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Model misspecification, the equilibrium natural interest rate, and the equity premium

Tristani, Oreste - In: Journal of money, credit and banking : JMCB 41 (2009) 7, pp. 1453-1479

Persistent link: https://www.econbiz.de/10003887181

Measuring European financial integration

Baele, Lieven; Ferrando, Annalisa; Hördahl, Peter; … - In: Oxford review of economic policy 20 (2004) 4, pp. 509-530

Persistent link: https://www.econbiz.de/10002504581

Measuring European Financial Integration

Baele, Lieven; Ferrando, Annalisa; Hördahl, Peter; … - In: Oxford review of economic policy 20 (2013) 4, pp. 509-508

Persistent link: https://www.econbiz.de/10010112637

Liquidity provision as a monetary policy tool: The ECB's non-standard measures after the financial crisis

Quint, Dominic; Tristani, Oreste - 2017

We study the macroeconomic consequences of the money market tensions associated with the financial crisis in the euro area. In a structural VAR, we identify a liquidity shock rooted in the interbank market and use its impulse response functions to calibrate key parameters of a Smets and Wouters...