Jeffrey C. Fuhrer Citations at IDEAS
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and download statistics Working papers
Jeff Fuhrer, 2005.
"Intrinsic and inherited inflation persistence ,"
Working Papers
05-8, Federal Reserve Bank of Boston.
[Downloadable!] Other versions: Published as: Cited by:
Adam Hale Shapiro, 2006.
"Estimating the New Keynesian Phillips Curve: a vertical production chain approach ,"
Working Papers
06-11, Federal Reserve Bank of Boston.
[Downloadable!]
Other versions: Michael T. Kiley, 2006.
"A quantitative comparison of sticky-price and sticky-information models of price setting ,"
Finance and Economics Discussion Series
2006-45, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:Michael Kiley, 2005.
"A Quantitative Comparison Of Sticky-Price And Sticky-Information Models Of Price Setting ,"
Computing in Economics and Finance 2005
183, Society for Computational Economics.
Michael T. Kiley, 2007.
"A Quantitative Comparison of Sticky-Price and Sticky-Information Models of Price Setting ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 39(s1), pages 101-125, 02.
[Downloadable!] (restricted)
Oleg Korenok & Stanislav Radchenko & Norman R. Swanson, 2006.
"International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence ,"
Working Papers
0602, VCU School of Business, Department of Economics.
[Downloadable!]
Other versions: Ashoka Mody & Franziska Ohnsorge, 2007.
"Can Domestic Policies Influence Inflation? ,"
IMF Working Papers
07/257, International Monetary Fund.
[Downloadable!]
Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006.
"The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
78, Economics, The Univeristy of Manchester.
[Downloadable!]
Other versions:Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006.
"The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices ,"
The School of Economics Discussion Paper Series
0631, Economics, The University of Manchester.
[Downloadable!]
Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2007.
"The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices ,"
Discussion Paper Series
0715, Institute of Economic Research, Korea University.
[Downloadable!]
Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008.
"The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 40(4), pages 667-699, 06.
[Downloadable!] (restricted)
Roger Bjørnstad and Ragnar Nymoen, 2006.
"Will it float? The New Keynesian Phillips curve tested on OECD panel data ,"
Discussion Papers
463, Research Department of Statistics Norway.
[Downloadable!]
Efrem Castelnuovo, 2006.
"Monetary Policy Switch, the Taylor Curve, and the Great Moderation ,"
Computing in Economics and Finance 2006
59, Society for Computational Economics.
[Downloadable!]
Fabià Gumbau-Brisa, 2005.
"Heterogeneous beliefs and inflation dynamics: a general equilibrium approach ,"
Working Papers
05-16, Federal Reserve Bank of Boston.
[Downloadable!]
Andreas Hornstein, 2007.
"Evolving inflation dynamics and the New Keynesian Phillips Curve ,"
Economic Quarterly ,
Federal Reserve Bank of Richmond, issue Fall, pages 317-339.
[Downloadable!]
Kevin J. Lansing, 2006.
"Time-varying U.S. inflation dynamics and the New-Keynesian Phillips Curve ,"
Working Paper Series
2006-15, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions:
Jeffrey C. Fuhrer & Giovanni P. Olivei, 2004.
"Estimating forward looking Euler equations with GMM estimators: an optimal instruments approach ,"
Working Papers
04-2, Federal Reserve Bank of Boston.
[Downloadable!] Published as: Cited by:
DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral, 2005.
"Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis ,"
Cahiers de recherche
2005-17, Universite de Montreal, Departement de sciences economiques.
[Downloadable!]
Other versions:Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2006.
"Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 30(9-10), pages 1707-1727.
[Downloadable!] (restricted)
Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005.
"Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis ,"
CIRANO Working Papers
2005s-30, CIRANO.
[Downloadable!]
Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005.
"Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis ,"
Working Papers
05-27, Bank of Canada.
[Downloadable!]
Sophocles Mavroeidis, 2006.
"Testing the New Keynesian Phillips Curve Without Assuming Identification ,"
Working Papers
2006-13, Brown University, Department of Economics.
[Downloadable!]
Dibartolomeo, Giovanni & Rossi, Lorenza & Tancioni, Massimiliano, 2004.
"Monetary Policy under Rule-of-Thumb Consumers and External Habits: An International Empirical Comparison ,"
MPRA Paper
1094, University Library of Munich, Germany, revised Jun 2006.
[Downloadable!]
Òscar Jordà & Sharon Kozicki, 2007.
"Estimation and Inference by the Method of Projection Minimum Distance ,"
Working Papers
07-56, Bank of Canada.
[Downloadable!]
Jeff Fuhrer & Geoff Tootell, 2004.
"Eyes on the prize: how did the Fed respond to the stock market? ,"
Public Policy Discussion Paper
04-2, Federal Reserve Bank of Boston.
[Downloadable!] Cited by:
Fernando Alexandre & Pedro Bação, 2005.
"Monetary policy and asset prices: the investment channel ,"
NIPE Working Papers
3/2005, NIPE - Universidade do Minho.
[Downloadable!]
Bjørnland , Hilde & Leitemo, Kai, 2005.
"Identifying the interdependence between US monetary policy and the stock market ,"
Research Discussion Papers
17/2005, Bank of Finland.
[Downloadable!]
Other versions: P. Siklos & M. Bohl, 2006.
"Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule ,"
Working Papers
eg0053, Wilfrid Laurier University, Department of Economics, revised 2006.
[Downloadable!]
Other versions:
Jeffrey C. Fuhrer & Glenn D. Rudebusch, 2002.
"Estimating the Euler equation for output ,"
Working Papers
02-3, Federal Reserve Bank of Boston.
[Downloadable!] Other versions: Published as: Cited by:
André Kurmann, 2004.
"Maximum Likelihood Estimation of Dynamic Stochastic Theories with an Application to New Keynesian Pricing ,"
Macroeconomics
0409028, EconWPA.
[Downloadable!]
Other versions: Ray C. Fair, 2006.
"Evaluating Inflation Targeting Using a Macroeconometric Model ,"
Cowles Foundation Discussion Papers
1570, Cowles Foundation, Yale University, revised Mar 2007.
[Downloadable!]
Other versions: Efrem Castelnuovo, 2006.
"The Fed's Preference for Policy Rate Smoothing: Overestimation Due to Misspecification? ,"
Topics in Macroeconomics ,
Berkeley Electronic Press, vol. 6(2), pages 1416-1416.
[Downloadable!] (restricted)
Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2005.
"New-Keynesian Macroeconomics and the Term Structure ,"
NBER Working Papers
11340, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:Antonio Moreno & Geert Bekaert & Seonghoon Cho, 2004.
"New-Keynesian Macroeconomics and the Term Structure ,"
2004 Meeting Papers
388, Society for Economic Dynamics.
[Downloadable!]
Bekaert, Geert & Cho, Seonghoon & Moreno, Antonio, 2006.
"New-Keynesian Macroeconomics and the Term Structure ,"
CEPR Discussion Papers
5956, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Seonghoon Cho & Antonio Moreno & Geert Bekaert, 2005.
"New-Keynesian Macroeconomics and the Term Structure ,"
Faculty Working Papers
04/05, School of Economics and Business Administration, University of Navarra.
[Downloadable!]
Livio Stracca, 2006.
