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Introducing Multiple Interest rates in ToTEM. (2011). Mendes, Rhys ; Zhang, Yang ; Dorich, Jose.
In: Bank of Canada Review.
RePEc:bca:bcarev:v:2011:y:2011:i:summer11:p:3-10.

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  1. The Bank of Englands forecasting platform: COMPASS, MAPS, EASE and the suite of models. (2013). Waldron, Matt ; Theodoridis, Konstantinos ; Monti, Francesca ; Harrison, Richard ; Burgess, Stephen ; Fernandez-Corugedo, Emilio ; Groth, Charlotta.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0471.

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  2. ToTEM II: An Updated Version of the Bank of Canada’s Quarterly Projection Model. (2013). Murchison, Stephen ; Mendes, Rhys ; Johnston, Michael ; Zhang, Yang ; Dorich, Jose.
    In: Technical Reports.
    RePEc:bca:bocatr:100.

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  3. Macro has progressed. (2012). Kozicki, Sharon.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:1:p:23-28.

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References

References cited by this document

    References contributed by pne58-25951

  1. Amano, R., R. Mendes, and S. Murchison, 2009. Endogenous Rule-of-Thumb Price Setters and Monetary Policy. Bank of Canada Manuscript.
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  2. Andrés, J., D. López-Salido, and E. Nelson, 2004. Tobin’s Imperfect Asset Substitution in Optimizing General Equilibrium. Journal of Money, Credit and Banking 36, 665–690.

  3. Bank for International Settlements, 2010. Assessing the Macroeconomic Impact of the Transition to Stronger Capital and Liquidity Requirements. BIS Macroeconomic Assessment Group Interim Report, August.
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  4. Bank of Canada, 2010. Strengthening International Capital and Liquidity Standards: A Macroeconomic Impact Assessment for Canada. Bank of Canada Report, August.
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  5. Basant Roi, M., and R. Mendes, 2007. Should Central Banks Adjust Their Target Horizons in Response to House-Price Bubbles? Bank of Canada Discussion Paper No. 2007-4.

  6. Bernanke, B.S., M. Gertler, and S. Gilchrist, 1999. The Financial Accelerator in a Quantitative Business Cycle Framework. In Handbook of Macroeconomics, Volume 1, edited by J.B. Taylor and M. Woodford. Amsterdam: North-Holland. 1341–1393

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

  8. de Resende, C., and R. Lalonde, 2011. The BoCGEM-Fin: Banking in the Global Economy. Bank of Canada Review 24, 11–21.

  9. Dorich, J., and Y. Zhang, 2010. Assessing the Macroeconomic Impact of Stronger Capital and Liquidity Requirements in Canada: Insights from ToTEM. Bank of Canada Manuscript.
    Paper not yet in RePEc: Add citation now
  10. Dorich, J., M. Johnston, R. Mendes, S. Murchison, and Y. Zhang, 2011. ToTEM II: An Updated Version of the Bank of Canada’s Quarterly Projection Model. Manuscript, Bank of Canada.
    Paper not yet in RePEc: Add citation now
  11. Fenton, P., and S. Murchison, 2006. ToTEM: The Bank of Canada’s New Projection and Policy-Analysis Model. Bank of Canada Review 19, 5–18.

  12. Galí, J., 2008. Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework. Princeton University Press.
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  13. Galí, J., and M. Gertler, 1999. Inflation Dynamics: A Structural Econometric Analysis. Journal of Monetary Economics 44, 195–222.

  14. Meh, C., 2011. Bank Balance Sheets, Deleveraging and the Transmission Mechanism. Bank of Canada Review 24, 23–34.

  15. Murchison, S., and A. Rennison, 2006. ToTEM: The Bank of Canada’s New Quarterly Projection Model. Bank of Canada Technical Report No. 97.

  16. Smets, F., and R. Wouters, 2007. Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach. American Economic Review 97, 586–606.

  17. Tobin, J., 1969. A General Equilibrium Approach to Monetary Theory. Journal of Money, Credit and Banking 1, 15–29.

  18. Woodford, M., 2003. Interest and Prices: Foundations of a Theory of Monetary Policy. Princeton University Press.
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Cocites

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  2. The Macroeconomic Effects of Quantitative Easing in the Euro Area: Evidence from an Estimated DSGE Model. (2017). Vogel, Lukas ; Priftis, Romanos ; Hohberger, Stefan.
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  3. Changing Macroeconomic Dynamics at the Zero Lower Bound. (2017). Zanetti, Francesco ; Theodoridis, Konstantinos ; mumtaz, haroon ; Liu, Philip.
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  4. Optimal quantitative easing. (2017). Harrison, Richard.
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  7. Evaluating Quantitative Easing: A DSGE Approach. (2013). Falagiarda, Matteo.
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  8. Liquidity Effects of Central Banks Asset Purchase Programs. (2013). .
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  9. Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserves asset purchase announcements. (2013). Li, Canlin ; D'Amico, Stefania ; Damico, Stefania ; Cahill, Michael E. ; Sears, John S..
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  13. Liquidity Effects of Quantitative Easing on Long-Term Interest Rates. (2012). Reynard, Samuel ; Krogstrup, Signe ; Sutter, Barbara .
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  16. Monetary Policy since the Onset of the Crisis : a speech at the Federal Reserve Bank of Kansas City Economic Symposium, Jackson Hole, Wyoming, August 31, 2012. (2012). Bernanke, Ben.
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  17. Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply. (2012). King, Thomas ; D'Amico, Stefania.
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  19. Quantitative Easing and Unconventional Monetary Policy – an Introduction. (2012). Vayanos, Dimitri ; Scott, Andrew ; Miles, David ; Joyce, Michael.
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