Matthias Paustian

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

12

DOWNLOADS

805

SSRN CITATIONS
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Top 5,438

in Total Papers Citations

172

CROSSREF CITATIONS

73

Scholarly Papers (12)

1.

Coordinating Monetary and Macroprudential Policies

FRB of New York Staff Report No. 653
Number of pages: 50 Posted: 16 Nov 2013
Bianca De Paoli and Matthias Paustian
London School of Economics & Political Science (LSE) - Centre for Economic Performance (CEP) and Bank of England
Downloads 191 (192,160)
Citation 34

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monetary policy, macroprudential policy, commitment, discretion, policy coordination, borrowing constraints

Inflation and Output in New Keynesian Models with a Transient Interest Rate Peg

FRB of Cleveland Working Paper No. 12-34
Number of pages: 30 Posted: 18 Dec 2012
Charles T. Carlstrom, Timothy S. Fuerst and Matthias Paustian
Federal Reserve Bank of Cleveland, University of Notre Dame and Bank of England
Downloads 112 (296,227)
Citation 33

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Fixed interest rates, New Keynesian model, zero lower bound

Inflation and Output in New Keynesian Models with a Transient Interest Rate Peg

Bank of England Working Paper No. 459
Number of pages: 27 Posted: 21 Jul 2012
Charles T. Carlstrom, Timothy S. Fuerst and Matthias Paustian
Federal Reserve Bank of Cleveland, University of Notre Dame and Bank of England
Downloads 43 (502,774)
Citation 8

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Fixed interest rates, New Keynesian model, zero lower bound

3.

How Inflationary is an Extended Period of Low Interest Rates?

FRB of Cleveland Working Paper No. 12-02
Number of pages: 20 Posted: 09 Apr 2012
Charles T. Carlstrom, Timothy S. Fuerst and Matthias Paustian
Federal Reserve Bank of Cleveland, University of Notre Dame and Bank of England
Downloads 137 (254,197)

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Privately Optimal Contracts and Suboptimal Outcomes in a Model of Agency Costs

FRB of Cleveland Working Paper No. 12-04
Number of pages: 33 Posted: 31 Jan 2012
Charles T. Carlstrom, Timothy S. Fuerst and Matthias Paustian
Federal Reserve Bank of Cleveland, University of Notre Dame and Bank of England
Downloads 61 (428,935)

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Agency costs, CGE models, optimal contracting

Optimal Contracts, Aggregate Risk, and the Financial Accelerator

FRB of Cleveland Working Paper No. 14-20
Number of pages: 40 Posted: 23 Oct 2014
Charles T. Carlstrom, Timothy S. Fuerst and Matthias Paustian
Federal Reserve Bank of Cleveland, University of Notre Dame and Bank of England
Downloads 46 (488,843)
Citation 13

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agency costs, CGE models, optimal contracting

5.

Targeting Long Rates in a Model with Segmented Markets

FRB of Cleveland Working Paper No. 14-19
Number of pages: 47 Posted: 16 Oct 2014
Charles T. Carlstrom, Timothy S. Fuerst and Matthias Paustian
Federal Reserve Bank of Cleveland, University of Notre Dame and Bank of England
Downloads 50 (463,643)
Citation 24

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Agency costs, CGE models, optimal contracting

6.

Optimal Contracts, Aggregate Risk and the Financial Accelerator

Bank of England Working Paper No. 517
Number of pages: 32 Posted: 29 Nov 2014
Timothy S. Fuerst, Charles T. Carlstrom and Matthias Paustian
University of Notre Dame, Federal Reserve Bank of Cleveland and Bank of England
Downloads 45 (484,170)

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Financial accelerator, optimal contracts, aggregate risk

7.

Indexed Debt Contracts and the Financial Accelerator

FRB of Cleveland Working Paper No. 11-17
Number of pages: 45 Posted: 10 Aug 2011
Charles T. Carlstrom, Timothy S. Fuerst and Matthias Paustian
Federal Reserve Bank of Cleveland, University of Notre Dame and Bank of England
Downloads 35 (530,644)

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Credit market frictions, Indexation

8.

Fiscal Multipliers Under an Interest Rate Peg of Deterministic vs. Stochastic Duration

FRB of Cleveland Working Paper No. 12-15
Number of pages: 18 Posted: 20 Jun 2012
Charles T. Carlstrom, Timothy S. Fuerst and Matthias Paustian
Federal Reserve Bank of Cleveland, University of Notre Dame and Bank of England
Downloads 32 (546,257)
Citation 6

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fiscal multiplier, fixed interest rates, new Keynesian model, zero lower bound

9.

Policy Multipliers Under an Interest Rate Peg of Deterministic Versus Stochastic Duration

Bank of England Working Paper No. 475
Number of pages: 23 Posted: 17 Jun 2013
Charles T. Carlstrom, Timothy S. Fuerst and Matthias Paustian
Federal Reserve Bank of Cleveland, University of Notre Dame and Bank of England
Downloads 25 (587,535)
Citation 1

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Fiscal multiplier, fixed interest rates, New Keynesian model, zero lower bound

10.

The Pitfalls of Speed-Limit Interest Rate Rules at the Zero Lower Bound

Bank of England Working Paper No. 473
Number of pages: 35 Posted: 17 Jun 2013
Charles Brendon, Matthias Paustian and Anthony Yates
European University Institute, Bank of England and Bank of England - Monetary Analysis
Downloads 22 (607,395)
Citation 1

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Speed-limit rules, commitment, zero lower bound, self-fulfilling prophecies

11.

The Role of Contracting Schemes for the Welfare Costs of Nominal Rigidities Over the Business Cycle

Bundesbank Series 1 Discussion Paper No. 2005,22
Number of pages: 48 Posted: 08 Jun 2016
Matthias Paustian
Bank of England
Downloads 3 (748,287)

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welfare, Calvo, Taylor, sticky information, costs of nominal rigidities

12.

Business Cycle Measurement with Some Theory

CEPR Discussion Paper No. DP8364
Number of pages: 44 Posted: 04 May 2011
Fabio Canova and Matthias Paustian
BI Norwegian Business School and Bank of England
Downloads 3 (748,287)
Citation 17
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misspecification, model validation, shock identification, sign restrictions