Simple monetary policy rules and exchange rate uncertainty
Author
Abstract
(This abstract was borrowed from another version of this item.)
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Kai Leitemo & Ulf Soderstrom, 2001. "Simple monetary policy rules and exchange rate uncertainty," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Leitemo, Kai & Söderström, Ulf, 2001. "Simple Monetary Policy Rules and Exchange Rate Uncertainty," Working Paper Series 122, Sveriges Riksbank (Central Bank of Sweden).
References listed on IDEAS
- McCallum, Bennett T & Nelson, Edward, 2000.
"Monetary Policy for an Open Economy: An Alternative Framework with Optimizing Agents and Sticky Prices,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 16(4), pages 74-91, Winter.
- McCallum, Bennett T & Nelson, Edward, 2001. "Monetary Policy for an Open Economy: An Alternative Framework with Optimizing Agents and Sticky Prices," CEPR Discussion Papers 2756, C.E.P.R. Discussion Papers.
- Bennett T. McCallum & Edward Nelson, 2001. "Monetary Policy for an Open Economy: An Alternative Framework with Optimizing Agents and Sticky Prices," NBER Working Papers 8175, National Bureau of Economic Research, Inc.
- Bennett T McCallum & Edward Nelson, 2001. "Monetary Policy for an Open Economy: An Alternative Framework with Optimising Agents and Sticky Prices," Discussion Papers 05, Monetary Policy Committee Unit, Bank of England.
- Ryo Kato, 2001. "Matlab code for the McCallum/Nelson model," QM&RBC Codes 111, Quantitative Macroeconomics & Real Business Cycles.
- Rudd, Jeremy & Whelan, Karl, 2005.
"New tests of the new-Keynesian Phillips curve,"
Journal of Monetary Economics, Elsevier, vol. 52(6), pages 1167-1181, September.
- Jeremy B. Rudd & Karl Whelan, 2001. "New tests of the New-Keynesian Phillips curve," Finance and Economics Discussion Series 2001-30, Board of Governors of the Federal Reserve System (U.S.).
- Karl Whelan & Jeremy Rudd, 2001. "New tests of the New-Keynesian Phillips Curve," Open Access publications 10197/249, School of Economics, University College Dublin.
- Pinelopi Koujianou Goldberg & Michael M. Knetter, 1997.
"Goods Prices and Exchange Rates: What Have We Learned?,"
Journal of Economic Literature, American Economic Association, vol. 35(3), pages 1243-1272, September.
- Pinelopi K. Goldberg & Michael M. Knetter, 1996. "Goods Prices and Exchange Rates: What Have We Learned?," NBER Working Papers 5862, National Bureau of Economic Research, Inc.
- 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.
- Glenn Rudebusch, 2000. "Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty," Econometric Society World Congress 2000 Contributed Papers 0065, Econometric Society.
- Glenn D. Rudebusch, 2000. "Assessing nominal income rules for monetary policy with model and data uncertainty," Working Paper Series 2000-03, Federal Reserve Bank of San Francisco.
- Rudebusch, Glenn D., 2000. "Assessing nominal income rules for monetary policy with model and data uncertainty," Working Paper Series 14, European Central Bank.
- Campa, Jose M. & Goldberg, Linda S., 2002.
"Exchange rate pass-through into import prices: A macro or micro phenomenon?,"
IESE Research Papers
D/475, IESE Business School.
- Jose Manuel Campa & Linda S. Goldberg, 2002. "Exchange rate pass-through into import prices: a macro or micro phenomenon?," Staff Reports 149, Federal Reserve Bank of New York.
- Jose Manuel Campa & Linda S. Goldberg, 2002. "Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon?," NBER Working Papers 8934, National Bureau of Economic Research, Inc.
- Jeff Fuhrer & George Moore, 1995.
"Inflation Persistence,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 110(1), pages 127-159.
- Jeffrey C. Fuhrer & George R. Moore, 1993. "Inflation persistence," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Jeffrey C. Fuhrer & George R. Moore, 1993. "Inflation persistence," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- Jeffrey C. Fuhrer & George R. Moore, 1993. "Inflation persistence," Finance and Economics Discussion Series 93-17, Board of Governors of the Federal Reserve System (U.S.).
- Lars E. O. Svensson & Michael Woodford, 2004.
"Implementing Optimal Policy through Inflation-Forecast Targeting,"
NBER Chapters, in: The Inflation-Targeting Debate,
National Bureau of Economic Research, Inc.
- Lars E. O. Svensson & Michael Woodford, 2003. "Implementing Optimal Policy through Inflation-Forecast Targeting," NBER Working Papers 9747, National Bureau of Economic Research, Inc.
- Svensson, Lars E.O. & Woodford, Michael, 2004. "Implementing Optimal Policy Through Inflation-Forecast Targeting," CEPR Discussion Papers 4229, C.E.P.R. Discussion Papers.
- Frankel, Jeffrey A & Froot, Kenneth A, 1987.
"Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations,"
American Economic Review, American Economic Association, vol. 77(1), pages 133-153, March.
- Frankel, Jeff & Froot, Ken, 1986. "Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations," Department of Economics, Working Paper Series qt1972q8wm, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Currie,David & Levine,Paul, 2009.
