Oreste Tristani

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

19

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CITATIONS
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52

Scholarly Papers (19)

A Joint Econometric Model of Macroeconomic and Term Structure Dynamics

ECB Working Paper No. 405; AFA 2005 Philadelphia Meetings Paper
Number of pages: 68 Posted: 13 Dec 2004
Peter Hördahl, Oreste Tristani and David Vestin
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 290 (95,951)
Citation 9

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Affine term-structure models, policy rules, new neo-classical synthesis

A Joint Econometric Model of Macroeconomic and Term Structure Dynamics

Number of pages: 52 Posted: 23 Jul 2003
Peter Hördahl, Oreste Tristani and David Vestin
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 235 (119,612)
Citation 9

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affine term-structure models, policy rules, new neo-classical synthesis

Inflation Risk Premia in the Term Structure of Interest Rates

ECB Working Paper No. 734, BIS Working Paper No. 228
Number of pages: 50 Posted: 25 Sep 2007
Peter Hördahl and Oreste Tristani
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific and European Central Bank (ECB)
Downloads 296 (93,810)
Citation 2

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Term structure of interest rates, inflation risk premia, central bank credibility

Inflation Risk Premia in the Term Structure of Interest Rates

BIS Working Paper No. 228
Number of pages: 50 Posted: 25 Sep 2007
Peter Hördahl and Oreste Tristani
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific and European Central Bank (ECB)
Downloads 155 (176,344)
Citation 2

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Term structure of interest rates, inflation risk premia, central bank credibility

3.

The ECB's Asset Purchase Programme: An Early Assessment

ECB Working Paper No. 1956
Number of pages: 62 Posted: 19 Sep 2016
Banque de France, European Central Bank (ECB) - Financial Research, European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB)
Downloads 313 (88,650)

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Unconventional Monetary Policy, Reanchoring Inflation Expectations, Transmission of Large-Scale Asset Purchases

4.
Downloads 217 (129,904)
Citation 1

The Yield Curve and Macroeconomic Dynamics

ECB Working Paper No. 832
Number of pages: 66 Posted: 06 Dec 2007
Peter Hördahl, Oreste Tristani and David Vestin
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 215 (130,702)
Citation 1

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DSGE models, policy rules, term structure of interest rates, risk premia, second order approximations.

The Yield Curve and Macroeconomic Dynamics

The Economic Journal, Vol. 118, Issue 533, pp. 1937-1970, November 2008
Number of pages: 34 Posted: 08 Oct 2008
Peter Hördahl, Oreste Tristani and David Vestin
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 2 (616,614)
Citation 1
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A Monetary Policy Strategy in Good and Bad Times: Lessons from the Recent Past

ECB Working Paper No. 1336
Number of pages: 66 Posted: 08 May 2011
European Central Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 162 (169,765)
Citation 2

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Monetary Policy, Monetary transmission, Credit, Supply factors, Financial crisis, Non-standard policy measures

A Monetary Policy Strategy in Good and Bad Times: Lessons from the Recent Past

Economic Policy, Vol. 28, Issue 74, pp. 243-288, 2013
Number of pages: 46 Posted: 13 Apr 2013
European Central Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 2 (616,614)
Citation 2
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Optimal Monetary Policy in a Model of the Credit Channel

ECB Working Paper No. 1043
Number of pages: 52 Posted: 24 Apr 2009
Fiorella de Fiore and Oreste Tristani
European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB)
Downloads 157 (174,452)
Citation 12

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optimal monetary policy, financial markets, asymmetric information

Optimal Monetary Policy in a Model of the Credit Channel

The Economic Journal, Vol. 123, Issue 571, pp. 906-931, 2013
Number of pages: 26 Posted: 30 Sep 2013
Fiorella de Fiore and Oreste Tristani
European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB)
Downloads 0
Citation 12
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7.

What Does the Single Monetary Policy Do? A SVAR Benchmark for the European Central Bank

ECB Working Paper No. 2
Number of pages: 32 Posted: 10 Dec 2002
Oreste Tristani and Carlo Monticelli
European Central Bank (ECB) and Ministry of Economy and Finance, Italy
Downloads 149 (181,941)
Citation 9

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European Central Bank, Monetary Union, VARs

Inflation Risk Premia in the US and the Euro Area

ECB Working Paper No. 1270
Number of pages: 49 Posted: 04 Dec 2010
Peter Hördahl and Oreste Tristani
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific and European Central Bank (ECB)
Downloads 86 (273,343)

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Term structure of interest rates, inflation risk premia, central bank credibility

Inflation Risk Premia in the US and the Euro Area

BIS Working Paper No. 325
Number of pages: 42 Posted: 30 Nov 2010
Peter Hördahl and Oreste Tristani
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific and European Central Bank (ECB)
Downloads 50 (367,050)

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Term Structure Of Interest Rates, Inflation Risk Premia, Central Bank Credibility

9.

Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model

ECB Working Paper No. 754
Number of pages: 55 Posted: 31 May 2007
Gianni Amisano and Oreste Tristani
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 102 (242,656)
Citation 4

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DSGE models, inflation persistence, second order approximations

10.

Credit and the Natural Rate of Interest

ECB Working Paper No. 889
Number of pages: 49 Posted: 13 May 2008
Fiorella de Fiore and Oreste Tristani
European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB)
Downloads 91 (261,796)
Citation 4

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Monetary policy, natural rate of interest, credit frictions

11.

Model Misspecification, the Equilibrium Natural Interest Rate and the Equity Premium

ECB Working Paper No. 808
Number of pages: 42 Posted: 19 Sep 2007
Oreste Tristani
European Central Bank (ECB)
Downloads 76 (292,006)

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Natural rate of interest, equity premium puzzle, risk-free rate puzzle, robust control, model misspecification

12.
Downloads 44 (380,497)
Citation 3

Monetary Policy and the Financing of Firms

ECB Working Paper No. 1123
Number of pages: 50 Posted: 08 Dec 2009
Fiorella de Fiore, Pedro Teles and Oreste Tristani
European Central Bank (ECB) - Directorate General Research, Federal Reserve Bank of Chicago and European Central Bank (ECB)
Downloads 39 (406,569)
Citation 3

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Financial stability, debt deflation, bankruptcy costs, price level volatility, optimal monetary policy, stabilization policy

Monetary Policy and the Financing of Firms

CEPR Discussion Paper No. DP7419
Number of pages: 37 Posted: 08 Sep 2009
Fiorella de Fiore, Pedro Teles and Oreste Tristani
European Central Bank (ECB) - Directorate General Research, Federal Reserve Bank of Chicago and European Central Bank (ECB)
Downloads 5 (593,975)
Citation 3
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bankruptcy costs, debt deflation, Financial stability, optimal monetary policy, price level volatility, stabilization policy

Liquidity Provision as a Monetary Policy Tool: The ECB's Non-Standard Measures After the Financial Crisis

ECB Working Paper No. 2113, November 2017
Number of pages: 48 Posted: 02 Dec 2017
Dominic Quint and Oreste Tristani
Deutsche Bundesbank and European Central Bank (ECB)
Downloads 22 (490,454)

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ECB, Euro Area, Financial Crisis, Financial Frictions, Interbank Market, Non-Standard Monetary Policy

Liquidity Provision as a Monetary Policy Tool: The Ecb's Non-Standard Measures after the Financial Crisis

Bundesbank Discussion Paper No. 36/2017
Number of pages: 50 Posted: 08 Jan 2018
Dominic Quint and Oreste Tristani
Deutsche Bundesbank and European Central Bank (ECB)
Downloads 6 (587,903)

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ECB, euro area, financial crisis, financial frictions, interbank market, non-standard monetary policy

14.

Exact Likelihood Computation for Nonlinear DSGE Models with Heteroskedastic Innovations

ECB Working Paper No. 1341
Number of pages: 43 Posted: 31 May 2011
Gianni Amisano and Oreste Tristani
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 26 (454,117)
Citation 1

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DSGE models, second-order approximation, regime switching, time-varying volatility

15.

Credit Subsidies

ECB Working Paper No. 1877
Number of pages: 48 Posted: 18 Jan 2016
Bank of Portugal - Department of Economics, European Central Bank (ECB) - Directorate General Research, Federal Reserve Bank of Chicago and European Central Bank (ECB)
Downloads 25 (459,252)

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credit policy, credit subsidies, monetary policy, zero-lower bound on nominal interest rates, banks, costly enforcement

16.

Monetary Policy and Household Inequality

ECB Working Paper No. 2170
Number of pages: 38 Posted: 01 Aug 2018
European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Princeton University
Downloads 12 (530,191)

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monetary policy, inequality, household heterogeneity, quantitative easing

17.

Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model

CEPR Discussion Paper No. DP6373
Number of pages: 50 Posted: 23 May 2008
Giovanni Amisano and Oreste Tristani
European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB)
Downloads 2 (587,839)
Citation 4
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Bayesian estimation, DSGE models, inflation persistence, second order approximations, sequential Monte Carlo

18.

Bond Premia and Monetary Policy Over 40 Years

Number of pages: 20 Posted: 27 Mar 2008
Oreste Tristani and Peter Hördahl
European Central Bank (ECB) and Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific
Downloads 2 (587,839)
Citation 1

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Expectations puzzle, affine term-structure models, policy rules, new neo-classical synthesis, imperfect knowledge

19.

Inflation Risk Premia in the Euro Area and the United States

International Journal of Central Banking, Vol. 10, pp. 1-47.
Posted: 15 Feb 2017
Peter Hördahl and Oreste Tristani
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific and European Central Bank (ECB)

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Inflation risk premia, term structure of interest rates, monetary policy rules