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Citations for "Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?"

by J. Tetlow, Robert & von zur Muehlen, Peter

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Cited by (explanations, 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.):
  1. Nicoletta Batini & Alejandro Justiniano & Paul Levine & Joseph Pearlman, 2004. "Robust Inflation-Forecast-Based Rules to Shield against Indeterminacy," Department of Economics Discussion Papers 0804, Department of Economics, University of Surrey. [Downloadable!]
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  2. Favero, Carlo A & Milani, Fabio, 2005. "Parameter Instability, Model Uncertainty and the Choice of Monetary Policy," CEPR Discussion Papers 4909, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  3. P. Parpas & B. Rustem & V. Wieland & S. Žaković, 2009. "Mean and variance optimization of non–linear systems and worst–case analysis," Computational Optimization and Applications, Springer, vol. 43(2), pages 235-259, June. [Downloadable!] (restricted)
  4. Katerina Smidkova, 2003. "Targeting Inflation under Uncertainty: Policy Makers’ Perspective," Macroeconomics 0304003, EconWPA. [Downloadable!]
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  5. repec:att:wimass:1920422 is not listed on IDEAS
  6. 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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  7. Lars E.O. Svensson & Robert J. Tetlow, 2005. "Optimal policy projections," Finance and Economics Discussion Series 2005-34, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  8. Marco P. Tucci, 2009. "How Robust is Robust Control in the Time Domain?," Department of Economics University of Siena 569, Department of Economics, University of Siena. [Downloadable!]
  9. Efrem Castelnuovo, 2002. "Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model," Macroeconomics 0211006, EconWPA. [Downloadable!]
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  10. Juha Kilponen, 2004. "A positive theory of monetary policy and robust control," Macroeconomics 0404014, EconWPA. [Downloadable!]
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  11. Glenn D. Rudebusch, 2005. "Monetary policy inertia: fact or fiction?," Working Papers in Applied Economic Theory 2005-19, Federal Reserve Bank of San Francisco. [Downloadable!]
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  12. 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!]
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  13. William A. Brock & Steven N. Durlauf & James M. Nason & Giacomo Rondina, 2007. "Simple versus optimal rules as guides to policy," Working Paper 2007-07, Federal Reserve Bank of Atlanta. [Downloadable!]
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  14. Berc Rustem & Volker Wieland & Stan Zakovic, 2005. "Stochastic Optimization and Worst-Case Analysis in Monetary Policy Design," CFS Working Paper Series 2005/14, Center for Financial Studies. [Downloadable!]
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  15. Nicoletta Batini & Paul Levine, 2004. "Robust Control Rules to Shield Against Indeterminacy," Computing in Economics and Finance 2004 339, Society for Computational Economics. [Downloadable!]
  16. Kirdan Lees, 2004. "Uncertainty and the open economy: a view through two different lenses," Econometric Society 2004 Australasian Meetings 235, Econometric Society. [Downloadable!]
  17. Fidel Gonzalez & Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Response of the Control to Changes in the “Free” Parameter Conditional on the Character of Nature," Computational Economics, Springer, vol. 24(3), pages 223-238, March. [Downloadable!] (restricted)
  18. Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Timing of Model Uncertainty," Computational Economics, Springer, vol. 24(3), pages 209-221, July. [Downloadable!] (restricted)
  19. William A. Brock & Steven N. Durlauf, 2004. "Elements of a Theory of Design Limits to Optimal Policy," NBER Working Papers 10495, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  20. Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," Working Papers 06-4, Federal Reserve Bank of Philadelphia. [Downloadable!]
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  21. Marc P. Giannoni, 2007. "Robust optimal monetary policy in a forward-looking model with parameter and shock uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 179-213. [Downloadable!]
  22. Q. Farooq Akram & Yakov Ben-Haim & Øyvind Eitrheim, 2006. "Managing uncertainty through robust-satisficing monetary policy," Working Paper 2006/10, Norges Bank. [Downloadable!]
  23. William A. Brock & Steven N. Durlauf & Kenneth D. West, 2004. "Model Uncertainty and Policy Evaluation: Some Theory and Empirics," NBER Working Papers 10916, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  24. Richard Dennis, 2007. "Model uncertainty and monetary policy," Working Paper Series 2007-09, Federal Reserve Bank of San Francisco. [Downloadable!]
