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Citations of
Paul Soderlind

For current contact information and a more complete listing of works, please see here

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Working papers

  1. Paul Söderlind, 2006. "C-CAPM Refinements and the Cross-Section of Returns," University of St. Gallen Department of Economics working paper series 2006 2006-07, Department of Economics, University of St. Gallen. [Downloadable!]
    Published as:

    Cited by:

    1. Paul Söderlind, 2006. "C-CAPM without Ex Post Data," University of St. Gallen Department of Economics working paper series 2006 2006-22, Department of Economics, University of St. Gallen. [Downloadable!]
      Other versions:

  2. Söderlind, Paul & Söderström, Ulf & Vredin, Anders, 2003. "Taylor Rules and the Predictability of Interest Rates," Working Paper Series 147, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    Other versions:

    Cited by:

    1. Petra Gerlach-Kristen, 2004. "Interest-Rate Smoothing: Monetary Policy Inertia or Unobserved Variables?," Contributions to Macroeconomics, Berkeley Electronic Press, vol. 4(1), pages 1169-1169. [Downloadable!] (restricted)
    2. Balázs Romhányi, 2005. "A learning hypothesis of the term structure of interest rates," Macroeconomics 0503001, EconWPA. [Downloadable!]
    3. 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!]
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    4. John Driffill & Zeno Rotondi, 2007. "Inertia in Taylor Rules," Birkbeck Working Papers in Economics and Finance 0720, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
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    5. Janko Gorter & Jan Jacobs & Jakob de Haan, 2007. "Taylor Rules for the ECB using Consensus Data," DNB Working Papers 160, Netherlands Central Bank, Research Department. [Downloadable!]
    6. Efrem Castelnuovo, 2003. "Taylor Rules and Interest Rate Smoothing in the US and EMU," Macroeconomics 0303002, EconWPA. [Downloadable!]
    7. Leon, Costas, 2006. "The Taylor rule: can it be supported by the data?," MPRA Paper 1650, University Library of Munich, Germany. [Downloadable!]
    8. Kenneth B. Petersen & Vladimir Pozdnyakov, 2008. "Predicting the Fed," Working papers 2008-07, University of Connecticut, Department of Economics. [Downloadable!]
    9. Österholm, Pär, 2003. "The Taylor Rule: A Spurious Regression?," Working Paper Series 2003:20, Uppsala University, Department of Economics. [Downloadable!]

  3. Giordani, Paolo & Söderlind, Paul, 2002. "Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel," Working Paper Series in Economics and Finance 519, Stockholm School of Economics, revised 15 Aug 2003. [Downloadable!]
    Other versions:

    Cited by:

    1. Joseph Engelberg & Charles F. Manski & Jared Williams, 2006. "Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters," NBER Working Papers 11978, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Olivier Armantier & Nicolas Treich, 2006. "Overbidding in Independant Private-Values Auctions and Misperception of Probabilities," CIRANO Working Papers 2006s-15, CIRANO. [Downloadable!]
    3. Elyès Jouini & Clotilde Napp, 2006. "Heterogeneous Beliefs and Asset Pricing in Discrete Time: An Analysis of Pessimism and Doubt," Post-Print halshs-00176500_v1, HAL. [Downloadable!]
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  4. 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!]

    Cited by:

    1. 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!]
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  5. Giordani, Paolo & Söderlind, Paul, 2002. "Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions," Working Paper Series in Economics and Finance 499, Stockholm School of Economics, revised 15 May 2003. [Downloadable!]
    Published as:

    Cited by:

