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Identification at the Zero Lower Bound

Sophocles Mavroeidis

arXiv 23 Mar 2021 · Econometrics · publishedEconometrica (2021) · 6 citations (OpenAlex)

arXiv:2103.12779 · PDF · DOI · OpenAlex · Extracted main text

Abstract

I show that the Zero Lower Bound (ZLB) on interest rates can be used to identify the causal effects of monetary policy. Identification depends on the extent to which the ZLB limits the efficacy of monetary policy. I propose a simple way to test the efficacy of unconventional policies, modelled via a `shadow rate'. I apply this method to U.S. monetary policy using a three-equation SVAR model of inflation, unemployment and the federal funds rate. I reject the null hypothesis that unconventional monetary policy has no effect at the ZLB, but find some evidence that it is not as effective as conventional monetary policy.

Citation extraction

43
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in-text mentions
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main-text words

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Lee, L.-F (1999) Estimation of dynamic and ARCH Tobit models1.00073100%
2Debortoli, D., J. Gali, and L. Gambetti (2019) On the Empirical (Ir) Relevance of the Zero Lower Bound Constraint1.00064100%
3Ikeda, D., S. Li, S. Mavroeidis, and F. Zanetti (2020) Testing the effectiveness of unconventional monetary policy in Japan and the United States0.92844100%
4Stock, J. H. and M. W. Watson (2001) Vector autoregressions0.87462100%
5Blundell, R. and R. J. Smith (1994) Coherency and estimation in simultaneous models with censored or qualitative dependent variables0.84333100%
6Reifschneider, D. and J. C. Williams (2000) Three lessons for monetary policy in a low-inflation era0.84333100%
7Amemiya, T (1974) Multivariate regression and simultaneous equation models when the dependent variables are truncated normal0.64422100%
8Chen, H., V. Cúrdia, and A. Ferrero (2012, November) (2012) The macroeconomic effects of large-scale asset purchase programmes0.64422100%
9Gourieroux, C., J. Laffont, and A. Monfort (1980) Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes0.64422100%
10Koop, G., M. H. Pesaran, and S. M. Potter (1996) Impulse response analysis in nonlinear multivariate models0.64422100%

Showing the top 10 of 98 scored citations.

Cited by, within the corpus

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Citing paperIntensityMentionsSections
1Inference on Common Trends in a Cointegrated Nonlinear SVAR0.874322
2Stationarity with Occasionally Binding Constraints0.87462
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4Cointegration with Occasionally Binding Constraints0.81142
5Common Trends and Long-Run Identification in Nonlinear Structural VARs0.64422
6Theory coherent shrinkage of Time-Varying Parameters in VARs0.58531
7When do common time series estimands have nonparametric causal meaning?0.51121
8The Local to Unity Dynamic Tobit Model0.51121
9Structural Analysis of Vector Autoregressive Models0.51121
10Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!0.40511