This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Measuring variability of monetary policy lags: a frequency domain approach Author info | Abstract | Publisher info | Download info | Related research | Statistics D.M NACHANE
R. LAKSHMI
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Paper provided by European University Institute in its series Economics Working Papers with number
ECO2001/07.
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Length:
Date of creation: 2001Date of revision:
Handle: RePEc:eui:euiwps:eco2001/07Contact details of provider: Postal: Badia Fiesolana, Via dei Roccettini, 9, 50016 San Domenico di Fiesole (FI) Italy Phone: +39-055-4685.982 Fax: +39-055-4685.902 Web page: http://www.eui.eu/ECO/ More information through EDIRC
For technical questions regarding this item, or to correct its listing, contact: (Marcia Gastaldo).
Keywords: References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.:
Richard Clarida & Jordi Gali & Mark Gertler, 1999.
"The Science of Monetary Policy: A New Keynesian Perspective ,"
Journal of Economic Literature ,
American Economic Association, vol. 37(4), pages 1661-1707, December.
[Downloadable!] (restricted)
Other versions:
Clarida, Richard & Galí, Jordi & Gertler, Mark, 1999.
"The Science of Monetary Policy: A New Keynesian Perspective ,"
CEPR Discussion Papers
2139, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Clarida, R. & Gali, J. & Gertler, M., 1999.
"The Science of Monetary Policy: A New Keynesian Perspective ,"
Working Papers
99-13, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!] Richard Clarida & Jordi Galí & Mark Gertler, 1997.
"The Science of Monetary Policy: A New Keynesian Perspective ,"
Economics Working Papers
356, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 1999.
[Downloadable!] Richard Clarida & Jordi Gali & Mark Gertler, 1999.
"The Science of Monetary Policy: A New Keynesian Perspective ,"
NBER Working Papers
7147, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Blanchard, Olivier Jean & Kiyotaki, Nobuhiro, 1987.
"Monopolistic Competition and the Effects of Aggregate Demand ,"
American Economic Review ,
American Economic Association, vol. 77(4), pages 647-66, September.
[Downloadable!] (restricted)
J. M. Culbertson, 1961.
"The Lag in Effect of Monetary Policy: Reply ,"
Journal of Political Economy ,
University of Chicago Press, vol. 69, pages 467.
[Downloadable!] (restricted)
Bordo, Michael D & Choudhri, Ehsan U, 1982.
"Currency Substitution and the Demand for Money: Some Evidence for Canada ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 14(1), pages 48-57, February.
[Downloadable!] (restricted)
Other versions: Harding, Don & Pagan, Adrian, 2006.
"Synchronization of cycles ,"
Journal of Econometrics ,
Elsevier, vol. 132(1), pages 59-79, May.
[Downloadable!] (restricted)
Cargill, Thomas F & Meyer, Robert A, Jr, 1972.
"A Spectral Approach to Estimating the Distributed Lag Relationship between Long and Short Term Interest Rates ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 13(2), pages 223-38, June.
[Downloadable!] (restricted)
Andrew Levin & Volker Wieland & John C. Williams, 1998.
"Robustness of simple monetary policy rules under model uncertainty ,"
Finance and Economics Discussion Series
1998-45, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Mishkin, Frederic S, 1995.
"Symposium on the Monetary Transmission Mechanism ,"
Journal of Economic Perspectives ,
American Economic Association, vol. 9(4), pages 3-10, Fall.
[Downloadable!] (restricted)
Ben Bernanke & Mark Gertler, 2000.
"Monetary Policy and Asset Price Volatility ,"
NBER Working Papers
7559, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S., 1990.
"Seasonal integration and cointegration ,"
Journal of Econometrics ,
Elsevier, vol. 44(1-2), pages 215-238.
[Downloadable!] (restricted)
Other versions:
Hyllerberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988.
"Seasonal Integration And Cointegration ,"
Papers
0-88-2, Pennsylvania State - Department of Economics.
Hylleberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988.
"Seasonal, Integration And Cointegration ,"
Papers
6-88-2, Pennsylvania State - Department of Economics.
Tanner, J. Ernest, 1979.
"Are the lags in the effects of monetary policy variable? ,"
Journal of Monetary Economics ,
Elsevier, vol. 5(1), pages 105-121, January.
[Downloadable!] (restricted)
Bryan, Michael F. & Gavin, William T., 1994.
"A different kind of money illusion: The case of long and variable lags ,"
Journal of Policy Modeling ,
Elsevier, vol. 16(5), pages 529-540, October.
[Downloadable!] (restricted)
Other versions: Gary Fromm & Lawrence R. Klein, 1976.
