Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
create a website

Institutional investor portfolio allocation, quantitative easing and the global financial crisis. (2014). Tonks, Ian ; Liu, Zhuoshi ; Joyce, Michael.
In: Bank of England working papers.
RePEc:boe:boeewp:0510.

Full description at Econpapers || Download paper

Cited: 35

Citations received by this document

Cites: 35

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Corporate debt and unconventional monetary policy: The risk-taking channel with bond and loan contracts. (2022). Takahashi, Koji ; Takaoka, Sumiko.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000389.

    Full description at Econpapers || Download paper

  2. Operational aspect of the policy coordination for financial stability: role of Jeffreys–Lindley’s paradox in operations research. (2021). Shahbaz, Muhammad ; Nasir, Muhammad Ali ; Soliman, Alaa M.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:306:y:2021:i:1:d:10.1007_s10479-020-03648-y.

    Full description at Econpapers || Download paper

  3. The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses?. (2021). Giansante, Simone ; Markose, Sheri ; Fatouh, Mahmoud.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:183:y:2021:i:c:p:928-953.

    Full description at Econpapers || Download paper

  4. Impact of the ECB Quantitative Easing on the International Investment Position. (2021). CEZAR, Rafael ; Silvestrini, Maeva.
    In: International Economics.
    RePEc:eee:inteco:v:165:y:2021:i:c:p:241-263.

    Full description at Econpapers || Download paper

  5. The central bank balance sheet as a policy tool: past, present and future. (2020). Harrison, Richard ; Bailey, Andrew ; Mankodi, Aakash ; Jones, Josh ; Bridges, Jonathan.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0899.

    Full description at Econpapers || Download paper

  6. The True Nature of the Portfolio Balance Channel of Quantitative Easing Policy. (2019). Jakub, Jakl.
    In: Review of Economic Perspectives.
    RePEc:vrs:reoecp:v:19:y:2019:i:2:p:95-117:n:2.

    Full description at Econpapers || Download paper

  7. Transmission channels of central bank asset purchases in the Irish economy. (2019). Finnegan, Marie ; Cawley, Cormac.
    In: MPRA Paper.
    RePEc:pra:mprapa:96547.

    Full description at Econpapers || Download paper

  8. Transmission Channels of Central Bank Asset Purchases in the Irish Economy. (2019). Finnegan, Marie ; Cawley, Cormac.
    In: Economies.
    RePEc:gam:jecomi:v:7:y:2019:i:4:p:98-:d:269965.

    Full description at Econpapers || Download paper

  9. Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data. (2018). Yasui, Yosuke ; Shintani, Kohei ; Nishioka, Hinichi ; Arito, Kosuke Aoki.
    In: Working Papers.
    RePEc:tcr:wpaper:e119.

    Full description at Econpapers || Download paper

  10. Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data. (2018). Ono, Arito ; Yasui, Yosuke ; Shintani, Kohei ; Nishioka, Shinichi ; Aoki, Kosuke .
    In: HIT-REFINED Working Paper Series.
    RePEc:hit:remfce:43.

    Full description at Econpapers || Download paper

  11. The portfolio of euro area fund investors and ECB monetary policy announcements. (2018). Bubeck, Johannes ; Manganelli, Simone ; Habib, Maurizio Michael.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:89:y:2018:i:c:p:103-126.

    Full description at Econpapers || Download paper

  12. Quantitative easing and preferred habitat investors in the euro area bond market. (2018). Vermeulen, Robert ; Boermans, Martijn.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:586.

    Full description at Econpapers || Download paper

  13. Impact of the ECB Quantitative Easing on the French International Investment Position. (2018). CEZAR, Rafael ; Silvestrini, Maeva.
    In: Working papers.
    RePEc:bfr:banfra:701.

    Full description at Econpapers || Download paper

  14. Following the Money: Evidence for the Portfolio Balance Channel of Quantitative Easing. (2018). Yang, Jing ; Witmer, Jonathan ; Goldstein, Itay.
    In: Staff Working Papers.
    RePEc:bca:bocawp:18-33.

    Full description at Econpapers || Download paper

  15. The impact of quantitative easing on aggregate mutual fund flows in the UK. (2017). Mariscal, Iris Biefang-Frisancho.
    In: Working Papers.
    RePEc:uwe:wpaper:20171704.

