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Log-linear Approximation versus an Exact Solution at the ZLB in the New Keynesian Model
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Cited by:
- Tyler Atkinson & Michael Plante & Alexander Richter & Nathaniel Throckmorton, 2022.
"Complementarity and Macroeconomic Uncertainty,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 44, pages 225-243, April.
- Tyler Atkinson & Michael D. Plante & Alexander W. Richter & Nathaniel A. Throckmorton, 2020. "Complementarity and Macroeconomic Uncertainty," Working Papers 2009, Federal Reserve Bank of Dallas.
- Hollander, Hylton & Christensen, Lars, 2022.
"Monetary Regimes, Money Supply, And The Usa Business Cycle Since 1959: Implications For Monetary Policy Today,"
Macroeconomic Dynamics, Cambridge University Press, vol. 26(7), pages 1806-1832, October.
- Hollander, Hylton & Christensen , Lars, 2018. "Monetary Regimes, Money Supply, and the US Business Cycle since 1959: Implications for Monetary Policy Today," Working Papers 08926, George Mason University, Mercatus Center.
- Gauti B. Eggertsson & Neil R. Mehrotra & Jacob A. Robbins, 2019.
"A Model of Secular Stagnation: Theory and Quantitative Evaluation,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 11(1), pages 1-48, January.
- Gauti B. Eggertsson & Neil Mehrotra & Jacob A. Robbins, 2017. "A Model of Secular Stagnation: Theory and Quantitative Evaluation," Working Papers 742, Federal Reserve Bank of Minneapolis.
- Gauti B. Eggertsson & Neil R. Mehrotra & Jacob A. Robbins, 2017. "A Model of Secular Stagnation: Theory and Quantitative Evaluation," NBER Working Papers 23093, National Bureau of Economic Research, Inc.
- Jesper Lindé & Mathias Trabandt, 2018.
"Should we use linearized models to calculate fiscal multipliers?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 937-965, November.
- Linde, Jesper & Trabandt, Mathias, 2017. "Should We Use Linearized Models To Calculate Fiscal Multipliers?," CEPR Discussion Papers 12533, C.E.P.R. Discussion Papers.
- Lindé, Jesper & Trabandt, Mathias, 2017. "Should We Use Linearized Models To Calculate Fiscal Multipliers?," Working Paper Series 350, Sveriges Riksbank (Central Bank of Sweden).
- Jesper Lindé & Mathias Trabandt, 2017. "Should We Use Linearised Models to Calculate Fiscal Multipliers?," European Economy - Discussion Papers 064, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- David Staines, 2023. "Stochastic Equilibrium the Lucas Critique and Keynesian Economics," Papers 2312.16214, arXiv.org, revised Jun 2024.
- Liu, Shih-fu & Huang, Wei-chi & Lai, Ching-chong, 2022. "The Paradox of Toil at the Zero Lower Bound in a TANK Model," European Economic Review, Elsevier, vol. 148(C).
- Tomohide Mineyama, 2024. "Downward Nominal Wage Rigidity and Determinacy of Equilibrium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(1), pages 305-316, February.
- Belgibayeva, Adiya & Horvath, Michal, 2019.
"Real Rigidities And Optimal Stabilization At The Zero Lower Bound In New Keynesian Economies,"
Macroeconomic Dynamics, Cambridge University Press, vol. 23(4), pages 1371-1400, June.
- Adiya Belgibayeva & Michal Horvath, 2017. "Real Rigidities and Optimal Stabilization at the Zero Lower Bound in New Keynesian Economies," Discussion Papers 17/01, Department of Economics, University of York.
- Adiya Belgibayeva & Michal Horvath, 2017. "Real Rigidities and Optimal Stabilization at the Zero Lower Bound in New Keynesian Economies," Birkbeck Working Papers in Economics and Finance 1701, Birkbeck, Department of Economics, Mathematics & Statistics.
- Alisdair McKay & Johannes F. Wieland, 2021.
"Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy,"
Econometrica, Econometric Society, vol. 89(6), pages 2717-2749, November.
- Alisdair McKay & Johannes F. Wieland, 2019. "Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy," NBER Working Papers 26175, National Bureau of Economic Research, Inc.
- Alisdair McKay & Johannes F. Wieland, 2021. "Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy," Staff Report 622, Federal Reserve Bank of Minneapolis.
- Gauti Eggertsson & Sergey Egiev & Alessandro Lin & Josef Platzer & Luca Riva, 2021.