"A speed limit monetary policy rule for the euro area ,"
Working Paper Series
600, European Central Bank.
[Downloadable!]
Other versions: Richard Dennis & Kai Leitemo & Ulf Soderstrom, .
"Methods for Robust Control ,"
Working Papers
307, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions:Richard Dennis & Kai Leitemo & Ulf Soderstrom, 2006.
"Methods for Robust Control ,"
2006 Meeting Papers
493, Society for Economic Dynamics.
Richard Dennis & Kai Leitemo & Ulf Söderström, 2006.
"Methods for robust control ,"
Working Paper Series
2006-10, Federal Reserve Bank of San Francisco.
[Downloadable!]
Dennis, Richard & Leitemo, Kai & Söderström, Ulf, 2006.
"Methods for Robust Control ,"
CEPR Discussion Papers
5638, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Efrem Castelnuovo, 2004.
"Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies ,"
Computing in Economics and Finance 2004
49, Society for Computational Economics.
[Downloadable!]
Other versions:Castelnuovo, Efrem, 2008.
"Regime shifts and the stability of backward-looking Phillips curves in open economies ,"
Journal of International Money and Finance ,
Elsevier, vol. 27(1), pages 40-53, February.
[Downloadable!] (restricted)
Efrem Castelnuovo, 2005.
"Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies ,"
Macroeconomics
0506017, EconWPA.
[Downloadable!]
Efrem Castelnuovo, 2006.
"Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies ,"
"Marco Fanno" Working Papers
0015, Dipartimento di Scienze Economiche "Marco Fanno".
[Downloadable!]
Eric JONDEAU & Herve LE BIHAN, 2003.
"ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") ,"
Econometrics
0303006, EconWPA.
[Downloadable!]
Other versions: Troy Davig & Jeffrey R. Gerlach, 2006.
"State-Dependent Stock Market Reactions to Monetary Policy ,"
International Journal of Central Banking ,
International Journal of Central Banking, vol. 2(4), December.
[Downloadable!]
Athanasios Orphanides & John C. Williams, 2004.
"The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations ,"
International Finance Discussion Papers
804, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:Athanasios Orphanides & John C. Williams, 2004.
"The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations ,"
CFS Working Paper Series
2004/24, Center for Financial Studies.
[Downloadable!]
Orphanides, Athanasios & Williams, John C., 2005.
"The decline of activist stabilization policy: Natural rate misperceptions, learning, and expectations ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 29(11), pages 1927-1950, November.
[Downloadable!] (restricted)
John C. Williams & Athanasios Orphanides, 2004.
"The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations ,"
Computing in Economics and Finance 2004
144, Society for Computational Economics.
[Downloadable!]
Athanasios Orphanides & John C. Williams, 2003.
"The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations ,"
Working Papers in Applied Economic Theory
2003-24, Federal Reserve Bank of San Francisco.
[Downloadable!]
Orphanides, Athanasios & Williams, John C, 2005.
"The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning and Expectations ,"
CEPR Discussion Papers
4865, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Athanasios Orphanides & John C. Williams, 2004.
"The decline of activist stabilization policy: Natural rate misperceptions, learning and expectations ,"
Working Paper Series
337, European Central Bank.
[Downloadable!]
Di Bartolomeo, Giovanni & Rossi, Lorenza, 2005.
"Heterogeneous Consumers, Demand Regimes, Monetary Policy and Equilibrium Determinacy ,"
MPRA Paper
5100, University Library of Munich, Germany, revised 08 Sep 2007.
[Downloadable!]
Other versions: Glenn D. Rudebusch & Eric T. Swanson & Tao Wu, 2006.
"The bond yield "conundrum" from a macro-finance perspective ,"
Working Paper Series
2006-16, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Efrem Castelnuovo, 2002.
"Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model ,"
Macroeconomics
0211006, EconWPA.
[Downloadable!]
Other versions: Sharon Kozicki & Peter Tinsley, 2005.
"Term structure transmission of monetary policy ,"
Research Working Paper
RWP 05-06, Federal Reserve Bank of Kansas City.
[Downloadable!]
Other versions:Sharon Kozicki & P.A. Tinsley, 2007.
"Term Structure Transmission of Monetary Policy ,"
Working Papers
07-30, Bank of Canada.
[Downloadable!]
Kozicki, Sharon & Tinsley, P.A., 2008.
"Term structure transmission of monetary policy ,"
The North American Journal of Economics and Finance ,
Elsevier, vol. 19(1), pages 71-92, March.
[Downloadable!] (restricted)
Glenn D. Rudebusch, 2005.
"Monetary policy inertia: fact or fiction? ,"
Working Papers in Applied Economic Theory
2005-19, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Efrem Castelnuovo & Paolo Surico, 2005.
"The Price Puzzle and Indeterminacy ,"
Macroeconomics
0507021, EconWPA.
[Downloadable!]
Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006.
"Observed Inflation Forecasts and the New Keynesian Phillips Curve ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
79, Economics, The Univeristy of Manchester.
[Downloadable!]
Other versions: Diana N. Weymark & Mototsugu Shintani, 2004.
"Measuring Inflation Pressure and Monetary Policy Response: A General Approach Applied to US Data 1966 - 2001 ,"
Working Papers
0424, Department of Economics, Vanderbilt University.
[Downloadable!]
Ray C. Fair, 2006.
"A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best? ,"
Cowles Foundation Discussion Papers
1577, Cowles Foundation, Yale University, revised Mar 2007.
[Downloadable!]
Other versions: Peter Hördahl & Oreste Tristani, 2007.
"Mortage interest rate dispersion in the euro area ,"
Working Paper Series
734, European Central Bank.
[Downloadable!]
Seonghoon Cho & Antonio Moreno, 2005.
"A Small-Sample Study of the New-Keynesian Macro Model ,"
Faculty Working Papers
03/05, School of Economics and Business Administration, University of Navarra.
[Downloadable!]
Other versions: Carlo Favero & Iryna Kaminska & Ulf Soderstrom, .
"The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation ,"
Working Papers
280, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions: Glenn D. Rudebusch & John C. Williams, 2006.
"Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections ,"
NBER Working Papers
12638, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Bergljot Barkbu & Vincenzo Cassino & Aileen Gosselin-Lotz & Laura Piscitelli, .
"The New Keynesian Phillips Curve in the United States and the euro area: aggregation bias, stability and robustness ,"
Bank of England working papers
285, Bank of England.
[Downloadable!]
Beyer, Andreas & Farmer, Roger E A & Henry, Jérôme & Marcellino, Massimiliano, 2005.
"Factor Analysis in a New-Keynesian Model ,"
CEPR Discussion Papers
5266, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Jeffrey C. Fuhrer & Giovanni P. Olivei, 2004.
"Estimating forward looking Euler equations with GMM estimators: an optimal instruments approach ,"
Working Papers
04-2, Federal Reserve Bank of Boston.
[Downloadable!]
Other versions: Ryan Banerjee & Nicoletta Batini, 2003.
"UK Consumers’ Habits ,"
Discussion Papers
13, Monetary Policy Committee Unit, Bank of England.
[Downloadable!]
Diana N. Weymark & Mototsugu Shintani, 2006.
"Quantifying Inflation Pressure and Monetary Policy Response in the United States ,"
Levine's Bibliography
321307000000000321, UCLA Department of Economics.
