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The risky steady state and the interest rate lower bound

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As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Risks Associated with Low Inflation
    by thebusinesscycleblog in The business cycle blog on 2016-05-15 03:31:58

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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Cited by:

  1. Thomas M. Mertens & John C. Williams, 2021. "What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices," American Economic Review, American Economic Association, vol. 111(8), pages 2473-2505, August.
  2. Busetti, Fabio & Neri, Stefano & Notarpietro, Alessandro & Pisani, Massimiliano, 2021. "Monetary policy strategies in the New Normal: A model-based analysis for the euro area," Journal of Macroeconomics, Elsevier, vol. 70(C).
  3. Pozo, Jorge, 2024. "Excessive bank risk-taking in an infinite horizon economy," Journal of Financial Stability, Elsevier, vol. 73(C).
  4. Philip Coyle & Taisuke Nakata, 2019. "Optimal Inflation Target with Expectations-Driven Liquidity Traps," Finance and Economics Discussion Series 2019-036, Board of Governors of the Federal Reserve System (U.S.).
  5. Lepetyuk, Vadym & Maliar, Lilia & Maliar, Serguei, 2020. "When the U.S. catches a cold, Canada sneezes: A lower-bound tale told by deep learning," Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
  6. Yasuo Hirose & Takeki Sunakawa, 2023. "The Natural Rate of Interest in a Non-linear DSGE Model," International Journal of Central Banking, International Journal of Central Banking, vol. 19(1), pages 301-340, March.
  7. Schmidt, Sebastian & Nakata, Taisuke, 2016. "The risk-adjusted monetary policy rule," Working Paper Series 1985, European Central Bank.
  8. Jason Choi & Andrew Foerster, 2021. "Optimal Monetary Policy Regime Switches," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 42, pages 333-346, October.
  9. Taisuke Nakata & Sebastian Schmidt & Paul Yoo, 2018. "Speed Limit Policy and Liquidity Traps," IMES Discussion Paper Series 18-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
  10. Richard H. Clarida, 2019. "The Federal Reserve’s Review of Its Monetary Policy Strategy, Tools, and Communication Practices : A speech at \"Fed Policy: A Shadow Review\" Cato Institute’s 37th Annual Monetary Conferenc," Speech 1104, Board of Governors of the Federal Reserve System (U.S.).
  11. Arias, Jonas E. & Erceg, Christopher & Trabandt, Mathias, 2016. "The macroeconomic risks of undesirably low inflation," European Economic Review, Elsevier, vol. 88(C), pages 88-107.
  12. Pathberiya, Lasitha R.C., 2024. "Monetary policy rules and zero lower bound on nominal interest rates in a cost-channel economy," Economic Modelling, Elsevier, vol. 139(C).
  13. Robert Amano & Thomas Carter & Sylvain Leduc, 2019. "Precautionary Pricing: The Disinflationary Effects of ELB Risk," Working Paper Series 2019-26, Federal Reserve Bank of San Francisco.
  14. Philip Coyle & Taisuke Nakata, 2020. "Optimal Inflation Target with Expectations-Driven Liquidity Traps," CARF F-Series CARF-F-485, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  15. Martin Seneca, 2020. "Risk Shocks and Monetary Policy in the New Normal," International Journal of Central Banking, International Journal of Central Banking, vol. 16(6), pages 185-232, December.
  16. Michael J. Lamla & Damjan Pfajfar & Lea Rendell, 2019. "Inflation and deflationary biases in inflation expectations," BIS Working Papers 789, Bank for International Settlements.
  17. John Stachurski & Junnan Zhang, 2019. "Dynamic Programming with State-Dependent Discounting," Papers 1908.08800, arXiv.org, revised Oct 2020.
  18. Philippe Andrade & Jordi Gali & Herve Le Bihan & Julien Matheron, 2019. "The Optimal Inflation Target and the Natural Rate of Interest," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 50(2 (Fall)), pages 173-255.
  19. Franta, Michal, 2021. "The Likelihood Of Effective Lower Bound Events," Macroeconomic Dynamics, Cambridge University Press, vol. 25(8), pages 2058-2079, December.
  20. Bianchi, Francesco & Melosi, Leonardo & Rottner, Matthias, 2021. "Hitting the elusive inflation target," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 107-122.
  21. Lansing, Kevin J., 2021. "Endogenous forecast switching near the zero lower bound," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 153-169.
  22. repec:ecb:ecbrbu:2018:0045:1 is not listed on IDEAS
  23. Richard H. Clarida, 2019. "The Federal Reserve's Review of Its Monetary Policy Strategy, Tools, and Communication Practices, a speech at \"The Bank of Finland Conference on Monetary Policy and Future of EMU [Economic and M," Speech 1075, Board of Governors of the Federal Reserve System (U.S.).
  24. Richard H. Clarida, 2019. "The Federal Reserve's Review of Its Monetary Policy Strategy, Tools, and Communication Practices : a speech the 2019 U.S. Monetary Policy Forum, sponsored by the Initiative on Global Markets at the Un," Speech 1038, Board of Governors of the Federal Reserve System (U.S.).
