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Citations for "Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates"

by McCallum, Bennett T

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  1. Arturo Estrella & Frederic S. Mishkin, 1995. "The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank," NBER Working Papers 5279, National Bureau of Economic Research, Inc.
  2. René Lalonde & Zhenhua Zhu & Frédérick Demers, 2003. "Forecasting and Analyzing World Commodity Prices," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 1-30, January-J.
  3. West, Kenneth D., 1986. "Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons," Journal of Econometrics, Elsevier, vol. 33(3), pages 367-385, December.
  4. Meenagh, David & Minford, Patrick & Nowell, Eric & Sofat, Prakriti, 2010. "Can a real business cycle model without price and wage stickiness explain UK real exchange rate behaviour?," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1131-1150, October.
  5. Noureddine Krichene, 2005. "A Simultaneous Equation Model for World Crude Oil and Natural Gas Markets," IMF Working Papers 05/32, International Monetary Fund.
  6. Per Pettersson-Lidbom, 2010. "Dynamic Commitment and the Soft Budget Constraint: An Empirical Test," American Economic Journal: Economic Policy, American Economic Association, vol. 2(3), pages 154-79, August.
  7. Richard Meese & Kenneth Rogoff, 1985. "Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984," NBER Working Papers 1732, National Bureau of Economic Research, Inc.
  8. Robert E. Cumby & Maurice Obstfeld, 1982. "International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence," NBER Working Papers 0921, National Bureau of Economic Research, Inc.
  9. Martin Fukac & Adrian Pagan, 2010. "Limited information estimation and evaluation of DSGE models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 55-70.
  10. Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva, 2010. "A Multiple Break Panel Approach To Estimating United States Phillips Curves," Dundee Discussion Papers in Economics 232, Economic Studies, University of Dundee.
  11. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2008. "How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference," Cardiff Economics Working Papers E2008/32, Cardiff University, Cardiff Business School, Economics Section, revised Jul 2011.
  12. Wimanda, Rizki E. & Turner, Paul M. & Hall, Maximilian J.B., 2011. "Expectations and the inertia of inflation: The case of Indonesia," Journal of Policy Modeling, Elsevier, vol. 33(3), pages 426-438, May.
  13. Estrella, Arturo & Mishkin, Frederic S., 1997. "The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank," European Economic Review, Elsevier, vol. 41(7), pages 1375-1401, July.
  14. Ray C. Fair, 1984. "Effects of Expected Future Government Deficits on Current Economic Activity," Cowles Foundation Discussion Papers 693, Cowles Foundation for Research in Economics, Yale University.
  15. Benjamin M. Friedman, 1980. "Price Inflation, Portfolio Choice, and Nominal Interest Rates," NBER Working Papers 0235, National Bureau of Economic Research, Inc.
  16. Bill Russell, 2007. "Non-Stationary Inflation and Panel Estimates of United States Short and Long-run Phillips curves," Dundee Discussion Papers in Economics 200, Economic Studies, University of Dundee.
  17. Ray C. Fair, 1984. "The Use of Expected Future Variables in Macroeconometric Models," NBER Working Papers 1445, National Bureau of Economic Research, Inc.
  18. Javier Gómez & Juan Manuel Julio, 2003. "Transmission Mechanism and Inflation Targeting: The Case of Colombia's Desinflation," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 18(2), pages 109-133, December.
  19. Liu, Chunping & Minford, Patrick, 2012. "How important is the credit channel? An empirical study of the US banking crisis," Cardiff Economics Working Papers E2012/22, Cardiff University, Cardiff Business School, Economics Section, revised Dec 2013.
  20. Alan S. Blinder & Douglas Holtz-Eakin, 1984. "Inventory Fluctuations in the United States Since 1929," NBER Working Papers 1371, National Bureau of Economic Research, Inc.
  21. Vo Le & Kent Matthews & David Meenagh & Patrick Minford & Zhiguo Xiao, 2014. "Banking and the Macroeconomy in China: A Banking Crisis Deferred?," Open Economies Review, Springer, vol. 25(1), pages 123-161, February.
  22. Burton, Diana M. & Love, H. Alan, 1996. "A Review Of Alternative Expectations Regimes In Commodity Markets: Specification, Estimation, And Hypothesis Testing Using Structural Models," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 25(2), October.
  23. Javier Gómez & Juan Manuel Julio, . "Transmission Mechanisms and Inflation Targeting: The Case of Colombia Disinflation," Borradores de Economia 168, Banco de la Republica de Colombia.
