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Monetary policy and heterogeneous inflation expectations in South Africa
16 references·7 citing·39 second hop
Monetary policy and heterogeneous inflation expectations in South Africa (2014)Monetary policy and heterogeneous inflati…Review of Monetary Policy in South Africa since 1994 (2007)Review of Monetary Policy in …Adaptive Learning, Persistence, and Optimal Monetary Policy (2006)Adaptive Learning, Persistenc…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…The inflation bias revisited: theory and some international evidence (2003)The inflation bias revisited:…Interest and prices : foundations of a theory of monetary policy (2003)Interest and prices : foundat…Expectations and the Stability Problem for Optimal Monetary Policies (2003)Expectations and the Stabilit…Opportunistic and Deliberate Disinflation under Imperfect Credibility (2000)Opportunistic and Deliberate …The Conquest of American Inflation (1999)The Conquest of American Infl…The Conquest of American Inflation (1999)The Conquest of American Infl…Inflation Targeting: Some Extensions (1999)Inflation Targeting: Some Ext…Opportunistic and Deliberate Disinflation under Imperfect Credibility (1998)Opportunistic and Deliberate …How Should Central Banks Reduce Inflation?-Conceptual Issues (1996)How Should Central Banks Redu…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Rules Rather than Discretion:…Inflation Expectations: Review and Evidence (2019)Inflation Expectations: Revie…Inflation Expectations: Review and Evidence (2019)Inflation Expectations: Revie…The role of monetary policy credibility in explaining the decline in exchange rate pass-through in South Africa (2018)The role of monetary policy c…On the formation of inflation expectations in turbulent times: The case of the euro area (2018)On the formation of inflation…Inflation in South Africa: An Assessment of Alternative Inflation Models (2018)Inflation in South Africa: An…Modeling heterogeneous inflation expectations: empirical evidence from demographic data? (2016)Modeling heterogeneous inflat…Further evidence on the rationality of interest rate expectations: A comprehensive study of developed and emerging economies (2016)Further evidence on the ratio…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Econometric policy evaluation: A critique (1976)Rules, discretion and reputation in a model of monetary policy (1983)The Role of Monetary Policy (1995)The quest for prosperity without inflation (2003)Expectations, learning and macroeconomic persistence (2007)Inflation-Gap Persistence in the US (2009)A Positive Theory of Monetary Policy in a Natural-Rate Model (1981)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Discretion versus policy rules in practice (1993)Direct effects of base money on aggregate demand: theory and evidence (2002)DOES MODEL UNCERTAINTY JUSTIFY CAUTION? ROBUST OPTIMAL MONETARY POLICY IN A FORWARD-LOOKING MODEL (2002)Inflation Targeting (2010)Time Series Regression with a Unit Root (1987)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Rational Expectations and the Theory of Price Movements (1961)Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment (1973)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Decision Making in Political Systems: Veto Players in Presidentialism, Parliamentarism, Multicameralism and Multipartyism (1995)Veto Players. How Political Institutions Work (2003)The Science of Monetary Policy: A New Keynesian Perspective (1999)Learning and Expectations in Macroeconomics (2001)Limited asset markets participation, monetary policy and (inverted) aggregate demand logic (2007)Expectations, Learning, and Business Cycle Fluctuations (2011)The term structure of inflation expectations (2012)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Real Wage Rigidities and the New Keynesian Model (2007)Learning from Inflation Experiences * (2015)U.S. Monetary Policy and the Global Financial Cycle (2020)A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily (2001)Chapter 24 Agent-based Computational Finance (2006)
this work references cited by second hop

References

  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1977Rules Rather than Discretion: The Inconsistency of Optimal Plans7,896 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 2003Interest and prices : foundations of a theory of monetary policy1,275 cited
  • 1999The Conquest of American Inflation757 cited
  • 1999The Conquest of American Inflation653 cited
  • 2003Expectations and the Stability Problem for Optimal Monetary Policies298 cited
  • 1999Inflation Targeting: Some Extensions272 cited
  • 2003The inflation bias revisited: theory and some international evidence172 cited
  • 1996How Should Central Banks Reduce Inflation?-Conceptual Issues156 cited
  • 2000Opportunistic and Deliberate Disinflation under Imperfect Credibility134 cited
  • 2006Adaptive Learning, Persistence, and Optimal Monetary Policy132 cited
  • 1998Opportunistic and Deliberate Disinflation under Imperfect Credibility108 cited

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2007
Review of Monetary Policy in South Africa since 1994
97 cited

Cited by

  • 2018The role of monetary policy credibility in explaining the decline in exchange rate pass-through in South Africa68 cited
  • 2016Modeling heterogeneous inflation expectations: empirical evidence from demographic data?46 cited
  • 2019Inflation Expectations: Review and Evidence29 cited
  • 2019Inflation Expectations: Review and Evidence25 cited
  • 2016Further evidence on the rationality of interest rate expectations: A comprehensive study of developed and emerging economies18 cited
  • 2018On the formation of inflation expectations in turbulent times: The case of the euro area18 cited
  • 2018Inflation in South Africa: An Assessment of Alternative Inflation Models13 cited