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A quantitative exploration of the opportunistic approach to disinflation
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Cited by:
- Bob Nobay & Ivan Paya & David A. Peel, 2007.
"Inflation Dynamics in the US -A Nonlinear Perspective,"
FMG Discussion Papers
dp601, Financial Markets Group.
- Nobay, A. Robert & Paya, Ivan & Peel, David A., 2007. "Inflation dynamics in the US - a nonlinear perspective," LSE Research Online Documents on Economics 24499, London School of Economics and Political Science, LSE Library.
- Athanasios Orphanides & Volker W. Wieland, 2008.
"Economic projections and rules of thumb for monetary policy,"
Review, Federal Reserve Bank of St. Louis, vol. 90(Jul), pages 307-324.
- Orphanides, Athanasios & Wieland, Volker, 2008. "Economic Projections and Rules-of-Thumb for Monetary Policy," CEPR Discussion Papers 6748, C.E.P.R. Discussion Papers.
- Orphanides, Athanasios & Wieland, Volker, 2008. "Economic projections and rules-of-thumb for monetary policy," CFS Working Paper Series 2008/16, Center for Financial Studies (CFS).
- Athanasios Orphanides & Volker Wieland, 2008. "Economic Projections and Rules-of-Thumb for Monetary Policy," Discussion Papers 07-035, Stanford Institute for Economic Policy Research.
- 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.
- Chan Guk Huh & Kevin J. Lansing, 1997. "Expectations, credibility, and disinflation in a small macroeconomic model," Working Papers (Old Series) 9713, Federal Reserve Bank of Cleveland.
- Chan Guk Huh & Kevin J. Lansing, 1998. "Expectations, credibility, and disinflation in a small macroeconomic model," Working Papers in Applied Economic Theory 98-01, Federal Reserve Bank of San Francisco.
- Lanne Markku, 2015.
"Noncausality and inflation persistence,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(4), pages 469-481, September.
- Markku Lanne, 2013. "Noncausality and Inflation Persistence," Discussion Papers of DIW Berlin 1286, DIW Berlin, German Institute for Economic Research.
- Costas Milas & Ruthira Naraidoo, 2009.
"Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment,"
Working Papers
200923, University of Pretoria, Department of Economics.
- Costas Milas & Ruthira Naraidoo, 2009. "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Paper series 42_09, Rimini Centre for Economic Analysis.
- Christopher Martin & Costas Milas, 2010.
"Testing The Opportunistic Approach To Monetary Policy,"
Manchester School, University of Manchester, vol. 78(2), pages 110-125, March.
- Martin, Chris & Milas, Costas, 2006. "Testing the Opportunistic Approach to Monetary Policy," MPRA Paper 849, University Library of Munich, Germany.
- Christopher Martin & Costas Milas, 2007. "Testing the Opportunistic Approach to Monetary Policy," Keele Economics Research Papers KERP 2007/02, Centre for Economic Research, Keele University.
- Naveen Srinivasan & M. Ramachandran & Sudhanshu Kumar, 2010. "Monetary Policy in a Low Inflation Environment: Is There Evidence for Opportunistic Behaviour?," Journal of Quantitative Economics, The Indian Econometric Society, vol. 8(2), pages 4-19.
- Thornton, John & Vasilakis, Chrysovalantis, 2017. "Inflation targeting and the cyclicality of monetary policy," Finance Research Letters, Elsevier, vol. 20(C), pages 296-302.
- Paolo ZAGAGLIA, 2002. "Matlab Implementation of the AIM Algorithm: A Beginner's Guide," Working Papers 169, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Dale W. Jorgenson & Mun S. Ho & Kevin J. Stiroh, 2008.
"A Retrospective Look at the U.S. Productivity Growth Resurgence,"
Journal of Economic Perspectives, American Economic Association, vol. 22(1), pages 3-24, Winter.
- Mun S. Ho & Dale W. Jorgenson & Kevin J. Stiroh, 2007. "A retrospective look at the U.S. productivity growth resurgence," Staff Reports 277, Federal Reserve Bank of New York.
