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Is the Taylor Rule Really Different from the Mccallum Rule?
16 references·2 citing·36 second hop
Is the Taylor Rule Really Different from the Mccallum Rule? (2002)Is the Taylor Rule Really Different from …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…Nominal income targeting in an open-economy optimizing model (1999)Nominal income targeting in a…Inflation targeting as a monetary policy rule (1999)Inflation targeting as a mone…Performance of Operational Policy Rules in an Estimated Semi-Classical Structural Model (1998)Performance of Operational Po…Monetary policy rules in practice (1998)Monetary policy rules in prac…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory (1998)Monetary Policy Rules and Mac…Interest-Rate Rules in an Estimated Sticky Price Model (1998)Interest-Rate Rules in an Est…An Historical Analysis of Monetary Policy Rules (1998)An Historical Analysis of Mon…The (Un)Importance of Forward-Looking Behavior in Price Specifications (1997)The (Un)Importance of Forward…Monetary Policy Rules in Practice: Some International Evidence (1997)Monetary Policy Rules in Prac…Inflation Forecasts and Monetary Policy (1997)Inflation Forecasts and Monet…Efficient Rules for Monetary Policy (1997)Efficient Rules for Monetary …New Keynesian Economics and the Phillips Curve (1995)New Keynesian Economics and t…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Robustness properties of a rule for monetary policy (1988)Robustness properties of a ru…Reguły polityki pieniężnej w Polsce. Podejście ilościowe (2014)Reguły polityki pieniężnej w …Historical monetary policy analysis and the Taylor rule (2003)Historical monetary policy an…Some International Evidence on Output-Inflation Tradeoffs. (1973)Sticky Prices in the United States (1982)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Interest and Prices (2004)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Expectations and the neutrality of money (1972)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Estimation and Inference of Impulse Responses by Local Projections (2005)Oil and the Macroeconomy since World War II (1983)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Discretion versus policy rules in practice (1993)Optimal Monetary Policy Inertia (1999)Monetary Policy and Asset Price Volatility (2000)Term structure evidence on interest rate smoothing and monetary policy inertia (2002)Survey of current business (1921)Inflation forecast targeting: Implementing and monitoring inflation targets (1997)A real-time data set for macroeconomists (2001)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Staggered prices in a utility-maximizing framework (1983)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Low inflation, pass-through, and the pricing power of firms (2000)Learning about monetary policy rules (2002)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2002)
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References

  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,046 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 2001Monetary Policy Rules Based on Real-Time Data1,357 cited
  • 1998Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory1,195 cited
  • 1999Inflation targeting as a monetary policy rule1,166 cited
  • 1995New Keynesian Economics and the Phillips Curve896 cited
  • 1998An Historical Analysis of Monetary Policy Rules665 cited
  • 1988Robustness properties of a rule for monetary policy653 cited
  • 1997Monetary Policy Rules in Practice: Some International Evidence617 cited
  • 1998Interest-Rate Rules in an Estimated Sticky Price Model562 cited
  • 1997The (Un)Importance of Forward-Looking Behavior in Price Specifications528 cited
  • 1999Nominal income targeting in an open-economy optimizing model493 cited
  • 1997Efficient Rules for Monetary Policy466 cited
  • 1998Performance of Operational Policy Rules in an Estimated Semi-Classical Structural Model440 cited

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1997
Inflation Forecasts and Monetary Policy
437 cited

Cited by

  • 2003Historical monetary policy analysis and the Taylor rule412 cited
  • 2014Reguły polityki pieniężnej w Polsce. Podejście ilościowe8 cited