[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Measuring Inflation Persistence: A Structural Time Series Approach. (2005). Everaert, Gerdie ; Dossche, Maarten.
In: Computing in Economics and Finance 2005.
RePEc:sce:scecf5:459.

Full description at Econpapers || Download paper

Cited: 42

Citations received by this document

Cites: 46

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Inflation dynamics and persistence: The importance of the uncertainty channel. (2024). Canepa, Alessandra.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000603.

    Full description at Econpapers || Download paper

  2. Measuring inflation persistence under time-varying inflation target and stochastic volatility with jumps. (2022). Laurini, Marcio P.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-21-00688.

    Full description at Econpapers || Download paper

  3. How Do Estimates of Inflation Persistence in Malta Compare with Other EU Countries?. (2020). Ellul, Reuben ; Micallef, Brian.
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:12:y:2020:i:7:p:31.

    Full description at Econpapers || Download paper

  4. How Much Better Is Commitment Policy Than Discretionary Policy? Evidence From Six Developed Economies. (2020). Patrick, Scott C.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:20:y:2020:i:2:p:28:n:8.

    Full description at Econpapers || Download paper

  5. Inflation Dynamics in Uganda: A Quantile Regression Approach. (2017). GUPTA, RANGAN ; Kotze, Kevin ; Anguyo, Francis Leni .
    In: Working Papers.
    RePEc:pre:wpaper:201772.

    Full description at Econpapers || Download paper

  6. Monetary policy deviations: A Bayesian state-space analysis. (2017). Scott, C. ; Barari, Mahua.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:63:y:2017:i:c:p:1-12.

    Full description at Econpapers || Download paper

  7. Are central bank preferences asymmetric when policy targets vary over time?. (2016). Scott, C..
    In: Empirical Economics.
    RePEc:spr:empeco:v:51:y:2016:i:2:d:10.1007_s00181-015-1021-0.

    Full description at Econpapers || Download paper

  8. Inflation persistence: revisited. (2016). Smith, Julie ; Liebner, Jeffrey P ; Gamber, Edward N.
    In: International Journal of Monetary Economics and Finance.
    RePEc:ids:ijmefi:v:9:y:2016:i:1:p:25-44.

    Full description at Econpapers || Download paper

  9. Can Univariate Time Series Models of Inflation Help Discriminate Between Alternative Sources of Inflation PersistenceAuthor-Name: Naveen Srinivasan. (2015). Srinivasan, Naveen ; Kumar, Pankaj.
    In: Working Papers.
    RePEc:mad:wpaper:2015-104.

    Full description at Econpapers || Download paper

  10. The dynamic relationship between core and headline inflation. (2015). Smith, Julie ; Eftimoiu, Raluca ; Gamber, Edward N.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:81:y:2015:i:c:p:38-53.

    Full description at Econpapers || Download paper

  11. Multiple Structural Breaks and Inflation Persistence: Evidence from China. (2015). Li, Tianfeng ; Wei, June .
    In: Asian Economic Journal.
    RePEc:bla:asiaec:v:29:y:2015:i:1:p:1-20.

    Full description at Econpapers || Download paper

  12. Is Inflation Persistence Over?. (2014). Oliveira, Fernando ; Petrassi, Myrian Beatriz Silva, .
    In: Revista Brasileira de Economia - RBE.
    RePEc:fgv:epgrbe:v:68:y:2014:i:3:a:2549.

    Full description at Econpapers || Download paper

  13. Measuring inflation persistence in Brazil using a multivariate model. (2014). Machado, Vicente ; Machado, Vicente da Gama, ; Portugal, Marcelo Savino.
    In: Revista Brasileira de Economia - RBE.
    RePEc:fgv:epgrbe:v:68:y:2014:i:2:a:7524.

    Full description at Econpapers || Download paper

  14. Is Inflation Persistence Over?. (2014). Oliveira, Fernando Nascimento ; Myrian Beatriz Silva Petrassi, .
    In: Revista Brasileira de Economia - RBE.
    RePEc:fgv:epgrbe:v:68:n:3:a:6.

    Full description at Econpapers || Download paper

  15. Measuring inflation persistence in Brazil using a multivariate model. (2014). Portugal, Marcelo Savino ; Vicente da Gama Machado, .
    In: Revista Brasileira de Economia - RBE.
    RePEc:fgv:epgrbe:v:68:n:2:a:4.

