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Citations for "Optimal Interest-Rate Rules: II. Applications"

by Marc P. Giannoni & Michael Woodford

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  1. Bennett T. McCallum & Edward Nelson, 2005. "Targeting versus instrument rules for monetary policy," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 225-245.
  2. Leitemo, Kai & Söderström, Ulf, 2005. "Robust Monetary Policy in a Small Open Economy," CEPR Discussion Papers 5071, C.E.P.R. Discussion Papers.
  3. Marc P. Giannoni, 2012. "Optimal interest rate rules and inflation stabilization versus price-level stabilization," Staff Reports 546, Federal Reserve Bank of New York.
  4. G. Fagiolo & A. Roventini., 2009. "On the Scientific Status of Economic Policy: A Tale of Alternative Paradigms," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 6.
  5. A. Campolmi, 2005. "Which inflation to target? A small open economy with sticky wages indexed to past inflation," Working Papers 553, Dipartimento Scienze Economiche, Universita' di Bologna.
  6. James Bullard & Eric Schaling, 2005. "Monetary Policy, Determinacy, and Learnability in the Open Economy," Working Papers 11, Economic Research Southern Africa.
  7. Shin-Ichi Fukuda, 2012. "Infrequent Changes Of The Policy Target: Robust Optimal Monetary Policy Under Ambiguity," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., vol. 1(02), pages 1250010-1-1.
  8. Kunting Chen & Changbiao Zhong, 2011. "The effect mechanism of credit constraint on cycle's formation," China Finance Review International, Emerald Group Publishing, vol. 1(4), pages 408-424, August.
  9. Richard Dennis & Ulf Soderstrom, 2002. "How important is precommitment for monetary policy?," Working Paper Series 2002-10, Federal Reserve Bank of San Francisco.
  10. Sinclair, Tara M. & Gamber, Edward N. & Stekler, Herman & Reid, Elizabeth, 2012. "Jointly evaluating the Federal Reserve’s forecasts of GDP growth and inflation," International Journal of Forecasting, Elsevier, vol. 28(2), pages 309-314.
  11. D. A. Peel & I. Paya & I. Venetis, 2004. "Estimates of US monetary policy rules with allowance for changes in the output gap," Applied Economics Letters, Taylor & Francis Journals, vol. 11(10), pages 601-605.
  12. Nakajima, Tomoyuki, 2008. "Liquidity trap and optimal monetary policy in open economies," Journal of the Japanese and International Economies, Elsevier, vol. 22(1), pages 1-33, March.
  13. David Longworth, 2003. "Implications of a changing economic structure for the strategy of monetary policy : commentary," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 349-360.
  14. Mark Weder, 2006. "Interest Rate Rules and Macroeconomic Stabilization," School of Economics Working Papers 2006-01, University of Adelaide, School of Economics.
  15. Walsh, Carl E., 2005. "Endogenous objectives and the evaluation of targeting rules for monetary policy," Journal of Monetary Economics, Elsevier, vol. 52(5), pages 889-911, July.
  16. A. Hakan Kara, 2003. "Optimal Monetary Policy, Commitment, and Imperfect Credibility," Working Papers 0301, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  17. Gern, Klaus-Jürgen & Kamps, Christophe & Meier, Carsten-Patrick & Oskamp, Frank & Scheide, Joachim, 2003. "Euroland: recovery will slowly gain momentum," Kiel Discussion Papers 403, Kiel Institute for the World Economy (IfW).
  18. Kuttner, Kenneth N. & Posen, Adam S., 2004. "The difficulty of discerning what's too tight: Taylor rules and Japanese monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 15(1), pages 53-74, March.
  19. James B. Bullard & Eric Schaling, 2006. "Monetary policy, determinacy, and learnability in a two-block world economy," Working Papers 2006-038, Federal Reserve Bank of St. Louis.
  20. Kosuke Aoki & Kalin Nikolov, 2004. "Rule-based monetary policy under central bank learning," Bank of England working papers 235, Bank of England.
  21. Anton Muscatelli & Patrizio Tirelli & Carmine Trecroci, 2003. "Fiscal and Monetary Policy Interactions: Empirical Evidence and Optimal Policy Using a Structural New Keynesian Model," CESifo Working Paper Series 1060, CESifo Group Munich.
