IDEAS home Printed from https://ideas.repec.org/r/cdl/ucsdec/qt24q32688.html
   My bibliography  Save this item

Regime Switching and Monetary Policy Measurement

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Alexander Perruchoud, 2009. "Estimating a Taylor Rule with Markov Switching Regimes for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), pages 187-220.
  2. Neville Francis & Michael T. Owyang, 2004. "Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle," Working Papers 2003-001, Federal Reserve Bank of St. Louis.
  3. Andolfatto, David & Scott Hendry & Kevin Moran, 2002. "Inflation Expectations and Learning about Monetary Policy," Staff Working Papers 02-30, Bank of Canada.
  4. Michael T. Owyang, 2002. "Modeling Volcker as a non-absorbing state: agnostic identification of a Markov-switching VAR," Working Papers 2002-018, Federal Reserve Bank of St. Louis.
  5. Hong-Ghi Min & Judith A. McDonald & Sang-Ook Shin, 2016. "What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis," Annals of Economics and Finance, Society for AEF, pages 365-402.
  6. Flamini, Alessandro, 2007. "Inflation targeting and exchange rate pass-through," Journal of International Money and Finance, Elsevier, pages 1113-1150.
  7. Alexander Jung & Gergely Kiss, 2012. "Voting by monetary policy committees: evidence from the CEE inflation-targeting countries," MNB Working Papers 2012/2, Magyar Nemzeti Bank (Central Bank of Hungary).
  8. James D. Hamilton, 2016. "Macroeconomic Regimes and Regime Shifts," NBER Working Papers 21863, National Bureau of Economic Research, Inc.
  9. James D. Hamilton & Seth Pruitt & Scott Borger, 2011. "Estimating the Market-Perceived Monetary Policy Rule," American Economic Journal: Macroeconomics, American Economic Association, pages 1-28.
  10. Troy Davig & Eric M. Leeper, 2008. "Endogenous Monetary Policy Regime Change," NBER Chapters,in: NBER International Seminar on Macroeconomics 2006, pages 345-391 National Bureau of Economic Research, Inc.
  11. Clò, Stefano & Cataldi, Alessandra & Zoppoli, Pietro, 2015. "The merit-order effect in the Italian power market: The impact of solar and wind generation on national wholesale electricity prices," Energy Policy, Elsevier, vol. 77(C), pages 79-88.
  12. Yüksel, Ebru & Metin-Ozcan, Kivilcim & Hatipoglu, Ozan, 2013. "A survey on time-varying parameter Taylor rule: A model modified with interest rate pass-through," Economic Systems, Elsevier, pages 122-134.
  13. Shen, Chung-Hua & Lin, Kun-Li & Guo, Na, 2016. "Hawk or dove: Switching regression model for the monetary policy reaction function in China," Pacific-Basin Finance Journal, Elsevier, pages 94-111.
  14. Murray, Christian J. & Nikolsko-Rzhevskyy, Alex & Papell, David H., 2015. "Markov Switching And The Taylor Principle," Macroeconomic Dynamics, Cambridge University Press, pages 913-930.
  15. Seth Pruitt, 2012. "Uncertainty Over Models and Data: The Rise and Fall of American Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 341-365, March.
  16. Katrin Wesche, 2003. "Monetary Policy in Europe: Evidence from Time-Varying Taylor Rules," Bonn Econ Discussion Papers bgse21_2003, University of Bonn, Germany.
  17. Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2016. "Estimating the Taylor Rule in the Time-Frequency Domain," CEF.UP Working Papers 1404, Universidade do Porto, Faculdade de Economia do Porto.
  18. Nikolay Markov & Carlos de Porres, 2011. "Is the Taylor Rule Nonlinear? Empirical Evidence from a Semi-Parametric Modeling Approach," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 11052, Institut d'Economie et Econométrie, Université de Genève.
  19. Hutchison, Michael M. & Sengupta, Rajeswari & Singh, Nirvikar, 2013. "Dove or Hawk? Characterizing monetary policy regime switches in India," Emerging Markets Review, Elsevier, pages 183-202.
  20. Giorgio Valente, 2003. "Monetary policy rules and regime shifts," Applied Financial Economics, Taylor & Francis Journals, pages 525-535.
  21. Ramey, V.A., 2016. "Macroeconomic Shocks and Their Propagation," Handbook of Macroeconomics, Elsevier.
  22. A. Jung, 2013. "Policymakers’ Interest Rate Preferences: Recent Evidence for Three Monetary Policy Committees," International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 150-197, September.
  23. Akıncı, Özge, 2013. "Global financial conditions, country spreads and macroeconomic fluctuations in emerging countries," Journal of International Economics, Elsevier, vol. 91(2), pages 358-371.
