IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Citations for "Optimal Interest-Rate Smoothing"

by Michael Woodford

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Brock,W.A. & Durlauf,S.N. & West,K.D., 2004. "Model uncertainty and policy evaluation : some theory and empirics," Working papers 19, Wisconsin Madison - Social Systems.
  2. Driffill, John & Rotondi, Zeno, 2007. "Inertia in Taylor Rules," CEPR Discussion Papers 6570, C.E.P.R. Discussion Papers.
  3. Kevin X. D. Huang & Zheng Liu, 2003. "Inflation Targeting: What Inflation Rate to Target?," Emory Economics 0318, Department of Economics, Emory University (Atlanta).
  4. Christoph Himmels & Tatiana Kirsanova, 2012. "The interest rate - exchange rate nexus: exchange rate regimes and policy equilibria," The School of Economics Discussion Paper Series 1219, Economics, The University of Manchester.
  5. Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," Documents de travail du Centre d'Economie de la Sorbonne 14034, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  6. Robert Tchaidze & Alina Carare, 2005. "The Use and Abuse of Taylor Rules; How Precisely Can We Estimate Them?," IMF Working Papers 05/148, International Monetary Fund.
  7. Adão, Bernardino & Correia, Isabel & Teles, Pedro, 2010. "Short and Long Interest Rate Targets," CEPR Discussion Papers 7935, C.E.P.R. Discussion Papers.
  8. Daly, Hounaida & Smida, Mounir, 2013. "Interaction entre politique monétaire et politique budgétaire:Cas de la Grèce
    [Fiscal and Monetary Policy Interactions : The Greece Case]
    ," MPRA Paper 45931, University Library of Munich, Germany.
  9. "Hilde C." "Bjørnland", 2008. "Monetary Policy and Exchange Rate Interactions in a Small Open Economy," Scandinavian Journal of Economics, Wiley Blackwell, vol. 110(1), pages 197-221, 03.
  10. Marvin Goodfriend, 2007. "How the World Achieved Consensus on Monetary Policy," Journal of Economic Perspectives, American Economic Association, vol. 21(4), pages 47-68, Fall.
  11. Schabert, Andreas, 2005. "Discretionary policy, multiple equilibria, and monetary instruments," Working Paper Series 0533, European Central Bank.
  12. VanderHart, Peter G., 2009. "What is the best way to impede a central bank?," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 784-797, August.
  13. Tetlow, Robert J. & von zur Muehlen, Peter, 2009. "Robustifying learnability," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 296-316, February.
  14. Alessandro Flamini & Costas Milas, 2009. "Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty," Working Paper Series 38_09, The Rimini Centre for Economic Analysis.
  15. Andrew P. Blake & Tatiana Kirsanova & Tony Yates, 2013. "Monetary policy delegation and equilibrium coordination," Working Papers 2013_09, Business School - Economics, University of Glasgow.
  16. Gonzalez F. & Rodriguez A. & Gonzalez-Garcia J.R., 2005. "Uncertainty about the Persistence of Periods with Large Price Shocks and the Optimal Reaction of the Monetary Authority," Computing in Economics and Finance 2005 402, Society for Computational Economics.
  17. Beyer, Robert C. M. & Wieland, Volker, 2016. "Schätzung des mittelfristigen Gleichgewichtszinses in den Vereinigten Staaten, Deutschland und dem Euro-Raum mit der Laubach-Williams-Methode," IMFS Working Paper Series 100, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  18. Claudia Kwapil & Johann Scharler, 2009. "Expected Monetary Policy and the Dynamics of Bank Lending Rates," Working Papers 149, Oesterreichische Nationalbank (Austrian Central Bank).
  19. Paul Hubert, 2010. "Monetary Policy, Imperfect Information and the Expectations Channel," Sciences Po publications info:hdl:2441/f4rshpf3v1u, Sciences Po.
  20. Minford, Patrick & Ou, Zhirong, 2009. "Taylor Rule or Optimal Timeless Policy? Reconsidering the Fed's behaviour since 1982," Cardiff Economics Working Papers E2009/19, Cardiff University, Cardiff Business School, Economics Section, revised May 2010.
