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Citations for "Interpreting the Significance of the Lagged Interest Rate in Estimated Monetary Policy Rules"

by English William B. & Nelson William R. & Sack Brian P.

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  1. Vincent Reinhart, 2003. "Making monetary policy in an uncertain world," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 265-274.
  2. David Andolfatto & Scott Hendry & Kevin Moran, 2007. "Are Inflation Expectations Rational?," Working Paper Series 27_07, The Rimini Centre for Economic Analysis.
  3. Christopher Adam & David Cobham & Eric Girardin, 2005. "Monetary Frameworks and Institutional Constraints: UK Monetary Policy Reaction Functions, 1985-2003," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(4), pages 497-516, 08.
  4. Olivier Coibion & Yuriy Gorodnichenko, 2011. "Why Are Target Interest Rate Changes So Persistent?," NBER Working Papers 16707, National Bureau of Economic Research, Inc.
  5. Maarten Dossche & Gerdie Everaert, 2005. "Measuring inflation persistence: A structural time series approach," Money Macro and Finance (MMF) Research Group Conference 2005 85, Money Macro and Finance Research Group.
  6. Kozicki, Sharon & Tinsley, P. A., 2003. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," CFS Working Paper Series 2003/41, Center for Financial Studies (CFS).
  7. Milas, Costas & Naraidoo, Ruthira, 2012. "Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 173-189, January.
  8. Tas, Bedri Kamil Onur, 2011. "An explanation for the price puzzle: Asymmetric information and expectation dynamics," Journal of Macroeconomics, Elsevier, vol. 33(2), pages 259-275, June.
  9. Wieland, Volker & Wolters, Maik Hendrik, 2012. "Forecasting and policy making," IMFS Working Paper Series 62, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  10. Glenn D. Rudebusch, 2006. "Monetary Policy Inertia: Fact or Fiction?," International Journal of Central Banking, International Journal of Central Banking, vol. 2(4), pages -, December.
  11. Glenn D. Rudebusch & Tao Wu, 2004. "A macro-finance model of the term structure, monetary policy, and the economy," Proceedings, Federal Reserve Bank of San Francisco, issue Mar, pages -.
  12. John Driffill & Zeno Rotondi, 2007. "Inertia in Taylor Rules," Birkbeck Working Papers in Economics and Finance 0720, Birkbeck, Department of Economics, Mathematics & Statistics.
  13. Fabio Milani, 2004. "Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach," Macroeconomics 0401004, EconWPA.
  14. Matthew Greenwood-Nimmo & Yongcheol Shin, 2010. "Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis," IMK Working Paper 16-2010, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  15. Shawn Chen-Yu Leu & Jeffrey Sheen, 2006. "Asymmetric Monetary Policy in Australia," The Economic Record, The Economic Society of Australia, vol. 82(s1), pages 85-96, 09.
  16. Ramón María-Dolores & Jesús Vázquez, 2008. "Term structure and the estimated monetary policy rule in the Eurozone," Spanish Economic Review, Springer;Spanish Economic Association, vol. 10(4), pages 251-277, December.
  17. Yagihashi, Takeshi, 2011. "Estimating Taylor rules in a credit channel environment," The North American Journal of Economics and Finance, Elsevier, vol. 22(3), pages 344-364.
  18. Peter N. Ireland, 2010. "A New Keynesian Perspective on the Great Recession," Boston College Working Papers in Economics 735, Boston College Department of Economics.
  19. Robert Tchaidze & Alina Carare, 2005. "The Use and Abuse of Taylor Rules; How Precisely Can We Estimate Them?," IMF Working Papers 05/148, International Monetary Fund.
  20. Páez-Farrell, Juan, 2007. "Monetary Policy Rules in Theory and in Practice: Evidence from the UK and the US," Cardiff Economics Working Papers E2007/13, Cardiff University, Cardiff Business School, Economics Section.
  21. RIBONI, Alessandro & RUGE-MURCIA, Francisco, 2006. "The Dynamic (In)efficiency of Monetary Policy by Committee," Cahiers de recherche 02-2006, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  22. Mehrotra, Aaron & Sánchez-Fung, José R., 2009. "Assessing McCallum and Taylor rules in a cross-section of emerging market economies," BOFIT Discussion Papers 23/2009, Bank of Finland, Institute for Economies in Transition.
  23. Minford, Patrick & Ou, Zhirong, 2009. "Taylor Rule or Optimal Timeless Policy? Reconsidering the Fed's behaviour since 1982," Cardiff Economics Working Papers E2009/19, Cardiff University, Cardiff Business School, Economics Section, revised May 2010.
