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Taylor rules, omitted variables, and interest rate smoothing in the US
4 references·16 citing·36 second hop
Taylor rules, omitted variables, and interest rate smoothing in the US (2003)Taylor rules, omitted variables, and inte…Term structure evidence on interest rate smoothing and monetary policy inertia (2002)Term structure evidence on in…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Interest-rate smoothing and optimal monetary policy: a review of recent empirical evidence (2000)Interest-rate smoothing and o…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Uncertainty before and during COVID‐19: A survey (2022)Uncertainty before and during…Risk Management for Monetary Policy Near the Zero Lower Bound (2016)Risk Management for Monetary …Risk Management for Monetary Policy Near the Zero Lower Bound (2015)Risk Management for Monetary …Forecasting and Policy Making (2013)Forecasting and Policy MakingTesting the Structural Interpretation of the Price Puzzle with a Cost‐Channel Model* (2011)Testing the Structural Interp…Estimating Monetary Policy Reaction Functions Using Quantile Regressions (2011)Estimating Monetary Policy Re…Testing the Structural Interpretation of the Price Puzzle with a Cost Channel Model (2009)Testing the Structural Interp…Policy Regime Changes, Judgment and Taylor rules in the Greenspan Era (2009)Policy Regime Changes, Judgme…The Taylor Rule: A Spurious Regression?* (2008)The Taylor Rule: A Spurious R…The Fisher effect, survey data and time-varying volatility (2007)The Fisher effect, survey dat…TAYLOR RULES AND INTEREST RATE SMOOTHING IN THE EURO AREA* (2007)TAYLOR RULES AND INTEREST RAT…Does one size fit all? A Taylor-rule based analysis of monetary policy for current and future EMU members (2007)Does one size fit all? A Tayl…Robust inflation-forecast-based rules to shield against indeterminacy (2006)Robust inflation-forecast-bas…Monetary policy and financial stability: What role for the futures market? (2006)Monetary policy and financial…Comparing monetary policy reaction functions: ECB versus Bundesbank (2006)Comparing monetary policy rea…Estimating Taylor-Type Rules: An Unbalanced Regression? (2005)Estimating Taylor-Type Rules:…The Science of Monetary Policy: A New Keynesian Perspective (1999)What Is Wrong with Taylor Rules? Using Judgment in Monetary Policy through Targeting Rules (2003)A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy (2008)Capital regulation and monetary policy with fragile banks (2013)Rules, discretion and reputation in a model of monetary policy (1983)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Interest rate reaction functions for the euro area (2006)‘Ex-ante’ Taylor rules – Newly discovered evidence from the G7 countries (2010)Inflation targeting makes the difference: Novel evidence on inflation stabilization (2011)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory (1998)Historical Monetary Policy Analysis and the Taylor Rule (2003)The Performance of Forecast-Based Monetary Policy Rules Under Model Uncertainty (2003)Monetary Policy Rules, Macroeconomic Stability, and Inflation: A View from the Trenches (2004)Monetary policy rules in practice (1998)Do real interest rates converge? Evidence from the European union (2008)Legal Foundations of EU Economic Governance (2018)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Economic Outlook and Monetary Policy (2015)Measuring Economic Policy Uncertainty* (2016)Uncertainty and the real effects of monetary policy shocks in the Euro area (2017)The Global Effects of COVID-19-Induced Uncertainty (2020)Econometric policy evaluation: A critique (1976)Macroeconomics and Reality (1980)Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models? (2013)Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences (2014)Understanding Uncertainty Shocks and the Role of Black Swans (2014)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)The Impact of Uncertainty Shocks (2009)Monetary policy inertia: More a fiction than a fact? (2009)Does Uncertainty Make a Time-Varying Natural Rate of Interest Irrelevant for the Conduct of Monetary Policy? (2010)
this work references cited by second hop

References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 2002Term structure evidence on interest rate smoothing and monetary policy inertia772 cited
  • 2000Interest-rate smoothing and optimal monetary policy: a review of recent empirical evidence393 cited

Cited by

  • 2016Risk Management for Monetary Policy Near the Zero Lower Bound84 cited
  • 2006Comparing monetary policy reaction functions: ECB versus Bundesbank83 cited
  • 2013Forecasting and Policy Making79 cited
  • 2022Uncertainty before and during COVID‐19: A survey74 cited
  • 2008The Taylor Rule: A Spurious Regression?*69 cited
  • 2007TAYLOR RULES AND INTEREST RATE SMOOTHING IN THE EURO AREA*59 cited
  • 2006Monetary policy and financial stability: What role for the futures market?58 cited
  • 2009Policy Regime Changes, Judgment and Taylor rules in the Greenspan Era54 cited
  • 2011Estimating Monetary Policy Reaction Functions Using Quantile Regressions39 cited
  • 2011Testing the Structural Interpretation of the Price Puzzle with a Cost‐Channel Model*38 cited
  • 2006Robust inflation-forecast-based rules to shield against indeterminacy

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37 cited
  • 2007The Fisher effect, survey data and time-varying volatility36 cited
  • 2009Testing the Structural Interpretation of the Price Puzzle with a Cost Channel Model32 cited
  • 2007Does one size fit all? A Taylor-rule based analysis of monetary policy for current and future EMU members31 cited
  • 2005Estimating Taylor-Type Rules: An Unbalanced Regression?31 cited
  • 2015Risk Management for Monetary Policy Near the Zero Lower Bound25 cited