Measuring Exchange Rate, Price, and Output Dynamics at the Effective Lower Bound

Author:

Bäurle Gregor1,Kaufmann Daniel23ORCID

Affiliation:

1. Swiss National Bank; P.O. Box CH-8022 Zurich Switzerland

2. University of Neuchâtel; Rue A.-L. Breguet 2 CH-2000 Neuchâtel Switzerland

3. KOF Swiss economic Institute ETH Zurich; Leonhardstrasse 21 CH-8092 Zurich Switzerland

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Reference68 articles.

1. Discretionary monetary policy and the zero lower bound on nominal interest rates;Adam;Journal of Monetary Economics,2007

2. Exactly median-unbiased estimation of first order autoregressive/unit root models;Andrews;Econometrica,1993

3. Measuring economic policy uncertainty*;Baker;The Quarterly Journal of Economics,2016

4. Unconventional monetary policy and the great recession: Estimating the macroeconomic effects of a spread compression at the zero lower bound;Baumeister;International Journal of Central Banking,2013

5. Sign restrictions, structural vector autoregressions, and useful prior information;Baumeister;Econometrica,2015

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