Details about Oreste Tristani
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Last updated 2023-11-07. Update your information in the RePEc Author Service.
Short-id: ptr96
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Working Papers
2023
- Monetary policy and the drifting natural rate of interest
Working Paper Series, European Central Bank 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)
2021
- The ECB’s price stability framework: past experience, and current and future challenges
Occasional Paper Series, European Central Bank View citations (18)
- 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 View citations (2)
2020
- 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 View citations (71)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
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) View citations (72) (2020)
2019
- (Un)conventional Policy and the Effective Lower Bound
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
Also in BIS Working Papers, Bank for International Settlements (2019) View citations (4) Working Paper Series, European Central Bank (2018)
See also Journal Article (Un)conventional policy and the effective lower bound, Journal of Economic Dynamics and Control, Elsevier (2019) View citations (4) (2019)
- Modelling yields at the lower bound through regime shifts
BIS Working Papers, Bank for International Settlements View citations (1)
Also in Working Paper Series, European Central Bank (2019) View citations (1)
- Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
Also in Working Paper Series, European Central Bank (2019) View citations (5)
2018
- Credit Subsidies
Working Papers, Banco de Portugal, Economics and Research Department
Also in Working Paper Series, European Central Bank (2016)
See also Journal Article Credit subsidies, Journal of Monetary Economics, Elsevier (2021) (2021)
- Monetary policy and household inequality
Working Paper Series, European Central Bank View citations (60)
2017
- Liquidity provision as a monetary policy tool: The ECB's non-standard measures after the financial crisis
Discussion Papers, Deutsche Bundesbank View citations (3)
Also in Working Paper Series, European Central Bank (2017) 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) View citations (5) (2018)
2016
- The ECB's asset purchase programme: an early assessment
Working Paper Series, European Central Bank View citations (144)
2015
- 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
2014
- Credit Spreads and Credit Policies
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
2013
- Credit Spreads and the Zero Bound on Interest Rates
2013 Meeting Papers, Society for Economic Dynamics
2011
- A monetary policy strategy in good and bad times: lessons from the recent past
Working Paper Series, European Central Bank 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) View citations (38) (2013)
- Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
Working Paper Series, European Central Bank 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) View citations (20) (2011)
2010
- A nonlinear DSGE model of the term structure with regime shifts
2010 Meeting Papers, Society for Economic Dynamics View citations (5)
- Euro area inflation persistence in an estimated nonlinear dsge model
Post-Print, HAL View citations (29)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (12) Working Paper Series, European Central Bank (2007) View citations (29) Working Papers, University of Brescia, Department of Economics (2007) View citations (15) Working Paper series, Rimini Centre for Economic Analysis (2007) 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) View citations (34) (2010)
- Inflation risk premia in the US and the euro area
Working Paper Series, European Central Bank View citations (11)
Also in BIS Working Papers, Bank for International Settlements (2010) View citations (15)
2009
- Monetary Policy and the Financing of Firms
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
Also in Working Paper Series, European Central Bank (2009) View citations (2) Working Papers, Banco de Portugal, Economics and Research Department (2009) View citations (2) 2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (2)
See also Journal Article Monetary Policy and the Financing of Firms, American Economic Journal: Macroeconomics, American Economic Association (2011) View citations (40) (2011)
- Optimal monetary policy in a model of the credit channel
Working Paper Series, European Central Bank View citations (38)
See also Journal Article Optimal Monetary Policy in a Model of the Credit Channel, Economic Journal, Royal Economic Society (2013) View citations (94) (2013)
2008
- Credit and the natural rate of interest
Working Paper Series, European Central Bank View citations (4)
See also Journal Article Credit and the Natural Rate of Interest, Journal of Money, Credit and Banking, Blackwell Publishing (2011) View citations (1) (2011)
2007
- Inflation risk premia in the term structure of interest rates
Working Paper Series, European Central Bank View citations (24)
Also in BIS Working Papers, Bank for International Settlements (2007) 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) View citations (48) (2012)
- Model misspecification, the equilibrium natural interest rate and the equity premium
Working Paper Series, European Central Bank
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)
- The yield curve and macroeconomic dynamics
Working Paper Series, European Central Bank View citations (27)
