Unconventional monetary olicy: interest rates and low inflation. A review of literature and methods

Mariarosaria Comunale and Jonas Striaukas

No 2017026, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: n this paper, we review a range of approaches used to capture monetary policy in a period of Zero Lower Bound (ZLB). We concentrate here on methods closely linked to interest rates, which include: spreads, synthetic indices from principal component analys

Keywords: unconventional monetary policy; zero lower bound; shadow rates; natural interest rate; inflation (search for similar items in EconPapers)
JEL-codes: E43 E52 E58 F42 (search for similar items in EconPapers)
Date: 2017-09-13
New Economics Papers: this item is included in nep-mac and nep-mon
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Citations: View citations in EconPapers (15)

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Related works:
Working Paper: Unconventional monetary policy: interest rates and low inflation: A review of literature and methods (2017)
Working Paper: Unconventional Monetary Policy: Interest Rates and Low Inflation. A Review of Literature and Methods (2017)
Working Paper: Unconventional monetary policy: interest rates and low inflation. A review of literature and methods (2017)
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Persistent link: https://EconPapers.repec.org/RePEc:cor:louvco:2017026

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