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Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound. (2014). Wu, Jing Cynthia ; Xia, Fan Dora .
In: NBER Working Papers.
RePEc:nbr:nberwo:20117.

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  1. Monetary Policy and Mispricing in Stock Markets. (2023). Bernoth, Kerstin ; Beckers, Benjamin.
    In: MPRA Paper.
    RePEc:pra:mprapa:120502.

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  6. A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy. (2021). Inoue, Atsushi ; Rossi, Barbara.
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  7. Financial Spillovers and Macroprudential Policies. (2020). Chinn, Menzie ; Aizenman, Joshua ; Ito, Hiro.
    In: Open Economies Review.
    RePEc:kap:openec:v:31:y:2020:i:3:d:10.1007_s11079-020-09580-9.

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  8. The global effects of global risk and uncertainty. (2020). Bonciani, Dario ; Ricci, Martino.
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  9. Comment on On the Empirical (Ir)Relevance ofthe Zero Lower Bound Constraint. (2019). Bernanke, Ben S.
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  10. Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components. (2019). Lingauer, Michael ; Min, Aleksey ; Ramsauer, Franz.
    In: Econometrics.
    RePEc:gam:jecnmx:v:7:y:2019:i:3:p:31-:d:248593.

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  11. The Effects of Conventional and Unconventional Monetary Policy: A New Approach. (2019). Rossi, Barbara ; Inoue, Atsushi.
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  12. International Transmission Channels of U.S. Quantitative Easing: Evidence from Canada. (2018). Dahlhaus, Tatjana ; Reza, Abeer ; Hess, Kristina.
    In: Journal of Money, Credit and Banking.
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  13. The effects of conventional and unconventional monetary policy: A new approach. (2018). Rossi, Barbara ; Inoue, Atsushi.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1638.

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  14. Off the Radar: Exploring the Rise of Shadow Banking in the EU. (2018). Hodula, Martin.
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  15. Für eine zukunftsorientierte Wirtschaftspolitik. Jahresgutachten 2017/18. (2017). .
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  16. Is there an ‘interest rate – speculation’ relationship? Evidence from G7 in the pre- and post-2008 crisis. (2017). Li, Kui-Wai.
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:21:p:2041-2059.

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  17. Uncertainty Shocks as Second-Moment News Shocks. (2017). Giglio, Stefano ; Dew-Becker, Ian ; Berger, David.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:403.

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  18. Financial Spillovers and Macroprudential Policies. (2017). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24105.

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  19. Policy Mix and the US Trade Balance. (2017). Adler, Gustavo ; Buitron, Carolina Osorio.
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  20. Tipping the Scale? The Workings of Monetary Policy through Trade. (2017). Adler, Gustavo ; Buitron, Carolina Osorio.
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  21. International Spillovers of Monetary Policy. (2017). Ortiz, Alberto ; estrada, Angel.
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    RePEc:cml:incoes:3.

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  22. Impact of International Monetary Policy in Uruguay: A favar Approach. (2017). Bucacos, Elizabeth .
    In: Investigación Conjunta-Joint Research.
    RePEc:cml:incocp:3-10.

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  23. Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models. (2017). Peter, Reusens ; Christophe, Croux.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:21:y:2017:i:4:p:18:n:1.

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  24. The credit channel during times of financial stress: A time varying VAR analysis. (2016). Dany, Geraldine .
    In: Annual Conference 2016 (Augsburg): Demographic Change.
    RePEc:zbw:vfsc16:145899.

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  25. Monetary Policy and Asset Mispricing. (2016). Bernoth, Kerstin ; Beckers, Benjamin.
    In: Annual Conference 2016 (Augsburg): Demographic Change.
    RePEc:zbw:vfsc16:145684.

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  26. Spillover effects from euro area monetary policy across the EU: A factor-augmented VAR approach. (2016). Potjagailo, Galina.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:2033.

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  27. Can Affine Models Match the Moments in Bond Yields?. (2016). Feldhutter, Peter.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:06:y:2016:i:02:n:s2010139216500099.

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  28. Monetary Policy Expectations at the Zero Lower Bound. (2016). Rudebusch, Glenn ; Bauer, Michael.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:48:y:2016:i:7:p:1439-1465.

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  29. Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices. (2016). Bernhard, Severin ; Ebner, Till .
    In: Working Papers.
    RePEc:snb:snbwpa:2016-09.