  22. Ivan Petrella & Emiliano Santoro, . "Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages," EPRU Working Paper Series 2009-04, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised May 2009.
  23. Adam, Klaus & Billi, Roberto M., 2007. "Discretionary monetary policy and the zero lower bound on nominal interest rates," Journal of Monetary Economics, Elsevier, vol. 54(3), pages 728-752, April.
  24. van der Ploeg, Frederick, 2009. "Prudent monetary policy and prediction of the output gap," Journal of Macroeconomics, Elsevier, vol. 31(2), pages 217-230, June.
  25. Bennett T. McCallum & Edward Nelson, 2004. "Targeting vs. Instrument Rules for Monetary Policy," NBER Working Papers 10612, National Bureau of Economic Research, Inc.
  26. Benigno, Gianluca & Benigno, Pierpaolo, 2006. "Designing targeting rules for international monetary policy cooperation," Journal of Monetary Economics, Elsevier, vol. 53(3), pages 473-506, April.
  27. Stefano Eusepi, 2004. "Does Central Bank Transparency Matter for Economic Stability," Computing in Economics and Finance 2004 176, Society for Computational Economics.
  28. Michael Woodford, 2001. "The Taylor Rule and Optimal Monetary Policy," American Economic Review, American Economic Association, vol. 91(2), pages 232-237, May.
  29. Aoki, Kosuke & Nikolov, Kalin, 2005. "Rule-Based Monetary Policy Under Central Banking Learning," CEPR Discussion Papers 5056, C.E.P.R. Discussion Papers.
  30. Levin, Andrew T. & Williams, John C., 2003. "Robust monetary policy with competing reference models," Journal of Monetary Economics, Elsevier, vol. 50(5), pages 945-975, July.
  31. Mahir Binici & Yin-Wong Cheung, 2011. "Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules," CESifo Working Paper Series 3577, CESifo Group Munich.
  32. Yossi Yakhin, 2008. "Financial Integration And Cyclicality Of Monetary Policy In Small Open Economies," Working Papers 0811, Ben-Gurion University of the Negev, Department of Economics.
  33. Pierpaolo Benigno & Michael Woodford, 2005. "Optimal inflation targeting under alternative fiscal regimes," Discussion Papers 0506-09, Columbia University, Department of Economics.
  34. Meixing Dai & Eleftherios Spyromitros, 2010. "Accountability And Transparency About Central Bank Preferences For Model Robustness," Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(2), pages 212-237, 05.
  35. Pelin Ilbas, 2006. "Optimal Monetary Policy rules for the Euro area in a DSGE framework," Center for Economic Studies - Discussion papers ces0613, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
  36. Marc P. Giannoni & Michael Woodford, 2003. "Optimal Inflation Targeting Rules," NBER Working Papers 9939, National Bureau of Economic Research, Inc.
  37. V. Anton Muscatelli & Patrizio Tirelli & Carmine Trescroci, 2003. "Fiscal and Monetary policy Interactions in a New Keynesian Model with Liquidity Constraints," Working Papers 2005_19, Business School - Economics, University of Glasgow, revised Apr 2005.
  38. Leitemo, Kai, 2008. "Inflation-targeting rules: History-dependent or forward-looking?," Economics Letters, Elsevier, vol. 100(2), pages 267-270, August.
  39. Orlando Gomes, 2004. "Optimal Monetary Policy under Heterogeneous Expectations," Macroeconomics 0409023, EconWPA.
  40. Lars E.O. Svensson, 2002. "What Is Wrong with Taylor Rules? Using Judgment in Monetary Policy through Targeting Rules," Working Papers 118, Princeton University, Department of Economics, Center for Economic Policy Studies..
  41. Meixing DAI & Eleftherios SPYROMITROS, 2007. "Walsh’s Contract and Transparency about Central Bank Preferences for Robust Control," Working Papers of BETA 2007-30, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  42. Kulish Mariano, 2007. "Should Monetary Policy Use Long-Term Rates?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 7(1), pages 1-26, July.
  43. Ibrahim Chowdhury & Andreas Schabert, 2004. "Assessing money supply rules," Money Macro and Finance (MMF) Research Group Conference 2003 15, Money Macro and Finance Research Group.
