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Using Taylor Rules to Understand ECB Monetary Policy
16 references·16 citing·30 second hopsampled
Using Taylor Rules to Understand ECB Monetary Policy (2004)Using Taylor Rules to Understand ECB Mone…Term structure evidence on interest rate smoothing and monetary policy inertia (2002)Term structure evidence on in…The Taylor Rule and Optimal Monetary Policy (2001)The Taylor Rule and Optimal M…Monetary Policy Rules Based on Real-Time Data (2001)Monetary Policy Rules Based o…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…The robustness and efficiency of monetary policy rules as guidelines for interest rate setting by the European central bank (1999)The robustness and efficiency…Monetary Policy Rules (1999)Monetary Policy RulesAn Historical Analysis of Monetary Policy Rules (1998)An Historical Analysis of Mon…Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Detrending, stylized facts and the business cycle (1993)Detrending, stylized facts an…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…The ECB monetary policy: Choices and challenges (2007)The ECB monetary policy: Choi…TAYLOR RULES AND INTEREST RATE SMOOTHING IN THE EURO AREA* (2007)TAYLOR RULES AND INTEREST RAT…How the ECB and the US Fed set interest rates (2007)How the ECB and the US Fed se…Money illusion and coordination failure (2006)Money illusion and coordinati…Interest rate reaction functions for the euro area (2006)Interest rate reaction functi…Trade, foreign direct investment or acquisition: Optimal entry modes for multinationals (2005)Trade, foreign direct investm…REAL-TIME ECONOMETRICS (2005)REAL-TIME ECONOMETRICSDo Cognitive Test Scores Explain Higher U.S. Wage Inequality? (2005)Do Cognitive Test Scores Expl…Valuing Public Goods: The Life Satisfaction Approach (2004)Valuing Public Goods: The Lif…The Positive Link Between Financial Liberalization, Growth and Crises (2004)The Positive Link Between Fin…THE EFFECT OF INTERNET PIRACY ON MUSIC SALES: CROSS-SECTION EVIDENCE (2004)THE EFFECT OF INTERNET PIRACY…The ECB interest rate rule under the Duisenberg presidency (2004)The ECB interest rate rule un…Shadow Economies Around the World: What Do We Know? (2004)Shadow Economies Around the W…Privatising Network Industries (2004)Privatising Network IndustriesBureaucrats or Politicians? (2004)Bureaucrats or Politicians?How Do Electoral Rules Shape Party Structures, Government Coalitions, and Economic Policies? (2003)How Do Electoral Rules Shape …A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)Inference in Linear Time Series Models with some Unit Roots (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)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)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Low inflation, pass-through, and the pricing power of firms (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Unit root tests in panel data: asymptotic and finite-sample properties (2002)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)Taking Time Seriously (2008)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1999Monetary Policy Rules1,705 cited
  • 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1,578 cited
  • 2001Monetary Policy Rules Based on Real-Time Data1,357 cited
  • 1993Detrending, stylized facts and the business cycle1,202 cited
  • 2001The Taylor Rule and Optimal Monetary Policy787 cited
  • 2002Term structure evidence on interest rate smoothing and monetary policy inertia772 cited
  • 1998An Historical Analysis of Monetary Policy Rules

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665 cited
  • 1999The robustness and efficiency of monetary policy rules as guidelines for interest rate setting by the European central bank542 cited
  • Cited by

    • 2004Shadow Economies Around the World: What Do We Know?295 cited
    • 2005Do Cognitive Test Scores Explain Higher U.S. Wage Inequality?191 cited
    • 2003How Do Electoral Rules Shape Party Structures, Government Coalitions, and Economic Policies?142 cited
    • 2004Valuing Public Goods: The Life Satisfaction Approach134 cited
    • 2004THE EFFECT OF INTERNET PIRACY ON MUSIC SALES: CROSS-SECTION EVIDENCE129 cited
    • 2004The Positive Link Between Financial Liberalization, Growth and Crises121 cited
    • 2004Bureaucrats or Politicians?112 cited
    • 2005Trade, foreign direct investment or acquisition: Optimal entry modes for multinationals92 cited
    • 2006Money illusion and coordination failure91 cited
    • 2007How the ECB and the US Fed set interest rates88 cited
    • 2004Privatising Network Industries87 cited
    • 2004The ECB interest rate rule under the Duisenberg presidency70 cited
    • 2005REAL-TIME ECONOMETRICS61 cited
    • 2007TAYLOR RULES AND INTEREST RATE SMOOTHING IN THE EURO AREA*59 cited
    • 2007The ECB monetary policy: Choices and challenges51 cited
    • 2006Interest rate reaction functions for the euro area50 cited