"The Nber/Nsf Model Comparison Seminar: An Analysis Of Results ,"
NBER Chapters ,
in: Annals of Economic and Social Measurement, Volume 5, number 1, pages 5-32
National Bureau of Economic Research, Inc.
[Downloadable!]
Roberts, John M, 1995.
"New Keynesian Economics and the Phillips Curve ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 27(4), pages 975-84, November.
[Downloadable!] (restricted)
Lucas, Robert Jr, 1976.
"Econometric policy evaluation: A critique ,"
Carnegie-Rochester Conference Series on Public Policy ,
Elsevier, vol. 1(1), pages 19-46, January.
[Downloadable!] (restricted)
Vernon, Jack, 1977.
"Money demand interest elasticity and monetary policy effectiveness ,"
Journal of Monetary Economics ,
Elsevier, vol. 3(2), pages 179-190, April.
[Downloadable!] (restricted)
Bernanke, Ben & Gertler, Mark, 1995.
"Inside the Black Box: The Credit Channel of Monetary Policy Transmission ,"
Working Papers
95-15, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
Other versions:
Ben S. Bernanke & Mark Gertler, 1995.
"Inside the Black Box: The Credit Channel of Monetary Policy Transmission ,"
NBER Working Papers
5146, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Bernanke, Ben S & Gertler, Mark, 1995.
"Inside the Black Box: The Credit Channel of Monetary Policy Transmission ,"
Journal of Economic Perspectives ,
American Economic Association, vol. 9(4), pages 27-48, Fall.
[Downloadable!] (restricted) Taylor, John B, 2000.
"Alternative Views of the Monetary Transmission Mechanism: What Difference Do They Make for Monetary Policy? ,"
Oxford Review of Economic Policy ,
Oxford University Press, vol. 16(4), pages 60-73, Winter.
Poole, William, 1975.
"The Relationship of Monetary Decelerations to Business Cycle Peaks: Another Look at the Evidence ,"
Journal of Finance ,
American Finance Association, vol. 30(3), pages 697-712, June.
[Downloadable!] (restricted)
J. M. Culbertson, 1960.
"Friedman on the Lag in Effect of Monetary Policy ,"
Journal of Political Economy ,
University of Chicago Press, vol. 68, pages 617.
[Downloadable!] (restricted)
Fuhrer, Jeff & Moore, George, 1995.
"Inflation Persistence ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 110(1), pages 127-59, February.
[Downloadable!] (restricted)
Other versions:
Jeff Fuhrer & George Moore, 1993.
"Inflation persistence ,"
Finance and Economics Discussion Series
93-17, Board of Governors of the Federal Reserve System (U.S.).
Jeff Fuhrer & George Moore, 1993.
"Inflation persistence ,"
Proceedings ,
Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Jeff Fuhrer & George Moore, 1993.
"Inflation persistence ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Mar.
N. Gregory Mankiw, 2000.
"The Inexorable and Mysterious Tradeoff Between Inflation and Unemployment ,"
Harvard Institute of Economic Research Working Papers
1905, Harvard - Institute of Economic Research.
[Downloadable!]
Other versions:
N. Gregory Mankiw, 2000.
"The Inexorable and Mysterious Tradeoff Between Inflation and Unemployment ,"
NBER Working Papers
7884, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Mankiw, N Gregory, 2001.
"The Inexorable and Mysterious Tradeoff between Inflation and Unemployment ,"
Economic Journal ,
Royal Economic Society, vol. 111(471), pages C45-61, May.
[Downloadable!] (restricted) Nicoletta Batini & Andrew G Haldane, .
"Forward-looking rules for monetary policy ,"
Bank of England working papers
91, Bank of England.
[Downloadable!]
Other versions: Nachane, D M, 1997.
"Purchasing Power Parity: An Analysis Based on the Evolutionary Spectrum ,"
Applied Economics ,
Taylor and Francis Journals, vol. 29(11), pages 1515-24, November.
[Downloadable!] (restricted)
Sargent, Thomas J, 1976.
"The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics ,"
Journal of Political Economy ,
University of Chicago Press, vol. 84(3), pages 631-40, June.
[Downloadable!] (restricted)
Other versions: Akerlof, George A & Yellen, Janet L, 1985.
"A Near-rational Model of the Business Cycle, with Wage and Price Intertia ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 100(5), pages 823-38, Supp..
[Downloadable!] (restricted)
Joseph Beaulieu, J. & Miron, Jeffrey A., 1993.
"Seasonal unit roots in aggregate U.S. data ,"
Journal of Econometrics ,
Elsevier, vol. 55(1-2), pages 305-328.
[Downloadable!] (restricted)
Other versions:
Full
references
Access and
download statistics Did you know? The yearly budget of IDEAS is exactly $0: it relies entirely on volunteer work.
This page was last updated on 2009-12-11.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .