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Benjamin Kramer Johannsen

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

9

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609

CITATIONS
Rank 16,730

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Top 16,730

in Total Papers Citations

20

Scholarly Papers (9)

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1.

A Time Series Model of Interest Rates with the Effective Lower Bound

Downloads 70 (298,379)

A Time Series Model of Interest Rates with the Effective Lower Bound

FEDS Working Paper No. 2016-033
Number of pages: 47 Posted: 02 May 2016
Benjamin Kramer Johannsen and Elmar Mertens
Board of Governors of the Federal Reserve System and Bank for International Settlements (BIS)
Downloads 56 (339,488)

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Bayesian Econometrics, Effective Lower Bound, Shadow Rate, State-Space Model, Term Structure of Interest Rates

A Time Series Model of Interest Rates with the Effective Lower Bound

BIS Working Paper No. 715
Number of pages: 55 Posted: 18 Apr 2018
Benjamin Kramer Johannsen and Elmar Mertens
Board of Governors of the Federal Reserve System and Bank for International Settlements (BIS)
Downloads 14 (527,070)

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shadow rate, effective lower bound, trend real rate, monetary policy shocks, bayesian time series

2.

Monetary Policy and the Predictability of Nominal Exchange Rates

Downloads 68 (303,214)

Monetary Policy and the Predictability of Nominal Exchange Rates

FEDS Working Paper No. 2017-037
Number of pages: 68 Posted: 10 Apr 2017 Last Revised: 15 Nov 2017
Martin Eichenbaum, Benjamin Kramer Johannsen and Sergio T. Rebelo
Northwestern University, Board of Governors of the Federal Reserve System and Northwestern University - Kellogg School of Management
Downloads 42 (385,860)

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Exchange rates and foreign exchange, Monetary policy

Monetary Policy and the Predictability of Nominal Exchange Rates

NBER Working Paper No. w23158
Number of pages: 69 Posted: 13 Feb 2017
Martin Eichenbaum, Benjamin Kramer Johannsen and Sergio T. Rebelo
Northwestern University, Board of Governors of the Federal Reserve System and Northwestern University - Kellogg School of Management
Downloads 26 (456,487)
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3.

When are the Effects of Fiscal Policy Uncertainty Large?

FEDS Working Paper No. 2014-40
Number of pages: 49 Posted: 10 Jun 2014
Benjamin Kramer Johannsen
Board of Governors of the Federal Reserve System
Downloads 32 (220,166)
Citation 3

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Fiscal policy, zero lower bound, uncertainty

4.

Inflation Experience and Inflation Expectations: Dispersion and Disagreement within Demographic Groups

FEDS Working Paper No. 2014-89
Number of pages: 33 Posted: 22 Nov 2014
Benjamin Kramer Johannsen
Board of Governors of the Federal Reserve System
Downloads 13 (420,648)

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Inflation, expectations, inflation experience

5.

Are Long-Run Inflation Expectations Anchored More Firmly in the Euro Area than in the United States?

CEPR Discussion Paper No. DP6536
Number of pages: 40 Posted: 05 Jun 2008
Meredith J. Beechey, Benjamin Kramer Johannsen and Andrew T. Levin
Monetary Policy Division, Sveriges Riksbank, Board of Governors of the Federal Reserve System and affiliation not provided to SSRN
Downloads 3 (564,545)
Citation 17
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central bank communication, ECB, euro-area inflation, inflation compensation

6.

Understanding the Volatility of the Canadian Exchange Rate

C.D. Howe Institute Commentary No. 502
Number of pages: 24 Posted: 21 Feb 2018
Martin Eichenbaum, Benjamin Kramer Johannsen and Sergio T. Rebelo
Northwestern University, Board of Governors of the Federal Reserve System and Northwestern University - Kellogg School of Management
Downloads 0 (408,481)

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Monetary Policy

7.

Oil, Equities, and the Zero Lower Bound

BIS Working Paper No. 617
Number of pages: 48 Posted: 01 Apr 2017
Deepa Datta, Benjamin Kramer Johannsen, Hannah Kwon and Robert Vigfusson
Federal Reserve Board, Board of Governors of the Federal Reserve System, Unaffiliated Authors - Independent and Federal Reserve Board - Trade and Quantitative Studies
Downloads 0 (305,645)

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macroeconomic announcements, news, monetary policy, zero lower bound, fiscal policy, fiscal multiplier

8.

Understanding the New Normal: The Role of Demographics

FEDS Working Paper No. 2016-080
Number of pages: 74 Posted: 17 Oct 2016
Etienne Gagnon, Benjamin Kramer Johannsen and David Lopez-Salido
Federal Reserve Board - Advanced Foreign Economies, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 0 (137,203)

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Demographics, Equilibrium real interest rate, GDP growth, New normal

9.

Monetary Policy, Incomplete Information, and the Zero Lower Bound

FEDS Working Paper No. 2015-99
Number of pages: 41 Posted: 06 Nov 2015
Christopher J. Gust, Benjamin Kramer Johannsen and David Lopez-Salido
Federal Reserve Board - Trade and Financial Studies, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 0 (453,973)

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