  24. Kozicki, Sharon & Tinsley, P.A., 2005. "What do you expect? Imperfect policy credibility and tests of the expectations hypothesis," Journal of Monetary Economics, Elsevier, vol. 52(2), pages 421-447, March.
  25. Ruthira Naraidoo & Leroi Raputsoane, 2010. "Zone targeting monetary policy preferences and financial market conditions: a flexible nonlinear policy reaction function of the SARB monetary policy," Working Papers 201005, University of Pretoria, Department of Economics.
  26. Gerberding, Christina & Seitz, Franz & Worms, Andreas, 2005. "How the Bundesbank really conducted monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 277-292, December.
  27. Ruthira Naraidoo & Leroi Raputsoane, 2015. "Financial markets and the response of monetary policy to uncertainty in South Africa," Empirical Economics, Springer, vol. 49(1), pages 255-278, August.
  28. Roberts, John M, 2006. "Monetary Policy and Inflation Dynamics," MPRA Paper 812, University Library of Munich, Germany.
  29. Apel, Mikael & Jansson, Per, 2005. "Some Further Evidence on Interest-Rate Smoothing: The Role of Measurement Errors in the Output Gap," Working Paper Series 178, Sveriges Riksbank (Central Bank of Sweden).
  30. Wolters, Maik H., 2012. "Estimating monetary policy reaction functions using quantile regressions," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 342-361.
  31. Luis Mario Hernández Acevedo, 2004. "Señales de política monetaria y tasas de interés en México," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(4), pages 343-367, octubre-d.
  32. Wallace, Frederick H. & Shelley, Gary L. & Cabrera Castellanos, Luis Fernando, 2004. "Pruebas de la neutralidad monetaria a largo plazo. El caso de Nicaragua," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(283), pages 613-624, julio-sep.
  33. Mukherjee, Sanchita, 2011. "Does the level of capital openness explain “fear of floating” amongst the inflation targeting countries?," MPRA Paper 30289, University Library of Munich, Germany.
  34. Louis Phaneuf & Nooman Rebei, 2008. "Production Stages and the Transmission of Technological Progress," Cahiers de recherche 0802, CIRPEE.
  35. Cinzia Alcidi & Alessandro Flamini & Andrea Fracasso, 2011. "Policy Regime Changes, Judgment and Taylor rules in the Greenspan Era," Economica, London School of Economics and Political Science, vol. 78(309), pages 89-107, January.
  36. Castelnuovo, Efrem, 2009. "Testing the structural interpretation of the price puzzle with a cost channel model," Research Discussion Papers 20/2009, Bank of Finland.
  37. Gerberding, Christina & Seitz, Franz & Worms, Andreas, 2007. "Money-based interest rate rules: lessons from German data," Discussion Paper Series 1: Economic Studies 2007,06, Deutsche Bundesbank, Research Centre.
  38. Janko Gorter & Jan Jacobs & Jakob de Haan, 2007. "Taylor Rules for the ECB using Consensus Data," DNB Working Papers 160, Netherlands Central Bank, Research Department.
  39. Vázquez, Jesús & María-Dolores, Ramón & Londoño, Juan-Miguel, 2013. "On the informational role of term structure in the US monetary policy rule," Journal of Economic Dynamics and Control, Elsevier, vol. 37(9), pages 1852-1871.
  40. Timo Wollmershäuser, 2013. "Die Geldpolitik der EZB in der Klemme – kann mehr »Forward Guidance« helfen?," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 66(22), pages 35-45, November.
  41. John M. Roberts, 2007. "Learning, Sticky Inflation, and the Sacrifice Ratio," Kiel Working Papers 1365, Kiel Institute for the World Economy.
  42. Driffill, John & Rotondi, Zeno & Savona, Paolo & Zazzara, Cristiano, 2006. "Monetary policy and financial stability: What role for the futures market?," Journal of Financial Stability, Elsevier, vol. 2(1), pages 95-112, April.
  43. Badinger, Harald & Nitsch, Volker, 2014. "National representation in supranational institutions: The case of the European Central Bank," Journal of Comparative Economics, Elsevier, vol. 42(1), pages 19-33.
  44. Claudia Arguedas Gonzales, 2004. "Las tasas de interés en moneda nacional y la inflación: una revisión de la Hipótesis de Fisher para Bolivia," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(4), pages 325-341, octubre-d.
  45. María-Dolores, Ramón & Vázquez Pérez, Jesús & Londoño Yarce, Juan Miguel, 2012. "The Effect of Data Revisions on the Basic New Keynesian Model," DFAEII Working Papers 8760, University of the Basque Country - Department of Foundations of Economic Analysis II.