- Giamattei, Marcus, 2015. "Cold Turkey vs. Gradualism - Evidence on Disinflation Strategies from a Laboratory Experiment," Passauer Diskussionspapiere, Volkswirtschaftliche Reihe V-67-15, University of Passau, Faculty of Business and Economics.
- Coenen, Gunter & Wieland, Volker, 2005.
"A small estimated euro area model with rational expectations and nominal rigidities,"
European Economic Review, Elsevier, vol. 49(5), pages 1081-1104, July.
- Wieland, Volker & Coenen, Günter, 2000. "A small estimated euro area model with rational expectations and nominal rigidities," Working Paper Series 30, European Central Bank.
- Gunter Coenen & Volker Wieland, 2000. "A Small Estimated Euro-Area Model with Rational Expectations and Nominal Rigidities," Econometric Society World Congress 2000 Contributed Papers 1284, Econometric Society.
- Coenen, Günter & Wieland, Volker, 2002. "A Small Estimated Euro Area Model with Rational Expectations and Nominal Rigidities," CEPR Discussion Papers 3574, C.E.P.R. Discussion Papers.
- Coenen, Guenter & Wieland, Volker, 2003. "A Small Estimated Euro Area Model with Rational Expectations and Nominal Rigidities," CFS Working Paper Series 2003/08, Center for Financial Studies (CFS).
- Athanasios Orphanides, 2001.
"Monetary Policy Rules Based on Real-Time Data,"
American Economic Review, American Economic Association, vol. 91(4), pages 964-985, September.
- Athanasios Orphanides, 1998. "Monetary policy rules based on real-time data," Finance and Economics Discussion Series 1998-03, Board of Governors of the Federal Reserve System (U.S.).
- Hakan Danis, 2017. "Nonlinearity and asymmetry in the monetary policy reaction function: a partially generalized ordered probit approach," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 7(2), pages 161-178, August.
- W. Douglas McMillin & James S. Fackler, 2006.
"Estimating the Inflation-Output Variability Frontier with Inflation Targeting: A VAR Approach,"
Departmental Working Papers
2006-17, Department of Economics, Louisiana State University.
- W. Douglas McMillin & James S. Fackler, 2007. "Estimating the Inflation-Output Variability Frontier with Inflation Targeting: A VAR Approach," Departmental Working Papers 2007-04, Department of Economics, Louisiana State University.
- Erceg, Christopher J. & Levin, Andrew T., 2003.
"Imperfect credibility and inflation persistence,"
Journal of Monetary Economics, Elsevier, vol. 50(4), pages 915-944, May.
- Christopher J. Erceg & Andrew T. Levin, 2001. "Imperfect credibility and inflation persistence," Finance and Economics Discussion Series 2001-45, Board of Governors of the Federal Reserve System (U.S.).
- Christopher J. Erceg and Andrew T. Levin, 2001. "Imperfect Credibility and Inflation Persistence," Computing in Economics and Finance 2001 19, Society for Computational Economics.
- Athanasios Orphanides & David W. Wilcox, 2002.
"The Opportunistic Approach to Disinflation,"
International Finance, Wiley Blackwell, vol. 5(1), pages 47-71.
- Athanasios Orphanides & David W. Wilcox, "undated". "The Opportunistic Approach to Disinflation," Finance and Economics Discussion Series 1996-24, Board of Governors of the Federal Reserve System (U.S.), revised 10 Dec 2019.
- Athanasios Orphanides & David W. Wilcox, 1996. "The opportunistic approach to disinflation," Finance and Economics Discussion Series 96-24, Board of Governors of the Federal Reserve System (U.S.).
- Volker Wieland, "undated".
"Monetary Policy and Uncertainty about the Natural Unemployment Rate,"
Computing in Economics and Finance 1997
11, Society for Computational Economics.