    Full description at Econpapers || Download paper

  16. Did quantitative easing boost bank lending? The Slovak experience. (2017). Lojschova, Adriana.
    In: Working and Discussion Papers.
    RePEc:svk:wpaper:1042.

    Full description at Econpapers || Download paper

  17. Did quantitative easing boost bank lending? The Slovak experience.. (2017). Lojschova, Adriana.
    In: MPRA Paper.
    RePEc:pra:mprapa:79567.

    Full description at Econpapers || Download paper

  18. The Hunt for Duration: Not Waving but Drowning?. (2017). Sushko, Vladyslav ; Shin, Hyun Song ; Domanski, Dietrich.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:65:y:2017:i:1:d:10.1057_s41308-016-0026-9.

    Full description at Econpapers || Download paper

  19. The effect of quantitative easing on the variance and covariance of the UK and US equity markets. (2017). Steeley, James ; Shogbuyi, Abiodun .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:52:y:2017:i:c:p:281-291.

    Full description at Econpapers || Download paper

  20. The portfolio of euro area fund investors and ECB monetary policy announcements. (2017). Manganelli, Simone ; Bubeck, Johannes ; Habib, Maurizio Michael.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172116.

    Full description at Econpapers || Download paper

  21. A stochastic forward-looking model to assess the profitability and solvency of European insurers. (2017). Pancaro, Cosimo ; Kok, Christoffer ; Berdin, Elia.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172028.

    Full description at Econpapers || Download paper

  22. A stochastic forward-looking model to assess the profitability and solvency of European insurers. (2016). Pancaro, Cosimo ; Kok, Christoffer ; Sorensen, Christoffer Kok ; Berdin, Elia.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:137.

    Full description at Econpapers || Download paper

  23. A stochastic forward-looking model to assess the profitability and solvency of European insurers. (2016). Pancaro, Cosimo ; Kok, Christoffer ; Berdin, Elia ; Sorensen, Christoffer Kok .
    In: ICIR Working Paper Series.
    RePEc:zbw:icirwp:2116.

    Full description at Econpapers || Download paper

  24. Drivers of global liquidity and global bank flows: A view from the euro area. (2016). Everett, Mary.
    In: FIW Working Paper series.
    RePEc:wsr:wpaper:y:2016:i:168.

    Full description at Econpapers || Download paper

  25. The Portfolio Rebalancing Channel of Quantitative Easing. (2016). Jouvanceau, Valentin .
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01349870.

    Full description at Econpapers || Download paper

  26. The Portfolio Rebalancing Channel of Quantitative Easing. (2016). Jouvanceau, Valentin .
    In: Working Papers.
    RePEc:gat:wpaper:1625.

    Full description at Econpapers || Download paper

  27. QE: the story so far. (2016). Wieladek, Tomasz ; Roberts-Sklar, Matt ; HALDANE, ANDREW ; Young, Chris .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11691.

    Full description at Econpapers || Download paper

  28. Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data. (2016). Ono, Arito ; Yasui, Yosuke ; Shintani, Kohei ; Nishioka, Shinichi ; Aoki, Kosuke .
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp16e02.

    Full description at Econpapers || Download paper

  29. QE: The Story so far.. (2016). Wieladek, Tomasz ; Roberts-Sklar, Matt ; HALDANE, ANDREW ; Young, Chris .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0624.

    Full description at Econpapers || Download paper

  30. The Portfolio Balance Mechanism and QE in the Euro Area. (2016). Vogel, Lukas ; Priftis, Romanos.
    In: Manchester School.
    RePEc:bla:manchs:v:84:y:2016:i:s1:p:84-105.

    Full description at Econpapers || Download paper

  31. THE EFFECTS OF THE FEDERAL RESERVE’S TAPERING ANNOUNCEMENTS ON THE US REAL ESTATE MARKET. (2015). Calin, Adrian Cantemir ; Clin, Adrian Cantemir.
    In: Studii Financiare (Financial Studies).
    RePEc:vls:finstu:v:19:y:2015:i:3:p:79-90.