"Rules, Reputation and Macroeconomic Policy Coordination,"
Cambridge Books,
Cambridge University Press, number 9780521104609, September.
- Currie,David & Levine,Paul, 1993. "Rules, Reputation and Macroeconomic Policy Coordination," Cambridge Books, Cambridge University Press, number 9780521441964.
- Obstfeld, Maurice & Rogoff, Kenneth, 2000.
"New directions for stochastic open economy models,"
Journal of International Economics, Elsevier, vol. 50(1), pages 117-153, February.
- Obstfeld, Maurice & Rogoff, Kenneth, 1999. "New Directions for Stochastic Open Economy Models," Department of Economics, Working Paper Series qt5pf7g8sh, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Maurice Obstfeld & Kenneth Rogoff, 2000. "New Directions for Stochastic Open Economy Models," International Finance 0004002, University Library of Munich, Germany.
- Obstfeld, Maurice & Rogoff, Kenneth, 1999. "New Directions for Stochastic Open Economy Models," Center for International and Development Economics Research, Working Paper Series qt5pf7g8sh, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- Maurice Obstfeld & Kenneth Rogoff, 1999. "New Directions for Stochastic Open Economy Models," NBER Working Papers 7313, National Bureau of Economic Research, Inc.
- Maurice Obstfeld and Kenneth Rogoff., 1999. "New Directions for Stochastic Open Economy Models," Center for International and Development Economics Research (CIDER) Working Papers C99-107, University of California at Berkeley.
- Clarida, Richard & Gali, Jordi & Gertler, Mark, 2002.
"A simple framework for international monetary policy analysis,"
Journal of Monetary Economics, Elsevier, vol. 49(5), pages 879-904, July.
- Gertler, Mark & Clarida, Richard & GalÃ, Jordi, 2002. "A Simple Framework for International Monetary Policy Analysis," CEPR Discussion Papers 3355, C.E.P.R. Discussion Papers.
- Richard Clarida & Jordi Gali & Mark Gertler, 2002. "A Simple Framework for International Monetary Policy Analysis," NBER Working Papers 8870, National Bureau of Economic Research, Inc.
- repec:bla:scandj:v:101:y:1999:i:2:p:223-39 is not listed on IDEAS
- Benigno, Pierpaolo & Benigno, Gianluca, 2001. "Monetary Policy Rules and the Exchange Rate," CEPR Discussion Papers 2807, C.E.P.R. Discussion Papers.
- Ito, Takatoshi, 1990.
"Foreign Exchange Rate Expectations: Micro Survey Data,"
American Economic Review, American Economic Association, vol. 80(3), pages 434-449, June.
- Takatoshi Ito, 1988. "Foreign Exchange Rate Expectations: Micro Survey Data," NBER Working Papers 2679, National Bureau of Economic Research, Inc.
- McCallum, Bennett T., 1994.
"A reconsideration of the uncovered interest parity relationship,"
Journal of Monetary Economics, Elsevier, vol. 33(1), pages 105-132, February.
- Bennett T. McCallum, 1992. "A Reconsideration of the Uncovered Interest Parity Relationship," NBER Working Papers 4113, National Bureau of Economic Research, Inc.
- Michael Woodford, 1999.
"Optimal Monetary Policy Inertia,"
Manchester School, University of Manchester, vol. 67(s1), pages 1-35.
- Michael Woodford, 1999. "Optimal monetary policy inertia," Proceedings, Federal Reserve Bank of San Francisco.
- Woodford, Michael, 1999. "Optimal monetary policy inertia," CFS Working Paper Series 1999/09, Center for Financial Studies (CFS).
- Woodford, Michael, 2000. "Optimal Monetary Policy Inertia," Seminar Papers 666, Stockholm University, Institute for International Economic Studies.
- Woodford, M., 1999. "Optimal Monetary Policy Inertia.," Papers 666, Stockholm - International Economic Studies.
- Michael Woodford, 1999. "Optimal Monetary Policy Inertia," NBER Working Papers 7261, National Bureau of Economic Research, Inc.
- Adolfson, Malin, 2007.
"Incomplete exchange rate pass-through and simple monetary policy rules,"
Journal of International Money and Finance, Elsevier, vol. 26(3), pages 468-494, April.
- Adolfson, Malin, 2001. "Incomplete Exchange Rate Pass-Through and Simple Monetary Policy Rules," SSE/EFI Working Paper Series in Economics and Finance 478, Stockholm School of Economics.
- Adolfson, Malin, 2002. "Incomplete Exchange Rate Pass-Through and Simple Monetary Policy Rules," Working Paper Series 136, Sveriges Riksbank (Central Bank of Sweden).
- Richard Clarida & Jordi Gali & Mark Gertler, 2001. "Optimal Monetary Policy in Open versus Closed Economies: An Integrated Approach," American Economic Review, American Economic Association, vol. 91(2), pages 248-252, May.
- Glenn D. Rudebusch, 2001.
"Is The Fed Too Timid? Monetary Policy In An Uncertain World,"
The Review of Economics and Statistics, MIT Press, vol. 83(2), pages 203-217, May.
