Term structure views of monetary policy under alternative models of agent expectations
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Cited by:
- Kozicki, Sharon & Tinsley, P. A., 2002.
"Dynamic specifications in optimizing trend-deviation macro models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1585-1611, August.
- Sharon Kozicki & Peter A. Tinsley, 2001. "Dynamic specifications in optimizing trend-deviation macro models," Research Working Paper RWP 01-03, Federal Reserve Bank of Kansas City.
- Tallman, Ellis W. & Zaman, Saeed, 2020.
"Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy,"
International Journal of Forecasting, Elsevier, vol. 36(2), pages 373-398.
- Ellis W. Tallman & Saeed Zaman, 2018. "Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy," Working Papers (Old Series) 1809, Federal Reserve Bank of Cleveland.
- Sharon Kozicki & Peter A. Tinsley, 2002. "Term premia : endogenous constraints on monetary policy," Research Working Paper RWP 02-07, Federal Reserve Bank of Kansas City.
- Daniela Osterrieder, 2013. "Interest Rates with Long Memory: A Generalized Affine Term-Structure Model," CREATES Research Papers 2013-17, Department of Economics and Business Economics, Aarhus University.
- Kozicki, Sharon & Tinsley, P.A., 2005.
"Permanent and transitory policy shocks in an empirical macro model with asymmetric information,"
Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1985-2015, November.
- 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).
- P.A. Tinsley & Sharon Kozicki, 2004. "Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information," Computing in Economics and Finance 2004 146, Society for Computational Economics.
- Sharon Kozicki & Peter A. Tinsley, 2003. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Research Working Paper RWP 03-09, Federal Reserve Bank of Kansas City.
- Gerlach-Kristen, Petra, 2003. "Interest rate reaction functions and the Taylor rule in the euro area," Working Paper Series 258, European Central Bank.
- Sharon Kozicki & P. Tinsley, 2006.
"Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate,"
Computational Economics, Springer;Society for Computational Economics, vol. 27(2), pages 295-327, May.
- Sharon Kozicki & Peter A. Tinsley, 2005. "Minding the gap : central bank estimates of the unemployment natural rate," Research Working Paper RWP 05-03, Federal Reserve Bank of Kansas City.
- Kozicki, Sharon & Tinsley, P.A., 2008.
"Term structure transmission of monetary policy,"
The North American Journal of Economics and Finance, Elsevier, vol. 19(1), pages 71-92, March.
- Sharon Kozicki & Peter A. Tinsley, 2005. "Term structure transmission of monetary policy," Research Working Paper RWP 05-06, Federal Reserve Bank of Kansas City.
- Sharon Kozicki & P. A. Tinsley, 2007. "Term Structure Transmission of Monetary Policy," Staff Working Papers 07-30, Bank of Canada.
- 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.
- Sharon Kozicki & Peter A. Tinsley, 2001. "What do you expect? : imperfect policy credibility and tests of the expectations hypothesis?," Research Working Paper RWP 01-02, Federal Reserve Bank of Kansas City.
- Orphanides, Athanasios & Wei, Min, 2012.
"Evolving macroeconomic perceptions and the term structure of interest rates,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(2), pages 239-254.
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- Aoki, Kosuke & Kimura, Takeshi, 2007.
"Uncertainty about perceived inflation target and monetary policy,"
Discussion Paper Series 1: Economic Studies
2007,18, Deutsche Bundesbank.
- Kosuke Aoki & Takeshi Kimura, 2007. "Uncertainty about Perceived Inflation Target and Monetary Policy," Bank of Japan Working Paper Series 07-E-16, Bank of Japan.
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- Manuel Gonzalez-Astudillo & Jean-Philippe Laforte, 2020. "Estimates of r* Consistent with a Supply-Side Structure and a Monetary Policy Rule for the U.S. Economy," Finance and Economics Discussion Series 2020-085, Board of Governors of the Federal Reserve System (U.S.).