    1. Richard Dennis & Kai Leitemo & Ulf Soderstrom, . "Methods for Robust Control," Working Papers 307, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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    2. Robert J. Tetlow & Peter von zur Muehlen, 2005. "Robustifying learnability," Finance and Economics Discussion Series 2005-58, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    3. Alexei Onatski & Noah Williams, 2002. "Modeling model uncertainty," Working Paper Series 169, European Central Bank. [Downloadable!]
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    4. Jean-Guillaume Sahuc, 2003. "Robust European monetary policy rules," Applied Economics Letters, Taylor and Francis Journals, vol. 10(14), pages 889-894, November. [Downloadable!] (restricted)
    5. Juha Kilponen, 2004. "Robust expectations and uncertain models – A robust control approach with application to the New Keynesian economy," GE, Growth, Math methods 0404004, EconWPA. [Downloadable!]
      Other versions:
    6. Richhild Moessner, . "Optimal discretionary policy in rational expectations models with regime switching," Bank of England working papers 299, Bank of England. [Downloadable!]
    7. Li Qin & Elefterios Spyromitros & Moïse Sidiropoulos, 2006. "Does Model Uncertainty Lead to Less Central Bank Transparency?," Working Papers of BETA 2006-22, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg. [Downloadable!]
    8. Richard Dennis, 2007. "Model uncertainty and monetary policy," Working Paper Series 2007-09, Federal Reserve Bank of San Francisco. [Downloadable!]
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    9. Meixing DAI & Eleftherios SPYROMITROS, 2008. "Monetary policy, asset prices and model uncertainty," Working Papers of BETA 2008-15, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg. [Downloadable!]
    10. A. Hakan Kara, 2003. "Optimal Monetary Policy, Commitment, and Imperfect Credibility," Working Papers 0301, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
    11. Kilponen, Juha & Leitemo, Kai, 2006. "Robustness in monetary policymaking: a case for the Friedman rule," Research Discussion Papers 4/2006, Bank of Finland. [Downloadable!]
    12. Eleftherios SPYROMITROS & Li QIN, 2006. "Central bank transparency about model uncertainty and wage setters," Economics Bulletin, Economics Bulletin, vol. 5(18), pages 1-5. [Downloadable!]
    13. Juha Kilponen, 2004. "A positive theory of monetary policy and robust control," Macroeconomics 0404036, EconWPA. [Downloadable!]
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    14. Roberto M. Billi, 2007. "Optimal inflation for the U.S," Research Working Paper RWP 07-03, Federal Reserve Bank of Kansas City. [Downloadable!]
    15. 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!]
    16. Carl Walsh, 2004. "Implications of a Changing Economic Structure for the Strategy of Monetary Policy," Santa Cruz Center for International Economics, Working Paper Series 1023, Center for International Economics, UC Santa Cruz. [Downloadable!]
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    17. Arnulfo Rodriguez & Pedro N. Rodriguez, 2006. "Recursive Thick Modeling and the Choice of Monetary Policy in Mexico," Computing in Economics and Finance 2006 30, Society for Computational Economics. [Downloadable!]
    18. Leitemo , Kai & Söderström , Ulf, 2005. "Robust monetary policy in a small open economy," Research Discussion Papers 20/2005, Bank of Finland. [Downloadable!]
      Other versions:
    19. Kai Leitemo & Ulf Soderstrom, . "Robust Monetary Policy in the New-Keynesian Framework," Working Papers 273, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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    20. Giuseppe Diana & Moise Sidiropoulos, 2006. "Robust Control and Monetary Policy Delegation," Working Papers of BETA 2006-26, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg. [Downloadable!]
    21. A. Hakan Kara, 2004. "Optimal Monetary Policy, Commitment, and Imperfect Credibility," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 4(1), pages 31-66. [Downloadable!]
    22. Richard Dennis, 2005. "Robust control with commitment: a modification to Hansen-Sargent," Working Papers in Applied Economic Theory 2005-20, Federal Reserve Bank of San Francisco. [Downloadable!]

  6. Söderström, Ulf & Söderlind, Paul & Vredin, Anders, 2002. "New-Keynesian Models and Monetary Policy: A Reexamination of the Stylized Facts," Working Paper Series in Economics and Finance 511, Stockholm School of Economics, revised 15 Aug 2003. [Downloadable!]
    Published as:

    Cited by:

    1. Philip Arestis & Alexander Mihailov, 2007. "Flexible Rules cum Constrained Discretion: A New Consensus in Monetary Policy," Economic Analysis Research Group Working Papers earg-wp2007-13, School of Business, Reading University. [Downloadable!]
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    2. Jean-Stephane Mesonnier & Jean-Paul Renne, 2004. "A Time Varying Natural Rate of Interest for the Euro Area," Money Macro and Finance (MMF) Research Group Conference 2004 42, Money Macro and Finance Research Group. [Downloadable!]
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    3. Efrem Castelnuovo & Paolo Surico, 2005. "The Price Puzzle and Indeterminacy," Macroeconomics 0507021, EconWPA. [Downloadable!]
    4. Pelin Ilbas, 2008. "Estimation of monetary policy preferences in a forward-looking model : a Bayesian approach," Research series 200803-12, National Bank of Belgium. [Downloadable!]
    5. 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!]
    6. Efrem Castelnuovo & Paolo Surico, 2005. "The Price Puzzle: Fact or Artefact?," Macroeconomics 0505015, EconWPA, revised 15 Jun 2005. [Downloadable!]
      Other versions:
    7. 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!]
    8. Pierre-Richard Agénor & Nihal Bayraktar, 2008. "Contracting Models of the Phillips Curve Empirical Estimates for Middle-Income Countries," Centre for Growth and Business Cycle Research Discussion Paper Series 94, Economics, The Univeristy of Manchester. [Downloadable!]
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    9. Luca Bindelli, 2005. "Systematic monetary policy and persistence," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 05.07, Université de Lausanne, Faculté des HEC, DEEP. [Downloadable!]

  7. Söderlind, Paul, 2001. "Monetary Policy and Bond Option Pricing in an Analytical RBC Model," Working Paper Series in Economics and Finance 0447, Stockholm School of Economics, revised 24 Aug 2001.
    Published as:

    Cited by:

    1. Paul Söderlind, 2006. "Monetary Policy Effects on Financial Risk Premia," University of St. Gallen Department of Economics working paper series 2006 2006-26, Department of Economics, University of St. Gallen. [Downloadable!]

  8. Söderlind, Paul, 2001. "What if the Fed Had Been an Inflation Nutter?," Working Paper Series in Economics and Finance 0443, Stockholm School of Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Matt Klaeffling, 2003. "Macroeconomic modelling of monetary policy," Working Paper Series 257, European Central Bank. [Downloadable!]
    2. Bergvall, Anders, 2002. "The Stabilizing Properties of Floating Exchange Rates: Some International Evidence," Working Paper Series 2002:14, Uppsala University, Department of Economics. [Downloadable!]