- Glenn D. Rudebusch, 1999. "Is the Fed too timid? Monetary policy in an uncertain world," Working Papers in Applied Economic Theory 99-05, Federal Reserve Bank of San Francisco.
- Svensson, Lars E. O., 2000.
"Open-economy inflation targeting,"
Journal of International Economics, Elsevier, vol. 50(1), pages 155-183, February.
- Svensson, L.E.O., 1998. "Open-Economy Inflation Targeting," Papers 638, Stockholm - International Economic Studies.
- Svensson, Lars E O, 1998. "Open-Economy Inflation Targeting," CEPR Discussion Papers 1989, C.E.P.R. Discussion Papers.
- Lars E. O. Svensson, 2000. "Open-Economy Inflation Targeting," NBER Working Papers 6545, National Bureau of Economic Research, Inc.
- Svensson, Lars E.O., 1998. "Open-Economy Inflation Targeting," Seminar Papers 638, Stockholm University, Institute for International Economic Studies.
- Batini, Nicoletta & Nelson, Edward, 2001.
"Optimal horizons for inflation targeting,"
Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 891-910, June.
- Nicoletta Batini & Edward Nelson, 1999. "Optimal Horizons for Inflation Targeting," Computing in Economics and Finance 1999 1052, Society for Computational Economics.
- Nicoletta Batini & Edward Nelson, 2000. "Optimal horizons for inflation targeting," Bank of England working papers 119, Bank of England.
- Batini, Nicoletta & Nelson, Edward, 2000. "Optimal Horizons for Inflation Targeting," Working Paper Series 103, Sveriges Riksbank (Central Bank of Sweden).
- McCallum, Bennett T. & Nelson, Edward, 1999.
"Nominal income targeting in an open-economy optimizing model,"
Journal of Monetary Economics, Elsevier, vol. 43(3), pages 553-578, June.
- McCallum, Bennett T. & Nelson, Edward, 1998. "Nominal Income Targeting in an Open-Economy Optimizing Model," Seminar Papers 644, Stockholm University, Institute for International Economic Studies.
- Bennett T. McCallum & Edward Nelson, 2000. "Nominal Income Targeting in an Open-Economy Optimizing Model," NBER Working Papers 6675, National Bureau of Economic Research, Inc.
- McCallum, B.T. & Nelson, E., 1998. "Nominal Income Targeting in an Open-Economy Optimizing Model," Papers 644, Stockholm - International Economic Studies.
- Nicoletta Batini & Andrew Haldane, 1999.
"Forward-Looking Rules for Monetary Policy,"
NBER Chapters, in: Monetary Policy Rules, pages 157-202,
National Bureau of Economic Research, Inc.
- Andrew G. Haldane & Nicoletta Batini, 1998. "Forward-Looking Rules for Monetary Policy," NBER Working Papers 6543, National Bureau of Economic Research, Inc.
- Nicoletta Batini & Andrew G Haldane, 1999. "Forward-looking rules for monetary policy," Bank of England working papers 91, Bank of England.
- Amato, Jeffery D. & Laubach, Thomas, 2003.
"Rule-of-thumb behaviour and monetary policy,"
European Economic Review, Elsevier, vol. 47(5), pages 791-831, October.
- Jeffery D. Amato & Thomas Laubach, 2001. "Rule-of-Thumb Behaviour and Monetary Policy," Finance and Economics Discussion Series 2002-05, Board of Governors of the Federal Reserve System (U.S.).
- Jeffery D. Amato & Thomas Laubach, 2002. "Rule-of-thumb behaviour and monetary policy," Finance and Economics Discussion Series 2002-5, Board of Governors of the Federal Reserve System (U.S.).
- Nessen, Marianne & Vestin, David, 2005.
"Average Inflation Targeting,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(5), pages 837-863, October.
- Nessén, Marianne & Vestin, David, 2000. "Average Inflation Targeting," Working Paper Series 119, Sveriges Riksbank (Central Bank of Sweden).
- Leitemo, Kai & Soderstrom, Ulf, 2005.
"Simple monetary policy rules and exchange rate uncertainty,"
Journal of International Money and Finance, Elsevier, vol. 24(3), pages 481-507, April.
- Kai Leitemo & Ulf Soderstrom, 2001. "Simple monetary policy rules and exchange rate uncertainty," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Leitemo, Kai & Söderström, Ulf, 2001. "Simple Monetary Policy Rules and Exchange Rate Uncertainty," Working Paper Series 122, Sveriges Riksbank (Central Bank of Sweden).
- Kenneth A. Froot & Jeffrey A. Frankel, 1989.
"Forward Discount Bias: Is it an Exchange Risk Premium?,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 104(1), pages 139-161.
- Froot, Kenneth A. & Frankel, Jeffrey A., 1988. "Forward Discount Bias: Is It an Exchange Risk Premium?," Department of Economics, Working Paper Series qt5w65g4zg, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Kenneth A. Froot and Jeffrey A. Frankel., 1988. "Forward Discount Bias: Is It an Exchange Risk Premium?," Economics Working Papers 8874, University of California at Berkeley.
