Taylor Rule Estimation by OLS
Citations
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Cited by:
- Hasan Engin Duran & Pawe³ Gajewski, 2023. "State-level Taylor rule and monetary policy stress," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 18(1), pages 89-120, March.
- Hack, Lukas & Istrefi, Klodiana & Meier, Matthias, 2023.
"Identification of Systematic Monetary Policy,"
CEPR Discussion Papers
17999, Centre for Economic Policy Research.
- Lukas Hack & Klodiana Istrefi & Matthias Meier, 2024. "Identification of Systematic Monetary Policy," Working papers 973, Banque de France.
- Hack, Lukas & Istrefi, Klodiana & Meier, Matthias, 2023. "Identification of systematic monetary policy," Working Paper Series 2851, European Central Bank.
- Knut Are Aastveit & Jamie Cross & Francesco Furlanetto & Herman K. Van Dijk, 2024.
"Taylor Rules with Endogenous Regimes,"
Tinbergen Institute Discussion Papers
24-030/III, Tinbergen Institute.
- Knut Are Aastveit & Jamie L. Cross & Francesco Furlanetto & Herman K. Van Dijk, 2024. "Taylor Rules with Endogenous Regimes," Working Papers No 04/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Economou, Fotini & Panagopoulos, Yannis, 2023. "Assessing the credit creation process under the Basel III framework: Some evidence from the Eurozone," Finance Research Letters, Elsevier, vol. 51(C).
- Cox, Lydia & Feng, Jiacheng & Müller, Gernot & Pasten, Ernesto & Schoenle, Raphael & Weber, Michael, 2024.
"Optimal Monetary and Fiscal Policies in Disaggregated Economies,"
CEPR Discussion Papers
19340, Centre for Economic Policy Research.
- Lydia Cox & Jiacheng Feng & Gernot J. Müller & Ernesto Pastén & Raphael Schoenle & Michael Weber, 2024. "Optimal Monetary and Fiscal Policies in Disaggregated Economies," Working Papers Central Bank of Chile 1024, Central Bank of Chile.
- Lydia Cox & Jiacheng Feng & Gernot Müller & Ernesto Pastén & Raphael Schoenle & Michael Weber, 2024. "Optimal Monetary and Fiscal Policies in Disaggregated Economies," NBER Working Papers 32914, National Bureau of Economic Research, Inc.
- Bordo, Michael & Istrefi, Klodiana, 2023.
"Perceived FOMC: The making of hawks, doves and swingers,"
Journal of Monetary Economics, Elsevier, vol. 136(C), pages 125-143.
- Michael D. Bordo & Klodiana Istrefi, 2018. "Perceived FOMC: The Making of Hawks, Doves and Swingers," NBER Working Papers 24650, National Bureau of Economic Research, Inc.
- Michael Bordo & Klodiana Istrefi, 2018. "Perceived FOMC: The Making of Hawks, Doves and Swingers," Working papers 683, Banque de France.
- Xu, Mengxia & Liu, Qing & Feng, Yun, 2024. "Can RMB internationalization mitigate U.S. monetary policy spillovers?," Finance Research Letters, Elsevier, vol. 67(PA).
- Xiekui Zhang & Peiyao Liu & Hongfei Zhu, 2022. "The Impact of Industrial Intelligence on Energy Intensity: Evidence from China," Sustainability, MDPI, vol. 14(12), pages 1-16, June.
- Makram El-Shagi & Kiril Tochkov, 2025.
"Regional effects of monetary policy in China,"
Empirical Economics, Springer, vol. 69(4), pages 1671-1698, October.
- Makram El-Shagi & Kiril Tochkov, 2024. "Regional Effects of Monetary Policy in China," CFDS Discussion Paper Series 2024/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Gokan, Yoichi & Turnovsky, Stephen J., 2023. "Taylor rules: Consequences for wealth and income inequality," Journal of Macroeconomics, Elsevier, vol. 77(C).
