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Citations for "Monetary policy with model uncertainty: distribution forecast targeting"

by Svensson, Lars E. O. & Williams, Noah

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  1. Troy Davig, Eric Leeper, 2009. "Reply To “Generalizing The Taylor Principle: A Comment”," Caepr Working Papers, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington 2009-008, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  2. Roger E.A. Farmer & Daniel F. Waggoner & Tao Zha, 2007. "Understanding the New-Keynesian Model when Monetary Policy Switches Regimes," NBER Working Papers 12965, National Bureau of Economic Research, Inc.
  3. Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2006. "Indeterminacy in a Forward Looking Regime Switching Model," NBER Working Papers 12540, National Bureau of Economic Research, Inc.
  4. Beatrice Pataracchia, 2008. "The Spectral Representation of Markov-Switching Arma Models," Department of Economics University of Siena, Department of Economics, University of Siena 528, Department of Economics, University of Siena.
  5. Flamini Alessandro, 2012. "Economic Stability and the Choice of the Target Inflation Index," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, De Gruyter, vol. 16(2), pages 1-37, April.
  6. Lars E O Svensson, 2005. "Monetary Policy with Judgment: Forecast Targeting," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 1(1), May.
  7. Athanasios Orphanides & John C. Williams, 2008. "Imperfect knowledge and the pitfalls of optimal control monetary policy," Working Paper Series, Federal Reserve Bank of San Francisco 2008-09, Federal Reserve Bank of San Francisco.
  8. Philip Liu & Haroon Mumtaz, 2011. "Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 43(7), pages 1443-1474, October.
  9. Francesco Bianchi, 2012. "Regime Switches, Agents’ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics," Working Papers, Duke University, Department of Economics 12-04, Duke University, Department of Economics.
  10. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2008. "Asymmetric expectation effects of regime shifts in monetary policy," Working Paper Series, Federal Reserve Bank of San Francisco 2008-22, Federal Reserve Bank of San Francisco.
  11. William A. Brock & Steven N. Durlauf & James M. Nason & Giacomo Rondina, 2007. "Simple versus optimal rules as guides to policy," Working Paper, Federal Reserve Bank of Atlanta 2007-07, Federal Reserve Bank of Atlanta.
  12. Athanasios Orphanides & John C. Williams, 2008. "Learning, Expectations Formation, and the Pitfalls of Optimal Control Monetary Policy," Working Papers, Central Bank of Cyprus 2008-3, Central Bank of Cyprus.
  13. Andrew Foerster & Juan Rubio-Ramirez & Dan Waggoner & Tao Zha, 2013. "Perturbation methods for Markov-switching DSGE model," Research Working Paper, Federal Reserve Bank of Kansas City RWP 13-01, Federal Reserve Bank of Kansas City.
  14. Luo, Yulei & Nie, Jun & Young, Eric, 2014. "Model Uncertainty and Intertemporal Tax Smoothing," MPRA Paper 54268, University Library of Munich, Germany.
  15. Petra Gerlach-Kristen & Barbara Rudolf, 2010. "Macroeconomic and interest rate volatility under alternative monetary operating procedures," BIS Working Papers 319, Bank for International Settlements.
  16. Alan S. Blinder & Ricardo Reis, 2005. "Understanding the Greenspan standard," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, Federal Reserve Bank of Kansas City, issue Aug, pages 11-96.
  17. Fernando Alexandre & Pedro Bação & Vasco Gabriel, 2008. "Taylor-type rules versus optimal policy in a Markov-switching economy¤," School of Economics Discussion Papers, School of Economics, University of Surrey 0608, School of Economics, University of Surrey.
  18. Roc Armenter & Martin Bodenstein, 2006. "Of nutters and doves," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 885, Board of Governors of the Federal Reserve System (U.S.).
  19. Andrew T. Foerster, 2013. "Monetary policy regime switches and macroeconomic dynamic," Research Working Paper, Federal Reserve Bank of Kansas City RWP 13-04, Federal Reserve Bank of Kansas City.
  20. Williams, Noah, 2012. "Monetary policy under financial uncertainty," Journal of Monetary Economics, Elsevier, Elsevier, vol. 59(5), pages 449-465.
  21. Lars E.O. Svensson, 2010. "Inflation Targeting," NBER Working Papers 16654, National Bureau of Economic Research, Inc.
  22. Troy Davig, Eric Leeper, 2009. "Monetary-Fiscal Policy Interactions And Fiscal Stimulus," Caepr Working Papers, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington 2009-010, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  23. Pär Osterholm, 2009. "Incorporating Judgement in Fan Charts," Scandinavian Journal of Economics, Wiley Blackwell, Wiley Blackwell, vol. 111(2), pages 387-415, 06.
