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Citations for "Monetary policy regimes and beliefs"

by David Andolfatto & Paul Gomme

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  1. Francesco Bianchi & Leonardo Melosi, 2013. "Modeling the Evolution of Expectations and Uncertainty in General Equilibrium," Working Papers 13-14, Duke University, Department of Economics.
  2. Andolfatto, David, 2003. "Monetary Implications of the Hayashi-Prescott Hypothesis for Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 21(4), pages 1-20, December.
  3. Niklas J. Westelius, 2005. "Discretionary Monetary Policy and Inflation Persistence," Economics Working Paper Archive at Hunter College 424, Hunter College Department of Economics.
  4. Michael R. Pakko, 1998. "Dynamic shoe-leather costs in a shopping-time model of money," Working Papers 1998-007, Federal Reserve Bank of St. Louis.
  5. Albert Marcet & Juan Pablo Nicolini, 2004. "Money and Prices in Models of Bounded Rationality in High Inflation Economies," Working Papers 172, Barcelona Graduate School of Economics.
  6. Chao Gu & Han Han & Randall Wright, 2016. "The Effects of Monetary Policy and Other Announcements," Working Papers 1621, Department of Economics, University of Missouri.
  7. Scott Davis, 2012. "The Effect of Commodity Price Shocks on Underlying Inflation: The Role of Central Bank Credibility," Working Papers 272012, Hong Kong Institute for Monetary Research.
  8. Hendry, Scott & Zhang, Guang-Jia, 2001. "Liquidity Effects and Market Frictions," Journal of Macroeconomics, Elsevier, vol. 23(2), pages 153-176, April.
  9. Aarti Singh & James Bullard, 2007. "Learning and the Great Moderation," 2007 Meeting Papers 523, Society for Economic Dynamics.
  10. Ryo Horii & Yoshiyasu Ono, 2004. "Learning, Liquidity Preference, and Business Cycle," ISER Discussion Paper 0601, Institute of Social and Economic Research, Osaka University.
  11. Allen Head & Alok Kumar & Beverly Lapham, 2006. "Market Power, Price Adjustment, and Inflation," Working Papers 1089, Queen's University, Department of Economics.
  12. Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2002. "Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach," Computing in Economics and Finance 2002 233, Society for Computational Economics.
  13. Frédérick Demers, 2003. "The Canadian Phillips Curve and Regime Shifting," Staff Working Papers 03-32, Bank of Canada.
  14. James B. Bullard & John Duffy, 2004. "Learning and structural change in macroeconomic data," Working Papers 2004-016, Federal Reserve Bank of St. Louis.
  15. J. Scott Davis, 2012. "Central bank credibility and the persistence of inflation and inflation expectations," Globalization and Monetary Policy Institute Working Paper 117, Federal Reserve Bank of Dallas.
  16. Hairault, Jean-Olivier & Patureau, Lise & Sopraseuth, Thepthida, 2004. "Overshooting and the exchange rate disconnect puzzle: a reappraisal," Journal of International Money and Finance, Elsevier, vol. 23(4), pages 615-643, June.
  17. Jovanović, Mario, 2012. "Empirical evidence on the generalized Taylor principle," Economics Letters, Elsevier, vol. 117(1), pages 78-80.
  18. Edoardo GAFFEO & Ivan PETRELLA & Damjan PFAJFAR & Emiliano SANTORO, 2010. "Reference-dependent preferences and the transmission of monetary policy," Working Papers Department of Economics ces10.28, KU Leuven, Faculty of Economics and Business, Department of Economics.
  19. Horii, Ryo & Ono, Yoshiyasu, 2009. "Information Cycles and Depression in a Stochastic Money-in-Utility Model," MPRA Paper 13485, University Library of Munich, Germany.
  20. Dittmar, Robert & Dueker, Michael & Fischer, Andreas M, 2002. "Stochastic Capital Depreciation and the Comovement of Hours and Productivity," CEPR Discussion Papers 3192, C.E.P.R. Discussion Papers.
  21. Robert Amano & Scott Hendry, 2003. "Inflation persistence and costly market share adjustment: a preliminary analysis," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 134-146 Bank for International Settlements.
  22. Troy A. Davig & Eric M. Leeper, 2005. "Generalizing the Taylor principle," Research Working Paper RWP 05-13, Federal Reserve Bank of Kansas City.
  23. Kevin Moran, 2005. "Learning and the Welfare Implications of Changing Inflation Targets," Cahiers de recherche 0511, CIRPEE.
  24. Andolfatto, David & Scott Hendry & Kevin Moran, 2002. "Inflation Expectations and Learning about Monetary Policy," Staff Working Papers 02-30, Bank of Canada.
