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Citations for "How important is precommitment for monetary policy?"

by Richard Dennis & Ulf Soderstrom

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  1. Richard Dennis & Kai Leitemo & Ulf Söderström, 2007. "Monetary policy in a small open economy with a preference for robustness," Working Paper Series, Federal Reserve Bank of San Francisco 2007-04, Federal Reserve Bank of San Francisco.
  2. Richard Dennis, 2012. "Imperfect Credibility and Robust Monetary Policy," ANU Working Papers in Economics and Econometrics 2012-582, Australian National University, College of Business and Economics, School of Economics.
  3. Richard Dennis & Kai Leitemo & Ulf Söderström, 2006. "Methods for robust control," Working Paper Series, Federal Reserve Bank of San Francisco 2006-10, Federal Reserve Bank of San Francisco.
  4. Andrew Levin & Volker Wieland & John Williams, 2000. "The Performance Of Forecast-Based Monetary Policy Rules Under Model Uncertainty," Computing in Economics and Finance 2000, Society for Computational Economics 203, Society for Computational Economics.
  5. Richard Dennis, 2007. "Model uncertainty and monetary policy," Working Paper Series, Federal Reserve Bank of San Francisco 2007-09, Federal Reserve Bank of San Francisco.
  6. Pelin Ilbas, 2007. "Optimal Monetary Policy Rules for the Euro Area in a DSGE Framework," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group 59, Money Macro and Finance Research Group.
  7. Tommaso Monacelli, 2003. "Commitment, Discretion and Fixed Exchange Rates in an Open Economy," Working Papers 233, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  8. Francesco Lippi & Stefano Neri, 2004. "Information variables for monetary policy in a small structural model," DNB Staff Reports (discontinued), Netherlands Central Bank 120, Netherlands Central Bank.
  9. Peter Tillmann, 2011. "Cross-Checking Optimal Monetary Policy with Information from the Taylor Rule," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) 201132, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  10. Airaudo, Marco & Olivero, María Pía, 2014. "Optimal Monetary Policy with Counter-Cyclical Credit Spreads," School of Economics Working Paper Series, LeBow College of Business, Drexel University 2014-1, LeBow College of Business, Drexel University.
  11. Richard Dennis & Tatiana Kirsanova, 2010. "Expectations traps and coordination failures: selecting among multiple discretionary equilibria," Working Paper Series, Federal Reserve Bank of San Francisco 2010-02, Federal Reserve Bank of San Francisco.
  12. André P. Calmon & Thomas Vallée & João B. R. Do Val, 2009. "Monetary policy as a source of uncertainty," Working Papers hal-00422454, HAL.
  13. Tillmann, Peter, 2009. "The stabilization bias and robust monetary policy delegation," Journal of Macroeconomics, Elsevier, Elsevier, vol. 31(4), pages 730-734, December.
  14. Jean-Paul Lam & Florian Pelgrin, 2004. "The Implications of Transmission and Information Lags for the Stabilization Bias and Optimal Delegation," Working Papers, Bank of Canada 04-37, Bank of Canada.
  15. Kirdan Lees, 2006. "What do robust policies look like for open economy inflation targeters?," Reserve Bank of New Zealand Discussion Paper Series DP2006/08, Reserve Bank of New Zealand.
  16. Richard Dennis, 2001. "Solving for Optimal Simple Rules in Rational Expectations Models," Computing in Economics and Finance 2001, Society for Computational Economics 30, Society for Computational Economics.
  17. Efrem Castelnuovo, 2002. "Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model," Macroeconomics, EconWPA 0211006, EconWPA.
  18. Paolo Surico, 2004. "Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences," Computing in Economics and Finance 2004, Society for Computational Economics 108, Society for Computational Economics.
  19. Jan Libich, 2006. "Inflexibility Of Inflation Targeting Revisited: Modeling The "Anchoring"Effect," CAMA Working Papers 2006-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  20. Richard Dennis & Federico Ravenna, 2007. "Learning and optimal monetary policy," Working Paper Series, Federal Reserve Bank of San Francisco 2007-19, Federal Reserve Bank of San Francisco.
  21. Lees, Kirdan, 2007. "How large are the gains to commitment policy and optimal delegation for New Zealand?," Journal of Macroeconomics, Elsevier, Elsevier, vol. 29(4), pages 959-975, December.
  22. Efrem Castelnuovo, 2006. "Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies," "Marco Fanno" Working Papers 0015, Dipartimento di Scienze Economiche "Marco Fanno".
  23. Loisel, O., 2005. "Central Bank Reputation in a Forward-Looking Model," Working papers, Banque de France 127, Banque de France.
  24. Kirdan Lees, 2003. "The stabilisation problem: the case of New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2003/08, Reserve Bank of New Zealand.
  25. Blake, Andrew P. & Zampolli, Fabrizio, 2011. "Optimal policy in Markov-switching rational expectations models," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(10), pages 1626-1651, October.
  26. Richard Dennis, 2005. "Inflation targeting under commitment and discretion," Economic Review, Federal Reserve Bank of San Francisco, pages 1-13.
