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Inflation Targeting, Credibility and Non-Linear Taylor Rules
16 references·1 citing·48 second hop
Inflation Targeting, Credibility and Non-Linear Taylor Rules (2012)Inflation Targeting, Credibility and Non-…Why Are Target Interest Rate Changes so Persistent? (2012)Why Are Target Interest Rate …The Methodology and Practice of Econometrics (2009)The Methodology and Practice …Nonlinear Taylor Rules and Asymmetric Preferences in Central Banking: Evidence from the United Kingdom and the United States (2008)Nonlinear Taylor Rules and As…The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences (2006)The Fed's monetary policy rul…Interest Rate Setting by the ECB, 1999-2006: Words and Deeds (2004)Interest Rate Setting by the …Optimal Discretionary Monetary Policy in a Model of Asymmetric Central Bank Preferences (2003)Optimal Discretionary Monetar…Inflation Targeting under Asymmetric Preferences (2003)Inflation Targeting under Asy…Imperfect credibility and inflation persistence (2003)Imperfect credibility and inf…Are monetary-policy reaction functions asymmetric?: The role of nonlinearity in the Phillips curve (2003)Are monetary-policy reaction …Central Bank Credibility: Why Do We Care? How Do We Build It? (1999)Central Bank Credibility: Why…Monetary policy rules in practice (1998)Monetary policy rules in prac…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Monetary Policy Rules in Practice: Some International Evidence (1997)Monetary Policy Rules in Prac…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Uncertainty and the effectiveness of policy (1967)Uncertainty and the effective…Monetary Policy and Macroprudential Regulation with Financial Frictions (2020)Monetary Policy and Macroprud…On the Theory of Economic Policy (1952)Economic Forecasts and Policy (1962)Optimum Decision Rules for Government and Industry (1965)Central Banking in Theory and Practice (1998)Inflation targeting as a monetary policy rule (1999)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information (1986)Optimal contracts for central bankers (1995)Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? (2008)Can central banks’ monetary policy be described by a linear (augmented) Taylor rule or by a nonlinear rule? (2010)Macroeconomic Policy, Credibility and Politics (2012)Limited-Dependent and Qualitative Variables in Econometrics (1983)Comparing Predictive Accuracy (1994)Reflections on the Natural Rate Hypothesis (1997)Monetary Policy Rules in Emerging Market Economies: Issues and Evidence (2005)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)A Positive Theory of Monetary Policy in a Natural-Rate Model (1981)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Monetary Policy in the Euro Area (2001)Transparency and Credibility: Monetary Policy With Unobservable Goals (2001)Central Bank Independence in the World: A New Data Set (2016)Rules, discretion and reputation in a model of monetary policy (1983)Robustness properties of a rule for monetary policy (1988)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 (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area (2003)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)The Time-Varying Volatility of Macroeconomic Fluctuations (2008)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory (1998)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Monetary Policy and Asset Price Volatility (2000)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2002)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 1967Uncertainty and the effectiveness of policy1,008 cited
  • 1997Monetary Policy Rules in Practice: Some International Evidence617 cited
  • 1999Central Bank Credibility: Why Do We Care? How Do We Build It?558 cited
  • 2003Imperfect credibility and inflation persistence431 cited
  • 2003Are monetary-policy reaction functions asymmetric?: The role of nonlinearity in the Phillips curve294 cited
  • 2003Optimal Discretionary Monetary Policy in a Model of Asymmetric Central Bank Preferences242 cited
  • 2012Why Are Target Interest Rate Changes so Persistent?240 cited
  • 2006The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences225 cited
  • 2008Nonlinear Taylor Rules and Asymmetric Preferences in Central Banking: Evidence from the United Kingdom and the United States176 cited
  • 2003Inflation Targeting under Asymmetric Preferences162 cited
  • 2009The Methodology and Practice of Econometrics

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157 cited
  • 2004Interest Rate Setting by the ECB, 1999-2006: Words and Deeds146 cited
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    • 2020Monetary Policy and Macroprudential Regulation with Financial Frictions9 cited