    Full description at Econpapers || Download paper

  16. ANÁLISE EMPÍRICA ENTRE PAÍSES DA PERSISTÊNCIA INFLACIONÁRIA. (2014). Oliveira, Fernando ; de Oliveira, Fernando Nascimento .
    In: Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting].
    RePEc:anp:en2013:045.

    Full description at Econpapers || Download paper

  17. The Stylized Facts of Greek Inflation: New Evidence on Persistence. (2013). Apergis, Nicholas.
    In: Panoeconomicus.
    RePEc:voj:journl:v:60:y:2013:i:1:p:51-71.

    Full description at Econpapers || Download paper

  18. Inflation Persistence in Central and Eastern European Countries. (2013). Darvas, Zsolt ; Varga, Balazs .
    In: Working Papers.
    RePEc:mkg:wpaper:1302.

    Full description at Econpapers || Download paper

  19. Measuring Inflation Persistence in Brazil Using a Multivariate Model. (2013). Machado, Vicente ; Portugal, Marcelo Savino ; Vicente da Gama Machado, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:331.

    Full description at Econpapers || Download paper

  20. The housing bubble in real-time: the end of innocence. (2012). Pelaez, Rolando .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:36:y:2012:i:1:p:211-225.

    Full description at Econpapers || Download paper

  21. Inflation Persistence in Hungary: a Spatial Analysis. (2012). Varga, Balazs ; Zsibok, Zsuzsanna .
    In: Working Papers.
    RePEc:mkg:wpaper:1203.

    Full description at Econpapers || Download paper

  22. Threshold effects and inflation persistence in South Africa. (2012). Phiri, Andrew.
    In: Journal of Financial Economic Policy.
    RePEc:eme:jfeppp:v:4:y:2012:i:3:p:247-269.

    Full description at Econpapers || Download paper

  23. Inflation Inertia in Egypt and its Policy Implications. (2011). Moriyama, Kenji.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/160.

    Full description at Econpapers || Download paper

  24. Persistensi Inflasi Di Jakarta dan Implikasinya Terhadap Kebijakan Pengendalian Inflasi Daerah. (2011). Trisnanto, Budi ; Arimurti, Trinil.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:14:y:2011:i:1e:p:5-30.

    Full description at Econpapers || Download paper

  25. The Role of Inflation Persistence in the Inflation Process in the New EU Member States. (2010). Smidkova, Katerina ; Saxa, Branislav ; Franta, Michal.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:60:y:2010:i:6:p:480-500.

    Full description at Econpapers || Download paper

  26. Euro area inflation persistence in an estimated nonlinear DSGE model. (2010). Tristani, Oreste ; amisano, gianni.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:10:p:1837-1858.

    Full description at Econpapers || Download paper

  27. US PRICE INDICES AND THE EXCHANGE RATE: ARE RECREATIONAL PRODUCTS DIFFERENT?. (2009). Cellini, Roberto.
    In: Journal of Applied Economic Sciences.
    RePEc:ush:jaessh:v:4:y:2009:i:1(7)_spring2009:49.

    Full description at Econpapers || Download paper

  28. Improving Forecasts of Inflation using the Term Structure of Interest Rates. (2008). Maynard, Alex ; Maheu, John ; Gomez, Alonso.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-319.

    Full description at Econpapers || Download paper

  29. CNB Economic Research Bulletin: Ten Years of Inflation Targeting. (2008). Smidkova, Katerina ; Bulir, Ales ; Babecký, Jan ; Horvath, Roman ; Franta, Michal ; Filacek, Jan ; Babetskii, Ian ; Coricelli, Fabrizio ; Saxa, Branislav.
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:rb06/1.

    Full description at Econpapers || Download paper

  30. Learning Trend Inflation – Can Signal Extraction Explain Survey Forecasts?. (2008). Henzel, Steffen.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_55.

    Full description at Econpapers || Download paper

  31. Modeling the Phillips curve with unobserved components. (2008). Harvey, Andrew.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0805.

    Full description at Econpapers || Download paper

  32. Why Has U.S. Inflation Become Harder to Forecast?. (2007). Watson, Mark W ; Stock, James H.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:39:y:2007:i:s1:p:3-33.

    Full description at Econpapers || Download paper

  33. Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model. (2007). Tristani, Oreste ; Amisano, Gianni.
    In: Working Paper series.
    RePEc:rim:rimwps:18_07.

