Oreste Tristani

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

23

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498

Scholarly Papers (23)

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 294 (105,815)
Citation 4

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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 240 (130,956)
Citation 48

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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 301 (103,124)

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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 161 (190,060)
Citation 26

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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
Federal Reserve Banks - Federal Reserve Bank of Boston, European Central Bank (ECB) - Financial Research, Bank for International Settlements (BIS) - Monetary and Economic Department, European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB)
Downloads 430 (68,954)
Citation 4

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

4.
Downloads 219 (143,768)
Citation 28

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 217 (144,697)

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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 (689,571)
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5.

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 182 (170,707)
Citation 1

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monetary policy, inequality, household heterogeneity, quantitative easing

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 168 (183,230)

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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 (689,571)
Citation 20
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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
Bank for International Settlements (BIS) - Monetary and Economic Department and European Central Bank (ECB)
Downloads 161 (190,060)
Citation 4

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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
Bank for International Settlements (BIS) - Monetary and Economic Department and European Central Bank (ECB)
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8.

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 155 (196,177)
Citation 1

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European Central Bank, Monetary Union, VARs

9.
Downloads 146 (206,138)
Citation 13

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 93 (288,703)

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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 53 (396,155)
Citation 16

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

10.

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
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 107 (260,835)

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DSGE models, inflation persistence, second order approximations

11.

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
Bank for International Settlements (BIS) - Monetary and Economic Department and European Central Bank (ECB)
Downloads 93 (286,534)
Citation 2

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Monetary policy, natural rate of interest, credit frictions

12.

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 77 (321,527)

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

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 33 (478,906)

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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 15 (590,038)
Citation 3

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

14.
Downloads 47 (410,436)
Citation 17

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
Bank for International Settlements (BIS) - Monetary and Economic Department, Federal Reserve Bank of Chicago and European Central Bank (ECB)
Downloads 42 (438,097)

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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
Bank for International Settlements (BIS) - Monetary and Economic Department, Federal Reserve Bank of Chicago and European Central Bank (ECB)
Downloads 5 (662,279)
Citation 3
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bankruptcy costs, debt deflation, Financial stability, optimal monetary policy, price level volatility, stabilization policy

Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates

ECB Working Paper No. 2279 (2019); ISBN 978-92-899-3541-8
Number of pages: 57 Posted: 14 May 2019
Gianni Amisano and Oreste Tristani
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 31 (489,217)

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monetary policy rules, uncertainty shocks, term structure of interest rates, regime switches, Bayesian estimation

Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates

FEDS Working Paper No. 2019-024
Number of pages: 55 Posted: 14 Apr 2019
Gianni Amisano and Oreste Tristani
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 14 (597,104)

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Monetary policy rules, Uncertainty shocks, Term structure of interest rates, Regime switches, Bayesian estimation

(Un)conventional Policy and the Effective Lower Bound

ECB Working Paper No. 2183
Number of pages: 43 Posted: 15 Oct 2018
Fiorella De Fiore and Oreste Tristani
Bank for International Settlements (BIS) - Monetary and Economic Department and European Central Bank (ECB)
Downloads 24 (530,188)
Citation 1

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optimal monetary policy, unconventional policies, zero-lower bound, asymmetric information

(Un)Conventional Policy and the Effective Lower Bound

BIS Working Paper No. 804
Number of pages: 47 Posted: 05 Sep 2019
Fiorella De Fiore and Oreste Tristani
Bank for International Settlements (BIS) - Monetary and Economic Department and European Central Bank (ECB)
Downloads 11 (618,615)

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optimal monetary policy, unconventional policies, zero-lower bound, asymmetric information

(Un)Conventional Policy and the Effective Lower Bound

CEPR Discussion Paper No. DP13585
Number of pages: 47 Posted: 18 Mar 2019
Fiorella De Fiore and Oreste Tristani
Bank for International Settlements (BIS) - Monetary and Economic Department and European Central Bank (ECB)
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asymmetric information, Optimal monetary policy, unconventional policies, zero-lower bound

17.

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
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 29 (486,716)

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

18.

Credit Subsidies

ECB Working Paper No. 1877
Number of pages: 48 Posted: 18 Jan 2016
Bank of Portugal - Department of Economics, Bank for International Settlements (BIS) - Monetary and Economic Department, Federal Reserve Bank of Chicago and European Central Bank (ECB)
Downloads 28 (491,921)

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

Modelling Yields at the Lower Bound Through Regime Shifts

ECB Working Paper No. 2320
Number of pages: 52 Posted: 04 Oct 2019
Peter Hördahl and Oreste Tristani
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific and European Central Bank (ECB)
Downloads 17 (576,648)

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monetary policy rate expectations, regime switches, term premia, term structure of interest rates, zero lower bound

Modelling Yields at the Lower Bound Through Regime Shifts

BIS Working Paper No. 813
Number of pages: 52 Posted: 08 Oct 2019
Peter Hördahl and Oreste Tristani
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific and European Central Bank (ECB)
Downloads 8 (640,267)

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zero lower bound, term premia, term structure of interest rates, monetary policy rate expectations, regime switches

20.

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 6 (626,920)

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

21.

Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model

CEPR Discussion Paper No. DP6373
Number of pages: 50 Posted: 23 May 2008
Gianni Amisano and Oreste Tristani
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 3 (648,643)
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Bayesian estimation, DSGE models, inflation persistence, second order approximations, sequential Monte Carlo

Household Balance Sheet Channels of Monetary Policy: A Back of the Envelope Calculation for the Euro Area

NBER Working Paper No. w26630
Number of pages: 55 Posted: 13 Jan 2020
Jiri Slacalek, Oreste Tristani and Giovanni Violante
European Central Bank (ECB), European Central Bank (ECB) and Princeton University
Downloads 2 (689,571)
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Household Balance Sheet Channels of Monetary Policy: A Back of the Envelope Calculation for the Euro Area

CEPR Discussion Paper No. DP14245
Number of pages: 57 Posted: 14 Jan 2020
Jiri Slacalek, Oreste Tristani and Gianluca Violante
European Central Bank (ECB), European Central Bank (ECB) and Princeton University
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Consumption, Euro Area, Household Balance Sheets, marginal propensity to consume, monetary policy, wealth distribution

23.

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