- Todd E. Clark & Saeed Zaman, 2013. "Forecasting implications of the recent decline in inflation," Economic Commentary, Federal Reserve Bank of Cleveland, issue Nov.
- Ireland, Peter N., 2015.
"Monetary policy, bond risk premia, and the economy,"
Journal of Monetary Economics, Elsevier, vol. 76(C), pages 124-140.
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- Peter N. Ireland, 2015. "Monetary Policy, Bond Risk Premia, and the Economy," NBER Working Papers 21576, National Bureau of Economic Research, Inc.
- Kevin Moran, 2005. "Learning and the Welfare Implications of Changing Inflation Targets," Cahiers de recherche 0511, CIRPEE.
- Davide Delle Monache & Ivan Petrella, 2014.
"Adaptive Models and Heavy Tails,"
Birkbeck Working Papers in Economics and Finance
1409, Birkbeck, Department of Economics, Mathematics & Statistics.
- Ivan Petrella & Davide Delle Monache, 2016. "Adaptive models and heavy tails," Bank of England working papers 577, Bank of England.
- Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Working Papers 720, Queen Mary University of London, School of Economics and Finance.
- Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails," Temi di discussione (Economic working papers) 1052, Bank of Italy, Economic Research and International Relations Area.
- repec:spo:wpecon:info:hdl:2441/2129 is not listed on IDEAS
- Clouse James & Henderson Dale & Orphanides Athanasios & Small David H. & Tinsley P.A., 2003.
"Monetary Policy When the Nominal Short-Term Interest Rate is Zero,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 3(1), pages 1-65, September.
- James A. Clouse & Dale W. Henderson & Athanasios Orphanides & David H. Small & Peter A. Tinsley, 2000. "Monetary policy when the nominal short-term interest rate is zero," Finance and Economics Discussion Series 2000-51, Board of Governors of the Federal Reserve System (U.S.).
- Sharon Kozicki & Peter A. Tinsley, 2004. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Proceedings, Federal Reserve Bank of San Francisco, issue mar.
- Emanuel Kopp & Peter D. Williams, 2018. "A Macroeconomic Approach to the Term Premium," IMF Working Papers 2018/140, International Monetary Fund.
- Kozicki, Sharon & Tinsley, P. A., 2001.
"Shifting endpoints in the term structure of interest rates,"
Journal of Monetary Economics, Elsevier, vol. 47(3), pages 613-652, June.
- Sharon Kozicki & Peter A. Tinsley, 1997. "Shifting endpoints in the term structure of interest rates," Research Working Paper 97-08, Federal Reserve Bank of Kansas City.
- Khan, Shujaat & Knotek, Edward S., 2015.
"Drifting inflation targets and monetary stagflation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 39-54.
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- Athanasios Orphanides & John C. Williams, 2005.
"Inflation scares and forecast-based monetary policy,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 498-527, April.
- Athanasios Orphanides & John C. Williams, 2003. "Inflation Scares and Forecast-Based Monetary Policy," Working Paper Series 2003-11, Federal Reserve Bank of San Francisco.
- Orphanides, Athanasios & Williams, John C, 2005. "Inflation Scares and Forecast-Based Monetary Policy," CEPR Discussion Papers 4844, C.E.P.R. Discussion Papers.
- Athanasios Orphanides & John C. Williams, 2003. "Inflation scares and forecast-based monetary policy," FRB Atlanta Working Paper 2003-21, Federal Reserve Bank of Atlanta.
- Athanasios Orphanides & John C. Williams, 2003. "Inflation scares and forecast-based monetary policy," Finance and Economics Discussion Series 2003-41, Board of Governors of the Federal Reserve System (U.S.).
- Kosuke Aoki & Takeshi Kimura, 2008.
"Central Bank's Two-Way Communication with the Public and Inflation Dynamics,"
CEP Discussion Papers
dp0899, Centre for Economic Performance, LSE.
