Interest Rate Reaction Functions and the Taylor Rule in the Euro AreaPetra Gerlach‐Kristen2004-01-01preprintSSRN Electronic Journal106 citationsgreenNo readable copy stored yet — this record is metadata only.Monetary Policy and Economic ImpactGlobal Financial Crisis and PoliciesEuropean Monetary and Fiscal PoliciesAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 106 citations exist upstream.References1993Discretion versus policy rules in practice1976Econometric policy evaluation: A critique1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems1997The Econometrics of Financial Markets2002Term structure evidence on interest rate smoothing and monetary policy inertia2003An Area Wide Model (Awm) for the Euro Area2003The quest for prosperity without inflation1997Monetary Policy Rules in Practice: Some International EvidenceCited by2004Interest-Rate Smoothing: Monetary Policy Inertia or Unobserved Variables?2007Monetary policy in the UK2008The Taylor Rule: A Spurious Regression?*2007TAYLOR RULES AND INTEREST RATE SMOOTHING IN THE EURO AREA*2011Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter?2006Interest rate reaction functions for the euro area2011Money and risk in a DSGE framework: A Bayesian application to the Eurozone2011Does the ECB Rely on a Taylor Rule During the Financial Crisis? Comparing Ex-post and Real Time Data with Real Time Forecasts