Oreste Tristani

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

26

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230

Scholarly Papers (26)

1.

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 1,239 (28,179)
Citation 6

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monetary policy, inequality, household heterogeneity, quantitative easing

2.

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 957 (40,720)
Citation 22

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

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 325 (154,297)
Citation 18

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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 261 (194,028)
Citation 49

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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 327 (153,276)

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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 178 (278,614)
Citation 31

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

5.

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 244 (208,242)
Citation 6

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

6.

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 208 (242,312)

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

7.

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

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 208 (242,312)
Citation 1

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European Central Bank, Monetary Union, VARs

8.

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 198 (253,538)
Citation 12

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optimal monetary policy, financial markets, asymmetric information

9.
Downloads 193 (259,345)
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 111 (406,953)
Citation 1

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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 82 (498,761)
Citation 17

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

The Role of Financial Stability Considerations in Monetary Policy and the Interaction with Macroprudential Policy in the Euro Area

ECB Occasional Paper No. 2021272
Number of pages: 142 Posted: 23 Sep 2021 Last Revised: 18 Nov 2021
ECB -DG Monetary Policy, Banque de France, European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), Deutsche Bundesbank - Economics Department, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), European Central Bank, Bank of Slovenia, Leibniz Institute for Financial Research SAFE, Banco de España, Banque de France - Centre de Recherche, Bank of Italy, Banco de España, Deutsche Bundesbank, Central Bank of Malta, Bank of Greece, Bank of Greece, European Central Bank (ECB), Banco de Portugal, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, Bank of Finland, European Central Bank (ECB)CEPR, Bank of Slovenia, National Bank of Belgium, Central Bank of Cyprus, Latvijas Banka, De Nederlandsche Bank, Oesterreichische Nationalbank (OeNB), Deutsche Bundesbank, Bank of Italy, De Nederlandsche Bank - Monetary and Economic Policy Department, European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, University of Giessen - Department of Economics and Bank of Slovenia
Downloads 120 (384,241)

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financial frictions, Monetary policy, systemic risk

The Role of Financial Stability Considerations in Monetary Policy and the Interaction with Macroprudential Policy in the Euro Area

ECB Occasional Paper No. 2023/272
Number of pages: 142 Posted: 16 May 2023
ECB -DG Monetary Policy, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI), Banque de France, European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), Deutsche Bundesbank - Economics Department, European Central Bank (ECB), European Central Bank (ECB), Research Centre, European Central Bank (ECB), Bank of Portugal, European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), European Central Bank, Bank of Slovenia, Banque de FranceMassachusetts Institute of Technology (MIT) - Sloan School of Management, Deutsche Bundesbank - Economic Research Centre, Leibniz Institute for Financial Research SAFE, Banco de España, Banque de France - Centre de Recherche, Bank of Italy, Banco de España, Deutsche Bundesbank - Economic Research Centre, Suomen Pankki – Finlands Bank, Central Bank of Malta, Bank of Greece, Bank of Greece, European Central Bank (ECB), Banca d’Italia, Bank of Portugal, Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), European Central Bank (ECB), Banco de España, European Central Bank (ECB), Central Bank of Ireland, European Central Bank (ECB), Deutsche Bundesbank - Economic Research Centre, Suomen Pankki – Finlands Bank, European Central Bank (ECB), European Central Bank (ECB)CEPR, Deutsche Bundesbank - Economic Research Centre, Banka Slovenije, Banque Nationale de Belgique, Central Bank of Cyprus, European Central Bank (ECB), Latvijas Banka, De Nederlandsche Bank, Oesterreichische Nationalbank (OeNB), Deutsche Bundesbank - Economic Research Centre, Banca d’Italia, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), Deutsche Bundesbank - Economic Research Centre, Deutsche Bundesbank - Economic Research Centre and Národná banka Slovenska
Downloads 70 (547,489)

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financial frictions, Monetary policy, systemic risk

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 104 (426,582)

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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 35 (749,393)

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

12.

The Ecb's Price Stability Framework: Past Experience, and Current and Future Challenges

ECB Occasional Paper No. 2021269
Number of pages: 128 Posted: 23 Sep 2021 Last Revised: 18 Nov 2021
Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), Banque de France - Centre de Recherche, Bank of Latvia, ECB -DG Monetary Policy, De Nederlandsche Bank, European Central Bank (ECB), Bank of Portugal, European Central Bank (ECB), European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), Banque de France, Bank of Finland - Research, Central Bank of Cyprus, Deutsche BundesbankEuropean Central Bank (ECB)University of Kiel, European Central BankECB, European Central Bank (ECB), Central Bank of Ireland, Banco de España, Bank of Italy, Deutsche Bundesbank, Deutsche Bundesbank, Banque de France, European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank, European Central Bank, University of St. Gallen, European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), Bank of Finland, Central Bank of Ireland, European Central Bank (ECB), Deutsche Bundesbank, European Central Bank (ECB), Národná banka Slovenska, European Central Bank (ECB), European Central Bank (ECB), Banque de France, Deutsche Bundesbank, Bank of Greece, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Frankfurt School of Finance & Management, European Central Bank, European Central Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, National Bank of Belgium, Bank of Italy and Bank of Italy
Downloads 134 (352,213)
Citation 1

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effective lower bound, euro area, European Central Bank, monetary policy strategy, price stability

13.

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 127 (366,715)
Citation 5

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DSGE models, inflation persistence, second order approximations

14.

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 112 (402,117)
Citation 2

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Monetary policy, natural rate of interest, credit frictions

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 65 (570,349)
Citation 1

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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 45 (679,755)
Citation 5

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

16.

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 97 (444,545)

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

17.
Downloads 95 (450,649)
Citation 23

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 90 (470,536)

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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 (1,027,700)
Citation 9
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bankruptcy costs, debt deflation, Financial stability, optimal monetary policy, price level volatility, stabilization policy

Modelling Yields at the Lower Bound Through Regime Shifts

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 56 (615,280)

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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 33 (764,797)
Citation 1

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

(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 49 (655,142)
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 37 (734,496)
Citation 1

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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

20.

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 58 (594,299)
Citation 2

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

21.

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 52 (625,126)

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

22.

Monetary Policy and the Drifting Natural Rate of Interest

ECB Working Paper No. 2023/2788
Number of pages: 60 Posted: 22 Feb 2023
Sandra Daudignon and Oreste Tristani
Ghent University and European Central Bank (ECB)
Downloads 50 (636,020)

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commitment, liquidity trap, New Keynesian, nonlinear optimal policy, zero lower bound

23.

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 24 (814,678)
Citation 1

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

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: 45 Posted: 13 Jan 2020 Last Revised: 07 Apr 2023
Jiri Slacalek, Oreste Tristani and Giovanni Violante
European Central Bank (ECB), European Central Bank (ECB) and Princeton University
Downloads 17 (907,645)

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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
Downloads 2 (1,053,280)
Citation 18
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Consumption, Euro Area, Household Balance Sheets, marginal propensity to consume, monetary policy, wealth distribution

25.

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 (1,004,108)
Citation 1
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Bayesian estimation, DSGE models, inflation persistence, second order approximations, sequential Monte Carlo

26.

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