  44. Tomohiro Sugo & Yuki Teranishi, 2008. "The Zero Interest Rate Policy," IMES Discussion Paper Series 08-E-20, Institute for Monetary and Economic Studies, Bank of Japan.
  45. V. Anton Muscatelli & Tiziano Ropele & Patrizio Tirelli, 2004. "Macroeconomic Adjustment in the Euro-area: The Role of Fiscal Policy," Working Papers 2005_20, Business School - Economics, University of Glasgow, revised May 2005.
  46. Gern, Klaus-Jürgen & Kamps, Christophe & Meier, Carsten-Patrick & Oskamp, Frank & Scheide, Joachim, 2003. "Euroland: Erholung gewinnt allmählich an Fahrt," Open Access Publications from Kiel Institute for the World Economy 2985, Kiel Institute for the World Economy (IfW).
  47. Meixing DAI & Eleftherios SPYROMITROS, 2008. "Monetary policy, asset prices and model uncertainty," Working Papers of BETA 2008-15, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  48. Lars E.O. Svensson, 2005. "Targeting versus instrument rules for monetary policy: what is wrong with McCallum and Nelson?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 613-626.
  49. Weder, Mark, 2003. "Taylor Rules and Macroeconomic Instability or How the Central Bank Can Pre-empt Sunspot Expectations," SFB 373 Discussion Papers 2003,49, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  50. Andrea Pescatori, 2007. "Incomplete markets and households’ exposure to interest rate and inflation risk: implications for the monetary policy maker," Working Paper 0709, Federal Reserve Bank of Cleveland.
  51. Olivier Loisel, 2004. "Monetary policy rules to preclude booms and busts," Money Macro and Finance (MMF) Research Group Conference 2003 56, Money Macro and Finance Research Group.
  52. Julio J. Rotemberg, 2005. "Commentary on "reexamining the monetarist critique of interest rate rule"," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 531-536.
  53. Luis-Felipe Zanna, 2003. "Interest rate rules and multiple equilibria in the small open economy," International Finance Discussion Papers 785, Board of Governors of the Federal Reserve System (U.S.).
  54. Mandler, Martin, 2009. "In search of robust monetary policy rules - Should the Fed look at money growth or stock market performance?," Journal of Macroeconomics, Elsevier, vol. 31(2), pages 345-361, June.
  55. Lars E.O. Svensson, 2004. "Targeting Rules vs. Instrument Rules for Monetary Policy: What is Wrong with McCallum and Nelson?," NBER Working Papers 10747, National Bureau of Economic Research, Inc.
  56. Brissimis, Sophocles N. & Skotida, Ifigeneia, 2008. "Optimal monetary policy in the euro area in the presence of heterogeneity," Journal of International Money and Finance, Elsevier, vol. 27(2), pages 209-226, March.
  57. Robert Tchaidze & Alina Carare, 2004. "The Use and Abuse of Taylor Rules: How precisely can we estimate them?," Econometric Society 2004 Latin American Meetings 132, Econometric Society.
  58. Jess Benhabib & Stephanie Schmitt-Grohe & Martin Uribe, 2003. "Backward-looking interest-rate rules, interest-rate smoothing, and macroeconomic instability," Working Papers 03-4, Federal Reserve Bank of Philadelphia.
  59. Christian Glocker & Pascal Towbin, 2012. "Reserve Requirements for Price and Financial Stability: When Are They Effective?," International Journal of Central Banking, International Journal of Central Banking, vol. 8(1), pages 65-114, March.
  60. Eijffinger, Sylvester C.W. & Hoeberichts, Macro M., 2008. "The trade-off between central bank independence and conservatism in a New Keynesian framework," European Journal of Political Economy, Elsevier, vol. 24(4), pages 742-747, December.
  61. Dai, Meixing & Spyromitros, Eleftherios, 2012. "Inflation contract, central bank transparency and model uncertainty," Economic Modelling, Elsevier, vol. 29(6), pages 2371-2381.
  62. Weder, Mark, 2003. "Taylor Rules in Practice: How Central Banks can Intercept Sunspot Expectations," CEPR Discussion Papers 3899, C.E.P.R. Discussion Papers.
  63. Woodford, Michael, 2003. "Comment on: Multiple-solution indeterminacies in monetary policy analysis," Journal of Monetary Economics, Elsevier, vol. 50(5), pages 1177-1188, July.