    Full description at Econpapers || Download paper

  34. Euro area inflation persistence in an estimated nonlinear DSGE model. (2007). Tristani, Oreste ; amisano, gianni.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007754.

    Full description at Econpapers || Download paper

  35. Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model. (2007). Tristani, Oreste ; amisano, gianni.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6373.

    Full description at Econpapers || Download paper

  36. Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members?. (2007). Smidkova, Katerina ; Saxa, Branislav ; Franta, Michal.
    In: Working Papers.
    RePEc:cnb:wpaper:2007/10.

    Full description at Econpapers || Download paper

  37. Why Has U.S. Inflation Become Harder to Forecast?. (2006). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12324.

    Full description at Econpapers || Download paper

  38. Inflation persistence and price-setting behaviour in the euro area : a summary of the Inflation Persistence Network evidence. (2006). Smets, Frank ; Ehrmann, Michael ; Altissimo, Filippo .
    In: Working Paper Research.
    RePEc:nbb:reswpp:200610-7.

    Full description at Econpapers || Download paper

  39. Fiscal sustainability indicators and policy design in the face of ageing. (2006). Langenus, Geert .
    In: Working Paper Research.
    RePEc:nbb:reswpp:200610-1.

    Full description at Econpapers || Download paper

  40. Inflation persistence in Belgium. (2006). Collin, M..
    In: Economic Review.
    RePEc:nbb:ecrart:y:2006:m:september:i:ii:p:23-33.

    Full description at Econpapers || Download paper

  41. Inflation persistence and price-setting behaviour in the euro area – a summary of the IPN evidence. (2006). Smets, Frank ; Ehrmann, Michael ; Altissimo, Filippo .
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:20060046.

    Full description at Econpapers || Download paper

  42. Determinants of Incoming Cross-Border M&A: Evidence from European Transition Economies. (2002). Skrabic Peric, Blanka ; Darvas, Zsolt ; Varga, Balazs .
    In: EcoMod2010.
    RePEc:ekd:002596:259600168.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. [1] Amato, J.D. and T. Laubach, 1999, The value of interest rate smoothing: how the private sector helps the federal reserve, Federal Reserve Bank of Kansas City Economic Reviews, Third Quarter, 47-64.

  2. [10] Cogley, T. and T. Sargent, 2003, Drifts and Volatilities: Monetary Policies and Outcomes in the Post World War US, University of California, mimeo.

  3. [11] Cukierman, A. and A.H. Meltzer, 1986, A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information, Econometrica, 54, 1099-1128.

  4. [12] de Jong, P., 1991, The diffuse Kalman filter, Annals of Statistics, 19, 1073-1083
    Paper not yet in RePEc: Add citation now

  5. [13] Domenech, R. and V. Gomez, 2003, Estimating potential output, core inflation and the NAIRU as latent variables, University of Valencia, mimeo.

  6. [14] Durbin, J. and S. Koopman, 2001, Time Series Analysis by State Space Methods, Oxford Statistical Science Series, Oxford University Press, Oxford.

  7. [15] English, W.B., Nelson, W.R. and B.P. Sack, 2003, Interpreting the significance of the lagged interest rate in estimated monetary policy rules, Contributions to Macroeconomics, 3.

  8. [16] Erceg, C. and A. Levin, 2003, Imperfect credibility and inflation persistence, Journal of Monetary Economics, 50, 914-944.

  9. [17] Fagan, G., Henry J. and R. Mestre, 2005, An area-wide model (AWM) for the euro area, Economic Modelling, 22, 39-59.

  10. [18] Fuhrer, J. and G. Moore, 1995, Inflation Persistence, Quarterly Journal of Economics, 110, 127-159.

  11. [19] Gadzinski, G. and F. Orlandi, 2004, Inflation Persistence for the EU Countries, the Euro Area and the US, ECB Working Paper 414.
    Paper not yet in RePEc: Add citation now

  12. [2] Andolfatto, D., Hendry, S. and K. Moran, 2002, Inflation Expectations and Learning about Monetary Policy, Bank of Canada Working Paper 2002-30.

  13. [20] Galí J., Gertler M. and D. Lopez-Salido, 2001, European inflation dynamics, European Economic Review, 45, 1237-1270.

  14. [21] Gerlach, S. and F. Smets, 1999, Output Gaps and Monetary Policy in the Euro Area, European Economic Review, 43, 801-812.