[Downloadable!]
Efrem Castelnuovo, 2006.
"Assessing Different Drivers of the GreatModeration in the U.S ,"
"Marco Fanno" Working Papers
0025, Dipartimento di Scienze Economiche "Marco Fanno".
[Downloadable!]
Sophocles N. Brissimis & Ifigeneia Skotida, 2007.
"Optimal Monetary Policy in the Euro Area in the Presence of Heterogeneity ,"
Working Papers
62, Bank of Greece.
[Downloadable!]
Other versions: Takhtamanova, Yelena & Sierminska, Eva, 2008.
"Gender differences in the effect of monetary policy on employment: The case of nine OECD countries ,"
IRISS Working Paper Series
2008-04, IRISS at CEPS/INSTEAD.
[Downloadable!]
Glenn D. Rudebusch & Brian P. Sack & Eric T. Swanson, 2007.
"Macroeconomic implications of changes in the term premium ,"
Review ,
Federal Reserve Bank of St. Louis, issue Jul, pages 241-270.
[Downloadable!]
Other versions: Julien Matheron & Céline Poilly, 2006.
"How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data? ,"
THEMA Working Papers
2006-11, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
[Downloadable!]
Mark Crosby & Tim Kam & Kirdan Lees, 2006.
"How costly is exchange rate stabilisation for an inflation targeter? The case of Australia ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2006/07, Reserve Bank of New Zealand.
[Downloadable!]
Fuhrer, Jeffrey, 2006.
"Intrinsic and Inherited Inflation Persistence ,"
MPRA Paper
805, University Library of Munich, Germany.
[Downloadable!]
Other versions: Efrem Castelnuovo & Paolo Surico, 2006.
"The Price Puzzle: Fact or Artifact? ,"
"Marco Fanno" Working Papers
0016, Dipartimento di Scienze Economiche "Marco Fanno".
[Downloadable!]
Other versions: Charles Goodhart & Boris Hofmann, 2005.
"The IS curve and the transmission of monetary policy: is there a puzzle? ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(1), pages 29-36, January.
[Downloadable!] (restricted)
Peter Claeys, 2005.
"Policy Mix and Debt Sustainability: Evidence from Fiscal Policy Rules ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo GmbH.
[Downloadable!]
Other versions: Bruce McGough & Glenn D. Rudebusch & John C. Williams, 2004.
"Using a long-term interest rate as the monetary policy instrument ,"
Working Papers in Applied Economic Theory
2004-22, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Marco Lyrio & Hans Dewachter, 2004.
"Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve ,"
Computing in Economics and Finance 2004
188, Society for Computational Economics.
[Downloadable!]
Glenn Rudebusch & Tao Wu, 2004.
"A macro-finance model of the term structure, monetary policy, and the economy ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Mar.
[Downloadable!]
Other versions:Tao Wu & Glenn Rudebusch, 2004.
"A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy ,"
2004 Meeting Papers
104, Society for Economic Dynamics.
[Downloadable!]
GlennD. Rudebusch & Tao Wu, 2008.
"A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy ,"
Economic Journal ,
Royal Economic Society, vol. 118(530), pages 906-926, 07.
[Downloadable!] (restricted)
Glenn D. Rudebusch & Tao Wu, 2003.
"A macro-finance model of the term structure, monetary policy, and the economy ,"
Working Papers in Applied Economic Theory
2003-17, Federal Reserve Bank of San Francisco.
[Downloadable!]
Efrem Castelnuovo, 2006.
"Monetary Policy Switch, the Taylor Curve, and the Great Moderation ,"
Computing in Economics and Finance 2006
59, Society for Computational Economics.
[Downloadable!]
Peter N. Smith & Mike Wickens, 2006.
" The New Consensus in Monetary Policy: Is the NKM fit for the purpose of inflation targeting? ,"
CDMA Conference Paper Series
0610, Centre for Dynamic Macroeconomic Analysis.
[Downloadable!]
Pu Chen & Carl Chiarella & Peter Flaschel & Willi Semmler, 2006.
"Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy ,"
Working Paper Series
147, School of Finance and Economics, University of Technology, Sydney.
[Downloadable!]
Florin O. Bilbiie, 2004.
"The great inflation, limited asset markets participation and aggregate demand: FED policy was better than you think ,"
Working Paper Series
408, European Central Bank.
[Downloadable!]
Kirdan Lees, 2006.
"What do robust policies look like for open economy inflation targeters? ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2006/08, Reserve Bank of New Zealand.
[Downloadable!]
Jeffrey C. Fuhrer, 2000.
"Optimal monetary policy in a model with habit formation ,"
Working Papers
00-5, Federal Reserve Bank of Boston.
[Downloadable!] Other versions: Cited by:
Frank Smets & Raf Wouters, 2004.
"Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE approach ,"
Research series
200410-1, National Bank of Belgium.
[Downloadable!]
Other versions:Smets, Frank & Wouters, Rafael, 2004.
"Comparing Shocks and Frictions in US and Euro Area Business Cycles: A Bayesian DSGE Approach ,"
CEPR Discussion Papers
4750, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Frank Smets & Raf Wouters, 2004.
"Comparing shocks and frictions in US and euro area business cycles - a Bayesian DSGE approach ,"
Working Paper Series
391, European Central Bank.
[Downloadable!]
Raf Wouters & Frank Smets, 2005.
"Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 20(2), pages 161-183.
[Downloadable!]
Richard Dennis, 2008.
"The Frequency Of Price Adjustment And New Keynesian Business Cycle Dynamics ,"
CAMA Working Papers
2008-19, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
Other versions: Urban Jermann, 2002.
"EconomicDynamics Interviews Urban Jermann on Asset Pricing ,"
EconomicDynamics Newsletter ,
Review of Economic Dynamics, vol. 3(2), April.
[Downloadable!]
Frank Smets & Rafael Wouters, 2002.
"An estimated stochastic dynamic general equilibrium model of the euro area ,"
Working Paper Series
171, European Central Bank.
[Downloadable!]
Frank Smets & Raf Wouters, 2002.
"Monetary policy in an estimated stochastic dynamic general equilibrium model of the Euro area ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Mar.
[Downloadable!]
Minford, Patrick & Nowell, Eric & Sofat, Prakriti & Srinivasan, Naveen, 2006.
"UK Inflation Persistence: Policy or Nature? ,"
CEPR Discussion Papers
5608, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Richard Dennis, 2004.
"Specifying and estimating New Keynesian models with instrument rules and optimal monetary policies ,"
Working Papers in Applied Economic Theory
2004-17, Federal Reserve Bank of San Francisco.
[Downloadable!]
Caraiani, Petre, 2007.
"An Estimated New Keynesian Model for Romania ,"
Journal for Economic Forecasting ,
Institute for Economic Forecasting, vol. 4(4), pages 114-123, December.
[Downloadable!]
Jean-Paul Lam & Greg Tkacz, 2004.
"Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General Equilibrium Framework ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 140(I), pages 89-126, March.
[Downloadable!]
Other versions: Minford, Patrick & Sofat, Prakriti & Nowell, Eric & Srinivasan, Naveen, 2005.
"UK Inflation Persistence: Policy or Nature? ,"
Cardiff Economics Working Papers
E2005/1, Cardiff University, Cardiff Business School, Economics Section.
