create a website

Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy. (2012). Zagaglia, Paolo ; Marzo, Massimiliano.
In: Working Papers.
RePEc:bol:bodewp:wp821.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 23

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. (2007): âOptimal, Simple and Implementable Monetary and Fiscal Rules,â Journal of Monetary Economics, 54(6), 1702â1725.
    Paper not yet in RePEc: Add citation now
  2. Andres, J., J. D. Lopez-Salido, and E. Nelson (2004): âTobinâs Imperfect Asset Substitution in Optimizing General Equilibrium,â Journal of Money, Credit, and Banking, 36(4), 665â690.

  3. Atkeson, A., and P. J. Kehoe (2008): âOn the Need for a New Approach to Analyzing Monetary Policy,â Federal Reserve Bank of Minneapolis Research Department Staï Report No. 412.

  4. Bullard, J., and K. Mitra (2002): âLearning about Monetary Policy Rules,â Journal of Monetary Economics, 49(5), 1105â1129.

  5. Calvo, G. (1983): âStaggered Prices in a Utility-Maximizing Framework,â Journal of Monetary Economics, 12, 383â398.

  6. Canzoneri, M. B., R. Cumby, B. T. Diba, and D. Lopez-Salido (2011): âThe Role of Liquid Government Bonds in the Great Transformation of US Monetary Policy,â Journal of Economics, Dynamics and Control, 35(2), 282â94.
    Paper not yet in RePEc: Add citation now
  7. Canzoneri, M. D., and B. T. Diba (2005): âInterest Rate Rules and Price Determinacy: the Role of Transaction Services of Bonds,â Journal of Monetary Economics, 52(2), 329â343.

  8. Dixit, Avinash, K., and J. Stiglitz (1977): âMonopolistic Competition and Optimum Product Diversity,â American Economic Review, 67, 297â308.

  9. GalÄ, J. (2008): Monetary Policy, Inïation and the Business Cycle. Princeton University Press.
    Paper not yet in RePEc: Add citation now
  10. Harrison, R. (2012): âAsset Purchase Policy at the Eïective Lower Bound for Interest Rates,â Working Paper 444, Bank of England.

  11. La Salle, J. P. (1986): The Stability and Control of Discrete Processes. Springer Verlag, New-York and Berlin.
    Paper not yet in RePEc: Add citation now
  12. Leeper, E., M. (1991): âEquilibria Under Active and Passive Fiscal and Monetary Policies,â Journal of Monetary Economics, 27(2), 129â147.

  13. Ljungqvist, L., and T. J. Sargent (2007): Recursive Macroeconomic Theory. MIT Press.
    Paper not yet in RePEc: Add citation now
  14. Lubik, T. A., and M. Marzo (2007): âAn Inventory of Simple Monetary Policy Rules in a New Keynesian Macroeconomic Model,â International Review of Economics and Finance, 16, 15â36.

  15. Marzo, M., and P. Zagaglia (2008): âDeterminacy of interest rate rules with bond transaction services in a cashless economy,â Working Paper 24-08, Bank of Finland.

  16. McCough, B., G. D. Rudebusch, and J. Williams (2005): âUsing a Long-Term Interest Rate as the Monetary Policy Instrument,â Journal of Monetary Economics, 52(5), 855â879.

  17. Sargent, T. (1979): Macroeconomic Theory. Academic Press.
    Paper not yet in RePEc: Add citation now
  18. Schmitt-Grohe, S., and M. Uribe (2005): âOptimal Fiscal and Monetary Policy in a Medium-Scale Macroeconomic Model: Expanded Version,â NBER Working Paper No. 11417.

  19. Sims, C., A. (1994): âA Simple Model to Study the Determination of the Price Level and the Interaction of Monetary and Fiscal Policy,â Economic Theory, 4, 381â399.

  20. Svensson, L. (2003): âWhat is wrong with Taylor Rules ? Using Judgment in Monetary Policy through Targeting Rule,â Journal Economic Literature, 41(3), 426â477.

  21. Taylor, John, B. (1993): âDiscretion versus Policy Rules in Practice,â Carnegie-Rochester Conference Series on Public Policy, 39, 195â214.

  22. Tobin, J. (1958): âLiquidity Preference as Behavior Towards Risk,â Review of Economic Studies, 25(2), 65â86.

  23. Woodford, M. (2003): Interest and Prices. Princeton University Press.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective. (2018). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick ; Feve, Patrick.
    In: TSE Working Papers.
    RePEc:tse:wpaper:31822.

    Full description at Econpapers || Download paper

  2. The Macroeconomic Effects of Quantitative Easing in the Euro Area: Evidence from an Estimated DSGE Model. (2017). Vogel, Lukas ; Priftis, Romanos ; Hohberger, Stefan.
    In: MPRA Paper.
    RePEc:pra:mprapa:78955.

    Full description at Econpapers || Download paper

  3. Changing Macroeconomic Dynamics at the Zero Lower Bound. (2017). Zanetti, Francesco ; Theodoridis, Konstantinos ; mumtaz, haroon ; Liu, Philip.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:824.