- Arturo Estrella & Jeffrey C. Fuhrer, 2002.
"Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models,"
American Economic Review, American Economic Association, vol. 92(4), pages 1013-1028, September.
- Arturo Extrella & Jeffrey C. Fuhrer, 1998. "Dynamic inconsistencies: counterfactual implications of a class of rational expectations models," Working Papers 98-5, Federal Reserve Bank of Boston.
- Denise Côté & John Kuszczak & Jean‐Paul Lam & Ying Liu & Pierre St‐Amant, 2004.
"The performance and robustness of simple monetary policy rules in models of the Canadian economy,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 37(4), pages 978-998, November.
- Denise Côté & John Kuszczak & Jean-Paul Lam & Ying Liu & Pierre St-Amant, 2004. "The performance and robustness of simple monetary policy rules in models of the Canadian economy," Canadian Journal of Economics, Canadian Economics Association, vol. 37(4), pages 978-998, November.
- Denise Côté & John Kuszczak & Jean-Paul Lam & Ying Liu & Pierre St-Amant, 2002. "The Performance and Robustness of Simple Monetary Policy Rules in Models of the Canadian Economy," Technical Reports 92, Bank of Canada.
- Kennan, John, 1979. "The Estimation of Partial Adjustment Models with Rational Expectations," Econometrica, Econometric Society, vol. 47(6), pages 1441-1455, November.
- John B. Taylor, 2001. "The Role of the Exchange Rate in Monetary-Policy Rules," American Economic Review, American Economic Association, vol. 91(2), pages 263-267, May.
- Adolfson, Malin, 2001.
"Monetary Policy with Incomplete Exchange Rate Pass-Through,"
SSE/EFI Working Paper Series in Economics and Finance
476, Stockholm School of Economics.
- Adolfson, Malin, 2001. "Monetary Policy with Incomplete Exchange Rate Pass-Through," Working Paper Series 127, Sveriges Riksbank (Central Bank of Sweden).
- Adolfson, Malin, 2001. "Optimal Monetary Policy Delegation under Incomplete Exchange Rate Pass-Through," SSE/EFI Working Paper Series in Economics and Finance 477, Stockholm School of Economics.
- McCallum, Bennett T., 1999.
"Issues in the design of monetary policy rules,"
Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 23, pages 1483-1530,
Elsevier.
- Bennett T. McCallum, 1997. "Issues in the Design of Monetary Policy Rules," NBER Working Papers 6016, National Bureau of Economic Research, Inc.
- Glenn Rudebusch & Lars E.O. Svensson, 1999.
"Policy Rules for Inflation Targeting,"
NBER Chapters, in: Monetary Policy Rules, pages 203-262,
National Bureau of Economic Research, Inc.
- Glenn D. Rudebusch & Lars E. O. Svensson, 1998. "Policy rules for inflation targeting," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Glenn D. Rudebusch & Lars E. O. Svensson, 1998. "Policy Rules for Inflation Targeting," NBER Working Papers 6512, National Bureau of Economic Research, Inc.
- Rudebusch, G.D. & Svensson, L.E.O., 1998. "Policy Rules for Inflation Targeting," Papers 637, Stockholm - International Economic Studies.
- Svensson, Lars E.O. & Rudebusch , Glenn, 1998. "Policy Rules for Inflation Targeting," Seminar Papers 637, Stockholm University, Institute for International Economic Studies.
- Glenn D. Rudebusch & Lars E. O. Svensson, 1998. "Policy rules for inflation targeting," Working Papers in Applied Economic Theory 98-03, Federal Reserve Bank of San Francisco.
- Rudebusch, Glenn D & Svensson, Lars E O, 1998. "Policy Rules for Inflation Targeting," CEPR Discussion Papers 1999, C.E.P.R. Discussion Papers.
- repec:bla:scandj:v:104:y:2002:i:1:p:125-45 is not listed on IDEAS
- Steinsson, Jon, 2003.
"Optimal monetary policy in an economy with inflation persistence,"
Journal of Monetary Economics, Elsevier, vol. 50(7), pages 1425-1456, October.
- Jón Steinsson, 2000. "Optimal monetary policy in an economy with inflation persistence," Economics wp11, Department of Economics, Central bank of Iceland.
- Taylor, John B., 1999.
"The robustness and efficiency of monetary policy rules as guidelines for interest rate setting by the European central bank,"
Journal of Monetary Economics, Elsevier, vol. 43(3), pages 655-679, June.
- Taylor, John B., 1998. "The Robustness and Efficiency of Monetary Policy Rules as Guidelines for Interest Rate Setting by the European Central Bank," Seminar Papers 649, Stockholm University, Institute for International Economic Studies.
- Taylor, J.B., 1998. "The Robustness and Efficiency of Monetary Policy Rules as Guidelines for Interest Rate Setting by European Central Bank," Papers 649, Stockholm - International Economic Studies.
- Cavaglia, Stefano & Verschoor, Willem F. C. & Wolff, Christian C. P., 1993. "Further evidence on exchange rate expectations," Journal of International Money and Finance, Elsevier, vol. 12(1), pages 78-98, February.
- Swanson, Eric T., 2004.
