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Citations for "Output gap uncertainty: does it matter for the Taylor rule?"

by Frank Smets

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  1. Klaus Schmidt-Hebbel & Francisco Muñoz, 2012. "Monetary policy decisions by the world's central banks using real-time data," Documentos de Trabajo 426, Instituto de Economia. Pontificia Universidad Católica de Chile..
  2. Aoki, Kosuke, 2002. "Optimal Commitment Policy Under Noisy Information," CEPR Discussion Papers 3370, C.E.P.R. Discussion Papers.
  3. Efrem Castelnuovo, 2003. "Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model," Working Papers 2003.6, Fondazione Eni Enrico Mattei.
  4. Ralf Fendel, 2004. "Perspektiven und Grenzen der Verwendung geldpolitischer Regeln," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 5(2), pages 169-192, 05.
  5. Romain Bouis & Ane Kathrine Christensen & Boris Cournède, 2013. "Deleveraging: Challenges, Progress and Policies," OECD Economics Department Working Papers 1077, OECD Publishing.
  6. Eric T. Swanson, 2000. "On signal extraction and non-certainty-equivalence in optimal monetary policy rules," Proceedings, Federal Reserve Bank of San Francisco.
  7. Lars E.O. Svensson & Michael Woodford, 2000. "Indicator variables for optimal policy," Proceedings, Federal Reserve Bank of San Francisco.
  8. Dora M. Iakova, 2007. "Flattening of the Phillips Curve," IMF Working Papers 07/76, International Monetary Fund.
  9. Yetman, James, 2000. "Probing Potential Output: Monetary Policy, Credibility, and Optimal Learning under Uncertainty," Working Papers 00-10, Bank of Canada.
  10. Hilde Bjørnland & Leif Brubakk & Anne Jore, 2008. "Forecasting inflation with an uncertain output gap," Empirical Economics, Springer, vol. 35(3), pages 413-436, November.
  11. Svensson, Lars E O, 1999. "Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability," CEPR Discussion Papers 2196, C.E.P.R. Discussion Papers.
  12. Rudebusch, G. & Svensson, L.E.O., 1999. "Eurosystem Monetary Targeting: Lessons from U.S. Data," Papers 672, Stockholm - International Economic Studies.
  13. Rudebusch, Glenn D., 2000. "Assessing nominal income rules for monetary policy with model and data uncertainty," Working Paper Series 0014, European Central Bank.
  14. Tommaso Proietti, 2008. "Structural Time Series Models for Business Cycle Analysis," CEIS Research Paper 109, Tor Vergata University, CEIS, revised 10 Jul 2008.
  15. Regős, Gábor, 2013. "Kockázattal kiegészített Taylor-szabályok becslése Magyarországra
    [Estimation of risk-augmented Taylor rules for Hungary]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 670-702.
  16. Orphanides, Athanasios & Wieland, Volker, 2000. "Inflation zone targeting," European Economic Review, Elsevier, vol. 44(7), pages 1351-1387, June.
  17. Juan Manuel Julio & Javier Gómez, 1998. "Output Gap Estimation, Estimation Uncertainty And Its Effect On Policy Rules," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE.
  18. Athanasios Orphanides & Simon van Norden, 1999. "The reliability of output gap estimates in real time," Finance and Economics Discussion Series 1999-38, Board of Governors of the Federal Reserve System (U.S.).
  19. Martín Guzman & Pablo Gluzmann, 2012. "Tensions in the Implementation of Central Banks’ Policies in the Pursuit of Economic Development," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(65-66), pages 173-205, September.
  20. Javier Gómez & Juan Manuel Julio, . "An Estimation of the Nonlinear Philips Curve in Colombia," Borradores de Economia 160, Banco de la Republica de Colombia.
  21. Jarkko Jääskelä & Tony Yates, 2005. "Monetary policy and data uncertainty," Bank of England working papers 281, Bank of England.
  22. Ramón María-Dolores, 2002. "Asymmetries in the Cyclical Effects of Monetary Policy on Output: Some European Evidence," Working Papers 02-04, Asociación Española de Economía y Finanzas Internacionales.
  23. Athanasios Orphanides & John C. Williams, 2002. "Robust Monetary Policy Rules with Unknown Natural Rates," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 33(2), pages 63-146.
  24. Orphanides, Athanasios, 2000. "The quest for prosperity without inflation," Working Paper Series 0015, European Central Bank.
  25. Carmine Trecroci & Matilde Vassalli, 2006. "Monetary policy regime shifts: new evidence from time-varying interest rate rules," Working Papers 0602, University of Brescia, Department of Economics.
