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Persistence, Excess Volatility, and Volatility Clusters in Inflation
16 references·1 citing·41 second hop
Persistence, Excess Volatility, and Volatility Clusters in Inflation (2001)Persistence, Excess Volatility, and Volat…State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications (2000)State-Space Models with Regim…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…The Conquest of American Inflation (1999)The Conquest of American Infl…The Conquest of American Inflation (1999)The Conquest of American Infl…Policy Rules for Inflation Targeting (1998)Policy Rules for Inflation Ta…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory (1998)Monetary Policy Rules and Mac…Analysing inflation by the fractionally integrated ARFIMA-GARCH model (1996)Analysing inflation by the fr…Why does high inflation raise inflation uncertainty? (1992)Why does high inflation raise…3. Rules, Discretion, and Reputation in a Model of Monetary Policy (1990)3. Rules, Discretion, and Rep…Does Monetary Policy Matter? A New Test in the Spirit of Friedman and Schwartz (1989)Does Monetary Policy Matter? …Convergence of least squares learning mechanisms in self-referential linear stochastic models (1989)Convergence of least squares …A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information (1986)A Theory of Ambiguity, Credib…Rules, discretion and reputation in a model of monetary policy (1983)Rules, discretion and reputat…Estimates of the Variance of U. S. Inflation Based upon the ARCH Model (1983)Estimates of the Variance of …Aggregate Dynamics and Staggered Contracts (1980)Aggregate Dynamics and Stagge…Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Rules Rather than Discretion:…Testing Monetary Policy Intentions in Open Economies (2006)Testing Monetary Policy Inten…Some International Evidence on Output-Inflation Tradeoffs. (1973)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Inflation targeting as a monetary policy rule (1999)Federal Reserve Information and the Behavior of Interest Rates (2000)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)A Stochastic Approximation Method (1951)The monetary dynamics of hyperinflation (1956)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Strategic Trading When Agents Forecast the Forecasts of Others (1996)On economic applications of evolutionary game theory (1998)Robust Permanent Income and Pricing (1999)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Staggered prices in a utility-maximizing framework (1983)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy and Asset Price Volatility (2000)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2002)Rational Expectations and the Theory of Price Movements (1961)Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment (1973)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Decision Making in Political Systems: Veto Players in Presidentialism, Parliamentarism, Multicameralism and Multipartyism (1995)Veto Players. How Political Institutions Work (2003)A Monetary History of the United States 1867-1960 (1964)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Financial Accelerator and the Flight to Quality (1996)Growth Dynamics: The Myth of Economic Recovery (2008)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle (1999)A Manifesto on Psychology as Idiographic Science: Bringing the Person Back Into Scientific Psychology, This Time Forever (2004)Modeling the price dynamics of CO2 emission allowances (2008)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Discretion versus policy rules in practice (1993)Varieties of Capitalism (2001)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily (2001)Chapter 24 Agent-based Computational Finance (2006)Expectations, learning and macroeconomic persistence (2007)
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References

  • 1977Rules Rather than Discretion: The Inconsistency of Optimal Plans7,896 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1983Rules, discretion and reputation in a model of monetary policy3,625 cited
  • 1980Aggregate Dynamics and Staggered Contracts2,464 cited
  • 1986A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information1,287 cited
  • 1998Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory1,166 cited
  • 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications1,153 cited
  • 1989Convergence of least squares learning mechanisms in self-referential linear stochastic models871 cited
  • 1999The Conquest of American Inflation757 cited
  • 1989Does Monetary Policy Matter? A New Test in the Spirit of Friedman and Schwartz744 cited
  • 19903. Rules, Discretion, and Reputation in a Model of Monetary Policy715 cited
  • 1998Policy Rules for Inflation Targeting656 cited
  • 1999The Conquest of American Inflation653 cited
  • 1996Analysing inflation by the fractionally integrated ARFIMA-GARCH model557 cited
  • 1983Estimates of the Variance of U. S. Inflation Based upon the ARCH Model

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462 cited
  • 1992Why does high inflation raise inflation uncertainty?462 cited
  • Cited by

    • 2006Testing Monetary Policy Intentions in Open Economies13 cited