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Permanent and transitory policy shocks in an empirical macro model with asymmetric information

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  • Sharon Kozicki
  • Peter A. Tinsley

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  • Sharon Kozicki & Peter A. Tinsley, 2004. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Proceedings, Federal Reserve Bank of San Francisco, issue mar.
    • Handle: RePEc:fip:fedfpr:y:2004:i:mar:x:9
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    References listed on IDEAS

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    9. Sack, Brian & Wieland, Volker, 2000. "Interest-rate smoothing and optimal monetary policy: a review of recent empirical evidence," Journal of Economics and Business, Elsevier, vol. 52(1-2), pages 205-228.
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    33. Kozicki, Sharon & Tinsley, P. A., 2001. "Shifting endpoints in the term structure of interest rates," Journal of Monetary Economics, Elsevier, vol. 47(3), pages 613-652, June.
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    Cited by:

    1. Orphanides, Athanasios & Williams, John C., 2005. "The decline of activist stabilization policy: Natural rate misperceptions, learning, and expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1927-1950, November.
    2. Lavan Mahadeva, 2007. "A model of market surprises," Bank of England working papers 327, Bank of England.

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