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  30. Contractionary Volatility or Volatile Contractions?. (2016). Giglio, Stefano ; Dew-Becker, Ian ; Berger, David.
    In: 2016 Meeting Papers.
    RePEc:red:sed016:673.

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  31. The Slowdown in US Productivity Growth: Breaks and Beliefs. (2016). Rees, Daniel ; McCririck, Rachael.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2016-08.

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  32. Lower for Longer: Neutral Rate in the U.S.. (2016). Turunen, Jarkko ; Pescatori, Andrea.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:64:y:2016:i:4:d:10.1057_s41308-016-0017-x.

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  33. Forward Guidance at the Zero Lower Bound in a Model of Price-Level Targeting. (2016). Siemsen, Thomas ; Illing, Gerhard.
    In: CESifo Economic Studies.
    RePEc:oup:cesifo:v:62:y:2016:i:1:p:47-67..

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  34. Economic Policy Uncertainty and the Credit Channel: Aggregate and Bank Level U.S. Evidence over Several Decades. (2016). Koch, Christoffer ; Duca, John ; Bordo, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22021.

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  35. A Term Structure of Interest Rates Model with Zero Lower Bound and the European Central Banks Non-standard Monetary Policy Measures. (2016). Ajevskis, Viktors.
    In: Working Papers.
    RePEc:ltv:wpaper:201602.

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  36. Inheritance Flows in Switzerland, 1911-2011. (2016). Brülhart, Marius ; Brulhart, Marius ; Moreau, Elodie ; Dupertuis, Didier .
    In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
    RePEc:lau:crdeep:16.05.

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  37. The Government Spending Multiplier in a (Mis-)Managed Liquidity Trap. (2016). Roulleau-Pasdeloup, Jordan.
    In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
    RePEc:lau:crdeep:16.03.

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  38. Trilemma or Dilemma; Inspecting the Heterogeneous Response of Local Currency Interest Rates to Foreign Rates. (2016). Shi, Wei ; Ricci, Luca A.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/075.

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  39. Economic Policy Uncertainty and the Credit Channel: Aggregate and Bank Level U.S. Evidence over Several Decades. (2016). Koch, Christoffer ; Duca, John ; Bordo, Michael.
    In: Economics Working Papers.
    RePEc:hoo:wpaper:16110.

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  40. Theory Ahead of Measurement? Assessing the Nonlinear Effects of Financial Market Disruptions. (2016). Ziegenbein, Alexander ; Matthes, Christian ; Barnichon, Régis.
    In: Working Paper.
    RePEc:fip:fedrwp:16-15.

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  41. How Has Empirical Monetary Policy Analysis Changed After the Financial Crisis?. (2016). Owyang, Michael ; Jackson Young, Laura ; Francis, Neville.
    In: Working Papers.
    RePEc:fip:fedlwp:2014-019.

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  42. Equilibrium Yield Curves and the Interest Rate Lower Bound. (2016). Nakata, Taisuke ; Tanaka, Hiroatsu.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2016-85.

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  43. Spillover of the ECBs monetary policy outside the euro area: How different is conventional from unconventional policy?. (2016). Vašíček, Bořek ; Claeys, Peter ; Babecká-Kucharčuková, Oxana ; Kucharukova, Oxana Babecka ; Vaiek, Boek .
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:38:y:2016:i:2:p:199-225.

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  44. Monetary policy spillovers and the trilemma in the new normal: Periphery country sensitivity to core country conditions. (2016). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:68:y:2016:i:c:p:298-330.

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  45. Determinants of global spillovers from US monetary policy. (2016). Georgiadis, Georgios.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:67:y:2016:i:c:p:41-61.

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  46. Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S.. (2016). Siklos, Pierre ; Pang, KE.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:65:y:2016:i:c:p:195-212.

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  47. Shocking language: Understanding the macroeconomic effects of central bank communication. (2016). McMahon, Michael ; Hansen, Stephen.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:99:y:2016:i:s1:p:s114-s133.

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  48. Do Financial Conditions have a Predictive Power on Inflation in Turkey?. (2016). Bulut, Umit.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2016-02-35.

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  49. Consumption and Money Uncertainty at the Zero Lower Bound. (2016). Abubaker, Riyad .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-15-00406.

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  50. Monetary Policy and Mispricing in Stock Markets. (2016). Bernoth, Kerstin ; Beckers, Benjamin.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1605.