"Signal Extraction And Non-Certainty-Equivalence In Optimal Monetary Policy Rules,"
Macroeconomic Dynamics, Cambridge University Press, vol. 8(1), pages 27-50, February.
- Eric T. Swanson, 2000. "On signal extraction and non-certainty-equivalence in optimal monetary policy rules," Proceedings, Federal Reserve Bank of San Francisco.
- Eric T. Swanson, 2000. "On signal extraction and non-certainty-equivalence in optimal monetary policy rules," Finance and Economics Discussion Series 2000-32, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- Taylor, John B. (ed.), 2001. "Monetary Policy Rules," National Bureau of Economic Research Books, University of Chicago Press, edition 1, number 9780226791258, September.
- Richard Dennis, 2003.
"Exploring the Role of the Real Exchange Rate in Australian Monetary Policy,"
The Economic Record, The Economic Society of Australia, vol. 79(244), pages 20-38, March.
- Richard Dennis, 2002. "Exploring the role of the real exchange rate in Australian monetary policy," Working Paper Series 2002-19, Federal Reserve Bank of San Francisco.
- William P. Osterberg, 2000. "New results on the rationality of survey measures of exchange-rate expectations," Economic Review, Federal Reserve Bank of Cleveland, issue Q I, pages 14-21.
- Orphanides, Athanasios, 2003.
"Monetary policy evaluation with noisy information,"
Journal of Monetary Economics, Elsevier, vol. 50(3), pages 605-631, April.
- Athanasios Orphanides, 1998. "Monetary policy evaluation with noisy information," Finance and Economics Discussion Series 1998-50, Board of Governors of the Federal Reserve System (U.S.).
- Leitemo, Kai & Söderström, Ulf, 2008.
"Robust monetary policy in a small open economy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3218-3252, October.
- Kai Leitemo & Ulf Söderstrom, 2005. "Robust Monetary Policy in a Small Open Economy," Working Papers 290, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Söderström, Ulf & Leitemo, Kai, 2005. "Robust Monetary Policy in a Small Open Economy," CEPR Discussion Papers 5071, C.E.P.R. Discussion Papers.
- Leitemo, Kai & Söderström, Ulf, 2005. "Robust monetary policy in a small open economy," Bank of Finland Research Discussion Papers 20/2005, Bank of Finland.
- Backus, David & Driffill, John, 1986. "The Consistency of Optimal Policy in Stochastic Rational Expectations Models," CEPR Discussion Papers 124, C.E.P.R. Discussion Papers.
- Sargent, Thomas J, 1978.
"Estimation of Dynamic Labor Demand Schedules under Rational Expectations,"
Journal of Political Economy, University of Chicago Press, vol. 86(6), pages 1009-1044, December.
- Thomas J. Sargent, 1978. "Estimation of dynamic labor demand schedules under rational expectations," Staff Report 27, Federal Reserve Bank of Minneapolis.
- Batini, Nicoletta & Harrison, Richard & Millard, Stephen P., 2003.
"Monetary policy rules for an open economy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 27(11-12), pages 2059-2094, September.
- Nicoletta Batini & Richard Harrison & Stephen Millard, 2001. "Monetary policy rules for an open economy," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Batini, Nicoletta & Harrison, Richard & Millard, Stephen P., 2003. "Monetary policy rules for an open economy," Journal of Economic Dynamics and Control, Elsevier, vol. 27(11), pages 2059-2094.
- Nicoletta Batini & Stephen P. Millard & Richard Harrison, 2000. "Monetary Policy Rules For An Open Economy," Computing in Economics and Finance 2000 361, Society for Computational Economics.
- Nicoletta Batini & Richard Harrison & Stephen P Millard, 2001. "Monetary policy rules for an open economy," Bank of England working papers 149, Bank of England.
- Svensson, Lars E. O. & Woodford, Michael, 2003.
"Indicator variables for optimal policy,"
Journal of Monetary Economics, Elsevier, vol. 50(3), pages 691-720, April.
- Lars E. O. Svensson & Michael Woodford, 2000. "Indicator variables for optimal policy," Proceedings, Federal Reserve Bank of San Francisco.
- Svensson, Lars & Woodford, Michael, 2000. "Indicator Variables for Optimal Policy," Seminar Papers 688, Stockholm University, Institute for International Economic Studies.
- Svensson, Lars E. O. & Woodford, Michael, 2000. "Indicator variables for optimal policy," Working Paper Series 12, European Central Bank.
- Lars E.O. Svensson & Michael Woodford, 2000. "Indicator Variables for Optimal Policy," NBER Working Papers 7953, National Bureau of Economic Research, Inc.
- Jordi Galí & Tommaso Monacelli, 2005.
"Monetary Policy and Exchange Rate Volatility in a Small Open Economy,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 72(3), pages 707-734.
- GalÃ, Jordi & Monacelli, Tommas, 2002. "Monetary Policy and Exchange Rate Volatility in a Small Open Economy," CEPR Discussion Papers 3346, C.E.P.R. Discussion Papers.
- Jordi Gali & Tommaso Monacelli, 2002. "Monetary Policy and Exchange Rate Volatility in a Small Open Economy," NBER Working Papers 8905, National Bureau of Economic Research, Inc.
