This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Citations for "Output gap uncertainty: Does it matter for the Taylor rule?" by Frank Smets
For a complete description of this item, click here .
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.): Peter Lildholdt & Nikolaos Panigirtzoglou & Chris Peacock, .
"An affine macro-factor model of the UK yield curve ,"
Bank of England working papers
322, Bank of England.
[Downloadable!]
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.).
[Downloadable!]
Other versions:
Athanasios Orphanides & Simon van Norden, 1999.
"The Reliability of Output Gap Estimates in Real Time ,"
Macroeconomics
9907006, EconWPA.
[Downloadable!] Athanasios Orphanides & Simon Van_Norden, 2000.
"The Reliability of Output Gap Estimates in Real Time ,"
Econometric Society World Congress 2000 Contributed Papers
0768, Econometric Society.
[Downloadable!] Athanasios Orphanides & Simon van Norden, 2001.
"The Unreliability of Output Gap Estimates in Real Time ,"
CIRANO Working Papers
2001s-57, CIRANO.
[Downloadable!] Athanasios Orphanides & Simon van Norden, 2002.
"The Unreliability of Output-Gap Estimates in Real Time ,"
The Review of Economics and Statistics ,
MIT Press, vol. 84(4), pages 569-583, 07.
[Downloadable!] (restricted) Jean-Stephane Mesonnier & Jean-Paul Renne, 2004.
"A Time Varying Natural Rate of Interest for the Euro Area ,"
Money Macro and Finance (MMF) Research Group Conference 2004
42, Money Macro and Finance Research Group.
[Downloadable!]
Other versions: Svensson, Lars E. O., 1999.
"Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability ,"
Working Paper Series
91, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Other versions:
Svensson, Lars, 1999.
"Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability ,"
Seminar Papers
673, Stockholm University, Institute for International Economic Studies.
[Downloadable!] Sevensson, L.E.O., 1999.
"Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability ,"
Papers
673, Stockholm - International Economic Studies.
Lars E.O. Svensson, 1999.
"Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability ,"
NBER Working Papers
7276, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) 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.
[Downloadable!] (restricted) Andrew Levin & Volker Wieland & John C. Williams, 2003.
"The Performance of Forecast-Based Monetary Policy Rules under Model Uncertainty ,"
CFS Working Paper Series
2003/06, Center for Financial Studies.
[Downloadable!]
Other versions:
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.
[Downloadable!] John C. Williams & Andrew T. Levin & Volker Wieland, 2001.
"The performance of forecast-based monetary policy rules under model uncertainty ,"
Working Paper Series
068, European Central Bank.
[Downloadable!] Andrew Levin & Volker Wieland & John C. Williams, 2001.
"The performance of forecast-based monetary policy rules under model uncertainty ,"
Finance and Economics Discussion Series
2001-39, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Andrew Levin & Volker Wieland & John Williams, 2000.
"The Performance Of Forecast-Based Monetary Policy Rules Under Model Uncertainty ,"
Computing in Economics and Finance 2000
203, Society for Computational Economics.
Andrew Levin & Volker Wieland & John C. Williams, 2003.
"The Performance of Forecast-Based Monetary Policy Rules Under Model Uncertainty ,"
American Economic Review ,
American Economic Association, vol. 93(3), pages 622-645, June.
[Downloadable!] Jarkko Jääskelä & Tony Yates, .
"Monetary policy and data uncertainty ,"
Bank of England working papers
281, Bank of England.
[Downloadable!]
Carlo Altavilla, 2003.
"Assessing monetary rules performance across EMU countries ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 8(2), pages 131-151.
[Downloadable!]
Other versions: Kristoffer P. NIMARK, 2003.
"Monetary Policy Performance and the Accuracy of Observations ,"
Economics Working Papers
ECO2003/08, European University Institute.
[Downloadable!]
John C. Williams, 2006.
"Robust estimation and monetary policy with unobserved structural change ,"
Economic Review ,
Federal Reserve Bank of San Francisco, pages 1-16.
[Downloadable!]
Other versions: Athanasios Orphanides, 2001.
"Monetary policy rules, macroeconomic stability and inflation: a view from the trenches ,"
Working Paper Series
115, European Central Bank.
[Downloadable!]
Other versions:
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.).
[Downloadable!] Orphanides, Athanasios, 2004.
"Monetary Policy Rules, Macroeconomic Stability, and Inflation: A View from the Trenches ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 36(2), pages 151-75, April.
Andreas Hornstein & Michael Dotsey, 2002.
"Should optimal discretionary monetary policy look at money? ,"
Working Paper
02-04, Federal Reserve Bank of Richmond.
[Downloadable!]
Orphanides, Athanasios, 1999.
"The Quest for Prosperity Without Inflation ,"
Working Paper Series
93, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Other versions:
Athanasios Orphanides, 2000.
"The quest for prosperity without inflation ,"
Working Paper Series
15, European Central Bank.
[Downloadable!] Orphanides, Athanasios, 2003.
"The quest for prosperity without inflation ,"
Journal of Monetary Economics ,
Elsevier, vol. 50(3), pages 633-663, April.