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  51. Assessing the Non-Linear Effects of Credit Market Shocks. (2016). Ziegenbein, Alexander ; Matthes, Christian ; Barnichon, Régis.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11410.

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  52. Monetary Policy and Macroprudential Policy: Rivals or Teammates?. (2016). Malovana, Simona ; Frait, Jan.
    In: Working Papers.
    RePEc:cnb:wpaper:2016/06.

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  53. Measuring Monetary Policy Stress for Fed District Representatives. (2016). Bennani, Hamza.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:63:y:2016:i:2:p:156-176.

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  54. A Shadow-Rate Term Structure Model for the Euro Area. (2015). Lemke, Wolfgang ; Vladu, Andreea .
    In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:113159.

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  55. The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra.
    In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:113035.

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  56. Threshold Effects of Financial Stress on Monetary Policy Rules: A Panel Data Analysis. (2015). van Roye, Björn ; Floro, Danvee.
    In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:112840.

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  57. Monetary policy during financial crises: Is the transmission mechanism impaired?. (2015). Wolters, Maik ; Jannsen, Nils ; Potjagailo, Galina.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:2005.

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  58. Testing the global banking glut hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:41.

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  59. Monetary policy during financial crises: Is the transmission mechanism impaired?. (2015). Wolters, Maik ; Jannsen, Nils ; Potjagailo, Galina.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201504.

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  60. The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra.
    In: Discussion Papers.
    RePEc:zbw:bubdps:102015.

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  61. Testing the Global Banking Glut Hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:4494.

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  62. Testing the Global Banking Glut Hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp194.

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  63. International spillovers from US forward guidance to equity markets. (2015). Moessner, Richhild.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:42:p:4549-4560.

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  64. A diverging Europe on the edge: The independent Annual Growth Survey 2015. (2015). Timbeau, Xavier.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/4s2r6d8kua98d9veu2un1vm9vh.

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  65. The redistributive effects of QE. (2015). Ragot, Xavier ; Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/16fo245k6a8q1pss5r3giac4m2.

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  66. Modelling the Australian Dollar. (2015). Smith, Penelope ; Wright, Michelle ; Potter, Christopher ; Cockerell, Lynne ; Hambur, Jonathan.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2015-12.

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  67. The Effects of Conventional and Unconventional Monetary Policy Surprises on Asset Markets in the United States. (2015). Unalmis, Ibrahim.
    In: MPRA Paper.
    RePEc:pra:mprapa:62585.

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  68. Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound. (2015). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0200.

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  69. The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; Eickmeier, Sandra ; von Borstel, Julia .
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2015/03.

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  70. Monetary Policy Spillovers and the Trilemma in the New Normal: Periphery Country Sensitivity to Core Country Conditions. (2015). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21128.

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  71. Big Players Out of Synch; Spillovers Implications of US and Euro Area Shocks. (2015). Vesperoni, Esteban ; Buitron, Carolina Osorio.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/215.

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  72. Lower for Longer; Neutral Rates in the United States. (2015). Turunen, Jarkko ; Pescatori, Andrea.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/135.

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  73. (Not) Dancing Together; Monetary Policy Stance and the Government Spending Multiplier. (2015). Lonkeng Ngouana, Constant ; Belinga, Vincent .
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/114.

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  74. The Impact of Monetary Policy on Corporate Bonds under Regime Shifts. (2015). Guidolin, Massimo ; Orlov, Alexei G ; Pedio, Manuela.
    In: Working Papers.
    RePEc:igi:igierp:562.

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  75. Term-Structure Modelling at the Zero Lower Bound: Implications for Estimating the Term Premium. (2015). Chung, Tsz-Kin ; Li, Ka-Fai ; Hui, Cho-Hoi.
    In: Working Papers.
    RePEc:hkm:wpaper:212015.

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  76. The redistributive effects of QE. (2015). Labondance, Fabien ; Creel, Jerome ; Ragot, Xavier ; Hubert, Paul ; Blot, Christophe.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03459824.

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  77. A diverging Europe on the edge. The independent Annual Growth Survey 2015. (2015). Timbeau, Xavier.
    In: Post-Print.
    RePEc:hal:journl:hal-03620048.

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  78. Exploiting the monthly data flow in structural forecasting. (2015). Reichlin, Lucrezia ; Monti, Francesca ; Giannone, Domenico.
    In: Staff Reports.
    RePEc:fip:fednsr:751.

