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Details about Oreste Tristani

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Homepage:https://www.ecb.europa.eu/pub/research/authors/profiles/oreste-tristani.en.html
Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Oreste Tristani.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: ptr96


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Working Papers

2023

  1. Monetary policy and the drifting natural rate of interest
    Working Paper Series, European Central Bank Downloads View citations (1)
    Also in Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration (2022) Downloads

2021

  1. The ECB’s price stability framework: past experience, and current and future challenges
    Occasional Paper Series, European Central Bank Downloads View citations (18)
  2. The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area
    Occasional Paper Series, European Central Bank Downloads View citations (2)

2020

  1. Household Balance Sheet Channels of Monetary Policy: A Back of the Envelope Calculation for the Euro Area
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (71)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads

    See also Journal Article Household balance sheet channels of monetary policy: A back of the envelope calculation for the euro area, Journal of Economic Dynamics and Control, Elsevier (2020) Downloads View citations (72) (2020)

2019

  1. (Un)conventional Policy and the Effective Lower Bound
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in BIS Working Papers, Bank for International Settlements (2019) Downloads View citations (4)
    Working Paper Series, European Central Bank (2018) Downloads

    See also Journal Article (Un)conventional policy and the effective lower bound, Journal of Economic Dynamics and Control, Elsevier (2019) Downloads View citations (4) (2019)
  2. Modelling yields at the lower bound through regime shifts
    BIS Working Papers, Bank for International Settlements Downloads View citations (1)
    Also in Working Paper Series, European Central Bank (2019) Downloads View citations (1)
  3. Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
    Also in Working Paper Series, European Central Bank (2019) Downloads View citations (5)

2018

  1. Credit Subsidies
    Working Papers, Banco de Portugal, Economics and Research Department Downloads
    Also in Working Paper Series, European Central Bank (2016) Downloads

    See also Journal Article Credit subsidies, Journal of Monetary Economics, Elsevier (2021) Downloads (2021)
  2. Monetary policy and household inequality
    Working Paper Series, European Central Bank Downloads View citations (60)

2017

  1. Liquidity provision as a monetary policy tool: The ECB's non-standard measures after the financial crisis
    Discussion Papers, Deutsche Bundesbank Downloads View citations (3)
    Also in Working Paper Series, European Central Bank (2017) Downloads View citations (3)

    See also Journal Article Liquidity provision as a monetary policy tool: The ECB’s non-standard measures after the financial crisis, Journal of International Money and Finance, Elsevier (2018) Downloads View citations (5) (2018)

2016

  1. The ECB's asset purchase programme: an early assessment
    Working Paper Series, European Central Bank Downloads View citations (144)

2015

  1. Liquidity provision to banks as a monetary policy tool: the ECB's non-standard measures in 2008-2011
    VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association Downloads

2014

  1. Credit Spreads and Credit Policies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)

2013

  1. Credit Spreads and the Zero Bound on Interest Rates
    2013 Meeting Papers, Society for Economic Dynamics Downloads

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 (37)
    See also Journal Article A monetary policy strategy in good and bad times: lessons from the recent past, Economic Policy, CEPR, CESifo, Sciences Po (2013) Downloads View citations (38) (2013)
  2. Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
    Working Paper Series, European Central Bank Downloads View citations (19)
    See also Journal Article Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations, Journal of Economic Dynamics and Control, Elsevier (2011) Downloads View citations (20) (2011)

2010

  1. A nonlinear DSGE model of the term structure with regime shifts
    2010 Meeting Papers, Society for Economic Dynamics Downloads View citations (5)
  2. Euro area inflation persistence in an estimated nonlinear dsge model
    Post-Print, HAL Downloads View citations (29)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (12)
    Working Paper Series, European Central Bank (2007) Downloads View citations (29)
    Working Papers, University of Brescia, Department of Economics (2007) Downloads View citations (15)
    Working Paper series, Rimini Centre for Economic Analysis (2007) Downloads View citations (12)

