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Interpreting the Significance of the Lagged Interest Rate in Estimated Monetary Policy Rules
9 references·13 citing·36 second hop
Interpreting the Significance of the Lagged Interest Rate in Estimated Monetary Policy Rules (2002)Interpreting the Significance of the Lagg…Term structure evidence on interest rate smoothing and monetary policy inertia (2002)Term structure evidence on in…Monetary Policy Rules Based on Real-Time Data (2001)Monetary Policy Rules Based o…Is the Fed Too Timid? Monetary Policy in an Uncertain World (2001)Is the Fed Too Timid? Monetar…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Interest-rate smoothing and optimal monetary policy: a review of recent empirical evidence (2000)Interest-rate smoothing and o…Does the fed act gradually? A VAR analysis (2000)Does the fed act gradually? A…Optimal Monetary Policy Inertia (1999)Optimal Monetary Policy Inert…Robustness of Simple Monetary Policy Rules under Model Uncertainty (1998)Robustness of Simple Monetary…Discretion versus policy rules in practice (1993)Discretion versus policy rule…The influence of government ideology on monetary policy: New cross‐country evidence based on dynamic heterogeneous panels (2019)The influence of government i…Has U.S. Monetary Policy Tracked the Efficient Interest Rate? (2014)Has U.S. Monetary Policy Trac…Forecasting and Policy Making (2013)Forecasting and Policy MakingWhy Are Target Interest Rate Changes So Persistent? (2011)Why Are Target Interest Rate …Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment (2011)Financial conditions and nonl…ZONE‐TARGETING MONETARY POLICY PREFERENCES AND FINANCIAL MARKET CONDITIONS: A FLEXIBLE NON‐LINEAR POLICY REACTION FUNCTION OF THE SARB MONETARY POLICY (2010)ZONE‐TARGETING MONETARY POLIC…The Dynamic (In)Efficiency of Monetary Policy by Committee (2008)The Dynamic (In)Efficiency of…Monetary Policy in the Greenspan Era: A Time Series Analysis of Rules vs. Discretion* (2008)Monetary Policy in the Greens…Asymmetric Monetary Policy in Australia* (2006)Asymmetric Monetary Policy in…ON THE INFORMATION CONTENT OF ASYMMETRIC FOMC POLICY STATEMENTS: EVIDENCE FROM A TAYLOR‐RULE PERSPECTIVE (2005)ON THE INFORMATION CONTENT OF…The Role of Policy Rules in Inflation Targeting (2004)The Role of Policy Rules in I…Macroeconomic Volatility Trade-Off and Monetary Policy Regime in the Euro Area (2003)Macroeconomic Volatility Trad…Interest Rate Rules and Multiple Equilibria in the Small Open Economy (2003)Interest Rate Rules and Multi…The Science of Monetary Policy: A New Keynesian Perspective (1999)What Is Wrong with Taylor Rules? Using Judgment in Monetary Policy through Targeting Rules (2003)A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy (2008)Capital regulation and monetary policy with fragile banks (2013)Econometric policy evaluation: A critique (1976)Macroeconomics and Reality (1980)Inflation targeting in practice: The UK experience (1999)Acknowledging Misspecification in Macroeconomic Theory (2001)Anticipations of Monetary Policy in Financial Markets (2003)Aggregate Dynamics and Staggered Contracts (1980)Monetary Policy in the Euro Area (2001)Robust Monetary Policy Rules with Unknown Natural Rates (2002)Historical Monetary Policy Analysis and the Taylor Rule (2003)Rules, discretion and reputation in a model of monetary policy (1983)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory (1998)The Performance of Forecast-Based Monetary Policy Rules Under Model Uncertainty (2003)Monetary Policy Rules, Macroeconomic Stability, and Inflation: A View from the Trenches (2004)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)One Money, One Market: Estimating the Effect of Common Currencies on Trade (1999)Learning about monetary policy rules (2002)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2010)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty (2002)Monetary policy and uncertainty in an empirical small open‐economy model (2010)Inflation forecast targeting: Implementing and monitoring inflation targets (1997)A real-time data set for macroeconomists (2001)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models? (2013)Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences (2014)Understanding Uncertainty Shocks and the Role of Black Swans (2014)
this work references cited by second hop

References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 2001Monetary Policy Rules Based on Real-Time Data1,357 cited
  • 1999Optimal Monetary Policy Inertia998 cited
  • 2002Term structure evidence on interest rate smoothing and monetary policy inertia772 cited
  • 2001Is the Fed Too Timid? Monetary Policy in an Uncertain World405 cited
  • 2000Interest-rate smoothing and optimal monetary policy: a review of recent empirical evidence393 cited
  • 1998Robustness of Simple Monetary Policy Rules under Model Uncertainty302 cited
  • 2000Does the fed act gradually? A VAR analysis165 cited

Cited by

  • 2013Forecasting and Policy Making79 cited
  • 2004The Role of Policy Rules in Inflation Targeting43 cited
  • 2008The Dynamic (In)Efficiency of Monetary Policy by Committee41 cited
  • 2006Asymmetric Monetary Policy in Australia*34 cited
  • 2005ON THE INFORMATION CONTENT OF ASYMMETRIC FOMC POLICY STATEMENTS: EVIDENCE FROM A TAYLOR‐RULE PERSPECTIVE32 cited
  • 2011Why Are Target Interest Rate Changes So Persistent?32 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2003Interest Rate Rules and Multiple Equilibria in the Small Open Economy31 cited
  • 2010ZONE‐TARGETING MONETARY POLICY PREFERENCES AND FINANCIAL MARKET CONDITIONS: A FLEXIBLE NON‐LINEAR POLICY REACTION FUNCTION OF THE SARB MONETARY POLICY21 cited
  • 2011Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment20 cited
  • 2014Has U.S. Monetary Policy Tracked the Efficient Interest Rate?19 cited
  • 2003Macroeconomic Volatility Trade-Off and Monetary Policy Regime in the Euro Area17 cited
  • 2008Monetary Policy in the Greenspan Era: A Time Series Analysis of Rules vs. Discretion*16 cited
  • 2019The influence of government ideology on monetary policy: New cross‐country evidence based on dynamic heterogeneous panels14 cited