Identification at the zero lower bound

DOI10.3982/ECTA17388zbMATH Open1485.91234MaRDI QIDQ3390572FDOQ3390572

Authors: Sophocles Mavroeidis 

Publication date: 24 March 2022

Published in: Econometrica (Search for Journal in Brave)

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zbMATH Keywords

censoringmonetary policypartial identificationcoherencySVARshadow rate

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cited In (14)

• SVARs with occasionally-binding constraints
• A fixed rehearsal capacity interpretation of limits on absolute identification performance
• A shadow rate New Keynesian model
• The effects of monetary policy on stock market bubbles at zero lower bound: revisiting the evidence
• Finite identification with positive and with complete data
• Risk aversion, uncertainty, and monetary policy in zero lower bound environments
• Re-vitalizing money demand in the euro area. Still valid at the zero-lower bound
• Uncovered interest parity and monetary policy near and far from the zero lower bound
• The importance of supply and demand for oil prices: Evidence from non‐Gaussianity
• (Un)conventional policy and the effective lower bound
• Nowcasting the output gap with shadow rates
• A reconsideration of money growth rules
• Unconventional monetary policy in a small open economy
• Measuring the stance of monetary policy in zero lower bound environments

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