  26. Alejandro Rodríguez & Esther Ruiz, 2010. "Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters," Statistics and Econometrics Working Papers ws100301, Universidad Carlos III, Departamento de Estadística y Econometría.
  27. Marc-Alexandre Sénégas, 2002. "La politique monétaire face à l'incertitude : un survol méthodologique des contributions relatives à la zone euro," Revue d'Économie Financière, Programme National Persée, vol. 65(1), pages 177-200.
  28. Putnam, Bluford H. & Azzarello, Samantha, 2012. "A Bayesian interpretation of the Federal Reserve's dual mandate and the Taylor Rule," Review of Financial Economics, Elsevier, vol. 21(3), pages 111-119.
  29. Clark, Todd E. & Kozicki, Sharon, 2005. "Estimating equilibrium real interest rates in real time," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 395-413, December.
  30. John B. Taylor, 1999. "Commentary : challenges for monetary policy : new and old," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 59-67.
  31. Pei-Tha Gan, 2014. "The Optimal Economic Uncertainty Index: A Grid Search Application," Computational Economics, Society for Computational Economics, vol. 43(2), pages 159-182, February.
  32. Carlo Altavilla, 2001. "Assessing Monetary Rules Performance across EMU Countries," International Economics Working Papers Series ces0108, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  33. Alvarez-Ramirez, Jose & Ibarra-Valdez, Carlos & Fernandez-Anaya, Guillermo & Villarreal, Francisco, 2008. "A modified Taylor rule for dealing with demand shocks and uncertain potential macroeconomic output," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(5), pages 1283-1300.
  34. Jamie Armour & Ben Fung & Dinah Maclean, 2002. "Taylor Rules in the Quarterly Projection Model," Working Papers 02-1, Bank of Canada.
  35. Orphanides, Athanasios & Porter, Richard D. & Reifschneider, David & Tetlow, Robert & Finan, Frederico, 2000. "Errors in the measurement of the output gap and the design of monetary policy," Journal of Economics and Business, Elsevier, vol. 52(1-2), pages 117-141.
  36. Martha López P., 2004. "Efficient Policy Rule for Inflation Targeting in Colombia," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 1-24, January-J.
  37. 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.
  38. Andreas Billmeier, 2004. "Ghostbusting," IMF Working Papers 04/146, International Monetary Fund.
  39. Gonzalo Llosa & Shirley Miller, 2004. "Using Additional Information in Estimating the Output Gap in Peru: a Multivariate Unobserved Component Approach," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 57-82, January-J.
  40. Athanasios Orphanides, 2001. "Monetary policy rules, macroeconomic stability and inflation: a view from the trenches," Finance and Economics Discussion Series 2001-62, Board of Governors of the Federal Reserve System (U.S.).
  41. Aoki, Kosuke, 2003. "On the optimal monetary policy response to noisy indicators," Journal of Monetary Economics, Elsevier, vol. 50(3), pages 501-523, April.
  42. Humala, Alberto & Rodríguez, Gabriel, 2009. "Estimation of a Time Varying Natural Interest Rate for Peru," Working Papers 2009-009, Banco Central de Reserva del Perú.
  43. Sanvi Avouyi-Dovi & Jean-Guillaume Sahuc, 2009. "Comportement du banquier central en environnement incertain," Revue d'économie politique, Dalloz, vol. 0(1), pages 119-142.
  44. Andreas Hornstein & Michael Dotsey, 2002. "Should optimal discretionary monetary policy look at money?," Working Paper 02-04, Federal Reserve Bank of Richmond.
  45. Sack, Brian & Wieland, Volker, 2000. "Interest-rate smoothing and optimal monetary policy: a review of recent empirical evidence," Journal of Economics and Business, Elsevier, vol. 52(1-2), pages 205-228.
  46. Peter Lildholdt & Nikolaos Panigirtzoglou & Chris Peacock, 2007. "An affine macro-factor model of the UK yield curve," Bank of England working papers 322, Bank of England.
  47. Mesonnier, Jean-Stephane & Renne, Jean-Paul, 2007. "A time-varying "natural" rate of interest for the euro area," European Economic Review, Elsevier, vol. 51(7), pages 1768-1784, October.
  48. John C. Williams, 2006. "Robust estimation and monetary policy with unobserved structural change," Economic Review, Federal Reserve Bank of San Francisco, pages 1-16.
  49. P.J.G. Vlaar, 2003. "On the Strenght of the US Dollar: Can it be Explained by Output Growth?," DNB Staff Reports (discontinued) 82, Netherlands Central Bank.
  50. Bohdan Kłos, 2003. "Rules of Percentage Rate in Conditions of Uncertainty," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 9.
