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Citations for "Monetary policy, parameter uncertainty and optimal learning"

by Wieland, Volker

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  1. Issing, Otmar & Wieland, Volker, 2012. "Monetary theory and monetary policy: Reflections on the development over the last 150 years," CFS Working Paper Series 2012/20, Center for Financial Studies (CFS).
  2. Carlo Altavilla & Matteo Ciccarelli, 2008. "Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area," Discussion Papers 8_2008, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  3. Svensson, L.E.O., 1998. "Inflation Targeting as a Monetary Policy Rule," Papers, Stockholm - International Economic Studies 646, Stockholm - International Economic Studies.
  4. Yetman, James, 2003. "Probing potential output: Monetary policy, credibility, and optimal learning under uncertainty," Journal of Macroeconomics, Elsevier, Elsevier, vol. 25(3), pages 311-330, September.
  5. Orphanides, Athanasios, 2003. "Monetary policy evaluation with noisy information," Journal of Monetary Economics, Elsevier, Elsevier, vol. 50(3), pages 605-631, April.
  6. Castelnuovo, Efrem, 2003. "Describing the Fed's conduct with Taylor rules: is interest rate smoothing important?," Working Paper Series, European Central Bank 0232, European Central Bank.
  7. Volker Wieland & Keith Kuester, 2005. "Insurance Policies for Monetary Policy in the Euro Area," Computing in Economics and Finance 2005, Society for Computational Economics 100, Society for Computational Economics.
  8. Eric Schaling, 2004. "Learning, inflation expectations and optimal monetary policy," Macroeconomics, EconWPA 0404035, EconWPA.
  9. Efrem Castelnuovo, 2002. "Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model," Macroeconomics, EconWPA 0211006, EconWPA.
  10. Ni, Shawn & Ratti, Ronald A., 2009. "Heterogeneous parameter uncertainty and the timing of investment during crisis," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 3(41), pages 1-22.
  11. Coenen, Günter & Orphanides, Athanasios & Wieland, Volker, 2003. "Price Stability and Monetary Policy Effectiveness when Nominal Interest Rates are Bounded at Zero," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3892, C.E.P.R. Discussion Papers.
  12. Sa, Maria Antonieta Cunha e & Santos, Vasco, 2007. "Experimentation with Accumulation," FEUNL Working Paper Series wp503, Universidade Nova de Lisboa, Faculdade de Economia.
  13. Moessner, Richhild, 2005. "Optimal discretionary policy and uncertainty about inflation persistence," Working Paper Series, European Central Bank 0540, European Central Bank.
  14. 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, American Economic Association, vol. 93(3), pages 622-645, June.
  15. Rosal, Joao Mauricio & Spagat, Michael, 2002. "Structural Uncertainty and Central Bank Conservatism: The Ignorant Should Keep Their Eyes Shut," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3568, C.E.P.R. Discussion Papers.
  16. Fabio Milani, 2005. "Learning, Monetary Policy Rules, and Macroeconomic Stability," Macroeconomics, EconWPA 0508019, EconWPA.
  17. James Bullard & In-Koo Cho, 2003. "Escapist policy rules," Working Papers, Federal Reserve Bank of St. Louis 2002-002, Federal Reserve Bank of St. Louis.
  18. Guidolin, Massimo & Timmermann, Allan, 2007. "Properties of equilibrium asset prices under alternative learning schemes," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 31(1), pages 161-217, January.
  19. Ellison, Martin & Valla, Natacha, 2000. "Learning, uncertainty and central bank activism in an economy with strategic interactions," Working Paper Series, European Central Bank 0028, European Central Bank.
  20. David Kendrick & Hans Amman, 2006. "A Classification System for Economic Stochastic Control Models," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 27(4), pages 453-481, June.
  21. Simon Hall & Chris Salmon & Tony Yates & Nicoletta Batini, 1999. "Uncertainty and Simple Monetary Policy Rules - An illustration for the United Kingdom," Bank of England working papers 96, Bank of England.
  22. Wieland, Volker, 2003. "Monetary Policy and Uncertainty about the Natural Unemployment Rate," CFS Working Paper Series 2003/05, Center for Financial Studies (CFS).
  23. Felipe Morandé & Mauricio Tejada, 2008. "Sources of Uncertainty for Conducting Monetary Policy in Chile," Working Papers Central Bank of Chile, Central Bank of Chile 492, Central Bank of Chile.
  24. Mandler, Martin, 2009. "In search of robust monetary policy rules - Should the Fed look at money growth or stock market performance?," Journal of Macroeconomics, Elsevier, Elsevier, vol. 31(2), pages 345-361, June.
  25. Francesca Rondina, 2010. "The role of model uncertainty and learning in the U.S. postwar policy response to oil prices," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) 834.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  26. Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2006. "Caution or Activism? Monetary Policy Strategies in an Open Economy," Working Papers, Warwick Business School, Finance Group wpn06-11, Warwick Business School, Finance Group.
  27. Walsh, Carl E., 2005. "Endogenous objectives and the evaluation of targeting rules for monetary policy," Journal of Monetary Economics, Elsevier, Elsevier, vol. 52(5), pages 889-911, July.
  28. In Chang Hwang & Richard S.J. Tol & Marjan W. Hofkes, 2013. "Active Learning about Climate Change," Working Paper Series 6513, Department of Economics, University of Sussex.