  15. [22] Geweke, J., 1989, Bayesian inference in econometric models using Monte Carlo integration , Econometrica, 57, 1317-1339.

  16. [24] Hamilton, J., 1994, Time Series Analysis, Princeton University Press, Princeton.
    Paper not yet in RePEc: Add citation now

  17. [25] Harvey, A.C., 1985, Trends and Cycles in Macroeconomic Time Series, Journal of Business and Economic Statistics, 3, 216-227.

  18. [26] Koopman, S., 1997, Exact initial Kalman filtering and smoothing for non-stationary time series models, Journal of the American Statistical Association, 92, 1630-1638.
    Paper not yet in RePEc: Add citation now

  19. [27] Koopman, S. and J. Durbin, 2000, Fast Filtering and Smoothing for Multivariate State Space Models, Journal of Time Series Analysis, 21, 281-296.

  20. [28] Koopman, S. and J. Durbin, 2003, Filtering and Smoothing of State Vector for Diffuse State-Space Models, Journal of Time Series Analysis, 24, 85-98.

  21. [29] Kozicki, S. and P.A. Tinsley, 2003, Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information, Federal Reserve Bank of Kansas City Working Paper 03-09.

  22. [3] Angeloni, I., Aucremanne, L., Ehrmann, M., Gali, J., Levin, A. and F. Smets, 2004, Inflation Persistence in the Euro Area: Preliminary Summary of Findings, paper presented at the ECB conference on inflation persistence in the euro area, Frankfurt am Main , 10-11 December 2004.
    Paper not yet in RePEc: Add citation now

  23. [30] Lansing, K. and B. Trehan, 2003, Forward-Looking Behavior and Optimal Discretionary Monetary Policy, Economics Letters, 81, 249-256.

  24. [31] Laubach, T. and J. Williams, 2003, Measuring the Natural Rate of Interest, Review of Economics and Statistics, 85, 1063-1070.

  25. [32] Levin, A.T. and J.M. Piger, 2004, Is Inflation Persistence Intrinsic in Industrial Economies?, ECB Working Paper 334.

  26. [33] Mankiw, N.G. and R. Reis, 2002, Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve, Quarterly Journal of Economics, 117, 1295-1328.

  27. [34] Nelson, C.R. and C.I. Plosser, 1982, Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications, Journal of Monetary Economics, 10, 139-162.

  28. [35] OReilly, G. and K Whelan, 2004, Has euro area inflation persistence changed over time?, ECB Working Paper 335.

  29. [36] Orphanides A. and J. Williams, 2004, The decline of activist stabilisation policy: natural rate misperceptions, learning and expectations, ECB Working Paper 337.

  30. [37] Pantula, S.G., 1991, Asymptotic distributions of the unit-root tests when the process is nearly stationary, Journal of Business and Economic Statistics, 9, 325-353.

  31. [38] Perron, P., 1990, Testing for a unit root in a time series with a changing mean, Journal of Business and Economic Statistics, 8, 153-162.

  32. [39] Pivetta, F. and R. Reis, 2004, The persistence of inflation in the United States, Harvard University, mimeo.

  33. [4] Ansley, C. and R. Kohn, 1985, Estimation, filtering and smoothing in state space models with incompletely specified initial conditions, Annals of Statistics, 13, 12861316.
    Paper not yet in RePEc: Add citation now

  34. [40] Rudebusch, G., 2005, Assessing the Lucas Critique in Monetary Policy Models, forthcoming in Journal of Money, Credit and Banking.

  35. [41] Rudebusch, G. and L. Svensson, 1999, Policy Rules for Inflation Targeting, in J. Taylor, ed., Monetary Policy Rules, Chicago University Press, Chicago.

  36. [42] Schwert, G.W., 1989, Tests for unit roots: a Monte Carlo investigation, Journal of Business and Economic Statistics, 7, 147-160.

  37. [43] Smets, F. and R. Wouters, 2005, Comparing shocks and frictions in US and euro area business cycles, Journal of Applied Econometrics, forthcoming

  38. [44] Stock, J.H. and M.W. Watson, 1998, Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model, Journal of the American Statistical Association, 93, 349-358.
    Paper not yet in RePEc: Add citation now

  39. [45] Taylor, J., 1993, Discretion versus policy rules in practice, Carnegie-Rochester Conference Series on Public Policy, 39, 195-214

  40. [46] Tetlow, R.J. and P. von zur Muehlen, 2001, Simplicity versus optimality: the choice of monetary policy rules when agents must learn, Journal of Economic Dynamics and Control, 25, 245-279.

