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The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area

Citations

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Cited by:

  1. Levine, Paul & McAdam, Peter & Pearlman, Joseph, 2012. "Probability models and robust policy rules," European Economic Review, Elsevier, vol. 56(2), pages 246-262.
  2. Marco Del Negro & Frank Schorfheide, 2009. "Monetary Policy Analysis with Potentially Misspecified Models," American Economic Review, American Economic Association, vol. 99(4), pages 1415-1450, September.
  3. Deak, S. & Levine, P. & Mirza, A. & Pearlman, J., 2019. "Designing Robust Monetary Policy Using Prediction Pools," Working Papers 19/11, Department of Economics, City University London.
  4. Miguel Casares, 2006. "A close look at model-dependent monetary policy design," Review, Federal Reserve Bank of St. Louis, vol. 88(Sep), pages 451-470.
  5. Dieppe, Alistair & McAdam, Peter, 2006. "Monetary policy under a liquidity trap: Simulation evidence for the euro area," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 338-363, September.
  6. Fujiwara, Ippei & McAdam, Peter & Roberts, John M., 2006. "Monetary policy at the zero interest bound: A model comparison exercise," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 305-313, September.
  7. Maria Demertzis & Alexander F. Tieman, 2007. "Dealing With Uncertainty: Robust Rules In Monetary Policy," Scottish Journal of Political Economy, Scottish Economic Society, vol. 54(2), pages 295-307, May.
  8. Coenen, Gunter, 2007. "Inflation persistence and robust monetary policy design," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 111-140, January.
  9. Keith Kuester & Volker Wieland, 2010. "Insurance Policies for Monetary Policy in the Euro Area," Journal of the European Economic Association, MIT Press, vol. 8(4), pages 872-912, June.
  10. Miguel Casares, 2007. "Monetary Policy Rules in a New Keynesian Euro Area Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(4), pages 875-900, June.
  11. Alessandro Notarpietro & Stefano Siviero, 2015. "Optimal Monetary Policy Rules and House Prices: The Role of Financial Frictions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 383-410, March.
  12. ALISTAIR DIEPPE & KEITH KÜSTER & PETER McADAM, 2005. "Optimal Monetary Policy Rules for the Euro Area: An Analysis Using the Area Wide Model," Journal of Common Market Studies, Wiley Blackwell, vol. 43(3), pages 507-537, September.
  13. Libero Monteforte & Stefano Siviero, 2010. "The economic consequences of euro-area macro-modelling shortcuts," Applied Economics, Taylor & Francis Journals, vol. 42(19), pages 2399-2415.
  14. Levine, Paul & McAdam, Peter & Pierse, Richard & Pearlman, Joseph G., 2008. "Risk Management in Action. Robust monetary policy rules under structured uncertainty," Working Paper Series 870, European Central Bank.
  15. Ricardo Mestre & Peter McAdam, 2011. "Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(3), pages 303-324, April.
  16. Livio Stracca, 2007. "A Speed Limit Monetary Policy Rule for the Euro Area," International Finance, Wiley Blackwell, vol. 10(1), pages 21-41, March.
  17. Q. Farooq Akram & Yakov Ben-Haim & Øyvind Eitrheim, 2006. "Managing uncertainty through robust-satisficing monetary policy," Working Paper 2006/10, Norges Bank.
  18. Frank Smets, 2005. "Monetary policy and imperfect knowledge," Research Bulletin, European Central Bank, vol. 2, pages 2-5.
  19. Abhijit Sen Gupta, 2010. "Robust monetary policies in small open economies," Oxford Economic Papers, Oxford University Press, vol. 62(2), pages 350-373, April.
  20. Monteforte, Libero, 2007. "Aggregation bias in macro models: Does it matter for the euro area?," Economic Modelling, Elsevier, vol. 24(2), pages 236-261, March.
  21. Wieland, Volker & Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge, 2017. "Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions," CEPR Discussion Papers 12013, C.E.P.R. Discussion Papers.
  22. Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge & Wieland, Volker, 2018. "Robust Macroprudential Policy Rules under Model Uncertainty," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181503, Verein für Socialpolitik / German Economic Association.
  23. Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 2006. "On Robust Monetary Policy," Chapters, in: Lawrence R. Klein (ed.), Long-run Growth and Short-run Stabilization, chapter 6, Edward Elgar Publishing.
  24. Paolo Angelini & Paolo Del Giovane & Stefano Siviero & Daniele Terlizzese, 2008. "Monetary Policy in a Monetary Union: What Role for Regional Information?," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 1-28, September.
  25. Miguel Casares, 2007. "Firm-Specific or Household-Specific Sticky Wages in the New Keynesian Model?," International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 181-240, December.
  26. Patrick Honohan & Anthony J. Leddin, 2006. "Ireland in EMU - More Shocks, Less Insulation?," The Economic and Social Review, Economic and Social Studies, vol. 37(2), pages 263-294.
  27. Busetti, Fabio & Neri, Stefano & Notarpietro, Alessandro & Pisani, Massimiliano, 2021. "Monetary policy strategies in the New Normal: A model-based analysis for the euro area," Journal of Macroeconomics, Elsevier, vol. 70(C).
  28. 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.
  29. Dück, Alexander & Verona, Fabio, 2023. "Monetary policy rules: model uncertainty meets design limits," Bank of Finland Research Discussion Papers 12/2023, Bank of Finland.
  30. McAdam, Peter & Mestre, Ricardo, 2008. "Evaluating macro-economic models in the frequency domain: A note," Economic Modelling, Elsevier, vol. 25(6), pages 1137-1143, November.
  31. Dück, Alexander & Le, Anh H., 2023. "Transition risk uncertainty and robust optimal monetary policy," IMFS Working Paper Series 187, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  32. Goodhart Charles A.E., 2005. "The Monetary Policy Committee's Reaction Function: An Exercise in Estimation," The B.E. Journal of Macroeconomics, De Gruyter, vol. 5(1), pages 1-42, August.
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