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Monetary Policy Rules with Model and Data Uncertainty
16 references·11 citing·43 second hop
Monetary Policy Rules with Model and Data Uncertainty (2002)Monetary Policy Rules with Model and Data…A real-time data set for macroeconomists (2001)A real-time data set for macr…The Conquest of American Inflation (1999)The Conquest of American Infl…Measuring Monetary Policy (1998)Measuring Monetary PolicyInterest-Rate Rules in an Estimated Sticky Price Model (1998)Interest-Rate Rules in an Est…Detrending and business cycle facts (1998)Detrending and business cycle…An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)An Optimization-Based Econome…The Role of Monetary Policy (1995)The Role of Monetary PolicyDiscretion versus policy rules in practice (1993)Discretion versus policy rule…Economic Forecast Evaluation: Profits versus the Conventional Error Measures (1991)Economic Forecast Evaluation:…Learning to Believe in Sunspots (1990)Learning to Believe in Sunspo…Comparing Information in Forecasts from Econometric Models (1990)Comparing Information in Fore…Two Models of Measurements and the Investment Accelerator (1989)Two Models of Measurements an…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Convergence of least squares learning mechanisms in self-referential linear stochastic models (1989)Convergence of least squares …Learning, estimation, and the stability of rational expectations (1982)Learning, estimation, and the…Estimation and Control of a Macroeconomic Model with Rational Expectations (1979)Estimation and Control of a M…Uncertainty Over Models and Data: The Rise and Fall of American Inflation (2012)Uncertainty Over Models and D…On the Informational Role of Term Structure in the U.S. Monetary Policy Rule (2009)On the Informational Role of …Forecasting monthly industrial production in real-time: from single equations to factor-based models (2009)Forecasting monthly industria…Overview (2006)OverviewIMF-Supported Programs (2006)IMF-Supported ProgramsEconometric Policy Evaluation and Inverse Control (2006)Econometric Policy Evaluation…Detecting and Predicting Forecast Breakdowns (2006)Detecting and Predicting Fore…Did the Bundesbank Follow a Taylor Rule? An Analysis Based on Real-Time Data (2003)Did the Bundesbank Follow a T…Let's get “real” about using economic data (2002)Let's get “real” about using …IS MACROECONOMIC RESEARCH ROBUST TO ALTERNATIVE DATA SETS? (2002)IS MACROECONOMIC RESEARCH ROB…Should central banks be more aggressive (1999)Should central banks be more …Econometric policy evaluation: A critique (1976)Rules, discretion and reputation in a model of monetary policy (1983)The quest for prosperity without inflation (2003)Expectations, learning and macroeconomic persistence (2007)Inflation-Gap Persistence in the US (2009)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)Comparing Predictive Accuracy (1994)Do Measures of Monetary Policy in a VAR Make Sense (1998)Monetary Policy Rules Based on Real-Time Data (2001)Macroeconomic Forecasting With Mixed-Frequency Data (2008)Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (2010)Communicating uncertainty about facts, numbers and science (2019)Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule (1977)Macroeconomics and Reality (1980)Nobel Lecture: Monetary Neutrality (1996)Optimal monetary policy responses to relative-price changes (2001)The Formation of Expectations, Inflation, and the Phillips Curve (2018)Time to Build and Aggregate Fluctuations (1982)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? (2003)How do business and financial cycles interact? (2012)Macrofinancial History and the New Business Cycle Facts (2017)Staggered Prices in a Utility-Maximizing Framework (1996)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Some Evidence on the Importance of Sticky Prices (2004)Understanding the Effects of Government Spending on Consumption (2007)Interpreting the macroeconomic time series facts (1992)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Economic Policy Uncertainty* (2016)
this work references cited by second hop

References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1995The Role of Monetary Policy3,796 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1997An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy2,077 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 1998Detrending and business cycle facts922 cited
  • 1989Convergence of least squares learning mechanisms in self-referential linear stochastic models871 cited
  • 2001A real-time data set for macroeconomists787 cited
  • 1999The Conquest of American Inflation653 cited
  • 1979Estimation and Control of a Macroeconomic Model with Rational Expectations628 cited
  • 1998Interest-Rate Rules in an Estimated Sticky Price Model562 cited
  • 1982Learning, estimation, and the stability of rational expectations497 cited
  • 1991Economic Forecast Evaluation: Profits versus the Conventional Error Measures453 cited
  • 1990Comparing Information in Forecasts from Econometric Models427 cited
  • 1990Learning to Believe in Sunspots380 cited
  • 1989Two Models of Measurements and the Investment Accelerator

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371 cited

Cited by

  • 2002Let's get “real” about using economic data52 cited
  • 2006Econometric Policy Evaluation and Inverse Control45 cited
  • 2009On the Informational Role of Term Structure in the U.S. Monetary Policy Rule44 cited
  • 2006Detecting and Predicting Forecast Breakdowns42 cited
  • 2009Forecasting monthly industrial production in real-time: from single equations to factor-based models40 cited
  • 2012Uncertainty Over Models and Data: The Rise and Fall of American Inflation33 cited
  • 2003Did the Bundesbank Follow a Taylor Rule? An Analysis Based on Real-Time Data21 cited
  • 1999Should central banks be more aggressive21 cited
  • 2002IS MACROECONOMIC RESEARCH ROBUST TO ALTERNATIVE DATA SETS?15 cited
  • 2006IMF-Supported Programs3 cited
  • 2006Overview1 cited