    Full description at Econpapers || Download paper

  32. The hunt for duration: not waving but drowning?. (2015). Sushko, Vladyslav ; Shin, Hyun Song ; Domanski, Dietrich.
    In: BIS Working Papers.
    RePEc:bis:biswps:519.

    Full description at Econpapers || Download paper

  33. Global Asset Allocation Shifts. (2015). Schrimpf, Andreas ; Schmeling, Maik ; Kroencke, Tim.
    In: BIS Working Papers.
    RePEc:bis:biswps:497.

    Full description at Econpapers || Download paper

  34. Quantitative Easing as a Policy Tool Under the Effective Lower Bound. (2015). Reza, Abeer ; Suchanek, Lena ; Santor, Eric .
    In: Discussion Papers.
    RePEc:bca:bocadp:15-14.

    Full description at Econpapers || Download paper

  35. CO-MOVEMENTS OF REGIME SHIFTS IN GBP CURRENCY PAIRS AROUND BOE QUANTITATIVE EASING ANNOUNCEMENTS. (2014). Lupu, Radu ; Calin, Adrian Cantemir.
    In: Studii Financiare (Financial Studies).
    RePEc:vls:finstu:v:18:y:2014:i:3:p:89-101.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Amir, E, Guan, Y, and Oswald, D (2010), ‘The effect of pension accounting on corporate pension asset allocation’, Review of Accounting Studies, Vol. 15 (2), 345-66.
    Paper not yet in RePEc: Add citation now
  2. Andrés, J, López-Salido, J D and Nelson, E (2004), ‘Tobin’s imperfect asset substitution in optimizing general equilibrium’, Journal of Money, Credit and Banking, Vol. 36 (4), 665-90.

  3. Banerjee, R N, McLaren, N and Latto, D (2014), ‘Using Changes in Auction Maturity Sectors to Help Identify the Impact of QE on Gilt Yields’, The Economic Journal, Vol. 124, 453-479.

  4. Bank of England (2012), ‘The distributional effects of asset purchases’, Bank of England Quarterly Bulletin, Vol. 52 (3), 254-266.
    Paper not yet in RePEc: Add citation now
  5. Bean, C (2011), ‘Lessons on unconventional monetary policy from the United Kingdom’, Speech to the US Monetary Policy Forum, New York, http://www.bankofengland.co.uk/publications/speeches/2011/ (last accessed: 25 February 2011).
    Paper not yet in RePEc: Add citation now
  6. Benford, J, Berry, S, Nikolov, K, Robson, M and Young C (2009), ‘Quantitative easing’, Bank of England Quarterly Bulletin, Vol. 49 (2), 90-100.
    Paper not yet in RePEc: Add citation now
  7. Bernanke, B (2012), ‘Monetary Policy since the Onset of the Crisis’, At the Federal Reserve Bank of Kansas City Economic Symposium, Jackson Hole, Wyoming August 31. See http://www.federalreserve.gov/newsevents/speech/bernanke20120831a.htm.
    Paper not yet in RePEc: Add citation now
  8. Blake, D, Rossi, A, Timmermann, A, Tonks, I and Wermers, R (2013), ‘Decentralized investment management: evidence from the pension fund industry’, Journal of Finance, Vol. 68 (3), 1133-78.

  9. Brunner, K and Meltzer, A H (1973), ‘Mr Hicks and the ‘Monetarists’’, Economica, Vol. 40 (157), 44–59.
    Paper not yet in RePEc: Add citation now
  10. Carpenter, S, Demiralp, S, Ihrig, J and Klee, E (2013), ‘Analyzing Federal Reserve Asset Purchases: From whom does the Fed buy?’ Finance and Economics Discussion Series 2013-32 Federal Reserve Board, Washington, D.C. Chen, J, Sun, Z, Yao, T and Yu, T(2012), ‘In search of Habitat? A First Look at Insurers' Government Bond Portfolios” mimeo.
    Paper not yet in RePEc: Add citation now
  11. Culbertson, J (1957), ‘The term structure of interest rates’, Quarterly Journal of Economics, Vol. 71 (4), 485–517.

  12. D’Amico, S, English, W, López-Salido, J D, and Nelson, E (2012), ‘The Federal Reserve’s large-scale asset purchase programs: rationale and effects’, Economic Journal, Vol. 122 (November), F415-46.

