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Citations for "The conquest of U.S. inflation: learning and robustness to model uncertainty"

by Cogley, Timothy & Sargent, Thomas J.

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  1. StevenN. Durlauf & Andros Kourtellos & ChihMing Tan, 2008. "Are Any Growth Theories Robust?," Economic Journal, Royal Economic Society, vol. 118(527), pages 329-346, 03.
  2. Thomas Sargent & Noah Williams & Tao Zha, 2006. "Shocks and Government Beliefs: The Rise and Fall of American Inflation," American Economic Review, American Economic Association, vol. 96(4), pages 1193-1224, September.
  3. Martin Ellison & Tony Yates, 2007. "Escaping Nash and volatile inflation," Bank of England working papers 330, Bank of England.
  4. Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent, 2010. "Inflation-Gap Persistence in the US," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(1), pages 43-69, January.
  5. Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2010. "Minimal State Variable Solutions to Markov-switching Rational Expectations Models," Emory Economics 1003, Department of Economics, Emory University (Atlanta).
  6. Patrick Fève & Julien Matheron & Jean-Guillaume Sahuc, 2010. "Inflation Target Shocks and Monetary Policy Inertia in the Euro Area," Economic Journal, Royal Economic Society, vol. 120(547), pages 1100-1124, 09.
  7. Timothy Cogley & Thomas Sargent, . "Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US," Working Papers 2133503, Department of Economics, W. P. Carey School of Business, Arizona State University.
  8. Bahaj, Saleem & Foulis, Angus, 2016. "Macroprudential policy under uncertainty," Bank of England working papers 584, Bank of England.
  9. William A. Brock & Steven N. Durlauf & Kenneth D. West, 2005. "Model uncertainty and policy evaluation: some theory and empirics," Proceedings, Federal Reserve Bank of San Francisco.
  10. Steven N. Durlauf & Andros Kourtellos & Chih Ming Tan, 2006. "Is God in the Details? A Reexamination of the Role of Religion in Economic Growth," Discussion Papers Series, Department of Economics, Tufts University 0613, Department of Economics, Tufts University.
  11. Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani, 2014. "Output Gap in Presence of Financial Frictions and Monetary Policy Trade-offs," IMF Working Papers 14/128, International Monetary Fund.
  12. Jansen, Eilev S., 2004. "Modelling inflation in the euro area," Working Paper Series 0322, European Central Bank.
  13. Francisco J. Buera & Alexander Monge-Naranjo & Giorgio E. Primiceri, 2008. "Learning the Wealth of Nations," NBER Working Papers 14595, National Bureau of Economic Research, Inc.
  14. Evans, George W. & Honkapohja, Seppo & Kaushik, Mitra, 2010. "Does Ricardian Equivalence hold when expectations are not rational?," Research Discussion Papers 13/2010, Bank of Finland.
  15. Carl Walsh, 2007. "Inflation Targeting and the Role of Real Objectives," Research and Policy Notes 2007/02, Czech National Bank, Research Department.
  16. Gary Koop & Simon M. Potter, 2007. "A flexible approach to parametric inference in nonlinear time series models," Staff Reports 285, Federal Reserve Bank of New York.
  17. Brock,W.A. & Durlauf,S.N., 2004. "Macroeconomics and model uncertainty," Working papers 20, Wisconsin Madison - Social Systems.
  18. Norman, Thomas W.L., 2015. "Learning, hypothesis testing, and rational-expectations equilibrium," Games and Economic Behavior, Elsevier, vol. 90(C), pages 93-105.
  19. Daniel F. Waggoner & Tao Zha, 2010. "Confronting Model Misspecification in Macroeconomics," Emory Economics 1012, Department of Economics, Emory University (Atlanta).
  20. Buncic, Daniel & Moretto, Carlo, 2014. "Forecasting Copper Prices with Dynamic Averaging and Selection Models," Economics Working Paper Series 1430, University of St. Gallen, School of Economics and Political Science.
  21. Roger Koppl & William Luther, 2012. "Hayek, Keynes, and modern macroeconomics," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 25(3), pages 223-241, September.
  22. Bruce McGough & George Evans, 2004. "Optimal Constrained Interest Rate Rules," Computing in Economics and Finance 2004 134, Society for Computational Economics.
  23. Julio Blanco & Isaac Baley, 2013. "Learning to Price," 2013 Meeting Papers 663, Society for Economic Dynamics.
  24. Sharon Kozicki & P.A. Tinsley, 2007. "Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation," Staff Working Papers 07-19, Bank of Canada.
  25. Wiliam Branch & George W. Evans, 2005. "Model Uncertainty and Endogenous Volatility," University of Oregon Economics Department Working Papers 2005-21, University of Oregon Economics Department, revised 26 Oct 2006.