[Downloadable!]
Arturo Estrella & Jeffrey C. Fuhrer, 1999.
"Are "deep" parameters stable? the Lucas critique as an empirical hypothesis ,"
Working Papers
99-4, Federal Reserve Bank of Boston.
[Downloadable!] Other versions: Cited by:
Eric M. Leeper & Tao Zha, 2001.
"Assessing simple policy rules: a view from a complete macroeconomic model ,"
Review ,
Federal Reserve Bank of St. Louis, issue Jul, pages 83-112.
[Downloadable!]
Other versions: Olivier Basdevant, 2003.
"Learning process and rational expectations: an analysis using a small macroeconomic model for New Zealand ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2003/05, Reserve Bank of New Zealand.
[Downloadable!]
Eric M. Leeper & Tao Zha, 2000.
"Assessing simple policy rules: a view from a complete macro model ,"
Working Paper
2000-19, Federal Reserve Bank of Atlanta.
[Downloadable!]
Kevin D. Hoover & Òscar Jordà, 2001.
"Measuring systematic monetary policy ,"
Review ,
Federal Reserve Bank of St. Louis, issue Jul, pages 113-144.
[Downloadable!]
Other versions: Lindé, Jesper, 2001.
"Estimating New-Keynesian Phillips Curves: A Full Information Maximum Likelihood Approach ,"
Working Paper Series
129, Sveriges Riksbank (Central Bank of Sweden), revised 30 Apr 2001.
[Downloadable!]
Other versions: Grégory Levieuge & Alexis Penot, 2008.
"The Fed and the ECB: Why such an apparent difference in reactivity? ,"
Working Papers
0804, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure.
[Downloadable!]
Peter N. Ireland, 1999.
"Sticky-Price Models of the Business Cycle: Specification and Stability ,"
Boston College Working Papers in Economics
426, Boston College Department of Economics.
[Downloadable!]
Other versions:Ireland, Peter N., 2001.
"Sticky-price models of the business cycle: Specification and stability ,"
Journal of Monetary Economics ,
Elsevier, vol. 47(1), pages 3-18, February.
[Downloadable!] (restricted)
Peter N. Ireland, 2000.
"Sticky-Price Models of the Business Cycle: Specification and Stability ,"
NBER Working Papers
7511, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Katharine Neiss & Edward Nelson, 2002.
"Inflation dynamics, marginal cost, and the output gap: evidence from three countries ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Mar.
[Downloadable!]
Lindé, Jesper, 2001.
"The Empirical Relevance of Simple Forward- and Backward-looking Models: A View from a Dynamic General Equilibrium Model ,"
Working Paper Series
130, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Jeffrey C. Fuhrer, 1998.
"An optimizing model for monetary policy analysis: can habit formation help? ,"
Working Papers
98-1, Federal Reserve Bank of Boston.
[Downloadable!] Other versions: Cited by:
Rochelle M. Edge, 2000.
"Time-to-build, time-to-plan, habit-persistence, and the liquidity effect ,"
International Finance Discussion Papers
673, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Daniel Leigh, 2004.
"Monetary Policy and the Dangers of Deflation:Lessons from Japan ,"
Economics Working Paper Archive
511, The Johns Hopkins University,Department of Economics.
[Downloadable!]
Sònia Muñoz, 2006.
"Wealth Effects in Europe: A Tale of Two Countries (Italy and the United Kingdom) ,"
IMF Working Papers
06/30, International Monetary Fund.
[Downloadable!]
Arturo Extrella & Jeffrey C. Fuhrer, 1998.
"Dynamic inconsistencies: counterfactual implications of a class of rational expectations models ,"
Working Papers
98-5, Federal Reserve Bank of Boston.
[Downloadable!]
Other versions: Jeffrey C. Fuhrer & Michael W. Klein, 1998.
"Risky Habits: On Risk Sharing, Habit Formation, and the Interpretation of International Consumption Correlations ,"
NBER Working Papers
6735, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Alpo Willman, 2003.
"Consumption; habit persistence; imperfect information and the lifetime budget constraint ,"
Working Paper Series
251, European Central Bank.
[Downloadable!]
Glenn Rudebusch, 2000.
"Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty ,"
Econometric Society World Congress 2000 Contributed Papers
0065, Econometric Society.
[Downloadable!]
Other versions:Glenn D. Rudebusch, 2000.
"Assessing nominal income rules for monetary policy with model and data uncertainty ,"
Working Papers in Applied Economic Theory
2000-03, Federal Reserve Bank of San Francisco.
[Downloadable!]
Glenn D. Rudebusch, 2000.
"Assessing nominal income rules for monetary policy with model and data uncertainty ,"
Working Paper Series
14, European Central Bank.
[Downloadable!]
Glenn D. Rudebusch, 2002.
"Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty ,"
Economic Journal ,
Royal Economic Society, vol. 112(479), pages 402-432, April.
[Downloadable!] (restricted)
Arturo Extrella & Jeffrey C. Fuhrer, 1998.
"Dynamic inconsistencies: counterfactual implications of a class of rational expectations models ,"
Working Papers
98-5, Federal Reserve Bank of Boston.
[Downloadable!] Published as: Cited by:
Efrem Castelnuovo, 2004.
"Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies ,"
Computing in Economics and Finance 2004
49, Society for Computational Economics.
[Downloadable!]
Other versions:Castelnuovo, Efrem, 2008.
"Regime shifts and the stability of backward-looking Phillips curves in open economies ,"
Journal of International Money and Finance ,
Elsevier, vol. 27(1), pages 40-53, February.
[Downloadable!] (restricted)
Efrem Castelnuovo, 2005.
"Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies ,"
Macroeconomics
0506017, EconWPA.
[Downloadable!]
Efrem Castelnuovo, 2006.
"Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies ,"
"Marco Fanno" Working Papers
0015, Dipartimento di Scienze Economiche "Marco Fanno".
[Downloadable!]
James M. Nason & Takashi Kano, 2004.
"Business Cycle Implications of Habit Formation ,"
Computing in Economics and Finance 2004
175, Society for Computational Economics.
[Downloadable!]
Other versions: Arslan, M.Murat, 2007.
"Dynamics of Sticky Information and Sticky Price Models in a New Keynesian DSGE Framework ,"
MPRA Paper
5269, University Library of Munich, Germany.
[Downloadable!]
Richard Dennis, 2006.
"The frequency of price adjustment and New Keynesian business cycle dynamics ,"
Working Paper Series
2006-22, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Richard Mash, 2002.
"New Keynesian Microfundations Revisited: A Generalised Calvo-Taylor Model and the Desirability of Inflation vs. Price Level Targeting ,"
Economics Series Working Papers
109, University of Oxford, Department of Economics.
[Downloadable!]
Other versions: Troy Davig & Jeffrey R. Gerlach, 2006.
"State-Dependent Stock Market Reactions to Monetary Policy ,"
International Journal of Central Banking ,
International Journal of Central Banking, vol. 2(4), December.
[Downloadable!]
Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson, 2006.
"Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere ,"
Working Papers Central Bank of Chile
400, Central Bank of Chile.
[Downloadable!]
Other versions:Refet Gurkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson, 2007.