  13. Dale, S (2012), ‘QE – one year on’, in (J.S. Chadha and S. Holly, eds), Interest Rates, Prices and Liquidity – Lessons from the Financial Crisis, 222–32, Cambridge: Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  14. Fisher, P (2010), ‘An unconventional journey: the Bank of England’s Asset Purchase Programme’, speech to contacts of the Bank’s Agency for the South-West, October.
    Paper not yet in RePEc: Add citation now
  15. Gagnon, J, Raskin, M, Remache, J and Sack, B (2011), ‘The financial market effects of the Federal Reserve's large-scale asset purchases’, International Journal of Central Banking Vol. 7(1), March, 3-43.

  16. Goodhart, C A E, and J P Ashworth (2012), ‘QE: a successful start may be running into diminishing returns’, Oxford Review of Economic Policy, Vol. 28 (4), 640-670.

  17. Joyce, M A S and Tong, M (2012), ‘QE and the gilt market: a disaggregated analysis’, Economic Journal, Vol. 122 (November), F348–F84.

  18. Joyce, M, Lasaosa, A, Stevens, I and Tong, M (2011), ‘The financial market impact of quantitative easing in the United Kingdom’, International Journal of Central Banking, Vol. 7 (3), 113-61.

  19. Joyce, M, McLaren, N, and Young C (2012), ‘Quantitative easing in the United Kingdom: evidence from financial markets on QE1 and QE2’, Oxford Review of Economic Policy, Vol. 28, 671-701 Joyce, M, Tong, M and Woods, R (2011), ‘The United Kingdom’s quantitative easing policy: design, operation and impact’, Bank of England Quarterly Bulletin Vol. 51 (3), 200-12.

  20. Joyce, M, Miles, D, Scott, A and Vayanos, M (2012), ‘Quantitative easing and unconventional monetary policy – an introduction’, Economic Journal, Vol. 122 (November), F271-82.

  21. Kohn, D L (2009), ‘Monetary Policy Research and the Financial Crisis: Strengths and Shortcomings’, Speech at the Conference on Key Developments in Monetary Economics, Washington, DC, October 9.

  22. Liu, W and Tonks, I (2013), ‘Pension Funding Constraints and Corporate Expenditures’, Oxford Bulletin of Economics and Statistics, Vol. 75 (2), 235-58.

  23. McCarthy, D, and Miles, D (2013), ‘Optimal portfolio allocation for corporate pension funds’, European Financial Management, Vol. 19 (3), 599-629.
    Paper not yet in RePEc: Add citation now
  24. Modigliani, F and Sutch, R C (1966), ‘Innovations in interest rate policy’, American Economic Review, Papers and Proceedings, Vol. 56 (2), 178–97.
    Paper not yet in RePEc: Add citation now
  25. Pesaran, H and Smith, R (2012), ‘Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing’, CESifo Working Paper Series Rauh, J D (2006), ‘Investment and financing constraints: evidence from the funding of corporate pension plans’, Journal of Finance, Vol. 61, 33–71.

  26. Rauh, J D (2009), ‘Risk shifting versus risk management: investment policy in corporate pension plans’, Review of Financial Studies Vol. 22 (7), 2687-2733.

  27. Tobin, J (1961), ‘Money, capital and other stores of value’, American Economic Review, Papers and Proceedings, Vol. 51 (2), 26-37.
    Paper not yet in RePEc: Add citation now
  28. Tobin, J (1963), ‘An essay on the principles of debt management’ In Fiscal and Debt Management Policies, Englewood Cliffs, N.J.; Prentice Hall, 143-218.
    Paper not yet in RePEc: Add citation now
  29. Tobin, J (1969), ‘A general equilibrium approach to monetary theory’, Journal of Money, Credit and Banking, Vol. 1 (1), 15-29.

  30. Van Binsbergen, J H, Brandt, M W and Koijen, R S J (2008), ‘Optimal decentralized investment management’, Journal of Finance, Vol. 63 (4), 1849–94.

  31. Vayanos, D and Vila, J-L (2009), ‘A preferred-habitat model of the term structure of interest rates’, NBER Working Paper No. 15487.