  25. Lendvai, Julia, 2006. "Inflation dynamics and regime shifts," Working Paper Series 0684, European Central Bank.
  26. Zampolli, Fabrizio, 2006. "Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1527-1567.
  27. Kriwoluzky, Alexander & Müller, Gernot & Wolf, Martin, 2015. "Exit expectations and debt crises in currency unions," CEPR Discussion Papers 10817, C.E.P.R. Discussion Papers.
  28. Keith Sill & Jeffrey M. Wrase, 1999. "Exchange rates and monetary policy regimes in Canada and the U.S," Working Papers 99-13, Federal Reserve Bank of Philadelphia.
  29. de Blas, Beatriz, 2010. "Exchange rate dynamics in economies with portfolio rigidities," International Review of Economics & Finance, Elsevier, vol. 19(3), pages 366-382, June.
  30. David Andolfatto & Scott Hendry & Kevin Moran, 2007. "Are Inflation Expectations Rational?," Working Paper Series 27_07, The Rimini Centre for Economic Analysis.
  31. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2008. "Asymmetric expectation effects of regime shifts in monetary policy," Working Paper Series 2008-22, Federal Reserve Bank of San Francisco.
  32. Troy Davig & Eric Leeper, 2009. "Reply To “Generalizing The Taylor Principle: A Comment”," Caepr Working Papers 2009-008, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  33. Roger E.A. Farmer & Daniel F. Waggoner & Tao Zha, 2007. "Understanding the New-Keynesian Model when Monetary Policy Switches Regimes," NBER Working Papers 12965, National Bureau of Economic Research, Inc.
  34. Matthes, Christian & Hollmayr, Josef, 2015. "Tales of Transition Paths: Policy Uncertainty and Random Walks," Working Paper 15-11, Federal Reserve Bank of Richmond.
  35. 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.
  36. Keith Sill & Jeff Wrase, 2000. "Exchange Rates, Monetary Policy Regimes, and Beliefs," Econometric Society World Congress 2000 Contributed Papers 1701, Econometric Society.
  37. Matti Viren, 2006. "Inflation Expectations and Regime Shifts," Discussion Papers 5, Aboa Centre for Economics.
  38. Troy A. Davig, 2007. "Phillips curve instability and optimal monetary policy," Research Working Paper RWP 07-04, Federal Reserve Bank of Kansas City.
  39. Liu, Zheng & Waggoner, Daniel F. & Zha, Tao, 2007. "Asymmetric Expectation Effects of Regime Shifts and the Great Moderation," Kiel Working Papers 1357, Kiel Institute for the World Economy (IfW).
  40. Eric M. Leeper, 2009. "Anchors Away: How Fiscal Policy Can Undermine the Taylor Principle," NBER Working Papers 15514, National Bureau of Economic Research, Inc.
  41. Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2008. "Limited participation and exchange rate dynamics: Does theory meet the data?," Post-Print halshs-00754292, HAL.
  42. Frank Schorfheide, 2005. "Learning and Monetary Policy Shifts," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 392-419, April.
  43. Meixing DAI & Moïse SIDIROPOULOS & Eleftherios Spyromitros, 2009. "Monetary policy transparency and inflation persistence in a small open economy," Working Papers of BETA 2009-08, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  44. Davig, Troy, 2004. "Regime-switching debt and taxation," Journal of Monetary Economics, Elsevier, vol. 51(4), pages 837-859, May.
  45. Eric M. Leeper & Tao Zha, 2002. "Modest policy interventions," FRB Atlanta Working Paper 2002-19, Federal Reserve Bank of Atlanta.
  46. Lise Patureau, 2002. "Pricing-to-market and limited participation : a joint explanation to the exchange rate disconnect puzzle," Computing in Economics and Finance 2002 299, Society for Computational Economics.
  47. Victor E. Li, 2012. "Monetary Transmission and the Search for Liquidity," Villanova School of Business Department of Economics and Statistics Working Paper Series 19, Villanova School of Business Department of Economics and Statistics.
  48. Keith Sill & Jeffrey M. Wrase, 1999. "Solving and simulating a simple open-economy model with Markov-switching driving processes and rational learning," Working Papers 99-14, Federal Reserve Bank of Philadelphia.
  49. Bartosz Mackowiak, 2006. "Macroeconomic Regime Switches and Speculative Attacks," SFB 649 Discussion Papers SFB649DP2006-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  50. Steffen Henzel, 2008. "Learning Trend Inflation – Can Signal Extraction Explain Survey Forecasts?," Ifo Working Paper Series Ifo Working Paper No. 55, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  51. Richter, Alexander W. & Throckmorton, Nathaniel A., 2015. "The consequences of an unknown debt target," European Economic Review, Elsevier, vol. 78(C), pages 76-96.