"Inflation targeting and the anchoring of inflation expectations in the western hemisphere ,"
Economic Review ,
Federal Reserve Bank of San Francisco, pages 25-47.
[Downloadable!]
Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson, 2006.
"Inflation Targeting And The Anchoring Of Inflation Expectations In The Western Hemisphere ,"
Journal Economía Chilena (The Chilean Economy) ,
Central Bank of Chile, vol. 9(3), pages 19-52, December.
[Downloadable!]
Glenn D. Rudebusch, 2005.
"Monetary policy inertia: fact or fiction? ,"
Working Papers in Applied Economic Theory
2005-19, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Efrem Castelnuovo & Paolo Surico, 2005.
"The Price Puzzle and Indeterminacy ,"
Macroeconomics
0507021, EconWPA.
[Downloadable!]
Bennett T. McCallum, 2007.
"Basic Calvo and P-Bar Models of Price Adjustment: A Comparison ,"
Kiel Working Papers
1361, Kiel Institute for the World Economy.
[Downloadable!]
Fernando Alexandre & Pedro Bação, 2005.
"Monetary policy and asset prices: the investment channel ,"
NIPE Working Papers
3/2005, NIPE - Universidade do Minho.
[Downloadable!]
Glenn D. Rudebusch, 2002.
"Assessing the Lucas critique in monetary policy models ,"
Working Papers in Applied Economic Theory
2002-02, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: John C. Williams & Andrew T. Levin & Volker Wieland, 2001.
"The performance of forecast-based monetary policy rules under model uncertainty ,"
Working Paper Series
068, European Central Bank.
[Downloadable!]
Other versions:Andrew Levin & Volker Wieland & John Williams, 2000.
"The Performance Of Forecast-Based Monetary Policy Rules Under Model Uncertainty ,"
Computing in Economics and Finance 2000
203, Society for Computational Economics.
Andrew Levin & John C. Williams, 2000.
"The Performance of Forecast-Based Monetary Policy Rules under Model Uncertainty ,"
Econometric Society World Congress 2000 Contributed Papers
1781, Econometric Society.
[Downloadable!]
Andrew Levin & Volker Wieland & John C. Williams, 2003.
"The Performance of Forecast-Based Monetary Policy Rules under Model Uncertainty ,"
CFS Working Paper Series
2003/06, Center for Financial Studies.
[Downloadable!]
Andrew Levin & Volker Wieland & John C. Williams, 2003.
"The Performance of Forecast-Based Monetary Policy Rules under Model Uncertainty ,"
American Economic Review ,
American Economic Association, vol. 93(3), pages 622-645, June.
[Downloadable!] (restricted)
Andrew Levin & Volker Wieland & John C. Williams, 2001.
"The performance of forecast-based monetary policy rules under model uncertainty ,"
Finance and Economics Discussion Series
2001-39, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Frederic S. Mishkin, 2006.
"Monetary Policy Strategy: How Did We Get Here? ,"
NBER Working Papers
12515, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Peter Welz, 2006.
"Assessing predetermined expectations in the standard sticky-price model - a Bayesian approach ,"
Working Paper Series
621, European Central Bank.
[Downloadable!]
Frank Smets, 2000.
"What horizon for price stability ,"
Working Paper Series
24, European Central Bank.
[Downloadable!]
Sujit Kapadia, 2005.
"Optimal Monetary Policy under Hysteresis ,"
Economics Series Working Papers
250, University of Oxford, Department of Economics.
[Downloadable!]
Marika Karanassou & Dennis Snower, 2007.
"Inflation Persistence and the Philips Curve Revisited ,"
Kiel Working Papers
1349, Kiel Institute for the World Economy.
[Downloadable!]
Other versions: Ulrich Fritsche & Jan Gottschalk, 2006.
"The New Keynesian Model and the Long-run Vertical Phillips Curve: Does it hold for Germany? ,"
Macroeconomics and Finance Series
200601, Hamburg University, Department Wirtschaft und Politik.
[Downloadable!]
Other versions: Leitemo, Kai & Söderström, Ulf, 2005.
"Robust Monetary Policy in a Small Open Economy ,"
CEPR Discussion Papers
5071, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Refet S. Gurkaynak & Brian Sack & Eric Swanson, 2005.
"The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models ,"
American Economic Review ,
American Economic Association, vol. 95(1), pages 425-436, March.
[Downloadable!] (restricted)
Federico Ravenna & Carl E. Walsh, 2007.
"Vacancies, Unemployment, and the Phillips Curve ,"
Kiel Working Papers
1362, Kiel Institute for the World Economy.
[Downloadable!]
Argia Sbordone, 2002.
"An optimizing model of U.S. wage and price dynamics ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Mar.
[Downloadable!]
Other versions: Luís, Pacheco, 2004.
"Asset Prices and Monetary Policy in the Euro Area: a tentative model ,"
MPRA Paper
6579, University Library of Munich, Germany.
[Downloadable!]
Julien Matheron & Céline Poilly, 2006.
"How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data? ,"
THEMA Working Papers
2006-11, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
[Downloadable!]
Marika Karanassou & Dennis J Snower, 2005.
"Inflation Persistence Revisited ,"
Money Macro and Finance (MMF) Research Group Conference 2005
50, Money Macro and Finance Research Group.
[Downloadable!]
Other versions: Mark Crosby & Tim Kam & Kirdan Lees, 2006.
"How costly is exchange rate stabilisation for an inflation targeter? The case of Australia ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2006/07, Reserve Bank of New Zealand.
[Downloadable!]
Fernando Alexandre & John Drifill & Fabio Spagniolo, 2001.
"Inflation Targeting and Exchange Rate Co-ordination ,"
NIPE Working Papers
9/2001, NIPE - Universidade do Minho.
[Downloadable!]
Henrik Jensen, 2002.
"Targeting Nominal Income Growth or Inflation? ,"
American Economic Review ,
American Economic Association, vol. 92(4), pages 928-956, September.
[Downloadable!] (restricted)
Paul Turner, 2007.
"Some UK evidence on the Forward Looking IS Equation: ,"
Discussion Paper Series
2007_16, Department of Economics, Loughborough University, revised May 2007.
[Downloadable!]
Athanasios Orphanides & John C. Williams, 2002.
"Robust monetary policy rules with unknown natural rates ,"
Working Papers in Applied Economic Theory
2003-01, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: André Kurmann, 2003.
"Quantifying the Uncertainty about the Fit of a New Keynesian Pricing Model: Extended Version ,"
Cahiers de recherche
0344, CIRPEE.
[Downloadable!]
Frederic S. Mishkin & Klaus Schmidt-Hebbel, 2001.
"One decade of inflation targeting in the world : What do we know and what do we need to know? ,"
Working Papers Central Bank of Chile
101, Central Bank of Chile.
[Downloadable!]
Other versions: Söderström, Ulf, 1999.
"Should central banks be more aggressive? ,"
Working Paper Series
84, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Other versions: Grégory Levieuge & Alexis Penot, 2008.
"The Fed and the ECB: Why such an apparent difference in reactivity? ,"
Working Papers
0804, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure.
[Downloadable!]
Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006.
"The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
78, Economics, The Univeristy of Manchester.
[Downloadable!]
Other versions:Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006.
"The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices ,"
The School of Economics Discussion Paper Series
0631, Economics, The University of Manchester.