- Volker W. Wieland, 1998. "Monetary policy and uncertainty about the natural unemployment rate," Finance and Economics Discussion Series 1998-22, Board of Governors of the Federal Reserve System (U.S.).
- Wieland, Volker, 2003. "Monetary Policy and Uncertainty about the Natural Unemployment Rate," CFS Working Paper Series 2003/05, Center for Financial Studies (CFS).
- Wieland, Volker, 2003. "Monetary Policy and Uncertainty about the Natural Unemployment Rate," CEPR Discussion Papers 3811, C.E.P.R. Discussion Papers.
- Naraidoo, Ruthira & Paya, Ivan, 2012.
"Forecasting monetary policy rules in South Africa,"
International Journal of Forecasting, Elsevier, vol. 28(2), pages 446-455.
- R Naraidoo & I Paya, 2010. "Forecasting Monetary Policy Rules in South Africa," Working Papers 611194, Lancaster University Management School, Economics Department.
- Adeola Oyenubi, 2019. "Who benefits from being self-employed in urban Ghana?," Working Papers 189, Economic Research Southern Africa.
- Milas, Costas & Naraidoo, Ruthira, 2012. "Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 173-189, January.
- Coenen Günter & Orphanides Athanasios & Wieland Volker, 2004.
"Price Stability and Monetary Policy Effectiveness when Nominal Interest Rates are Bounded at Zero,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 4(1), pages 1-25, February.
- Athanasios Orphanides & Volker W. Wieland, 1998. "Price stability and monetary policy effectiveness when nominal interest rates are bounded at zero," Finance and Economics Discussion Series 1998-35, Board of Governors of the Federal Reserve System (U.S.).
- Orphanides, Athanasios & Wieland, Volker & Coenen, Günter, 2003. "Price stability and monetary policy effectiveness when nominal interest rates are bounded at zero," Working Paper Series 231, European Central Bank.
- Coenen, Günter & Orphanides, Athanasios & Wieland, Volker, 2003. "Price Stability and Monetary Policy Effectiveness when Nominal Interest Rates are Bounded at Zero," CEPR Discussion Papers 3892, C.E.P.R. Discussion Papers.
- Coenen, Günter & Orphanides, Athanasios & Wieland, Volker, 2003. "Price stability and monetary policy effectiveness when nominal interest rates are bounded at zero," CFS Working Paper Series 2003/13, Center for Financial Studies (CFS).
- Mandler, Martin, 2010.
"Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions,"
MPRA Paper
21887, University Library of Munich, Germany.
- Martin Mandler, 2010. "Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions," MAGKS Papers on Economics 201012, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Mandler, Martin, 2011.
"Threshold effects in the monetary policy reaction function of the Deutsche Bundesbank,"
MPRA Paper
32430, University Library of Munich, Germany.
- Martin Mandler, 2011. "Threshold effects in the monetary policy reaction function of the Deutsche Bundesbank," MAGKS Papers on Economics 201129, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Orphanides, Athanasios & Wieland, Volker, 2000.
"Inflation zone targeting,"
European Economic Review, Elsevier, vol. 44(7), pages 1351-1387, June.
- Orphanides, Athanasios & Wieland, Volker, 1999. "Inflation zone targeting," Working Paper Series 8, European Central Bank.
- Gunter Coenen & Volker Wieland, 2000. "A Simple Estimated Euro Area Model With Rational Expectations And Nominal Rigidities," Computing in Economics and Finance 2000 187, Society for Computational Economics.
- Ruthira Naraidoo & Ivan Paya, 2010. "Forecasting Monetary Rules in South Africa," Working Papers 201007, University of Pretoria, Department of Economics.
- Coenen, Gunter & Wieland, Volker, 2005.
"A small estimated euro area model with rational expectations and nominal rigidities,"
European Economic Review,
Elsevier, vol. 49(5), pages 1081-1104, July.
- Gunter Coenen & Volker Wieland, 2000. "A Small Estimated Euro-Area Model with Rational Expectations and Nominal Rigidities," Econometric Society World Congress 2000 Contributed Papers 1284, Econometric Society.