  21. Gersbach, Hans & Hahn, Volker, 2014. "Inflation forecast contracts," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 26-40.
  22. Daly, Hounaida & Smida, Mounir, 2014. "Fiscal Theory of Price Level," MPRA Paper 60142, University Library of Munich, Germany.
  23. Tatiana Kirsanova & Andrew P. Blake, 2010. "Discretionary Policy and Multiple Equilibria in LQ RE Models," 2010 Meeting Papers 789, Society for Economic Dynamics.
  24. Andreas Schabert, 2005. "Money Supply and the Implementation of Interest Rate Targets," Tinbergen Institute Discussion Papers 05-059/2, Tinbergen Institute.
  25. Paul Pichler & Gerhard Sorger, 2016. "The value of commitment and delegation for the control of greenhouse gas emissions," Vienna Economics Papers 1604, University of Vienna, Department of Economics.
  26. Bernardino Adão & Isabel Correia & Pedro Teles, 2004. "Monetary policy with state contingent interest rates," Working Paper Series WP-04-26, Federal Reserve Bank of Chicago.
  27. Anatoliy Belaygorod & Michael J. Dueker, 2005. "Discrete monetary policy changes and changing inflation targets in estimated dynamic stochastic general equilibrium models," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 719-34.
  28. John Keating & Logan J. Kelly & Andrew Lee Smith & Victor J. Valcarcel, 2014. "A Model of Monetary Policy Shocks for Financial Crises and Normal Conditions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201401, University of Kansas, Department of Economics.
  29. Edilean Silva Bejarano Aragón & Gabriela Medeiros, 2015. "Monetary policy in Brazil: evidence of a reaction function with time-varying parameters and endogenous regressors," Empirical Economics, Springer, vol. 48(2), pages 557-575, March.
  30. Damjan Pfajfar & Emiliano Santoro, 2008. "Determinacy, Stock Market Dynamics and Monetary Policy Inertia," Discussion Papers 08-30, University of Copenhagen. Department of Economics.
  31. Yuki Teranishi, 2015. "Smoothed Interest Rate Setting by Central Banks and Staggered Loan Contracts," Economic Journal, Royal Economic Society, vol. 125(582), pages 162-183, 02.
  32. Daly, Hounaida & Smida, Mounir, 2013. "La coordination des politiques monétaire et budgétaire: Aperçu théorique
    [Coordination of monetary and fiscal policies: Theoretical Overview]
    ," MPRA Paper 48066, University Library of Munich, Germany.
  33. Castelnuovo, Efrem, 2009. "Testing the structural interpretation of the price puzzle with a cost channel model," Research Discussion Papers 20/2009, Bank of Finland.
  34. Tatiana Kirsanova, 2004. "A note on timeless perspective policy design," Money Macro and Finance (MMF) Research Group Conference 2003 50, Money Macro and Finance Research Group.
  35. Alessandro Riboni & Francisco J. Ruge-Murcia, 2008. "The Dynamic (In)Efficiency of Monetary Policy by Committee," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(5), pages 1001-1032, 08.
  36. Andrew P. Blake, 2004. "Analytic Derivatives for Linear Rational Expectations Models," Computational Economics, Society for Computational Economics, vol. 24(1), pages 77-96, 08.
  37. RIBONI, Alessandro & RUGE-MURCIA, Francisco J., 2007. "Preference Heterogeneity in Monetary Policy Committees," Cahiers de recherche 2007-05, Universite de Montreal, Departement de sciences economiques.
  38. Giorgio Motta & Raffaele Rossi, 2013. "Ramsey monetary and fiscal policy: the role of consumption taxation," Working Papers 44449031, Lancaster University Management School, Economics Department.
  39. Jagjit S. Chadha & Luisa Corrado, 2006. "On the Determinacy of Monetary Policy under Expectational Errors," CDMA Working Paper Series 200603, Centre for Dynamic Macroeconomic Analysis, revised 15 Apr 2007.
  40. Pedro Teles & Isabel Correia & Bernardino Adao, 2007. "Monetary Policy with Single Instrument Feedback Rules," 2007 Meeting Papers 622, Society for Economic Dynamics.