[Downloadable!]
Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2007.
"The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices ,"
Discussion Paper Series
0715, Institute of Economic Research, Korea University.
[Downloadable!]
Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008.
"The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 40(4), pages 667-699, 06.
[Downloadable!] (restricted)
Coenen, Günter & Orphanides, Athanasios & Wieland, Volker, 2003.
"Price Stability and Monetary Policy Effectiveness when Nominal Interest Rates are Bounded at Zero ,"
CEPR Discussion Papers
3892, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:Günter Coenen & Athanasios Orphanides & Volker Wieland, 2003.
"Price stability and monetary policy effectiveness when nominal interest rates are bounded at zero ,"
Working Paper Series
231, European Central Bank.
[Downloadable!]
Guenter Coenen & Athanasios Orphanides & Volker Wieland, 2003.
"Price Stability and Monetary Policy Effectiveness when Nominal Interest Rates are Bounded at Zero ,"
CFS Working Paper Series
2003/13, Center for Financial Studies.
[Downloadable!]
Athanasios Orphanides & Volker Wieland, 1998.
"Price stability and monetary policy effectiveness when nominal interest rates are bounded at zero ,"
Finance and Economics Discussion Series
1998-35, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Günter Coenen & Athanasios Orphanides & Volker Wieland, 2004.
"Price Stability and Monetary Policy Effectiveness when Nominal Interest Rates are Bounded at Zero ,"
Advances in Macroeconomics ,
Berkeley Electronic Press, vol. 4(1), pages 1187-1187.
[Downloadable!] (restricted)
Linda S. Goldberg & Michael W. Klein, 2007.
"Establishing Credibility: Evolving Perceptions of the European Central Bank ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp194, IIIS.
[Downloadable!]
Other versions:Linda S. Goldberg & Michael W. Klein, 2005.
"Establishing Credibility: Evolving Perceptions of the European Central Bank ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp105, IIIS.
[Downloadable!]
Linda S. Goldberg & Michael W. Klein, 2005.
"Establishing credibility: evolving perceptions of the European Central Bank ,"
Staff Reports
231, Federal Reserve Bank of New York.
[Downloadable!]
Linda S. Goldberg & Michael W. Klein, 2005.
"Establishing Credibility: Evolving Perceptions of the European Central Bank ,"
NBER Working Papers
11792, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Efrem Castelnuovo & Paolo Surico, 2005.
"The Price Puzzle: Fact or Artefact? ,"
Macroeconomics
0505015, EconWPA, revised 15 Jun 2005.
[Downloadable!]
Other versions: Joerg Scheibe & David Vines, 2005.
"A Phillips Curve For China ,"
CAMA Working Papers
2005-02, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
Other versions: Carl E. Walsh, 2005.
"Labor Market Search, Sticky Prices, and Interest Rate Policies ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 8(4), pages 829-849, October.
[Downloadable!] (restricted)
Other versions: Glenn D. Rudebusch & Jeffrey C. Fuhrer, 2002.
"Estimating the Euler equation for output ,"
Working Papers in Applied Economic Theory
2002-12, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions:Fuhrer, Jeffrey C. & Rudebusch, Glenn D., 2004.
"Estimating the Euler equation for output ,"
Journal of Monetary Economics ,
Elsevier, vol. 51(6), pages 1133-1153, September.
[Downloadable!] (restricted)
Jeffrey C. Fuhrer & Glenn D. Rudebusch, 2002.
"Estimating the Euler equation for output ,"
Working Papers
02-3, Federal Reserve Bank of Boston.
[Downloadable!]
Álvaro Aguiar & Ana Paula Ribeiro, 2008.
"Why Do Central Banks Push for Structural Reforms? The Case of a Reform in the Labor Market ,"
FEP Working Papers
265, Universidade do Porto, Faculdade de Economia do Porto.
[Downloadable!]
Söderström, Ulf & Söderlind, Paul & Vredin, Anders, 2002.
"Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts? ,"
Working Paper Series
140, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Carl E. Walsh, 2003.
"Speed Limit Policies: The Output Gap and Optimal Monetary Policy ,"
American Economic Review ,
American Economic Association, vol. 93(1), pages 265-278, March.
[Downloadable!] (restricted)
Other versions: Richard Dennis, 2004.
"New Keynesian models and their fit to the data ,"
FRBSF Economic Letter ,
Federal Reserve Bank of San Francisco, issue Jul 9.
[Downloadable!]
Richard Mash, 2003.
"New Keynesian Microfoundations Revisited: A Calvo-Taylor-Rule-of-Thumb Model and Optimal Monetary Policy Delegation ,"
Economics Series Working Papers
174, University of Oxford, Department of Economics.
[Downloadable!]
Christian Ahlin & Mototsugu Shintani, 2006.
"Menu Costs and Markov Inflation: A Theoretical Revision with New Evidence ,"
Working Papers
0610, Department of Economics, Vanderbilt University.
[Downloadable!]
Other versions: Richard Mash, 2002.
"Monetary Policy with an Endogenous Capital Stock when Inflation is Persistent ,"
Economics Series Working Papers
108, University of Oxford, Department of Economics.
[Downloadable!]
Other versions: Fernando Alexandre, 2002.
"Monetary Policy, Investment and Non-Fundamental Shocks ,"
NIPE Working Papers
6/2002, NIPE - Universidade do Minho.
[Downloadable!]
Other versions: Nelson, Edward, 2001.
"What Does the UK's Monetary Policy and Inflation Experience Tell Us About the Transmission Mechanism? ,"
CEPR Discussion Papers
3047, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Jeffrey C. Fuhrer, 2000.
"Habit Formation in Consumption and Its Implications for Monetary-Policy Models ,"
American Economic Review ,
American Economic Association, vol. 90(3), pages 367-390, June.
[Downloadable!] (restricted)
Andrea Vaona, 2006.
"Merging the Purchasing Power Parity and the Phillips Curve Literatures: Regional Evidence from Italy ,"
Working Papers
33, Università di Verona, Dipartimento di Scienze economiche.
[Downloadable!]
Other versions: Favero, Carlo A & Kaminska, Iryna & Söderström, Ulf, 2005.
"The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation ,"
CEPR Discussion Papers
4910, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Nicoletta Batini & Edward Nelson, .
"Optimal horizons for inflation targeting ,"
Bank of England working papers
119, Bank of England.
[Downloadable!]
Other versions:Batini, Nicoletta & Nelson, Edward, 2001.
"Optimal horizons for inflation targeting ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 25(6-7), pages 891-910, June.
[Downloadable!] (restricted)
Nicoletta Batini & Edward Nelson, 1999.
"Optimal Horizons for Inflation Targeting ,"
Computing in Economics and Finance 1999
1052, Society for Computational Economics.
[Downloadable!]
Batini, Nicoletta & Nelson, Edward, 2000.
"Optimal Horizons for Inflation Targeting ,"
Working Paper Series
103, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Glenn Rudebusch, 2000.
"Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty ,"
Econometric Society World Congress 2000 Contributed Papers
0065, Econometric Society.
[Downloadable!]
Other versions:Glenn D. Rudebusch, 2000.
"Assessing nominal income rules for monetary policy with model and data uncertainty ,"
Working Papers in Applied Economic Theory
2000-03, Federal Reserve Bank of San Francisco.