"A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 121-173, July.
- Gauti B. Eggertsson & Sergey K. Egiev & Alessandro Lin & Josef Platzer & Luca Riva, 2020. "A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration," NBER Working Papers 27878, National Bureau of Economic Research, Inc.
- Gauti Eggertsson & Sergey K. Egiev & Alessandro Lin & Josef Platzer & Luca Riva, 2020. "A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration," Working Papers 2020-14, Brown University, Department of Economics.
- Taisuke Nakata, 2018.
"Reputation and Liquidity Traps,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 252-268, April.
- Taisuke Nakata, 2017. "Online Appendix to "Reputation and Liquidity Traps"," Online Appendices 15-55, Review of Economic Dynamics.
- Horvath, Roman & Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin, 2020.
"Determinants of fiscal multipliers revisited,"
Journal of Macroeconomics, Elsevier, vol. 63(C).
- Roman Horvath & Lorant Kaszab & Ales Marsal & Katrin Rabitsch, 2019. "Determinants of Fiscal Multipliers Revisited," Department of Economics Working Papers wuwp294, Vienna University of Economics and Business, Department of Economics.
- Roman Horvath & Lóránt Kaszab & Ales Marsal & Katrin Rabitsch, 2019. "Determinants of Fiscal Multipliers Revisited," MNB Working Papers 2019/3, Magyar Nemzeti Bank (Central Bank of Hungary).
- Horvath, Roman & Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin, 2019. "Determinants of Fiscal Multipliers Revisited," Department of Economics Working Paper Series 294, WU Vienna University of Economics and Business.
- 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).
- Lepetyuk, Vadym & Maliar, Serguei, 2019. "When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning," CEPR Discussion Papers 14025, C.E.P.R. Discussion Papers.
- Eric Sims & Jonathan Wolff, 2018.
"The Output And Welfare Effects Of Government Spending Shocks Over The Business Cycle,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(3), pages 1403-1435, August.
- Eric Sims & Jonathan Wolff, 2013. "The Output and Welfare Effects of Government Spending Shocks over the Business Cycle," NBER Working Papers 19749, National Bureau of Economic Research, Inc.
- Klaus Adam & Oliver Pfäuti & Timo Reinelt, 2020. "Falling Natural Rates, Rising Housing Volatility and the Optimal Inflation Target," CRC TR 224 Discussion Paper Series crctr224_2020_235, University of Bonn and University of Mannheim, Germany.
- Ascari, Guido & Mavroeidis, Sophocles, 2022.
"The unbearable lightness of equilibria in a low interest rate environment,"
Journal of Monetary Economics, Elsevier, vol. 127(C), pages 1-17.
- Guido Ascari & Sophocles Mavroeidis, 2020. "The unbearable lightness of equilibria in a low interest rate environment," Papers 2006.12966, arXiv.org, revised Dec 2021.
- Guido Ascari & Sophocles Mavroeidis, 2021. "The unbearable lightness of equilibria in a low interest rate environment," Working Papers 734, DNB.
- Mao, Ruoyun & Shen, Wenyi & Yang, Shu-Chun S., 2023.
"Uncertain policy regimes and government spending effects,"
European Economic Review, Elsevier, vol. 152(C).
- Ruoyun Mao & Wenyi Shen & Shu-Chun S. Yang, 2022. "Uncertain Policy Regimes and Government Spending Effects," IEAS Working Paper : academic research 22-A004, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Harding, Martín & Lindé, Jesper & Trabandt, Mathias, 2022.
"Resolving the missing deflation puzzle,"
Journal of Monetary Economics, Elsevier, vol. 126(C), pages 15-34.
- Linde, Jesper & Trabandt, Mathias, 2019. "Resolving the Missing Deflation Puzzle," CEPR Discussion Papers 13690, C.E.P.R. Discussion Papers.
- Taisuke Nakata, 2018.
"Reputation and Liquidity Traps,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 252-268, April.
- Taisuke Nakata, 2013. "Reputation and Liquidity Traps," UTokyo Price Project Working Paper Series 039, University of Tokyo, Graduate School of Economics, revised Dec 2014.
- Taisuke Nakata, 2014. "Reputation and Liquidity Traps," 2014 Meeting Papers 61, Society for Economic Dynamics.