  26. Francesco Bianchi & Cosmin Ilut, 2014. "Monetary/Fiscal Policy Mix and Agents' Beliefs," NBER Working Papers 20194, National Bureau of Economic Research, Inc.
  27. Alexander Kriwoluzky & Christian Stoltenberg, 2007. "Optimal Policy Under Model Uncertainty: A Structural-Bayesian Estimation Approach," SFB 649 Discussion Papers SFB649DP2007-040, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  28. Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2012. "Baysian Model Averaging, Learning and Model Selection," SIRE Discussion Papers 2012-11, Scottish Institute for Research in Economics (SIRE).
  29. Acocella Nicola & Di Bartolomeo Giovanni & Tirelli Patrizio, 2014. "US trend inflation reinterpreted. The role of fiscal policies and time-varying nominal rigidities," wp.comunite 0108, Department of Communication, University of Teramo.
  30. Giraitis, L. & Kapetanios, G. & Yates, T., 2014. "Inference on stochastic time-varying coefficient models," Journal of Econometrics, Elsevier, vol. 179(1), pages 46-65.
  31. Ravenna, Federico, 2012. "Optimal monetary policy and model selection in a real-time learning environment," Economics Letters, Elsevier, vol. 114(3), pages 322-325.
  32. Cogley, Timothy & De Paoli, Bianca & Matthes, Christian & Nikolov, Kalin & Yates, Tony, 2011. "A Bayesian approach to optimal monetary policy with parameter and model uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2186-2212.
  33. Marco Del Negro & Frank Schorfheide, 2009. "Monetary Policy Analysis with Potentially Misspecified Models," American Economic Review, American Economic Association, vol. 99(4), pages 1415-50, September.
  34. Luca A Ricci & Pierpaolo Benigno, 2009. "The Inflation-Unemployment Trade-off at Low Inflation," IMF Working Papers 09/34, International Monetary Fund.
  35. Frank Schorfheide, 2003. "Learning and monetary policy shifts," FRB Atlanta Working Paper 2003-23, Federal Reserve Bank of Atlanta.
  36. Kim, Chang-Jin & Nelson, Charles R., 2006. "Estimation of a forward-looking monetary policy rule: A time-varying parameter model using ex post data," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 1949-1966, November.
  37. Castelnuovo, Efrem, 2010. "Trend inflation and macroeconomic volatilities in the post-WWII U.S. economy," The North American Journal of Economics and Finance, Elsevier, vol. 21(1), pages 19-33, March.
  38. Cosmin Ilut, 2009. "Ambiguity Aversion: Implications For The Uncovered Interest Rate Parity Puzzle," 2009 Meeting Papers 328, Society for Economic Dynamics.
  39. Steven N. Durlauf & Andros Kourtelos & Chih Ming Tan, 2006. "Is God in the details? A reexamination of the Role of Relegion in Economic," University of Cyprus Working Papers in Economics 10-2006, University of Cyprus Department of Economics.
  40. Mohr, Matthias, 2005. "A trend-cycle(-season) filter," Working Paper Series 0499, European Central Bank.
  41. Lim, G.C. & McNelis, Paul D., 2008. "Computational Macroeconomics for the Open Economy," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262123061, March.
  42. Diego Nocetti & William T. Smith, 2006. "Why Do Pooled Forecasts Do Better Than Individual Forecasts Ex Post?," Economics Bulletin, AccessEcon, vol. 4(36), pages 1-7.
  43. Didier Sornette & Wei-Xing Zhou, 2005. "Non-parametric determination of real-time lag structure between two time series: the 'optimal thermal causal path' method," Quantitative Finance, Taylor & Francis Journals, vol. 5(6), pages 577-591.
  44. Rondina, Francesca, 2012. "The role of model uncertainty and learning in the US postwar policy response to oil prices," Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 1009-1041.
  45. Dan Tortorice, 2016. "The Business Cycles Implications of Fluctuating Long Run Expectations," Working Papers 100, Brandeis University, Department of Economics and International Businesss School.
  46. Faria, João Ricardo & Mollick, André Varella & Sachsida, Adolfo & Wang, Le, 2012. "Do central banks affect Tobin's q?," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 1-10.
  47. Levine, Paul & McAdam, Peter & Pearlman, Joseph G. & Pierse, Richard, 2008. "Risk Management in Action. Robust monetary policy rules under structured uncertainty," Working Paper Series 0870, European Central Bank.
  48. Fabio Milani, 2004. "Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach," Macroeconomics 0401004, EconWPA.
  49. Gavin, William T. & Keen, Benjamin D. & Pakko, Michael R., 2009. "Inflation Risk And Optimal Monetary Policy," Macroeconomic Dynamics, Cambridge University Press, vol. 13(S1), pages 58-75, May.
  50. Venky Venkateswaran & Laura Veldkamp & Julian Kozlowski, 2015. "The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation," 2015 Meeting Papers 800, Society for Economic Dynamics.
