What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound
Bibliographic Data
| ID | 9705725 |
|---|---|
| Authors | Jonathan H Wright (0000-0002-1182-3286, Johns Hopkins University, corresponding author) |
| Year | 2012 |
| Volume | 122 |
| Issue | 564 |
| Pages | F447-F466 |
| Publication date | 2012-11-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | The Economic Journal (JOURNAL) |
| Journal identifiers | ISSN: 0013-0133 • E-ISSN: 1468-0297 |
| Publisher | Oxford University Press (OUP) (PUBLISHER) |
| DOI | 10.1111/j.1468-0297.2012.02556.x |
| OpenAlex | W1577018397 |
| Language | EN |
| Citations received | 19 |
| References cited | 23 |
Journal Article What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound? Get access Jonathan H. Wright Jonathan H. Wright Department of Economics, Johns Hopkins University Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 122, Issue 564, November 2012, Pages F447–F466, https://doi.org/10.1111/j.1468-0297.2012.02556.x Published: 29 October 2012
Actuarial science · Art history · Economic history · Economics · Interest rate · Keynesian economics · Law and economics · Linguistics · Monetary economics · Monetary policy · Physics · Positive economics · Term (time · Wright · Zero (linguistics · Zero lower bound · Global Financial Crisis and Policies · History · Market Dynamics and Volatility · Monetary Policy and Economic Impact · Philosophy
Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
High-Frequency Identification of Monetary Non-Neutrality
Forward guidance and expectation formation
The multifaceted impact of US trade policy on financial markets
Monetary Policy and Corporate Debt Structure
Projection Estimators for Structural Impulse Responses
Geopolitical shocks and commodity market dynamics
Dynamic Causal Effects in a Nonlinear World
A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis
The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets
Robust Inference in Models Identified via Heteroskedasticity
A Shadow Rate Without a Lower Bound Constraint
Unconventional monetary policy spillovers
Mortgage default risk
Unbundling Quantitative Easing
On the International Spillovers of US Quantitative Easing
Sovereign Debt Diplomacies
Outside the Box
Illiquidity and stock returns
Monetary policy surprises and interest rates
Forecasting and conditional projection using realistic prior distributions
Macroeconomics and Reality
Small-sample Confidence Intervals for Impulse Response Functions
Identification Through Heteroskedasticity
The Effects of Monetary Policy Shocks
Debt Management and the Term Structure of Interest Rates
| Unique citing works | 19 |
|---|---|
| Citations per year | 1,9 |
| Citation span | 2016 - 2025 (10) |
| Citation velocity | recent |
| Highly cited | No |
| Citation types | Neutral: 19 |