IDEAS home Printed from https://ideas.repec.org/r/eee/dyncon/v30y2006i9-10p1527-1567.html
   My bibliography  Save this item

Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics

Citations

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


Cited by:

  1. Raouf Boucekkine & Carmen Camacho & Benteng Zou, 2020. "Optimal switching from competition to cooperation: a preliminary exploration," PSE Working Papers halshs-02434786, HAL.
  2. Noah Williams & Lars E.O. Svensson, 2005. "Monetary Policy with Model Uncertainty: Distribution Forecast Targeting," Computing in Economics and Finance 2005 108, Society for Computational Economics.
  3. Dufrénot, Gilles & Khayat, Guillaume A., 2017. "Monetary Policy Switching In The Euro Area And Multiple Steady States: An Empirical Investigation," Macroeconomic Dynamics, Cambridge University Press, vol. 21(5), pages 1175-1188, July.
  4. Mikael Bask, 2014. "A Case For Interest Rate Inertia In Monetary Policy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(2), pages 140-159, March.
  5. Richhild Moessner, 2006. "Optimal discretionary policy in rational expectations models with regime switching," Bank of England working papers 299, Bank of England.
  6. Lars E.O. Svensson & Noah Williams, 2009. "Optimal Monetary Policy under Uncertainty in DSGE Models: A Markov Jump-Linear-Quadratic Approach," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 3, pages 077-114, Central Bank of Chile.
  7. Felipe Morandé & Mauricio Tejada, 2009. "Sources of Uncertainty in Conducting Monetary Policy in Chile," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 12, pages 451-509, Central Bank of Chile.
  8. Fidel Gonzalez & Arnulfo Rodriguez, 2013. "Monetary Policy Under Time-Varying Uncertainty Aversion," Computational Economics, Springer;Society for Computational Economics, vol. 41(1), pages 125-150, January.
  9. Funashima, Yoshito, 2020. "Monetary policy, financial uncertainty, and secular stagnation," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  10. Lars E. O. Svensson & Noah Williams, 2008. "Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach," Review, Federal Reserve Bank of St. Louis, vol. 90(Jul), pages 275-294.
  11. Gilles Dufrénot & Anwar Khayat, 2014. "Monetary Policy Switching in the Euro Area and Multiple Equilibria: An Empirical Investigation," AMSE Working Papers 1408, Aix-Marseille School of Economics, France, revised Jan 2014.
  12. William A. Branch & Troy Davig & Bruce McGough, 2007. "Expectational stability in regime-switching rational expectations models," Research Working Paper RWP 07-09, Federal Reserve Bank of Kansas City.
  13. Pardo, S. & Rautureau, N. & Vallée, T., 2011. "Optimal versus realized policy rules in a regime-switching framework," Economic Modelling, Elsevier, vol. 28(6), pages 2761-2775.
  14. Troy Davig, 2016. "Phillips Curve Instability and Optimal Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(1), pages 233-246, February.
  15. Fizza Malik, 2016. "Modeling Dynamics of Exchange Rates Volatility: A Case of Pakistan from 1980-2010," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 5(3), pages 144-161, September.
  16. Boucekkine, R. & Pommeret, A. & Prieur, F., 2013. "Optimal regime switching and threshold effects," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2979-2997.
  17. Raouf Boucekkine & Carmen Camacho & Weihua Ruan & Benteng Zou, 2022. "Why and when coalitions split? An alternative analytical approach with an application to environmental agreements," Working Papers halshs-03676670, HAL.
  18. Raouf Boucekkine & Aude Pommeret & Fabien Prieur, 2012. "Optimal Regime Switching and Threshold Effects: Theory and Application to a Resource Extraction Problem under Irreversibility," Working Papers halshs-00793200, HAL.
  19. Svensson, Lars E. O. & Williams, Noah, 2006. "Bayesian and adaptive optimal policy under model uncertainty," CFS Working Paper Series 2007/11, Center for Financial Studies (CFS).
  20. Felipe Morandé & Mauricio Tejada, 2008. "Sources of Uncertainty for Conducting Monetary Policy in Chile," Working Papers Central Bank of Chile 492, Central Bank of Chile.
  21. Andrew P Blake & Fabrizio Zampolli, 2006. "Optimal monetary policy in Markov-switching models with rational expectations agents," Bank of England working papers 298, Bank of England.
  22. Rodríguez Arnulfo & González Fidel & González García Jesús R., 2007. "Uncertainty about the Persistence of Cost-Push Shocks and the Optimal Reaction of the Monetary Authority," Working Papers 2007-05, Banco de México.
  23. Nabil Maghrebi & Mark J. Holmes & Kosuke Oya, 2014. "Financial instability and the short-term dynamics of volatility expectations," Applied Financial Economics, Taylor & Francis Journals, vol. 24(6), pages 377-395, March.
  24. Christie A Bahlai & Elise F Zipkin, 2020. "The Dynamic Shift Detector: An algorithm to identify changes in parameter values governing populations," PLOS Computational Biology, Public Library of Science, vol. 16(1), pages 1-16, January.
  25. Mavromatis, Konstantinos, 2012. "Markov Switching Monetary Policy in a two-country DSGE Model," Economic Research Papers 270742, University of Warwick - Department of Economics.
  26. Svensson, Lars E.O., 2010. "Inflation Targeting," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 22, pages 1237-1302, Elsevier.
  27. Kostas Mavromatis, 2018. "U.S. Monetary Regimes and Optimal Monetary Policy in the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1441-1478, October.
  28. Fernando Alexandre & Pedro Bação & John Driffill, 2011. "Bubbles In Exchange Rates And Monetary Policy," Scottish Journal of Political Economy, Scottish Economic Society, vol. 58(1), pages 29-50, February.
  29. Davide Debortoli & Ricardo Nunes, 2011. "Monetary regime switches and unstable objectives," International Finance Discussion Papers 1036, Board of Governors of the Federal Reserve System (U.S.).
  30. Paolo Gelain, 2007. "The Optimal Monetary Policy Rule For the European Central Bank," EcoMod2007 23900028, EcoMod.
  31. Kostas Mavromatis, 2018. "U.S. Monetary Regimes and Optimal Monetary Policy in the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1441-1478, October.
  32. Fernando Alexandre & Pedro Bação & John Driffill, 2007. "Optimal monetary policy with a regime-switching exchange rate in a forward-looking model," GEMF Working Papers 2007-09, GEMF, Faculty of Economics, University of Coimbra.
  33. Fidel Gonzalez, 2018. "Pollution Control with Time-Varying Model Mistrust of the Stock Dynamics," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 541-569, March.
  34. Blake, Andrew P. & Zampolli, Fabrizio, 2011. "Optimal policy in Markov-switching rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1626-1651, October.
  35. Felipe Morandé L. & Mauricio Tejada G., 2008. "Sources of Uncertainty in Monetary Policy Conduct in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(3), pages 45-80, December.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.