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Citations for "Interest rate reaction functions and the Taylor rule in the euro area"

by Gerlach-Kristen, Petra

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  1. Jonathan Benchimol & André Fourçans, 2012. "Money and risk in a DSGE framework: A Bayesian application to the Eurozone," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00674324, HAL.
  2. Eleftheriou, Maria, 2009. "Monetary policy in Germany: A cointegration analysis on the relevance of interest rate rules," Economic Modelling, Elsevier, vol. 26(5), pages 946-960, September.
  3. Gerlach, Stefan & Lewis, John, 2011. "ECB Reaction Functions and the Crisis of 2008," CEPR Discussion Papers 8472, C.E.P.R. Discussion Papers.
  4. Alexander Mihailov, 2007. "Does Instrument Independence Matter under the Constrained Discretionof an Inflation Targeting Goal? Lessons from UK Taylor Rule Empirics," Money Macro and Finance (MMF) Research Group Conference 2006 95, Money Macro and Finance Research Group.
  5. Pierre Siklos & Martin Bohl, 2009. "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Open Economies Review, Springer, vol. 20(1), pages 39-59, February.
  6. Filippo Gori, 2016. "Disentangling the Monetary Policy Stance," Bank of Lithuania Working Paper Series 27, Bank of Lithuania.
  7. Tae-Hwan Kim & Paul Mizen & Alan Thanaset, . "Forecasting Changes in UK Interest Rates," Discussion Papers 07/04, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  8. Linda S. Goldberg & Michael W. Klein, 2005. "Establishing Credibility: Evolving Perceptions of the European Central Bank," The Institute for International Integration Studies Discussion Paper Series iiisdp105, IIIS.
  9. Ansgar Belke & Wim Kösters & Martin Leschke & Thorsten Polleit, 2005. "Back to the rules," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 268/2005, Department of Economics, University of Hohenheim, Germany.
  10. Michael Lamla & Sarah M. Rupprecht, 2006. "The Impact of ECB Communication on Financial Market Expectations," KOF Working papers 06-135, KOF Swiss Economic Institute, ETH Zurich.
  11. Erler, Alexander & Krizanac, Damir, 2009. "Taylor-Regel und Subprime-Krise - Eine empirische Analyse der US-amerikanischen Geldpolitik
    [Taylor Rule and the Subprime Crisis - An Empirical Analysis of the US Monetary Policy]
    ," MPRA Paper 18604, University Library of Munich, Germany.
  12. Ralf Brüggemann & Jana Riedel, 2010. "Nonlinear Interest Rate Reaction Functions for the UK," Working Paper Series of the Department of Economics, University of Konstanz 2010-15, Department of Economics, University of Konstanz.
  13. 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.
  14. Stephan Sauer & Jan-Egbert Sturm, 2003. "Using Taylor Rules to Understand ECB Monetary Policy," CESifo Working Paper Series 1110, CESifo Group Munich.
  15. 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.
  16. Jan Klacso, 2015. "The Effects of the Euro Area Entrance on the Monetary Transmission Mechanism in Slovakia in Light of the Global Economic Recession," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(1), pages 55-83, January.
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  18. Gerlach, Stefan & Lewis, John, 2010. "The Zero Lower Bound, ECB Interest Rate Policy and the Financial Crisis," CEPR Discussion Papers 7933, C.E.P.R. Discussion Papers.
  19. Bohl, Martin T. & Siklos, Pierre L., 2005. "The Role of Asset Prices in Euro Area Monetary Policy: Specification and Estimation of Policy Rules and Implications for the European Central Bank," Working Paper Series 2005,6, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
  20. Paul Mizen & Tae-Hwan Kim & Alan Thanaset, 2007. "Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan," Money Macro and Finance (MMF) Research Group Conference 2006 51, Money Macro and Finance Research Group.
  21. repec:rim:rimwps:32-07 is not listed on IDEAS
  22. Ascari, Guido & Rankin, Neil, 2004. "Perpetual youth and endogenous labour supply: a problem and a possible solution," Working Paper Series 0346, European Central Bank.
  23. Jung, Alexander & Kiss, Gergely, 2012. "Preference heterogeneity in the CEE inflation-targeting countries," European Journal of Political Economy, Elsevier, vol. 28(4), pages 445-460.
