Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound

Bauer Michael D. andGlenn D.Rudebusch. (2013) “Monetary Policy Expectations at the Zero Lower Bound.” Federal Reserve Bank of San Francisco Working Paper.

Bauer Michael D., 2014, The Signaling Channel for Federal Reserve Bond Purchases, International Journal of Central Banking, 10, 233

10.1080/07350015.2012.693855

Baumeister Christiane, 2013, Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound, International Journal of Central Banking, 9, 165

10.1162/0033553053327452

10.1111/j.1540-6261.1995.tb05182.x

Bullard James. (2012) “Shadow Interest Rates and the Stance of US Monetary Policy.” Presentation at the Center for Finance and Accounting Research Annual Corporate Finance Conference Washington University in St. Louis.

10.1093/jjfinec/nbu010

10.1016/S1574-0048(99)01005-8

10.1111/j.1538-4616.2011.00478.x

10.1016/j.jeconom.2014.10.003

10.1016/j.jfineco.2012.11.007

10.1515/9781400845415

10.1111/1540-6261.00426

Duffee Gregory R., 2013, Handbook of the Economics of Finance, 907

10.1353/eca.2003.0010

10.1016/0014-2921(92)90042-U

Fama Eugene F., 1987, The Information in Long‐Maturity Forward Rates, American Economic Review, 77, 680

Gagnon Joseph, 2011, The Financial Market Effects of the Federal Reserve's Large‐Scale Asseet Purchase, International Journal of Central Banking, 7, 3

10.1016/j.jmoneco.2007.06.029

10.1257/jel.50.2.331

10.1515/9780691218632

10.1111/j.1538-4616.2011.00477.x

10.1016/j.jeconom.2013.08.024

Ichiue Hibiki andYoichiUeno. (2013) “Estimating Term Premia at the Zero Bound: An Analysis of Japanese US and UK Yields.” Bank of Japan Working Paper.

10.1093/rfs/hhq128

10.1016/j.jeconom.2011.12.005

Krippner Leo. (2012) “Modifying Gaussian Term Structure Models When Interest Rates are Near the Zero Lower Bound.” Reserve Bank of New Zealand Discussion Paper 2012/02.

Krippner Leo. (2013) “A Tractable Framework for Zero Lower Bound Gaussian Term Structure Models.” Australian National University CAMA Working Paper 49/2013.

10.1353/eca.2011.0019

Lombardi Marco J. andFengZhu. (2014) “A Shadow Policy Rate to Calibrate US Monetary Policy at the Zero Lower Bound.” Working paper BIS.

10.1257/jel.51.4.1120

10.1016/B978-0-444-50897-3.50015-8

10.1016/0014-2921(92)90041-T

10.1257/jep.15.4.101

10.1257/aer.104.10.3154

Wieland Johannes. (2014) “Are Negative Supply Shocks Expansionary at the Zero Lower Bound?” Working paper University of California San Diego.

Woodford Michael. (2012) “Methods of Policy Accommodation at the Interest‐rate Lower Bound.” Jackson Hole symposium August Federal Reserve Bank of Kansas City.

10.1257/aer.101.4.1514

10.1111/j.1468-0297.2012.02556.x