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Citations for "Interest rate smoothing and price level trend-stationarity"

by Marvin Goodfriend

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  1. Sergio Rebelo & Danyang Xie, 1997. "On the Optimality of Interest Rate Smoothing," NBER Working Papers 5947, National Bureau of Economic Research, Inc.
  2. repec:ner:maastr:urn:nbn:nl:ui:27-19768 is not listed on IDEAS
  3. Smith, R. Todd & van Egteren, Henry, 2005. "Interest rate smoothing and financial stability," Review of Financial Economics, Elsevier, vol. 14(2), pages 147-171.
  4. David Berger, 2013. "Missing aggregate dynamics: on the slow convergence of lumpy adjustment models," 2013 Meeting Papers 464, Society for Economic Dynamics.
  5. Drescher, Christian & Erler, Alexander & Krizanac, Damir, 2010. "The Fed's TRAP: A Taylor-type Rule with Asset Prices," MPRA Paper 23293, University Library of Munich, Germany.
  6. Amir Kia, 2005. "Overnight Monetary Policy in the United States: Active or Interest-Rate Smoothing?," Carleton Economic Papers 05-07, Carleton University, Department of Economics, revised Mar 2010.
  7. Matthew Greenwood-Nimmo & Youngcheol Shin, 2011. "Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis," Working Papers 2011-057, Madras School of Economics,Chennai,India.
  8. Lucio Sarno & Daniel L. Thornton & Yi Wen, 2002. "What's unique about the federal funds rate? evidence from a spectral perspective," Working Papers 2002-029, Federal Reserve Bank of St. Louis.
  9. Bhamra, Harjoat S. & Fisher, Adlai J. & Kuehn, Lars-Alexander, 2011. "Monetary policy and corporate default," Journal of Monetary Economics, Elsevier, vol. 58(5), pages 480-494.
  10. Eric M. Leeper & Tao Zha, 2003. "Modest policy interventions," FRB Atlanta Working Paper 2003-24, Federal Reserve Bank of Atlanta.
  11. Ricardo J. Caballero & Eduardo Engel, 2003. "Adjustment is Much Slower than You Think," NBER Working Papers 9898, National Bureau of Economic Research, Inc.
  12. Bordo, Michael D. & Choudhri, Ehsan U. & Schwartz, Anna J., 1990. "Money stock targeting, base drift, and price-level predictability : Lessons from the U.K. Experience," Journal of Monetary Economics, Elsevier, vol. 25(2), pages 253-272, March.
  13. Sean Holly & Luisa Corrado, 2004. "Habit formation and Interest-Rate Smoothing," Computing in Economics and Finance 2004 215, Society for Computational Economics.
  14. Guy Debelle & Adam Cagliarini, 2000. "The Effect of Uncertainty on Monetary Policy: How Good are the Brakes?," RBA Research Discussion Papers rdp2000-07, Reserve Bank of Australia.
  15. Ricardo J. Caballero & Eduardo M.R.A. Engel, 2003. "Missing Aggregate Dynamics: On the Slow Convergence of Lumpy Adjustment Models," Cowles Foundation Discussion Papers 1430, Cowles Foundation for Research in Economics, Yale University, revised Apr 2008.
  16. Thornton, Daniel L., 2000. "The relationship between the federal funds rate and the Fed's federal funds rate target: is it open market or open mouth operations?," Discussion Paper Series 1: Economic Studies 2000,09, Deutsche Bundesbank, Research Centre.
  17. John Driffill & Zeno Rotondi, 2007. "Inertia in Taylor Rules," WEF Working Papers 0032, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
  18. Bennett T. McCallum, 1993. "Unit Roots in Macroeconomic Time Series: Some Critical Issues," NBER Working Papers 4368, National Bureau of Economic Research, Inc.
  19. Joseph Daniels & David VanHoose, 1998. "Two-Country Models of Monetary and Fiscal Policy: What Have We Learned? What More Can We Learn?," Open Economies Review, Springer, vol. 9(3), pages 265-284, July.
  20. Michael D. Bordo & Anna J. Schwartz, 1997. "Monetary Policy Regimes and Economic Performance: The Historical Record," NBER Working Papers 6201, National Bureau of Economic Research, Inc.
  21. repec:fip:feddrp:8802 is not listed on IDEAS
  22. McCallum, Bennett T., 1999. "Issues in the design of monetary policy rules," Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 23, pages 1483-1530 Elsevier.
  23. Giorgio Valente, 2003. "Monetary policy rules and regime shifts," Applied Financial Economics, Taylor & Francis Journals, vol. 13(7), pages 525-535.