- Filardo, Andrew & Hubert, Paul & Rungcharoenkitkul, Phurichai, 2022. "Monetary policy reaction function and the financial cycle," Journal of Banking & Finance, Elsevier, vol. 142(C).
- Hack, Lukas & Istrefi, Klodiana & Meier, Matthias, 2024.
"The Systematic Origins of Monetary Policy Shocks,"
CEPR Discussion Papers
19063, Centre for Economic Policy Research.
- Lukas Hack & Klodiana Istrefi & Matthias Meier, 2025. "The Systematic Origins of Monetary Policy Shocks," Working papers 1021, Banque de France.
- Lukas Hack & Klodiana Istrefi & Matthias Meier, 2024. "The Systematic Origins of Monetary Policy Shocks," CRC TR 224 Discussion Paper Series crctr224_2024_557, University of Bonn and University of Mannheim, Germany.
- Yoosoon Chang & Steven N. Durlauf & Bo Hu & Joon Y. Park, 2024. "Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility," Working Papers No 03/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Lixin Zhou & Caiping Qu & Li Zhi, 2024. "Research on the Impact of Digital Infrastructure on Urban Breakthrough Green Innovation: A Case Study of the Yangtze River Economic Belt in China," Sustainability, MDPI, vol. 16(22), pages 1-22, November.
- Knut Are Aastveit & Jamie Cross & Francesco Furlanetto & Herman K van Dijk, 2024. "Asymmetric Gradualism in US Monetary Policy," Tinbergen Institute Discussion Papers 24-074/III, Tinbergen Institute.
- Christina Anderl & Guglielmo Maria Caporale, 2024.
"Time-varying parameters in monetary policy rules: a GMM approach,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(9), pages 148-176, January.
- Christina Anderl & Guglielmo Maria Caporale, 2023. "Time-Varying Parameters in Monetary Policy Rules: A GMM Approach," CESifo Working Paper Series 10451, CESifo.
- Platonov, Konstantin & Goren, Amir, 2024. "Inflation targeting and output stabilization in an estimated monetary model," Journal of Economics and Business, Elsevier, vol. 132(C).
- Jae Won Lee & Woong Yong Park, 2025.
"Price Stickiness Heterogeneity and Equilibrium Determinacy,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 57(6), pages 1623-1655, September.
- Jae Won Lee & Woong Yong Park, 2021. "Price Stickiness Heterogeneity and Equilibrium Determinacy," Working Paper Series no143, Institute of Economic Research, Seoul National University.
- Rafael Guerra & Steven B. Kamin & John Kearns & Christian Upper & Aatman Vakil, 2025. "Latin America's Nonlinear Monetary Response to Pandemic Inflation," International Finance, Wiley Blackwell, vol. 28(1), pages 2-22, April.
- Joshua Brault & Qazi Haque & Louis Phaneuf, 2025.
"Time-Varying Inflation Target and Unbiased Taylor Rule Estimation,"
Adelaide Economics Working Papers
2025-03 Classification-E5, Adelaide University, School of Economics.
- Joshua Brault & Qazi Haque & Louis Phaneuf, 2025. "Time-Varying Inflation Target and Unbiased Taylor Rule Estimation," Working Papers 25-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Jan 2025.
- Hüpper, Florian & Kempa, Bernd, 2023. "Inflation targeting and inflation communication of the Federal Reserve: Words and deeds," Journal of Macroeconomics, Elsevier, vol. 75(C).
- Curi, Claudia & Murgia, Lucia Milena, 2023. "Forecast Targeting and Financial Stability: Evidence from the European Central Bank and Bank of England," Finance Research Letters, Elsevier, vol. 51(C).
- Hao Li & Jiahui Zhao & Wei-Yew Chang & Yiwa Fu, 2025. "Intergenerational Behavioral Transmission, Neighborhood Effects, and Farmers’ Farmland Quality Protection Behavior: A Case Study of Fertilizer Application in Gansu, China," Land, MDPI, vol. 14(3), pages 1-23, February.