  32. Webb, D C (2007), ‘Sponsoring Company Finance, Investment and Pension Plan Funding’, Economic Journal, Vol. 117 (520), 738-760.

  33. Woodford, M (2012), ‘Methods of policy accommodation at the interest-rate lower Bound’, Federal Reserve Bank of Kansas City Jackson Hole Symposium Conference Volume, August.
    Paper not yet in RePEc: Add citation now
  34. Working Paper No. 510 September 2014 47 Dinenis, E and Scott, A (1993), ‘What Determines Institutional Investment? An Examination of UK Pension Funds in the 1980s’ Oxford Economic Papers, New Series, Vol. 45 (2) Eggertsson, G and Woodford, M (2003), ‘The zero bound on interest rates and optimal monetary policy’, Brookings Papers on Economic Activity 1, 139-211.

  35. Working Paper No. 510 September 2014 48 Newey, W K and West, K D (1994), ‘Automatic Lag Selection in Covariance Estimation’, Review of Economic Studies, Vol. 61.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective. (2018). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick ; Feve, Patrick.
    In: TSE Working Papers.
    RePEc:tse:wpaper:31822.

    Full description at Econpapers || Download paper

  2. The Macroeconomic Effects of Quantitative Easing in the Euro Area: Evidence from an Estimated DSGE Model. (2017). Vogel, Lukas ; Priftis, Romanos ; Hohberger, Stefan.
    In: MPRA Paper.
    RePEc:pra:mprapa:78955.

    Full description at Econpapers || Download paper

  3. Changing Macroeconomic Dynamics at the Zero Lower Bound. (2017). Zanetti, Francesco ; Theodoridis, Konstantinos ; mumtaz, haroon ; Liu, Philip.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:824.

    Full description at Econpapers || Download paper

  4. Optimal quantitative easing. (2017). Harrison, Richard.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0678.

    Full description at Econpapers || Download paper

  5. Uncovering the portfolio balance channel with the use of sovereign credit ratings.. (2016). Villamizar-Villegas, mauricio ; Vasquez-Escobar, Diego ; Valencia-Arana, Oscar ; Andrade-Pardo, Laura .
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:v:34:y:2016:i:81:p:191-205.

    Full description at Econpapers || Download paper

  6. Monetary Policy, Bond Risk Premia, and the Economy. (2014). Ireland, Peter.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:852.

    Full description at Econpapers || Download paper

  7. Evaluating Quantitative Easing: A DSGE Approach. (2013). Falagiarda, Matteo.
    In: MPRA Paper.
    RePEc:pra:mprapa:49457.

    Full description at Econpapers || Download paper

  8. Liquidity Effects of Central Banks Asset Purchase Programs. (2013). .
    In: MPRA Paper.
    RePEc:pra:mprapa:49424.

    Full description at Econpapers || Download paper

  9. Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserves asset purchase announcements. (2013). D'Amico, Stefania ; Li, Canlin ; Damico, Stefania ; Cahill, Michael E. ; Sears, John S..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-35.

    Full description at Econpapers || Download paper

  10. Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply. (2013). King, Thomas ; D'Amico, Stefania ; Damico, Stefania.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:108:y:2013:i:2:p:425-448.

    Full description at Econpapers || Download paper

  11. Credit, Endogenous Collateral and Risky Assets: A DSGE Model. (2013). Saia, Alessandro ; Falagiarda, Matteo.
    In: Working Papers.
    RePEc:bol:bodewp:wp916.

    Full description at Econpapers || Download paper

  12. The Bank of Englands forecasting platform: COMPASS, MAPS, EASE and the suite of models. (2013). Waldron, Matt ; Theodoridis, Konstantinos ; Monti, Francesca ; Harrison, Richard ; Burgess, Stephen ; Groth, Charlotta ; Fernandez-Corugedo, Emilio .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0471.

    Full description at Econpapers || Download paper

  13. Liquidity Effects of Quantitative Easing on Long-Term Interest Rates. (2012). Reynard, Samuel ; Krogstrup, Signe ; Sutter, Barbara .
    In: Working Papers.
    RePEc:snb:snbwpa:2012-02.