    Full description at Econpapers || Download paper

  4. Optimal quantitative easing. (2017). Harrison, Richard.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0678.

    Full description at Econpapers || Download paper

  5. Uncovering the portfolio balance channel with the use of sovereign credit ratings.. (2016). Vásquez, Diego ; Villamizar-Villegas, mauricio ; Valencia, Oscar ; Valencia-Arana, Oscar ; Andrade-Pardo, Laura ; Vasquez-Escobar, Diego.
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:v:34:y:2016:i:81:p:191-205.

    Full description at Econpapers || Download paper

  6. Monetary Policy, Bond Risk Premia, and the Economy. (2014). Ireland, Peter.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:852.

    Full description at Econpapers || Download paper

  7. Evaluating Quantitative Easing: A DSGE Approach. (2013). Falagiarda, Matteo.
    In: MPRA Paper.
    RePEc:pra:mprapa:49457.

    Full description at Econpapers || Download paper

  8. Liquidity Effects of Central Banks Asset Purchase Programs. (2013). .
    In: MPRA Paper.
    RePEc:pra:mprapa:49424.

    Full description at Econpapers || Download paper

  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..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-35.

    Full description at Econpapers || Download paper

  10. Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply. (2013). King, Thomas ; D'Amico, Stefania ; Damico, Stefania.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:108:y:2013:i:2:p:425-448.

    Full description at Econpapers || Download paper

  11. Credit, Endogenous Collateral and Risky Assets: A DSGE Model. (2013). Saia, Alessandro ; Falagiarda, Matteo.
    In: Working Papers.
    RePEc:bol:bodewp:wp916.

    Full description at Econpapers || Download paper

  12. 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.

    Full description at Econpapers || Download paper

  13. Liquidity Effects of Quantitative Easing on Long-Term Interest Rates. (2012). Reynard, Samuel ; Krogstrup, Signe ; Sutter, Barbara .
    In: Working Papers.
    RePEc:snb:snbwpa:2012-02.

    Full description at Econpapers || Download paper

  14. Reducing Global Imbalances: Can Fixed Exchange Rates and Current Account Limits Help?. (2012). Oliva, Juan Martinez .
    In: Open Economies Review.
    RePEc:kap:openec:v:23:y:2012:i:1:p:163-192.

    Full description at Econpapers || Download paper

  15. Opening remarks: monetary policy since the onset of the crisis. (2012). Bernanke, Ben.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2012:p:1-22.

    Full description at Econpapers || Download paper

  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.
    In: Speech.
    RePEc:fip:fedgsq:645.

    Full description at Econpapers || Download paper

  17. Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply. (2012). King, Thomas ; D'Amico, Stefania.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2012-44.

    Full description at Econpapers || Download paper

  18. The macroeconomic effects of large-scale asset purchase programs. (2012). Ferrero, Andrea ; Cúrdia, Vasco ; Chen, Han.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2012-22.

    Full description at Econpapers || Download paper

  19. Quantitative Easing and Unconventional Monetary Policy – an Introduction. (2012). Vayanos, Dimitri ; Scott, Andrew ; Miles, David ; Joyce, Michael.
    In: Economic Journal.
    RePEc:ecj:econjl:v:122:y:2012:i:564:p:f271-f288.

    Full description at Econpapers || Download paper

  20. The ECB Unconventional Monetary Policies: Have They Lowered Market Borrowing Costs for Banks and Governments?. (2012). Szczerbowicz, Urszula.
    In: Working Papers.
    RePEc:cii:cepidt:2012-36.

    Full description at Econpapers || Download paper

  21. A DSGE model with Endogenous Term Structure. (2012). Marzo, Massimiliano ; Falagiarda, Matteo.
    In: Working Papers.
    RePEc:bol:bodewp:wp830.

    Full description at Econpapers || Download paper

  22. Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy. (2012). Zagaglia, Paolo ; Marzo, Massimiliano.
    In: Working Papers.
    RePEc:bol:bodewp:wp821.

    Full description at Econpapers || Download paper

  23. Asset purchase policy at the effective lower bound for interest rates. (2012). Harrison, Richard.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0444.

    Full description at Econpapers || Download paper

  24. Assessing the economy-wide effects of quantitative easing. (2012). Theodoridis, Konstantinos ; Stevens, Ibrahim ; mumtaz, haroon ; Kapetanios, George.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0443.

    Full description at Econpapers || Download paper

  25. Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy. (2011). Kulish, Mariano ; Jones, Callum.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2011-02.

    Full description at Econpapers || Download paper

  26. The Financial Market Impact of Quantitative Easing in the United Kingdom. (2011). Tong, Matthew ; Stevens, Ibrahim ; Lasaosa, Ana ; Michael A. S. Joyce, .
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2011:q:3:a:5.

    Full description at Econpapers || Download paper

  27. The macroeconomic effects of large-scale asset purchase programs. (2011). Ferrero, Andrea ; Cúrdia, Vasco ; Chen, Han ; Curdia, Vasco.
    In: Staff Reports.
    RePEc:fip:fednsr:527.