- Jordi Galí & Tommaso Monacelli, 2003. "Monetary Policy and Exchange Rate Volatility in a Small Open Economy," Working Papers 11, Barcelona School of Economics.
- Jordi Galí & Tommaso Monacelli, 2004. "Monetary policy and exchange rate volatility in a small open economy," Economics Working Papers 835, Department of Economics and Business, Universitat Pompeu Fabra.
- Obstfeld, Maurice & Rogoff, Kenneth, 1995.
"Exchange Rate Dynamics Redux,"
Journal of Political Economy, University of Chicago Press, vol. 103(3), pages 624-660, June.
- Maurice Obstfeld & Kenneth Rogoff, 1994. "Exchange Rate Dynamics Redux," NBER Working Papers 4693, National Bureau of Economic Research, Inc.
- Obstfeld, Maurice & Rogoff, Kenneth, 1995. "Exchange Rate Dynamics Redux," Center for International and Development Economics Research (CIDER) Working Papers 233403, University of California-Berkeley, Department of Economics.
- Maurice Obstfeld and Kenneth Rogoff., 1995. "Exchange Rate Dynamics Redux," Center for International and Development Economics Research (CIDER) Working Papers C95-048, University of California at Berkeley.
- Obstfeld, Maurice & Rogoff, Kenneth S., 1995. "Exchange Rate Dynamics Redux," Scholarly Articles 12491026, Harvard University Department of Economics.
- Obstfeld, Maurice & Rogoff, Kenneth, 1995. "Exchange Rate Dynamics Redux," CEPR Discussion Papers 1131, C.E.P.R. Discussion Papers.
- Laurence M. Ball, 1999.
"Policy Rules for Open Economies,"
NBER Chapters, in: Monetary Policy Rules, pages 127-156,
National Bureau of Economic Research, Inc.
- Laurence Ball, 1998. "Policy Rules for Open Economies," RBA Research Discussion Papers rdp9806, Reserve Bank of Australia.
- Laurence Ball, 1998. "Policy Rules for Open Economies," NBER Working Papers 6760, National Bureau of Economic Research, Inc.
- repec:bla:scandj:v:98:y:1996:i:3:p:329-50 is not listed on IDEAS
- Fuhrer, Jeffrey C., 2010.
"Inflation Persistence,"
Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 9, pages 423-486,
Elsevier.
- Jeff Fuhrer & George Moore, 1995. "Inflation Persistence," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 110(1), pages 127-159.
- Jeffrey C. Fuhrer, 2009. "Inflation persistence," Working Papers 09-14, Federal Reserve Bank of Boston.
- Smets, Frank & Wouters, Raf, 2002.
"Openness, imperfect exchange rate pass-through and monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 49(5), pages 947-981, July.
- Smets, Frank & Wouters, Raf, 2002. "Openness, imperfect exchange rate pass-through and monetary policy," Working Paper Series 128, European Central Bank.
- Frank Smets & Raf Wouters, 2002. "Openness, imperfect exchange rate pass-through and monetary policy," Working Paper Research 19, National Bank of Belgium.
- Ulf Söderström, 2002.
"Monetary Policy with Uncertain Parameters,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 104(1), pages 125-145, March.
- Söderström, Ulf, 1999. "Monetary policy with uncertain parameters," SSE/EFI Working Paper Series in Economics and Finance 308, Stockholm School of Economics.
- Söderström, Ulf, 1999. "Monetary policy with uncertain parameters," Working Paper Series 83, Sveriges Riksbank (Central Bank of Sweden).
- Söderström, Ulf, 2000. "Monetary policy with uncertain parameters," Working Paper Series 13, European Central Bank.
- Froot, Kenneth A & Thaler, Richard H, 1990. "Foreign Exchange," Journal of Economic Perspectives, American Economic Association, vol. 4(3), pages 179-192, Summer.
- Annika Alexius & Anders Vredin, 1999.
"Pricing‐to‐market in Swedish Exports,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 101(2), pages 223-239, June.
- Alexius, Annika & Vredin, Anders, 1996. "Pricing-to-Market in Swedish Exports," SSE/EFI Working Paper Series in Economics and Finance 146, Stockholm School of Economics.
- Sack, Brian, 2000. "Does the fed act gradually? A VAR analysis," Journal of Monetary Economics, Elsevier, vol. 46(1), pages 229-256, August.
- repec:bla:manchs:v:67:y:1999:i:0:p:1-35 is not listed on IDEAS
- Ben S. Bernanke & Michael Woodford, 2004. "The Inflation-Targeting Debate," NBER Books, National Bureau of Economic Research, Inc, number bern04-1.
- Soderlind, Paul, 1999.
"Solution and estimation of RE macromodels with optimal policy,"
European Economic Review, Elsevier, vol. 43(4-6), pages 813-823, April.
- Söderlind, Paul, 1998. "Solution and Estimation of RE Macromodels with Optimal Policy," SSE/EFI Working Paper Series in Economics and Finance 256, Stockholm School of Economics.
- Mccallum, Bennet T., 1988. "Robustness properties of a rule for monetary policy," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 29(1), pages 173-203, January.
