Details about Oreste Tristani

Access statistics for papers by Oreste Tristani.

Last updated 2012-09-04. Update your information in the RePEc Author Service.

Short-id: ptr96

Working Papers

2011

1. A monetary policy strategy in good and bad times: lessons from the recent past
   Working Paper Series, European Central Bank View citations (3)
2. Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
   Working Paper Series, European Central Bank
   See also Journal Article in Journal of Economic Dynamics and Control (2011)

2010

3. A nonlinear DSGE model of the term structure with regime shifts
   2010 Meeting Papers, Society for Economic Dynamics
4. Inflation risk premia in the US and the euro area
   Working Paper Series, European Central Bank View citations (1)
   Also in BIS Working Papers, Bank for International Settlements (2010) View citations (3)

2009

5. Monetary Policy and the Financing of Firms
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   Also in 2009 Meeting Papers, Society for Economic Dynamics (2009)
   Working Papers, Banco de Portugal, Economics and Research Department (2009)
   Working Paper Series, European Central Bank (2009)
   See also Journal Article in American Economic Journal: Macroeconomics (2011)
6. Optimal monetary policy in a model of the credit channel
   Working Paper Series, European Central Bank View citations (25)

2008

7. Credit and the natural rate of interest
   Working Paper Series, European Central Bank View citations (4)
   See also Journal Article in Journal of Money, Credit and Banking (2011)

2007

8. Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model
   Working Paper Series, The Rimini Centre for Economic Analysis View citations (4)
   Also in Working Papers, University of Brescia, Department of Economics (2007) View citations (7)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (4)
   Working Paper Series, European Central Bank (2007) View citations (20)
   See also Journal Article in Journal of Economic Dynamics and Control (2010)
9. Inflation risk premia in the term structure of interest rates
   BIS Working Papers, Bank for International Settlements View citations (15)
   See also Journal Article in Journal of the European Economic Association (2012)
10. Model misspecification, the equilibrium natural interest rate and the equity premium
    Working Paper Series, European Central Bank
    See also Journal Article in Journal of Money, Credit and Banking (2009)
11. Mortage interest rate dispersion in the euro area
    Working Paper Series, European Central Bank
12. The yield curve and macroeconomic dynamics
    Working Paper Series, European Central Bank View citations (23)
    See also Journal Article in Economic Journal (2008)

2006

13. Euro area inflation persistence in an estimated nonlinear
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (2)
14. The term structure of inflation risk premia and macroeconomic dynamics
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (1)

2004

15. A joint econometric model of macroeconomic and term structure dynamics
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group View citations (52)
    Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) View citations (20)
    Working Paper Series, European Central Bank (2004) View citations (17)
    See also Journal Article in Journal of Econometrics (2006)

1999

16. What does the single monetary policy do? A SVAR benchmark for the European Central Bank
    Working Paper Series, European Central Bank View citations (15)

1995

17. The 1992-93 EMS Crisis: Assessing the Macroeconomic Costs
    Working Papers, Banca Italia - Servizio di Studi

Journal Articles

2012

1. INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES
   Journal of the European Economic Association, 2012, 10, (3), 634-657
   See also Working Paper (2007)

2011

2. Credit and the Natural Rate of Interest
   Journal of Money, Credit and Banking, 2011, 43, 407-440
   See also Working Paper (2008)
3. Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
   Journal of Economic Dynamics and Control, 2011, 35, (12), 2167-2185
   See also Working Paper (2011)
4. Monetary Policy and the Financing of Firms
   American Economic Journal: Macroeconomics, 2011, 3, (4), 112-42 View citations (1)
   See also Working Paper (2009)

2010

5. Euro area inflation persistence in an estimated nonlinear DSGE model
   Journal of Economic Dynamics and Control, 2010, 34, (10), 1837-1858 View citations (3)
   See also Working Paper (2007)

2009

6. Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium
   Journal of Money, Credit and Banking, 2009, 41, (7), 1453-1479
   See also Working Paper (2007)

2008

7. The Yield Curve and Macroeconomic Dynamics
   Economic Journal, 2008, 118, (533), 1937-1970 View citations (11)
   See also Working Paper (2007)

2006

8. A joint econometric model of macroeconomic and term-structure dynamics
   Journal of Econometrics, 2006, 131, (1-2), 405-444 View citations (83)
   See also Working Paper (2004)

2003

9. A joint econometric model of macroeconomic and term structure
   Proceedings, 2003, (Mar) View citations (63)

1994

10. Variable Probability of Realignment in a Target Zone
    Scandinavian Journal of Economics, 1994, 96, (1), 1-14 View citations (17)

Books

2006

1. Imperfect Knowledge and Monetary Policy
   Cambridge Books, Cambridge University Press View citations (4)
   Also in Cambridge Books, Cambridge University Press (2006) View citations (8)

2001

2. Monetary Policy in the Euro Area
   Cambridge Books, Cambridge University Press View citations (34)
   Also in Cambridge Books, Cambridge University Press (2001) View citations (54)

Chapters

Undated

1. Lessons for monetary policy strategies from the recent past
   European Central Bank View citations (4)