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Article provided by Elsevier in its journal Journal of Economics and Business.

Volume (Year): 53 (2001)
Issue (Month): 4 ()
Pages: 345-358
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Handle: RePEc:eee:jebusi:v:53:y:2001:i:4:p:345-358

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1. Karsten Ruth, 2007. "Interest rate reaction functions for the euro area," Empirical Economics, Springer, vol. 33(3), pages 541-569, November. [Downloadable!] (restricted)
2. Ruth, Karsten, 2004. "Interest rate reaction functions for the euro area Evidence from panel data analysis," Discussion Paper Series 1: Economic Studies 2004,33, Deutsche Bundesbank, Research Centre. [Downloadable!]
3. Yash P. Mehra, 2002. "The Taylor principle, interest rate smoothing and Fed policy in the 1970s and 1980s," Working Paper 02-03, Federal Reserve Bank of Richmond. [Downloadable!]
4. Brian Sack, 2003. "A monetary policy rule based on nominal and inflation-indexed treasury yields," Finance and Economics Discussion Series 2003-07, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
5. William English & William Nelson & Brian Sack, 2003. "Interpreting the Significance of the Lagged Interest Rate in Estimated Monetary Policy Rules," Contributions to Macroeconomics, Berkeley Electronic Press, vol. 3(1), pages 1073-1073. [Downloadable!] (restricted)
6. Michael R. Pakko, 2003. "On the information content of asymmetric FOMC policy statements: evidence from a Taylor-rule perspective," Working Papers 2003-016, Federal Reserve Bank of St. Louis. [Downloadable!]
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7. Gerberding, Christina & Seitz, Franz & Worms, Andreas, 2007. "Money-based interest rate rules: lessons from German data," Discussion Paper Series 1: Economic Studies 2007,06, Deutsche Bundesbank, Research Centre. [Downloadable!]

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