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~person:"Rudebusch, Glenn D."
~subject:"Monetary policy"
~subject:"Monetary transmission"
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Monetary policy
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Geldpolitik
9
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affine dynamic term structure models
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Rudebusch, Glenn D.
Nakata, Taisuke
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Pisani, Massimiliano
24
Wu, Jing Cynthia
23
Notarpietro, Alessandro
22
Schmidt, Sebastian
21
Melosi, Leonardo
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Bianchi, Francesco
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Eggertsson, Gauti B.
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Honkapohja, Seppo
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Journal of monetary economics
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1
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Monetary Policy Expectations at the Zero
Lower
Bound
Bauer, Michael
-
2015
lower
bound
(ZLB) on nominal interest rates and deliver poor forecasts of future short rates. In contrast, shadow-rate DTSMs …
Persistent link: https://www.econbiz.de/10013034989
Saved in:
2
Estimating shadow-rate term structure models with near-zero yields
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 226-259
Persistent link: https://www.econbiz.de/10011339339
Saved in:
3
Modeling yields at the zero
lower
bound
: are shadow rates the solution?
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
-
2013
Persistent link: https://www.econbiz.de/10010233356
Saved in:
4
Monetary policy expectations at the zero
lower
bound
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2013
Persistent link: https://www.econbiz.de/10009791702
Saved in:
5
Modeling yields at the zero
lower
bound
: are shadow rates the solution?
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
-
2013
Persistent link: https://www.econbiz.de/10010223575
Saved in:
6
Modeling yields at the zero
lower
bound
: are shadow rates the solution?
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
- In:
Dynamic factor models
,
(pp. 75-125)
.
2016
Persistent link: https://www.econbiz.de/10011448657
Saved in:
7
Monetary policy expectations at the zero
lower
bound
Bauer, Michael D.
;
Rudebusch, Glenn D.
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
7
,
pp. 1439-1465
Persistent link: https://www.econbiz.de/10011707930
Saved in:
8
A probability-based stress test of Federal Reserve assets and income
Christensen, Jens H. E.
;
López, José A.
;
Rudebusch, …
- In:
Journal of monetary economics
73
(
2015
),
pp. 26-43
Persistent link: https://www.econbiz.de/10011381692
Saved in:
9
Comment on: "A probability-based stress test of Federal Reserve assets and income"
Archer, David J.
- In:
Journal of monetary economics
73
(
2015
),
pp. 44-47
Persistent link: https://www.econbiz.de/10011381697
Saved in:
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