  46. Julio Carrillo & Patrick Fève & Julien Matheron, 2007. "Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis," International Journal of Central Banking, International Journal of Central Banking, vol. 3(2), pages 1-38, June.
  47. Jan-Egbert Sturm & Timo Wollmershäuser, 2008. "The Stress of Having a Single Monetary Policy in Europe," KOF Working papers 08-190, KOF Swiss Economic Institute, ETH Zurich.
  48. Hudson, Kerry & Vespignani, Joaquin, 2015. "Understanding the deviations of the Taylor Rule: a new methodology with an application to Australia," Working Papers 2015-06, University of Tasmania, Tasmanian School of Business and Economics.
  49. Florio, Anna, 2006. "Asymmetric interest rate smoothing: The Fed approach," Economics Letters, Elsevier, vol. 93(2), pages 190-195, November.
  50. Anatoliy Belaygorod & Michael J. Dueker, 2005. "Discrete monetary policy changes and changing inflation targets in estimated dynamic stochastic general equilibrium models," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 719-734.
  51. repec:mur:wpaper:4695 is not listed on IDEAS
  52. Louis Phaneuf & Nooman Rebei, 2007. "Technology Shocks and Business Cycles: The Role of Processing Stages and Nominal Rigidities," Staff Working Papers 07-7, Bank of Canada.
  53. Bayar Omer, 2015. "An ordered probit analysis of monetary policy inertia," The B.E. Journal of Macroeconomics, De Gruyter, vol. 15(2), pages 705-726, July.
  54. Troy Davig & Jeffrey R. Gerlach, 2006. "State-Dependent Stock Market Reactions to Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 2(4), pages -, December.
  55. David L. Reifschneider & John M. Roberts, 2005. "Expectations formation and the effectiveness of strategies for limiting the consequences of the zero bound on interest rates," Finance and Economics Discussion Series 2005-70, Board of Governors of the Federal Reserve System (U.S.).
  56. William B English & J David López-Salido & Robert J Tetlow, 2015. "The Federal Reserve’s Framework for Monetary Policy: Recent Changes and New Questions," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 63(1), pages 22-70, May.
  57. Sharon Kozicki, 2004. "¿De qué forma afectan las revisiones de datos a la evaluación y conducción de la política monetaria?," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(4), pages 369-405, octubre-d.
  58. Duffee, Gregory R., 2006. "Term structure estimation without using latent factors," Journal of Financial Economics, Elsevier, vol. 79(3), pages 507-536, March.
  59. Kobayashi, Teruyoshi, 2010. "Policy irreversibility and interest rate smoothing," MPRA Paper 19931, University Library of Munich, Germany.
  60. Alvaro Aguiar & Manuel M.F. Martins, 2005. "The Preferences of the Euro Area Monetary Policy-maker," Journal of Common Market Studies, Wiley Blackwell, vol. 43(2), pages 221-250, 06.
  61. repec:mur:wpaper:4699 is not listed on IDEAS
  62. Don H. Kim, 2008. "Challenges in macro-finance modeling," Finance and Economics Discussion Series 2008-06, Board of Governors of the Federal Reserve System (U.S.).
  63. Projektgruppe Gemeinschaftsdiagnose, 2008. "Gemeinschaftsdiagnose Frühjahr 2008: Folgen der US-Immobilienkrise belasten Konjunktur," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(08), pages 03-71, 04.
  64. Bharat Trehan & Tao Wu, 2004. "Time varying equilibrium real rates and monetary policy analysis," Working Paper Series 2004-10, Federal Reserve Bank of San Francisco.
  65. Rene Lalonde & Dirk Muir, 2007. "The Bank of Canada's Version of the Global Economy Model (BoC-GEM)," Technical Reports 98, Bank of Canada.
  66. Sánchez-Fung, José R., 2011. "Estimating monetary policy reaction functions for emerging market economies: The case of Brazil," Economic Modelling, Elsevier, vol. 28(4), pages 1730-1738, July.
  67. Ramón Maria-Dolores & Jesus Vazquez, 2006. "The relative importance of Term Spread, Policy Inertia and Persistent Monetary Policy Shocks in Monetary Policy Rules," Computing in Economics and Finance 2006 6, Society for Computational Economics.
  68. Siddhartha Chib & Michael Dueker & Anatoliy Belaygorod, 2005. "Structural Breaks in Estimated DSGE Models with Indeterminacy," Computing in Economics and Finance 2005 357, Society for Computational Economics.
  69. Plödt, Martin & Reicher, Claire A., 2015. "Estimating fiscal policy reaction functions: The role of model specification," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 113-128.
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