- Coenen, Günter & Wieland, Volker, 2000. "A small estimated euro area model with rational expectations and nominal rigidities," Working Paper Series 0030, European Central Bank.
- Coenen, Günter & Wieland, Volker, 2002. "A Small Estimated Euro Area Model with Rational Expectations and Nominal Rigidities," CEPR Discussion Papers 3574, C.E.P.R. Discussion Papers.
- Coenen, Guenter & Wieland, Volker, 2003. "A Small Estimated Euro Area Model with Rational Expectations and Nominal Rigidities," CFS Working Paper Series 2003/08, Center for Financial Studies (CFS).
- Aksoy, Yunus & Orphanides, Athanasios & Small, David & Wieland, Volker & Wilcox, David, 2006.
"A quantitative exploration of the opportunistic approach to disinflation,"
Journal of Monetary Economics, Elsevier, vol. 53(8), pages 1877-1893, November.
- Athanasios Orphanides & David H. Small & Volker W. Wieland & David W. Wilcox, 1997. "A quantitative exploration of the opportunistic approach to disinflation," Finance and Economics Discussion Series 1997-36, Board of Governors of the Federal Reserve System (U.S.).
- Aksoy, Yunus & Orphanides, Athanasios & Small, David & Wieland, Volker, 2005. "A quantitative exploration of the opportunistic approach to disinflation," CFS Working Paper Series 2005/19, Center for Financial Studies (CFS).
- Aksoy, Yunus & Orphanides, Athanasios & Wieland, Volker & Wilcox, David & Small, David, 2003. "A Quantitative Exploration of the Opportunistic Approach to Disinflation," CEPR Discussion Papers 4073, C.E.P.R. Discussion Papers.
- Orphanides, Athanasios, 2003.
"Monetary policy evaluation with noisy information,"
Journal of Monetary Economics, Elsevier, vol. 50(3), pages 605-631, April.
- Athanasios Orphanides, 1998. "Monetary policy evaluation with noisy information," Finance and Economics Discussion Series 1998-50, Board of Governors of the Federal Reserve System (U.S.).
- Pichler Paul, 2008. "Forecasting with DSGE Models: The Role of Nonlinearities," The B.E. Journal of Macroeconomics, De Gruyter, vol. 8(1), pages 1-35, July.
- Ikeda, Taro, 2010. "Time-varying asymmetries in central bank preferences: The case of the ECB," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 1054-1066, December.
- Gerson Nhapulo & João Nicolau, 2017. "Assessing Nonlinear Dynamics of Central Bank Reaction Function: The Case of Mozambique," South African Journal of Economics, Economic Society of South Africa, vol. 85(1), pages 28-51, March.
- Khalid Kisswani & Salah Nusair, 2014. "Nonlinear convergence in Asian interest and inflation rates: evidence from Asian countries," Economic Change and Restructuring, Springer, vol. 47(3), pages 155-186, August.
- Tambakis Demosthenes N., 2009.
"Optimal Monetary Policy with a Convex Phillips Curve,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-25, June.
- Tambakis, D.N., 2008. "Optimal Monetary Policy with a Convex Phillips Curve," Cambridge Working Papers in Economics 0859, Faculty of Economics, University of Cambridge.
- Melnick, Rafi & Strohsal, Till, 2017. "Disinflation in steps and the Phillips curve: Israel 1986–2015," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 145-161.
- Orphanides, Athanasios & Wieland, Volker, 2000.
"Inflation zone targeting,"
European Economic Review,
Elsevier, vol. 44(7), pages 1351-1387, June.
- Orphanides, Athanasios & Wieland, Volker, 1999. "Inflation zone targeting," Working Paper Series 0008, European Central Bank.
- Marzo, Massimiliano & Strid, Ingvar & Zagaglia, Paolo, 2006.
"Optimal Opportunistic Monetary Policy in a New-Keynesian Model,"
Research Papers in Economics
2006:8, Stockholm University, Department of Economics.
