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Monetary policy rules in the BRICS : how important is nonlinearity?
16 references·2 citing·41 second hop
Monetary policy rules in the BRICS : how important is nonlinearity? (2011)Monetary policy rules in the BRICS : how …The Effect of Monetary Policy on Real Commodity Prices (2008)The Effect of Monetary Policy…Do central banks respond to exchange rate movements? A structural investigation (2007)Do central banks respond to e…Were There Regime Switches in U.S. Monetary Policy? (2006)Were There Regime Switches in…Exchange Rates and Monetary Policy in Emerging Market Economies (2006)Exchange Rates and Monetary P…DOES MONETARY POLICY GENERATE RECESSIONS? (2006)DOES MONETARY POLICY GENERATE…Monetary rules for small, open, emerging economies (2003)Monetary rules for small, ope…Modest policy interventions (2003)Modest policy interventionsSMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (2002)SMOOTH TRANSITION AUTOREGRESS…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Inflation Targeting for Emerging-Market Countries (2000)Inflation Targeting for Emerg…Asset prices and central bank policy (2000)Asset prices and central bank…Error Bands for Impulse Responses (1999)Error Bands for Impulse Respo…Monetary policy rules in practice (1998)Monetary policy rules in prac…Discretion versus policy rules in practice (1993)Discretion versus policy rule…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Are Economic Time Series Asymmetric over the Business Cycle? (1984)Are Economic Time Series Asym…Monetary policy based on nonlinear quantity rule: Evidence from China (2014)Monetary policy based on nonl…How does fiscal policy react to wealth composition and asset prices? (2012)How does fiscal policy react …Inflation dynamics: A structural econometric analysis (1999)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Expectations, learning and macroeconomic persistence (2007)Testing for Indeterminacy: An Application to U.S. Monetary Policy: Comment (2007)Policy risk and the business cycle (2014)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Comparing Predictive Accuracy (1994)Testing for a unit root in the nonlinear STAR framework (2002)Dealing with Structural Breaks (2005)An Empirical Comparison of Machine Learning Models for Time Series Forecasting (2010)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Are Forecasting Models Usable for Policy Analysis? (1986)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Inference in Linear Time Series Models with some Unit Roots (1990)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site (2009)Risk, uncertainty and monetary policy (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)The General Theory of Employment (1937)Short-run equilibrium dynamics of unemployment vacancies, and real wages (1985)Rational-expectations econometric analysis of changes in regime (1988)Detrending and business cycle facts (1998)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Macroeconomic Shocks and Their Propagation (2016)One Decade of Inflation Targeting in the World: What Do We Know and What Do We Need to Know? (2001)The Macroeconomic Effects of Inflation Targeting (2004)Central Bank Communication and Policy Effectiveness (2005)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)
this work references cited by second hop

References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS1,175 cited
  • 1999Error Bands for Impulse Responses930 cited
  • 1984Are Economic Time Series Asymmetric over the Business Cycle?929 cited
  • 2000Inflation Targeting for Emerging-Market Countries682 cited
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  • 2006DOES MONETARY POLICY GENERATE RECESSIONS?562 cited
  • 2008The Effect of Monetary Policy on Real Commodity Prices398 cited
  • 2006Exchange Rates and Monetary Policy in Emerging Market Economies389 cited
  • 2003Modest policy interventions380 cited
  • 2003

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Monetary rules for small, open, emerging economies
357 cited

Cited by

  • 2012How does fiscal policy react to wealth composition and asset prices?87 cited
  • 2014Monetary policy based on nonlinear quantity rule: Evidence from China19 cited