  25. Seneca, Martin, 2016. "Risk shocks close to the zero lower bound," Bank of England working papers 606, Bank of England.
  26. Schmidt, Sebastian, 2016. "The effective lower bound: some implications for inflation dynamics beyond the current low interest rate environment," Research Bulletin, European Central Bank, vol. 29.
  27. Taisuke Nakata & Sebastian Schmidt, 2019. "Gradualism and Liquidity Traps," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 31, pages 182-199, January.
  28. Mitsuru Katagiri, 2022. "Equilibrium Yield Curve, the Phillips Curve, and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(8), pages 2235-2272, December.
  29. Jonas Dovern & Geoff Kenny, 2020. "Anchoring Inflation Expectations in Unconventional Times: Micro Evidence for the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 309-347, October.
  30. Timothy S. Hills & Taisuke Nakata & Sebastian Schmidt, 2016. "The Risk of Returning to the Effective Lower Bound: An Implication for Inflation Dynamics After Lift-Off," FEDS Notes 2016-02-12-2, Board of Governors of the Federal Reserve System (U.S.).
  31. Pozo, Jorge, 2019. "Capital Flows and Bank Risk-Taking," Working Papers 2019-017, Banco Central de Reserva del Perú.
  32. Kevin XD Huang & Nam T Vu, 2019. "Rare but Long-lasting Liquidity Traps and Fiscal Stimulus," Vanderbilt University Department of Economics Working Papers 19-00014, Vanderbilt University Department of Economics.
  33. Nakata, Taisuke, 2016. "Optimal fiscal and monetary policy with occasionally binding zero bound constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 220-240.
  34. Schmidt, Sebastian, 2018. "The effective lower bound and the desirability of gradual interest rate adjustments," Research Bulletin, European Central Bank, vol. 45.
  35. Brandyn Bok & Thomas M. Mertens & John C. Williams, 2022. "Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds," Staff Reports 1011, Federal Reserve Bank of New York.
  36. Vadym Lepetyuk & Lilia Maliar & Serguei Maliar, 2017. "Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models?," Staff Working Papers 17-21, Bank of Canada.
  37. Taisuke Nakata, 2017. "Uncertainty at the Zero Lower Bound," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(3), pages 186-221, July.
  38. Koji Takahashi, 2016. "TIPS: The Trend Inflation Projection System and Estimation Results," Bank of Japan Working Paper Series 16-E-18, Bank of Japan.
  39. Taisuke Nakata & Sebastian Schmidt, 2019. "Gradualism and Liquidity Traps," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 31, pages 182-199, January.
  40. Richard H. Clarida, 2019. "The Federal Reserve’s Review of Its Monetary Policy Strategy, Tools, and Communication Practices : a speech at “A Hot Economy: Sustainability and Trade-Offs,” a Fed Listens event sponsored by the Fede," Speech 1085, Board of Governors of the Federal Reserve System (U.S.).
  41. Hills, Timothy S. & Nakata, Taisuke & Schmidt, Sebastian, 2019. "Effective lower bound risk," European Economic Review, Elsevier, vol. 120(C).
  42. Richard H. Clarida, 2019. "The Federal Reserve's Review of Its Monetary Policy Strategy, Tools, and Communication Practices : a speech at the \"Fed Listens: Distributional Consequences of the Cycle and Monetary Policy\&quo," Speech 1054, Board of Governors of the Federal Reserve System (U.S.).
  43. Kenny, Geoff & Dovern, Jonas, 2017. "The long-term distribution of expected inflation in the euro area: what has changed since the great recession?," Working Paper Series 1999, European Central Bank.
  44. Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2022. "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(6), pages 1637-1671, September.
  45. Richard H. Clarida, 2019. "Monetary Policy, Price Stability, and Equilibrium Bond Yields: Success and Consequences : a speech at the High-Level Conference on Global Risk, Uncertainty, And Volatility, co-sponsored by the Bank fo," Speech 1102, Board of Governors of the Federal Reserve System (U.S.).
  46. Fernando M. Duarte & Benjamin K. Johannsen & Leonardo Melosi & Taisuke Nakata, 2020. "Strengthening the FOMC’s Framework in View of the Effective Lower Bound and Some Considerations Related to Time-Inconsistent Strategies," Finance and Economics Discussion Series 2020-067, Board of Governors of the Federal Reserve System (U.S.).
  47. Narayana R. Kocherlakota, 2016. "Sluggish Inflation Expectations: A Markov Chain Analysis," NBER Working Papers 22009, National Bureau of Economic Research, Inc.
  48. Sebastian Schmidt, 2016. "The effective lower bound: some implications for inflation dynamics beyond the current low interest rate environment," Research Bulletin, European Central Bank, vol. 29.
  49. repec:ecb:ecbrbu:2016:0029:1 is not listed on IDEAS
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