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Details about Oreste Tristani

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Homepage:http://www.ecb.europa.eu/pub/scientific/wps/author/html/profile_10354.en.html
Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Oreste Tristani.

Last updated 2013-09-02. Update your information in the RePEc Author Service.

Short-id: ptr96


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Working Papers

2011

  1. A monetary policy strategy in good and bad times: lessons from the recent past
    Working Paper Series, European Central Bank Downloads View citations (11)
    See also Journal Article in Economic Policy (2013)
  2. Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
    Working Paper Series, European Central Bank Downloads View citations (3)
    See also Journal Article in Journal of Economic Dynamics and Control (2011)

2010

  1. A nonlinear DSGE model of the term structure with regime shifts
    2010 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
  2. Inflation risk premia in the US and the euro area
    Working Paper Series, European Central Bank Downloads View citations (2)
    Also in BIS Working Papers, Bank for International Settlements (2010) Downloads View citations (4)

2009

  1. Monetary Policy and the Financing of Firms
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in 2009 Meeting Papers, Society for Economic Dynamics (2009) Downloads
    Working Papers, Banco de Portugal, Economics and Research Department (2009) Downloads
    Working Paper Series, European Central Bank (2009) Downloads

    See also Journal Article in American Economic Journal: Macroeconomics (2011)
  2. Optimal monetary policy in a model of the credit channel
    Working Paper Series, European Central Bank Downloads View citations (31)

2008

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

2007

  1. Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (5)
    Also in Working Papers, University of Brescia, Department of Economics (2007) Downloads View citations (8)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (5)
    Working Paper Series, European Central Bank (2007) Downloads View citations (23)

    See also Journal Article in Journal of Economic Dynamics and Control (2010)
  2. Inflation risk premia in the term structure of interest rates
    BIS Working Papers, Bank for International Settlements Downloads View citations (17)
    Also in Working Paper Series, European Central Bank (2007) Downloads View citations (2)

    See also Journal Article in Journal of the European Economic Association (2012)
  3. Model misspecification, the equilibrium natural interest rate and the equity premium
    Working Paper Series, European Central Bank Downloads
    See also Journal Article in Journal of Money, Credit and Banking (2009)
  4. The yield curve and macroeconomic dynamics
    Working Paper Series, European Central Bank Downloads View citations (24)
    See also Journal Article in Economic Journal (2008)

2006

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

2004

  1. 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 Downloads View citations (45)
    Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) Downloads View citations (18)
    Working Paper Series, European Central Bank (2004) Downloads View citations (15)

    See also Journal Article in Journal of Econometrics (2006)

1999

  1. What does the single monetary policy do? A SVAR benchmark for the European Central Bank
    Working Paper Series, European Central Bank Downloads View citations (20)

1995

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

Journal Articles

2013

  1. A monetary policy strategy in good and bad times: lessons from the recent past
    Economic Policy, 2013, 28, (74), 243-288 Downloads View citations (2)
    See also Working Paper (2011)

2012

  1. INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES
    Journal of the European Economic Association, 2012, 10, (3), 634-657 Downloads View citations (5)
    See also Working Paper (2007)

2011

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

2010

  1. Euro area inflation persistence in an estimated nonlinear DSGE model
    Journal of Economic Dynamics and Control, 2010, 34, (10), 1837-1858 Downloads View citations (7)
    See also Working Paper (2007)

2009

  1. Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium
    Journal of Money, Credit and Banking, 2009, 41, (7), 1453-1479 Downloads View citations (3)
    See also Working Paper (2007)

2008

  1. The Yield Curve and Macroeconomic Dynamics
    Economic Journal, 2008, 118, (533), 1937-1970 Downloads View citations (16)
    See also Working Paper (2007)

2006

  1. A joint econometric model of macroeconomic and term-structure dynamics
    Journal of Econometrics, 2006, 131, (1-2), 405-444 Downloads View citations (113)
    See also Working Paper (2004)

2003

  1. A joint econometric model of macroeconomic and term structure
    Proceedings, 2003, (Mar) Downloads View citations (54)

1994

  1. Variable Probability of Realignment in a Target Zone
    Scandinavian Journal of Economics, 1994, 96, (1), 1-14 View citations (19)

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 (7)

2001

  1. Monetary Policy in the Euro Area
    Cambridge Books, Cambridge University Press View citations (54)

Chapters

Undated

  1. Lessons for monetary policy strategies from the recent past
    European Central Bank Downloads View citations (9)
 
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