  24. Fiess, Norbert & Shankar, Rashmi, 2009. "Determinants of exchange rate regime switching," Journal of International Money and Finance, Elsevier, pages 68-98.
  25. Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2008. "How Structural Are Structural Parameters?," NBER Chapters,in: NBER Macroeconomics Annual 2007, Volume 22, pages 83-137 National Bureau of Economic Research, Inc.
  26. 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.
  27. Fugazza, Marco & Fiess, Norbert M. & Maloney, William, 2002. "Exchange rate appreciations, labor market rigidities, and informality," Policy Research Working Paper Series 2771, The World Bank.
  28. repec:eee:macchp:v2-163 is not listed on IDEAS
  29. Jung, Alexander & Kiss, Gergely, 2012. "Preference heterogeneity in the CEE inflation-targeting countries," European Journal of Political Economy, Elsevier, pages 445-460.
  30. Lakdawala, Aeimit, 2016. "Changes in Federal Reserve preferences," Journal of Economic Dynamics and Control, Elsevier, pages 124-143.
  31. Alain Monfort & Fulvio Pegoraro, 2006. "Multi-Lag Term Structure Models with Stochastic Risk Premia," Working Papers 2006-29, Center for Research in Economics and Statistics.
  32. Nikolay Markov, 2010. "A Regime Switching Model for the European Central Bank," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 10091, Institut d'Economie et Econométrie, Université de Genève.
  33. James D. Hamilton & Seth Pruitt & Scott Borger, 2011. "Estimating the Market-Perceived Monetary Policy Rule," American Economic Journal: Macroeconomics, American Economic Association, pages 1-28.
  34. Marco Hoeberichts & Mewael F. Tesfaselassie & Sylvester Eijffinger, 2009. "Central bank communication and output stabilization," Oxford Economic Papers, Oxford University Press, pages 395-411.
  35. Byung-Yeon Kim & Jukka Pirttilä, 2003. "The political economy of reforms: Empirical evidence from post- communist transition in the 1990s," Macroeconomics 0304009, EconWPA.
  36. Norbert Fiess & Rashmi Shankar, 2005. "Regime-Switching in Exchange Rate Policy and Balance Sheet Effects," Working Papers 2005_16, Business School - Economics, University of Glasgow.
  37. Reicher, Christopher Phillip, 2009. "What can a New Keynesian labor matching model match?," Kiel Working Papers 1496, Kiel Institute for the World Economy (IfW).
  38. Assenmacher-Wesche, Katrin, 2006. "Estimating Central Banks' preferences from a time-varying empirical reaction function," European Economic Review, Elsevier, pages 1951-1974.
  39. Luís Francisco Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, "undated". "Analyzing the Taylor Rule with Wavelet Lenses," NIPE Working Papers 18/2014, NIPE - Universidade do Minho.
  40. Hjalmarsson, Erik & Manchev, Petar, 2012. "Characteristic-based mean-variance portfolio choice," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1392-1401.
  41. Michael T. Owyang & Abbigail J. Chiodo, 2002. "Duration dependence in monetary policy: international evidence," Working Papers 2002-021, Federal Reserve Bank of St. Louis.
  42. Ma, Yong, 2016. "Nonlinear monetary policy and macroeconomic stabilization in emerging market economies: Evidence from China," Economic Systems, Elsevier, pages 461-480.
  43. repec:ksa:szemle:1744 is not listed on IDEAS
  44. Denise R. Osborn & Dong Heon Kim & Marianne Sensier, 2005. "Nonlinearity in the Fed's monetary policy rule," Journal of Applied Econometrics, John Wiley & Sons, Ltd., pages 621-639.
  45. Chuku Chuku & Paul Middleditch, 2016. "Characterizing monetary and fiscal policy rules and interactions when commodity prices matter," Centre for Growth and Business Cycle Research Discussion Paper Series 222, Economics, The Univeristy of Manchester.
  46. Lafforgue, Gilles & Magné, Bertrand & Moreaux, Michel, 2008. "Energy substitutions, climate change and carbon sinks," Ecological Economics, Elsevier, vol. 67(4), pages 589-597, November.
  47. Murray, Christian J. & Nikolsko-Rzhevskyy, Alex & Papell, David H., 2015. "Markov Switching And The Taylor Principle," Macroeconomic Dynamics, Cambridge University Press, pages 913-930.
  48. Atanasov, Victoria & Nitschka, Thomas, 2014. "Currency excess returns and global downside market risk," Journal of International Money and Finance, Elsevier, pages 268-285.
  49. Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M., 2014. "Monetary and fiscal policy interactions: Evidence from emerging European economies," Journal of Comparative Economics, Elsevier, pages 1079-1091.
IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.