  64. Araújo, Eurilton, 2008. "Supply-side effects of monetary policy and the central bank’s objective function," Insper Working Papers wpe_116, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  65. Anton Muscatelli & Patrizio Tirelli & Carmine Trecroci, 2004. "Can Fiscal Policy Help Macroeconomic Stabilisation? Evidence from a New Keynesian Model with Liquidity Constraints," CESifo Working Paper Series 1171, CESifo Group Munich.
  66. Juillard, Michel & Karam, Philippe & Laxton, Douglas & Pesenti, Paolo, 2006. "Welfare-based monetary policy rules in an estimated DSGE model of the US economy," Working Paper Series 0613, European Central Bank.
  67. Felipe Morandé L. & Mauricio Tejada G., 2009. "Persistent Supply Shocks: A Pain in the Neck for Central Banks?," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 12(3), pages 25-58, December.
  68. V. Anton Muscatelli & Patrizio Tirelli, 2004. "Analyzing the Interaction of Monetary and Fiscal Policy: Does Fiscal Policy Play a Valuable Role in Stabilisation?," Working Papers 2005_17, Business School - Economics, University of Glasgow, revised Jun 2005.
  69. Nicoletta Batini & Joseph Pearlman, 2002. "Too Much Too Soon: Instability and Indeterminacy with Forward-Looking Rules," Discussion Papers 08, Monetary Policy Committee Unit, Bank of England.
  70. Patrizio Tirelli & V. Anton Muscatelli & Carmine Trecroci, 2004. "The interaction of fiscal and monetary policies: some evidence using structural econometric models'," Money Macro and Finance (MMF) Research Group Conference 2003 103, Money Macro and Finance Research Group.
  71. Ashvin Ahuja & Chanchai Peungchanchaikul & Nattha Piyagarn, 2004. "On monetary and fiscal policy mix over Thailand’s business cycles," Working Papers 2004-06, Economic Research Department, Bank of Thailand.
  72. Mariano Kulish, 2006. "Term Structure Rules for Monetary Policy," RBA Research Discussion Papers rdp2006-02, Reserve Bank of Australia.
  73. Richard Dennis, 2008. "Timeless perspective policymaking: When is discretion superior?," Working Paper Series 2008-21, Federal Reserve Bank of San Francisco.
  74. Ida, Daisuke, 2014. "Role of financial systems in a sticky price model," Journal of Economics and Business, Elsevier, vol. 72(C), pages 44-57.
  75. Adjemian, Stéphane & Darracq Pariès, Matthieu & Moyen, Stéphane, 2008. "Towards a monetary policy evaluation framework," Working Paper Series 0942, European Central Bank.
  76. Pelin lbas, 2010. "Estimation of Monetary Policy Preferences in a Forward-Looking Model: A Bayesian Approach," International Journal of Central Banking, International Journal of Central Banking, vol. 6(3), pages 169-209, September.
  77. Mandler, Martin, 2006. "Are there gains from including monetary aggregates and stock market indices in the monetary policy reaction function? A simulation study of recent U.S. monetary policy," MPRA Paper 2318, University Library of Munich, Germany.
  78. Preston, Bruce, 2006. "Adaptive learning, forecast-based instrument rules and monetary policy," Journal of Monetary Economics, Elsevier, vol. 53(3), pages 507-535, April.
  79. Charles Bean, 2004. "Inflation Targeting: The UK Experience," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 5(4), pages 405-421, November.
  80. Sugo, Tomohiro & Teranishi, Yuki, 2005. "The optimal monetary policy rule under the non-negativity constraint on nominal interest rates," Economics Letters, Elsevier, vol. 89(1), pages 95-100, October.
  81. Ireland, Peter N., 2003. "Comment on: Robust monetary policy with competing reference models," Journal of Monetary Economics, Elsevier, vol. 50(5), pages 977-982, July.
  82. A. Hakan Kara, 2002. "Robust Targeting Rules for Monetary Policy," Discussion Papers 0208, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  83. Mark Weder, 2004. "Taylor Rules: intercepting expectations," Money Macro and Finance (MMF) Research Group Conference 2003 110, Money Macro and Finance Research Group.
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