  9. Söderlind, Paul, 2000. "Inflation Forecast Uncertainty," CEPR Discussion Papers 2499, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    Published as:

    Cited by:

    1. Ricardo Mestre, 2007. "Are survey-based inflation expectations in the euro area informative," Working Paper Series 721, European Central Bank. [Downloadable!]
    2. Afonso S. Bevilaqua & Mário Mesquita & André Minella, 2007. "Brazil: taming inflation expectations," Working Papers Series 129, Central Bank of Brazil, Research Department. [Downloadable!]
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      • Afonso S Bevilaqua & Mário Mesquita & André Minella, 2008. "Brazil: taming inflation expectations," BIS Papers chapters, in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 139-158 Bank for International Settlements. [Downloadable!]
    3. Söderlind, Paul, 2005. "C-CAPM Without Ex Post Data," CEPR Discussion Papers 5407, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    4. Ivo J.M. Arnold & Jan J.G. Lemmen, 2008. "Inflation Expectations and Inflation Uncertainty in the Eurozone: Evidence from Survey Data," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 144(2), pages 325-346, April. [Downloadable!] (restricted)
      Other versions:
    5. Robert Rich & Joseph Tracy, 2003. "Modeling uncertainty: predictive accuracy as a proxy for predictive confidence," Staff Reports 161, Federal Reserve Bank of New York. [Downloadable!]
    6. Giordani, Paolo & Kohn, Robert, 2006. "Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models," Working Paper Series 196, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
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    7. Balázs Romhányi, 2005. "A learning hypothesis of the term structure of interest rates," Macroeconomics 0503001, EconWPA. [Downloadable!]
    8. Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2007. "The determinants of stock and bond return comovements," Research series 200711-27, National Bank of Belgium. [Downloadable!]
    9. Christensen, Ian & Frédéric Dion & Christopher Reid, 2004. "Real Return Bonds, Inflation Expectations, and the Break-Even Inflation Rate," Working Papers 04-43, Bank of Canada. [Downloadable!]
    10. Jonas Dovern & Ulrich Fritsche, 2008. "Estimating fundamental cross-section dispersion from fixed event forecasts," Macroeconomics and Finance Series 200801, Hamburg University, Department Wirtschaft und Politik. [Downloadable!]
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    11. Giordani, Paolo & Söderlind, Paul, 2003. "Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel," CEPR Discussion Papers 4068, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    12. Clements, Michael P, 2006. "Internal consistency of survey respondents.forecasts : Evidence based on the Survey of Professional Forecasters," The Warwick Economics Research Paper Series (TWERPS) 772, University of Warwick, Department of Economics. [Downloadable!]
    13. Maik Schmeling & Andreas Schrimpf, 2008. "Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations?," SFB 649 Discussion Papers SFB649DP2008-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    14. Fushang Liu & Kajal Lahiri, 2006. "Modelling multi-period inflation uncertainty using a panel of density forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1199-1219. [Downloadable!]
    15. Robert Rich & Joseph Tracy, 2006. "The relationship between expected inflation, disagreement, and uncertainty: evidence from matched point and density forecasts," Staff Reports 253, Federal Reserve Bank of New York. [Downloadable!]
    16. Richard D. Farmer, 2006. "Risk-Smoothing Across Time and the Demand for Inventories: A Mean-Variance Approach," Eastern Economic Journal, Palgrave Macmillan Journals, vol. 32(4), pages 699-722, Fall. [Downloadable!] (restricted)
    17. Jean Sepulveda-Umanzor, 2004. "The Relation Between Macroeconomic Uncertainty And The Expected Performance Of the Economy," Econometric Society 2004 Latin American Meetings 304, Econometric Society. [Downloadable!]
    18. Joseph Engelberg & Charles F. Manski & Jared Williams, 2006. "Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters," NBER Working Papers 11978, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    19. Martin Ellison & Tony Yates, . "Escaping Nash and volatile inflation," Bank of England working papers 330, Bank of England. [Downloadable!]
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    20. John R. Graham & Campbell R. Harvey, 2001. "Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective," NBER Working Papers 8678, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    21. Boero,Gianna & Smith,Jeremy & Wallis,Kenneth F, 2006. "Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters," The Warwick Economics Research Paper Series (TWERPS) 811, University of Warwick, Department of Economics. [Downloadable!]
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    22. Dong Fu, 2007. "Inflation expectations, real interest rate and risk premiums -- evidence from bond market and consumer survey data," Working Papers 0705, Federal Reserve Bank of Dallas. [Downloadable!]
    23. Paul Söderlind, 2008. "Why Disagreement May Not Matter (much) for Asset Prices," University of St. Gallen Department of Economics working paper series 2008 2008-11, Department of Economics, University of St. Gallen. [Downloadable!]
    24. Paul Söderlind, 2008. "Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty," University of St. Gallen Department of Economics working paper series 2008 2008-12, Department of Economics, University of St. Gallen. [Downloadable!]
    25. Michael Clements, 2006. "Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts," Empirical Economics, Springer, vol. 31(1), pages 49-64, March. [Downloadable!] (restricted)
    26. Ciaran Driver & Paul Temple & Giovanni Urga, 2005. "Contrasts Between Classes of Assets in Fixed Investment Equations as a Way of Testing Real Option Theory," Department of Economics Discussion Papers 0805, Department of Economics, University of Surrey. [Downloadable!]
    27. Ivo J.M. Arnold & Evert B. Vrugt, 2006. "Stock market volatility and macroeconomic uncertainty. Evidence from survey data," Nyenrode Research Papers Series 06-08, Nyenrode Business Universiteit. [Downloadable!]
    28. Richard D. Farmer, 2006. "Risk-Smoothing Across Time and the Demand for Inventories: A Mean-Variance Approach," Eastern Economic Journal, Eastern Economic Association, vol. 32(4), pages 699-722, Fall. [Downloadable!]