  24. Kerry B. Hudson & Joaquin L. Vespignani, 2014. "Understanding the Deviations of the Taylor Rule: A New Methodology with an Application to Australia," CAMA Working Papers 2014-78, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  25. Bordes, C. & Clerc, L., 2004. "Price Stability and The ECB's Monetary Policy Strategy," Working papers 109, Banque de France.
  26. Robert L. Hetzel, 2012. "Does monetarism retain relevance?," Economic Quarterly, Federal Reserve Bank of Richmond, issue 2Q, pages 77-110.
  27. Boyd Iii, J.H. & Dotsey, M., 1990. "Interest Rate Rules And Nominal Determinacy," RCER Working Papers 222, University of Rochester - Center for Economic Research (RCER).
  28. Thornton, Daniel L., 2004. "The Fed and short-term rates: Is it open market operations, open mouth operations or interest rate smoothing?," Journal of Banking & Finance, Elsevier, vol. 28(3), pages 475-498, March.
  29. repec:fip:fedreq:y:2012:i:2q:p:77-110:n:vol.98no.2 is not listed on IDEAS
  30. Balke, Nathan S. & Emery, Kenneth M., 1993. "The algebra of price stability," Working Papers 9309, Federal Reserve Bank of Dallas.
  31. Apostolos Serletis & Zisimos Koustas, 2015. "Monetary Neutrality," Working Papers 2015-06, Department of Economics, University of Calgary, revised 29 May 2015.
  32. Jagjit S. Chadha & Lucio Sarno & Giorgio Valente, 2004. "Monetary Policy Rules, Asset Prices and Exchange Rates," CDMA Working Paper Series 200403, Centre for Dynamic Macroeconomic Analysis.
  33. Michael Dotsey & Peter N. Ireland, 1994. "Liquidity effects and transactions technologies," Proceedings, Federal Reserve Bank of Cleveland, pages 1441-1471.
  34. Broadbent, Ben & Barro, Robert J., 1997. "Central bank preferences and macroeconomic equilibrium," Journal of Monetary Economics, Elsevier, vol. 39(1), pages 17-43, June.
  35. W. Michael Cox & Douglas McTaggart, 1988. "Exchange and interest rate management and the international transmission of disturbances," Working Papers 8802, Federal Reserve Bank of Dallas.
  36. Brian P. Sack, 1998. "Uncertainty, learning, and gradual monetary policy," Finance and Economics Discussion Series 1998-34, Board of Governors of the Federal Reserve System (U.S.).
  37. Carrillo, Julio & Fève, Patrick & Matheron, Julien, 2007. "Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis," IDEI Working Papers 431, Institut d'Économie Industrielle (IDEI), Toulouse.
  38. Feve, Patrick & Matheron, Julien & Poilly, Celine, 2007. "Monetary policy dynamics in the Euro area," Economics Letters, Elsevier, vol. 96(1), pages 97-102, July.
  39. Koustas, Z., 1996. "Canadian Evidence on Long-Run Neutrality Propositions," Papers 1996-04, York (Canada) - Department of Economics.
  40. R. Golinelli & R. Rovelli, 2001. "Monetary Policy transmission, interest rate rules and inflation targeting in three transition countries," Working Papers 429, Dipartimento Scienze Economiche, Universita' di Bologna.
  41. Robert King & Mark W. Watson, 1992. "Testing Long Run Neutrality," NBER Working Papers 4156, National Bureau of Economic Research, Inc.
  42. Söderström, Ulf, 1999. "Should central banks be more aggressive?," Working Paper Series 84, Sveriges Riksbank (Central Bank of Sweden).
  43. Alexander Erler & Christian Drescher & Damir Križanac, 2013. "The Fed’s TRAP," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 37(1), pages 136-149, January.
  44. Favero, Carlo A. & Rovelli, Riccardo, 1999. "Modelling and Identifying Central Banks' Preferences," CEPR Discussion Papers 2178, C.E.P.R. Discussion Papers.
  45. Robert L. Hetzel, 2005. "What difference would inflation make?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 45-72.
  46. Driffill, John & Rotondi, Zeno & Savona, Paolo & Zazzara, Cristiano, 2006. "Monetary policy and financial stability: What role for the futures market?," Journal of Financial Stability, Elsevier, vol. 2(1), pages 95-112, April.
  47. Efrem Castelnuovo & Paolo Surico, 2003. "What does Monetary Policy Reveal about a Central Bank's Preferences?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 32(3), pages 335-359, November.
