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Forecasting monetary policy rules in South Africa
16 references·3 citing·32 second hop
Forecasting monetary policy rules in South Africa (2011)Forecasting monetary policy rules in Sout…Comparing forecast accuracy: A Monte Carlo investigation (2012)Comparing forecast accuracy: …The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences (2006)The Fed's monetary policy rul…Tests of Conditional Predictive Ability (2006)Tests of Conditional Predicti…Asymptotics for out of sample tests of Granger causality (2006)Asymptotics for out of sample…Approximately normal tests for equal predictive accuracy in nested models (2006)Approximately normal tests fo…In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (2005)In-Sample or Out-of-Sample Te…Evaluating Direct Multistep Forecasts (2005)Evaluating Direct Multistep F…Are monetary-policy reaction functions asymmetric?: The role of nonlinearity in the Phillips curve (2003)Are monetary-policy reaction …Term structure evidence on interest rate smoothing and monetary policy inertia (2002)Term structure evidence on in…Should Central Banks Respond to Movements in Asset Prices? (2001)Should Central Banks Respond …Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Monetary policy rules in practice (1998)Monetary policy rules in prac…Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Asymptotic Inference about Predictive Ability (1996)Asymptotic Inference about Pr…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyDiscretion versus policy rules in practice (1993)Discretion versus policy rule…Neutral Real Interest Rates in Inflation Targeting Emerging and Developing Economies (2021)Neutral Real Interest Rates i…Financial markets and the response of monetary policy to uncertainty in South Africa (2014)Financial markets and the res…Does the South African Reserve Bank follow a nonlinear interest rate reaction function? (2013)Does the South African Reserv…The Science of Monetary Policy: A New Keynesian Perspective (1999)What Is Wrong with Taylor Rules? Using Judgment in Monetary Policy through Targeting Rules (2003)A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy (2008)Capital regulation and monetary policy with fragile banks (2013)Comparing Predictive Accuracy (1995)25 years of time series forecasting (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Inflation Targeting: A New Framework for Monetary Policy? (1997)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Monetary Policy and Asset Price Volatility (2000)Inefficient Credit Booms (2008)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Risk, uncertainty and monetary policy (2013)Risk, Return, and Equilibrium: Empirical Tests (1973)Macroeconomic Forecasting Using Diffusion Indexes (2002)A Test for Superior Predictive Ability (2005)Large Bayesian vector auto regressions (2009)Volatility forecast comparison using imperfect volatility proxies (2010)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)Evaluating Density Forecasts with Applications to Financial Risk Management (1998)A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Policy Uncertainty and Corporate Investment (2015)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 2006Tests of Conditional Predictive Ability1,667 cited
  • 1996Asymptotic Inference about Predictive Ability1,415 cited
  • 2001Should Central Banks Respond to Movements in Asset Prices?1,166 cited
  • 2002Term structure evidence on interest rate smoothing and monetary policy inertia772 cited
  • 2005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?756 cited
  • 2006Asymptotics for out of sample tests of Granger causality697 cited
  • 2003Are monetary-policy reaction functions asymmetric?: The role of nonlinearity in the Phillips curve294 cited
  • 2012Comparing forecast accuracy: A Monte Carlo investigation284 cited
  • 2005Evaluating Direct Multistep Forecasts243 cited

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2006
The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences
225 cited

Cited by

  • 2013Does the South African Reserve Bank follow a nonlinear interest rate reaction function?15 cited
  • 2014Financial markets and the response of monetary policy to uncertainty in South Africa12 cited
  • 2021Neutral Real Interest Rates in Inflation Targeting Emerging and Developing Economies12 cited