  41. [47] Young, P.C., Lane, K., Ng, C.N. and D. Palmer, 1991, Recursive forecasting, smoothing and seasonal adjustment of nonstationary environmental data, Journal of Forecasting, 10, 57-89.
    Paper not yet in RePEc: Add citation now
  42. [5] Benati, L., 2004, International Evidence on the Persistence in Inflation, Bank of England, mimeo.
    Paper not yet in RePEc: Add citation now
  43. [6] Bilke, L., 2004, Shifts in the Mean and Persistence of Inflation: A Sectoral Analysis on France, ECB Working Paper, forthcoming.
    Paper not yet in RePEc: Add citation now

  44. [7] Castelnuovo E., Nicoletti-Altimari S. and D. Rodriguez-Palenzuela, 2003, Definition of Price Stability, Range and Point Inflation Targets: The Anchoring of Long-Term Inflation Expectations, in Background Studies for the ECBs Evaluation of Its Monetary Policy Strategy, O. Issing ed.

  45. [8] Clarida R., Galí J. and M. Gertler, 1998, Monetary policy rules in practice. Some international evidence, European Economic Review, 42, 1033-1067.

  46. [9] Cogley, T. and T. Sargent, 2001, Evolving Post World War II US Inflation Dynamics, NBER Macroeconomics Annual 2001, 331-372.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The asymmetry of U.S. monetary policy: Evidence from a threshold Taylor rule with time-varying threshold values. (2017). Zhu, Yanli ; Chen, Haiqiang .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:473:y:2017:i:c:p:522-535.

    Full description at Econpapers || Download paper

  2. Hawk or dove: Switching regression model for the monetary policy reaction function in China. (2016). Shen, Chung-Hua ; Guo, NA ; Lin, Kun-Li.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:36:y:2016:i:c:p:94-111.

    Full description at Econpapers || Download paper

  3. .

    Full description at Econpapers || Download paper

  4. Role of financial systems in a sticky price model. (2014). Ida, Daisuke .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:72:y:2014:i:c:p:44-57.

    Full description at Econpapers || Download paper

  5. Optimal monetary policy rules in a two-country economy with a zero bound on nominal interest rates. (2013). Ida, Daisuke .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:24:y:2013:i:c:p:223-242.

    Full description at Econpapers || Download paper

  6. An Estimated (Closed Economy) Dynamic Stochastic General Equilibrium Model for the Philippines: Are There Credibility Gains from Committing to an Inflation Targeting Rule?. (2011). Majuca, Ruperto P..
    In: Discussion Papers.
    RePEc:phd:dpaper:dp_2011-04.

    Full description at Econpapers || Download paper

  7. Stock Prices and Monetary Policy Shocks: A General Equilibrium Approach. (2011). Giannitsarou, Chryssi ; Challe, Edouard.
    In: Working papers.
    RePEc:bfr:banfra:330.

    Full description at Econpapers || Download paper

  8. An Estimated Small Open Economy New-Keynesian Model of the Australian Economy. (2010). Heidari, Hassan.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2010:i:4:p:7-15.

    Full description at Econpapers || Download paper

  9. Policy irreversibility and interest rate smoothing. (2010). Kobayashi, Teruyoshi.
    In: MPRA Paper.
    RePEc:pra:mprapa:19931.

    Full description at Econpapers || Download paper

  10. INERTIE DE LA POLITIQUE MONÉTAIRE DANS LA ZONE EURO : LE RÔLE DE LHÉTÉROGÉNÉITÉ. (2010). Pépin, Dominique ; Aubin, Christian ; Diouf, Ibrahima .
    In: Post-Print.
    RePEc:hal:journl:hal-00960030.

    Full description at Econpapers || Download paper

  11. Does Government Ideology Matter in Monetary Policy? – A Panel Data Analysis for OECD Countries. (2009). Potrafke, Niklas ; Belke, Ansgar.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:94.

    Full description at Econpapers || Download paper

  12. Transmisión de Tasas de Interés bajo el Esquema de Metas de Inflación: Evidencia para Colombia. (2009). Melo-Velandia, Luis ; Becerra, Oscar ; Luis Fernando Melo Velandia., .
    In: Latin American Journal of Economics-formerly Cuadernos de Economía.
    RePEc:ioe:cuadec:v:46:y:2009:i:133:p:107-134.

