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Are Central Banks following a linear or nonlinear (augmented) Taylor rule?
16 references·14 citing·35 second hop
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this work references cited by second hop

References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 1997Inflation forecast targeting: Implementing and monitoring inflation targets1,666 cited
  • 2001Monetary Policy Rules Based on Real-Time Data1,357 cited
  • 2005Asset Prices, Financial and Monetary Stability: Exploring the Nexus1,287 cited
  • 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS1,175 cited
  • 2001Should Central Banks Respond to Movements in Asset Prices?1,166 cited
  • 1984Are Economic Time Series Asymmetric over the Business Cycle?929 cited
  • 2002Asset prices, financial and monetary stability: exploring the nexus763 cited
  • 2007Do central banks respond to exchange rate movements? A structural investigation597 cited
  • 2000Asset prices and central bank policy584 cited
  • 2003Are monetary-policy reaction functions asymmetric?: The role of nonlinearity in the Phillips curve

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294 cited
  • 2002Monetary Policy and Asset Prices: Does 'Benign Neglect' Make Sense?285 cited
  • Cited by

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    • 2011Fundamentals, Financial Factors, and the Dynamics of Investment in Emerging Markets36 cited
    • 2009What Makes Currencies Volatile? An Empirical Investigation36 cited
    • 2011Nonlinear interest rate reaction functions for the UK32 cited
    • 2012The asymmetric reaction of monetary policy to inflation and the output gap: Evidence from Canada30 cited
    • 2009Business Cycle Synchronization Across the Euro-Area: a Wavelet Analysis30 cited
    • 2009Aggregate and sector-specific exchange rate indexes for the Portuguese economy26 cited
    • 2011Asymmetric Taylor reaction functions of the ECB: An approach depending on the state of the economy25 cited
    • 2009Asset prices, Credit and Investment in Emerging Markets20 cited
    • 2016Responsiveness of monetary policy to financial stress in Turkey19 cited
    • 2014Monetary policy based on nonlinear quantity rule: Evidence from China19 cited
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