  24. Meenagh, David & Minford, Patrick & Wickens, Michael R., 2012. "Testing macroeconomic models by indirect inference on unfiltered data," CEPR Discussion Papers 9058, C.E.P.R. Discussion Papers.
  25. Víctor Tiberio Olivo, 2003. "Taylor Rules and Inflation Targeting do not Work with Systematic Foreign Exchange Market Intervention," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 51-67, January-J.
  26. Benjamin M. Friedman, 1978. "Who Puts the Inflation Premium Into Nominal Interests Rates?," NBER Working Papers 0231, National Bureau of Economic Research, Inc.
  27. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Ou, Zhirong, 2013. "What causes banking crises? An empirical investigation for the world economy," CEPR Discussion Papers 9392, C.E.P.R. Discussion Papers.
  28. David Hakes, 1988. "Monetary policy and presidential elections: A nonpartisan political cycle," Public Choice, Springer, vol. 57(2), pages 175-182, May.
  29. Sarantis, Nicholas, 2006. "Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations," Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1168-1186, November.
  30. Bonomo, M. A. & Brito, R.D., 2001. "Regras Monetárias e Dinâmica Macroeconomica no Brasil: uma abordagem de expectativas racionais," Insper Working Papers wpe_11, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  31. Palm, F.C., 1981. "Structural econometric modelling and time series analysis : an integrated approach," Serie Research Memoranda 0016, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  32. Pettersson-Lidbom, Per & Dahlberg, Matz, 2003. "An Empirical Approach for Evaluating Soft Budget Constraints," Working Paper Series 2003:28, Uppsala University, Department of Economics.
  33. Peter Hooper & Richard D. Haas & Steven A. Symansky & Lois Stekler, 1982. "Alternative approaches to general equilibrium modeling of exchange rates and capital flows: the MCM experience," International Finance Discussion Papers 213, Board of Governors of the Federal Reserve System (U.S.).
  34. Tabellini, Guido, 1988. "Learning and the volatility of exchange rates," Journal of International Money and Finance, Elsevier, vol. 7(2), pages 243-250, June.
  35. Fan, Jingwen & Minford, Patrick & Ou, Zhirong, 2013. "The Fiscal Theory of the Price Level - identification and testing for the UK in the 1970s," Cardiff Economics Working Papers E2013/12, Cardiff University, Cardiff Business School, Economics Section.
  36. Jeremy Rudd & Karl Whelan, 2007. "Modeling Inflation Dynamics: A Critical Review of Recent Research," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(s1), pages 155-170, 02.
  37. Neugart, Michael, 2000. "The supply of new engineers in Germany," Discussion Papers, Research Unit: Labor Market Policy and Employment FS I 00-209, Social Science Research Center Berlin (WZB).
  38. Hall, S. G. & Garratt, A., 1995. "Model consistent learning and regime switching in the London Business School model," Economic Modelling, Elsevier, vol. 12(2), pages 87-95, April.
  39. Funke, Michael, 2005. "Inflation in mainland China – modelling a roller coaster ride," BOFIT Discussion Papers 6/2005, Bank of Finland, Institute for Economies in Transition.
  40. repec:fth:prinin:232 is not listed on IDEAS
  41. Thomas C. Glaessner, 1982. "The modern theory of forward foreign exchange: some new consistent estimates under rational expectations," International Finance Discussion Papers 206, Board of Governors of the Federal Reserve System (U.S.).
  42. Jondeau, E. & Le Bihan, H., 2001. "Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US Data," Working papers 86, Banque de France.
  43. Krichene, Noureddine, 2002. "World crude oil and natural gas: a demand and supply model," Energy Economics, Elsevier, vol. 24(6), pages 557-576, November.
  44. Oya Celasun, 2003. "Sticky Inflation and the Real Effects of Exchange Rate Based Stabilization," IMF Working Papers 03/151, International Monetary Fund.
  45. Palle S. Andersen, 1984. "Real wages, inflation and unemployment," BIS Working Papers 9, Bank for International Settlements.
  46. Minford, Patrick & Ou, Zhirong, 2013. "Taylor Rule or optimal timeless policy? Reconsidering the Fed's behavior since 1982," Economic Modelling, Elsevier, vol. 32(C), pages 113-123.
  47. Summers, Lawrence H., 1986. "Estimating the long-run relationship between interest rates and inflation: A response to McCallum," Journal of Monetary Economics, Elsevier, vol. 18(1), pages 77-86, July.
