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Estimating a Taylor Rule for New Zealand with a time-varying neutral real rate. (2002). Scrimgeour, Dean ; Plantier, L. Christopher.
In: Reserve Bank of New Zealand Discussion Paper Series.
RePEc:nzb:nzbdps:2002/06.

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Cited: 18

Citations received by this document

Cites: 24

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Cocites: 50

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  1. New Zealand Labor Market Dynamics: Pre- and Post-global Financial Crisis. (2016). Razzak, Weshah.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:12:y:2016:i:1:d:10.1007_s41549-016-0001-6.

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  2. Country differences in the ECB monetary reaction function. (2016). Klose, Jens.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:14:y:2016:i:pb:p:157-167.

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  3. New Zealand Labour Market Dynamics: Pre- and Post-global Financial Crisis. (2014). Razzak, Weshah.
    In: Treasury Working Paper Series.
    RePEc:nzt:nztwps:14/03.

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  4. The inflation Targeting effect on the inflation series: A New Analysis Approach of evolutionary spectral analysis. (2014). Essaadi, Essahbi ; Ftiti, Zied.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-516.

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  5. HOW DOES MONETARY POLICY CHANGE? EVIDENCE ON INFLATION-TARGETING COUNTRIES. (2014). Vašíček, Bořek ; Horvath, Roman ; Vaiek, Boek ; Baxa, Jaromir .
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:18:y:2014:i:03:p:593-630_00.

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  6. New Zealand Labour Market Dynamics Pre- and post-global financial crisis. (2013). Razzak, Weshah.
    In: MPRA Paper.
    RePEc:pra:mprapa:52462.

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  7. Neutral interest rates in the post-crisis period. (2013). Wood, Amy ; Chetwin, Willy .
    In: Reserve Bank of New Zealand Analytical Notes series.
    RePEc:nzb:nzbans:2013/07.

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  8. A survey on time-varying parameter Taylor rule: A model modified with interest rate pass-through. (2013). Metin Özcan, Kivilcim ; Hatipoglu, Ozan ; Yuksel, Ebru ; Metin-Ozcan, Kivilcim .
    In: Economic Systems.
    RePEc:eee:ecosys:v:37:y:2013:i:1:p:122-134.

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  9. Modifying Taylor reaction functions in the presence of the zero‐lower‐bound — Evidence for the ECB and the Fed. (2013). Klose, Jens ; Belke, Ansgar.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:35:y:2013:i:c:p:515-527.

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  10. Does the ECB Rely on a Taylor Rule During the Financial Crisis? Comparing Ex-post and Real Time Data with Real Time Forecasts. (2011). Klose, Jens ; Belke, Ansgar.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:41:y:2011:i:2:p:147-171.

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  11. Stabilization bias for a small open economy: The case of New Zealand. (2010). Liu, Philip.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:32:y:2010:i:3:p:921-935.

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  12. Asymmetric monetary policy and the yield curve. (2009). Wise, Mark B. ; Bhansali, Vineer ; Dorsten, Matthew P..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:8:p:1408-1425.

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  13. The time-varying policy neutral rate in real-time: A predictor for future inflation?. (2009). Horvath, Roman.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:1:p:71-81.

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  14. Does the ECB Rely on a Taylor Rule?: Comparing Ex-post with Real Time Data. (2009). Klose, Jens ; Belke, Ansgar.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp917.

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  15. A structural VAR business cycle model for a volatile small open economy. (2007). McLellan, Nathan ; Buckle, Robert ; Kirkham, Heather ; Kim, Kunhong ; Sharma, Jarad.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:24:y:2007:i:6:p:990-1017.

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  16. The information content of the neutral rate of interest. (2006). Brzoza-Brzezina, Michal.
    In: The Economics of Transition.
    RePEc:bla:etrans:v:14:y:2006:i:2:p:391-412.

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  17. Learning process and rational expectations: An analysis using a small macro-economic model for New Zealand. (2005). Basdevant, Olivier.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:22:y:2005:i:6:p:1074-1089.

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  18. Modelling structural change: the case of New Zealand. (2003). Hargreaves, David ; Basdevant, Olivier.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2003/03.

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References

References cited by this document

  1. Batini, N and E Nelson (2001), Optimal horizons for inflation targeting, Journal of Economic Dynamics and Control 25, 891-910.

  2. Black, R, V Cassino, A Drew, E Hansen, B Hunt, D Rose and A Scott (1997), The Forecasting and Policy System: the core model, Reserve Bank of New Zealand Research Paper No. 43.
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  3. Conway, P, A Drew, B Hunt, and A Scott (1998), Exchange rate effects and inflation targeting in a small open economy: a stochastic analysis using FPS, BIS Conference Papers, vol 6.

  4. Drew, A and B Hunt (1998), The forecasting and policy system: stochastic simulations of the core model, Reserve Bank of New Zealand Discussion Paper G98/6.

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  8. Ha, Y (2000), Uncertainty about the length of the monetary policy transmission lag: implications for monetary policy, Reserve Bank of New Zealand Discussion Paper DP2000/01.

  9. Harvey, A (1989), Forecasting, structural time series models and the Kalman filter, Cambridge University Press, Cambridge, UK.
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  10. Hetzel, R (2000), The Taylor Rule: Is it a useful guide to understanding monetary policy? Federal Reserve Bank of Richmond, Economic Quarterly 86, 1-33.

  11. Huang, A, D Margaritis and D Mayes (2001), Monetary policy rules in practice: evidence from New Zealand, Bank of Finland Discussion Paper 18/2001.

  12. Lansing, K and B Trehan (2001) Forward-looking behavior and the optimality of the Taylor rule, Federal Reserve Bank of San Francisco Working Paper 01-03, February.
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  13. Laubach, T and J Williams (2001), Measuring the natural rate of interest, Federal Reserve Board Finance and Economic Discussion Series, 2001-56.

  14. Levin, A, V Wieland and J Williams (1999), Robustness of simple monetary policy rules under model uncertainty, In J Taylor (ed), Monetary Policy Rules, University of Chicago Press, Chicago, for NBER.

  15. Levin, A, V Wieland and J Williams (2001), Performance of forecast-based monetary policy rules under model uncertainty, European Central Bank Working Paper 68, July.

  16. McCallum, B (1997), Crucial issues concerning central bank independence, Journal of Monetary Economics 39, 99-112.

  17. Plantier, C and D Scrimgeour (2002) Constrained Discretion, Reaction Functions, and the new PTA, mimeo, Reserve Bank of New Zealand.
    Paper not yet in RePEc: Add citation now

  18. Razzak, W (1997), Testing the rationality of the National Bank of New Zealands survey data, Reserve Bank of New Zealand Discussion Paper, G97/8.

  19. Razzak, W (2002), Monetary policy and forecasting inflation with and without the output gap, Reserve Bank of New Zealand Discussion Paper, DP2002/03.

  20. Rudebusch, G (2001), Term structure evidence on interest rate smoothing and monetary policy inertia, forthcoming in the Journal of Monetary Economics.

  21. Sack, B (2000), Does the Fed Act Gradually? A VAR Analysis, Journal of Monetary Economics 46, 229-56.

  22. Sack, B and V Wieland (2000), Interest-rate smoothing and optimal monetary policy: a review of recent empirical evidence, Journal of Economics and Business 52, 205-28.

  23. Scott, A (2000), A multivariate unobserved components model of cyclical activity, Reserve Bank of New Zealand Discussion Paper, DP2000/04.

  24. Svensson, L E O (2001), What is wrong with Taylor Rules? Using judgement in monetary policy through targeting rules, mimeo, November.

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