S. Albanesi, . Chari, C. Varadarajan, and L. , Expectation Traps and Monetary Policy, Review of Economic Studies, vol.70, issue.4, pp.715-741, 2003.
DOI : 10.1111/1467-937X.00264

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.147.8758

K. Aoki and Y. Ueno, Identification of Structural Shocks under the Zero 20

J. Bank, Monthly Report of Recent Economic and Financial Developments 2014, 2014.

M. Bauer and G. Rudebusch, The Signaling Channel for Federal Reserve Bond Purchases Federal Reserve Bank of San Francisco Working paper Series, 2011.

J. Benhabib, . Schmitt-grohe, . Stephanie, and M. Uribe, Avoiding Liquidity Traps, Journal of Political Economy, vol.110, issue.3, pp.535-563, 2002.
DOI : 10.1086/339713

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.200.4074

. Bhattarai, . Saroj, . Eggertsson, . Gauti, . Gafarovy et al., Time Consistency and the Duration of Government Debt: A Signalling Theory of Quantitative Easing, 2014.
DOI : 10.3386/w21336

R. Clarida, . Gali, . Jordi, and M. Gertler, Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*, Quarterly Journal of Economics, vol.115, issue.1, pp.147-180, 2000.
DOI : 10.1162/003355300554692

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.111.7984

J. H. Cochrane, Understanding policy in the great recession: Some unpleasant fiscal arithmetic, European Economic Review, vol.55, issue.1, pp.2-30, 2011.
DOI : 10.1016/j.euroecorev.2010.11.002

D. Negro, . Marco, . Giannoni, . Marc, and C. Patterson, The Forward Guidance Puzzle, Staff Reports, vol.574

G. Eggertsson, Great Expectations and the End of the Depression, American Economic Review, vol.98, issue.4, pp.1476-1516, 2008.
DOI : 10.1257/aer.98.4.1476

G. Eggertsson and M. Woodford, Zero Bound on Interest Rates and Optimal Monetary Policy, Brookings Papers on Economic Activity, vol.2003, issue.1, pp.139-235, 2003.
DOI : 10.1353/eca.2003.0010

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.197.9608

H. Fujiki and S. Shiratsuka, Policy Duration Effect under the Zero Interest Rate Policy in 1999-2000: Evidence from Japan's Money Market Data, Monetary and Economic Studies, vol.20, issue.1, pp.1-31, 2002.

I. Fujiwara, Is there a direct effect of money?, Japan and the World Economy, vol.19, issue.3, pp.329-337, 2007.
DOI : 10.1016/j.japwor.2006.05.003

S. Fukuda, Abenomics: Why was it so successful in changing market expectations?, Journal of the Japanese and International Economies, vol.37, 2014.
DOI : 10.1016/j.jjie.2015.05.006

J. Gagnon, . Raskin, . Matthew, J. Remache, and B. Sack, The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases, International Journal of Central Banking, vol.7, issue.1, pp.3-43, 2011.

J. K. Hausman and J. F. Wieland, Abenomics: Preliminary Analysis and Outlook, Brookings Papers on Economic Activity, vol.2014, issue.1, 2014.
DOI : 10.1353/eca.2014.0001

T. Jung, Y. Teranishi, and T. Watanabe, Optimal Monetary Policy at the Zero-Interest-Rate Bound, Journal of Money, Credit, and Banking, vol.37, issue.5, pp.813-835, 2005.
DOI : 10.1353/mcb.2005.0053

M. A. Joyce, . Lasaosa, . Ana, I. Stevens, and M. Tong, The Financial Market Impact of Quantitative Easing in the United Kingdom, International Journal of Central Banking, vol.7, issue.3, pp.113-161, 2011.

K. Kamada and T. Sugo, Evaluating Japanese Monetary Policy under the Non-negativity Constraint on Nominal Short-term Interest Rates, Japan Working Paper Series, pp.6-17, 2006.

R. Kato and Y. Takeda, Reviewing US Monetary Policy in Disinflation Era: A Primer, Japan Working Paper Series, pp.4-13, 2004.