[Downloadable!] (restricted) Björkstén, Nils & Syrjänen, Miika, 1999.
"Divergences in the Euro Area: a Cause for Concern? ,"
Research Discussion Papers
11/1999, Bank of Finland.
[Downloadable!]
P.J.G. Vlaar, 2001.
"On the Strength of the US dollar: Can it be Explained by Output Growth? ,"
WO Research Memoranda (discontinued)
668, Netherlands Central Bank, Research Department.
[Downloadable!]
Other versions: Javier Gómez & Juan Manuel Julio, .
"An Estimation of the Nonlinear Philips Curve in Colombia ,"
Borradores de Economia
160, Banco de la Republica de Colombia.
[Downloadable!]
Other versions: Carl Walsh, 2004.
"Implications of a Changing Economic Structure for the Strategy of Monetary Policy ,"
Santa Cruz Center for International Economics, Working Paper Series
1023, Center for International Economics, UC Santa Cruz.
[Downloadable!]
Other versions: Eric Swanson, 2000.
"On Signal Extraction and Non-Certainty-Equivalence in Optimal Monetary Policy Rules ,"
Econometric Society World Congress 2000 Contributed Papers
1085, Econometric Society.
[Downloadable!]
Other versions: 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.
[Downloadable!]
Christopher Martin & Costas Milas, 2005.
"The Response of Monetary Policy to Uncertainty: Theory and Empirical Evidence for the US ,"
Keele Economics Research Papers
KERP 2006/15, Centre for Economic Research, Keele University, revised Aug 2006.
[Downloadable!]
Tommaso PROIETTI & Alberto MUSSO & Thomas WESTERMANN, 2002.
"Estimating Potential Output and the Output Gap for the Euro Area: a Model-Based Production Function Approach ,"
Economics Working Papers
ECO2002/09, European University Institute.
[Downloadable!]
Other versions: Glenn D. Rudebusch, 2002.
"Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty ,"
Economic Journal ,
Royal Economic Society, vol. 112(479), pages 402-432, April.
[Downloadable!] (restricted)
Other versions: 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!]
Other versions: Katrin Wesche, 2003.
"Monetary Policy in Europe: Evidence from Time-Varying Taylor Rules ,"
Bonn Econ Discussion Papers
bgse21_2003, University of Bonn, Germany.
[Downloadable!]
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.
[Downloadable!]
Athanasios Orphanides & John C. Williams, 2002.
"Robust monetary policy rules with unknown natural rates ,"
Working Papers in Applied Economic Theory
2003-01, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Aoki, Kosuke, 2002.
"Optimal Commitment Policy Under Noisy Information ,"
CEPR Discussion Papers
3370, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Yvonne Adema, 2004.
"A Taylor Rule for the Euro Area Based on Quasi-Real Time Data ,"
DNB Staff Reports (discontinued)
114, Netherlands Central Bank.
[Downloadable!]
Other versions: 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.
[Downloadable!]
Dora M. Iakova, 2007.
"Flattening of the Phillips Curve: Implications for Monetary Policy ,"
IMF Working Papers
07/76, International Monetary Fund.
[Downloadable!]
Andreas Billmeier, 2004.
"Ghostbusting: Which Output Gap Measure Really Matters? ,"
IMF Working Papers
04/146, International Monetary Fund.
[Downloadable!]
Glenn D. Rudebusch & Lars E.O. Svensson, 1999.
"Eurosystem Monetary Targeting: Lessons from U.S. Data ,"
NBER Working Papers
7179, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Glenn D. Rudebusch & Lars E.O. Svensson, 1999.
"Eurosystem monetary targeting: lessons from U.S. data ,"
Working Papers in Applied Economic Theory
99-13, Federal Reserve Bank of San Francisco.
[Downloadable!] Rudebusch, Glenn & Svensson, Lars, 1999.
"Eurosystem Monetary Targeting: Lessons from U.S. Data ,"
Seminar Papers
672, Stockholm University, Institute for International Economic Studies.
[Downloadable!] Rudebusch, Glenn D & Svensson, Lars E O, 2000.
"Eurosystem Monetary Targeting: Lessons from US Data ,"
CEPR Discussion Papers
2522, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Rudebusch, Glenn D. & Svensson, Lars E. O., 1999.
"Eurosystem Monetary Targeting: Lessons from U.S. Data ,"
Working Paper Series
92, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!] Rudebusch, G. & Svensson, L.E.O., 1999.
"Eurosystem Monetary Targeting: Lessons from U.S. Data ,"
Papers
672, Stockholm - International Economic Studies.
Rudebusch, Glenn D. & Svensson, Lars E. O., 2002.
"Eurosystem monetary targeting: Lessons from U.S. data ,"
European Economic Review ,
Elsevier, vol. 46(3), pages 417-442, March.
[Downloadable!] (restricted) 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.
[Downloadable!]
Lars E.O. Svensson & Michael Wooford, 2000.
"Indicator variables for optimal policy ,"
Working Paper Series
12, European Central Bank.
[Downloadable!]
Other versions:
Svensson, Lars & Woodford, Michael, 2000.