  52. Amman, Hans M. & Kendrick, David A., 2003. "Mitigation of the Lucas critique with stochastic control methods," Journal of Economic Dynamics and Control, Elsevier, vol. 27(11-12), pages 2035-2057, September.
  53. Carravetta, Francesco & Sorge, Marco M., 2013. "Model reference adaptive expectations in Markov-switching economies," Economic Modelling, Elsevier, vol. 32(C), pages 551-559.
  54. Davis, J. Scott & Presno, Ignacio, 2014. "Inflation targeting and the anchoring of inflation expectations: cross-country evidence from consensus forecasts," Globalization and Monetary Policy Institute Working Paper 174, Federal Reserve Bank of Dallas.
  55. Amisano, Gianni & Tristani, Oreste, 2011. "Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2167-2185.
  56. Michael R. Pakko, 1998. "Shoe-leather costs of inflation and policy credibility," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 37-50.
  57. Troy A. Davig & Eric M. Leeper, 2009. "Monetary-fiscal policy interactions and fiscal stimulus," Research Working Paper RWP 09-12, Federal Reserve Bank of Kansas City.
  58. Cogley, Timothy & Matthes, Christian & Sbordone, Argia M., 2015. "Optimized Taylor rules for disinflation when agents are learning," Journal of Monetary Economics, Elsevier, vol. 72(C), pages 131-147.
  59. Troy A. Davig & Eric M. Leeper, 2006. "Endogenous monetary policy regime change," Research Working Paper RWP 06-11, Federal Reserve Bank of Kansas City.
  60. Chan G. Huh & Kevin J. Lansing, 1998. "Federal Reserve credibility and inflation scares," Economic Review, Federal Reserve Bank of San Francisco, pages 3-16.
  61. Huh, Chan G. & Lansing, Kevin J., 2000. "Expectations, credibility, and disinflation in a small macroeconomic model," Journal of Economics and Business, Elsevier, vol. 52(1-2), pages 51-86.
  62. Martin Ellison & Martin Ellison & Alina Barnett, 2011. "Learning by Disinflating," Economics Series Working Papers 579, University of Oxford, Department of Economics.
  63. Patureau, Lise, 2007. "Pricing-to-market, limited participation and exchange rate dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 31(10), pages 3281-3320, October.
  64. Eric M. Leeper & Todd B. Walker, 2011. "Fiscal Limits in Advanced Economies," NBER Working Papers 16819, National Bureau of Economic Research, Inc.
  65. Saadi, Samir & Rahman, Abdul, 2008. "Evidence of non-stationary bias in scaling by square root of time: Implications for Value-at-Risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(3), pages 272-289, July.
  66. William A. Branch & Troy A. Davig & Bruce McGough, 2007. "Expectational stability in regime-switching rational expectations models," Research Working Paper RWP 07-09, Federal Reserve Bank of Kansas City.
  67. Richhild Moessner, 2006. "Optimal discretionary policy in rational expectations models with regime switching," Bank of England working papers 299, Bank of England.
  68. Ryo Horii & Yoshiyasu Ono, 2006. "Learning, Inflation Cycles, and Depression," Discussion Papers in Economics and Business 06-14, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  69. James B. Bullard, 2006. "The learnability criterion and monetary policy," Review, Federal Reserve Bank of St. Louis, issue May, pages 203-217.
  70. Eric M. Leeper, 2011. "Anchors Aweigh: How Fiscal Policy Can Undermine “Good” Monetary Policy," Central Banking, Analysis, and Economic Policies Book Series, in: Luis Felipe Céspedes & Roberto Chang & Diego Saravia (ed.), Monetary Policy under Financial Turbulence, edition 1, volume 16, chapter 11, pages 411-453 Central Bank of Chile.
  71. David Andolfatto & Scott Hendry & Kevin Moran, 2002. "Labour Markets, Liquidity, and Monetary Policy Regimes," Staff Working Papers 02-32, Bank of Canada.
  72. Hahm Sang-Moon, 2002. "Monetary Bands And Monetary Neutrality," International Economic Journal, Taylor & Francis Journals, vol. 16(2), pages 115-128.
  73. Ryo Horii & Yoshiyasu Ono, 2005. "Financial Crisis and Recovery: Learning-based Liquidity Preference Fluctuations," Macroeconomics 0504016, EconWPA.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.