- M. Marzo & I. Strid & P. Zagaglia, 2006. "Optimal Opportunistic Monetary Policy in A New-Keynesian Model," Working Papers 573, Dipartimento Scienze Economiche, Universita' di Bologna.
- Dimitris K. Christopoulos & Miguel A. León‐Ledesma, 2007.
"A Long‐Run Non‐Linear Approach to the Fisher Effect,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2‐3), pages 543-559, March.
- Dimitris K. Christopoulos & Miguel A. Le√N-Ledesma, 2007. "A Long-Run Non-Linear Approach to the Fisher Effect," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 543-559, March.
- Ernest Gnan & Maria Teresa Valderrama, 2006. "Globalization, Inflation and Monetary Policy," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 37-54.
- Mihaela SIMIONESCU, 2016. "The Identification Of Inflation Rate Determinants In The Usa Using The Stochastic Search Variable Selection," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 8(1), pages 171-181, March.
- Ahmad, Yamin S. & Staveley-O’Carroll, Olena M., 2017.
"Exploring international differences in inflation dynamics,"
Journal of International Money and Finance, Elsevier, vol. 79(C), pages 115-135.
- Yamin Ahmad & Olena Mykhaylova, 2015. "Exploring International Differences in Inflation Dynamics," Working Papers 15-01, UW-Whitewater, Department of Economics, revised Mar 2017.
- Yamin Ahmad & Olena Mykhaylova, 2015. "Exploring International Differences in Inflation Dynamics," Working Papers 1509, College of the Holy Cross, Department of Economics.
- Bomfim, Antulio N & Rudebusch, Glenn D, 2000.
"Opportunistic and Deliberate Disinflation under Imperfect Credibility,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(4), pages 707-721, November.
- Antulio N. Bomfim & Glenn D. Rudebusch, 1997. "Opportunistic and deliberate disinflation under imperfect credibility," Working Papers in Applied Economic Theory 97-07, Federal Reserve Bank of San Francisco.
- Antulio N. Bomfim & Glenn D. Rudebusch, 1998. "Opportunistic and deliberate disinflation under imperfect credibility," Finance and Economics Discussion Series 1998-01, Board of Governors of the Federal Reserve System (U.S.).
- Marzo, Massimiliano & Strid, Ingvar & Zagaglia, Paolo, 2009. "Nonlinearity in monetary policy: A reconsideration of the opportunistic approach to disinflation," Structural Change and Economic Dynamics, Elsevier, vol. 20(4), pages 288-300, December.
- Gibbs, Christopher G. & Kulish, Mariano, 2017.
"Disinflations in a model of imperfectly anchored expectations,"
European Economic Review, Elsevier, vol. 100(C), pages 157-174.
- Christopher G. Gibbs & Mariano Kulish, 2015. "Disinflations in a model of imperfectly anchored expectations," Discussion Papers 2015-22, School of Economics, The University of New South Wales.
- Christopher G. Gibbs & Mariano Kulish, 2015. "Disinflations in a model of imperfectly anchored expectations," CAMA Working Papers 2015-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Melnick, Rafi & Strohsal, Till, 2016. "Disinflation and the Phillips Curve: Israel 1986-2015," SFB 649 Discussion Papers 2016-039, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Haitham A. Al-Zoubi, 2024. "An affine model for short rates when monetary policy is path dependent," Review of Derivatives Research, Springer, vol. 27(2), pages 151-201, July.
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"Zone‐Targeting Monetary Policy Preferences And Financial Market Conditions: A Flexible Non‐Linear Policy Reaction Function Of The Sarb Monetary Policy,"
South African Journal of Economics, Economic Society of South Africa, vol. 78(4), pages 400-417, December.
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Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(5), pages 931-949, August.
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"Monetary policy reaction to uncertainty in Japan: Evidence from a quantile‐on‐quantile interest rate rule,"
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Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 135-150, February.
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- repec:hum:wpaper:sfb649dp2016-039 is not listed on IDEAS