- Fabio Ghironi, 2000. "Alternative Monetary Rules for a Small Open Economy: The Case of Canada," Boston College Working Papers in Economics 466, Boston College Department of Economics, revised 30 Oct 2000.
- MacDonald, Ronald, 1990.
"Are Foreign Exchange Market Forecasters "Rational"? Some Survey-Based Tests,"
The Manchester School of Economic & Social Studies, University of Manchester, vol. 58(3), pages 229-241, September.
- R Macdonald, "undated". "Are Foreign Exchange Market Forecasters 'Rational'?: Some Survey Based Tests," Dundee Discussion Papers in Economics 014, Economic Studies, University of Dundee.
- Buiter, Willem H & Jewitt, Ian, 1981. "Staggered Wage Setting with Real Wage Relativities: Variations on a Theme of Taylor," The Manchester School of Economic & Social Studies, University of Manchester, vol. 49(3), pages 211-228, September.
- John B. Taylor, 1999. "Monetary Policy Rules," NBER Books, National Bureau of Economic Research, Inc, number tayl99-1.
- repec:zbw:bofrdp:2005_020 is not listed on IDEAS
- Jeffrey C. Fuhrer, 2000. "Habit Formation in Consumption and Its Implications for Monetary-Policy Models," American Economic Review, American Economic Association, vol. 90(3), pages 367-390, June.
- Taylor, John B., 1993. "Discretion versus policy rules in practice," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 39(1), pages 195-214, December.
- Frank Smets & Raf Wouters, 2003.
"An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area,"
Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1123-1175, September.
- Frank Smets & Raf Wouters, 2002. "An estimated dynamic stochastic general equilibrium model of the euro area," Working Paper Research 35, National Bank of Belgium.
- Jeffrey A. Frankel & Kenneth A. Froot, 1985. "Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations," NBER Working Papers 1672, National Bureau of Economic Research, Inc.
- Liu, Peter C. & Maddala, G. S., 1992. "Rationality of survey data and tests for market efficiency in the foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 11(4), pages 366-381, August.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Michael Paetz, 2007. "Robust Control and Persistence in the New Keynesian Economy," Quantitative Macroeconomics Working Papers 20711, Hamburg University, Department of Economics.
- Wollmershauser, Timo, 2006.
"Should central banks react to exchange rate movements? An analysis of the robustness of simple policy rules under exchange rate uncertainty,"
Journal of Macroeconomics, Elsevier, vol. 28(3), pages 493-519, September.
- Wollmershäuser, Timo, 2006. "Should central banks react to exchange rate movements? An analysis of the robustness of simple policy rules under exchange rate uncertainty," Munich Reprints in Economics 19716, University of Munich, Department of Economics.
- Timo WOLLMERSHAEUSER, 2010. "Should Central Banks React to Exchange Rate Movements? An Analysis of the Robustness of Simple Policy Rules under Exchange Rate Uncertainty," EcoMod2004 330600161, EcoMod.
- Siok Kun, Sek, 2009. "The impacts of economic structures on the performance of simple policy rules in a small open economy," MPRA Paper 25065, University Library of Munich, Germany.
- Argov, Eyal & Binyamini, Alon & Elkayam, David & Rozenshtrom, Irit, 2007. "A Small Macroeconomic Model to Support Inflation Targeting in Israel," MPRA Paper 4784, University Library of Munich, Germany.
- Castelnuovo, Efrem, 2008.
"Regime shifts and the stability of backward-looking Phillips curves in open economies,"
Journal of International Money and Finance, Elsevier, vol. 27(1), pages 40-53, February.
- Efrem Castelnuovo, 2004. "Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies," Computing in Economics and Finance 2004 49, Society for Computational Economics.
- Efrem CASTELNUOVO, 2010. "Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies," EcoMod2004 330600035, EcoMod.
- 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".
- Efrem Castelnuovo, 2005. "Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies," Macroeconomics 0506017, University Library of Munich, Germany.
- Adolfson, Malin, 2007.
"Incomplete exchange rate pass-through and simple monetary policy rules,"
Journal of International Money and Finance, Elsevier, vol. 26(3), pages 468-494, April.
- Adolfson, Malin, 2001. "Incomplete Exchange Rate Pass-Through and Simple Monetary Policy Rules," SSE/EFI Working Paper Series in Economics and Finance 478, Stockholm School of Economics.
- Adolfson, Malin, 2002. "Incomplete Exchange Rate Pass-Through and Simple Monetary Policy Rules," Working Paper Series 136, Sveriges Riksbank (Central Bank of Sweden).
- Deming Luo & Stephen Ferris, 2008. "Optimal Simple Monetary Policy Rules in a Small Open Economy with Exchange Rate Imperfections," Carleton Economic Papers 08-03, Carleton University, Department of Economics.
- Rodrigo Caputo, 2009.
"External Shocks and Monetary Policy. Does it Pay to Respond to Exchange Rate Desviations?,"
Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 24(1), pages 55-99, Junio.
- Rodrigo Caputo, 2004. "External Shocks and Monetary Policy: Does it Pay to Respond to Exchange Rate Deviations?," Econometric Society 2004 Australasian Meetings 300, Econometric Society.