    See also Journal Article Euro area inflation persistence in an estimated nonlinear DSGE model, Journal of Economic Dynamics and Control, Elsevier (2010) Downloads View citations (34) (2010)
  3. Inflation risk premia in the US and the euro area
    Working Paper Series, European Central Bank Downloads View citations (11)
    Also in BIS Working Papers, Bank for International Settlements (2010) Downloads View citations (15)

2009

  1. Monetary Policy and the Financing of Firms
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in Working Paper Series, European Central Bank (2009) Downloads View citations (2)
    Working Papers, Banco de Portugal, Economics and Research Department (2009) Downloads View citations (2)
    2009 Meeting Papers, Society for Economic Dynamics (2009) Downloads View citations (2)

    See also Journal Article Monetary Policy and the Financing of Firms, American Economic Journal: Macroeconomics, American Economic Association (2011) Downloads View citations (40) (2011)
  2. Optimal monetary policy in a model of the credit channel
    Working Paper Series, European Central Bank Downloads View citations (38)
    See also Journal Article Optimal Monetary Policy in a Model of the Credit Channel, Economic Journal, Royal Economic Society (2013) Downloads View citations (94) (2013)

2008

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

2007

  1. Inflation risk premia in the term structure of interest rates
    Working Paper Series, European Central Bank Downloads View citations (24)
    Also in BIS Working Papers, Bank for International Settlements (2007) Downloads View citations (27)

    See also Journal Article INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES, Journal of the European Economic Association, European Economic Association (2012) Downloads View citations (48) (2012)
  2. Model misspecification, the equilibrium natural interest rate and the equity premium
    Working Paper Series, European Central Bank Downloads
    See also Journal Article Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium, Journal of Money, Credit and Banking, Blackwell Publishing (2009) View citations (11) (2009)
  3. The yield curve and macroeconomic dynamics
    Working Paper Series, European Central Bank Downloads View citations (27)
    See also Journal Article The Yield Curve and Macroeconomic Dynamics, Economic Journal, Royal Economic Society (2008) Downloads View citations (6) (2008)

2006

  1. Euro area inflation persistence in an estimated nonlinear
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations (7)
  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 (55)
    Also in Working Paper Series, European Central Bank (2004) Downloads View citations (24)
    Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) Downloads View citations (25)

    See also Journal Article A joint econometric model of macroeconomic and term-structure dynamics, Journal of Econometrics, Elsevier (2006) Downloads View citations (214) (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 (41)

1995

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

Journal Articles

2023

  1. Monetary policy and long‐term interest rates
    Quantitative Economics, 2023, 14, (2), 689-716 Downloads

2021

  1. Credit subsidies
    Journal of Monetary Economics, 2021, 118, (C), 2-14 Downloads
    See also Working Paper Credit Subsidies, Working Papers (2018) Downloads (2018)

2020

  1. Household balance sheet channels of monetary policy: A back of the envelope calculation for the euro area
    Journal of Economic Dynamics and Control, 2020, 115, (C) Downloads View citations (72)
    See also Working Paper Household Balance Sheet Channels of Monetary Policy: A Back of the Envelope Calculation for the Euro Area, NBER Working Papers (2020) Downloads View citations (71) (2020)

2019

  1. (Un)conventional policy and the effective lower bound
    Journal of Economic Dynamics and Control, 2019, 106, (C), - Downloads View citations (4)
    See also Working Paper (Un)conventional Policy and the Effective Lower Bound, CEPR Discussion Papers (2019) Downloads View citations (4) (2019)

2018

  1. Liquidity provision as a monetary policy tool: The ECB’s non-standard measures after the financial crisis
    Journal of International Money and Finance, 2018, 80, (C), 15-34 Downloads View citations (5)
    See also Working Paper Liquidity provision as a monetary policy tool: The ECB's non-standard measures after the financial crisis, Discussion Papers (2017) Downloads View citations (3) (2017)

2015

  1. Inflation and unemployment in Europe – insights from the ECB’s 2015 Sintra Forum
    Research Bulletin, 2015, 23, 1-8 Downloads

2014

  1. Inflation Risk Premia in the Euro Area and the United States
    International Journal of Central Banking, 2014, 10, (3), 1-47 Downloads View citations (61)