  51. Tomasz Grabia, 2014. "Kontrowersje wokół koncepcji krzywej Phillipsa," Gospodarka Narodowa, Warsaw School of Economics, issue 5, pages 5-28.
  52. Özer Karagedikli & Troy Matheson & Christie Smith & Shaun Vahey, 2008. "RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence," Working Paper 2008/17, Norges Bank.
  53. Robert J. Tetlow & Brian Ironside, 2006. "Real-time model uncertainty in the United States: the Fed from 1996-2003," Finance and Economics Discussion Series 2006-08, Board of Governors of the Federal Reserve System (U.S.).
  54. Akram, Q. Farooq & Nymoen, Ragnar, 2007. "Model selection for monetary policy analysis How important is empirical validity?," Memorandum 14/2007, Oslo University, Department of Economics.
  55. Juan David Prada Sarmiento & Luis Eduardo Rojas Dueñas, 2009. "La elasticidad de Frisch y la transmisión de la política monetaria en Colombia," BORRADORES DE ECONOMIA 005404, BANCO DE LA REPÚBLICA.
  56. Richard Dennis & Federico Ravenna, 2007. "Learning and optimal monetary policy," Working Paper Series 2007-19, Federal Reserve Bank of San Francisco.
  57. Benoît Mojon, 2007. "Monetary policy, output composition and the Great Moderation," Working Paper Series WP-07-07, Federal Reserve Bank of Chicago.
  58. Carboni, Giacomo & Ellison, Martin, 2009. "The Great Inflation and the Greenbook," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 831-841, September.
  59. Belaygorod, Anatoliy & Dueker, Michael, 2009. "Indeterminacy, change points and the price puzzle in an estimated DSGE model," Journal of Economic Dynamics and Control, Elsevier, vol. 33(3), pages 624-648, March.
  60. Laura Veldkamp & Anna Orlik, 2014. "Uncertainty Shocks and the Role of the Black Swan," 2014 Meeting Papers 275, Society for Economic Dynamics.
  61. George W. Evans & Seppo Honkapohja, 2008. "Expectations, Learning and Monetary Policy: An Overview of Recent Research," CDMA Working Paper Series 200802, Centre for Dynamic Macroeconomic Analysis.
  62. Ciccarelli, Matteo & Mojon, Benoît, 2005. "Global inflation," Working Paper Series 0537, European Central Bank.
  63. Zhou, Wei-Xing & Sornette, Didier, 2006. "Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 195-224, March.
  64. repec:ebl:ecbull:v:4:y:2006:i:36:p:1-7 is not listed on IDEAS
  65. De Grauwe, Paul & Rovira Kaltwasser, Pablo, 2012. "Animal spirits in the foreign exchange market," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1176-1192.
  66. Carboni, Giacomo & Ellison, Martin, 2007. "Learning and the Great Inflation," CEPR Discussion Papers 6250, C.E.P.R. Discussion Papers.
  67. Nilss Olekalns & Kalvinder Shields, 2008. "Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real Time Data are Available," Department of Economics - Working Papers Series 1040, The University of Melbourne.
  68. Levine, Paul & McAdam, Peter & Pearlman, Joseph, 2012. "Probability models and robust policy rules," European Economic Review, Elsevier, vol. 56(2), pages 246-262.
  69. Dean Scrimgeour, 2008. "The Great Inflation Was Not Asymmetric: International Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 799-815, 06.
  70. Fabrizio Zampolli, 2006. "Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange rate dynamics," Bank of England working papers 297, Bank of England.
  71. Montoro, Carlos & Ortiz, Marco, 2016. "Foreign exchange intervention and monetary policy design: a market microstructure analysis," Working Papers 2016-008, Banco Central de Reserva del Perú.
  72. Anderson, Evan W. & Brock, William & Sanstad, Alan H., 2016. "Robust Consumption and Energy Decisions," 2017 Allied Social Science Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois 250117, Agricultural and Applied Economics Association.
  73. Federico Ravenna, 2014. "How Central Banks Learn the True Model of the Economy," Cahiers de recherche 1409, CIRPEE.
  74. Castelnuovo, Efrem & Greco, Luciano & Raggi, Davide, 2008. "Estimating regime-switching Taylor rules with trend inflation," Research Discussion Papers 20/2008, Bank of Finland.
  75. Ali Alichi & Kevin Clinton & Charles Freedman & Ondra Kamenik & Michel Juillard & Douglas Laxton & Jarkko Turunen & Hou Wang, 2015. "Avoiding Dark Corners; A Robust Monetary Policy Framework for the United States," IMF Working Papers 15/134, International Monetary Fund.
  76. Fabrizio Zampolli, 2004. "Optimal monetary policy in a regime-switching economy," Computing in Economics and Finance 2004 166, Society for Computational Economics.
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