  48. Palm, F.C. & Nijman, Th., 1984. "Consistent estimation using proxy-variables in models with unobserved variables," Serie Research Memoranda 0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  49. Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013. "Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series," Tinbergen Institute Discussion Papers 13-011/III, Tinbergen Institute.
  50. Liu, Chunping & Minford, Patrick, 2012. "Comparing behavioural and rational expectations for the US post-war economy," Cardiff Economics Working Papers E2012/21, Cardiff University, Cardiff Business School, Economics Section.
  51. Tito Moreira & Geraldo Souza & Charles Almeida, 2004. "Rational Expectation Hypothesis: An Application of the Blanchard and Khan Approach," Economics Bulletin, AccessEcon, vol. 3(22), pages 1-9.
  52. Taghizadeh Hesary Farhad & Naoyuki Yoshino, 2013. "Empirical Analysis of Oil Price Determination Based on Market Quality Theory," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-044, Keio/Kyoto Joint Global COE Program.
  53. Robert A. Amano & Tony S. Wirjanto, . "A Further Analysis of Exchange Rate Targeting in Canada," Working Papers 94-2, Bank of Canada.
  54. Yamazaki, Fukuju & Idee, Takako, 1997. "An Estimation of the Lock-In Effect of Capital Gains Taxation," Journal of the Japanese and International Economies, Elsevier, vol. 11(1), pages 82-104, March.
  55. Peter M. Garber & Robert G. King, 1983. "Deep Structral Excavation? A Critique of Euler Equation Methods," NBER Technical Working Papers 0031, National Bureau of Economic Research, Inc.
  56. Carlos José García & Jorge Enrique Restrepo, 2001. "Price Inflation and Exchange Rate Pass-Through in Chile," Working Papers Central Bank of Chile 128, Central Bank of Chile.
  57. Hodrick, Laurie Simon, 1999. "Does stock price elasticity affect corporate financial decisions?," Journal of Financial Economics, Elsevier, vol. 52(2), pages 225-256, May.
  58. Laurence Ball, 2000. "Near-Rationality and Inflation in Two Monetary Regimes," Economics Working Paper Archive 435, The Johns Hopkins University,Department of Economics.
  59. Prudence Serju, 2003. "Monetary Conditions and Core Inflation: an Application of Neural Networks," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 31-50, January-J.
  60. Bratsiotis, George J. & Robinson, Wayne, 2005. "Currency composition of debt, risk premia and the 1997 Korean crisis," Economic Modelling, Elsevier, vol. 22(3), pages 459-471, May.
  61. Vo Le & David Meenagh & Patrick Minford & Michael Wickens, 2010. "Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference," Open Economies Review, Springer, vol. 21(1), pages 23-44, February.
  62. Javier Gómez & José Darío Uribe & Hernando Vargas, . "The Implementation of Inflation Targeting in Colombia," Borradores de Economia 202, Banco de la Republica de Colombia.
  63. repec:dgr:uvatin:2013011 is not listed on IDEAS
  64. West, Kenneth D., 1987. "A standard monetary model and the variability of the deutschemark-dollar exchange rate," Journal of International Economics, Elsevier, vol. 23(1-2), pages 57-76, August.
  65. Carlos José García T. & Jorge Enrique Restrepo, 2003. "Price Inflation and Exchange Rate Pass-Trough in Chile," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 69-88, January-J.
  66. Robert E. Lucas, Jr. & Thomas J. Sargent, 1979. "After Keynesian macroeconomics," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr.
  67. repec:ebl:ecbull:v:3:y:2004:i:22:p:1-9 is not listed on IDEAS
  68. Gilbert, Christopher L., 1990. "The rational expectations hypothesis in models of primary commodity prices," Policy Research Working Paper Series 384, The World Bank.
  69. Adrian Blundell-Wignall & Frank Browne, 1992. "Real Exchange Rates and the Globalisation of Financial Markets," RBA Research Discussion Papers rdp9203, Reserve Bank of Australia.
  70. Sebastian Giesen & R. Scheufele, 2013. "Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Estimators in DSGE Models," IWH Discussion Papers 8, Halle Institute for Economic Research.
  71. Javier Gómez & José Darío Uribe & Hernando Vargas, 2002. "The Implementation Of Inflation Targeting In Colombia," BORRADORES DE ECONOMIA 003603, BANCO DE LA REPÚBLICA.