  10. Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul, 1999. "Performance and Characteristics of Swedish Mutual Funds," Working Paper Series in Economics and Finance 312, Stockholm School of Economics, revised 25 Nov 1999.

    Cited by:

    1. Christensen, Michael, 2005. "Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence," Finance Research Group Working Papers F-2005-01, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]

  11. Söderlind, Paul, 1998. "Solution and Estimation of RE Macromodels with Optimal Policy," Working Paper Series in Economics and Finance 256, Stockholm School of Economics.
    Published as:

    Cited by:

    1. Queijo von Heideken, Virginia, 2008. "Monetary Policy Regimes and the Volatility of Long-Term Interest Rates," Working Paper Series 220, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    2. Carl Walsh, 2001. "Speed Limit Policies: The Output Gap and Optimal Monetary Policy," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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    3. Fernando Alexandre & Pedro Bação, 2002. "Equitity prices and Monetary Policy: An Overview with an Exploratory Model," NIPE Working Papers 1/2002, NIPE - Universidade do Minho. [Downloadable!]
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    4. Jan Strasky, 2005. "Optimal Forward-Looking Policy Rules in the Quarterly Projection Model of the Czech National Bank," Research and Policy Notes 2005/05, Czech National Bank, Research Department. [Downloadable!]
    5. Fabrice Capoen & Jerome Creel & Pascal Cussy & Hélène Lenoble-Liaud, 2000. "How to manage speculative shocks: intra-European vs. International monetary coordination," Documents de Travail de l'OFCE 2000-01, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]
    6. Piero Ferri & Anna Maria Variato, 2007. "Macro Dynamics in a Model with Uncertainty," Working Papers 0704, University of Bergamo, Department of Economics. [Downloadable!]
    7. Lars E.O. Svensson & Michael Wooford, 2000. "Indicator variables for optimal policy," Working Paper Series 12, European Central Bank. [Downloadable!]
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    8. Roel M.W.J. Beetsma & Henrik Jensen, 2002. "Monetary and fiscal policy interactions in a micro-founded model of a monetary union," Working Paper Series 166, European Central Bank. [Downloadable!]
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    9. Pontiggia, Dario, 2008. "Commitment policy and optimal positive long-run inflation," MPRA Paper 9534, University Library of Munich, Germany. [Downloadable!]
    10. Antonio Moreno, 2004. "The Feds Monetary Policy Rule: Past, Present and Future," Faculty Working Papers 02/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    11. Svensson, Lars E.O. & Williams, Noah, 2005. "Monetary policy with model uncertainty: distribution forecast targeting," Discussion Paper Series 1: Economic Studies 2005,35, Deutsche Bundesbank, Research Centre. [Downloadable!]
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    12. Richhild Moessner, 2006. "Optimal monetary policy with uncertainty about financial frictions," Working Paper Series 639, European Central Bank. [Downloadable!]
    13. Juha Kilponen, 2004. "Robust expectations and uncertain models – A robust control approach with application to the New Keynesian economy," GE, Growth, Math methods 0404004, EconWPA. [Downloadable!]
      Other versions:
    14. Michael Ehrmann & Frank Smets, 2001. "Uncertain potential output: implications for monetary policy," Working Paper Series 059, European Central Bank. [Downloadable!]
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    15. Svensson, Lars E. O., 1999. "Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability," Working Paper Series 91, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
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    16. Nimark, Kristoffer P., 2003. "Indicator Accuracy and Monetary Policy: Is Ignorance Bliss?," Working Paper Series 157, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    17. Richard Dennis, 2001. "The policy preferences of the U.S. Federal Reserve," Working Papers in Applied Economic Theory 2001-08, Federal Reserve Bank of San Francisco. [Downloadable!]
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    18. 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!]
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    19. Klaus Adam & Roberto Billi, 2005. "Discretionary Monetary Policy and the Zero Lower Bound on Nominal Interest Rates," CFS Working Paper Series 2005/16, Center for Financial Studies. [Downloadable!]
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    20. Richhild Moessner, . "Optimal discretionary policy in rational expectations models with regime switching," Bank of England working papers 299, Bank of England. [Downloadable!]
    21. Kristoffer P. NIMARK, 2003. "Monetary Policy Performance and the Accuracy of Observations," Economics Working Papers ECO2003/08, European University Institute. [Downloadable!]
    22. Kai Leitemo, 2004. "Targeting Inflation by Forecast Feedback Rules in Small Open Economies," Computing in Economics and Finance 2004 18, Society for Computational Economics. [Downloadable!]
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    23. Matt Klaeffling, 2003. "Macroeconomic modelling of monetary policy," Working Paper Series 257, European Central Bank. [Downloadable!]
    24. Sven Jari Stehn & David Vines, 2008. "Strategic Interactions between an Independent Central Bank and a Myopic Government with Government Debt," IMF Working Papers 08/164, International Monetary Fund. [Downloadable!]
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    25. Söderlind, Paul, 2001. "What if the Fed Had Been an Inflation Nutter?," Working Paper Series in Economics and Finance 0443, Stockholm School of Economics. [Downloadable!]