    Full description at Econpapers || Download paper

  13. Structure par terme des taux d’intérêt et anticipations de la politique économique. (2008). Sterdyniak, Henri ; Ducoudré, Bruno.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/5221.

    Full description at Econpapers || Download paper

  14. Does the ECB Care about Shifts in Investors’ Risk Appetite?. (2008). Papadamou, Stephanos ; SIRIOPOULOS, COSTAS.
    In: MPRA Paper.
    RePEc:pra:mprapa:25973.

    Full description at Econpapers || Download paper

  15. Investment and Monetary Policy: Learning and Determinacy of Equilibrium. (2008). .
    In: Working Paper.
    RePEc:pit:wpaper:324.

    Full description at Econpapers || Download paper

  16. Taylor Rule in Practice: Evidence from Turkey. (2008). Nargelecekenler, Mehmet ; Aklan, Nejla Adanur.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:14:y:2008:i:2:p:156-166.

    Full description at Econpapers || Download paper

  17. In-sample and out-of-sample properties of linear and nonlinear Taylor rules. (2008). Enders, Walter ; Qin, Ting.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:30:y:2008:i:1:p:428-443.

    Full description at Econpapers || Download paper

  18. Optimal Simple Monetary Policy Rules in a Small Open Economy with Exchange Rate Imperfections. (2008). Ferris, J. Stephen ; Luo, Deming.
    In: Carleton Economic Papers.
    RePEc:car:carecp:08-03.

    Full description at Econpapers || Download paper

  19. How the ECB and the US Fed set interest rates. (2007). Belke, Ansgar ; Polleit, Thorsten .
    In: Applied Economics.
    RePEc:taf:applec:v:39:y:2007:i:17:p:2197-2209.

    Full description at Econpapers || Download paper

  20. Satisficing Solutions for New Zealand Monetary Policy. (2007). Sethi, Rishab ; Krawczyk, Jacek.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2007/03.

    Full description at Econpapers || Download paper

  21. Using Taylor Rules to Understand European Central Bank Monetary Policy. (2007). Sturm, Jan-Egbert ; Sauer, Stephan .
    In: German Economic Review.
    RePEc:bla:germec:v:8:y:2007:i::p:375-398.

    Full description at Econpapers || Download paper

  22. How the ECB and US Fed set interest rates. (2006). Belke, Ansgar ; Polleit, Thorsten .
    In: Frankfurt School - Working Paper Series.
    RePEc:zbw:fsfmwp:72.

    Full description at Econpapers || Download paper

  23. The Taylor rule: can it be supported by the data?. (2006). Leon, Costas.
    In: MPRA Paper.
    RePEc:pra:mprapa:1650.

    Full description at Econpapers || Download paper

  24. How the ECB and the US Fed Set Interest Rates. (2006). Belke, Ansgar ; Polleit, Thorsten .
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
    RePEc:hoh:hohdip:269.

    Full description at Econpapers || Download paper

  25. Measuring Inflation Persistence: A Structural Time Series Approach. (2005). Everaert, Gerdie ; Dossche, Maarten.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:459.

    Full description at Econpapers || Download paper

  26. Measuring inflation persistence: A structural time series approach. (2005). Everaert, Gerdie ; Dossche, Maarten.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:85.

    Full description at Econpapers || Download paper

  27. The Taylor Rule and Opportunistic Monetary Policy. (2005). Enders, Walter ; Bunzel, Helle.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:12301.

    Full description at Econpapers || Download paper

  28. Back to the rules. (2005). Belke, Ansgar ; Leschke, Martin ; Kosters, Wim ; Polleit, Thorsten .
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
    RePEc:hoh:hohdip:268.

    Full description at Econpapers || Download paper

  29. Permanent and transitory policy shocks in an empirical macro model with asymmetric information. (2005). Tinsley, Peter ; Kozicki, Sharon.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:29:y:2005:i:11:p:1985-2015.

    Full description at Econpapers || Download paper

  30. Measuring inflation persistence: a structural time series approach. (2005). Everaert, Gerdie ; Dossche, Maarten.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005495.

    Full description at Econpapers || Download paper

  31. Monetary policy and data uncertainty. (2005). yates, anthony ; Jaaskela, Jarkko .
    In: Bank of England working papers.
    RePEc:boe:boeewp:281.

