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Citations for "The conquest of U.S. inflation: learning and robustness to model uncertainty"

by Cogley, Timothy & Sargent, Thomas J.

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  1. Matteo Ciccarelli & Benoît Mojon, 2007. "Global Inflation," Kiel Working Papers 1337, Kiel Institute for the World Economy.
  2. Del Negro, Marco & Schorfheide, Frank, 2005. "Monetary policy analysis with potentially misspecified models," Working Paper Series, European Central Bank 0475, European Central Bank.
  3. Francisco J. Buera & Alexander Monge‐Naranjo & Giorgio E. Primiceri, 2011. "Learning the Wealth of Nations," Econometrica, Econometric Society, Econometric Society, vol. 79(1), pages 1-45, 01.
  4. Roger Koppl & William Luther, 2012. "Hayek, Keynes, and modern macroeconomics," The Review of Austrian Economics, Springer, Springer, vol. 25(3), pages 223-241, September.
  5. repec:ebl:ecbull:v:4:y:2006:i:36:p:1-7 is not listed on IDEAS
  6. Francesca Rondina, 2010. "The role of model uncertainty and learning in the U.S. postwar policy response to oil prices," UFAE and IAE Working Papers 834.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  7. Patrick Fève & Julien Matheron & Jean-Guillaume Sahuc, 2010. "Inflation Target Shocks and Monetary Policy Inertia in the Euro Area," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 120(547), pages 1100-1124, 09.
  8. Alexander Kriwoluzky & Christian Stoltenberg, 2007. "Optimal Policy Under Model Uncertainty: A Structural-Bayesian Estimation Approach," SFB 649 Discussion Papers SFB649DP2007-040, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  9. Pierpaolo Benigno & Luca Antonio Ricci, 2008. "The Inflation-Unemployment Trade-Off at Low Inflation," NBER Working Papers 13986, National Bureau of Economic Research, Inc.
  10. Steven N. Durlauf & Andros Kourtellos & Chih Ming Tan, 2010. "Is God in the Details? A Reexamination of the Role of Religion in Economic Growth," University of Cyprus Working Papers in Economics 11-2010, University of Cyprus Department of Economics.
  11. Thomas Sargent & Noah Williams & Tao Zha, 2006. "Shocks and Government Beliefs: The Rise and Fall of American Inflation," American Economic Review, American Economic Association, vol. 96(4), pages 1193-1224, September.
  12. Gavin, William T. & Keen, Benjamin D. & Pakko, Michael R., 2009. "Inflation Risk And Optimal Monetary Policy," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 13(S1), pages 58-75, May.
  13. Juan David Prada Sarmiento & Luis Eduardo Rojas Dueñas, 2009. "La elasticidad de Frisch y la transmisión de la política monetaria en Colombia," BORRADORES DE ECONOMIA 005404, BANCO DE LA REPÚBLICA.
  14. Carboni, Giacomo & Ellison, Martin, 2007. "Learning and the Great Inflation," CEPR Discussion Papers 6250, C.E.P.R. Discussion Papers.
  15. Kim, Chang-Jin & Nelson, Charles R., 2006. "Estimation of a forward-looking monetary policy rule: A time-varying parameter model using ex post data," Journal of Monetary Economics, Elsevier, Elsevier, vol. 53(8), pages 1949-1966, November.
  16. Timothy Cogley & Thomas Sargent, . "Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US," Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University 2133503, Department of Economics, W. P. Carey School of Business, Arizona State University.
  17. Sharon Kozicki & P.A. Tinsley, 2005. "Perhaps the FOMC did what it said it did : an alternative interpretation of the Great Inflation," Research Working Paper, Federal Reserve Bank of Kansas City RWP 05-04, Federal Reserve Bank of Kansas City.
  18. Steven N. Durlauf & Andros Kourtelos & Chih Ming Tan, 2006. "Is God in the details? A reexamination of the Role of Relegion in Economic," University of Cyprus Working Papers in Economics 10-2006, University of Cyprus Department of Economics.
  19. Evans, George W & Honkapohja, Seppo, 2008. "Expectations, Learning and Monetary Policy: An Overview of Recent Rersearch," CEPR Discussion Papers 6640, C.E.P.R. Discussion Papers.
  20. Belaygorod, Anatoliy & Dueker, Michael, 2009. "Indeterminacy, change points and the price puzzle in an estimated DSGE model," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(3), pages 624-648, March.
  21. Özer Karagedikli & Troy Matheson & Christie Smith & Shaun Vahey, 2008. "RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence," Working Paper, Norges Bank 2008/17, Norges Bank.
  22. Matthias Mohr, 2005. "A Trend-Cycle(-Season) Filter," Econometrics, EconWPA 0508004, EconWPA.
  23. Frank Schorfheide, 2005. "Learning and Monetary Policy Shifts," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 392-419, April.
  24. Jansen, Eilev S., 2004. "Modelling inflation in the euro area," Working Paper Series, European Central Bank 0322, European Central Bank.
  25. Daniel F. Waggoner & Tao Zha, 2012. "Confronting Model Misspecification in Macroeconomics," NBER Working Papers 17791, National Bureau of Economic Research, Inc.
  26. Federico Ravenna, 2014. "How Central Banks Learn the True Model of the Economy," Cahiers de recherche 1409, CIRPEE.
  27. Carl Walsh, 2007. "Inflation Targeting and the Role of Real Objectives," Research and Policy Notes 2007/02, Czech National Bank, Research Department.