  51. Christophe Planas & Alessandro Rossi, 2004. "Can inflation data improve the real-time reliability of output gap estimates?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 121-133.
  52. Adriana Arreaza & Enid Blanco & Miguel Dorta, 2004. "A Small Scale Macroeconomic Model for Venezuela," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 25-38, January-J.
  53. Dotsey, Michael & Hornstein, Andreas, 2003. "Should a monetary policymaker look at money?," Journal of Monetary Economics, Elsevier, vol. 50(3), pages 547-579, April.
  54. Travaglini, Guido, 2007. "The U.S. Dynamic Taylor Rule With Multiple Breaks, 1984-2001," MPRA Paper 3419, University Library of Munich, Germany, revised 15 Jun 2007.
  55. Katrin Wesche, 2003. "Monetary Policy in Europe: Evidence from Time-Varying Taylor Rules," Bonn Econ Discussion Papers bgse21_2003, University of Bonn, Germany.
  56. Wayne Robinson, 2004. "Real Shocks, Credibility & Stabilization Policy in a Small Open Economy," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 39-55, January-J.
  57. Björkstén, Nils & Syrjänen, Miika, 1999. "Divergences in the Euro Area: a Cause for Concern?," Research Discussion Papers 11/1999, Bank of Finland.
  58. Mésonnier, J-S. & Renne, J-P., 2004. "Règle de Taylor et politique monétaire dans la zone euro," Working papers 117, Banque de France.
  59. Rizzi, Lorenzo & Bazzana, Flavio & Kasabov, Nikola & Fedrizzi, Mario & Erzegovesi, Luca, 2003. "Simulation of ECB decisions and forecast of short term Euro rate with an adaptive fuzzy expert system," European Journal of Operational Research, Elsevier, vol. 145(2), pages 363-381, March.
  60. Robert Tetlow & Peter von zur Muehlen, 2004. "Avoiding Nash Inflation: Bayesian and Robus Responses to Model Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(4), pages 869-899, October.
  61. Bernhardsen, Tom & Eitrheim, Oyvind & Jore, Anne Sofie & Roisland, Oistein, 2005. "Real-time data for Norway: Challenges for monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 333-349, December.
  62. Dean Croushore, 2011. "Frontiers of Real-Time Data Analysis," Journal of Economic Literature, American Economic Association, vol. 49(1), pages 72-100, March.
  63. Y. Adema, 2003. "A taylor rule for the euro area based on quasi-real time data," WO Research Memoranda (discontinued) 738, Netherlands Central Bank, Research Department.
  64. al-Nowaihi, Ali & Stracca, Livio, 2002. "Non-standard central bank loss functions, skewed risks, and certainty equivalence," Working Paper Series 0129, European Central Bank.
  65. Nils Björksten & Miika Syrjänen, 2000. "How Problematic are Internal Euro Area Differences?," EUI-RSCAS Working Papers 14, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).
  66. Dramani, Latif & Laye, Oumy, 2007. "Estimation of the Equilibrium Interest Rate: Case of CFA zone," MPRA Paper 3610, University Library of Munich, Germany.
  67. Gonzalo Llosa & Shirley Miller, 2005. "Using additional information in estimating the output gap in Peru: a multivariate unobserved component approach," Working Papers 2005-004, Banco Central de Reserva del Perú.
  68. Thomas J. Jordan & Peter Kugler & Carlos Lenz & Marcel R. Savioz, 2005. "GDP Data Revisions and Forward-Looking Monetary Policy in Switzerland," Working papers 2005/05, Faculty of Business and Economics - University of Basel.
  69. Jean-Philippe Cayen & Simon van Norden, 2002. "La fiabilité des estimations de l'écart de production au Canada," Working Papers 02-10, Bank of Canada.
  70. Helmut Wagner, 2001. "Implications of Globalization for Monetary Policy," IMF Working Papers 01/184, International Monetary Fund.
  71. Hartmann, Daniel, 2001. "Taylor-Regel und amerikanische Geldpolitik," Violette Reihe Arbeitspapiere 17/2001, Promotionsschwerpunkt "Globalisierung und Beschaeftigung".
  72. Tim Willems, 2009. "Visualizing the Invisible: Estimating the New Keynesian Output Gap via a Bayesian Approach," Tinbergen Institute Discussion Papers 09-074/2, Tinbergen Institute, revised 26 Mar 2010.
  73. Gonzalo Llosa/Shirley Miller, 2004. "Using additional information in estimating output gap in Peru: a multivariate unobserved component approach," Econometric Society 2004 Latin American Meetings 243, Econometric Society.