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    26. Carlsson, Mikael & Westermark, Andreas, 2007. "Optimal Monetary Policy under Downward Nominal Wage Rigidity," Working Paper Series 206, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
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    27. Martha Misas & Carlos Esteban Posada & Diego Mauricio Vásquez, . "¿Está Determinado el Nivel de Precios por las Expectativas de Dinero y Producto en Colombia?," Borradores de Economia 191, Banco de la Republica de Colombia. [Downloadable!]
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    28. Lars E. O. Svensson, 2003. "What is Wrong with Taylor Rules? Using Judgment in Monetary Policy through Targeting Rules," NBER Working Papers 9421, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    29. Frank Smets & Raf Wouters, 2002. "Openness, imperfect exchange rate pass-through and monetary policy," Research series 200203, National Bank of Belgium. [Downloadable!]
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    30. Philippe Jeanfils, 2001. "A guided tour of the world of rational expectations models and optimal policies," Research series 2001-06, National Bank of Belgium. [Downloadable!]
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    31. 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!]
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    32. Jean-Paul Lam, 2003. "Alternative Targeting Regimes, Transmission Lags, and the Exchange Rate Channel," Working Papers 03-39, Bank of Canada. [Downloadable!]
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    33. Juan Pablo Medina & Rodrigo Valdés, 2000. "Optimal Monetary Policy Rules when the Current Account Matters," Working Papers Central Bank of Chile 77, Central Bank of Chile. [Downloadable!]
    34. Lars E O Svensson, 2005. "Monetary Policy with Judgment: Forecast Targeting," International Journal of Central Banking, International Journal of Central Banking, vol. 1(1), May. [Downloadable!]
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    35. Jagjit S. Chadha & Charles Nolan, 2004. " Optimal Simple Rules for the Conduct of Monetary and Fiscal Policy," CDMA Working Paper Series 0406, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
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    36. Pelin Ilbas, 2008. "Estimation of monetary policy preferences in a forward-looking model : a Bayesian approach," Research series 200803-12, National Bank of Belgium. [Downloadable!]
    37. Andrew Blake & Tatiana Kirsanova, 2004. "Non-cooperative Monetary and Fiscal Policy: The Value of Leadership," Money Macro and Finance (MMF) Research Group Conference 2004 84, Money Macro and Finance Research Group. [Downloadable!]
    38. Kirsanova, Tatiana & Stehn, Sven Jari & Vines, David, 2006. "Five-Equation Macroeconomics: A Simple View of the Interactions Between Fiscal Policy and Monetary Policy," CEPR Discussion Papers 5464, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    39. Kristoffer Nimark, 2006. "Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market," RBA Research Discussion Papers rdp2006-05, Reserve Bank of Australia. [Downloadable!]
    40. 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!]
    41. Solange Gouvea & Abhijit Sen Gupta, 2007. "Monetary Policy Design under Competing Models of Inflation Persistence," Working Papers Series 137, Central Bank of Brazil, Research Department. [Downloadable!]
    42. Moons C. & Garretsen H. & Van Aarle B. & Fornero J., 2007. "Monetary policy in the New-Keynesian model: An application to the Euro-Area," Working Papers 2007014, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
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    43. Antoine Bouveret & Bruno Ducoudré, 2007. "On the contingency of equilibrium exchange rates with time- consistent economic policies," Documents de Travail de l'OFCE 2007-08, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]
    44. Adolfson, Malin, 2001. "Monetary Policy with Incomplete Exchange Rate Pass-Through," Working Paper Series 127, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
      Other versions:
    45. Adolfson, Malin, 2001. "Optimal Monetary Policy Delegation under Incomplete Exchange Rate Pass-Through," Working Paper Series in Economics and Finance 477, Stockholm School of Economics. [Downloadable!]
    46. Richard Dennis, 2001. "Optimal policy in rational-expectations models: new solution algorithms," Working Papers in Applied Economic Theory 2001-09, Federal Reserve Bank of San Francisco. [Downloadable!]
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    47. Pelin Ilbas, 2007. "Optimal Monetary Policy Rules for the Euro Area in a DSGE Framework," Money Macro and Finance (MMF) Research Group Conference 2006 59, Money Macro and Finance Research Group. [Downloadable!]
    48. 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!]
    49. Alexei Onatski & Noah Williams, 2004. "Empirical and policy performance of a forward-looking monetary model," Proceedings, Federal Reserve Bank of San Francisco, issue Mar. [Downloadable!]
    50. Oviedo, P. Marcelo, 2005. "A Toolbox for the Numerical Study of Linear Dynamic Rational Expectations Models," Staff General Research Papers 12235, Iowa State University, Department of Economics. [Downloadable!]
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    51. Tore Ellingsen & Ulf Soderstrom, . "Why are Long Rates Sensitive to Monetary Policy," Working Papers 256, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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    52. 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!]
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    53. Eric Mayer & Oliver Grimm, 2008. "Countercyclical Taxation and Price Dispersion," Economics working paper series 08/88, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich. [Downloadable!]
    54. Jagjit Chadha & Sean Holly, 2006. "Macroeconomic Models and the Yield Curve," Computing in Economics and Finance 2006 105, Society for Computational Economics. [Downloadable!]
    55. Efrem Castelnuovo, 2002. "Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model," Macroeconomics 0211006, EconWPA. [Downloadable!]
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    56. Andrea Tambalotti & Ernst Schaumburg, 2004. "An Investigation of the Gains from Commitment in Monetary Policy," Econometric Society 2004 North American Summer Meetings 282, Econometric Society. [Downloadable!]
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    57. Paul Levine & Joseph Pearlman & Bo Yang, 2007. "The Credibility Problem Revisited: Thirty Years on from Kydland and Prescott," Department of Economics Discussion Papers 1807, Department of Economics, University of Surrey. [Downloadable!]
    58. Nessén, Marianne & Vestin, David, 2000. "Average Inflation Targeting," Working Paper Series 119, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
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    59. Richard Dennis, 2000. "Solving for optimal simple rules in rational expectations models," Working Papers in Applied Economic Theory 2000-14, Federal Reserve Bank of San Francisco. [Downloadable!]
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    60. Kirdan Lees, 2004. "Uncertainty and the open economy: a view through two different lenses," Econometric Society 2004 Australasian Meetings 235, Econometric Society. [Downloadable!]
    61. Tatiana Kirsanova & Simon Wren-Lewis, 2007. "Optimal fiscal feedback on debt in an economy with nominal rigidities," Working Paper 2007-26, Federal Reserve Bank of Atlanta. [Downloadable!]
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    62. 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!]
    63. Peter Hördahl & Oreste Tristani, 2007. "Mortage interest rate dispersion in the euro area," Working Paper Series 734, European Central Bank. [Downloadable!]
    64. Van Aarle B. & Garretsen H. & Moons C., 2007. "Accession to the Euro-Area: A Stylized Analysis Using a NK Model," Working Papers 2007015, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
    65. André Minella, 2002. "Optimal Monetary Policy, Gains from Commitment, and Inflation Persistence," Working Papers Series 45, Central Bank of Brazil, Research Department. [Downloadable!]
    66. Benigno, Pierpaolo & Woodford, Michael, 2006. "Linear-Quadratic Approximation of Optimal Policy Problems," CEPR Discussion Papers 5964, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    67. 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!]
    68. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2006. " Optimal Time Consistent Monetary Policy," CDMA Working Paper Series 0606, Centre for Dynamic Macroeconomic Analysis, revised Jan 2007. [Downloadable!]
    69. Stephen G. Cecchetti & Junhan Kim, 2003. "Inflation Targeting, Price-Path Targeting and Output Variability," NBER Working Papers 9672, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    70. Beechey, Meredith, 2004. "Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets," Working Paper Series 173, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    71. Richhild Moessner, 2005. "Optimal discretionary policy and uncertainty about inflation persistence," Working Paper Series 540, European Central Bank. [Downloadable!]
    72. 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!]
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    73. Fernando Alexandre & John Drifill & Fabio Spagniolo, 2001. "Inflation Targeting and Exchange Rate Co-ordination," NIPE Working Papers 9/2001, NIPE - Universidade do Minho. [Downloadable!]
    74. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2005. " Optimal Monetary Policy Rules from a Timeless Perspective," CDMA Working Paper Series 0510, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
    75. Marcello Pericoli & Marco Taboga, 2006. "Canonical term-structure models with observable factors and the dynamics of bond risk premiums," Temi di discussione (Economic working papers) 580, Bank of Italy, Economic Research Department. [Downloadable!]
    76. Henrik Jensen, 2002. "Targeting Nominal Income Growth or Inflation?," American Economic Review, American Economic Association, vol. 92(4), pages 928-956, September. [Downloadable!] (restricted)
    77. Luca Bindelli, 2005. "Systematic monetary policy and persistence," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 05.07, Université de Lausanne, Faculté des HEC, DEEP. [Downloadable!]
    78. Svan Jari Stehn & David Vines, 2007. "Debt Stabilisation Bias And The Taylor Principle: Optimal Policy In A New Keynesian Model With Government Debt And Inflation Persistence," CAMA Working Papers 2007-22, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
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    79. 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!]
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    80. Lars E. O. Svensson & Michael Woodford, 2003. "Implementing Optimal Policy through Inflation-Forecast Targeting," NBER Working Papers 9747, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    81. Söderström, Ulf & Söderlind, Paul & Vredin, Anders, 2002. "New-Keynesian Models and Monetary Policy: A Reexamination of the Stylized Facts," Working Paper Series in Economics and Finance 511, Stockholm School of Economics, revised 15 Aug 2003. [Downloadable!]
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    82. Richard Dennis, 2000. "Steps toward identifying central bank policy preferences," Working Papers in Applied Economic Theory 2000-13, Federal Reserve Bank of San Francisco. [Downloadable!]