  29. Andrew T. Levin, 2008. "Commentary on "Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach"," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 301-306.
  30. Mandler, Martin, 2006. "Are there gains from including monetary aggregates and stock market indices in the monetary policy reaction function? A simulation study of recent U.S. monetary policy," MPRA Paper 2318, University Library of Munich, Germany.
  31. Alexei Onatski & James H. Stock, 2000. "Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy," NBER Working Papers 7490, National Bureau of Economic Research, Inc.
  32. Volker Wieland, 2008. "Learning, Endogenous Indexation, and Disinflation in the New-Keynesian Model," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(3), pages 21-44, December.
  33. Bigio, Saki, 2009. "Learning under Fear of Floating," Working Papers, Banco Central de Reserva del Perú 2009-004, Banco Central de Reserva del Perú.
  34. Williams, John C., 2013. "A defense of moderation in monetary policy," Journal of Macroeconomics, Elsevier, Elsevier, vol. 38(PB), pages 137-150.
  35. Sevensson, L.E.O., 1999. "Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability," Papers, Stockholm - International Economic Studies 673, Stockholm - International Economic Studies.
  36. Kendrick, David A., 2005. "Stochastic control for economic models: past, present and the paths ahead," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 29(1-2), pages 3-30, January.
  37. James Yetman, 2005. "Discretionary Policy, Potential Output Uncertainty, and Optimal Learning," Reserve Bank of New Zealand Discussion Paper Series DP2005/07, Reserve Bank of New Zealand.
  38. Eijffinger, Sylvester C W & Schaling, Eric & Tesfaselassie, Mewael F., 2004. "Heterogenous Information About the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4279, C.E.P.R. Discussion Papers.
  39. Bullard, J.B. & Suda, J., 2011. "The Stability of Macroeconomic Systems with Bayesian Learners," Working papers, Banque de France 332, Banque de France.
  40. Sack, Brian & Wieland, Volker, 2000. "Interest-rate smoothing and optimal monetary policy: a review of recent empirical evidence," Journal of Economics and Business, Elsevier, Elsevier, vol. 52(1-2), pages 205-228.
  41. Tim Willems, 2013. "Actively Learning by Pricing: A Model of an Experimenting Seller," Economics Series Working Papers 687, University of Oxford, Department of Economics.
  42. Ben Martin & Chris Salmon, 1999. "Should uncertain monetary policy-makers do less?," Bank of England working papers 99, Bank of England.
  43. Mewael Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2004. "Heterogeneous Information about the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Econometric Society 2004 North American Summer Meetings 78, Econometric Society.
  44. Efrem Castelnuovo, 2003. "Taylor Rules and Interest Rate Smoothing in the US and EMU," Macroeconomics, EconWPA 0303002, EconWPA.
  45. Felipe Morandé L. & Mauricio Tejada G., 2008. "Sources of Uncertainty in Monetary Policy Conduct in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(3), pages 45-80, December.
  46. Timothy W. Cogley, 2008. "Commentary on "Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach"," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 295-300.
  47. Mewael F. Tesfaselassie & Eric Schaling, 2008. "Managing Disinflation under Uncertainty," Kiel Working Papers 1429, Kiel Institute for the World Economy.
  48. Schaling , Eric & Eijffinger , Sylvester & Tesfaselassie , Mewael, 2004. "Heterogeneous information about the term structure, least-squares learning and optimal rules for inflation targeting," Research Discussion Papers, Bank of Finland 23/2004, Bank of Finland.
  49. Assenza, Tiziana & Berardi, Michele, 2009. "Learning in a credit economy," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(5), pages 1159-1169, May.
  50. D.A. Kendrick & H.M. Amman, 2008. "Comparison of Policy Functions from the Optimal Learning and Adaptive Control Frameworks," Working Papers, Utrecht School of Economics 08-19, Utrecht School of Economics.
  51. Johnson, Timothy C., 2007. "Optimal learning and new technology bubbles," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(8), pages 2486-2511, November.
  52. Efrem Castelnuovo, 2004. "Describing the Fed's conduct with simple Taylor rules: is interest rate smoothing important?," Money Macro and Finance (MMF) Research Group Conference 2003 12, Money Macro and Finance Research Group.
  53. Beck, Gunter W. & Wieland, Volker, 2002. "Learning and control in a changing economic environment," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 26(9-10), pages 1359-1377, August.
  54. Mewael F. Tesfaselassie, 2008. "Central Bank Learning and Monetary Policy," Kiel Working Papers 1444, Kiel Institute for the World Economy.
  55. Maria Demertzis & Nicola Viegi, 2004. "The Dynamic Properties of Inflation Targeting Under Uncertainty," DNB Staff Reports (discontinued), Netherlands Central Bank 113, Netherlands Central Bank.
  56. Kimura, Takeshi & Kurozumi, Takushi, 2007. "Optimal monetary policy in a micro-founded model with parameter uncertainty," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 31(2), pages 399-431, February.
  57. Cunha-e-Sa, Maria A. & Santos, Vasco, 2008. "Experimentation with accumulation," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 32(2), pages 470-496, February.
  58. Cosimano, Thomas F., 2008. "Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 32(6), pages 1857-1894, June.
  59. Laban K. Chesang & Ruthira Naraidoo, 2014. "Parameter Uncertainty and Inflation Dynamics in a Model with Asymmetric Central Bank Preferences," Working Papers 201437, University of Pretoria, Department of Economics.