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  79. Informational Rigidities and the Stickiness of Temporary Sales. (2015). Steinsson, Jon ; Malin, Benjamin ; Simester, Duncan ; Nakamura, Emi ; Anderson, Eric.
    In: Staff Report.
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  80. Estimating the Monetary Policy Rule Perceived by Forecasters. (2015). Bundick, Brent.
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  81. Monetary Policy Shocks and Aggregate Supply. (2015). Van Zandweghe, Willem.
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  82. Has the U.S. economy become less interest rate sensitive?. (2015). Willis, Jonathan ; Cao, Guangye .
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  83. Diverging Monetary Policies, Global Capital Flows and Financial Stability. (2015). Wynne, Mark ; Davis, Jonathan.
    In: Annual Report, Globalization and Monetary Policy Institute.
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  84. The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2015-15.

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  85. Testing the global banking glut hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:19:y:2015:i:c:p:128-151.

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  86. Determinants of global spillovers from US monetary policy. (2015). Georgiadis, Georgios.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151854.

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  87. A rotated Dynamic Nelson-Siegel model with macro-financial applications. (2015). Nyholm, Ken.
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  88. Impact of international monetary policy in Uruguay: a FAVAR approach. (2015). Bucacos, Elizabeth .
    In: Documentos de trabajo.
    RePEc:bku:doctra:2015003.

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  89. Modelling the time-variation in euro area lending spreads. (2015). Moessner, Richhild ; Funke, Michael ; Blagov, Boris.
    In: BIS Working Papers.
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  90. Understanding policy rates at the zero lower bound: insights from a Bayesian shadow rate model. (2015). Taboga, Marco ; Pericoli, Marcello.
    In: Temi di discussione (Economic working papers).
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  91. Forward Guidance and the State of the Economy. (2015). Throckmorton, Nathaniel ; Richter, Alexander ; Keen, Benjamin.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2015-10.

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  92. The Macroeconomic Impact of Unconventional Monetary Policy Shocks. (2014). Meinusch, Annette ; Tillmann, Peter ; PeterTillmann, .
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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  93. Estimating DSGE models with forward guidance. (2014). Robinson, Tim ; Morley, James ; Kulish, Mariano.
    In: Discussion Papers.
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  94. Disentangling qualitative and quantitative central bank influence. (2014). Hubert, Paul.
    In: Sciences Po publications.
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  95. Asset markets and monetary policy shocks at the zero lower bound. (2014). Krippner, Leo ; Claus, Iris.
    In: Reserve Bank of New Zealand Discussion Paper Series.
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  96. Monetary Policy Uncertainty and Economic Fluctuations. (2014). Wu, Jing Cynthia ; Creal, Drew.
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  97. The Macroeconomic Impact of Unconventional Monetary Policy Shocks. (2014). Tillmann, Peter ; Meinusch, Annette ; PeterTillmann, .
    In: MAGKS Papers on Economics.
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  98. Exiting from Low Interest Rates to Normality: An Historical Perspective. (2014). Bordo, Michael.
    In: Economics Working Papers.
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  99. Assessing the Effectiveness of Date-Based Forward Guidance at the Zero Lower Bound with a Non-Gaussian Affine Term-Structure Model. (2014). Chung, Tsz-Kin ; Li, Ka-Fai ; Hui, Cho-Hoi.
    In: Working Papers.
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  100. Disentangling qualitative and quantitative central bank influence. (2014). Hubert, Paul.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01098464.

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  101. A model of monetary policy shocks for financial crises and normal conditions. (2014). Valcarcel, Victor (Vic) ; Smith, Andrew ; Kelly, Logan ; Keating, John W..
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  106. Spillover of the ECBs Monetary Policy Outside the Euro Area: How Different is Conventional From Unconventional Policy?. (2014). Vašíček, Bořek ; Claeys, Peter ; Babecká-Kucharčuková, Oxana ; Vasicek, Borek ; Kucharcukova, Oxana Babecka.
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  107. Forward Guidance in a Simple Model with a Zero Lower Bound. (2014). Siemsen, Thomas ; Illing, Gerhard.
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  108. A shadow policy rate to calibrate US monetary policy at the zero lower bound. (2014). Lombardi, Marco ; Zhu, Feng.
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