    83. Holmberg, Karolina, 2006. "Derivation and Estimation of a New Keynesian Phillips Curve in a Small Open Economy," Working Paper Series 197, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    84. Richard Mash, 2003. "A Note on Simple MSV Solution Methods for Rational Expectations Models of Monetary Policy," Economics Series Working Papers 173, University of Oxford, Department of Economics. [Downloadable!]
    85. 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!]
    86. Kilponen , Juha & Milne, Alistair, 2007. "The lending channel under optimal choice of monetary policy," Research Discussion Papers 33/2007, Bank of Finland. [Downloadable!]
    87. Scott Hendry & Wai-Ming Ho & Kevin Moran, 2003. "Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model," Working Papers 03-38, Bank of Canada. [Downloadable!]
    88. Fernando Alexandre, 2002. "Monetary Policy, Investment and Non-Fundamental Shocks," NIPE Working Papers 6/2002, NIPE - Universidade do Minho. [Downloadable!]
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    89. Richard Dennis, 2002. "Exploring the role of the real exchange rate in Australian monetary policy," Working Papers in Applied Economic Theory 2002-19, Federal Reserve Bank of San Francisco. [Downloadable!]
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    90. Adolfson, Malin, 2001. "Incomplete Exchange Rate Pass-Through and Simple Monetary Policy Rules," Working Paper Series in Economics and Finance 478, Stockholm School of Economics. [Downloadable!]
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    91. Malin Adolfson & Stefan Laseen & Jesper Linde & Lars E.O. Svensson, 2008. "Optimal Monetary Policy in an Operational Medium-Sized DSGE Model," NBER Working Papers 14092, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    92. Richard Dennis, 2005. "Robust control with commitment: a modification to Hansen-Sargent," Working Papers in Applied Economic Theory 2005-20, Federal Reserve Bank of San Francisco. [Downloadable!]
    93. Michael Woodford, 1999. "Optimal Monetary Policy Inertia," NBER Working Papers 7261, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    94. Michel Juillard & Florian Pelgrin, 2007. "Computing Optimal Policy in a Timeless-Perspective: An Application to a Small-Open Economy," Working Papers 07-32, Bank of Canada. [Downloadable!]
    95. Gregory E. Givens, 2006. "Revisiting the Delegation Problem in a Sticky Price and Wage Economy," Working Papers 200601, Middle Tennessee State University, Department of Economics and Finance. [Downloadable!]
    96. Söderström, Ulf, 2001. "Targeting Inflation with a Prominent Role for Money," Working Paper Series 123, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    97. Chadha, J.S. & Holly, S., 2006. "Macroeconomic Models and the Yield Curve: An assessment of the Fit," Cambridge Working Papers in Economics 0640, Faculty of Economics, University of Cambridge. [Downloadable!]
    98. Titiana Kirsanova & David Vines & Mathan Satchi & Simon Wren-Lewis, 2005. "Inflation Persistence, Fiscal Constraints and Non-cooperative Authorities Stabilization Policy in a Monetary Union," Money Macro and Finance (MMF) Research Group Conference 2005 17, Money Macro and Finance Research Group. [Downloadable!]
    99. Wohltmann, Hans-Werner & Winkler, Roland, 2007. "Solution of RE Models with Anticipated Shocks and Optimal Policy," Economics working papers 2007,32, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
    100. Jean-Paul Lam & Florian Pelgrin, 2004. "The Implications of Transmission and Information Lags for the Stabilization Bias and Optimal Delegation," Working Papers 04-37, Bank of Canada. [Downloadable!]
    101. Lombardo, Giovanni, 2004. "Inflation targeting rules and welfare in an asymmetric currency area," Discussion Paper Series 1: Economic Studies 2004,04, Deutsche Bundesbank, Research Centre. [Downloadable!]
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    102. Tore Ellingsen & Ulf Soderstrom, 2001. "Monetary Policy and Market Interest Rates," American Economic Review, American Economic Association, vol. 91(5), pages 1594-1607, December. [Downloadable!] (restricted)
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  12. Dahlquist, Magnus & Söderlind, Paul, 1997. "Evaluating Portfolio Performance with Stochastic Discount Factors," CEPR Discussion Papers 1663, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    1. Geert Bekaert & Jun Liu, 2001. "Conditioning Information and Variance on Pricing Kernals," University of California at Los Angeles, Anderson Graduate School of Management 1009, Anderson Graduate School of Management, UCLA. [Downloadable!]
    2. Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul, 1999. "Performance and Characteristics of Swedish Mutual Funds 1993-97," CEPR Discussion Papers 2166, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    3. Maroney, Neal C. & Naka, Atsuyuki, 2003. "Diversification benefit of Japanese real estate over the last four decades," Working Papers 2003-01, University of New Orleans, Department of Economics and Finance. [Downloadable!]
    4. Heber Farnsworth & Wayne E. Ferson & David Jackson & Steven Todd, 2002. "Performance Evaluation with Stochastic Discount Factors," NBER Working Papers 8791, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  13. Söderlind, Paul & Svensson, Lars E O, 1997. "New Techniques to Extract Market Expectations from Financial Instruments," CEPR Discussion Papers 1556, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    1. Peter Hördahl & David Vestin, 2003. "Interpreting implied risk neutral densities: the role of risk premia," Working Paper Series 274, European Central Bank. [Downloadable!]
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    2. Leo Krippner, 2003. "Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation," Working Papers in Economics 03/01, University of Waikato, Department of Economics. [Downloadable!]
