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Parameter Misspecification and Robust Monetary Policy Rules
16 references·5 citing·41 second hop
Parameter Misspecification and Robust Monetary Policy Rules (2005)Parameter Misspecification and Robust Mon…Interest and Prices (2004)Interest and PricesThe Performance of Forecast-Based Monetary Policy Rules Under Model Uncertainty (2003)The Performance of Forecast-B…Speed Limit Policies: The Output Gap and Optimal Monetary Policy (2003)Speed Limit Policies: The Out…Robust monetary policy with competing reference models (2003)Robust monetary policy with c…Optimal Interest-Rate Rules: I. General Theory (2003)Optimal Interest-Rate Rules: …Implementing Optimal Policy through Inflation-Forecast Targeting (2003)Implementing Optimal Policy t…Monetary Policy with Uncertain Parameters (2002)Monetary Policy with Uncertai…DOES MODEL UNCERTAINTY JUSTIFY CAUTION? ROBUST OPTIMAL MONETARY POLICY IN A FORWARD-LOOKING MODEL (2002)DOES MODEL UNCERTAINTY JUSTIF…Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty (2002)Assessing Nominal Income Rule…Is the Fed Too Timid? Monetary Policy in an Uncertain World (2001)Is the Fed Too Timid? Monetar…Monetary Theory and Policy (1999)Monetary Theory and PolicyInflation dynamics: A structural econometric analysis (1999)Inflation dynamics: A structu…Issues in the Design of Monetary Policy Rules (1997)Issues in the Design of Monet…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Robustness properties of a rule for monetary policy (1988)Robustness properties of a ru…Uncertainty and the effectiveness of policy (1967)Uncertainty and the effective…DEBT NONNEUTRALITY, POLICY INTERACTIONS, AND MACROECONOMIC STABILITY* (2010)DEBT NONNEUTRALITY, POLICY IN…[NO TITLE AVAILABLE] (2010)[NO TITLE AVAILABLE]Monetary policy rules in theory and in practice: evidence from the UK and the US (2008)Monetary policy rules in theo…Model Uncertainty and Delegation: A Case for Friedman's k‐Percent Money Growth Rule? (2008)Model Uncertainty and Delegat…Learning and optimal monetary policy (2007)Learning and optimal monetary…On the Theory of Economic Policy (1952)Economic Forecasts and Policy (1962)Central Banking in Theory and Practice (1998)Monetary policy and asset prices (2002)Fiscal Policy in a Depressed Economy (2012)A Contribution to the Theory of Economic Growth (1956)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Inflation targeting as a monetary policy rule (1999)Term structure evidence on interest rate smoothing and monetary policy inertia (2002)A Unified Framework for Monetary Theory and Policy Analysis (2005)Money and Economic Growth (1965)Some International Evidence on Output-Inflation Tradeoffs. (1973)Handbook of monetary economics (1990)The quest for prosperity without inflation (2003)Expectations, learning and macroeconomic persistence (2007)The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis (2014)Aggregate Dynamics and Staggered Contracts (1980)The Solution of Linear Difference Models under Rational Expectations (1980)Historical Monetary Policy Analysis and the Taylor Rule (2003)Rule-of-Thumb Consumers and the Design of Interest Rate Rules (2004)Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models (2005)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)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Interest-rate smoothing and optimal monetary policy: a review of recent empirical evidence (2000)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary policy and uncertainty in an empirical small open‐economy model (2010)Optimal monetary policy with staggered wage and price contracts (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)A model of unconventional monetary policy (2010)Staggered prices in a utility-maximizing framework (1983)Monetary Policy in Real Time (2004)A joint econometric model of macroeconomic and term-structure dynamics (2005)Frontiers of Real-Time Data Analysis (2011)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Science of Monetary Policy: A New Keynesian Perspective (1999)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal income targeting in an open-economy optimizing model (1999)One Decade of Inflation Targeting in the World: What Do We Know and What Do We Need to Know? (2001)
this work references cited by second hop

References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 2004Interest and Prices2,583 cited
  • 1999Monetary Theory and Policy1,690 cited
  • 1967Uncertainty and the effectiveness of policy1,008 cited
  • 1988Robustness properties of a rule for monetary policy653 cited
  • 1997Issues in the Design of Monetary Policy Rules496 cited
  • 2001Is the Fed Too Timid? Monetary Policy in an Uncertain World405 cited
  • 2002Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty364 cited
  • 2003The Performance of Forecast-Based Monetary Policy Rules Under Model Uncertainty313 cited
  • 2003Speed Limit Policies: The Output Gap and Optimal Monetary Policy303 cited
  • 2002DOES MODEL UNCERTAINTY JUSTIFY CAUTION? ROBUST OPTIMAL MONETARY POLICY IN A FORWARD-LOOKING MODEL270 cited
  • 2003Robust monetary policy with competing reference models260 cited
  • 2003Optimal Interest-Rate Rules: I. General Theory238 cited
  • 2003Implementing Optimal Policy through Inflation-Forecast Targeting231 cited
  • 2002

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Monetary Policy with Uncertain Parameters
210 cited

Cited by

  • 2007Learning and optimal monetary policy21 cited
  • 2010DEBT NONNEUTRALITY, POLICY INTERACTIONS, AND MACROECONOMIC STABILITY*19 cited
  • 2010[NO TITLE AVAILABLE]19 cited
  • 2008Monetary policy rules in theory and in practice: evidence from the UK and the US17 cited
  • 2008Model Uncertainty and Delegation: A Case for Friedman's k‐Percent Money Growth Rule?16 cited