- Taisuke Nakata, 2014. "Reputation and Liquidity Traps," Finance and Economics Discussion Series 2014-50, Board of Governors of the Federal Reserve System (U.S.).
- Jorge Pozo & Youel Rojas, 2021.
"Unconventional Credit Policy in an Economy under Zero Lower Bound,"
IHEID Working Papers
14-2021, Economics Section, The Graduate Institute of International Studies.
- Jorge Pozo & Youel Rojas, 2022. "Unconventional credit policy in an economy under zero lower bound," BIS Working Papers 1019, Bank for International Settlements.
- Pozo, Jorge & Rojas, Youel, 2021. "Unconventional Credit Policy in an Economy under Zero Lower Bound," Working Papers 2021-005, Banco Central de Reserva del Perú.
- Hettig, Thomas & Müller, Gernot J., 2018.
"Fiscal policy coordination in currency unions at the effective lower bound,"
Journal of International Economics, Elsevier, vol. 115(C), pages 80-98.
- Müller, Gernot, 2017. "Fiscal policy coordination in currency unions at the effective lower bound," CEPR Discussion Papers 11780, C.E.P.R. Discussion Papers.
- Nicolas Caramp & Sanjay R Singh, 2023.
"Bond Premium Cyclicality and Liquidity Traps,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(6), pages 2822-2879.
- Sanjay R. Singh & Nicolas Caramp, 2020. "Bond Premium Cyclicality and Liquidity Traps," Working Papers 336, University of California, Davis, Department of Economics.
- Morris, Stephen D., 2020. "Is the Taylor principle still valid when rates are low?," Journal of Macroeconomics, Elsevier, vol. 64(C).
- Gauti B. Eggertsson & Marc P. Giannoni, 2020.
"Medium‐Term Money Neutrality and the Effective Lower Bound,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S2), pages 561-600, December.
- Gauti B. Eggertsson & Marc Giannoni, 2020. "Medium-Term Money Neutrality and the Effective Lower Bound," NBER Working Papers 27669, National Bureau of Economic Research, Inc.
- Ngo, Phuong V., 2021. "Fiscal Multipliers At The Zero Lower Bound: The Role Of Government Spending Persistence," Macroeconomic Dynamics, Cambridge University Press, vol. 25(4), pages 970-997, June.
- Pablo A. Cuba-Borda & Sanjay R. Singh, 2019.
"Understanding Persistent Stagnation,"
International Finance Discussion Papers
1243, Board of Governors of the Federal Reserve System (U.S.).
- Sanjay R. Singh & Pablo Cuba-Borda, 2019. "Understanding Persistent Stagnation," Working Papers 329, University of California, Davis, Department of Economics.
- Joonseok Oh, 2020. "The Propagation Of Uncertainty Shocks: Rotemberg Versus Calvo," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(3), pages 1097-1113, August.
- 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.
- Volker Hahn, 2017. "Policy Effects in a Simple Fully Non-Linear New Keynesian Model of the Liquidity Trap," Working Paper Series of the Department of Economics, University of Konstanz 2017-05, Department of Economics, University of Konstanz.
- OH, Joonseok, 2019. "The propagation of uncertainty shocks : Rotemberg vs. Calvo," Economics Working Papers ECO 2019/01, European University Institute.
- Benigno, Pierpaolo & Eggertsson, Gauti, 2023.
"It's Baaack: The Surge in Inflation in the 2020s and the Return of the Non-Linear Phillips Curve,"
CEPR Discussion Papers
18116, C.E.P.R. Discussion Papers.
- Pierpaolo Benigno & Gauti B. Eggertsson, 2023. "It’s Baaack: The Surge in Inflation in the 2020s and the Return of the Non-Linear Phillips Curve," NBER Working Papers 31197, National Bureau of Economic Research, Inc.
- Lansing, Kevin J., 2021.
"Endogenous forecast switching near the zero lower bound,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 153-169.
- Kevin J. Lansing, 2019. "Endogenous Forecast Switching Near the Zero Lower Bound," Working Paper Series 2017-24, Federal Reserve Bank of San Francisco.
- Jonathan Swarbrick, 2021. "Occasionally Binding Constraints in Large Models: A Review of Solution Methods," Discussion Papers 2021-5, Bank of Canada.
- Sorge, Marco M., 2021. "Stabilizing Taylor rules and determinacy under unit root supply shocks: A re-examination," Journal of Macroeconomics, Elsevier, vol. 68(C).