    Full description at Econpapers || Download paper

  14. Reducing Global Imbalances: Can Fixed Exchange Rates and Current Account Limits Help?. (2012). Hughes Hallett, Andrew ; Oliva, Juan Martinez .
    In: Open Economies Review.
    RePEc:kap:openec:v:23:y:2012:i:1:p:163-192.

    Full description at Econpapers || Download paper

  15. Opening remarks: monetary policy since the onset of the crisis. (2012). Bernanke, Ben.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2012:p:1-22.

    Full description at Econpapers || Download paper

  16. Monetary Policy since the Onset of the Crisis : a speech at the Federal Reserve Bank of Kansas City Economic Symposium, Jackson Hole, Wyoming, August 31, 2012. (2012). Bernanke, Ben S..
    In: Speech.
    RePEc:fip:fedgsq:645.

    Full description at Econpapers || Download paper

  17. Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply. (2012). King, Thomas ; D'Amico, Stefania.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2012-44.

    Full description at Econpapers || Download paper

  18. The macroeconomic effects of large-scale asset purchase programs. (2012). Ferrero, Andrea ; Cúrdia, Vasco ; Chen, Han.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2012-22.

    Full description at Econpapers || Download paper

  19. Quantitative Easing and Unconventional Monetary Policy – an Introduction. (2012). Vayanos, Dimitri ; Scott, Andrew ; Miles, David ; Joyce, Michael.
    In: Economic Journal.
    RePEc:ecj:econjl:v:122:y:2012:i:564:p:f271-f288.

    Full description at Econpapers || Download paper

  20. The ECB Unconventional Monetary Policies: Have They Lowered Market Borrowing Costs for Banks and Governments?. (2012). Szczerbowicz, Urszula.
    In: Working Papers.
    RePEc:cii:cepidt:2012-36.

    Full description at Econpapers || Download paper

  21. A DSGE model with Endogenous Term Structure. (2012). Marzo, Massimiliano ; Falagiarda, Matteo.
    In: Working Papers.
    RePEc:bol:bodewp:wp830.

    Full description at Econpapers || Download paper

  22. Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy. (2012). Zagaglia, Paolo ; Marzo, Massimiliano.
    In: Working Papers.
    RePEc:bol:bodewp:wp821.

    Full description at Econpapers || Download paper

  23. Asset purchase policy at the effective lower bound for interest rates. (2012). Harrison, Richard.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0444.

    Full description at Econpapers || Download paper

  24. Assessing the economy-wide effects of quantitative easing. (2012). Theodoridis, Konstantinos ; Stevens, Ibrahim ; mumtaz, haroon ; Kapetanios, George.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0443.

    Full description at Econpapers || Download paper

  25. Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy. (2011). Kulish, Mariano ; Jones, Callum.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2011-02.

    Full description at Econpapers || Download paper

  26. The Financial Market Impact of Quantitative Easing in the United Kingdom. (2011). Tong, Matthew ; Stevens, Ibrahim ; Lasaosa, Ana ; Michael A. S. Joyce, .
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2011:q:3:a:5.

    Full description at Econpapers || Download paper

  27. The macroeconomic effects of large-scale asset purchase programs. (2011). Ferrero, Andrea ; Cúrdia, Vasco ; Chen, Han ; Curdia, Vasco .
    In: Staff Reports.
    RePEc:fip:fednsr:527.

    Full description at Econpapers || Download paper

  28. Large-scale asset purchases by the Federal Reserve: did they work?. (2011). Remache, Julie ; Gagnon, Joseph ; Sack, Brian ; Raskin, Matthew .
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2011:i:may:p:41-59:n:v.17no.1.

    Full description at Econpapers || Download paper

  29. Have we underestimated the likelihood and severity of zero lower bound events?. (2011). Williams, John ; Laforte, Jean-Philippe ; Chung, Hess ; Reifschneider, David .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2011-01.

    Full description at Econpapers || Download paper

  30. Direct Effects of Money on Aggregate Demand: Another Look at the Evidence. (2010). Kulish, Mariano ; Elias, Stephen .
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2010-05.

    Full description at Econpapers || Download paper

  31. Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs. (2009). Schorfheide, Frank ; Aruoba, S. Boragan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14870.