  24. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2007. "Asymmetric Expectation Effects of Regime Shifts and the Great Moderation," Emory Economics, Department of Economics, Emory University (Atlanta) 0712, Department of Economics, Emory University (Atlanta).
  25. Roger E.A. Farmer & Daniel F. Waggoner & Tao Zha, 2008. "Minimal state variable solutions to Markov-switching rational expectations models," Working Paper, Federal Reserve Bank of Atlanta 2008-23, Federal Reserve Bank of Atlanta.
  26. Richhild Moessner, 2006. "Optimal discretionary policy in rational expectations models with regime switching," Bank of England working papers, Bank of England 299, Bank of England.
  27. Cogley, Timothy & De Paoli, Bianca & Matthes, Christian & Nikolov, Kalin & Yates, Tony, 2011. "A Bayesian approach to optimal monetary policy with parameter and model uncertainty," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(12), pages 2186-2212.
  28. Malin Adolfson & Stefan Laséen & Jesper Lindé & Lars E.O. Svensson, 2011. "Optimal monetary policy in an operational medium-sized DSGE model," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 1023, Board of Governors of the Federal Reserve System (U.S.).
  29. William A. Branch & Troy Davig & Bruce McGough, 2007. "Expectational stability in regime-switching rational expectations models," Research Working Paper, Federal Reserve Bank of Kansas City RWP 07-09, Federal Reserve Bank of Kansas City.
  30. Troy Davig & Eric M. Leeper, 2010. "Generalizing the Taylor Principle: Reply," American Economic Review, American Economic Association, American Economic Association, vol. 100(1), pages 618-24, March.
  31. Noah Williams & Lars E.O. Svensson, 2007. "Bayesian and Adaptive Optimal Policy under Model Uncertainty," 2007 Meeting Papers, Society for Economic Dynamics 446, Society for Economic Dynamics.
  32. Par Osterholm, 2008. "A structural Bayesian VAR for model-based fan charts," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 40(12), pages 1557-1569.
  33. Ashima Goyal & R Ayyappan Nair & Amaresh Samantaraya, 2009. "Monetary Policy, Forex Markets and Feedback Under Uncertainity in an Opening Economy," Working Papers id:2208, eSocialSciences.
  34. Branch, William A. & McGough, Bruce, 2009. "A New Keynesian model with heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(5), pages 1036-1051, May.
  35. Andrew P Blake & Fabrizio Zampolli, 2006. "Optimal monetary policy in Markov-switching models with rational expectations agents," Bank of England working papers, Bank of England 298, Bank of England.
  36. repec:nbr:nberwo:13892 is not listed on IDEAS
  37. Moessner, Richhild, 2006. "Optimal monetary policy with uncertainty about financial frictions," Working Paper Series, European Central Bank 0639, European Central Bank.
  38. 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.
  39. Ragna Alstadheim & Hilde C. Bjørnland & Junior Maih, 2013. "Do central banks respond to exchange rate movements? A Markov-switching structural investigation," Working Paper, Norges Bank 2013/24, Norges Bank.
  40. Fernando Alexandre & Pedro Bação & John Driffill, 2007. "Optimal monetary policy with a regime-switching exchange rate in a forward-looking model," GEMF Working Papers 2007-09, GEMF - Faculdade de Economia, Universidade de Coimbra.
  41. Timothy W. Cogley, 2008. "Commentary on "Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach"," Review, Federal Reserve Bank of St. Louis, Federal Reserve Bank of St. Louis, issue Jul, pages 295-300.
  42. Gonzalez-Astudillo, Manuel, 2011. "Policy Rule Coefficients Driven by Latent Factors: Monetary and Fiscal Policy Interactions in an Endowment Economy," MPRA Paper 29976, University Library of Munich, Germany.
  43. Michal Franta & Jozef Barunik & Roman Horvath & Katerina Smidkova, 2011. "Are Bayesian Fan Charts Useful for Central Banks? Uncertainty, Forecasting, and Financial Stability Stress Tests," Working Papers, Czech National Bank, Research Department 2011/10, Czech National Bank, Research Department.
  44. André P. Calmon & Thomas Vallée & João B. R. Do Val, 2009. "Monetary policy as a source of uncertainty," Working Papers hal-00422454, HAL.
  45. Alexandre, Fernando & Bação, Pedro & Gabriel, Vasco, 2010. "Soft landing in a Markov-switching economy," Economics Letters, Elsevier, Elsevier, vol. 107(2), pages 169-172, May.
  46. Troy Davig, 2007. "Phillips curve instability and optimal monetary policy," Research Working Paper, Federal Reserve Bank of Kansas City RWP 07-04, Federal Reserve Bank of Kansas City.