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Modelling Taylor rule uncertainty: an application to the euro area

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  • Martins, Fernando
  • Machado, Jose A. F.
  • Esteves, Paulo Soares

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  • Martins, Fernando & Machado, Jose A. F. & Esteves, Paulo Soares, 2004. "Modelling Taylor rule uncertainty: an application to the euro area," Economic Modelling, Elsevier, vol. 21(3), pages 561-572, May.
    • Handle: RePEc:eee:ecmode:v:21:y:2004:i:3:p:561-572
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    References listed on IDEAS

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    1. Bennett T. McCallum, 2000. "Alternative monetary policy rules : a comparison with historical settings for the United States, the United Kingdom, and Japan," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 49-79.
    2. Christiano, Lawrence J. & Eichenbaum, Martin & Evans, Charles L., 1999. "Monetary policy shocks: What have we learned and to what end?," Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 2, pages 65-148, Elsevier.
    3. Clarida, Richard & Gali, Jordi & Gertler, Mark, 1998. "Monetary policy rules in practice Some international evidence," European Economic Review, Elsevier, vol. 42(6), pages 1033-1067, June.
    4. Gert Peersman & Frank Smets, 1999. "The Taylor Rule: A Useful Monetary Policy Benchmark for the Euro Area?," International Finance, Wiley Blackwell, vol. 2(1), pages 85-116, April.
    5. Fernando Martins, 2000. "Taylor Rules," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    6. Peersman, Gert & Smets, Frank, 2001. "The monetary transmission mechanism in the euro area: more evidence from VAR analysis," Working Paper Series 91, European Central Bank.
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