    Full description at Econpapers || Download paper

  28. Large-scale asset purchases by the Federal Reserve: did they work?. (2011). Remache, Julie ; Gagnon, Joseph ; Raskin, Matthew ; Sack, Brian.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2011:i:may:p:41-59:n:v.17no.1.

    Full description at Econpapers || Download paper

  29. Have we underestimated the likelihood and severity of zero lower bound events?. (2011). Williams, John ; Laforte, Jean-Philippe ; Chung, Hess ; Reifschneider, David.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2011-01.

    Full description at Econpapers || Download paper

  30. Direct Effects of Money on Aggregate Demand: Another Look at the Evidence. (2010). Kulish, Mariano ; Elias, Stephen .
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2010-05.

    Full description at Econpapers || Download paper

  31. Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs. (2009). Schorfheide, Frank ; Aruoba, S. Boragan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14870.

    Full description at Econpapers || Download paper

  32. Deflationary vs. Inflationary Expectations - A New-Keynesian Perspective with Heterogeneous Agents and Monetary Believes. (2009). Sauter, Oliver ; Geiger, Felix.
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
    RePEc:hoh:hohdip:312.

    Full description at Econpapers || Download paper

  33. Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback. (2009). Zagaglia, Paolo.
    In: Research Papers in Economics.
    RePEc:hhs:sunrpe:2009_0014.

    Full description at Econpapers || Download paper

  34. Sticky prices versus monetary frictions: an estimation of policy trade-offs. (2009). Schorfheide, Frank ; Aruoba, S. Boragan.
    In: Working Papers.
    RePEc:fip:fedpwp:09-8.

    Full description at Econpapers || Download paper

  35. DSGE model-based estimation of the New Keynesian Phillips curve. (2008). Schorfheide, Frank.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2008:i:fall:p:397-433:n:v.94no.4.

    Full description at Econpapers || Download paper

  36. Understanding Asset Prices: Determinants and Policy Implications.. (2007). CLERC, Laurent.
    In: Working papers.
    RePEc:bfr:banfra:168.

    Full description at Econpapers || Download paper

  37. Can Central Banks Target Bond Prices?. (2006). Kuttner, Kenneth.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12454.

    Full description at Econpapers || Download paper

  38. money demand and futures. (2006). Oldani, Chiara.
    In: ISAE Working Papers.
    RePEc:isa:wpaper:69.

    Full description at Econpapers || Download paper

  39. The monetary transmission mechanism. (2005). Ireland, Peter.
    In: Working Papers.
    RePEc:fip:fedbwp:06-1.

    Full description at Econpapers || Download paper

  40. Should Monetary Policy use Long-term Rates?. (2005). Kulish, Mariano.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:635.

    Full description at Econpapers || Download paper

  41. Price setting behaviour in Spain: evidence from micro PPI data. (2005). HERNANDO, IGNACIO ; Burriel, Pablo ; Alvarez, Luis.
    In: Working Papers.
    RePEc:bde:wpaper:0527.

    Full description at Econpapers || Download paper

  42. An application of the Tramo Seats automatic procedure; direct versus indirect adjustment. (2005). Maravall, Agustin.
    In: Working Papers.
    RePEc:bde:wpaper:0524.

    Full description at Econpapers || Download paper

  43. Skill mix and technology in Spain: evidence from firm level data. (2005). Luque, Adela.
    In: Working Papers.
    RePEc:bde:wpaper:0513.

    Full description at Econpapers || Download paper

  44. The impact of unsecured debt on financial distress among British households. (2005). Young, Garry ; DEL RIO, ANA.
    In: Working Papers.
    RePEc:bde:wpaper:0512.

    Full description at Econpapers || Download paper

  45. The determinants of unsecured borrowing: evidence from the British household panel survey. (2005). Young, Garry ; DEL RIO, ANA.
    In: Working Papers.
    RePEc:bde:wpaper:0511.

    Full description at Econpapers || Download paper

  46. Dual employment protection legislation: a framework for analysis. (2005). Jimeno, Juan F ; Jansen, Marcel ; Dolado, Juan.
    In: Working Papers.
    RePEc:bde:wpaper:0510.

    Full description at Econpapers || Download paper

  47. The private and fiscal returns to schooling and the effect of public policies on private incentives to invest in education: a general framework and some results for the EU. (2005). Jimeno, Juan F ; de La Fuente, Angel.
    In: Working Papers.
    RePEc:bde:wpaper:0509.

    Full description at Econpapers || Download paper

  48. Do decreasing hazard functions for price changes make any sense?. (2005). HERNANDO, IGNACIO ; Burriel, Pablo ; Alvarez, Luis.
    In: Working Papers.
    RePEc:bde:wpaper:0508.

    Full description at Econpapers || Download paper

  49. The fiscal theory of the price level: a narrow theory for non-fiat money. (2005). Arce, Oscar.
    In: Working Papers.
    RePEc:bde:wpaper:0501.

    Full description at Econpapers || Download paper

  50. Quantitative monetary easing and risk in financial asset markets. (2004). Kimura, Takeshi ; Small, David.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-57.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-05 19:48:24 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.