Arias, Jonas E., Rubio‐Ramirez, Juan, and Waggoner, Daniel. (2018) “Inference Based on Structural Vector Autoregressions Identified with Sign and Zero Restrictions: Theory and Applications.” Econometrica, 86, 685–720. https://doi.org/10.3982/ECTA14468.
Baumeister, Christiane, and Luca Benati. (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, 165–212.
- Benati, L. (2008) “The ‘Great Moderation’ in the United Kingdom.” Journal of Money, Credit and Banking, 40, 121–47.
Paper not yet in RePEc: Add citation now
Benati, Luca (2020) “Money Velocity and the Natural Rate of Interest.” Journal of Monetary Economics, 116, 117‐134.
Benati, Luca, and Haroon Mumtaz. (2007) “US Evolving Macroeconomic Dynamics: A Structural Investigation.” ECB Working Paper No. 746.
- Bundick, Brent. (2015) “Real Fluctuations at the Zero Lower Bound.” Federal Reserve Bank of Kansas City Technical Report.
Paper not yet in RePEc: Add citation now
Cynthia Wu, Jing, and Fan Dora Xia. (2016) “Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound.” Journal of Money, Credit and Banking, 48, 253–91.
- D'Amico, Stefania, and Thomas B. King. (2013) “Flow and Stock Effects of Large‐Scale Treasury Purchases: Evidence on the Importance of Local Supply.” Journal of Financial Economics, 108, 425–48.
Paper not yet in RePEc: Add citation now
- Debortoli, Davide et al. (2019) “On the Empirical (Ir) Re levance of the Zero Lower Bound Constraint.” In NBER Macroeconomics Annual 2019, Volume 34, 141–170, University of Chicago Press Chicago, IL.
Paper not yet in RePEc: Add citation now
Eberly, Janice C., Stock, James H., and Wright, Jonathan H. (2020) “The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment.” International Journal of Central Banking, 16, 5–71.
Gambacorta, Leonardo, Hofmann, Boris, and Peersman, Gert. (2014) “The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis.” Journal of Money, Credit and Banking, 46, 615–42.
Garín, Julio, Lester, Robert, and Sims, Eric. (2019) “Are Supply Shocks Contractionary at the ZLB? Evidence from Utilization‐Adjusted TFP Data.” Review of Economics and Statistics, 101, 160–75.
Gertler, Mark, and Peter Karadi. (2015) “Monetary Policy Surprises, Credit Costs, and Economic Activity.” American Economic Journal: Macroeconomics, 7, 44–76.
Hamilton, James D., and Jing Cynthia Wu. (2012) “The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment.” Journal of Money, Credit and Banking, 44, 3–46.
Koop, Gary, and Dimitris Korobilis. (2010) Bayesian Multivariate Time Series Methods for Empirical Macroeconomics. Norwell, MA: Now Publishers Inc.
Koop, Gary, Leon‐Gonzalez, Roberto, and Strachan, Rodney W. (2009) “On the Evolution of the Monetary Policy Transmission Mechanism.” Journal of Economic Dynamics and Control, 33, 997–1017.
Koop, Gary, Pesaran, Hashem M., and Potter, Simon M. (1996) “Impulse Response Analysis in Nonlinear Multivariate Models.” Journal of Econometrics, 74, 119–47.
- McCracken, Michael W., and Serena Ng. (2016) “FRED‐MD: A Monthly Database for Macroeconomic Research.” Journal of Business & Economic Statistics, 34, 574–89.
Paper not yet in RePEc: Add citation now
- Mumtaz, Haroon, and Laura Sunder‐Plassmann. (2013) “Time‐Varying Dynamics of the Real Exchange Rate: An Empirical Analysis.” Journal of Applied Econometrics, 28, 498–525.
Paper not yet in RePEc: Add citation now
Primiceri, Giorgio E. (2005) “Time Varying Structural Vector Autoregressions and Monetary Policy.” Review of Economic Studies, 72, 821–52.
- Reifschneider, David. (2016) “Gauging the Ability of the FOMC to Respond to Future Recessions.” Finance and Economics Discussion Series, No. 2016‐068, Board of the Federal Reserve System.
Paper not yet in RePEc: Add citation now
Rubio‐Ramirez, Juan F., Waggoner, Daniel, and Zha, Tao. (2010) “Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference.” Review of Economic Studies, 77, 665–96.
- Sargent, Thomas. (1979) “Estimating Vector Autoregressions Using Methods Not Based on Explicit Economic Theories.” Quarterly Review, Federal Reserve Bank of Minneapolis, 8–15.
Paper not yet in RePEc: Add citation now
Sims, Christopher A., and Tao Zha. (2006) “Were There Regime Switches in US Monetary Policy?.” American Economic Review, 96, 54–81.
Sims, Eric, and Jing Cynthia Wu. (2021) “Evaluating Central Banks' Tool Kit: Past, Present, and Future.” Journal of Monetary Economics, 118, 135–60.
- Swanson, Eric T., and John C. Williams. (2014) “Measuring the Effect of the Zero Lower Bound on Medium‐ and Longer‐Term Interest Rates.” American Economic Review, 104, 3154–85.
Paper not yet in RePEc: Add citation now
- Taylor, John B. (1993) “Discretion Versus Policy Rules in Practice.” In Carnegie‐Rochester Conference Series on Public Policy, King Robert, Plosser Charles and Thomas Cooley, 39. pp. 195–214. Rochester, NY: Elsevier.
Paper not yet in RePEc: Add citation now
Weale, Martin, and Tomasz Wieladek. (2016) “What Are the Macroeconomic Effects of Asset Purchases?.” Journal of Monetary Economics, 79, 81–93.
Wu, Jing Cynthia, and Ji Zhang. (2019a) “Global Effective Lower Bound and Unconventional Monetary Policy.” Journal of International Economics, 118, 200–16.
- Yellen, Janet. (2016) “The Federal Reserve's Monetary Policy Toolkit: Past, Present, and Future.” Washington: Board of Governors of the Federal Reserve System. https://www.federalreserve.gov/newsevents/speech/yellen20160826a.
Paper not yet in RePEc: Add citation now