- Thang Ngoc Doan & Dong Phu Do & Dat Van Luong, 2023.
"Monetary stance and favorableness of the monetary policy in the media: the case of Vietnam,"
Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 31(2), pages 111-123, August.
- Doan Ngoc Thang & Pham Thi Hoang Anh & Trinh Long & Do Phy Dong & Luong Van Dat, 2022. "Monetary Stance and Favorableness of Monetary Policy in the Media: The Case of Viet Nam," ADBI Working Papers 1325, Asian Development Bank Institute.
- Ahn, Hie Joo & Xie, Shihan & Yang, Choongryul, 2024.
"Effects of monetary policy on household expectations: The role of homeownership,"
Journal of Monetary Economics, Elsevier, vol. 147(C).
- Hie Joo Ahn & Choongryul Yang, 2022. "Effects of Monetary Policy on Household Expectations: The Role of Homeownership," Finance and Economics Discussion Series 2022-065, Board of Governors of the Federal Reserve System (U.S.).
- Ferri, Piero & Cristini, Annalisa & Tramontana, Fabio, 2023. "Meta-models of the Phillips curve and income distribution," Journal of Economic Behavior & Organization, Elsevier, vol. 213(C), pages 215-232.
- Donato Masciandaro, 2023. "How Elastic and Predictable Money Should Be: Flexible Monetary Policy Rules from the Great Moderation to the New Normal Times (1993-2023)," BAFFI CAREFIN Working Papers 23196, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Kwok Ping Tsang & Zichao Yang, 2023. "Agree to Disagree: Measuring Hidden Dissent in FOMC Meetings," Papers 2308.10131, arXiv.org, revised Oct 2025.
- Foroni, Claudia & Furlanetto, Francesco, 2026.
"Explaining deviations from Okun’s law,"
European Economic Review, Elsevier, vol. 182(C).
- Foroni, Claudia & Furlanetto, Francesco, 2022. "Explaining Deviations from Okun's Law," CEPR Discussion Papers 17369, Centre for Economic Policy Research.
- Claudia Foroni & Francesco Furlanetto, 2022. "Explaining Deviations from Okun’s Law," Working Paper 2022/4, Norges Bank.
- Foroni, Claudia & Furlanetto, Francesco, 2022. "Explaining deviations from Okun’s law," Working Paper Series 2699, European Central Bank.
- Alovokpinhou, Sedjro Aaron & Malikane, Christopher, 2024. "The effect of output and the real exchange rate on equity price dynamics," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
- Pang, Ke & Shiamptanis, Christos, 2024.
"Is the Bank of Canada concerned about inflation or the state of the economy?,"
Journal of International Money and Finance, Elsevier, vol. 140(C).
- Ke Pang, Christos Shiamptanis, 2022. "Is the Bank of Canada concerned about inflation or the state of the economy?," LCERPA Working Papers bm0130, Laurier Centre for Economic Research and Policy Analysis.
- Rodriguez-Rodriguez, F.J. & Hierro, L.A. & Garzon, A.J., 2024. "Fed and ECB reaction functions during quantitative easing: Three phases of monetary policy, both conventional and unconventional," Journal of Policy Modeling, Elsevier, vol. 46(5), pages 928-945.
- Marwil J. Dávila-Fernández & Germana Giombini & Edgar J. Sánchez-Carrera, 2025.
"Climateflation and Monetary Policy in an Environmental OLG Growth Model,"
Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 88(11), pages 2937-2968, November.
- Marwil J. Dávila-Fernández & Germana Giombini & Edgar J. Sánchez-Carrera, 2023. "Climateflation and monetary policy in an environmental OLG growth model," Department of Economics University of Siena 905, Department of Economics, University of Siena.
- Divino, Jose Angelo & Haraguchi, Carlos, 2024. "(Mis)Alignment between observed and expected monetary policy: The case of Brazil," International Economics, Elsevier, vol. 178(C).
