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Taylor rules, omitted variables, and interest rate smoothing in the US · Study

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ArticleTaylor rules, omitted variables, and interest rate smoothing in the US

Efrem Castelnuovo2003

Article2003

Taylor rules, omitted variables, and interest rate smoothing in the US

Efrem Castelnuovo

85 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Banking stability, regulation, efficiency Economic theories and models

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References

1993Discretion versus policy rules in practice 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*2002Term structure evidence on interest rate smoothing and monetary policy inertia 2000Interest-rate smoothing and optimal monetary policy: a review of recent empirical evidence

Cited by

2016Risk Management for Monetary Policy Near the Zero Lower Bound 2006Comparing monetary policy reaction functions: ECB versus Bundesbank 2013Forecasting and Policy Making 2022Uncertainty before and during COVID‐19: A survey 2008The Taylor Rule: A Spurious Regression?*2007TAYLOR RULES AND INTEREST RATE SMOOTHING IN THE EURO AREA*2006Monetary policy and financial stability: What role for the futures market?2009Policy Regime Changes, Judgment and Taylor rules in the Greenspan Era

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Details

Year2003

Typearticle

Published2003-07-16

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations85

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0165-1765(03)00152-6

openalex_workW1513021106

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