- Rodrigo Caputo, 2004. "Exchange Rates, Inflation and Monetary Policy Objectives in Open Economies: The Experience of Chile," Econometric Society 2004 Latin American Meetings 298, Econometric Society.
- Efrem Castelnuovo, 2002.
"Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model,"
Macroeconomics
0211006, University Library of Munich, Germany.
- Efrem Castelnuovo, 2003. "Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model," Working Papers 2003.6, Fondazione Eni Enrico Mattei.
- Batini, Nicoletta & Harrison, Richard & Millard, Stephen P., 2003.
"Monetary policy rules for an open economy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 27(11-12), pages 2059-2094, September.
- Nicoletta Batini & Richard Harrison & Stephen Millard, 2001. "Monetary policy rules for an open economy," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Batini, Nicoletta & Harrison, Richard & Millard, Stephen P., 2003. "Monetary policy rules for an open economy," Journal of Economic Dynamics and Control, Elsevier, vol. 27(11), pages 2059-2094.
- Nicoletta Batini & Stephen P. Millard & Richard Harrison, 2000. "Monetary Policy Rules For An Open Economy," Computing in Economics and Finance 2000 361, Society for Computational Economics.
- Nicoletta Batini & Richard Harrison & Stephen P Millard, 2001. "Monetary policy rules for an open economy," Bank of England working papers 149, Bank of England.
- Lansing, Kevin J. & Trehan, Bharat, 2003.
"Forward-looking behavior and optimal discretionary monetary policy,"
Economics Letters, Elsevier, vol. 81(2), pages 249-256, November.
- Kevin J. Lansing & Bharat Trehan, 2003. "Forward-looking behavior and optimal discretionary monetary policy," Working Paper Series 2001-03, Federal Reserve Bank of San Francisco.
- Dennis, Richard & Soderstrom, Ulf, 2006.
"How Important Is Precommitment for Monetary Policy?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(4), pages 847-872, June.
- Richard Dennis & Ulf Soderstrom, 2002. "How important is precommitment for monetary policy?," Working Paper Series 2002-10, Federal Reserve Bank of San Francisco.
- Ulf Soderstrom & Richard Dennis, 2003. "How Important is Precommitment for Monetary Policy?," Computing in Economics and Finance 2003 49, Society for Computational Economics.
- Dennis, Richard & Söderström, Ulf, 2002. "How Important Is Precommitment for Monetary Policy?," Working Paper Series 139, Sveriges Riksbank (Central Bank of Sweden).
- Thorvardur Tjörvi Ólafsson, 2006. "The New Keynesian Phillips Curve: In Search of Improvements and Adaptation to the Open Economy," Economics wp31_tjorvi, Department of Economics, Central bank of Iceland.
- Caglayan, Mustafa & Jehan, Zainab & Mouratidis, Kostas, 2012. "Asymmetric monetary policy rules for open economies: Evidence from four countries," MPRA Paper 37401, University Library of Munich, Germany.
- Eyal Argov & David Elkayam, 2010.
"An Estimated New Keynesian Model for Israel,"
Israel Economic Review, Bank of Israel, vol. 7(2), pages 1-40.
- Argov, Eyal & Elkayam, David, 2007. "An Estimated New Keynesian Model for Israel," MPRA Paper 9412, University Library of Munich, Germany.
- Eyal Argov & David Elkayam, 2007. "An Estimated New Keynesian Model for Israel," Bank of Israel Working Papers 2007.08b, Bank of Israel.
- Henrik Jensen, 2002.
"Targeting Nominal Income Growth or Inflation?,"
American Economic Review, American Economic Association, vol. 92(4), pages 928-956, September.
- Henrik Jensen, "undated". "Targeting Nominal Income Growth or Inflation?," EPRU Working Paper Series 99-23, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Jensen, Henrik, 1999. "Targeting Nominal Income Growth or Inflation?," CEPR Discussion Papers 2341, C.E.P.R. Discussion Papers.
- Pavasuthipaisit, Robert, 2010. "Should inflation-targeting central banks respond to exchange rate movements?," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 460-485, April.
- Caporale, Guglielmo Maria & Helmi, Mohamad Husam & Çatık, Abdurrahman Nazif & Menla Ali, Faek & Akdeniz, Coşkun, 2018.
"Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?,"
Economic Modelling, Elsevier, vol. 72(C), pages 306-319.
- Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Coskun Akdeniz, 2016. "Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?," Discussion Papers of DIW Berlin 1588, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Nemla Ali & Coskun Akdeniz, 2016. "Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?," CESifo Working Paper Series 5965, CESifo.
- Richard Dennis, 2003.
"Exploring the Role of the Real Exchange Rate in Australian Monetary Policy,"
The Economic Record, The Economic Society of Australia, vol. 79(244), pages 20-38, March.
- Richard Dennis, 2002. "Exploring the role of the real exchange rate in Australian monetary policy," Working Paper Series 2002-19, Federal Reserve Bank of San Francisco.
More about this item
JEL classification:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jimfin:v:24:y:2005:i:3:p:481-507. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/30443 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.