Adjemian, Stephane and Bastani, Houtan and Juillard, Michel and Mihoubi, Ferhat and Perendia, George and Ratto, Marco and Villemot, Sebastien (2011) Dynare: Reference Manual, Version 4. CEPREMAP, Dynare Working Papers, http://ideas.repec.org/p/cpm/dynare/001.html Andres, Javier, David Lopez-Salido, and Edward Nelson (2004). âTobinâs Imperfect Asset Substitution in Optimizing General Equilibrium.â Journal of Money, Credit, and Banking, Vol. 36(4), 665690.
Boivin, Jean and Kiley, Michael T. and Mishkin, Frederic S. (2010) âHow Has the Monetary Transmission Mechanism Evolved Over Time?.â Handbook of Monetary Economics, in: Benjamin M. Friedman and Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 8, pages 369-422 Elsevier.
Chen, Han, Vasco Curdia, and Andrea Ferrero (2011). âThe macroeconomic eïects of largescale asset purchase programs,â Staï Reports 527, Federal Reserve Bank of New York.
- DâAmico, Stefania, and Thomas B. King (2010) âFlow and Stock Eïects of Large-Scale Treasury Purchases.â Federal Reserve Board Finance and Economics Discussion Series No. 201052.
Paper not yet in RePEc: Add citation now
- DâAmico, Stefania, William English, David Lopez-Salido, and Edward Nelson (2011) âThe Federal Reserveâs Large-Scale Asset Purchase Programs: Rationale and Eïects.â unpublished mimeo.
Paper not yet in RePEc: Add citation now
- Fuhrer, Jeïrey C and Moore, George R, (1995) âMonetary Policy Trade-oïs and the Correlation between Nominal Interest Rates and Real Output.â American Economic Review, American Economic Association, vol. 85(1), pages 219-39, March.
Paper not yet in RePEc: Add citation now
- Fuhrer, Jeïrey C. and Giovanni P. Olivei (2011) âThe Estimated Macroeconomic Eïects of the Federal Reserveâs Large-Scale Treasury Purchase Programâ. Federal Reserve Bank of Boston Public Policy Briefs No. 11-2.
Paper not yet in RePEc: Add citation now
Fuhrer, Jeïrey C. and Rudebusch, Glenn D. (2004) âEstimating the Euler equation for output.
- Gagnon, Joseph (2011) âQuantitative Easing: How It Works and Fiscal Implications.â unpublished mimeo.
Paper not yet in RePEc: Add citation now
Gagnon, Joseph, Matthew Raskin, Julie Remache, and Brian Sack (2011) âLarge-Scale Asset Purchases by the Federal Reserve: Did They Work?â Federal Reserve Bank of New York Economic Policy Review, Vol. 17(1), 4159.
Gurkaynak, Refet S., and Jonathan H. Wright. 2012. âMacroeconomics and the Term Structure. â Journal of Economic Literature, 50(2): 331-67.
Hamilton, James D. and Kim, Dong Heon (2002) âA Reexamination of the Predictability of Economic Activity Using the Yield Spread.â Journal of Money, Credit, and Banking, May, 34(2), pp. 340-60.
Hamilton, James D., and Jing Cynthia Wu (2011). âThe Eïectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment.â Journal of Money, Credit, and Banking, Vol. 44, forthcoming 2012.
Hess Chung, Jean-Philippe Laforte, David Reifschneider and John C. Williams (2011) âHave we underestimated the likelihood and severity of zero lower bound events?.â Working Paper Series 2011-01, Federal Reserve Bank of San Francisco.
- Kass, Robert E. and Adrian E. Raftery (1995) âBayes Factors.â Journal of the American Statistical Association, Vol. 90, No. 430 (June), 773-795.
Paper not yet in RePEc: Add citation now
Kim, Don H. and Wright, Jonathan H. (2005) âAn Arbitrage- Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant- Horizon Forward Rates.â Finance and Economics Discussion Series 2005-33, Board of Governors of the Federal Reserve System, 2005.
Kozicki, Sharon and Tinsley, P. A., (2001) âTerm structure views of monetary policy under alternative models of agent expectations.â Journal of Economic Dynamics and Control, Elsevier, vol. 25(1-2), pages 149-184, January.
Krishnamurthy, Arvind, and Annette Vissing-Jorgensen (2011). âThe Eïects of Quantitative Easing on Interest Rates.â Presented at Brookings Papers on Economic Activity conference, September 1415.
- Macroeconomic Advisers (2006) âStructure of the Macroeconomic Advisers Macro Model of the U.S. â Or â How to Make an Honest Living Pushing Around Big Matrices of Helpless Numbersâ. http : //www.macroadvisers.com/content/StructureandUse.pdf.
Paper not yet in RePEc: Add citation now
- Modigliani, Franco, and Richard C. Sutch (1966). âInnovations in Interest-Rate Policy.â American Economic Review, Vol. 56(1), 178197.
Paper not yet in RePEc: Add citation now
Modigliani, Franco, and Richard C. Sutch (1967). âDebt Management and the Term Structure of Interest Rates: An Empirical Analysis of Recent Experience.â Journal of Political Economy, Vol. 75(4) (Supplement), 569589.
- Moodyâs Economy.com (2006) âU.S. Macroeconomic Modelâ. http : //www.economy.com/store/samples/macromodel.pdf.
Paper not yet in RePEc: Add citation now
- Reifschneider, David, Robert Tetlow and John Williams, (1999) âAggregate disturbances, monetary policy, and the macroeconomy: the FRB/US perspective,â Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jan, pages 1-19.
Paper not yet in RePEc: Add citation now
- Rudebusch, Glenn (2010) âMacro-Finance Models of Interest Rates and the Economcâ. The Manchester School, 25-52, Supplement.
Paper not yet in RePEc: Add citation now
Rudebusch, Glenn D., Brian P. Sack, and Eric T. Swanson (2007) âMacroeconomic Implications of Changes in the Term Premium.â Federal Reserve Bank of St. Louis Review, July/August 2007, 89(4), pp. 241-69.
Swanson, Eric T. (2011). âLetâs Twist Again: A High Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2.â Brookings Papers on Economic Activity, Vol. 42, forthcoming.
- Tobin, James (1961). âMoney, Capital, and Other Stores of Value.â American Economic Review (Papers and Proceedings), Vol. 51(2), 26-37.
Paper not yet in RePEc: Add citation now
- Tobin, James (1963). âAn Essay on the Principles of Debt Management.â In Commission on Money and Credit, Fiscal and Debt Management Policies. Englewood Cliïs, N.J.: Prentice Hall. 143-218.
Paper not yet in RePEc: Add citation now
Vayanos, Dimitri, and Jean-Luc Vila (2009). âA Preferred-Habitat Model of the Term Structure of Interest Rates.â NBER Working Paper No. 15487.
Woodford, Michael (2001) âFiscal Requirements for Price Stability,â Journal of Money, Credit and Banking 33: 669-728.
- Woodford, Michael (2003) Interest and Prices: Foundations of a Theory of Monetary Policy. Princeton University Press, Princeton, NJ.
Paper not yet in RePEc: Add citation now
- Wright, Jonathan (2006) âThe Yield Curve and Predicting Recessions.â Finance and Economics Discussion Series 2006-7, Board of Governors of the Federal Reserve System, 2006.
Paper not yet in RePEc: Add citation now