[Downloadable!]
Glenn D. Rudebusch, 2000.
"Assessing nominal income rules for monetary policy with model and data uncertainty ,"
Working Paper Series
14, European Central Bank.
[Downloadable!]
Glenn D. Rudebusch, 2002.
"Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty ,"
Economic Journal ,
Royal Economic Society, vol. 112(479), pages 402-432, April.
[Downloadable!] (restricted)
Christian Proaño Acosta, 2007.
"Inflation Differentials and Business Cycle Fluctuations in the European Monetary Union ,"
IMK Working Paper
05-2007, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
[Downloadable!]
Ulf Söderström, 2000.
"Monetary policy with uncertain parameters ,"
Working Paper Series
13, European Central Bank.
[Downloadable!]
Other versions:Söderström, Ulf, 1999.
"Monetary policy with uncertain parameters ,"
Working Paper Series in Economics and Finance
308, Stockholm School of Economics.
[Downloadable!]
Soderstrom, Ulf, 2002.
" Monetary Policy with Uncertain Parameters ,"
Scandinavian Journal of Economics ,
Blackwell Publishing, vol. 104(1), pages 125-45.
[Downloadable!] (restricted)
Söderström, Ulf, 1999.
"Monetary policy with uncertain parameters ,"
Working Paper Series
83, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Luca Bindelli, 2005.
"Testing the New Keynesian Phillips curve: a frequency domain approach ,"
Money Macro and Finance (MMF) Research Group Conference 2005
69, Money Macro and Finance Research Group.
[Downloadable!]
Lucio Sarno & Daniel L. Thornton, 2003.
"The efficient market hypothesis and identification in structural VARs ,"
Working Papers
2003-032, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: Laurence Ball, 2000.
"Near-rationality and inflation in two monetary regimes ,"
Proceedings ,
Federal Reserve Bank of San Francisco.
[Downloadable!]
Arslan, Mesut Murat, 2005.
"Derivation and Estimation of a Phillips Curve with Sticky Prices and Sticky Information ,"
MPRA Paper
5162, University Library of Munich, Germany, revised Sep 2007.
[Downloadable!]
Argia M. Sbordone, 2001.
"Prices and Unit Labor Costs: A New Test of Price Stickiness ,"
Departmental Working Papers
200112, Rutgers University, Department of Economics.
[Downloadable!]
Other versions:Argia M. Sbordone, 2001.
"Prices and Unit Labor Costs: A New Test of Price Stickiness ,"
Departmental Working Papers
199822, Rutgers University, Department of Economics.
[Downloadable!]
Sbordone, Argia M., 2002.
"Prices and unit labor costs: a new test of price stickiness ,"
Journal of Monetary Economics ,
Elsevier, vol. 49(2), pages 265-292, March.
[Downloadable!] (restricted)
Sbordone, A.M., 1998.
"Prices and Unit Labor Costs: a New Test of Price Stickiness ,"
Papers
653, Stockholm - International Economic Studies.
Sbordone, Argia, 1998.
"Prices and Unit Labour Costs: A New Test of Price Stickiness ,"
Seminar Papers
653, Stockholm University, Institute for International Economic Studies.
[Downloadable!]
Jeffrey C. Fuhrer & Michael W. Klein, 1998.
"Risky Habits: On Risk Sharing, Habit Formation, and the Interpretation of International Consumption Correlations ,"
NBER Working Papers
6735, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Cited by:
Christopher D. Carroll & Jody Overland & David N. Weil, 2000.
"Saving and Growth with Habit Formation ,"
American Economic Review ,
American Economic Association, vol. 90(3), pages 341-355, June.
[Downloadable!] (restricted)
Other versions: Stephen J Turnovsky & Goncalo Monteiro, .
"Consumption Externalities, Production Externalities and Efficient Capital Accumulation under Time Non-separable Preferences ,"
Discussion Papers
05/08, Department of Economics, University of York.
[Downloadable!]
Other versions:Stephen Turnovsky & Goncalo Monteiro, 2006.
"Consumption Externalities, Production Externalities, and Efficient Capital Accumulation under Time Non-Separable Preferences ,"
Working Papers
UWEC-2006-26-FC, University of Washington, Department of Economics.
[Downloadable!]
Turnovsky, Stephen J. & Monteiro, Goncalo, 2007.
"Consumption externalities, production externalities, and efficient capital accumulation under time non-separable preferences ,"
European Economic Review ,
Elsevier, vol. 51(2), pages 479-504, February.
[Downloadable!] (restricted)
Giuseppe Ferraguto & Patrizio Pagano, 2003.
"Endogenous Growth with Intertemporally Dependent Preferences ,"
Contributions to Macroeconomics ,
Berkeley Electronic Press, vol. 3(1), pages 1128-1128.
[Downloadable!] (restricted)
Other versions: Emilio Fernandez-Corugedo & Simon Price & Andrew Blake, .
"The dynamics of consumers' expenditure: the UK consumption ECM redux ,"
Bank of England working papers
204, Bank of England.
[Downloadable!]
Fanelli, Luca & Cavaliere, Giuseppe & Gardini, Attilio, 2004.
"Consumption risk sharing and adjustment costs ,"
MPRA Paper
1641, University Library of Munich, Germany, revised Nov 2006.
[Downloadable!]
Duernecker, Georg, 2007.
"Growth Effects of Consumption Jealousy in a Two-Sector Model ,"
Economics Series
201, Institute for Advanced Studies.
[Downloadable!]
Christopher D Carroll, 2000.
"Solving Consumption Models with Multiplicative Habits ,"
Economics Working Paper Archive
421, The Johns Hopkins University,Department of Economics.
[Downloadable!]
Other versions:
Jeffrey C. Fuhrer & C. Hoyt Bleakley, 1996.
"Computationally efficient solution and maximum likelihood estimation of nonlinear rational expectation models ,"
Working Papers
96-2, Federal Reserve Bank of Boston.
[Downloadable!] Other versions: Cited by:
Olivei, Giovanni & Tenreyro, Silvana, 2006.
"The Timing of Monetary Policy Shocks ,"
CEPR Discussion Papers
5716, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Giovanni Olivei & Silvana Tenreyro, 2006.
"The Timing of Monetary Policy Shocks ,"
CEP Discussion Papers
dp0725, Centre for Economic Performance, LSE.
[Downloadable!]
Jeffrey C. Fuhrer, 1995.
"The [un]importance of forward-looking behavior in price specifications ,"
Working Papers
95-6, Federal Reserve Bank of Boston.
[Downloadable!] Published as: Cited by:
Arminio Fraga & Ilan Goldfajn & Andre Minella, 2003.
"Inflation Targeting in Emerging Market Economies ,"
NBER Working Papers
10019, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Kosuke Aoki & Kalin Nikolov, .
"Rule-based monetary policy under central bank learning ,"
Bank of England working papers
235, Bank of England.
[Downloadable!]
Jordi Gali & Mark Gertler, 2000.
"Inflation Dynamics: A Structural Econometric Analysis ,"
NBER Working Papers
7551, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:Jordi Galí & Mark Gertler, 1998.
"Inflation Dynamics: A Structural Econometric Analysis ,"
Economics Working Papers
341, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
Gali, Jordi & Gertler, Mark, 1999.