    Full description at Econpapers || Download paper

  32. Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information. (2004). Tinsley, Peter ; Kozicki, Sharon.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:146.

    Full description at Econpapers || Download paper

  33. Habit Formation and Interest Rate Smoothing. (2004). Holly, Sean ; Corrado, Luisa.
    In: CDMA Conference Paper Series.
    RePEc:san:cdmacp:0404.

    Full description at Econpapers || Download paper

  34. How do data revisions affect the evaluation and conduct of monetary policy?. (2004). Kozicki, Sharon.
    In: Economic Review.
    RePEc:fip:fedker:y:2004:i:qi:p:5-38:n:v.89no.1.

    Full description at Econpapers || Download paper

  35. Permanent and transitory policy shocks in an empirical macro model with asymmetric information. (2004). Tinsley, Peter ; Kozicki, Sharon.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2004:i:mar:x:9.

    Full description at Econpapers || Download paper

  36. Real exchange rate persistence and monetary policy rules. (2004). Benigno, Gianluca.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:51:y:2004:i:3:p:473-502.

    Full description at Econpapers || Download paper

  37. Pruebas de la neutralidad monetaria a largo plazo: el caso de Nicaragua. (2004). Wallace, Frederick ; Cabrera-Castellanos, Luis.
    In: Monetaria.
    RePEc:cml:moneta:v:xxvii:y:2004:i:4:p:407-418.

    Full description at Econpapers || Download paper

  38. ¿De qué forma afectan las revisiones de datos a la evaluación y conducción de la política monetaria?. (2004). Kozicki, Sharon.
    In: Monetaria.
    RePEc:cml:moneta:v:xxvii:y:2004:i:4:p:369-405.

    Full description at Econpapers || Download paper

  39. Señales de política monetaria y tasas de interés en México. (2004). .
    In: Monetaria.
    RePEc:cml:moneta:v:xxvii:y:2004:i:4:p:343-367.

    Full description at Econpapers || Download paper

  40. Las tasas de interés en moneda nacional y la inflación: una revisión de la Hipótesis de Fisher para Bolivia. (2004). .
    In: Monetaria.
    RePEc:cml:moneta:v:xxvii:y:2004:i:4:p:325-341.

    Full description at Econpapers || Download paper

  41. Taylor Rules and Interest Rate Smoothing in the US and EMU. (2003). Castelnuovo, Efrem.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0303002.

    Full description at Econpapers || Download paper

  42. Permanent and transitory policy shocks in an empirical macro model with asymmetric information. (2003). Tinsley, Peter ; Kozicki, Sharon.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp03-09.

    Full description at Econpapers || Download paper

  43. Estimation and control of an optimization-based model with sticky prices and wages. (2003). Laubach, Thomas ; Amato, Jeffery D..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:27:y:2003:i:7:p:1181-1215.

    Full description at Econpapers || Download paper

  44. Interest rate reaction functions and the Taylor rule in the euro area. (2003). Gerlach-Kristen, Petra.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003258.

    Full description at Econpapers || Download paper

  45. Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model. (2002). Castelnuovo, Efrem.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0211006.

    Full description at Econpapers || Download paper

  46. Interpreting the significance of lagged interest rate in estimated monetary policy rules. (2002). Sack, Brian P. ; Nelson, William R. ; English, William B..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2002-24.

    Full description at Econpapers || Download paper

  47. Term structure evidence on interest rate smoothing and monetary policy inertia. (2002). Rudebusch, Glenn.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:49:y:2002:i:6:p:1161-1187.

    Full description at Econpapers || Download paper

  48. MONETARY POLICY IN AN ESTIMATED OPTIMIZATION-BASED MODEL WITH STICKY PRICES AND WAGES. (2000). Laubach, Thomas ; Jeffery Amato, Thomas Laubach, .
    In: Computing in Economics and Finance 2000.
    RePEc:sce:scecf0:303.

    Full description at Econpapers || Download paper

  49. Monetary policy in an estimated optimization-based model with sticky prices and wages. (1999). Laubach, Thomas ; Amato, Jeffery D..
    In: Research Working Paper.
    RePEc:fip:fedkrw:99-09.

    Full description at Econpapers || Download paper

  50. Commentary : how should monetary policy be conducted in an era of price stability?. (1999). Woodford, Michael.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:1999:p:277-316.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-28 09:38:27 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.