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Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data. (2008). Nikolsko-Rzhevskyy, Alex.
In: MPRA Paper.
RePEc:pra:mprapa:11352.

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Cites: 61

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  1. The risk management approach to monetary policy, nonlinearity and aggressiveness: the case of the US Fed. (2015). Moccero, Diego ; Gnabo, Jean-Yves.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151792.

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  2. Real-Time Out-of-Sample Exchange Rate Predictability. (2013). Molodtsova, Tanya ; Ince, Onur.
    In: Working Papers.
    RePEc:apl:wpaper:13-03.

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  3. Canadian Interest Rate Setting: The Information Content of Canadian and U.S. Central Bank Communication. (2011). Neuenkirch, Matthias ; Hayo, Bernd.
    In: Southern Economic Journal.
    RePEc:wly:soecon:v:78:y:2011:i:1:p:131-148.

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  4. A real-time historical database for the OECD. (2011). Nikolsko-Rzhevskyy, Alex ; Koenig, Evan ; Fernandez, Adriana.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:96.

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  5. Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset.. (2011). Ciccarelli, Matteo ; Altavilla, Carlo.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3372.

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  6. Estimation of a nonlinear Taylor rule using real-time U.S. data. (2010). Lamarche, Jean-Francois ; Koustas, Zisimos.
    In: Working Papers.
    RePEc:brk:wpaper:1005.

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  7. Working Paper 113 - Monetary Policy Conduct Based on Nonlinear Taylor Rule: Evidence from South Africa. (2010). Ncube, Mthuli ; AfDB, .
    In: Working Paper Series.
    RePEc:adb:adbwps:250.

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  8. Decomposing Federal Funds Rate forecast uncertainty using real-time data. (2009). Mandler, Martin.
    In: MPRA Paper.
    RePEc:pra:mprapa:13498.

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  9. Domestic or U.S. News: What Drives Canadian Financial Markets?. (2009). Neuenkirch, Matthias ; Hayo, Bernd.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:200908.

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  10. The relative performance of alternative Taylor rule specifications. (2008). Nikolsko-Rzhevskyy, Alex ; Koenig, Evan ; Fernandez, Adriana.
    In: Staff Papers.
    RePEc:fip:feddst:y:2008:i:jun:n:6.

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References

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  50. ‘Forecasting Time Series Subject to Multiple Structural Breaks’. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0433.

    Full description at Econpapers || Download paper

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