  48. Toma, Mark, 1995. "The compatibility of central bank price rules with financial stability," Journal of Economics and Business, Elsevier, vol. 47(2), pages 193-203, May.
  49. Hammermann, Felix, 2007. "Nonmonetary Determinants of Inflation in Romania: A Decomposition," Kiel Working Papers 1322, Kiel Institute for the World Economy (IfW).
  50. Lars E.O. Svensson, 1992. "Why Exchange Rate Bands? Monetary Independence in Spite of Fixed Exchange Rates," NBER Working Papers 4207, National Bureau of Economic Research, Inc.
  51. Carl E. Walsh, 1987. "The impact of monetary targeting in the United States, 1976-1984," Working Papers in Applied Economic Theory 87-04, Federal Reserve Bank of San Francisco.
  52. Robert L. Hetzel, 1988. "The monetary responsibilities of a central bank," Economic Review, Federal Reserve Bank of Richmond, issue Sep, pages 19-31.
  53. Mankiw, N. Gregory, 1987. "The optimal collection of seigniorage : Theory and evidence," Journal of Monetary Economics, Elsevier, vol. 20(2), pages 327-341, September.
  54. Ben Bernanke & Frederic Mishkin, 1992. "Central Bank Behavior and the Strategy of Monetary Policy: Observations From Six Industrialized Countries," NBER Working Papers 4082, National Bureau of Economic Research, Inc.
  55. Carl E. Walsh, 1987. "Three questions concerning nominal and real interest rates," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 5-19.
  56. Brian P. Sack, 1998. "Does the Fed act gradually? a VAR analysis," Finance and Economics Discussion Series 1998-17, Board of Governors of the Federal Reserve System (U.S.).
  57. Florio, Anna, 2006. "Asymmetric interest rate smoothing: The Fed approach," Economics Letters, Elsevier, vol. 93(2), pages 190-195, November.
  58. Michael Dotsey & Robert G. King, 1988. "Rational expectations business cycle models: a survey," Economic Review, Federal Reserve Bank of Richmond, issue Mar, pages 3-15.
  59. Kugler, Peter, 1999. "Price level trend-stationarity and the instruments and targets of monetary policy: An empirical note," Economics Letters, Elsevier, vol. 63(1), pages 97-101, April.
  60. Anker, Peter, 1999. "Uncovered interest parity, monetary policy and time-varying risk premia," Journal of International Money and Finance, Elsevier, vol. 18(6), pages 835-851, December.
  61. Brayton, Flint & Tinsley, P. A., 1996. "Effective interest rate policies for price stability," Economic Modelling, Elsevier, vol. 13(2), pages 289-314, April.
  62. Felix Hammermann, 2007. "Nonmonetary Determinants of Inflation in Romania: A Decomposition," Kiel Working Papers 1322, Kiel Institute for the World Economy.
  63. Duca, John V. & VanHoose, David D., 2004. "Recent developments in understanding the demand for money," Journal of Economics and Business, Elsevier, vol. 56(4), pages 247-272.
  64. Haider Ali & Eatzaz Ahmad, 2014. "Choice of Monetary Policy Instrument under Targeting Regimes in a Simple Stochastic Macro Model," PIDE-Working Papers 2014:102, Pakistan Institute of Development Economics.
  65. Kia, Amir, 2010. "Overnight monetary policy in the United States: Active or interest-rate smoothing?," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 378-391, March.
  66. Danfeng Kong & Osamu Kamoike, . "The stability condition of a forward looking Taylor rule," EAERG Discussion Paper Series 0705, School of Economics, University of Queensland, Australia.
  67. Robert L. Hetzel, 2004. "How do central banks control inflation?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 46-63.
  68. Mariusz Gorajski, 2016. "Robust monetary policy in a linear model of the polish economy: is the uncertainty in the model responsible for the interest rate smoothing effect?," Lodz Economics Working Papers 1/2016, University of Lodz, Faculty of Economics and Sociology.
  69. Scott Davis & Kevin X. D. Huang, 2011. "Optimal monetary policy under financial sector risk," Globalization and Monetary Policy Institute Working Paper 85, Federal Reserve Bank of Dallas.
  70. Robert L. Hetzel, 2008. "What is the monetary standard, or, how did the Volcker-Greenspan FOMCs tame inflation?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 147-171.
  71. Timothy Q. Cook & Thomas K. Hahn, 1988. "The effect of changes in the federal funds rate target on market interest rates in the 1970s," Working Paper 88-04, Federal Reserve Bank of Richmond.
  72. Robert L. Hetzel, 1993. "A quantity theory framework for monetary policy," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 35-48.
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