"Inflation dynamics: A structural econometric analysis ,"
Journal of Monetary Economics ,
Elsevier, vol. 44(2), pages 195-222, October.
[Downloadable!] (restricted)
Oscar Bajo-Rubio & Mª Carmen Díaz Roldán & Vicente Esteve, 2004.
"Change of regime and Phillips curve stability:The case of Spain, 1964-2002 ,"
Economic Working Papers at Centro de Estudios Andaluces
E2004/52, Centro de Estudios Andaluces.
[Downloadable!]
Other versions: Peter McAdam & Alpo Willman, 2007.
"State-dependency and firm-level optimization - a contribution to Calvo price staggering ,"
Working Paper Series
806, European Central Bank.
[Downloadable!]
Peter McAdam & Alpo Willman, 2003.
"New Keynesian Phillips curves - a reassessment using euro-area data ,"
Working Paper Series
265, European Central Bank.
[Downloadable!]
Bennett T. McCallum, 2002.
"Recent developments in monetary policy analysis: the roles of theory and evidence ,"
Economic Quarterly ,
Federal Reserve Bank of Richmond, issue Win, pages 67-96.
[Downloadable!]
Other versions:Bennett T. McCallum, 1999.
"Recent Developments in Monetary Policy Analysis: The Roles of Theory and Evidence ,"
NBER Working Papers
7088, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
McCallum, Bennett T, 1999.
"Recent Developments in Monetary Policy Analysis: The Roles of Theory and Evidence ,"
Journal of Economic Methodology ,
Taylor and Francis Journals, vol. 6(2), pages 171-98, July.
Bennett T. McCallum, .
"Recent Developments in monetary policy analysis: The roles of theory and evidence ,"
GSIA Working Papers
1999-12, Carnegie Mellon University, Tepper School of Business.
Takatoshi Ito & Frederic S. Mishkin, 2004.
"Two Decades of Japanese Monetary Policy and the Deflation Problem ,"
NBER Working Papers
10878, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Dennis, Richard & Leitemo, Kai & Söderström, Ulf, 2007.
"Monetary Policy in a Small Open Economy with a Preference for Robustness ,"
CEPR Discussion Papers
6067, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Ilek, David & Ilek, Alex, 2007.
"The Information Content of Inflationary Expectations Derived from Bond Prices in Israel ,"
MPRA Paper
4704, University Library of Munich, Germany.
[Downloadable!]
Agenor, Pierre-Richard & Bayraktar, Nihal, 2003.
"Contracting models of the Phillips curve - empirical estimates for Middle-income countries ,"
Policy Research Working Paper Series
3139, The World Bank.
[Downloadable!]
Other versions: Marika Karanassou & Hector Sala & Dennis J. Snower, 2006.
"Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective ,"
IZA Discussion Papers
2265, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions: Jeffrey M. Lacker & John A. Weinberg, 2007.
"Inflation and unemployment: a layperson's guide to the Phillips curve ,"
Economic Quarterly ,
Federal Reserve Bank of Richmond, issue Sum, pages 201-227.
[Downloadable!]
Robert Tchaidze, 2002.
"Greenspan and the Greenbook ,"
Economics Working Paper Archive
472, The Johns Hopkins University,Department of Economics.
[Downloadable!]
Ray C. Fair, 2007.
"Testing Price Equations ,"
Kiel Working Papers
1342, Kiel Institute for the World Economy.
[Downloadable!]
Khalaf, Lynda & Kichian, Maral, 2003.
"Are New Keynesian Phillips Curved Identified? ,"
Cahiers de recherche
0312, GREEN.
[Downloadable!]
Other versions: Rodrigo Caputo, 2004.
"Habit formation and its implications for small open economies ,"
Money Macro and Finance (MMF) Research Group Conference 2003
11, Money Macro and Finance Research Group.
[Downloadable!]
Jeremy Rudd & Karl Whelan, 2006.
"Can Rational Expectations Sticky-Price Models Explain Inflation Dynamics? ,"
American Economic Review ,
American Economic Association, vol. 96(1), pages 303-320, March.
[Downloadable!] (restricted)
Other versions: André Minella, 2002.
"Optimal Monetary Policy, Gains from Commitment, and Inflation Persistence ,"
Working Papers Series
45, Central Bank of Brazil, Research Department.
[Downloadable!]
Refet S. Gurkaynak & Brian Sack & Eric Swanson, 2005.
"The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models ,"
American Economic Review ,
American Economic Association, vol. 95(1), pages 425-436, March.
[Downloadable!] (restricted)
Gerberding, Christina, 2001.
"The information content of survey data on expected price developments for monetary policy ,"
Discussion Paper Series 1: Economic Studies
2001,09, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Yash Mehra, 2004.
"The Output Gap, Expected Future Inflation and Inflation Dynamics: Another Look ,"
Topics in Macroeconomics ,
Berkeley Electronic Press, vol. 4(1), pages 1194-1194.
[Downloadable!] (restricted)
Richard Dennis, 2004.
"Specifying and estimating New Keynesian models with instrument rules and optimal monetary policies ,"
Working Papers in Applied Economic Theory
2004-17, Federal Reserve Bank of San Francisco.
[Downloadable!]
Jeffrey C. Fuhrer & Giovanni P. Olivei, 2004.
"Estimating forward looking Euler equations with GMM estimators: an optimal instruments approach ,"
Working Papers
04-2, Federal Reserve Bank of Boston.
[Downloadable!]
Other versions: Volker Wieland, 2006.
"Monetary Policy and Uncertainty about the Natural Unemployment Rate: Brainard-Style Conservatism versus Experimental Activism ,"
Advances in Macroeconomics ,
Berkeley Electronic Press, vol. 6(1), pages 1288-1288.
[Downloadable!] (restricted)
Rodrigo Caputo, 2004.
"Exchange Rates, Inflation and Monetary Policy Objectives in Open Economies: The Experience of Chile ,"
Econometric Society 2004 Latin American Meetings
298, Econometric Society.
[Downloadable!]
Refet Gurkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson, 2007.
"Inflation targeting and the anchoring of inflation expectations in the western hemisphere ,"
Economic Review ,
Federal Reserve Bank of San Francisco, pages 25-47.
[Downloadable!]
Other versions: Peter Hordahl & Oreste Tristani & David Vestin, 2004.
"A joint econometric model of macroeconomic and term structure dynamics ,"
Money Macro and Finance (MMF) Research Group Conference 2003
48, Money Macro and Finance Research Group.
[Downloadable!]
Other versions:Hordahl, Peter & Tristani, Oreste & Vestin, David, 2006.
"A joint econometric model of macroeconomic and term-structure dynamics ,"
Journal of Econometrics ,
Elsevier, vol. 131(1-2), pages 405-444.
[Downloadable!] (restricted)
Peter Hoerdahl & Oreste Tristani, 2004.
"A joint econometric model of macroeconomic and term structure dynamics ,"
Econometric Society 2004 North American Summer Meetings
379, Econometric Society.
[Downloadable!]
Peter Hördahl & Oreste Tristani & David Vestin, 2004.
"A joint econometric model of macroeconomic and term structure dynamics ,"
Working Paper Series
405, European Central Bank.
[Downloadable!]