Discussion of Cogley and Sargent's "Drifts and volatilities: Monetary policies and outcomes in the post WWII U.S."
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References listed on IDEAS
- Neil Shephard, 2005. "Stochastic Volatility," Economics Papers 2005-W17, Economics Group, Nuffield College, University of Oxford.
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- Haroon Mumtaz & Paolo Surico, 2009.
"Time-varying yield curve dynamics and monetary policy,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 24(6), pages 895-913.
- Mumtaz, Haroon & Surico, Paolo, 2008. "Time-Varying Yield Curve Dynamics and Monetary Policy," Discussion Papers 23, Monetary Policy Committee Unit, Bank of England.
- Ellis W. Tallman, 2003. "Monetary policy and learning: Some implications for policy and research," Economic Review, Federal Reserve Bank of Atlanta, issue Q3, pages 1-9.
- Haroon Mumtaz & Laura Sunder‐Plassmann, 2013.
"Time‐Varying Dynamics Of The Real Exchange Rate: An Empirical Analysis,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 28(3), pages 498-525, April.
- Mumtaz, Haroon & Sunder-Plassmann, Laura, 2010. "Time-varying dynamics of the real exchange rate. A structural VAR analysis," Bank of England working papers 382, Bank of England.
- Todd E. Clark & Troy A. Davig, 2008. "An empirical assessment of the relationships among inflation and short- and long-term expectations," Research Working Paper RWP 08-05, Federal Reserve Bank of Kansas City.
- repec:voj:journl:v:63:y:2016:i:5:p:563-579 is not listed on IDEAS
More about this item
KeywordsEquilibrium (Economics) ; Monetary policy ; Macroeconomics ; Inflation (Finance) ; Forecasting;
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