  24. Rosa, Carlo & Verga, Giovanni, 2007. "On the consistency and effectiveness of central bank communication: Evidence from the ECB," European Journal of Political Economy, Elsevier, vol. 23(1), pages 146-175, March.
  25. Ansgar Belke & Thorsten Polleit, 2007. "How the ECB and the US Fed set interest rates," Applied Economics, Taylor & Francis Journals, vol. 39(17), pages 2197-2209.
  26. Par Osterholm, 2005. "The Taylor rule and real-time data - a critical appraisal," Applied Economics Letters, Taylor & Francis Journals, vol. 12(11), pages 679-685.
  27. Feve, Patrick & Matheron, Julien & Poilly, Celine, 2007. "Monetary policy dynamics in the Euro area," Economics Letters, Elsevier, vol. 96(1), pages 97-102, July.
  28. Claudia Kurz & Jeong-Ryeol Kurz-Kim, 2011. "Taylor Rule Revisited: from an Econometric Point of View," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 46-51, June.
  29. Hidi, János, 2006. "A magyar monetáris politikai reakciófüggvény becslése
    [Estimating the reaction function for Hungarian monetary policy]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1178-1199.
  30. Eichengreen, Barry, 2005. "Europe, the euro and the ECB: Monetary success, fiscal failure," Journal of Policy Modeling, Elsevier, vol. 27(4), pages 427-439, June.
  31. Ruth, Karsten, 2004. "Interest rate reaction functions for the euro area Evidence from panel data analysis," Discussion Paper Series 1: Economic Studies 2004,33, Deutsche Bundesbank, Research Centre.
  32. Mykhaylova, Olena, 2009. "Welfare implications of country size in a monetary union," MPRA Paper 23323, University Library of Munich, Germany.
  33. Colavecchio, Roberta & Carstensen, Kai, 2004. "Did the Revision of the ECB Monetary Policy Strategy Affect the Reaction Function?," Kiel Working Papers 1221, Kiel Institute for the World Economy (IfW).
  34. Nicolas Pinkwart, 2013. "Quantifying The European Central Bank'S Interest Rate Smoothing Behavior," Manchester School, University of Manchester, vol. 81(4), pages 470-492, 07.
  35. Lemke, Wolfgang, 2007. "An affine macro-finance term structure model for the euro area," Discussion Paper Series 1: Economic Studies 2007,13, Deutsche Bundesbank, Research Centre.
  36. Blattner, Tobias & Margaritov, Emil, 2010. "Towards a robust monetary policy rule for the euro area," Working Paper Series 1210, European Central Bank.
  37. Sara Urionabarrenetxea & Arturo Rodríguez Castellanos, 2010. "Decisive factors in company financial internationalization: an empirical study," Managerial Finance, Emerald Group Publishing, vol. 36(1), pages 22-43, January.
  38. Belke, Ansgar & Polleit, Thorsten, 2006. "How the ECB and US Fed set interest rates," Frankfurt School - Working Paper Series 72, Frankfurt School of Finance and Management.
  39. Eleftheriou, Maria & Gerdesmeier, Dieter & Roffia, Barbara, 2006. "Monetary policy rules in the pre-EMU era: Is there a common rule?," Working Paper Series 0659, European Central Bank.
  40. Pierre L. Siklos & Martin T. Bohl, 2007. "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Working Paper Series 32_07, The Rimini Centre for Economic Analysis.
  41. KAMGNA, Severin Yves & NGUENANG, Christian & TALABONG, Hervé & OULD, Isselmou, 2009. "Fonction de reaction de la banque centrale et credibilite de la politique monétaire: Cas de la BEAC
    [Central Bank reaction fonction and monetary policy credibility: The case of BEAC]
    ," MPRA Paper 16557, University Library of Munich, Germany.
  42. Heather Anderson & Mardi Dungey & Denise R. Osborn & Farshid Vahid, 2007. "Constructing Historical Euro Area Data," CAMA Working Papers 2007-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  43. Simone Casellina & Mariacristina Uberti, 2008. "Optimal Monetary Policy and Long-term Interest Rate Dynamics: Taylor Rule Extensions," Computational Economics, Society for Computational Economics, vol. 32(1), pages 183-198, September.
  44. 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), vol. 145(II), pages 187-220, June.
  45. Karsten Ruth, 2007. "Interest rate reaction functions for the euro area," Empirical Economics, Springer, vol. 33(3), pages 541-569, November.
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