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The Informational Content of Empirical Measures of Real Interest Rate and Output Gaps for the United Kingdom
16 references·0 citing·47 second hop
The Informational Content of Empirical Measures of Real Interest Rate and Output Gaps for the United Kingdom (2005)The Informational Content of Empirical Me…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2010)An Estimated Dynamic Stochast…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Monetary Policy Rules, Macroeconomic Stability, and Inflation: A View from the Trenches (2004)Monetary Policy Rules, Macroe…THE REAL-INTEREST-RATE GAP AS AN INFLATION INDICATOR (2003)THE REAL-INTEREST-RATE GAP AS…The quest for prosperity without inflation (2003)The quest for prosperity with…Measuring the Natural Rate of Interest (2003)Measuring the Natural Rate of…An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area (2003)An Estimated Stochastic Dynam…Monetary Policy Rules, Macroeconomic Stability and Inflation: A View from the Trenches (2001)Monetary Policy Rules, Macroe…Forecasting inflation (1999)Forecasting inflationThe Inflation Tax in a Real Business Cycle Model (1998)The Inflation Tax in a Real B…Policy Rules for Inflation Targeting (1998)Policy Rules for Inflation Ta…Performance of Operational Policy Rules in an Estimated Semi-Classical Structural Model (1998)Performance of Operational Po…An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)An Optimization-Based Econome…Estimating Potential Output as a Latent Variable (1994)Estimating Potential Output a…Univariate detrending methods with stochastic trends (1986)Univariate detrending methods…Interest and Prices (1936)Interest and PricesEconometric policy evaluation: A critique (1976)Discretion versus policy rules in practice (1993)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Do Measures of Monetary Policy in a VAR Make Sense (1998)European inflation dynamics (2001)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach* (2005)Monetary Policy Rules (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)A New Measure of Monetary Shocks: Derivation and Implications (2003)A HISTORY OF THE FEDERAL RESERVE (2005)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Trends and random walks in macroeconmic time series (1982)Are Output Fluctuations Transitory? (1987)Common stochastic trends in international stock markets (1992)Low frequency filtering and real business cycles (1993)A Contribution to the Theory of Economic Growth (1956)Postwar U.S. Business Cycles: An Empirical Investigation (1997)The Resurgence of Growth in the Late 1990s: Is Information Technology the Story? (2000)U.S. Economic Prospects: Secular Stagnation, Hysteresis, and the Zero Lower Bound (2014)Measuring the natural rate of interest: International trends and determinants (2017)The federal funds rate and the channels of monetary transmission (1989)Staggered Prices in a Utility-Maximizing Framework (1996)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Some Evidence on the Importance of Sticky Prices (2004)Understanding the Effects of Government Spending on Consumption (2007)Time to Build and Aggregate Fluctuations (1982)Comparing New Keynesian models of the business cycle: A Bayesian approach (2005)Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach (2005)Robustness of the estimates of the hybrid New Keynesian Phillips curve (2005)The Role of Monetary Policy (1995)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Impact of Uncertainty Shocks (2009)Optimal monetary policy with staggered wage and price contracts (2000)Bayesian estimation of an open economy DSGE model with incomplete pass-through (2007)By How Much Does GDP Rise if the Government Buys More Output? (2009)Remittances and the Dutch disease (2009)Interpreting the macroeconomic time series facts (1992)Efficient Tests for an Autoregressive Unit Root (1996)Determining the Number of Factors in Approximate Factor Models (2002)Inferential Theory for Factor Models of Large Dimensions (2003)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Business Cycles: Real Facts and a Monetary Myth (1990)Inflation and Welfare (2000)A Unified Framework for Monetary Theory and Policy Analysis (2005)
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References

  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1997An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy2,077 cited
  • 1999Forecasting inflation1,273 cited
  • 2003Measuring the Natural Rate of Interest1,062 cited
  • 2010An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area919 cited
  • 1986Univariate detrending methods with stochastic trends851 cited
  • 1998The Inflation Tax in a Real Business Cycle Model833 cited
  • 1998Policy Rules for Inflation Targeting656 cited
  • 2003The quest for prosperity without inflation616 cited
  • 2003An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area534 cited
  • 1994Estimating Potential Output as a Latent Variable452 cited
  • 1998Performance of Operational Policy Rules in an Estimated Semi-Classical Structural Model440 cited
  • 2004Monetary Policy Rules, Macroeconomic Stability, and Inflation: A View from the Trenches327 cited
  • 1936Interest and Prices320 cited
  • 2003THE REAL-INTEREST-RATE GAP AS AN INFLATION INDICATOR250 cited
  • 2001

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Monetary Policy Rules, Macroeconomic Stability and Inflation: A View from the Trenches
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