"Indicator Variables for Optimal Policy ,"
Seminar Papers
688, Stockholm University, Institute for International Economic Studies.
[Downloadable!] Lars E.O. Svensson & Michael Woodford, 2000.
"Indicator Variables for Optimal Policy ,"
NBER Working Papers
7953, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Svensson, Lars E. O. & Woodford, Michael, 2003.
"Indicator variables for optimal policy ,"
Journal of Monetary Economics ,
Elsevier, vol. 50(3), pages 691-720, April.
[Downloadable!] (restricted) Lars E.O. Svensson & Michael Woodford, 2000.
"Indicator variables for optimal policy ,"
Proceedings ,
Federal Reserve Bank of San Francisco.
[Downloadable!] John B. Taylor, 1999.
"Commentary : challenges for monetary policy : new and old ,"
Proceedings ,
Federal Reserve Bank of Kansas City, pages 59-67.
[Downloadable!]
Maria ELEFTHERIOU, 2003.
"On the Robustness of the "Taylor Rule" in the EMU ,"
Economics Working Papers
ECO2003/17, European University Institute.
[Downloadable!]
Brian Sack & Volker Wieland, 1999.
"Interest-rate smoothing and optimal monetary policy: a review of recent empirical evidence ,"
Finance and Economics Discussion Series
1999-39, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Athanasios Orphanides & Volker Wieland, 1999.
"Inflation zone targetting ,"
Working Paper Series
8, European Central Bank.
[Downloadable!]
Other versions: Bjørnland, Hilde C. & Brubakk, Leif & Jore, Anne Sofie, 2006.
"Forecasting inflation with an uncertain output gap ,"
Memorandum
11/2006, Oslo University, Department of Economics.
[Downloadable!]
Other versions: Adam Cagliarini & Alexandra Heath, 2000.
"Monetary Policy-making in the Presence of Knightian Uncertainty ,"
RBA Research Discussion Papers
rdp2000-10, Reserve Bank of Australia.
[Downloadable!]
Andrew T. Levin & John C. Williams, 2003.
"Robust monetary policy with competing reference models ,"
Working Papers in Applied Economic Theory
2003-10, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions:
John C. Williams & Andrew T. Levin, 2003.
"Robust Monetary Policy with Competing Reference Models ,"
Computing in Economics and Finance 2003
291, Society for Computational Economics.
Levin, Andrew T. & Williams, John C., 2003.
"Robust monetary policy with competing reference models ,"
Journal of Monetary Economics ,
Elsevier, vol. 50(5), pages 945-975, July.
[Downloadable!] (restricted) Athanasios Orphanides & Richard D. Porter & David Reifschneider & Robert Tetlow & Frederico Finan, 1999.
"Errors in the measurement of the output gap and the design of monetary policy ,"
Finance and Economics Discussion Series
1999-45, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:
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.
[Downloadable!] (restricted) Efrem Castelnuovo, 2002.
"Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model ,"
Macroeconomics
0211006, EconWPA.
[Downloadable!]
Other versions: Glenn D. Rudebusch, 2002.
"Assessing the Lucas critique in monetary policy models ,"
Working Papers in Applied Economic Theory
2002-02, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Clark, Todd E. & Kozicki, Sharon, 2004.
"Estimating equilibrium real interest rates in real-time ,"
Discussion Paper Series 1: Economic Studies
2004,32, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Other versions:
Todd E. Clark & Sharon Kozicki, 2004.
"Estimating equilibrium real interest rates in real time ,"
Research Working Paper
RWP 04-08, Federal Reserve Bank of Kansas City.
[Downloadable!] 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.
[Downloadable!] (restricted) Juan Manuel Julio & Javier Gómez, 1999.
"Outpout Gap Estimation, Estimation Uncertainty And Its Effect On Policy Rules ,"
BORRADORES DE ECONOMIA
003309, BANCO DE LA REPÚBLICA.
[Downloadable!]
Other versions: 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.
[Downloadable!]
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.
[Downloadable!]
Christopher Martin & Costas Milas, 2005.
"Uncertainty and Monetary Policy Rules in the United States ,"
Economics and Finance Discussion Papers
05-22, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Other versions:
Christopher Martin & Costas Milas, 2005.
"Uncertainty and Monetary Policy Rules in the United States ,"
Keele Economics Research Papers
KERP 2005/10, Centre for Economic Research, Keele University.
[Downloadable!] Christopher Martin & Costas Milas, 2009.
"Uncertainty And Monetary Policy Rules In The United States ,"
Economic Inquiry ,
Western Economic Association International, vol. 47(2), pages 206-215, 04.
[Downloadable!] (restricted) Dramani, Latif & Laye, Oumy, 2007.
"Estimation of the Equilibrium Interest Rate: Case of CFA zone ,"
MPRA Paper
3610, University Library of Munich, Germany.
[Downloadable!]
Jamie Armour & Ben Fung & Dinah Maclean, 2002.
"Taylor Rules in the Quarterly Projection Model ,"
Working Papers
02-1, Bank of Canada.
[Downloadable!]
Did you know? RePEc stands for Research Papers in Economics.
This page was last updated on 2009-12-31.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .