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Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve
16 references·14 citing·42 second hop
Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve (2007)Time-Varying Coefficients in a GMM Framew…The Pricing Behaviour of Firms in the Euro Area: New Survey Evidence (2010)The Pricing Behaviour of Firm…Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price Data (2010)Price Setting in the Euro Are…Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area (2010)Financial Systems and the Rol…Were There Regime Switches in U.S. Monetary Policy? (2006)Were There Regime Switches in…Sticky Prices in the Euro Area: A Summary of New Micro-Evidence (2006)Sticky Prices in the Euro Are…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…Has U.S. Monetary Policy Changed? 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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 2006Sticky Prices in the Euro Area: A Summary of New Micro-Evidence476 cited
  • 2010Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area457 cited
  • 1992DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1420 cited
  • 1998Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model365 cited
  • 2004Monetary Policy Rules, Macroeconomic Stability, and Inflation: A View from the Trenches327 cited
  • 2005Has U.S. Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data327 cited
  • 2010The Pricing Behaviour of Firms in the Euro Area: New Survey Evidence311 cited
  • 2010Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price Data310 cited
  • 1993Impulse Control Method and Exchange Rate270 cited
  • 2002

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Entropy densities with an application to autoregressive conditional skewness and kurtosis
262 cited
  • 1992Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence229 cited
  • Cited by

    • 2010Pricing and Inference with Mixtures of Conditionally Normal Processes58 cited
    • 2008Stress testing and corporate finance40 cited
    • 2014Changes in inflation dynamics under inflation targeting? Evidence from Central European countries39 cited
    • 2008On Policy Interactions Among Nations: When Do Cooperation and Commitment Matter?37 cited
    • 2010Access to New Imported Varieties and Total Factor Productivity: Firm Level Evidence from France36 cited
    • 2010Total Factor Productivity and the Decision to Serve Foreign Markets: Firm Level Evidence from France35 cited
    • 2010Differences in Interest Rate Policy at the ECB and the Fed: An Investigation with a Medium-Scale DSGE Model35 cited
    • 2007Regional Debt in Monetary Unions: Is it Inflationary?34 cited
    • 2010Some Preliminary Evidence on the Globalization-Inflation Nexus34 cited
    • 2010The Dynamic Effects of Disinflation Policies32 cited
    • 2010Testing Heterogeneity within the Euro Area29 cited
    • 2012A survey on time-varying parameter Taylor rule: A model modified with interest rate pass-through27 cited
    • 2010Two Probabilistic Cyclical Turning Point Indicators for the French Economy (Deux Indicateurs Probabilistes de Retournement Cyclique Pour L’Économie Française) (French)26 cited
    • 2008Some Preliminary Evidence on the Globalization-Inflation Nexus20 cited