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Commentary on "Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach"

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  • Andrew T. Levin

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Bibliographic Info

Article provided by Federal Reserve Bank of St. Louis in its journal Review.

Volume (Year): (2008)
Issue (Month): Jul ()
Pages: 301-306

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Handle: RePEc:fip:fedlrv:y:2008:i:jul:p:301-306:n:v.90no.4

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Keywords: Econometric models ; Monetary policy;

References

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  1. Volker Wieland, 1999. "Monetary policy, parameter uncertainty and optimal learning," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 1999-48, Board of Governors of the Federal Reserve System (U.S.).
  2. Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 2005. "Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 113(1), pages 1-45, February.
  3. Mark Gertler & Jordi Gali & Richard Clarida, 1999. "The Science of Monetary Policy: A New Keynesian Perspective," Journal of Economic Literature, American Economic Association, vol. 37(4), pages 1661-1707, December.
  4. Levin, Andrew & López-Salido, J David & Yun, Tack, 2007. "Strategic Complementarities and Optimal Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6423, C.E.P.R. Discussion Papers.
  5. Christopher J. Erceg & Luca Guerrieri & Christopher Gust, 2006. "SIGMA: a new open economy model for policy analysis," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 835, Board of Governors of the Federal Reserve System (U.S.).
  6. Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams, 2005. "Monetary policy under uncertainty in micro-founded macroeconometric models," Working Paper Series, Federal Reserve Bank of San Francisco 2005-15, Federal Reserve Bank of San Francisco.
  7. Robert King & Alexander L. Wolman, 1999. "What Should the Monetary Authority Do When Prices Are Sticky?," NBER Chapters, in: Monetary Policy Rules, pages 349-404 National Bureau of Economic Research, Inc.
  8. Andrew T. Levin & J. David López-Salido & Edward Nelson & Tack Yun, 2008. "Macroeconometric equivalence, microeconomic dissonance, and the design of monetary policy," Working Papers, Federal Reserve Bank of St. Louis 2008-035, Federal Reserve Bank of St. Louis.
  9. Wieland, Volker, 2003. "Monetary Policy and Uncertainty about the Natural Unemployment Rate," CFS Working Paper Series 2003/05, Center for Financial Studies (CFS).
  10. Julio Rotemberg & Michael Woodford, 1997. "An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy," NBER Chapters, in: NBER Macroeconomics Annual 1997, Volume 12, pages 297-361 National Bureau of Economic Research, Inc.
  11. Marvin Goodfriend & Robert King, 1997. "The New Neoclassical Synthesis and the Role of Monetary Policy," NBER Chapters, in: NBER Macroeconomics Annual 1997, Volume 12, pages 231-296 National Bureau of Economic Research, Inc.
  12. Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2007. "Natural rate measures in an estimated DSGE model of the U.S. economy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2007-08, Board of Governors of the Federal Reserve System (U.S.).
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