    Full description at Econpapers || Download paper

  32. Deflationary vs. Inflationary Expectations - A New-Keynesian Perspective with Heterogeneous Agents and Monetary Believes. (2009). Sauter, Oliver ; Geiger, Felix.
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
    RePEc:hoh:hohdip:312.

    Full description at Econpapers || Download paper

  33. Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback. (2009). Zagaglia, Paolo.
    In: Research Papers in Economics.
    RePEc:hhs:sunrpe:2009_0014.

    Full description at Econpapers || Download paper

  34. Sticky prices versus monetary frictions: an estimation of policy trade-offs. (2009). Schorfheide, Frank ; Aruoba, S. Boragan.
    In: Working Papers.
    RePEc:fip:fedpwp:09-8.

    Full description at Econpapers || Download paper

  35. DSGE model-based estimation of the New Keynesian Phillips curve. (2008). Schorfheide, Frank.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2008:i:fall:p:397-433:n:v.94no.4.

    Full description at Econpapers || Download paper

  36. Understanding Asset Prices: Determinants and Policy Implications.. (2007). CLERC, Laurent.
    In: Working papers.
    RePEc:bfr:banfra:168.

    Full description at Econpapers || Download paper

  37. Can Central Banks Target Bond Prices?. (2006). Kuttner, Kenneth.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12454.

    Full description at Econpapers || Download paper

  38. money demand and futures. (2006). Oldani, Chiara.
    In: ISAE Working Papers.
    RePEc:isa:wpaper:69.

    Full description at Econpapers || Download paper

  39. The monetary transmission mechanism. (2005). Ireland, Peter.
    In: Working Papers.
    RePEc:fip:fedbwp:06-1.

    Full description at Econpapers || Download paper

  40. Should Monetary Policy use Long-term Rates?. (2005). Kulish, Mariano.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:635.

    Full description at Econpapers || Download paper

  41. Price setting behaviour in Spain: evidence from micro PPI data. (2005). Burriel, Pablo ; Alvarez, Luis ; Hernando, Ignacio.
    In: Working Papers.
    RePEc:bde:wpaper:0527.

    Full description at Econpapers || Download paper

  42. An application of the Tramo Seats automatic procedure; direct versus indirect adjustment. (2005). Maravall, Agustin.
    In: Working Papers.
    RePEc:bde:wpaper:0524.

    Full description at Econpapers || Download paper

  43. Skill mix and technology in Spain: evidence from firm level data. (2005). Luque, Adela.
    In: Working Papers.
    RePEc:bde:wpaper:0513.

    Full description at Econpapers || Download paper

  44. The impact of unsecured debt on financial distress among British households. (2005). Young, Garry ; Rio, Ana Del ; del Rio, Ana.
    In: Working Papers.
    RePEc:bde:wpaper:0512.

    Full description at Econpapers || Download paper

  45. The determinants of unsecured borrowing: evidence from the British household panel survey. (2005). Young, Garry ; Rio, Ana Del ; del Rio, Ana.
    In: Working Papers.
    RePEc:bde:wpaper:0511.

    Full description at Econpapers || Download paper

  46. Dual employment protection legislation: a framework for analysis. (2005). Jimeno, Juan F ; Jansen, Marcel ; Dolado, Juan.
    In: Working Papers.
    RePEc:bde:wpaper:0510.

    Full description at Econpapers || Download paper

  47. The private and fiscal returns to schooling and the effect of public policies on private incentives to invest in education: a general framework and some results for the EU. (2005). Jimeno, Juan F ; de La Fuente, Angel.
    In: Working Papers.
    RePEc:bde:wpaper:0509.

    Full description at Econpapers || Download paper

  48. Do decreasing hazard functions for price changes make any sense?. (2005). Burriel, Pablo ; Alvarez, Luis ; Hernando, Ignacio.
    In: Working Papers.
    RePEc:bde:wpaper:0508.

    Full description at Econpapers || Download paper

  49. The fiscal theory of the price level: a narrow theory for non-fiat money. (2005). Arce, Oscar.
    In: Working Papers.
    RePEc:bde:wpaper:0501.

    Full description at Econpapers || Download paper

  50. Quantitative monetary easing and risk in financial asset markets. (2004). Kimura, Takeshi ; Small, David .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-57.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-22 19:35:16 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.