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A Bivariate Model of Fed and ECB Main Policy Rates
16 references·0 citing·49 second hop
A Bivariate Model of Fed and ECB Main Policy Rates (2006)A Bivariate Model of Fed and ECB Main Pol…Methods for Applied Macroeconomic Research (2011)Methods for Applied Macroecon…Do central banks respond to exchange rate movements? A structural investigation (2007)Do central banks respond to e…MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)MODELLING ASYMMETRIC EXCHANGE…International dimensions of optimal monetary policy (2005)International dimensions of o…Bond Yields and the Federal Reserve (2005)Bond Yields and the Federal R…A Simple Framework for International Monetary Policy Analysis (2002)A Simple Framework for Intern…A Model of the Federal Funds Rate Target (2002)A Model of the Federal Funds …Monetary Policy Rules Based on Real-Time Data (2001)Monetary Policy Rules Based o…Evolving Post-World War II U.S. Inflation Dynamics (2001)Evolving Post-World War II U.…A nonlinear autoregressive conditional duration model with applications to financial transaction data (2001)A nonlinear autoregressive co…Loss function‐based evaluation of DSGE models (2000)Loss function‐based evaluatio…Bayesian Methods for Dynamic Multivariate Models (1998)Bayesian Methods for Dynamic …Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)Autoregressive Conditional Du…Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)Autoregressive Conditional Du…Discretion versus policy rules in practice (1993)Discretion versus policy rule…The econometrics of ultra-high frequency data /The econometrics of ultra-hig…Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Are Forecasting Models Usable for Policy Analysis? (1986)Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Estimating the Effects of Fiscal Policy in OECD Countries (2003)Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (2019)Inflation dynamics: A structural econometric analysis (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Expectations, learning and macroeconomic persistence (2007)Testing for Indeterminacy: An Application to U.S. Monetary Policy: Comment (2007)Policy risk and the business cycle (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Continuous Auctions and Insider Trading (1985)Generalized autoregressive conditional heteroskedasticity (1986)Forecasting Volatility in Financial Markets: A Review (2003)Analysis of Financial Time Series (2006)GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS (2012)Rational Decisions (1952)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations (1990)The general equilibrium effects of fiscal policy: Estimates for the Euro area (2008)Multivariate Simultaneous Generalized ARCH (1995)An Introduction to Copulas (1999)Copula Modeling: An Introduction for Practitioners (2007)SRISK: A conditional capital shortfall measure of systemic risk (2017)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)The Science of Monetary Policy: A New Keynesian Perspective (1999)Optimal monetary policy with staggered wage and price contracts (2000)Optimal Monetary Policy in Open versus Closed Economies: An Integrated Approach (2001)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Optimal monetary and fiscal policy in a currency union (2008)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)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)A Theory of Intraday Patterns: Volume and Price Variability (1988)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Time and the Price Impact of a Trade (2000)New frontiers for arch models (2002)Microstructure noise in the continuous case: The pre-averaging approach (2008)Phillips Curves, Expectations of Inflation and Optimal Unemployment over Time (1967)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)State-Space Models with Regime Switching (1999)Has the Business Cycle Changed and Why? (2002)Has Monetary Policy Become More Effective? (2006)
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2,119 cited
  • 1998Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data1,817 cited
  • 2001Monetary Policy Rules Based on Real-Time Data1,357 cited
  • 1998Bayesian Methods for Dynamic Multivariate Models1,011 cited
  • 2001Evolving Post-World War II U.S. Inflation Dynamics914 cited
  • 2002A Simple Framework for International Monetary Policy Analysis799 cited
  • n.d.The econometrics of ultra-high frequency data /784 cited
  • 2000Loss function‐based evaluation of DSGE models651 cited
  • 2007Do central banks respond to exchange rate movements? A structural investigation597 cited
  • 2011Methods for Applied Macroeconomic Research573 cited
  • 2005Bond Yields and the Federal Reserve557 cited
  • 2005International dimensions of optimal monetary policy521 cited
  • 2001A nonlinear autoregressive conditional duration model with applications to financial transaction data319 cited
  • 1998Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data315 cited

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  • 2002A Model of the Federal Funds Rate Target262 cited
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