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~subject:"Monetary policy"
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Monetary policy
Volatilität
Theorie
6,245
Theory
6,245
Geldpolitik
534
Estimation
430
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430
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368
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368
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Woodford, Michael
36
Svensson, Lars E. O.
32
McCallum, Bennett T.
26
Christiano, Lawrence J.
15
Buiter, Willem H.
14
Galí, Jordi
14
Uribe, Martín
14
Mishkin, Frederic S.
13
Schmitt-Grohé, Stephanie
13
Friedman, Benjamin M.
11
Leeper, Eric M.
11
Aizenman, Joshua
10
Cochrane, John H.
10
Mankiw, N. Gregory
10
Obstfeld, Maurice
10
Benigno, Pierpaolo
9
Caballero, Ricardo J.
9
Gertler, Mark
9
Reis, Ricardo
9
Barro, Robert J.
8
Clarida, Richard
8
Engel, Charles M.
8
Kehoe, Patrick J.
8
Andersen, Torben G.
7
Ball, Laurence
7
Cecchetti, Stephen G.
7
Chari, Varadarajan V.
7
Farmer, Roger E. A.
7
Fischer, Stanley
7
Ireland, Peter N.
7
West, Kenneth D.
7
Bernanke, Ben
6
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6
Bollerslev, Tim
6
Corsetti, Giancarlo
6
Davig, Troy
6
Devereux, Michael B.
6
Diebold, Francis X.
6
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6
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6
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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Discussion paper / Centre for Economic Policy Research
417
Journal of monetary economics
375
Journal of economic dynamics & control
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Journal of macroeconomics
262
Economics letters
259
Journal of money, credit and banking : JMCB
242
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Economic modelling
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IMF working papers
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Macroeconomic dynamics
210
Discussion papers / CEPR
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CESifo working papers
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152
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140
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139
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International review of economics & finance : IREF
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100
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99
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97
Applied economics letters
96
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96
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95
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93
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85
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84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
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82
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ECONIS (ZBW)
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1
Simple Variance Swaps
Martin, Ian
-
2011
The large asset price jumps that took place during 2008 and 2009 disrupted volatility derivatives markets and caused the single-name variance swap market to dry up completely. This paper defines and analyzes a simple variance swap, a relative of the variance swap that in several respects has...
Persistent link: https://www.econbiz.de/10013128275
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2
Monetary Policy as Financial-Stability Regulation
Stein, Jeremy C.
-
2011
This paper develops a model that speaks to the goals and methods of financial-stability policies. There are three main points. First, from a normative perspective, the model defines the fundamental market failure to be addressed, namely that unregulated private money creation can lead to an...
Persistent link: https://www.econbiz.de/10013128276
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3
Global Liquidity Trap
Fujiwara, Ippei
-
2011
In this paper we consider a two-country New Open Economy Macroeconomics model, and analyze the optimal monetary policy when countries cooperate in the face of a "global liquidity trap" - i.e., a situation where the two countries are simultaneously caught in liquidity traps. Compared to the...
Persistent link: https://www.econbiz.de/10013128606
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4
Trends in the Transitory Variance of Male Earnings in the U.S., 1970-2004
Moffitt, Robert A.
-
2011
We estimate the trend in the transitory variance of male earnings in the U.S. using the Michigan Panel Study of Income Dynamics from 1970 to 2004. Using both an error components model as well as simpler but only approximate methods, we find that the transitory variance started to increase in the...
Persistent link: https://www.econbiz.de/10013129122
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5
Fiscal Limits in Advanced Economies
Leeper, Eric M.
-
2011
Aging populations in advanced economies are placing ever-increasing demands on government spending in the form of old-age benefits. Economies that have promised substantially more benefits than they have made provision to finance are heading into a prolonged era of fiscal stress. Unresolved...
Persistent link: https://www.econbiz.de/10013129132
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6
Temporarily Unstable Government Debt and Inflation
Davig, Troy
-
2011
Many advanced economies are heading into an era of fiscal stress: populations are aging and governments have made substantially more promises of old-age benefits than they have made provisions to finance. This paper models the era of fiscal stress as stemming from relentlessly growing promised...
Persistent link: https://www.econbiz.de/10013129225
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7
Investors' and Central Bank's Uncertainty Embedded in Index Options
David, Alexander
-
2011
Shocks to equity options' ATM implied volatility (ATMIV) are followed by persistently lower short-term rates. Shocks to the ratio of OTM puts' over OTM calls' implied volatilities (P/C) are followed by persistently higher rates. The stock's and Treasury-bond's ATMIV indices, which measure market...
Persistent link: https://www.econbiz.de/10013130555
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8
Inflation Targeting
Svensson, Lars E. O.
-
2011
-market economies. The chapter discusses the history, macroeconomic effects,
theory
, practice, and future of inflation targeting …
Persistent link: https://www.econbiz.de/10013131986
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9
Optimal Price Indices for Targeting Inflation Under Incomplete Markets
Anand, Rahul
-
2011
In models with complete markets, targeting core inflation enables monetary policy to maximize welfare by replicating the flexible price equilibrium. In this paper, we develop a two-sector two-good closed economy new Keynesian model to study the optimal choice of price index in markets with...
Persistent link: https://www.econbiz.de/10013133080
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10
Monetary and Fiscal Remedies for Deflation
Auerbach, Alan J.
-
2011
Prevalent thinking about liquidity traps suggests that the perfect substitutability of money and bonds at a zero short-term nominal interest rate renders open-market operations ineffective for achieving macroeconomic stabilization goals. In an earlier paper, we showed that this reasoning does...
Persistent link: https://www.econbiz.de/10013133109
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