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The Monetary Policy of the European Central Bank

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Author Info
Paolo Surico

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Abstract

The first six years of ECB monetary policy are examined using a general framework that allows central bankers to weight differently positive and negative deviations of inflation, output and the interest rate from their reference values. The empirical analysis on synthetic euro-area data suggests that the objective of price stability is symmetric, whereas the objectives of real activity and interest-rate stabilizations are not. Output contractions imply larger policy responses than output expansions of the same size, while movements in the interest rate are larger when the "level" of the interest rate is relatively high. The hypothesis of M3 growth-rate targeting is rejected. Copyright The editors of the "Scandinavian Journal of Economics" 2007 .

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9442.2007.00485.x
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Publisher Info
Article provided by Blackwell Publishing in its journal Scandinavian Journal of Economics.

Volume (Year): 109 (2007)
Issue (Month): 1 (03)
Pages: 115-135
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Handle: RePEc:bla:scandj:v:109:y:2007:i:1:p:115-135

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  1. Vítor Castro, 2008. "Are Central Banks following a linear or nonlinear (augmented) Taylor rule?," NIPE Working Papers 19/2008, NIPE - Universidade do Minho. [Downloadable!]
    Other versions:
  2. Arghyrou, Michael G & Gadea, Maria Dolores, 2008. "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Cardiff Economics Working Papers E2008/23, Cardiff University, Cardiff Business School, Economics Section. [Downloadable!]
  3. Michael Arghyrou, 2009. "Monetary policy before and after the euro: evidence from Greece," Empirical Economics, Springer, vol. 36(3), pages 621-643, June. [Downloadable!] (restricted)
    Other versions:
  4. Pierre-Richard Agénor & Koray Alper, 2009. "Monetary Shocks and Central Bank Liquidity with Credit Market Imperfections," Centre for Growth and Business Cycle Research Discussion Paper Series 120, Economics, The Univeristy of Manchester. [Downloadable!]
  5. Fourçans, André & Vranceanu, Radu, 2008. "Money in the Inflation Equation: the Euro Area Evidence," ESSEC Working Papers DR 08012, ESSEC Research Center, ESSEC Business School. [Downloadable!]
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