  41. Jeannine Bailliu & Césaire Meh & Yahong Zhang, 2012. "Macroprudential Rules and Monetary Policy when Financial Frictions Matter," Staff Working Papers 12-6, Bank of Canada.
  42. Pierre L. Siklos & Diana N. Weymark, 2011. "Data Revisions, Gradualism, and US Inflation Pressure in Real Time," Vanderbilt University Department of Economics Working Papers 1110, Vanderbilt University Department of Economics.
  43. Miguel Casares, 2006. "A close look at model-dependent monetary policy design," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 451-470.
  44. Michael J. Dueker & Robert H. Rasche, 2004. "Discrete policy changes and empirical models of the federal funds rate," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 61-72.
  45. Hakan Kara, 2004. "Monetary Policy under Imperfect Commitment : Reconciling Theory with Evidence," Working Papers 0415, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  46. Marvin Goodfriend & Georg Rich, 2010. "Discussion: Ten Years' Experience with the Swiss National Bank's Monetary Policy Strategy," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 91-105, March.
  47. repec:spr:pharme:v:4:y:2014:i:1:p:25-43 is not listed on IDEAS
  48. Palma, Andreza Aparecida & Portugal, Marcelo Savino, 2011. "Preferences of the Central Bank of Brasil under the inflation targeting regime: commitment vs. discretion," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 65(4), November.
  49. María-Dolores, Ramón & Vázquez Pérez, Jesús, 2004. "The New Keynesian Monetary Model: Does it Show the Comovement Between Output and Inflation in the U.S.?," DFAEII Working Papers 2004-.05, University of the Basque Country - Department of Foundations of Economic Analysis II.
  50. María-Dolores Ramón & Vázquez Jesús, 2006. "How Does the New Keynesian Monetary Model Fit in the U.S. and the Eurozone? An Indirect Inference Approach," The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(2), pages 1-51, September.
  51. Alexander Kriwoluzky & Christian Stoltenberg, 2007. "Optimal Policy Under Model Uncertainty: A Structural-Bayesian Estimation Approach," SFB 649 Discussion Papers SFB649DP2007-040, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  52. Christian Aubin & Ibrahima Diouf & Dominique Pepin, 2010. "Inertie De La Politique Monétaire Dans La Zone Euro : Le Rôle De L'Hétérogénéité," Post-Print hal-00960030, HAL.
  53. Fabio Milani, 2004. "Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach," Macroeconomics 0401004, EconWPA.
  54. Alstadheim, Ragna, 2016. "The zero lower bound on the interest rate and a Neoclassical Phillips curve," Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 116-130.
  55. Brock, William A. & Durlauf, Steven N., 2005. "Local robustness analysis: Theory and application," Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 2067-2092, November.
  56. Florin Bilbiie, 2014. "Delegating optimal monetary policy inertia," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01162224, HAL.
  57. Alessandro Flamini & Andrea Fracasso, 2009. "Household’s Preferences and Monetary Policy Inertia," Working Papers 2009002, The University of Sheffield, Department of Economics, revised Feb 2009.
  58. Sophocles N. Brissimis & Nicholas S. Magginas, 2006. "Monetary Policy Rules under Heterogeneous Inflation Expectations," Working Papers 35, Bank of Greece.
  59. repec:spo:wpecon:info:hdl:2441/f4rshpf3v1umfa09lat09b1bg is not listed on IDEAS
  60. repec:dau:papers:123456789/7717 is not listed on IDEAS
  61. repec:pit:wpaper:324 is not listed on IDEAS
  62. Matthias Paustian & Christian Stoltenberg, 2006. "Optimal Interest Rate Stabilization in a Basic Sticky-Price Model," SFB 649 Discussion Papers SFB649DP2006-072, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  63. Ahmet Benlialper & Hasan Cömert, 2015. "Global Constraints on Central Banking: The Case of Turkey," ERC Working Papers 1512, ERC - Economic Research Center, Middle East Technical University, revised Dec 2015.
  64. Nicolas Pinkwart, 2013. "Quantifying The European Central Bank'S Interest Rate Smoothing Behavior," Manchester School, University of Manchester, vol. 81(4), pages 470-492, 07.