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  25. repec:att:wimass:1920420 is not listed on IDEAS
  26. William T. Gavin & Benjamin D. Keen & Michael R. Pakko, 2007. "Inflation risk and optimal monetary policy," Working Papers 2006-035, Federal Reserve Bank of St. Louis. [Downloadable!]
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  27. repec:att:wimass:1920325 is not listed on IDEAS
  28. Keith Kuester & Volker Wieland, 2008. "Insurance policies for monetary policy in the euro area," Working Papers 08-29, Federal Reserve Bank of Philadelphia. [Downloadable!]
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  29. Klaus Adam, 2001. "On the Relation between Robust and Bayesian Decision Making," CSEF Working Papers 68, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
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  30. Kateřina Šmídková, 2005. "How Inflation Targeters (Can) Deal with Uncertainty," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(7-8), pages 316-332, July. [Downloadable!]
  31. Robert J. Tetlow & Peter von zur Muehlen, 2002. "Avoiding Nash inflation: Bayesian and robust responses to model uncertainty," Finance and Economics Discussion Series 2002-9, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  32. Robert J. Tetlow & Brian Ironside, 2006. "Real-time model uncertainty in the United States: the Fed from 1996-2003," Finance and Economics Discussion Series 2006-08, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  33. Fabrizio Zampolli, . "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. [Downloadable!]
  34. Paul Levine & Peter McAdam & Joseph Pearlman & Richard Pierse, 2008. "Risk Management in Action. Robust monetary policy rules under structured uncertainty," Working Paper Series 870, European Central Bank. [Downloadable!]
  35. repec:att:wimass:1920419 is not listed on IDEAS
  36. Q. Farooq Akram & Ragnar Nymoen, 2006. "Model selection for monetary policy analysis – Importance of empirical validity," Working Paper 2006/13, Norges Bank. [Downloadable!]
  37. 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!]
  38. Gonzalez F. & Rodriguez A. & Gonzalez-Garcia J.R., 2005. "Uncertainty about the Persistence of Periods with Large Price Shocks and the Optimal Reaction of the Monetary Authority," Computing in Economics and Finance 2005 402, Society for Computational Economics. [Downloadable!]
  39. 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!]
  40. Martin Ellison & Thomas J. Sargent, 2009. "A defence of the FOMC," Economics Series Working Papers 457, University of Oxford, Department of Economics. [Downloadable!]
  41. repec:bep:mactop:v:5:y:2005:i:1:p:1208-1208 is not listed on IDEAS
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  42. Katerina Smidkova, 2003. "Methods Available to Monetary Policy Makers to Deal with Uncertainty," Macroeconomics 0310002, EconWPA. [Downloadable!]
  43. Kilponen, Juha & Leitemo, Kai, 2006. "Robustness in monetary policymaking: a case for the Friedman rule," Research Discussion Papers 4/2006, Bank of Finland. [Downloadable!]
  44. Gino Cateau, 2005. "Monetary Policy under Model and Data-Parameter Uncertainty," Working Papers 05-6, Bank of Canada. [Downloadable!]
  45. 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!]
  46. Paul Levine & Joseph Pearlman, 2008. "Robust monetary rules under unstructured and structured model uncertainty," Working Paper Series 899, European Central Bank. [Downloadable!]
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  47. A. Hakan Kara, 2002. "Robust Targeting Rules for Monetary Policy," Discussion Papers 0208, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
  48. Günter Coenen, 2003. "Inflation persistence and robust monetary policy design," Working Paper Series 290, European Central Bank. [Downloadable!]
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  49. Marc Giannoni, 2006. "Robust Optimal Policy in a Forward-Looking Model with Parameter and Shock Uncertainty," NBER Working Papers 11942, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  50. David Kendrick & Hans Amman, 2006. "A Classification System for Economic Stochastic Control Models," Computational Economics, Springer, vol. 27(4), pages 453-481, June. [Downloadable!] (restricted)
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  51. Carlo A. Favero, . "Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy," Working Papers 196, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
  52. Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Timing of Model Uncertainty," Computing in Economics and Finance 2004 147, Society for Computational Economics. [Downloadable!]
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This page was last updated on 2009-11-8.

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