University of Notre Dame
United States
His primary areas of study are Monetary economics, Monetary policy, Agency cost, Credit channel and Indeterminacy. His is doing research in Nominal interest rate, Inflation and Inflation targeting, both of which are found in Monetary economics. His research in Inflation focuses on subjects like Central bank, which are connected to Asset.
His research in Credit channel intersects with topics in Econometrics, Risk premium, Phillips curve and Bond market. In his research, Timothy S. Fuerst undertakes multidisciplinary study on Indeterminacy and Determinacy. His work carried out in the field of Microeconomics brings together such families of science as Fisher hypothesis, Net worth and Interest rate, Interest rate derivative.
Timothy S. Fuerst mostly deals with Monetary policy, Monetary economics, Inflation, Interest rate and Keynesian economics. His work on Inflation targeting, Nominal interest rate and Real interest rate as part of general Monetary policy study is frequently linked to Indeterminacy and Determinacy, bridging the gap between disciplines. The concepts of his Monetary economics study are interwoven with issues in Business cycle and Asset.
His work in Business cycle tackles topics such as Financial accelerator which are related to areas like Systematic risk. His Inflation research integrates issues from Taylor rule, Central bank and Shock. Timothy S. Fuerst works mostly in the field of Interest rate, limiting it down to topics relating to New Keynesian economics and, in certain cases, Phillips curve, Econometrics and Zero lower bound, as a part of the same area of interest.
Timothy S. Fuerst mainly investigates Econometrics, Financial accelerator, Monetary economics, Indexation and Term. His Econometrics study combines topics in areas such as Taylor rule, New Keynesian economics, Business cycle and Interest rate. His work in the fields of Interest rate, such as Zero lower bound and Nominal interest rate, intersects with other areas such as Fiscal multiplier and Regular polygon.
His work in Financial accelerator covers topics such as Systematic risk which are related to areas like Leverage. While the research belongs to areas of Financial market, he spends his time largely on the problem of Arbitrage, intersecting his research to questions surrounding Welfare and Inflation. Timothy S. Fuerst does research in Monetary policy, focusing on Inflation targeting specifically.
His scientific interests lie mostly in Econometrics, Agency cost, Financial accelerator, Indexation and Term. His Econometrics research incorporates themes from Taylor rule, New Keynesian economics and Interest rate. Timothy S. Fuerst interconnects Zero lower bound, Multiplier and Nominal interest rate in the investigation of issues within New Keynesian economics.
Timothy S. Fuerst focuses mostly in the field of Financial accelerator, narrowing it down to matters related to Leverage and, in some cases, Microeconomics. His work deals with themes such as Financial modeling, Investment and Debt, which intersect with Indexation. His Inflation study is concerned with the field of Monetary economics as a whole.
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Agency costs, net worth, and business fluctuations: a computable general equilibrium analysis
Charles T. Carlstrom;Timothy S. Fuerst.
Research Papers in Economics (1996)
Agency costs, net worth, and business fluctuations: A
Charles T. Carlstrom;Timothy S. Fuerst.
The American Economic Review (1997)
Liquidity, loanable funds, and real activity☆
Timothy S. Fuerst.
Journal of Monetary Economics (1992)
Timing and real indeterminacy in monetary models
Charles T. Carlstrom;Timothy S. Fuerst;Timothy S. Fuerst.
Journal of Monetary Economics (2001)
Inflation and output in New Keynesian models with a transient interest rate peg
Charles T. Carlstrom;Timothy Stephen Fuerst;Timothy Stephen Fuerst;Matthius Paustian.
Research Papers in Economics (2012)
Investment and interest rate policy: a discrete time analysis
Charles T. Carlstrom;Timothy S. Fuerst;Timothy S. Fuerst.
Journal of Economic Theory (2005)
Monetary and Financial Interactions in the Business Cycle
Timothy S. Fuerst;harles L. Evans;Mark Gertler.
Journal of Money, Credit and Banking (1995)
Forward-Looking Versus Backward-Looking Taylor Rules
Charles T. Carlstrom;Timothy S. Fuerst.
Research Papers in Economics (2000)
Interest rate rules vs. money growth rules: a welfare comparison in a cash-in-advance economy
Charles T. Carlstrom;Timothy S. Fuerst.
Research Papers in Economics (1995)
Optimal Monetary Policy in a Model with Agency Costs
Charles T. Carlstrom;Timothy S. Fuerst;Matthias Paustian.
Journal of Money, Credit and Banking (2010)
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