  65. Ragna Alstadheim & Øistein Røisland, 2016. "When preferences for a stable interest rate become self-defeating," Working Paper 2016/8, Norges Bank.
  66. Christiano, Lawrence & Motto, Roberto & Rostagno, Massimo, 2008. "Shocks, structures or monetary policies? The Euro Area and US after 2001," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2476-2506, August.
  67. Mandler, Martin, 2010. "Explaining ECB and Fed interest rate correlation: Economic interdependence and optimal monetary policy," MPRA Paper 25929, University Library of Munich, Germany.
  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. Hilde C. Bjørnland, 2006. "Monetary Policy and the Illusionary Exchange Rate Puzzle," Computing in Economics and Finance 2006 45, Society for Computational Economics.
  70. repec:fgv:epgrbe:v:65:n:4:a:2 is not listed on IDEAS
  71. Yang Lu & Ernesto Pasten & Robert King, 2013. "Policy design with private sector skepticism in the textbook New Keynesian model," 2013 Meeting Papers 241, Society for Economic Dynamics.
  72. Paustian, Matthias & von Hagen, Jürgen, 2012. "How relevant are nominal contracting schemes for monetary policy?," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 723-740.
  73. Böhm, Jiří & Král, Petr & Saxa, Branislav, 2012. "The Czech National Bank's monetary policy in the media," European Journal of Political Economy, Elsevier, vol. 28(3), pages 341-357.
  74. Jarkko Jääskelä & Tony Yates, 2005. "Monetary policy and data uncertainty," Bank of England working papers 281, Bank of England.
  75. van der Ploeg, Frederick, 2004. "Prudent Monetary Policy: Applications of Cautious LQG Control and Prediction," CEPR Discussion Papers 4222, C.E.P.R. Discussion Papers.
  76. Kevin X. D. Huang & Zheng Liu, 2004. "Inflation to target : what inflation to target?," Research Working Paper RWP 03-10, Federal Reserve Bank of Kansas City.
  77. Sven Jari Stehn & David Vines, 2008. "Strategic Interactions between an Independent Central Bank and a Myopic Government with Government Debt," IMF Working Papers 08/164, International Monetary Fund.
  78. Hamza Bennani, 2013. "Does the ECB consider the persistence of inflation differentials?," Economics Bulletin, AccessEcon, vol. 33(3), pages 2129-2139.
  79. Hilde C. Bjørnland & Kai Leitemo, 2008. "Identifying the interdependence between US monetary policy and the stock market," Working Paper 2008/04, Norges Bank.
  80. Davide Debortoli & Junior Maih & Ricardo Nunes, 2010. "Loose commitment in medium-scale macroeconomic models: Theory and an application," Working Paper 2010/25, Norges Bank.
  81. Giorgio Giorgio, 2014. "Monetary policy challenges: how central banks changed their modus operandi," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 4(1), pages 25-43, June.
  82. Marc Giannoni, 2012. "Optimal interest rate rules and inflation stabilization versus price-level stabilization," Staff Reports 546, Federal Reserve Bank of New York.
  83. Matthias Brückner & Andreas Schabert, 2004. "Can Money Matter for Interest Rate Policy?," Working Paper Series in Economics 6, University of Cologne, Department of Economics.
  84. Milcheva, Stanimira, 2013. "A bank lending channel or a credit supply shock?," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 314-332.
  85. Mohsen Mohammadi Khyareh & Vahid Taghinejad Omran & Mohammad Ali Ehsani, 2015. "Evaluating The Welfare Aspects Of The Simple Monetary Rules For Iran," Economic Annals, Faculty of Economics, University of Belgrade, vol. 60(206), pages 141 - 166, July - Se.
  86. 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.
  87. Belanger, Gilles, 2016. "Inflation is Always and Everywhere an Interest-Rate Phenomenon," MPRA Paper 70841, University Library of Munich, Germany.
  88. repec:onb:oenbwp:y::i:149:b:1 is not listed on IDEAS
  89. Masciandaro, Donato & Romelli, Davide, 2015. "Ups and downs of central bank independence from the Great Inflation to the Great Recession: theory, institutions and empirics," Financial History Review, Cambridge University Press, vol. 22(03), pages 259-289, December.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.