2013

  1. A monetary policy strategy in good and bad times: lessons from the recent past
    (Inflation persistence and price-setting behavior in the euro area – a summary of the IPN evidence)
    Economic Policy, 2013, 28, (74), 243-288 Downloads View citations (38)
    See also Working Paper A monetary policy strategy in good and bad times: lessons from the recent past, Working Paper Series (2011) Downloads View citations (37) (2011)
  2. Optimal Monetary Policy in a Model of the Credit Channel
    Economic Journal, 2013, 123, (571), 906-931 Downloads View citations (94)
    See also Working Paper Optimal monetary policy in a model of the credit channel, Working Paper Series (2009) Downloads View citations (38) (2009)

2012

  1. Credit risk and the zero lower bound on interest rates
    Research Bulletin, 2012, 15, 12-14 Downloads
  2. INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES
    Journal of the European Economic Association, 2012, 10, (3), 634-657 Downloads View citations (48)
    See also Working Paper Inflation risk premia in the term structure of interest rates, Working Paper Series (2007) Downloads View citations (24) (2007)

2011

  1. Credit and the Natural Rate of Interest
    Journal of Money, Credit and Banking, 2011, 43, (2‐3), 407-440 Downloads View citations (1)
    Also in Journal of Money, Credit and Banking, 2011, 43, 407-440 (2011) View citations (27)

    See also Working Paper Credit and the natural rate of interest, Working Paper Series (2008) Downloads View citations (4) (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 (20)
    See also Working Paper Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations, Working Paper Series (2011) Downloads View citations (19) (2011)
  3. Monetary Policy and the Financing of Firms
    American Economic Journal: Macroeconomics, 2011, 3, (4), 112-42 Downloads View citations (40)
    See also Working Paper Monetary Policy and the Financing of Firms, CEPR Discussion Papers (2009) Downloads View citations (2) (2009)
  4. The euro area sovereign crisis: monitoring spillovers and contagion
    Research Bulletin, 2011, 14, 2-4 Downloads View citations (11)

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 (34)
    See also Working Paper Euro area inflation persistence in an estimated nonlinear dsge model, Post-Print (2010) Downloads View citations (29) (2010)
  2. Financial conditions and monetary policy
    Research Bulletin, 2010, 9, 10-12 Downloads View citations (5)

2009

  1. Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium
    Journal of Money, Credit and Banking, 2009, 41, (7), 1453-1479 View citations (11)
    Also in Journal of Money, Credit and Banking, 2009, 41, (7), 1453-1479 (2009) Downloads

    See also Working Paper Model misspecification, the equilibrium natural interest rate and the equity premium, Working Paper Series (2007) Downloads (2007)

2008

  1. The Yield Curve and Macroeconomic Dynamics
    Economic Journal, 2008, 118, (533), 1937-1970 Downloads View citations (6)
    Also in Economic Journal, 2008, 118, (533), 1937-1970 (2008) View citations (53)

    See also Working Paper The yield curve and macroeconomic dynamics, Working Paper Series (2007) Downloads View citations (27) (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 (214)
    See also Working Paper A joint econometric model of macroeconomic and term structure dynamics, Money Macro and Finance (MMF) Research Group Conference 2003 (2004) Downloads View citations (55) (2004)

2005

  1. Economic determinants of risk premia in the term structure of interest rates
    Research Bulletin, 2005, 3, 2-5 Downloads

2003

  1. A joint econometric model of macroeconomic and term structure
    Proceedings, 2003, (Mar) Downloads View citations (59)

Books

2006

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

2001

  1. Monetary Policy in the Euro Area
    Cambridge Books, Cambridge University Press View citations (185)
    Also in Cambridge Books, Cambridge University Press (2001) View citations (185)

Chapters

2023

  1. The balance sheet of the Eurosystem
    Chapter 2 in Research Handbook of Financial Markets, 2023, pp 33-55 Downloads

1999

  1. The Monetary Policy Strategy of the ECB
    Palgrave Macmillan View citations (17)
 
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