J. Kim and S. Pruitt, Estimating Monetary Policy Rules when Nominal Interest Rates are Stuck at Zero, " CAMA Working Papers, pp.2013-53, 2013.

E. F. Koenig, Real Money Balances and the Timing of Consumption: An Empirical Investigation, The Quarterly Journal of Economics, vol.105, issue.2, pp.399-425, 1990.
DOI : 10.2307/2937793

A. Krishnamurthy and A. Vissing-jorgensen, The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy, Brookings Papers on Economic Activity, vol.43, pp.215-287, 2011.

H. Kuroda, The Bank's Semiannual Report on Currency and Monetary Control, Bank of Japan, 2013.

H. Kuroda, Overcoming Deflation and After Speech at the Meeting of Councillors of Nippon Keidanren (Japan Business Federation) in Tokyo, 2013.

E. M. Leeper, Equilibria under ?active? and ?passive? monetary and fiscal policies, Journal of Monetary Economics, vol.27, issue.1, pp.129-147, 1991.
DOI : 10.1016/0304-3932(91)90007-B

T. A. Lubik and F. Schorfheide, Testing for Indeterminacy: An Application to U.S. Monetary Policy, American Economic Review, vol.94, issue.1, pp.190-217, 2004.
DOI : 10.1257/000282804322970760

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.8.8530

Y. Nakazono and K. Ueda, Policy commitment and market expectations: Lessons learned from survey based evidence under Japan's quantitative easing policy, Japan and the World Economy, vol.25, issue.26, pp.25-26, 2013.
DOI : 10.1016/j.japwor.2013.03.004

A. Orphanides, . Wieland, and . Volker, Efficient Monetary Policy Design near Price Stability, Journal of the Japanese and International Economies, vol.14, issue.4, pp.327-365, 2000.
DOI : 10.1006/jjie.2000.0452

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.27.9964

C. Romer, It Takes a Regime Shift: Recent Developments in Japanese Monetary Policy through the Lens of the Great Depression, NBER Macroeconomics Annual, vol.28, issue.1, 2013.
DOI : 10.1086/674609

A. Rose and M. Spiegel, The Olympic Effect*, The Economic Journal, vol.22, issue.2, pp.652-677, 2011.
DOI : 10.1093/wber/lhn007

T. Sargent, 4. Stopping Moderate Inflations: The Methods of Poincar? and Thatcher, Minneapolis Working Paper, 1981.
DOI : 10.1515/9781400847648-010

URL : https://hal.archives-ouvertes.fr/hal-01439944

T. Sargent, 3. The Ends of Four Big Inflations, Inflation: Causes and Effects, 1982.
DOI : 10.1515/9781400847648-009

URL : https://hal.archives-ouvertes.fr/hal-01439629

T. Sugo and K. Ueda, Estimating a dynamic stochastic general equilibrium model for Japan, Journal of the Japanese and International Economies, vol.22, issue.4, pp.476-502, 2008.
DOI : 10.1016/j.jjie.2007.09.002

T. Sugo and K. Ueda, Eliminating a deflationary trap through superinertial interest rate rules, Economics Letters, vol.100, issue.1, pp.119-122, 2008.
DOI : 10.1016/j.econlet.2007.12.006

P. Temin and B. A. Wigmore, The end of one big deflation, Explorations in Economic History, vol.27, issue.4, pp.483-502, 1990.
DOI : 10.1016/0014-4983(90)90026-U

J. Tobin, Liquidity Preference as Behavior Towards Risk, The Review of Economic Studies, vol.25, issue.2, pp.65-86, 1958.
DOI : 10.2307/2296205

M. Woodford, Price-level determinacy without control of a monetary aggregate, Carnegie-Rochester Conference Series on Public Policy, vol.43, pp.1-46, 1995.
DOI : 10.1016/0167-2231(95)90033-0

M. Woodford, Methods of Policy Accommodation at the Interest-Rate Lower Bound, The Changing Policy Landscape, 2012 Economic Policy Symposium at the Federal Reserve Bank of Kansas City, pp.185-288, 2012.

J. Wright and H. , Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset, American Economic Review, vol.101, issue.4, pp.1514-1534, 2011.
DOI : 10.1257/aer.101.4.1514

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.184.6660