    3. Dupont, Dominique Y., 2001. "Extracting Risk-Neutral Probability Distributions from Option Prices Using Trading Volume as a Filter," Economics Series 104, Institute for Advanced Studies. [Downloadable!]
    4. Allan M. Malz, 1998. "Interbank interest rates as term structure indicators," Research Paper 9803, Federal Reserve Bank of New York. [Downloadable!]
    5. Francis X. Diebold & Todd A. Gunther & Anthony S. Tay, 1997. "Evaluating Density Forecasts," NBER Technical Working Papers 0215, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    6. Hisashi Nakamura & Shigenori Shiratsuka, 1999. "Extracting market expectations from option prices: case studies in Japanese option markets," Working Paper Series WP-99-1, Federal Reserve Bank of Chicago. [Downloadable!]
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    7. Francis X. Diebold & Canlin Li, 2002. "Forecasting the Term Structure of Government Bond Yields," Center for Financial Institutions Working Papers 02-34, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
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    8. Rasmus Pilegaard & Alain Durre & Snorre Evjen, 2003. "Estimating risk premia in money market rates," Working Paper Series 221, European Central Bank. [Downloadable!]
    9. Sharon Kozicki & P.A. Tinsley, 2006. "Survey-Based Estimates of the Term Structure of Expected U.S. Inflation," Working Papers 06-46, Bank of Canada. [Downloadable!]
    10. Martin Hlusek, 2002. "Estimating market probabilities of future interest rate changes," Working Papers 2002/02, Czech National Bank, Research Department. [Downloadable!]
    11. Leo Krippner, 2003. "Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach," Working Papers in Economics 03/02, University of Waikato, Department of Economics. [Downloadable!]
    12. Leo Krippner, 2005. "Investigating the Relationships between the Yield Curve, Output and Inflation using an Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models," Working Papers in Economics 05/02, University of Waikato, Department of Economics. [Downloadable!]
    13. John H. Cochrane & Monika Piazzesi, 2002. "Bond Risk Premia," NBER Working Papers 9178, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    14. Jon Faust & Eric Swanson & and Jonathan H. Wright, 2002. "Identifying vars based on high frequency futures data," International Finance Discussion Papers 720, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    15. Ben Craig & Ernst Glatzer & Joachim Keller & Martin Scheicher, 2003. "The forecasting performance of German stock option densities," Working Paper 0312, Federal Reserve Bank of Cleveland. [Downloadable!]
    16. Gianni Amisano & Raffaella Giacomini, 2005. "Comparing Density Forecsts via Weighted Likelihood Ratio Tests," Working Papers ubs0504, University of Brescia, Department of Economics. [Downloadable!]
    17. Henriette Prast & Marc de Vor, 2001. "Investor reactions to news: an analysis of the euro-dollar exchange rate," MEB Series (discontinued) 2001-6, Netherlands Central Bank, Monetary and Economic Policy Department. [Downloadable!]
    18. Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1998. "Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange," Center for Financial Institutions Working Papers 99-05, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
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    19. Juan Manuel Julio Román, . "Does The Spot Curve Contain Information On Future Monetary Policy In Colombia?," Borradores de Economia 463, Banco de la Republica de Colombia. [Downloadable!]
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    20. William R. Emmons & Aeimit K. Lakdawala & Christopher J. Neely, 2006. "What are the odds? option-based forecasts of FOMC target changes," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 543-562. [Downloadable!]
    21. Norrbin, Stefan, 2001. "What Have We Learned from Empirical Tests of the Monetary Transmission Effect," Working Paper Series 121, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    22. Kristoffer Nimark, 2006. "Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market," RBA Research Discussion Papers rdp2006-05, Reserve Bank of Australia. [Downloadable!]
    23. Diana N. Weymark, 2001. "Inflation Targeting, Announcements, and Imperfect Credibility," Working Papers 0124, Department of Economics, Vanderbilt University, revised Apr 2002. [Downloadable!]
    24. Vladislav Kargin, 2003. "Consistent Estimation of Pricing Kernels from Noisy Price Data," Finance 0311001, EconWPA. [Downloadable!]
    25. Ravenna , Federico & Seppälä , Juha, 2006. "Monetary policy and rejections of the expectations hypothesis," Research Discussion Papers 25/2006, Bank of Finland. [Downloadable!]
    26. Marc-Andreas Muendler, 2005. "Risk Neutral Investors Do Not Acquire Information¤," University of California at San Diego, Economics Working Paper Series 2005-10, Department of Economics, UC San Diego. [Downloadable!]
    27. Francisco J. Ruge-Murcia, 2000. "Uncovering financial markets' beliefs about inflation targets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 483-512. [Downloadable!]
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    28. John Hawkins, 2005. "Globalisation and monetary operations in emerging economies," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and monetary policy in emerging markets, volume 23, pages 59-80 Bank for International Settlements. [Downloadable!]
    29. H. Nielsen, . "Extracting implicit density functions from short term interest rate options," Sonderforschungsbereich 373 2001-47, Humboldt Universitaet Berlin.
    30. Edward J. Green, 2001. "Central banking and the economics of information," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q II, pages 28-37. [Downloadable!]
    31. Fabio