See also Journal Article The Yield Curve and Macroeconomic Dynamics, Economic Journal, Royal Economic Society (2008) View citations (6) (2008)
2006
- Euro area inflation persistence in an estimated nonlinear
Computing in Economics and Finance 2006, Society for Computational Economics View citations (7)
- The term structure of inflation risk premia and macroeconomic dynamics
Computing in Economics and Finance 2006, Society for Computational Economics View citations (1)
2004
- 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 (55)
Also in Working Paper Series, European Central Bank (2004) View citations (24) Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) View citations (25)
See also Journal Article A joint econometric model of macroeconomic and term-structure dynamics, Journal of Econometrics, Elsevier (2006) View citations (214) (2006)
1999
- What does the single monetary policy do? A SVAR benchmark for the European Central Bank
Working Paper Series, European Central Bank View citations (41)
1995
- The 1992-93 EMS Crisis: Assessing the Macroeconomic Costs
Working Papers, Banca Italia - Servizio di Studi
Journal Articles
2023
- Monetary policy and long‐term interest rates
Quantitative Economics, 2023, 14, (2), 689-716
2021
- Credit subsidies
Journal of Monetary Economics, 2021, 118, (C), 2-14
See also Working Paper Credit Subsidies, Working Papers (2018) (2018)
2020
- 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) 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) View citations (71) (2020)
2019
- (Un)conventional policy and the effective lower bound
Journal of Economic Dynamics and Control, 2019, 106, (C), - View citations (4)
See also Working Paper (Un)conventional Policy and the Effective Lower Bound, CEPR Discussion Papers (2019) View citations (4) (2019)
2018
- 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 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) View citations (3) (2017)
2015
- Inflation and unemployment in Europe – insights from the ECB’s 2015 Sintra Forum
Research Bulletin, 2015, 23, 1-8
2014
- Inflation Risk Premia in the Euro Area and the United States
International Journal of Central Banking, 2014, 10, (3), 1-47 View citations (61)
2013
- 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 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) View citations (37) (2011)
- Optimal Monetary Policy in a Model of the Credit Channel
Economic Journal, 2013, 123, (571), 906-931 View citations (94)
See also Working Paper Optimal monetary policy in a model of the credit channel, Working Paper Series (2009) View citations (38) (2009)
2012
- Credit risk and the zero lower bound on interest rates
Research Bulletin, 2012, 15, 12-14
- INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES
Journal of the European Economic Association, 2012, 10, (3), 634-657 View citations (48)
See also Working Paper Inflation risk premia in the term structure of interest rates, Working Paper Series (2007) View citations (24) (2007)
2011
- Credit and the Natural Rate of Interest
Journal of Money, Credit and Banking, 2011, 43, (2‐3), 407-440 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) View citations (4) (2008)
- Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
Journal of Economic Dynamics and Control, 2011, 35, (12), 2167-2185 View citations (20)
See also Working Paper Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations, Working Paper Series (2011) View citations (19) (2011)
- Monetary Policy and the Financing of Firms
American Economic Journal: Macroeconomics, 2011, 3, (4), 112-42 View citations (40)
See also Working Paper Monetary Policy and the Financing of Firms, CEPR Discussion Papers (2009) View citations (2) (2009)
- The euro area sovereign crisis: monitoring spillovers and contagion
Research Bulletin, 2011, 14, 2-4 View citations (11)
2010
- Euro area inflation persistence in an estimated nonlinear DSGE model
Journal of Economic Dynamics and Control, 2010, 34, (10), 1837-1858 View citations (34)
See also Working Paper Euro area inflation persistence in an estimated nonlinear dsge model, Post-Print (2010) View citations (29) (2010)
- Financial conditions and monetary policy
Research Bulletin, 2010, 9, 10-12 View citations (5)
2009
- 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)
See also Working Paper Model misspecification, the equilibrium natural interest rate and the equity premium, Working Paper Series (2007) (2007)
2008
- The Yield Curve and Macroeconomic Dynamics
Economic Journal, 2008, 118, (533), 1937-1970 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) View citations (27) (2007)
2006
- A joint econometric model of macroeconomic and term-structure dynamics
Journal of Econometrics, 2006, 131, (1-2), 405-444 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) View citations (55) (2004)
2005
- Economic determinants of risk premia in the term structure of interest rates
Research Bulletin, 2005, 3, 2-5
2003
- A joint econometric model of macroeconomic and term structure
Proceedings, 2003, (Mar) View citations (59)
Books
2006
- Imperfect Knowledge and Monetary Policy
Cambridge Books, Cambridge University Press
Also in Cambridge Books, Cambridge University Press (2006)
2001
- 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
- The balance sheet of the Eurosystem
Chapter 2 in Research Handbook of Financial Markets, 2023, pp 33-55
1999
- The Monetary Policy Strategy of the ECB
Palgrave Macmillan View citations (17)
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