- Takeshi Kimura & Kosuke Aoki, 2009. "Central Bank's Two-Way Communication with the Public and Inflation Dynamics," 2009 Meeting Papers 108, Society for Economic Dynamics.
- Aoki, Kosuke & Kimura, Takeshi, 2008. "Central bank's two-way communication with the public and inflation dynamics," LSE Research Online Documents on Economics 25483, London School of Economics and Political Science, LSE Library.
- Kosuke Aoki & Takeshi Kimura, 2008. "Central bank's two-way communication with the public and inflation dynamics," Bank of Japan Working Paper Series 08-E-10, Bank of Japan.
- Bulkley, George & Giordani, Paolo, 2011. "Structural breaks, parameter uncertainty, and term structure puzzles," Journal of Financial Economics, Elsevier, vol. 102(1), pages 222-232, October.
- Todd E. Clark & Michael W. McCracken, 2006. "Forecasting of small macroeconomic VARs in the presence of instabilities," Research Working Paper RWP 06-09, Federal Reserve Bank of Kansas City.
- Saeed Zaman, 2013. "Improving inflation forecasts in the medium to long term," Economic Commentary, Federal Reserve Bank of Cleveland, issue Nov.
- Machava, Agostinho & Brännäs, Kurt, 2015. "Mozambican Monetary Policy and the Yield Curve of Treasury Bills - An Empirical Study," Umeå Economic Studies 918, Umeå University, Department of Economics.
- Sharon Kozicki & Peter A. Tinsley, 2005.
"Perhaps the FOMC did what it said it did : an alternative interpretation of the Great Inflation,"
Research Working Paper
RWP 05-04, Federal Reserve Bank of Kansas City.
- 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.
- Doshi, Hitesh & Jacobs, Kris & Liu, Rui, 2018. "Macroeconomic determinants of the term structure: Long-run and short-run dynamics," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 99-122.
- Berument, Hakan & Froyen, Richard T., 2006. "Monetary policy and long-term US interest rates," Journal of Macroeconomics, Elsevier, vol. 28(4), pages 737-751, December.
- Edward S. Knotek & Saeed Zaman, 2013. "When Might the Federal Funds Rate Lift Off? Computing the Probabilities of Crossing Unemployment and Inflation Thresholds," Economic Commentary, Federal Reserve Bank of Cleveland, issue Dec.
- Arbex, Marcelo & Caetano, Sidney & Correa, Wilson, 2019.
"Macroeconomic effects of inflation target uncertainty shocks,"
Economics Letters, Elsevier, vol. 181(C), pages 111-115.
- Marcelo Arbex & Sidney Caetano & Wilson Correa, 2018. "Macroeconomic Effects of Inflation Target Uncertainty Shocks," Working Papers 1804, University of Windsor, Department of Economics.
- Peter Hooper & Frederic S. Mishkin & Amir Sufi, 2019. "Prospects for Inflation in a High Pressure Economy: Is the Phillips Curve Dead or is It Just Hibernating?," NBER Working Papers 25792, National Bureau of Economic Research, Inc.
- Trehan, Bharat & Wu, Tao, 2007.
"Time-varying equilibrium real rates and monetary policy analysis,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(5), pages 1584-1609, May.
- 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.
- Sharon Kozicki & P. A. Tinsley, 2012.
"Effective Use of Survey Information in Estimating the Evolution of Expected Inflation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 145-169, February.
- Sharon Kozicki & P. A. Tinsley, 2012. "Effective Use of Survey Information in Estimating the Evolution of Expected Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 145-169, February.
- Christopher Gust & Edward Herbst & David López-Salido, 2022.
"Short-Term Planning, Monetary Policy, and Macroeconomic Persistence,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 174-209, October.
- Christopher J. Gust & Edward P. Herbst & J. David López-Salido, 2020. "Short-term Planning, Monetary Policy, and Macroeconomic Persistence," Finance and Economics Discussion Series 2020-003, Board of Governors of the Federal Reserve System (U.S.).