- Carmignani, Fabrizio, 2025. "The partisanship of a central banker," Journal of Macroeconomics, Elsevier, vol. 83(C).
- Bajaro, Donna Faye E. & Galimberti, Jaqueson K. & Qureshi, Irfan A., 2025.
"Monetary policy under fiscal stress: A forward-looking analysis of fiscal dominance,"
Journal of Macroeconomics, Elsevier, vol. 86(C).
- Donna Faye Bajaro & Jaqueson Galimberti & Irfan Qureshi, 2025. "Monetary Policy Under Fiscal Stress: A Forward-Looking Analysis of Fiscal Dominance," ADB Economics Working Paper Series 797, Asian Development Bank.
- Kanelis, Dimitrios & Kranzmann, Lars H. & Siklos, Pierre L., 2025. "The financial instability - Monetary policy nexus: Evidence from the FOMC minutes," Discussion Papers 13/2025, Deutsche Bundesbank.
- James Dean & Scott Schuh, 2026. "From Conventional to Unconventional Monetary Policy: Is the Taylor Rule an Adequate Representation in Macro Models?," Empirical Economics, Springer, vol. 70(2), pages 1-48, February.
- Linas Jurkšas & Francisco Gomes Pereira, 2023.
"Do projected fiscal deficits play a role in ECB monetary policymaking?,"
Bank of Lithuania Discussion Paper Series
30, Bank of Lithuania.
- Linas Jurkšas & Francisco Gomes Pereira, 2023. "Do the projected fiscal deficits play a role in ECB monetary policymaking?," Working Papers REM 2023/0258, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Bertsch, Christoph & Hull, Isaiah & Lumsdaine, Robin L. & Zhang, Xin, 2025.
"Central bank mandates and monetary policy stances: Through the lens of Federal Reserve speeches,"
Journal of Econometrics, Elsevier, vol. 249(PC).
- Bertsch, Christoph & Hull, Isaiah & Lumsdaine, Robin L. & Zhang, Xin, 2022. "Central Bank Mandates and Monetary Policy Stances: through the Lens of Federal Reserve Speeches," Working Paper Series 417, Sveriges Riksbank (Central Bank of Sweden), revised 01 Sep 2024.
- J. Andrés & J.E. Boscá & A. Di Gennaro & R. Doménech & J. Ferri, 2025. "Carbon emission cycles in the U.S.: Greening through browning?," Working Papers 2025-04, FEDEA.
- Alex Hsu & Francisco Palomino & Liang Qian, 2023. "Gone with the Vol: A Decline in Asset Return Predictability During the Great Moderation," Management Science, INFORMS, vol. 69(5), pages 3025-3047, May.
- Choi, Sangyup & Willems, Tim & Yoo, Seung Yong, 2024.
"Revisiting the monetary transmission mechanism through an industry-level differential approach,"
Journal of Monetary Economics, Elsevier, vol. 145(C).
- Sangyup Choi & Tim Willems & Seung Yong Yoo, 2022. "Revisiting the Monetary Transmission Mechanism Through an Industry-Level Differential Approach," IMF Working Papers 2022/017, International Monetary Fund.
- Sangyup Choi & Tim Willems & Seung Yong Yoo, 2023. "Revisiting the Monetary Transmission Mechanism through an Industry-Level Differential Approach," Working papers 2023rwp-215, Yonsei University, Yonsei Economics Research Institute.
- Sangyup Choi & Tim Willens & Seung Yong Yoo, 2023. "Revisiting the monetary transmission mechanism through an industry‑level differential approach," Bank of England Staff Working Paper series 1024, Bank of England.
- Donato Masciandaro, 2026. "Monetary Policy and Taylor Reaction Functions: Business Cycles, Central Bank Governance and Central Bankers’ Preferences," BAFFI CAREFIN Working Papers 26270, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
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