  27. Söderström, Ulf & Söderlind, Paul & Vredin, Anders, 2002. "Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts?," Working Paper Series 140, Sveriges Riksbank (Central Bank of Sweden).
  28. Kirdan Lees, 2004. "Uncertainty and the open economy: a view through two different lenses," Econometric Society 2004 Australasian Meetings 235, Econometric Society.
  29. Selgin, George & Lastrapes, William D. & White, Lawrence H., 2012. "Has the Fed been a failure?," Journal of Macroeconomics, Elsevier, Elsevier, vol. 34(3), pages 569-596.
  30. Sam Warburton & Kirdan Lees, 2005. "A happy "halfway-house"? Medium term inflation targeting in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2005/03, Reserve Bank of New Zealand.
  31. Liu, Philip, 2010. "Stabilization bias for a small open economy: The case of New Zealand," Journal of Macroeconomics, Elsevier, Elsevier, vol. 32(3), pages 921-935, September.
  32. Gregory E. Givens, 2012. "Estimating Central Bank Preferences under Commitment and Discretion," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 44(6), pages 1033-1061, 09.
  33. Levine, Paul & Pearlman, Joseph, 2011. "Computation of LQ Approximations to Optimal Policy Problems in Different Information Settings under Zero Lower Bound Constraints," Dynare Working Papers 10, CEPREMAP.
  34. Petra Gerlach-Kristen & Barbara Rudolf, 2010. "Macroeconomic and interest rate volatility under alternative monetary operating procedures," Working Papers 2010-12, Swiss National Bank.
  35. Andrew P Blake & Fabrizio Zampolli, 2006. "Optimal monetary policy in Markov-switching models with rational expectations agents," Bank of England working papers 298, Bank of England.
  36. Lippi, Francesco & Neri, Stefano, 2007. "Information variables for monetary policy in an estimated structural model of the euro area," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(4), pages 1256-1270, May.
  37. Lippi, Francesco & Neri, Stefano, 2003. "Information Variables for Monetary Policy in a Small Structural Model of the Euro Area," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4125, C.E.P.R. Discussion Papers.
  38. Jean-Paul Lam, 2003. "Alternative Targeting Regimes, Transmission lags and the Exchange rate Channel," Macroeconomics, EconWPA 0309005, EconWPA, revised 04 Sep 2003.
  39. Lioui, Abraham, 2013. "Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 37(5), pages 1066-1096.
  40. Arief Ramayandi, 2009. "Assessing Monetary Policy Efficiency in the ASEAN-5 Countries," Working Papers in Economics and Development Studies (WoPEDS) 200902, Department of Economics, Padjadjaran University, revised Mar 2009.
  41. Fabrizio Zampolli & Andrew Blake, 2005. "Time Consistent Policy in Markov Switching Models," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group 2, Money Macro and Finance Research Group.
  42. Richard Dennis & Tatiana Kirsanova, 2013. "Expectations Traps and Coordination Failures with Discretionary Policymaking," ANU Working Papers in Economics and Econometrics 2013-611, Australian National University, College of Business and Economics, School of Economics.
  43. Tokhir Mirzoev, 2004. "Limited Commitment, Inaction and Optimal Monetary Policy," Macroeconomics, EconWPA 0409027, EconWPA.
  44. Dennis, Richard, 2010. "How robustness can lower the cost of discretion," Journal of Monetary Economics, Elsevier, Elsevier, vol. 57(6), pages 653-667, September.
  45. Sala, Luca & Söderström, Ulf & Trigari, Antonella, 2008. "Monetary Policy Under Uncertainty in an Estimated Model with Labour Market Frictions," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6826, C.E.P.R. Discussion Papers.
  46. Levine, Paul & Pearlman, Joseph, 2010. "Robust monetary rules under unstructured model uncertainty," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 34(3), pages 456-471, March.
  47. Levine, Paul & McAdam, Peter & Pearlman, Joseph G., 2007. "Quantifying and sustaining welfare gains from monetary commitment," Working Paper Series, European Central Bank 0709, European Central Bank.
  48. Timothy Kam, 2006. "The Desirable Smooth Operator, Incomplete Pass Through And The "Zero Bound"," CAMA Working Papers 2006-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  49. Carl Walsh, 2003. "Speed Limit Policies: The Output Gap and Optimal Monetary Policy," American Economic Review, American Economic Association, American Economic Association, vol. 93(1), pages 265-278, March.
  50. Demirel, Ufuk Devrim, 2013. "Gains from commitment in monetary policy: Implications of the cost channel," Journal of Macroeconomics, Elsevier, Elsevier, vol. 38(PB), pages 218-226.
  51. Tillmann, Peter, 2008. "The conservative central banker revisited: Too conservative is more costly than too liberal," European Journal of Political Economy, Elsevier, vol. 24(4), pages 737-741, December.
  52. Demirel, Ufuk Devrim, 2012. "The value of monetary policy commitment under imperfect fiscal credibility," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(6), pages 813-829.