  28. Benoît Mojon, 2007. "Monetary policy, output composition and the Great Moderation," Working Paper Series, Federal Reserve Bank of Chicago WP-07-07, Federal Reserve Bank of Chicago.
  29. Akram, Q. Farooq & Nymoen, Ragnar, 2007. "Model selection for monetary policy analysis How important is empirical validity?," Memorandum 14/2007, Oslo University, Department of Economics.
  30. Brock, William A. & Durlauf, Steven N. & West, Kenneth D., 2007. "Model uncertainty and policy evaluation: Some theory and empirics," Journal of Econometrics, Elsevier, Elsevier, vol. 136(2), pages 629-664, February.
  31. William Branch & George W. Evans, 2007. "Model Uncertainty and Endogenous Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(2), pages 207-237, April.
  32. Fabrizio Zampolli, 2004. "Optimal monetary policy in a regime-switching economy," Computing in Economics and Finance 2004, Society for Computational Economics 166, Society for Computational Economics.
  33. StevenN. Durlauf & Andros Kourtellos & ChihMing Tan, 2008. "Are Any Growth Theories Robust?," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 118(527), pages 329-346, 03.
  34. Castelnuovo, Efrem, 2010. "Trend inflation and macroeconomic volatilities in the post-WWII U.S. economy," The North American Journal of Economics and Finance, Elsevier, vol. 21(1), pages 19-33, March.
  35. Ravenna, Federico, 2012. "Optimal monetary policy and model selection in a real-time learning environment," Economics Letters, Elsevier, vol. 114(3), pages 322-325.
  36. Giraitis, L. & Kapetanios, G. & Yates, T., 2014. "Inference on stochastic time-varying coefficient models," Journal of Econometrics, Elsevier, Elsevier, vol. 179(1), pages 46-65.
  37. Fabrizio Zampolli, 2006. "Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange rate dynamics," Bank of England working papers 297, Bank of England.
  38. Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent, 2008. "Inflation-Gap Persistence in the U.S," NBER Working Papers 13749, National Bureau of Economic Research, Inc.
  39. Richard Dennis & Federico Ravenna, 2007. "Learning and optimal monetary policy," Working Paper Series 2007-19, Federal Reserve Bank of San Francisco.
  40. Levine, Paul & McAdam, Peter & Pearlman, Joseph G. & Pierse, Richard, 2008. "Risk Management in Action. Robust monetary policy rules under structured uncertainty," Working Paper Series, European Central Bank 0870, European Central Bank.
  41. Didier Sornette & Wei-Xing Zhou, 2005. "Non-parametric determination of real-time lag structure between two time series: the 'optimal thermal causal path' method," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 5(6), pages 577-591.
  42. Gary Koop & Simon Potter, 2007. "A flexible approach to parametric inference in nonlinear time series models," Staff Reports 285, Federal Reserve Bank of New York.
  43. Ellison, Martin & Yates, Tony, 2007. "Escaping Nash and Volatile Inflation," CEPR Discussion Papers 6483, C.E.P.R. Discussion Papers.
  44. Faria, João Ricardo & Mollick, André Varella & Sachsida, Adolfo & Wang, Le, 2012. "Do central banks affect Tobin's q?," International Review of Economics & Finance, Elsevier, Elsevier, vol. 22(1), pages 1-10.
  45. Levine, Paul & McAdam, Peter & Pearlman, Joseph, 2012. "Probability models and robust policy rules," European Economic Review, Elsevier, vol. 56(2), pages 246-262.
  46. Zhou, Wei-Xing & Sornette, Didier, 2006. "Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data," Journal of Macroeconomics, Elsevier, Elsevier, vol. 28(1), pages 195-224, March.
  47. Carboni, Giacomo & Ellison, Martin, 2009. "The Great Inflation and the Greenbook," Journal of Monetary Economics, Elsevier, Elsevier, vol. 56(6), pages 831-841, September.
  48. Robert J. Tetlow & Brian Ironside, 2006. "Real-time model uncertainty in the United States: the Fed from 1996-2003," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2006-08, Board of Governors of the Federal Reserve System (U.S.).
  49. Fabio Milani, 2004. "Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach," Macroeconomics, EconWPA 0401004, EconWPA.
  50. De Grauwe, Paul & Rovira Kaltwasser, Pablo, 2012. "Animal spirits in the foreign exchange market," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(8), pages 1176-1192.
  51. Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani, 2014. "Output Gap in Presence of Financial Frictions and Monetary Policy Trade-offs," IMF Working Papers 14/128, International Monetary Fund.
  52. Nilss Olekalns & Kalvinder Shields, 2008. "Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real Time Data are Available," Department of Economics - Working Papers Series, The University of Melbourne 1040, The University of Melbourne.
  53. Brock,W.A. & Durlauf,S.N., 2004. "Macroeconomics and model uncertainty," Working papers, Wisconsin Madison - Social Systems 20, Wisconsin Madison - Social Systems.
  54. Castelnuovo, Efrem & Greco, Luciano & Raggi, Davide, 2008. "Estimating regime-switching Taylor rules with trend inflation," Research Discussion Papers 20/2008, Bank of Finland.
  55. Diego Nocetti & William T. Smith, 2006. "Why Do Pooled Forecasts Do Better Than Individual Forecasts Ex Post?," Economics Bulletin, AccessEcon, vol. 4(36), pages 1-7.