really Need to Start From Scratch? Economic Theory on Economic Crises.. (2013). Tyrowicz, Joanna ; Makarski, Krzysztof ; Gradzewicz, Michał.
    In: Working Papers.
    RePEc:war:wpaper:2013-17.

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  15. Mortgages and Monetary Policy. (2013). Sustek, Roman ; Kydland, Finn ; Garriga, Carlos.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19744.

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  16. Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero. (2013). Pruitt, Seth ; Kim, Jinill.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-53.

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  17. Globally correlated nominal fluctuations. (2013). Sustek, Roman ; Kydland, Finn ; Henriksen, Espen.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:60:y:2013:i:6:p:613-631.

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  18. Housing Dynamics. (2012). Sustek, Roman ; Kydland, Finn ; Rupert, Peter.
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  19. Bond Risk Premiums and Optimal Monetary Policy. (2012). Palomino, Francisco.
    In: Review of Economic Dynamics.
    RePEc:red:issued:09-159.

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  20. Housing Dynamics over the Business Cycle. (2012). Sustek, Roman ; Rupert, Peter ; Kydland, Finn.
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  21. Housing Dynamics over the Business Cycle. (2012). Sustek, Roman ; Rupert, Peter ; Kydland, Finn.
    In: University of California at Santa Barbara, Economics Working Paper Series.
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  22. Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy. (2012). Zagaglia, Paolo ; Marzo, Massimiliano.
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  23. Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market. (2011). Zagaglia, Paolo ; Marzo, Massimiliano.
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  24. Monetary Business Cycle Accounting. (2011). Sustek, Roman.
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  25. Equilibrium selection in a cashless economy with transaction frictions in the bond market. (2011). Zagaglia, Paolo ; Marzo, Massimiliano.
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  26. Retail Credit Premiums and Macroeconomic Developments. (2011). Bruha, Jan.
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  27. Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market. (2011). Zagaglia, Paolo ; Marzo, Massimiliano.
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  28. Optimal Central Bank Lending. (2010). Schabert, Andreas.
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    RePEc:tin:wpaper:20100057.

    Full description at Econpapers || Download paper

  29. Macroeconomic and interest rate volatility under alternative monetary operating procedures. (2010). Rudolf, Barbara ; Gerlach-Kristen, Petra.
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  30. A nonlinear DSGE model of the term structure with regime shifts. (2010). Tristani, Oreste ; amisano, gianni.
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  33. Macroeconomic and interest rate volatility under alternative monetary operating procedures. (2010). Rudolf, Barbara ; Gerlach-Kristen, Petra.
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