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The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan
16 references·16 citing·44 second hopsampled
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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1975Mean-Risk Analysis with Risk Associated with Below-Target Returns1,215 cited
  • 1987The New Palgrave: A Dictionary of Economics1,081 cited
  • 2001Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices834 cited
  • 2003Monetary policy in a data-rich environment702 cited
  • 2004Risk and Uncertainty in Monetary Policy439 cited
  • 2003Imperfect credibility and inflation persistence431 cited
  • 1997Distinguished Lecture on Economics in Government: What Central Bankers Could Learn from Academics—and Vice Versa381 cited
  • 2005Estimation and Testing of Forecast Rationality under Flexible Loss343 cited
  • 2003The Performance of Forecast-Based Monetary Policy Rules Under Model Uncertainty313 cited
  • 2008Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?272 cited
  • 2002Inflation targeting: Should it be modeled as an instrument rule or a targeting rule?260 cited
  • 2000Inflation zone targeting195 cited
  • 2003Inflation Targeting under Asymmetric Preferences

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162 cited
  • 2005Closing remarks: a speech at a symposium sponsored by the Federal Reserve Bank of Kansas City, Jackson Hole, Wyoming, September 9, 200590 cited
  • Cited by

    • 2014Real-Time Analysis of Oil Price Risks Using Forecast Scenarios102 cited
    • 2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models89 cited
    • 2016Risk Management for Monetary Policy Near the Zero Lower Bound84 cited
    • 2014Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences64 cited
    • 2013Are macroeconomic variables useful for forecasting the distribution of U.S. inflation?58 cited
    • 2012Money–Income Granger-Causality in Quantiles52 cited
    • 2024Inflation at risk50 cited
    • 2014What were they thinking? The Federal Reserve in the run-up to the 2008 financial crisis46 cited
    • 2011How Informative are the Subjective Density Forecasts of Macroeconomists?45 cited
    • 2009Estimation and Forecasting in Large Datasets with Conditionally Heteroskedastic Dynamic Common factors39 cited
    • 2012Tails of Inflation Forecasts and Tales of Monetary Policy37 cited
    • 2024Inflation at risk in advanced and emerging market economies35 cited
    • 2022Growth-at-risk and macroprudential policy design34 cited
    • 2010Lessons Learned? Comparing the Federal Reserve’s Responses to the Crises of 1929-1933 and 2007-200933 cited
    • 2012Nonstationarity and nonlinearity in inflation rate: Some further evidence31 cited
    • 2009Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion22 cited