- López-Salido, J David & Gust, Christopher & Herbst, Edward, 2021. "Short-term Planning, Monetary Policy, and Macroeconomic Persistence," CEPR Discussion Papers 16141, C.E.P.R. Discussion Papers.
- Kozicki, Sharon & Tinsley, P.A., 2009. "Perhaps the 1970s FOMC did what it said it did," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 842-855, September.
- Bjarni G. Einarsson, 2024. "Online Monitoring of Policy Optimality," Economics wp95, Department of Economics, Central bank of Iceland.
- Athanasios Orphanides & John C. Williams, 2007.
"Inflation targeting under imperfect knowledge,"
Economic Review, Federal Reserve Bank of San Francisco, pages 1-23.
- Athanasios Orphanides & John C. Williams, 2007. "Inflation Targeting under Imperfect Knowledge," Central Banking, Analysis, and Economic Policies Book Series, in: Frederic S. Miskin & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Se (ed.),Monetary Policy under Inflation Targeting, edition 1, volume 11, chapter 4, pages 077-123, Central Bank of Chile.
- Athanasios Orphanides & John C. Williams, 2006. "Inflation targeting under imperfect knowledge," Finance and Economics Discussion Series 2006-20, Board of Governors of the Federal Reserve System (U.S.).
- Athanasios Orphanides & John C. Williams, 2006. "Inflation Targeting Under Imperfect Knowledge," Working Papers Central Bank of Chile 398, Central Bank of Chile.
- Athanasios Orphanides & John C. Williams, 2006. "Inflation targeting under imperfect knowledge," Working Paper Series 2006-14, Federal Reserve Bank of San Francisco.
- Orphanides, Athanasios & Williams, John C, 2006. "Inflation Targeting under Imperfect Knowledge," CEPR Discussion Papers 5664, C.E.P.R. Discussion Papers.
- Athanasios Orphanides & John C. Williams, 2006. "Inflation Targeting under Imperfect Knowledge," Computing in Economics and Finance 2006 38, Society for Computational Economics.
- Sharon Kozicki & Peter A. Tinsley, 2002.
"Alternative sources of the lag dynamics of inflation,"
Research Working Paper
RWP 02-12, Federal Reserve Bank of Kansas City.
- Peter Tinsley & Sharon Kozicki, 2003. "Alternative Sources of the Lag Dynamics of Inflation," Computing in Economics and Finance 2003 92, Society for Computational Economics.
- Hooper, Peter & Mishkin, Frederic S. & Sufi, Amir, 2020. "Prospects for inflation in a high pressure economy: Is the Phillips curve dead or is it just hibernating?," Research in Economics, Elsevier, vol. 74(1), pages 26-62.
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"Introduction aux modèles espace-état et au filtre de Kalman,"
Revue de l'OFCE, Presses de Sciences-Po, vol. 86(3), pages 203-229.
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"The Aggregate Demand Effects of Short- and Long-Term Interest Rates,"
International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 69-104, December.
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- Jardet, Caroline & Monfort, Alain & Pegoraro, Fulvio, 2013.
"No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth,"
Journal of Banking & Finance, Elsevier, vol. 37(2), pages 389-402.
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"A Classification System for Economic Stochastic Control Models,"
Computational Economics, Springer;Society for Computational Economics, vol. 27(4), pages 453-481, June.
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- Davide Delle Monache & Ivan Petrella, 2014.
"Adaptive Models and Heavy Tails,"
Working Papers
720, Queen Mary University of London, School of Economics and Finance.
- Petrella, Ivan & Delle Monache, Davide, 2016. "Adaptive models and heavy tails," Bank of England working papers 577, Bank of England.
- Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Working Papers 720, Queen Mary University of London, School of Economics and Finance.
- Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails," Temi di discussione (Economic working papers) 1052, Bank of Italy, Economic Research and International Relations Area.
- Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Birkbeck Working Papers in Economics and Finance 1409, Birkbeck, Department of Economics, Mathematics & Statistics.
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